Exact field-driven interface dynamics in the two-dimensional stochastic Ising model with helicoidal boundary conditions

We investigate the interface dynamics of the two-dimensional stochastic Ising model in an external field under helicoidal boundary conditions. At sufficiently low temperatures and fields, the dynamics of the interface is described by an exactly solvable high-spin asymmetric quantum Hamiltonian that is the infinitesimal generator of the zero range process. Generally, the critical dynamics of the interface fluctuations is in the Kardar-Parisi-Zhang universality class of critical behavior. We remark that a whole family of RSOS interface models similar to the Ising interface model investigated here can be described by exactly solvable restricted high-spin quantum XXZ-type Hamiltonians. (C) 2012 Elsevier B.V. All rights reserved.

A spatial stochastic model for rumor transmission

We consider an interacting particle system representing the spread of a rumor by agents on the d-dimensional integer lattice. Each agent may be in any of the three states belonging to the set {0,1,2}. Here 0 stands for ignorants, 1 for spreaders and 2 for stiflers. A spreader tells the rumor to any of its (nearest) ignorant neighbors at rate lambda. At rate alpha a spreader becomes a stifler due to the action of other (nearest neighbor) spreaders. Finally, spreaders and stiflers forget the rumor at rate one. We study sufficient conditions under which the rumor either becomes extinct or survives with positive probability.

Stochastic simulation of time-series models combined with geostatistics to predict water-table scenarios in a Guarani Aquifer System outcrop area, Brazil

Stochastic methods based on time-series modeling combined with geostatistics can be useful tools to describe the variability of water-table levels in time and space and to account for uncertainty. Monitoring water-level networks can give information about the dynamic of the aquifer domain in both dimensions. Time-series modeling is an elegant way to treat monitoring data without the complexity of physical mechanistic models. Time-series model predictions can be interpolated spatially, with the spatial differences in water-table dynamics determined by the spatial variation in the system properties and the temporal variation driven by the dynamics of the inputs into the system. An integration of stochastic methods is presented, based on time-series modeling and geostatistics as a framework to predict water levels for decision making in groundwater management and land-use planning. The methodology is applied in a case study in a Guarani Aquifer System (GAS) outcrop area located in the southeastern part of Brazil. Communication of results in a clear and understandable form, via simulated scenarios, is discussed as an alternative, when translating scientific knowledge into applications of stochastic hydrogeology in large aquifers with limited monitoring network coverage like the GAS.

STOCHASTIC MODEL FOR SIMULATING MAIZE YIELD

Maize is one of the most important crops in the world. The products generated from this crop are largely used in the starch industry, the animal and human nutrition sector, and biomass energy production and refineries. For these reasons, there is much interest in figuring the potential grain yield of maize genotypes in relation to the environment in which they will be grown, as the productivity directly affects agribusiness or farm profitability. Questions like these can be investigated with ecophysiological crop models, which can be organized according to different philosophies and structures. The main objective of this work is to conceptualize a stochastic model for predicting maize grain yield and productivity under different conditions of water supply while considering the uncertainties of daily climate data. Therefore, one focus is to explain the model construction in detail, and the other is to present some results in light of the philosophy adopted. A deterministic model was built as the basis for the stochastic model. The former performed well in terms of the curve shape of the above-ground dry matter over time as well as the grain yield under full and moderate water deficit conditions. Through the use of a triangular distribution for the harvest index and a bivariate normal distribution of the averaged daily solar radiation and air temperature, the stochastic model satisfactorily simulated grain productivity, i.e., it was found that 10,604 kg ha(-1) is the most likely grain productivity, very similar to the productivity simulated by the deterministic model and for the real conditions based on a field experiment.

Stochastic competitive learning in complex networks

Competitive learning is an important machine learning approach which is widely employed in artificial neural networks. In this paper, we present a rigorous definition of a new type of competitive learning scheme realized on large-scale networks. The model consists of several particles walking within the network and competing with each other to occupy as many nodes as possible, while attempting to reject intruder particles. The particle's walking rule is composed of a stochastic combination of random and preferential movements. The model has been applied to solve community detection and data clustering problems. Computer simulations reveal that the proposed technique presents high precision of community and cluster detections, as well as low computational complexity. Moreover, we have developed an efficient method for estimating the most likely number of clusters by using an evaluator index that monitors the information generated by the competition process itself. We hope this paper will provide an alternative way to the study of competitive learning.

Stochastic gravito-inertial modes discovered by CoRoT in the hot Be star HD51452

Context. Be stars are rapidly rotating stars with a circumstellar decretion disk. They usually undergo pressure and/or gravity pulsation modes excited by the kappa-mechanism, i.e. an effect of the opacity of iron-peak elements in the envelope of the star. In the Milky Way, p-modes are observed in stars that are hotter than or equal to the B3 spectral type, while g-modes are observed at the B2 spectral type and cooler. Aims. We observed a B0IVe star, HD51452, with the high-precision, high-cadence photometric CoRoT satellite and high-resolution, ground-based HARPS and SOPHIE spectrographs to study its pulsations in great detail. We also used the lower resolution spectra available in the BeSS database. Methods. We analyzed the CoRoT and spectroscopic data with several methods: CLEAN-NG, FREQFIND, and a sliding window method. We also analyzed spectral quantities, such as the violet over red (V/R) emission variations, to obtain information about the variation in the circumstellar environment. We calculated a stellar structure model with the ESTER code to test the various interpretation of the results. Results. We detect 189 frequencies of variations in the CoRoT light curve in the range between 0 and 4.5 c d(-1). The main frequencies are also recovered in the spectroscopic data. In particular we find that HD51452 undergoes gravito-inertial modes that are not in the domain of those excited by the kappa-mechanism. We propose that these are stochastic modes excited in the convective zones and that at least some of them are a multiplet of r-modes (i.e. subinertial modes mainly driven by the Coriolis acceleration). Stochastically excited gravito-inertial modes had never been observed in any star, and theory predicted that their very low amplitudes would be undetectable even with CoRoT. We suggest that the amplitudes are enhanced in HD51452 because of the very rapid stellar rotation. In addition, we find that the amplitude variations of these modes are related to the occurrence of minor outbursts. Conclusions. Thanks to CoRoT data, we have detected a new kind of pulsations in HD51452, which are stochastically excited gravito-inertial modes, probably due to its very rapid rotation. These modes are probably also present in other rapidly rotating hot Be stars.

Network-based stochastic semisupervised learning

Semisupervised learning is a machine learning approach that is able to employ both labeled and unlabeled samples in the training process. In this paper, we propose a semisupervised data classification model based on a combined random-preferential walk of particles in a network (graph) constructed from the input dataset. The particles of the same class cooperate among themselves, while the particles of different classes compete with each other to propagate class labels to the whole network. A rigorous model definition is provided via a nonlinear stochastic dynamical system and a mathematical analysis of its behavior is carried out. A numerical validation presented in this paper confirms the theoretical predictions. An interesting feature brought by the competitive-cooperative mechanism is that the proposed model can achieve good classification rates while exhibiting low computational complexity order in comparison to other network-based semisupervised algorithms. Computer simulations conducted on synthetic and real-world datasets reveal the effectiveness of the model.

Robustness of the non-Markovian Alzheimer walk under stochastic perturbation

The elephant walk model originally proposed by Schutz and Trimper to investigate non-Markovian processes led to the investigation of a series of other random-walk models. Of these, the best known is the Alzheimer walk model, because it was the first model shown to have amnestically induced persistence-i.e. superdiffusion caused by loss of memory. Here we study the robustness of the Alzheimer walk by adding a memoryless stochastic perturbation. Surprisingly, the solution of the perturbed model can be formally reduced to the solutions of the unperturbed model. Specifically, we give an exact solution of the perturbed model by finding a surjective mapping to the unperturbed model. Copyright (C) EPLA, 2012

PERFORMANCE EVALUATION OF RESOURCE-AWARE BUSINESS PROCESSES USING STOCHASTIC AUTOMATA NETWORKS

In this work, we study the performance evaluation of resource-aware business process models. We define a new framework that allows the generation of analytical models for performance evaluation from business process models annotated with resource management information. This framework is composed of a new notation that allows the specification of resource management constraints and a method to convert a business process specification and its resource constraints into Stochastic Automata Networks (SANs). We show that the analysis of the generated SAN model provides several performance indices, such as average throughput of the system, average waiting time, average queues size, and utilization rate of resources. Using the BP2SAN tool - our implementation of the proposed framework - and a SAN solver (such as the PEPS tool) we show through a simple use-case how a business specialist with no skills in stochastic modeling can easily obtain performance indices that, in turn, can help to identify bottlenecks on the model, to perform workload characterization, to define the provisioning of resources, and to study other performance related aspects of the business process.

Particle Acceleration in Turbulence and Weakly Stochastic Reconnection

In this Letter we analyze the energy distribution evolution of test particles injected in three dimensional (3D) magnetohydrodynamic (MHD) simulations of different magnetic reconnection configurations. When considering a single Sweet-Parker topology, the particles accelerate predominantly through a first-order Fermi process, as predicted in [3] and demonstrated numerically in [8]. When turbulence is included within the current sheet, the acceleration rate is highly enhanced, because reconnection becomes fast and independent of resistivity [4,11] and allows the formation of a thick volume filled with multiple simultaneously reconnecting magnetic fluxes. Charged particles trapped within this volume suffer several head-on scatterings with the contracting magnetic fluctuations, which significantly increase the acceleration rate and results in a first-order Fermi process. For comparison, we also tested acceleration in MHD turbulence, where particles suffer collisions with approaching and receding magnetic irregularities, resulting in a reduced acceleration rate. We argue that the dominant acceleration mechanism approaches a second order Fermi process in this case.

Strategy and model building in the fourth dimension: a null model for genotype × age interaction as a Gaussian stationary stochastic process

Abstract Background Using univariate and multivariate variance components linkage analysis methods, we studied possible genotype × age interaction in cardiovascular phenotypes related to the aging process from the Framingham Heart Study. Results We found evidence for genotype × age interaction for fasting glucose and systolic blood pressure. Conclusions There is polygenic genotype × age interaction for fasting glucose and systolic blood pressure and quantitative trait locus × age interaction for a linkage signal for systolic blood pressure phenotypes located on chromosome 17 at 67 cM.

Stochastic lattice model describing a vector-borne disease

We employ the approach of stochastic dynamics to describe the dissemination of vector-borne diseases such as dengue, and we focus our attention on the characterization of the threshold of the epidemic. The coexistence space comprises two representative spatial structures for both human and mosquito populations. The human population has its evolution described by a process that is similar to the Susceptible-Infected-Recovered (SIR) dynamics. The population of mosquitoes follows a dynamic of the type of the Susceptible Infected-Susceptible (SIS) model. The coexistence space is a bipartite lattice constituted by two structures representing the human and mosquito populations. We develop a truncation scheme to solve the evolution equations for the densities and the two-site correlations from which we get the threshold of the disease and the reproductive ratio. We present a precise deØnition of the reproductive ratio which reveals the importance of the correlations developed in the early stage of the disease. According to our deØnition, the reproductive rate is directed related to the conditional probability of the occurrence of a susceptible human (mosquito) given the presence in the neighborhood of an infected mosquito (human). The threshold of the epidemic as well as the phase transition between the epidemic and the non-epidemic states are also obtained by performing Monte Carlo simulations. References: [1] David R. de Souza, T^ania Tom∂e, , Suani R. T. Pinho, Florisneide R. Barreto and M∂ario J. de Oliveira, Phys. Rev. E 87, 012709 (2013). [2] D. R. de Souza, T. Tom∂e and R. M. ZiÆ, J. Stat. Mech. P03006 (2011).

A stochastic spatially structured epidemic model with diffusive processes

We developed a stochastic lattice model to describe the vector-borne disease (like yellow fever or dengue). The model is spatially structured and its dynamical rules take into account the diffusion of vectors. We consider a bipartite lattice, forming a sub-lattice of human and another occupied by mosquitoes. At each site of lattice we associate a stochastic variable that describes the occupation and the health state of a single individual (mosquito or human). The process of disease transmission in the human population follows a similar dynamic of the Susceptible-Infected-Recovered model (SIR), while the disease transmission in the mosquito population has an analogous dynamic of the Susceptible-Infected-Susceptible model (SIS) with mosquitos diffusion. The occurrence of an epidemic is directly related to the conditional probability of occurrence of infected mosquitoes (human) in the presence of susceptible human (mosquitoes) on neighborhood. The probability of diffusion of mosquitoes can facilitate the formation of pairs Susceptible-Infected enabling an increase in the size of the epidemic. Using an asynchronous dynamic update, we study the disease transmission in a population initially formed by susceptible individuals due to the introduction of a single mosquito (human) infected. We find that this model exhibits a continuous phase transition related to the existence or non-existence of an epidemic. By means of mean field approximations and Monte Carlo simulations we investigate the epidemic threshold and the phase diagram in terms of the diffusion probability and the infection probability.

Stochastic quantization of the spherical model and supersymmetry.

In this work, we reported some results about the stochastic quantization of the spherical model. We started by reviewing some basic aspects of this method with emphasis in the connection between the Langevin equation and the supersymmetric quantum mechanics, aiming at the application of the corresponding connection to the spherical model. An intuitive idea is that when applied to the spherical model this gives rise to a supersymmetric version that is identified with one studied in Phys. Rev. E 85, 061109, (2012). Before investigating in detail this aspect, we studied the stochastic quantization of the mean spherical model that is simpler to implement than the one with the strict constraint. We also highlight some points concerning more traditional methods discussed in the literature like canonical and path integral quantization. To produce a supersymmetric version, grounded in the Nicolai map, we investigated the stochastic quantization of the strict spherical model. We showed in fact that the result of this process is an off-shell supersymmetric extension of the quantum spherical model (with the precise supersymmetric constraint structure). That analysis establishes a connection between the classical model and its supersymmetric quantum counterpart. The supersymmetric version in this way constructed is a more natural one and gives further support and motivations to investigate similar connections in other models of the literature.

Stochastic gravito-inertial modes discovered by CoRoT in the hot Be star HD51452

Context. Be stars are rapidly rotating stars with a circumstellar decretion disk. They usually undergo pressure and/or gravity pulsation modes excited by the κ-mechanism, i.e. an effect of the opacity of iron-peak elements in the envelope of the star. In the Milky Way, p-modes are observed in stars that are hotter than or equal to the B3 spectral type, while g-modes are observed at the B2 spectral type and cooler. Aims. We observed a B0IVe star, HD51452, with the high-precision, high-cadence photometric CoRoT satellite and high-resolution, ground-based HARPS and SOPHIE spectrographs to study its pulsations in great detail. We also used the lower resolution spectra available in the BeSS database. Methods. We analyzed the CoRoT and spectroscopic data with several methods: Clean-NG, FreqFind, and a sliding window method. We also analyzed spectral quantities, such as the violet over red (V/R) emission variations, to obtain information about the variation in the circumstellar environment. We calculated a stellar structure model with the ESTER code to test the various interpretation of the results. Results. We detect 189 frequencies of variations in the CoRoT light curve in the range between 0 and 4.5 c d−1. The main frequencies are also recovered in the spectroscopic data. In particular we find that HD51452 undergoes gravito-inertial modes that are not in the domain of those excited by the κ-mechanism. We propose that these are stochastic modes excited in the convective zones and that at least some of them are a multiplet of r-modes (i.e. subinertial modes mainly driven by the Coriolis acceleration). Stochastically excited gravito-inertial modes had never been observed in any star, and theory predicted that their very low amplitudes would be undetectable even with CoRoT. We suggest that the amplitudes are enhanced in HD51452 because of the very rapid stellar rotation. In addition, we find that the amplitude variations of these modes are related to the occurrence of minor outbursts. Conclusions. Thanks to CoRoT data, we have detected a new kind of pulsations in HD51452, which are stochastically excited gravito-inertial modes, probably due to its very rapid rotation. These modes are probably also present in other rapidly rotating hot Be stars.