57 resultados para Finite-time stochastic stability
Resumo:
We introduce a model for the dynamics of a patchy population in a stochastic environment and derive a criterion for its persistence. This criterion is based on the geometric mean (GM) through time of the spatial-arithmetic mean of growth rates. For the population to persist, the GM has to be greater than or equal to1. The GM increases with the number of patches (because the sampling error is reduced) and decreases with both the variance and the spatial covariance of growth rates. We derive analytical expressions for the minimum number of patches (and the maximum harvesting rate) required for the persistence of the population. As the magnitude of environmental fluctuations increases, the number of patches required for persistence increases, and the fraction of individuals that can be harvested decreases. The novelty of our approach is that we focus on Malthusian local population dynamics with high dispersal and strong environmental variability from year to year. Unlike previous models of patchy populations that assume an infinite number of patches, we focus specifically on the effect that the number of patches has on population persistence. Our work is therefore directly relevant to patchily distributed organisms that are restricted to a small number of habitat patches.
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This note presents a method of evaluating the distribution of a path integral for Markov chains on a countable state space.
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A laser, be it an optical laser or an atom laser, is an open quantum system that produces a coherent beam of bosons (photons or atoms, respectively). Far above threshold, the stationary state rho(ss) of the laser mode is a mixture of coherent-field states with random phase, or, equivalently, a Poissonian mixture of number states. This paper answers the question: can descriptions such as these, of rho(ss) as a stationary ensemble of pure states, be physically realized? Here physical realization is as defined previously by us [H. M. Wiseman and J. A. Vaccaro, Phys. Lett. A 250, 241 (1998)]: an ensemble of pure states for a particular system can be physically realized if, without changing the dynamics of the system, an experimenter can (in principle) know at any time that the system is in one of the pure-state members of the ensemble. Such knowledge can be obtained by monitoring the baths to which the system is coupled, provided that coupling is describable by a Markovian master equation. Using a family of master equations for the (atom) laser, we solve for the physically realizable (PR) ensembles. We find that for any finite self-energy chi of the bosons in the laser mode, the coherent-state ensemble is not PR; the closest one can come to it is an ensemble of squeezed states. This is particularly relevant for atom lasers, where the self-energy arising from elastic collisions is expected to be large. By contrast, the number-state ensemble is always PR. As the self-energy chi increases, the states in the PR ensemble closest to the coherent-state ensemble become increasingly squeezed. Nevertheless, there are values of chi for which states with well-defined coherent amplitudes are PR, even though the atom laser is not coherent (in the sense of having a Bose-degenerate output). We discuss the physical significance of this anomaly in terms of conditional coherence (and hence conditional Bose degeneracy).
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This paper presents a method of evaluating the expected value of a path integral for a general Markov chain on a countable state space. We illustrate the method with reference to several models, including birth-death processes and the birth, death and catastrophe process. (C) 2002 Elsevier Science Inc. All rights reserved.
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Recent research in Australia and overseas has suggested that we are witnessing a convergence of men's and women's time on domestic labour activities. But there is disagreement about whether this is due to women reducing their time on housework or men increasing their time on housework. This article addresses these issues using national survey data collected in Australia in 1986, 1993 and 1997. The results show some changes in the proportional responsibilities of men and women in the home with men reporting a greater share of traditional indoor activities. But overall both men and women are spending less time on housework. In particular, women's time on housework has declined by six hours per week since 1986. Hence, while the gender gap between men's and women's involvement in the home is getting smaller, it is not the result of men increasing their share of the load, but is due to the large decline in women's time spent on domestic labour. There is also evidence of change in the relationship. between paid and unpaid work for women. Women's hours of,paid labour had a greater impact on their involvement in domestic labour in 1997 compared to a decade earlier. The article concludes that women's increased labour force involvement in combination with changing patterns and styles, of consumption is leading to some changes in the gender-division:of household labour, but not in the direction anticipated by earlier commentators on the domestic division of labour.
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In this paper, we consider testing for additivity in a class of nonparametric stochastic regression models. Two test statistics are constructed and their asymptotic distributions are established. We also conduct a small sample study for one of the test statistics through a simulated example. (C) 2002 Elsevier Science (USA).
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This study evaluated the extent to which movement of the lower limbs and pelvis may compensate for the disturbance to posture that results from respiratory movement of the thorax and abdomen. Motion of the neck, pelvis, leg and centre of pressure (COP) were recorded with high resolution in conjunction with electromyographic activity (EMG) of flexor and extensor muscles of the trunk and hip. Respiration was measured from ribcage motion. Subjects breathed quietly, and with increased volume due to hypercapnoca (as a result of breathing with increased dead-space) and a voluntary increase in respiration. Additional recordings were made during apnoea. The relationship between respiration and other parameters was measured from the correlation between data in the frequency domain (i.e. coherence) and from time-locked averages triggered from respiration. In quiet standing, small angular displacements (similar to0.5degrees) of the trunk and leg were identified in raw data. Correspondingly, there were peaks in the power spectra of the angular movements and EMG. While body movement and EMG were coherent with respiration (>0.5), the coherence between respiration and COP displacement was low (
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In this paper we construct predictor-corrector (PC) methods based on the trivial predictor and stochastic implicit Runge-Kutta (RK) correctors for solving stochastic differential equations. Using the colored rooted tree theory and stochastic B-series, the order condition theorem is derived for constructing stochastic RK methods based on PC implementations. We also present detailed order conditions of the PC methods using stochastic implicit RK correctors with strong global order 1.0 and 1.5. A two-stage implicit RK method with strong global order 1.0 and a four-stage implicit RK method with strong global order 1.5 used as the correctors are constructed in this paper. The mean-square stability properties and numerical results of the PC methods based on these two implicit RK correctors are reported.
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A decision theory framework can be a powerful technique to derive optimal management decisions for endangered species. We built a spatially realistic stochastic metapopulation model for the Mount Lofty Ranges Southern Emu-wren (Stipiturus malachurus intermedius), a critically endangered Australian bird. Using diserete-time Markov,chains to describe the dynamics of a metapopulation and stochastic dynamic programming (SDP) to find optimal solutions, we evaluated the following different management decisions: enlarging existing patches, linking patches via corridors, and creating a new patch. This is the first application of SDP to optimal landscape reconstruction and one of the few times that landscape reconstruction dynamics have been integrated with population dynamics. SDP is a powerful tool that has advantages over standard Monte Carlo simulation methods because it can give the exact optimal strategy for every landscape configuration (combination of patch areas and presence of corridors) and pattern of metapopulation occupancy, as well as a trajectory of strategies. It is useful when a sequence of management actions can be performed over a given time horizon, as is the case for many endangered species recovery programs, where only fixed amounts of resources are available in each time step. However, it is generally limited by computational constraints to rather small networks of patches. The model shows that optimal metapopulation, management decisions depend greatly on the current state of the metapopulation,. and there is no strategy that is universally the best. The extinction probability over 30 yr for the optimal state-dependent management actions is 50-80% better than no management, whereas the best fixed state-independent sets of strategies are only 30% better than no management. This highlights the advantages of using a decision theory tool to investigate conservation strategies for metapopulations. It is clear from these results that the sequence of management actions is critical, and this can only be effectively derived from stochastic dynamic programming. The model illustrates the underlying difficulty in determining simple rules of thumb for the sequence of management actions for a metapopulation. This use of a decision theory framework extends the capacity of population viability analysis (PVA) to manage threatened species.
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Many large-scale stochastic systems, such as telecommunications networks, can be modelled using a continuous-time Markov chain. However, it is frequently the case that a satisfactory analysis of their time-dependent, or even equilibrium, behaviour is impossible. In this paper, we propose a new method of analyzing Markovian models, whereby the existing transition structure is replaced by a more amenable one. Using rates of transition given by the equilibrium expected rates of the corresponding transitions of the original chain, we are able to approximate its behaviour. We present two formulations of the idea of expected rates. The first provides a method for analysing time-dependent behaviour, while the second provides a highly accurate means of analysing equilibrium behaviour. We shall illustrate our approach with reference to a variety of models, giving particular attention to queueing and loss networks. (C) 2003 Elsevier Ltd. All rights reserved.
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Most finite element packages use the Newmark algorithm for time integration of structural dynamics. Various algorithms have been proposed to better optimize the high frequency dissipation of this algorithm. Hulbert and Chung proposed both implicit and explicit forms of the generalized alpha method. The algorithms optimize high frequency dissipation effectively, and despite recent work on algorithms that possess momentum conserving/energy dissipative properties in a non-linear context, the generalized alpha method remains an efficient way to solve many problems, especially with adaptive timestep control. However, the implicit and explicit algorithms use incompatible parameter sets and cannot be used together in a spatial partition, whereas this can be done for the Newmark algorithm, as Hughes and Liu demonstrated, and for the HHT-alpha algorithm developed from it. The present paper shows that the explicit generalized alpha method can be rewritten so that it becomes compatible with the implicit form. All four algorithmic parameters can be matched between the explicit and implicit forms. An element interface between implicit and explicit partitions can then be used, analogous to that devised by Hughes and Liu to extend the Newmark method. The stability of the explicit/implicit algorithm is examined in a linear context and found to exceed that of the explicit partition. The element partition is significantly less dissipative of intermediate frequencies than one using the HHT-alpha method. The explicit algorithm can also be rewritten so that the discrete equation of motion evaluates forces from displacements and velocities found at the predicted mid-point of a cycle. Copyright (C) 2003 John Wiley Sons, Ltd.
Resumo:
The authors investigated how the intention to passively perform a behavior and the intention to persist with a behavior impact upon the spatial and temporal properties of bimanual coordination. Participants (N = 30) were asked to perform a bimanual coordination task that demanded the continuous rhythmic extension-flexion of the wrists. The frequency of movement was scaled by an auditory metronome beat from 1.5 Hz, increasing to 3.25 Hz in .25-Hz increments. The task was further defined by the requirement that the movements be performed initially in a prescribed pattern of coordination (in-phase or antiphase) while the participants assumed one of two different intentional states: stay with the prescribed pattern should it become unstable or do not intervene should the pattern begin to change. Transitions away from the initially prescribed pattern were observed only in trials conducted in the antiphase mode of coordination. The time at which the antiphase pattern of coordination became unstable was not found to be influenced by the intentional state. In addition, the do-not-intervene set led to a switch to an in-phase pattern of coordination whereas the stay set led to phase wandering. Those findings are discussed within the framework of a dynamic account of bimanual coordination.