Search results for "stochastic"
showing 10 items of 1018 documents
Statistic moments of the total energy of potential systems and application to equivalent non-linearization
2000
In this paper some properties of the total energy moments of potential systems, subjected to external white noise processes, are shown. Potential systems with a polynomial form of energy-dependent damping have been considered. It is shown that the analytical relations between the statistical moments of the energy associated with such systems can be obtained with the aid of the standard Ito calculus. Furthermore, it is shown that, for the stationary case, these analytical relations are very useful for the application of the equivalent non-linearization technique.
Iterative closure method for non-linear systems driven by polynomials of Gaussian filtered processes
2008
This paper concerns the statistical characterization of the non-Gaussian response of non-linear systems excited by polynomial forms of filtered Gaussian processes. The non-Gaussianity requires the computation of moments of any order. The problem is solved profiting from both the stochastic equivalent linearization (EL), and the moment equation approach of Ito's stochastic differential calculus through a procedure divided into two parts. The first step requires the linearization of the system, while retaining the non-linear excitation; the response statistical moments are calculated exactly, and constitute a first estimate of the moments of the actual non-linear system. In the second step, t…
Managerial Behavior in the Lab: Information Disclosure, Decision Process and Leadership Style
2019
This paper reports the results from a lab experiment in which subjects playing the manager role can implement either an efficient / inegalitarian allocation or an inefficient / egalitarian allocation of payoffs. The experiment simulates a stylized managerial context by allowing the manager to manipulate information and select the decision process and by allowing the stakeholders to retaliate against the manager given different choices in the decision process. We found that the inefficient allocation is often selected and that this choice depends on whether the employees can retaliate against the manager and on whether the manager can hide information about the payoffs. The social preference…
A task scheduling algorithm for HPC applications using colored stochastic Petri Net models
2017
The increase in demand for High Performance Computing (HPC) scientific applications motivates the efforts to reduce costs of running these applications. The problem to solve is that of dynamical multi-criterial optimal scheduling of an application on a HPC platform with a high number of heterogeneous nodes. The solution proposed by the authors is a HPC hardware-software architecture that includes the infrastructure for two level (node and inter-node level) adaptive load balancing. The article presents the development of an Coloured Petri Net(CPN) for such an architecture. The model was used for the development of a dynamic distributed algorithm for the scheduling problem. The CPN allowed a …
Transient Dynamics of Short Josephson Junctions under the influence of non-Gaussian Noise
2009
We investigate the effects of non-Gaussian white noise source on the transient dynamics of short Josephson junctions. The noise signal is simulated generating standard stable random variables with characteristic function described by Lévy index alpha and asymmetry parameter beta. We study the lifetime of the superconductive state as a function both of the frequency of the external driving bias current and the noise intensity for different values of index alpha. We compare our results with those obtained in the presence of Gaussian white noise. We find the presence of noise induced effects such as resonant activation and noise enhanced stability.
Voltage drop across Josephson junctions for L\'evy noise detection
2020
We propose to characterize L\'evy-distributed stochastic fluctuations through the measurement of the average voltage drop across a current-biased Josephson junction. We show that the noise induced switching process in the Josephson washboard potential can be exploited to reveal and characterize L\'evy fluctuations, also if embedded in a thermal noisy background. The measurement of the average voltage drop as a function of the noise intensity allows to infer the value of the stability index that characterizes L\'evy-distributed fluctuations. An analytical estimate of the average velocity in the case of a L\'evy-driven escape process from a metastable state well agrees with the numerical calc…
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) …
RELAXATION PHENOMENA IN CLASSICAL AND QUANTUM SYSTEMS
2012
Relaxation phenomena in three different classical and quantum systems are investigated. First, the role of multiplicative and additive noise in a classical metastable system is analyzed. The mean lifetime of the metastable state shows a nonmonotonicbehavior with a maximum as a function of both the additive and multiplicative noise intensities. In the second system, the simultaneous action of thermal and non-Gaussian noise on the dynamics of an overdamped point Josephson junction is studied. The effect of a Lévy noise generated by a Cauchy–Lorentz distribution on the mean lifetime of the superconductive metastable state, in the presence of a periodic driving, is investigated. We find resonan…
Co-occurrence of resonant activation and noise-enhanced stability in a model of cancer growth in the presence of immune response.
2006
We investigate a stochastic version of a simple enzymatic reaction which follows the generic Michaelis-Menten kinetics. At sufficiently high concentrations of reacting species, the molecular fluctuations can be approximated as a realization of a Brownian dynamics for which the model reaction kinetics takes on the form of a stochastic differential equation. After eliminating a fast kinetics, the model can be rephrased into a form of a one-dimensional overdamped Langevin equation. We discuss physical aspects of environmental noises acting in such a reduced system, pointing out the possibility of coexistence of dynamical regimes where noise-enhanced stability and resonant activation phenomena …
Representation of Autonomous Automata
2001
An autonomous automaton is a finite automaton with output in which the input alphabet has cardinality one when special reduced. We define the transition from automata to semigroups via a representation successful if given two incomparable automata (neither simulate the other), the semigroups representing the automata are distinct. We show that representation by the transition semigroup is not successful. We then consider a representation of automata by semigroups of partial transformations. We show that in general transition from automata to semigroups by this representation is not successful either. In fact, the only successful transition presented is the transiton to this semigroup of par…