206 resultados para Stochastic Processes
Resumo:
Madurai Block, the largest crustal block in the Southern Granulite Terrane (SGT) of Peninsular India, preserves the imprints of multistage tectonic evolution. Here, we present U-Pb and Hf isotope data on zircons from a charnockite-granite suite in the north-western part of this block. The oscillatory zoning, and the LREE to HREE enriched patterns of the zircons with positive Ce and negative Eu anomalies suggest that the zircon cores are of magmatic origin, with ages in the range of 2634-2435 Ma implying Neoarchean-Paleoproterozoic magmatism followed by subsequent metamorphism and protocontinent formation in the north-western part of the Madurai Block. A regional 550-500 Ma metamorphic overprint is also preserved in the zircons coinciding with the final amalgamation of the Gondwana supercontinent. The Hf isotopic data suggest that the granite and charnockite were derived from isotopically heterogeneous juvenile crustal domains and the charnockites show a significant contribution of mantle-derived components. Therefore, the Hf isotopic data reflect mixing of crustal and mantle-derived sources for the generation of Neoarchean crust in the north-western Madurai Block, possibly in a suprasubduction zone setting during continent building processes. (c) 2014 Elsevier Ltd. All rights reserved.
Resumo:
Infinite arrays of coupled two-state stochastic oscillators exhibit well-defined steady states. We study the fluctuations that occur when the number N of oscillators in the array is finite. We choose a particular form of global coupling that in the infinite array leads to a pitchfork bifurcation from a monostable to a bistable steady state, the latter with two equally probable stationary states. The control parameter for this bifurcation is the coupling strength. In finite arrays these states become metastable: The fluctuations lead to distributions around the most probable states, with one maximum in the monostable regime and two maxima in the bistable regime. In the latter regime, the fluctuations lead to transitions between the two peak regions of the distribution. Also, we find that the fluctuations break the symmetry in the bimodal regime, that is, one metastable state becomes more probable than the other, increasingly so with increasing array size. To arrive at these results, we start from microscopic dynamical evolution equations from which we derive a Langevin equation that exhibits an interesting multiplicative noise structure. We also present a master equation description of the dynamics. Both of these equations lead to the same Fokker-Planck equation, the master equation via a 1/N expansion and the Langevin equation via standard methods of Ito calculus for multiplicative noise. From the Fokker-Planck equation we obtain an effective potential that reflects the transition from the monomodal to the bimodal distribution as a function of a control parameter. We present a variety of numerical and analytic results that illustrate the strong effects of the fluctuations. We also show that the limits N -> infinity and t -> infinity(t is the time) do not commute. In fact, the two orders of implementation lead to drastically different results.
Resumo:
Information is encoded in neural circuits using both graded and action potentials, converting between them within single neurons and successive processing layers. This conversion is accompanied by information loss and a drop in energy efficiency. We investigate the biophysical causes of this loss of information and efficiency by comparing spiking neuron models, containing stochastic voltage-gated Na+ and K+ channels, with generator potential and graded potential models lacking voltage-gated Na+ channels. We identify three causes of information loss in the generator potential that are the by-product of action potential generation: (1) the voltage-gated Na+ channels necessary for action potential generation increase intrinsic noise and (2) introduce non-linearities, and (3) the finite duration of the action potential creates a `footprint' in the generator potential that obscures incoming signals. These three processes reduce information rates by similar to 50% in generator potentials, to similar to 3 times that of spike trains. Both generator potentials and graded potentials consume almost an order of magnitude less energy per second than spike trains. Because of the lower information rates of generator potentials they are substantially less energy efficient than graded potentials. However, both are an order of magnitude more efficient than spike trains due to the higher energy costs and low information content of spikes, emphasizing that there is a two-fold cost of converting analogue to digital; information loss and cost inflation.
Resumo:
Motivated by several recent experimental observations that vitamin-D could interact with antigen presenting cells (APCs) and T-lymphocyte cells (T-cells) to promote and to regulate different stages of immune response, we developed a coarse grained but general kinetic model in an attempt to capture the role of vitamin-D in immunomodulatory responses. Our kinetic model, developed using the ideas of chemical network theory, leads to a system of nine coupled equations that we solve both by direct and by stochastic (Gillespie) methods. Both the analyses consistently provide detail information on the dependence of immune response to the variation of critical rate parameters. We find that although vitamin-D plays a negligible role in the initial immune response, it exerts a profound influence in the long term, especially in helping the system to achieve a new, stable steady state. The study explores the role of vitamin-D in preserving an observed bistability in the phase diagram (spanned by system parameters) of immune regulation, thus allowing the response to tolerate a wide range of pathogenic stimulation which could help in resisting autoimmune diseases. We also study how vitamin-D affects the time dependent population of dendritic cells that connect between innate and adaptive immune responses. Variations in dose dependent response of anti-inflammatory and pro-inflammatory T-cell populations to vitamin-D correlate well with recent experimental results. Our kinetic model allows for an estimation of the range of optimum level of vitamin-D required for smooth functioning of the immune system and for control of both hyper-regulation and inflammation. Most importantly, the present study reveals that an overdose or toxic level of vitamin-D or any steroid analogue could give rise to too large a tolerant response, leading to an inefficacy in adaptive immune function.
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In response to the Indian Monsoon freshwater forcing, the Bay of Bengal exhibits a very strong seasonal cycle in sea surface salinity (SSS), especially near the mouths of the Ganges-Brahmaputra and along the east coast of India. In this paper, we use an eddy-permitting (similar to 25 km resolution) regional ocean general circulation model simulation to quantify the processes responsible for this SSS seasonal cycle. Despite the absence of relaxation toward observations, the model reproduces the main features of the observed SSS seasonal cycle, with freshest water in the northeastern Bay, particularly during and after the monsoon. The model also displays an intense and shallow freshening signal in a narrow (similar to 100 km wide) strip that hugs the east coast of India, from September to January, in good agreement with high-resolution measurements along two ships of opportunity lines. The mixed layer salt budget confirms that the strong freshening in the northern Bay during the monsoon results from the Ganges-Brahmaputra river discharge and from precipitation over the ocean. From September onward, the East India Coastal Current transports this freshwater southward along the east coast of India, reaching the southern tip of India in November. The surface freshening results in an enhanced vertical salinity gradient that increases salinity of the surface layer by vertical processes. Our results reveal that the erosion of the freshwater tongue along the east coast of India is not driven by northward horizontal advection, but by vertical processes that eventually overcome the freshening by southward advection and restore SSS to its premonsoon values. The salinity-stratified barrier layer hence only acts as a ``barrier'' for vertical heat fluxes, but is associated with intense vertical salt fluxes in the Bay of Bengal.
Resumo:
A new representation of spatio-temporal random processes is proposed in this work. In practical applications, such processes are used to model velocity fields, temperature distributions, response of vibrating systems, to name a few. Finding an efficient representation for any random process leads to encapsulation of information which makes it more convenient for a practical implementations, for instance, in a computational mechanics problem. For a single-parameter process such as spatial or temporal process, the eigenvalue decomposition of the covariance matrix leads to the well-known Karhunen-Loeve (KL) decomposition. However, for multiparameter processes such as a spatio-temporal process, the covariance function itself can be defined in multiple ways. Here the process is assumed to be measured at a finite set of spatial locations and a finite number of time instants. Then the spatial covariance matrix at different time instants are considered to define the covariance of the process. This set of square, symmetric, positive semi-definite matrices is then represented as a third-order tensor. A suitable decomposition of this tensor can identify the dominant components of the process, and these components are then used to define a closed-form representation of the process. The procedure is analogous to the KL decomposition for a single-parameter process, however, the decompositions and interpretations vary significantly. The tensor decompositions are successfully applied on (i) a heat conduction problem, (ii) a vibration problem, and (iii) a covariance function taken from the literature that was fitted to model a measured wind velocity data. It is observed that the proposed representation provides an efficient approximation to some processes. Furthermore, a comparison with KL decomposition showed that the proposed method is computationally cheaper than the KL, both in terms of computer memory and execution time.
Resumo:
Smoothed functional (SF) schemes for gradient estimation are known to be efficient in stochastic optimization algorithms, especially when the objective is to improve the performance of a stochastic system However, the performance of these methods depends on several parameters, such as the choice of a suitable smoothing kernel. Different kernels have been studied in the literature, which include Gaussian, Cauchy, and uniform distributions, among others. This article studies a new class of kernels based on the q-Gaussian distribution, which has gained popularity in statistical physics over the last decade. Though the importance of this family of distributions is attributed to its ability to generalize the Gaussian distribution, we observe that this class encompasses almost all existing smoothing kernels. This motivates us to study SF schemes for gradient estimation using the q-Gaussian distribution. Using the derived gradient estimates, we propose two-timescale algorithms for optimization of a stochastic objective function in a constrained setting with a projected gradient search approach. We prove the convergence of our algorithms to the set of stationary points of an associated ODE. We also demonstrate their performance numerically through simulations on a queuing model.
Resumo:
Injection of liquid fuel in cross flowing air has been a strategy for future aircraft engines in order to control the emissions. In this context, breakup of a pressure swirl spray in gaseous cross-flow is investigated experimentally. The atomizer discharges a conical swirling sheet of liquid that interacts with cross-flowing air. This complex interaction and the resulting spray structures at various flow conditions are studied through flow visualization using still as well as high speed photography. Experiments are performed over a wide range of aerodynamic Weber number (2-300) and liquid-to-air momentum flux ratio (5-150). Various breakup regimes exhibiting different breakup processes are mapped on a parameter space based on flow conditions. This map shows significant variations from breakup regime map for a plain liquid jet in cross-flow. It is observed that the breakup of leeward side of the sheet is dominated by bag breakup and the windward side of the sheet undergoes breakup through surface waves. Similarities and differences between bag breakup present in plain liquid jet in cross-flow and swirl spray in cross-flow are explained. Multimodal drop size distribution from bag breakup, frequency of bag breakup, wavelength of surface waves and trajectory of spray in cross-flow are measured by analyzing the spray images and parametric study of their variations is also presented. (C) 2014 Elsevier Ltd. All rights reserved.
Resumo:
We present the first q-Gaussian smoothed functional (SF) estimator of the Hessian and the first Newton-based stochastic optimization algorithm that estimates both the Hessian and the gradient of the objective function using q-Gaussian perturbations. Our algorithm requires only two system simulations (regardless of the parameter dimension) and estimates both the gradient and the Hessian at each update epoch using these. We also present a proof of convergence of the proposed algorithm. In a related recent work (Ghoshdastidar, Dukkipati, & Bhatnagar, 2014), we presented gradient SF algorithms based on the q-Gaussian perturbations. Our work extends prior work on SF algorithms by generalizing the class of perturbation distributions as most distributions reported in the literature for which SF algorithms are known to work turn out to be special cases of the q-Gaussian distribution. Besides studying the convergence properties of our algorithm analytically, we also show the results of numerical simulations on a model of a queuing network, that illustrate the significance of the proposed method. In particular, we observe that our algorithm performs better in most cases, over a wide range of q-values, in comparison to Newton SF algorithms with the Gaussian and Cauchy perturbations, as well as the gradient q-Gaussian SF algorithms. (C) 2014 Elsevier Ltd. All rights reserved.
Resumo:
Systematic monitoring of subsurface hydrogeochemistry has been carried out for a period of one year in a humid tropical region along the Nethravati-Gurupur River. The major ion and stable isotope (delta O-18 and delta H-2) compositions are used to understand the hydrogeochemistry of groundwater and its interaction with surface water. In the study, it is observed that intense weathering of source rocks is the major source of chemical elements to the surface and subsurface waters. In addition, agricultural activities and atmospheric contributions also control the major ion chemistry of water in the study area. There is a clear seasonality in the groundwater chemistry, which is related to the recharge and discharge of the hydrological system. On a temporal scale, there is a decrease in major cation concentrations during the monsoon which is a result of dilution of sources from the weathering of rock minerals, and an increase in anion concentrations which is contributed by the atmosphere, accompanied by an increase in water level during the monsoon. The stable isotope composition indicates that groundwater in the basin is of meteoric origin and recharged directly from the local precipitation during the monsoonal season. Soon after the monsoon, groundwater and surface water mix in the subsurface region. The groundwater feeds the surface water during the lean river flow season.
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A nonlinear stochastic filtering scheme based on a Gaussian sum representation of the filtering density and an annealing-type iterative update, which is additive and uses an artificial diffusion parameter, is proposed. The additive nature of the update relieves the problem of weight collapse often encountered with filters employing weighted particle based empirical approximation to the filtering density. The proposed Monte Carlo filter bank conforms in structure to the parent nonlinear filtering (Kushner-Stratonovich) equation and possesses excellent mixing properties enabling adequate exploration of the phase space of the state vector. The performance of the filter bank, presently assessed against a few carefully chosen numerical examples, provide ample evidence of its remarkable performance in terms of filter convergence and estimation accuracy vis-a-vis most other competing filters especially in higher dimensional dynamic system identification problems including cases that may demand estimating relatively minor variations in the parameter values from their reference states. (C) 2014 Elsevier Ltd. All rights reserved.
Resumo:
Ferromagnetic resonance (FMR) measurements are employed to evaluate the presence of the two magnon scattering contribution in the magnetic relaxation processes of the epitaxial nickel zinc ferrite thin films deposited using pulsed laser deposition (PLD) on the (0 0 1) MgAl2O4 substrate. Furthermore, the reciprocal space mapping reveals the presence of microstructural defects which acts as an origin for the two magnon scattering process in this thin film. The relevance of this scattering process is further discussed for understanding the higher FMR linewidth in the in-plane configuration compared to the out-of-plane configuration. FMR measurements also reveal the presence of competing uniaxial and cubic anisotropy in the studied films.
Resumo:
The computational architecture that enables the flexible coupling between otherwise independent eye and hand effector systems is not understood. By using a drift diffusion framework, in which variability of the reaction time (RT) distribution scales with mean RT, we tested the ability of a common stochastic accumulator to explain eye-hand coordination. Using a combination of behavior, computational modeling and electromyography, we show how a single stochastic accumulator to threshold, followed by noisy effector-dependent delays, explains eye-hand RT distributions and their correlation, while an alternate independent, interactive eye and hand accumulator model does not. Interestingly, the common accumulator model did not explain the RT distributions of the same subjects when they made eye and hand movements in isolation. Taken together, these data suggest that a dedicated circuit underlies coordinated eye-hand planning.
Resumo:
Response analysis of a linear structure with uncertainties in both structural parameters and external excitation is considered here. When such an analysis is carried out using the spectral stochastic finite element method (SSFEM), often the computational cost tends to be prohibitive due to the rapid growth of the number of spectral bases with the number of random variables and the order of expansion. For instance, if the excitation contains a random frequency, or if it is a general random process, then a good approximation of these excitations using polynomial chaos expansion (PCE) involves a large number of terms, which leads to very high cost. To address this issue of high computational cost, a hybrid method is proposed in this work. In this method, first the random eigenvalue problem is solved using the weak formulation of SSFEM, which involves solving a system of deterministic nonlinear algebraic equations to estimate the PCE coefficients of the random eigenvalues and eigenvectors. Then the response is estimated using a Monte Carlo (MC) simulation, where the modal bases are sampled from the PCE of the random eigenvectors estimated in the previous step, followed by a numerical time integration. It is observed through numerical studies that this proposed method successfully reduces the computational burden compared with either a pure SSFEM of a pure MC simulation and more accurate than a perturbation method. The computational gain improves as the problem size in terms of degrees of freedom grows. It also improves as the timespan of interest reduces.