Search results for "Stochastic process"
showing 10 items of 346 documents
Role of sub- and super-Poisson noise sources in population dynamics
2020
In this paper we present a study on pulse noise sources characterized by sub- and super-Poisson statistics. We make a comparison with their uncorrelated counterpart. i.e. pulse noise with Poisson statistics, while showing that the correlation properties of sub- and super-Poisson noise sources can be efficiently applied to population dynamics. Specifically, we consider a termite population, described by a Langevin equation in the presence of a pulse noise source, and we study its dynamics and stability properties for two models. The first one describes a population of several colonies in a new territory with adverse environmental conditions. The second one considers the development of a sing…
Spectral characteristics of steady-state Lévy flights in confinement potential profiles
2016
The steady-state correlation characteristics of superdiffusion in the form of Levy flights in one-dimensional confinement potential profiles are investigated both theoretically and numerically. Specifically, for Cauchy stable noise we calculate the steady-state probability density function for an infinitely deep rectangular potential well and for a symmetric steep potential well of the type U(x)∞x2m. For these potential profiles and arbitrary Levy index α, we obtain the asymptotic expression of the spectral power density.
Statistics of residence time for Lévy flights in unstable parabolic potentials
2020
We analyze the residence time problem for an arbitrary Markovian process describing nonlinear systems without a steady state. We obtain exact analytical results for the statistical characteristics of the residence time. For diffusion in a fully unstable potential profile in the presence of Lévy noise we get the conditional probability density of the particle position and the average residence time. The noise-enhanced stability phenomenon is observed in the system investigated. Results from numerical simulations are in very good agreement with analytical ones.
Effects of solar irradiance noise on a complex marine trophic web
2022
AbstractThe analysis of experimental data of the solar irradiance, collected on the marine surface, clearly highlights the intrinsic stochasticity of such an environmental parameter. Given this result, effects of randomly fluctuating irradiance on the population dynamics of a marine ecosystem are studied on the basis of the stochastic 0-dimensional biogeochemical flux model. The noisy fluctuations of the irradiance are formally described as a multiplicative Ornstein-Uhlenbeck process, that is a self-correlated Gaussian noise. Nonmonotonic behaviours of the variance of the marine populations’ biomass are found with respect to the intensity and the autocorrelation time of the noise source, ma…
Effective target arrangement in a deterministic scale-free graph
2010
We study the random walk problem on a deterministic scale-free network, in the presence of a set of static, identical targets; due to the strong inhomogeneity of the underlying structure the mean first-passage time (MFPT), meant as a measure of transport efficiency, is expected to depend sensitively on the position of targets. We consider several spatial arrangements for targets and we calculate, mainly rigorously, the related MFPT, where the average is taken over all possible starting points and over all possible paths. For all the cases studied, the MFPT asymptotically scales like N^{theta}, being N the volume of the substrate and theta ranging from (1 - log 2/log3), for central target(s)…
Bond-based 3D-chiral linear indices: Theory and QSAR applications to central chirality codification
2008
The recently introduced non-stochastic and stochastic bond-based linear indices are been generalized to codify chemical structure information for chiral drugs, making use of a trigonometric 3D-chirality correction factor. These improved modified descriptors are applied to several well-known data sets to validate each one of them. Particularly, Cramer's steroid data set has become a benchmark for the assessment of novel quantitative structure activity relationship methods. This data set has been used by several researchers using 3D-QSAR approaches such as Comparative Molecular Field Analysis, Molecular Quantum Similarity Measures, Comparative Molecular Moment Analysis, E-state, Mapping Prope…
Hadamard NMR imaging with slice selection
1996
Stochastic NMR imaging is one of the less common NMR imaging techniques. Nevertheless, stochastic rf excitation is characterized by some remarkable features: the rf excitation power is at least two orders of magnitude lower in comparison to conventionally pulsed NMR imaging schemes. Thus, the technique is of interest for imaging of large objects. The systematic noise inherent in images obtained with random noise excitation has been eliminated by using pseudorandom noise together with Hadamard transformation for data evaluation. Data acquisition times are comparable to those of ultrafast imaging techniques. For slice selection, z magnetization is destroyed outside the slice region with speci…
Dynamic Demand and Mean-Field Games
2017
Within the realm of smart buildings and smart cities,\ud dynamic response management is playing an ever-increasing\ud role thus attracting the attention of scientists from different\ud disciplines. Dynamic demand response management involves a\ud set of operations aiming at decentralizing the control of loads\ud in large and complex power networks. Each single appliance\ud is fully responsive and readjusts its energy demand to the\ud overall network load. A main issue is related to mains frequency\ud oscillations resulting from an unbalance between supply and\ud demand. In a nutshell, this paper contributes to the topic by\ud equipping each signal consumer with strategic insight. In particu…
Robust linear quadratic mean-field games in crowd-seeking social networks.
2013
We consider a social network where opinions evolve following a stochastic averaging process under the influence of adversarial disturbances. We provide a robust mean-field game model in the spirit of H∞-optimal control, establish existence of a mean-field equilibrium, and analyze its stochastic stability.
Stochastic acceleration in generalized squared Bessel processes
2015
We analyze the time behavior of generalized squared Bessel processes, which are useful for modeling the relevant scales of stochastic acceleration problems. These nonstationary stochastic processes obey a Langevin equation with a non-Gaussian multiplicative noise. We obtain the long-time asymptotic behavior of the probability density function for non-Gaussian white and colored noise sources. We find that the functional form of the probability density functions is independent of the statistics of the noise source considered. Theoretical results are in good agreement with those obtained by numerical simulations of the Langevin equation with pulse noise sources.