179 resultados para Stochastic Integral

em Indian Institute of Science - Bangalore - Índia


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The aim of this article is to characterize unitary increment process by a quantum stochastic integral representation on symmetric Fock space. Under certain assumptions we have proved its unitary equivalence to a Hudson-Parthasarathy flow.

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Gene expression in living systems is inherently stochastic, and tends to produce varying numbers of proteins over repeated cycles of transcription and translation. In this paper, an expression is derived for the steady-state protein number distribution starting from a two-stage kinetic model of the gene expression process involving p proteins and r mRNAs. The derivation is based on an exact path integral evaluation of the joint distribution, P(p, r, t), of p and r at time t, which can be expressed in terms of the coupled Langevin equations for p and r that represent the two-stage model in continuum form. The steady-state distribution of p alone, P(p), is obtained from P(p, r, t) (a bivariate Gaussian) by integrating out the r degrees of freedom and taking the limit t -> infinity. P(p) is found to be proportional to the product of a Gaussian and a complementary error function. It provides a generally satisfactory fit to simulation data on the same two-stage process when the translational efficiency (a measure of intrinsic noise levels in the system) is relatively low; it is less successful as a model of the data when the translational efficiency (and noise levels) are high.

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We have studied two person stochastic differential games with multiple modes. For the zero-sum game we have established the existence of optimal strategies for both players. For the nonzero-sum case we have proved the existence of a Nash equilibrium.

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Numerical analysis of cracked structures often involves numerical estimation of stress intensity factors (SIFs) at a crack tip/front. A newly developed formulation called universal crack closure integral (UCCI) for the evaluation of potential energy release rates (PERRs) and the corresponding SIFs is presented in this paper. Unlike the existing element dedicated forms of crack closure integrals (MCCI, VCCI) with application limited to finite element analysis, this new numerical SIF/PERR estimation technique is independent of the basic stress analysis procedure, making it universally applicable. The second merit of this procedure is that it avoids the generally error-producing zones close to the crack tip/front singularity. The UCCI procedure, based on Irwin's original CCI, is formulated and explored using a simple 2D problem of a straight crack in an infinite sheet. It is then applied to some three-dimensional crack geometries with the stresses and displacements obtained from a boundary element program.

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Proteins are polymerized by cyclic machines called ribosomes, which use their messenger RNA (mRNA) track also as the corresponding template, and the process is called translation. We explore, in depth and detail, the stochastic nature of the translation. We compute various distributions associated with the translation process; one of them-namely, the dwell time distribution-has been measured in recent single-ribosome experiments. The form of the distribution, which fits best with our simulation data, is consistent with that extracted from the experimental data. For our computations, we use a model that captures both the mechanochemistry of each individual ribosome and their steric interactions. We also demonstrate the effects of the sequence inhomogeneities of real genes on the fluctuations and noise in translation. Finally, inspired by recent advances in the experimental techniques of manipulating single ribosomes, we make theoretical predictions on the force-velocity relation for individual ribosomes. In principle, all our predictions can be tested by carrying out in vitro experiments.

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Here we find through computer simulations and theoretical analysis that the low temperature thermodynamic anomalies of liquid water arises from the intermittent fluctuation between its high density and low density forms, consisting largely of 5-coordinated and 4-coordinated water molecules, respectively. The fluctuations exhibit strong dynamic heterogeneity (defined by the four point time correlation function), accompanied by a divergence like growth of the dynamic correlation length, of the type encountered in fragile supercooled liquids. The intermittency has been explained by invoking a two state model often employed to understand stochastic resonance, with the relevant periodic perturbation provided here by the fluctuation of the total volume of the system.

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Compulsators are power sources of choice for use in electromagnetic launchers and railguns. These devices hold the promise of reducing unit costs of payload to orbit. In an earlier work, the author had calculated the current distribution in compulsator wires by considering the wire to be split into a finite number of separate wires. The present work develops an integral formulation of the problem of current distribution in compulsator wires which leads to an integrodifferential equation. Analytical solutions, including those for the integration constants, are obtained in closed form. The analytical solutions present a much clearer picture of the effect of various input parameters on the cross-sectional current distribution and point to ways in which the desired current density distribution can be achieved. Results are graphically presented and discussed, with particular reference to a 50-kJ compulsator in Bangalore. Finite-element analysis supports the results.

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A method is presented for obtaining useful closed form solution of a system of generalized Abel integral equations by using the ideas of fractional integral operators and their applications. This system appears in solving certain mixed boundary value problems arising in the classical theory of elasticity.

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In this article, a non-autonomous (time-varying) semilinear system is considered and its approximate controllability is investigated. The notion of 'bounded integral contractor', introduced by Altman, has been exploited to obtain sufficient conditions for approximate controllability. This condition is weaker than Lipschitz condition. The main theorems of Naito [11, 12] are obtained as corollaries of our main results. An example is also given to show how our results weaken the conditions assumed by Sukavanam[17].

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This paper presents the proper computational approach for the estimation of strain energy release rates by modified crack closure integral (MCCI). In particular, in the estimation of consistent nodal force vectors used in the MCCI expressions for quarter-point singular elements (wherein all the nodal force vectors participate in computation of strain energy release rates by MCCI). The numerical example of a centre crack tension specimen under uniform loading is presented to illustrate the approach.

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A direct method of solution is presented for singular integral equations of the first kind, involving the combination of a logarithmic and a Cauchy type singularity. Two typical cages are considered, in one of which the range of integration is a Single finite interval and, in the other, the range of integration is a union of disjoint finite intervals. More such general equations associated with a finite number (greater than two) of finite, disjoint, intervals can also be handled by the technique employed here.

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A beam-column resting on continuous Winkler foundation and discrete elastic supports is considered. The beam-column is of variable cross-section and the variation of sectional properties along the axis of the beam-column is deterministic. Young's modulus, mass per unit length and distributed axial loadings of the beam-column have a stochastic distribution. The foundation stiffness coefficient of the Winkler model, the stiffnesses of discrete elastic supports, stiffnesses of end springs and the end thrust, are all considered as random parameters. The material property fluctuations and distributed axial loadings are considered to constitute independent, one-dimension uni-variate homogeneous real stochastic fields in space. The foundation stiffness coefficient, stiffnesses of the discrete elastic supports, stiffnesses of end springs and the end thrust are considered to constitute independent random variables. Static response, free vibration and stability behaviour of the beam-column are studied. Hamilton's principle is used to formulate the problem using stochastic FEM. Sensitivity vectors of the response and stability parameters are evaluated. Using these statistics of free vibration frequencies, mode shapes, buckling parameters, etc., are evaluated. A numerical example is given.

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The fault-tolerant multiprocessor (ftmp) is a bus-based multiprocessor architecture with real-time and fault- tolerance features and is used in critical aerospace applications. A preliminary performance evaluation is of crucial importance in the design of such systems. In this paper, we review stochastic Petri nets (spn) and developspn-based performance models forftmp. These performance models enable efficient computation of important performance measures such as processing power, bus contention, bus utilization, and waiting times.

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Some properties of the eigenvalues of the integral operator Kgt defined as Kτf(x) = ∫0τK(x − y) f (y) dy were studied by [1.], 554–566), with some assumptions on the kernel K(x). In this paper the eigenfunctions of the operator Kτ are shown to be continuous functions of τ under certain circumstances. Also, the results of Vittal Rao and the continuity of eigenfunctions are shown to hold for a larger class of kernels.

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We report the results of two studies of aspects of the consistency of truncated nonlinear integral equation based theories of freezing: (i) We show that the self-consistent solutions to these nonlinear equations are unfortunately sensitive to the level of truncation. For the hard sphere system, if the Wertheim–Thiele representation of the pair direct correlation function is used, the inclusion of part but not all of the triplet direct correlation function contribution, as has been common, worsens the predictions considerably. We also show that the convergence of the solutions found, with respect to number of reciprocal lattice vectors kept in the Fourier expansion of the crystal singlet density, is slow. These conclusions imply great sensitivity to the quality of the pair direct correlation function employed in the theory. (ii) We show the direct correlation function based and the pair correlation function based theories of freezing can be cast into a form which requires solution of isomorphous nonlinear integral equations. However, in the pair correlation function theory the usual neglect of the influence of inhomogeneity of the density distribution on the pair correlation function is shown to be inconsistent to the lowest order in the change of density on freezing, and to lead to erroneous predictions. The Journal of Chemical Physics is copyrighted by The American Institute of Physics.