Search results for "Stochastic modelling"
showing 10 items of 86 documents
Nonlinear response theory for Markov processes II: Fifth-order response functions
2017
The nonlinear response of stochastic models obeying a master equation is calculated up to fifth-order in the external field thus extending the third-order results obtained earlier (G. Diezemann, Phys. Rev. E{\bf 85}, 051502 (2012)). For sinusoidal fields the $5\om$-component of the susceptibility is computed for the model of dipole reorientations in an asymmetric double well potential and for a trap model with a Gaussian density of states. For most realizations of the models a hump is found in the higher-order susceptibilities. In particular, for the asymmetric double well potential model there are two characteristic temperature regimes showing the occurence of such a hump as compared to a …
Economic modelling as a tool to support macroalgal bloom management: a case study (Sacca di Goro, Po river delta)
2003
During the last 20, years, intensive mollusk farming has been developed in coastal waters, mostly in sheltered bays and lagoons. Often, mollusk stocks are threatened by frequent anoxic events from macroalgal blooms. Here, a decision support tool is described to select the optimal short-term strategy to control algal biomasses. Even though long-term and detailed studies of the lagoon systems are required to provide reliable, biologically based policies, we have here developed a simplified analysis that overlooks most of the ecological complexity, but explicitly includes environmental variability and uncertainty in parameter estimation in the economic assessment of the performances of differe…
Stochastic models for phytoplankton dynamics in Mediterranean Sea
2016
Abstract In this paper, we review some results obtained from three one-dimensional stochastic models, which were used to analyze picophytoplankton dynamics in two sites of the Mediterranean Sea. Firstly, we present a stochastic advection–reaction–diffusion model to describe the vertical spatial distribution of picoeukaryotes in a site of the Sicily Channel. The second model, which is an extended version of the first one, is used to obtain the vertical stationary profiles of two groups of picophytoplankton, i.e. Pelagophytes and Prochlorococcus, in the same marine site as in the previous case. Here, we include intraspecific competition of picophytoplanktonic groups for limiting factors, i.e.…
The influence of temperature model assumptions on the prognosis accuracy of extinction risk
2000
Abstract For a species whose abundance is well-known to correlate on the degree of heat different temperature model assumptions may affect the prognosis accuracy of persistence. Likewise, year-to-year autocorrelations in weather fluctuations are known to decrease extinction risk. Thus, we investigated the grey bush cricket Platycleis albopunctata . For this species is known that growth and reproduction is mainly influenced by temperature. We developed a stochastic individual based model for the bush cricket. This day–degree model described the demographic growth of the species that depends on temperature. Daily temperatures were generated by five different methods: (i) temperatures were seq…
A Methodology for Modeling and Optimizing Social Systems
2020
[EN] A system methodology for modeling and optimizing social systems is presented. It allows constructing dynamical models formulated stochastically, i.e., their results are given by confidence intervals. The models provide optimal intervention ways to reach the stated objectives. Two optimization methods are used: (1) to test strategies and scenarios and (2) to optimize with a genetic algorithm. The application case presented is a small nonformal education Spanish business. First, the model is validated in the 2008-2012 period, and subsequently, the optimal way to obtain a maximum profit in the 2013-2025 period is obtained using the two methods.
Surrogate data analysis of sleep electroencephalograms reveals evidence for nonlinearity
1996
We tested the hypothesis of whether sleep electroencephalographic (EEG) signals of different time windows (164 s, 82 s, 41 s and 20.5 s) are in accordance with linear stochastic models. For this purpose we analyzed the all-night sleep electroencephalogram of a healthy subject and corresponding Gaussian-rescaled phase randomized surrogates with a battery of five non-linear measures. The following nonlinear measures were implemented: largest Lyapunov exponent L1, correlation dimension D2, and the Green-Savit measures delta 2, delta 4 and delta 6. The hypothesis of linear stochastic data was rejected with high statistical significance. L1 and D2 yielded the most pronounced effects, while the G…
Including an environmental quality index in a demographic model
2016
This paper presents a new well-being index which allows environmental quality to be measured through CO2 emissions, renewable energies and nuclear power. Its formula derives from a geometric mean used to calculate which things in the human production system warm the planet and which do not. This index has been introduced into a gender-defined stochastic population dynamic mathematical model which measures well-being in a country. The main variables in this model are rates of death, birth, emigration and immigration, as well as three UN indices: Human Development Index, Gender Development Index and Gender Empowerment Index. This model has been extended with variables that allow an environmen…
Two-days ahead prediction of daily maximum concentrations of SO2, O3, PM10, NO2, CO in the urban area of Palermo, Italy
2007
Abstract Artificial neural networks are functional alternative techniques in modelling the intricate vehicular exhaust emission dispersion phenomenon. Pollutant predictions are notoriously complex when using either deterministic or stochastic models, which explains why this model was developed using a neural network. Neural networks have the ability to learn about non-linear relationships between the used variables. In this paper a recurrent neural network (Elman model) based forecaster for the prediction of daily maximum concentrations of SO2, O3, PM10, NO2, CO in the city of Palermo is proposed. The effectiveness of the presented forecaster was tested using a time series recorded between …
Analysis of Spatially and Temporally Overlapping Events with Application to Image Sequences
2006
Counting spatially and temporally overlapping events in image sequences and estimating their shape-size and duration features are important issues in some applications. We propose a stochastic model, a particular case of the nonisotropic 3D Boolean model, for performing this analysis: the temporal Boolean model. Some probabilistic properties are derived and a methodology for parameter estimation from time-lapse image sequences is proposed using an explicit treatment of the temporal dimension. We estimate the mean number of germs per unit area and time, the mean grain size and the duration distribution. A wide simulation study in order to assess the proposed estimators showed promising resul…
Statistical properties of the capacity of multipath fading channels
2009
It is well known that a frequency-nonselective multipath fading channel can be modeled by a sum of complex sinusoids, also called sum-of-cisoids (SOC). By using the SOC, we can efficiently model the scattered component of the received signal in non-isotropic scattering environments. Such SOC-based multipath channel models provide the flexibility of having correlated in-phase and quadrature phase components of the received signal. This paper presents the derivation and analysis of the statistical properties of the capacity of multipath fading channels under LOS conditions. As an appropriate stochastic model for the multipath fading channel, we have adopted the SOC model. We have derived the …