Search results for " stochastic model"
showing 10 items of 10 documents
Gully erosion susceptibility assessment by means of GIS-based logistic regression: A case of Sicily (Italy)
2014
article i nfo Article history: This research aims at characterizing susceptibility conditions to gully erosion by means of GIS and multivariate statistical analysis. The study area is a 9.5 km 2 river catchment in central-northern Sicily, where agriculture ac- tivities are limited by intense erosion. By means of field surveys and interpretation of aerial images, we prepared a digitalmap of thespatial distribution of 260 gulliesinthestudy area.Inaddition,fromavailable thematicmaps, a 5 m cell size digital elevation model and field checks, we derived 27 environmental attributes that describe the variability of lithology, land use, topography and road position. These attributes were selected f…
Chlorophyll Concentration Retrieval by Training Convolutional Neural Network for Stochastic Model of Leaf Optical Properties (SLOP) Inversion
2020
Miniaturized hyperspectral imaging techniques have developed rapidly in recent years and have become widely available for different applications. Combining calibrated hyperspectral imagery with inverse physically based reflectance models is an interesting approach for estimating chlorophyll concentrations that are good indicators of vegetation health. The objective of this study was to develop a novel approach for retrieving chlorophyll a and b values from remotely sensed data by inverting the stochastic model of leaf optical properties using a one-dimensional convolutional neural network. The inversion results and retrieved values are validated in two ways: A classical machine learning val…
Constraints on Cosmic Strings Using Data from the Third Advanced LIGO–Virgo Observing Run
2021
We search for gravitational-wave signals produced by cosmic strings in the Advanced LIGO and Virgo full O3 data set. Search results are presented for gravitational waves produced by cosmic string loop features such as cusps, kinks and, for the first time, kink-kink collisions.cA template-based search for short-duration transient signals does not yield a detection. We also use the stochastic gravitational-wave background energy density upper limits derived from the O3 data to constrain the cosmic string tension, $G\mu$, as a function of the number of kinks, or the number of cusps, for two cosmic string loop distribution models.cAdditionally, we develop and test a third model which interpolat…
Enhancement of stability in systems with metastable states
2007
The investigation of noise‐induced phenomena in far from equilibrium systems is one of the approach used to understand the behaviour of physical and biological complex systems. Metastability is a generic feature of many nonlinear systems, and the problem of the lifetime of metastable states involves fundamental aspects of nonequilibrium statistical mechanics. The enhancement of the life‐time of metastable states through the noise enhanced stability effect and the role played by the resonant activation phenomenon will be discussed in models of interdisciplinary physics: (i) Ising model (ii) Josephson junction; (iii) stochastic FitzHugh‐Nagumo model; (iv) a population dynamics model, and (v) …
Stochastic resonance in a metal-oxide memristive device
2021
Abstract The stochastic resonance phenomenon has been studied experimentally and theoretically for a state-of-art metal-oxide memristive device based on yttria-stabilized zirconium dioxide and tantalum pentoxide, which exhibits bipolar filamentary resistive switching of anionic type. The effect of white Gaussian noise superimposed on the sub-threshold sinusoidal driving signal is analyzed through the time series statistics of the resistive switching parameters, the spectral response to a periodic perturbation and the signal-to-noise ratio at the output of the nonlinear system. The stabilized resistive switching and the increased memristance response are revealed in the observed regularities…
Mean Escape Time in a System with Stochastic Volatility
2007
We study the mean escape time in a market model with stochastic volatility. The process followed by the volatility is the Cox Ingersoll and Ross process which is widely used to model stock price fluctuations. The market model can be considered as a generalization of the Heston model, where the geometric Brownian motion is replaced by a random walk in the presence of a cubic nonlinearity. We investigate the statistical properties of the escape time of the returns, from a given interval, as a function of the three parameters of the model. We find that the noise can have a stabilizing effect on the system, as long as the global noise is not too high with respect to the effective potential barr…
SINGLE FACTOR STOCHASTIC MODELS WITH SEASONALITY APPLIED TO UNDERLYING WEATHER DERIVATIVES VARIABLES
2003
This paper estimates single factor stochastic models describing daily air temperature behaviour. We modify classical financial models to reflect temperature seasonality and fit them to a time series representing temperatures in Spain. The estimated models are used in Montecarlo simulations to obtain heating and cooling degree-days, which are used as an underlying reference in weather derivatives. The final goal of this work is to obtain an insight into weather derivative valuation, and so making it easier to manage economic activity risks closely related to temperature (i.e. oil, gas and electricity prices and volumes). En este trabajo se estiman modelos estocásticos unifactoriales que desc…
Modeling of spanish household electrical consumptions: Simplified and detailed stochastic approach in trnsys environment
2013
The initial assessment of electric energy demands of a building is a key element in the design process, that should be integrated in the earlier stages of the design of a net zero energy building. The objective of the study is the creation of predictive models of household electrical consumptions in the Mediterranean/Spanish climate and its implementation in TRNSYS 17 environment. The models offer both a simplified level of analysis, based on average seasonal electrical consumptions trends and a stochastic in-depth level for the simulation of peak loads through the compiling of multiple TRNSYS types.
Stochastic model for a biological complex system: analysis of the bacterial growth in food products
2012
The Physics of Complex Systems has recently taken a more and more important role in the description of natural systems because of the interactions, both deterministic and noisy, between such systems and the environment. In particular the noise plays a relevant role in biological systems, whose dynamics is strongly influenced by environmental variables subject to random fluctuations. In this work a stochastic model is exploited to reproduce the growth of bacteria in food of animal origin. Specifically the dynamics of a bacterial species, Listeria monocytogenes, is analyzed in the presence of lactic acid bacteria (LAB) during the period of the fermentation of meat products. The model, based o…
Translocation dynamics of a short polymer driven by an oscillating force
2013
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