Search results for "stochastic"
showing 10 items of 1018 documents
Noise enhanced stability in fluctuating metastable states Phys. Rev. E69, 061103 (2004)
2004
We derive general equations for the nonlinear relaxation time of Brownian diffusion in randomly switching potential with a sink. For piece-wise linear dichotomously fluctuating potential with metastable state, we obtain the exact average lifetime as a function of the potential parameters and the noise intensity. Our result is valid for arbitrary white noise intensity and for arbitrary fluctuation rate of the potential. We find noise enhanced stability phenomenon in the system investigated: The average lifetime of the metastable state is greater than the time obtained in the absence of additive white noise.We obtain the parameter region of the fluctuating potential where the effect can be ob…
Resonant activation in piecewise linear asymmetric potentials
2011
7 páginas, 8 figuras.-- PACS number(s): 05.40.−a, 05.45.−a, 02.50.Ey
Prediction and Surveillance Sampling Assessment in Plant Nurseries and Fields
2022
In this paper, we propose a structured additive regression (STAR) model for modeling the occurrence of a disease in fields or nurseries. The methodological approach involves a Gaussian field (GF) affected by a spatial process represented by an approximation to a Gaussian Markov random field (GMRF). This modeling allows the building of maps with prediction probabilities regarding the presence of a disease in plants using Bayesian kriging. The advantage of this modeling is its computational benefit when compared with known spatial hierarchical models and with the Bayesian inference based on Markov chain Monte Carlo (MCMC) methods. Inference through the use of the integrated nested Laplace app…
Stochastic multicriteria evaluation of district heating systems considering the uncertainties
2018
It is of great importance to choose a suitable district heating (DH) system for a specific DH area from the economics, environment and energy (3E) points of view. This is a multicriteria decision making problem, in which the criteria performance values (PVs) and weighting are characterized by uncertain or imprecise information. In this study, seven candidate DH systems are evaluated from the viewpoints of 3E by the stochastic multicriteria acceptability analysis (SMAA) method. SMAA is able to handle the uncertainties of the criteria PVs and the weighting at the same time. These uncertainties are very common and typical in real-life, but in most cases are not treated judiciously or just negl…
Multiplicative cases from additive cases: Extension of Kolmogorov–Feller equation to parametric Poisson white noise processes
2007
Abstract In this paper the response of nonlinear systems driven by parametric Poissonian white noise is examined. As is well known, the response sample function or the response statistics of a system driven by external white noise processes is completely defined. Starting from the system driven by external white noise processes, when an invertible nonlinear transformation is applied, the transformed system in the new state variable is driven by a parametric type excitation. So this latter artificial system may be used as a tool to find out the proper solution to solve systems driven by parametric white noises. In fact, solving this new system, being the nonlinear transformation invertible, …
Noise Induced Phenomena in Lotka-Volterra Systems
2003
We study the time evolution of two ecosystems in the presence of external noise and climatic periodical forcing by a generalized Lotka-Volterra (LV) model. In the first ecosystem, composed by two competing species, we find noise induced phenomena such as: (i) quasi deterministic oscillations, (ii) stochastic resonance, (iii) noise delayed extinction and (iv) spatial patterns. In the second ecosystem, composed by three interacting species (one predator and two preys), using a discrete model of the LV equations we find that the time evolution of the spatial patterns is strongly dependent on the initial conditions of the three species.
Lévy-type diffusion on one-dimensional directed Cantor graphs.
2009
L\'evy-type walks with correlated jumps, induced by the topology of the medium, are studied on a class of one-dimensional deterministic graphs built from generalized Cantor and Smith-Volterra-Cantor sets. The particle performs a standard random walk on the sets but is also allowed to move ballistically throughout the empty regions. Using scaling relations and the mapping onto the electric network problem, we obtain the exact values of the scaling exponents for the asymptotic return probability, the resistivity and the mean square displacement as a function of the topological parameters of the sets. Interestingly, the systems undergoes a transition from superdiffusive to diffusive behavior a…
Hard-wall interactions in soft matter systems: Exact numerical treatment
2011
An algorithm for handling hard-wall interactions in simulations of driven diffusive particle motion is proposed. It exploits an exact expression for the one-dimensional transition probability in the presence of a hard (reflecting) wall and therefore is numerically exact in the sense that it does not introduce any additional approximation beyond the usual discretization procedures. Studying two standard situations from soft matter systems, its performance is compared to the heuristic approaches used in the literature.
A new Frequency Domain Measure of Causality based on Partial Spectral Decomposition of Autoregressive Processes and its Application to Cardiovascular…
2019
We present a new method to quantify in the frequency domain the strength of directed interactions between linear stochastic processes. This issue is traditionally addressed by the directed coherence (DC), a popular causality measure derived from the spectral representation of vector autoregressive (AR) processes. Here, to overcome intrinsic limitations of the DC when it needs to be objectively quantified within specific frequency bands, we propose an approach based on spectral decomposition, which allows to isolate oscillatory components related to the pole representation of the vector AR process in the Z-domain. Relating the causal and non-causal power content of these components we obtain…
Random vibration of linear and nonlinear structural systems with singular matrices: A frequency domain approach
2017
Abstract A frequency domain methodology is developed for stochastic response determination of multi-degree-of-freedom (MDOF) linear and nonlinear structural systems with singular matrices. This system modeling can arise when a greater than the minimum number of coordinates/DOFs is utilized, and can be advantageous, for instance, in cases of complex multibody systems where the explicit formulation of the equations of motion can be a nontrivial task. In such cases, the introduction of additional/redundant DOFs can facilitate the formulation of the equations of motion in a less labor intensive manner. Specifically, relying on the generalized matrix inverse theory, a Moore-Penrose (M-P) based f…