Search results for "stochastic"
showing 10 items of 1018 documents
A Noncommutative Approach to Ordinary Differential Equations
2005
We adapt ideas coming from Quantum Mechanics to develop a non-commutative strategy for the analysis of some systems of ordinary differential equations. We show that the solution of such a system can be described by an unbounded, self-adjoint and densely defined operator H which we call, in analogy with Quantum Mechanics, the Hamiltonian of the system. We discuss the role of H in the analysis of the integrals of motion of the system. Finally, we apply this approach to several examples.
Fractional Laplacians in bounded domains: Killed, reflected, censored, and taboo Lévy flights.
2018
The fractional Laplacian $(- \Delta)^{\alpha /2}$, $\alpha \in (0,2)$ has many equivalent (albeit formally different) realizations as a nonlocal generator of a family of $\alpha $-stable stochastic processes in $R^n$. On the other hand, if the process is to be restricted to a bounded domain, there are many inequivalent proposals for what a boundary-data respecting fractional Laplacian should actually be. This ambiguity holds true not only for each specific choice of the process behavior at the boundary (like e.g. absorbtion, reflection, conditioning or boundary taboos), but extends as well to its particular technical implementation (Dirchlet, Neumann, etc. problems). The inferred jump-type …
SOME RELATIONS BETWEEN BOUNDED BELOW ELLIPTIC OPERATORS AND STOCHASTIC ANALYSIS
2019
International audience; We apply Malliavin Calculus tools to the case of a bounded below elliptic rightinvariant Pseudodifferential operators on a Lie group. We give examples of bounded below pseudodifferential elliptic operators on R d by using the theory of Poisson process and the Garding inequality. In the two cases, there is no stochastic processes besides because the considered semi-groups do not preserve positivity.
Feynman-Kac formulae
2015
In this chapter, we establish the connection between the deterministic EIT forward problem and the class of reflecting diffusion processes. We proceed along the lines of the recent paper [137] by Piiroinen and the author: We derive Feynman-Kac formulae in terms of these processes for the solutions to the forward problems corresponding to the continuum model and the complete electrode model, respectively. These results extend the classical Feynman-Kac formulae for elliptic boundary value problems in smooth domains and with smooth coefficients which were obtained in the 1980s and 1990s using the Feller semigroup approach and Ito stochastic calculus. In contrast to this well-studied situation,…
Stochastic response of MDOF wind-excited structures by means of Volterra series approach
1998
Abstract The role played by the quadratic term of the forcing function in the response statistics of multi-degree-of-freedom (MDOF) wind-excited linear-elastic structures is investigated. This is accomplished by modeling the structural response as a Volterra series up to the second order and neglecting the wind-structure interaction. In order to reduce the computational effort due to the calculation of a large number of multiple integrals, required by the used approach, a recent model of the wind stochastic field is adopted.
Predicting antitrichomonal activity: A computational screening using atom-based bilinear indices and experimental proofs
2006
Existing Trichomonas vaginalis therapies are out of reach for most trichomoniasis people in developing countries and, where available, they are limited by their toxicity (mainly in pregnant women) and their cost. New antitrichomonal agents are needed to combat emerging metronidazole-resistant trichomoniasis and reduce the side effects associated with currently available drugs. Toward this end, atom-based bilinear indices, a new TOMOCOMD-CARDD molecular descriptor, and linear discriminant analysis (LDA) were used to discover novel, potent, and non-toxic lead trichomonacidal chemicals. Two discriminant functions were obtained with the use of non-stochastic and stochastic atom-type bilinear in…
Bond-based bilinear indices for computational discovery of novel trypanosomicidal drug-like compounds through virtual screening
2014
Two-dimensional bond-based bilinear indices and linear discriminant analysis are used in this report to perform a quantitative structure-activity relationship study to identify new trypanosomicidal compounds. A data set of 440 organic chemicals, 143 with antitrypanosomal activity and 297 having other clinical uses, is used to develop the theoretical models. Two discriminant models, computed using bond-based bilinear indices, are developed and both show accuracies higher than 86% for training and test sets. The stochastic model correctly indentifies nine out of eleven compounds of a set of organic chemicals obtained from our synthetic collaborators. The in vitro antitrypanosomal activity of …
Atom, atom-type, and total nonstochastic and stochastic quadratic fingerprints: a promising approach for modeling of antibacterial activity.
2005
The TOpological MOlecular COMputer Design (TOMOCOMD-CARDD) approach has been introduced for the classification and design of antimicrobial agents using computer-aided molecular design. For this propose, atom, atom-type, and total quadratic indices have been generalized to codify chemical structure information. In this sense, stochastic quadratic indices have been introduced for the description of the molecular structure. These stochastic fingerprints are based on a simple model for the intramolecular movement of all valence-bond electrons. In this work, a complete data set containing 1006 antimicrobial agents is collected and presented. Two structure-based antibacterial activity classificat…
Lévy walks and scaling in quenched disordered media.
2010
We study L\'evy walks in quenched disordered one-dimensional media, with scatterers spaced according to a long-tailed distribution. By analyzing the scaling relations for the random-walk probability and for the resistivity in the equivalent electric problem, we obtain the asymptotic behavior of the mean square displacement as a function of the exponent characterizing the scatterers distribution. We demonstrate that in quenched media different average procedures can display different asymptotic behavior. In particular, we estimate the moments of the displacement averaged over processes starting from scattering sites, in analogy with recent experiments. Our results are compared with numerical…
A Tachyonic Gluon Mass: Between Infrared and Ultraviolet
1999
The gluon spin coupling to a Gaussian correlated background gauge field induces an effective tachyonic gluon mass. It is momentum dependent and vanishes in the UV only like 1/p^2. In the IR, we obtain stabilization through a positive m^2_{conf}(p^2) related to confinement. Recently a purely phenomenological tachyonic gluon mass was used to explain the linear rise in the q\bar q static potential at small distances and also some long standing discrepancies found in QCD sum rules. We show that the stochastic vacuum model of QCD predicts a gluon mass with the desired properties.