188 resultados para eigenfunction stochastic volatility models
Resumo:
The concept of rainfall erosivity is extended to the estimation of catchment sediment yield and its variation over time. Five different formulations of rainfall erosivity indices, using annual, monthly and daily rainfall data, are proposed and tested on two catchments in the humid tropics of Australia. Rainfall erosivity indices, using simple power functions of annual and daily rainfall amounts, were found to be adequate in describing the interannual and seasonal variation of catchment sediment yield. The parameter values of these rainfall erosivity indices for catchment sediment yield are broadly similar to those for rainfall erosivity models in relation to the R-factor in the Universal Soil Loss Equation.
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We shall be concerned with the problem of determining quasi-stationary distributions for Markovian models directly from their transition rates Q. We shall present simple conditions for a mu-invariant measure m for Q to be mu-invariant for the transition function, so that if m is finite, it can be normalized to produce a quasi-stationary distribution. (C) 2000 Elsevier Science Ltd. All rights reserved.
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Three kinds of integrable Kondo problems in one-dimensional extended Hubbard models are studied by means of the boundary graded quantum inverse scattering method. The boundary K matrices depending on the local moments of the impurities are presented as a nontrivial realization of the graded reflection equation algebras acting in a (2s alpha + 1)-dimensional impurity Hilbert space. Furthermore, these models are solved using the algebraic Bethe ansatz method, and the Bethe ansatz equations are obtained.
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Intracavity and external third order correlations in the damped nondegenerate parametric oscillator are calculated for quantum mechanics and stochastic electrodynamics (SED), a semiclassical theory. The two theories yield greatly different results, with the correlations of quantum mechanics being cubic in the system's nonlinear coupling constant and those of SED being linear in the same constant. In particular, differences between the two theories are present in at least a mesoscopic regime. They also exist when realistic damping is included. Such differences illustrate distinctions between quantum mechanics and a hidden variable theory for continuous variables.
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In quantum measurement theory it is necessary to show how a, quantum source conditions a classical stochastic record of measured results. We discuss mesoscopic conductance using quantum stochastic calculus to elucidate the quantum nature of the measurement taking place in these systems. To illustrate the method we derive the current fluctuations in a two terminal mesoscopic circuit with two tunnel barriers containing a single quasi bound state on the well. The method enables us to focus on either the incoming/ outgoing Fermi fields in the leads, or on the irreversible dynamics of the well state itself. We show an equivalence between the approach of Buttiker and the Fermi quantum stochastic calculus for mesoscopic systems.
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We investigate the internal dynamics of two cellular automaton models with heterogeneous strength fields and differing nearest neighbour laws. One model is a crack-like automaton, transferring ail stress from a rupture zone to the surroundings. The other automaton is a partial stress drop automaton, transferring only a fraction of the stress within a rupture zone to the surroundings. To study evolution of stress, the mean spectral density. f(k(r)) of a stress deficit held is: examined prior to, and immediately following ruptures in both models. Both models display a power-law relationship between f(k(r)) and spatial wavenumber (k(r)) of the form f(k(r)) similar tok(r)(-beta). In the crack model, the evolution of stress deficit is consistent with cyclic approach to, and retreat from a critical state in which large events occur. The approach to criticality is driven by tectonic loading. Short-range stress transfer in the model does not affect the approach to criticality of broad regions in the model. The evolution of stress deficit in the partial stress drop model is consistent with small fluctuations about a mean state of high stress, behaviour indicative of a self-organised critical system. Despite statistics similar to natural earthquakes these simplified models lack a physical basis. physically motivated models of earthquakes also display dynamical complexity similar to that of a critical point system. Studies of dynamical complexity in physical models of earthquakes may lead to advancement towards a physical theory for earthquakes.
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The evolution of event time and size statistics in two heterogeneous cellular automaton models of earthquake behavior are studied and compared to the evolution of these quantities during observed periods of accelerating seismic energy release Drier to large earthquakes. The two automata have different nearest neighbor laws, one of which produces self-organized critical (SOC) behavior (PSD model) and the other which produces quasi-periodic large events (crack model). In the PSD model periods of accelerating energy release before large events are rare. In the crack model, many large events are preceded by periods of accelerating energy release. When compared to randomized event catalogs, accelerating energy release before large events occurs more often than random in the crack model but less often than random in the PSD model; it is easier to tell the crack and PSD model results apart from each other than to tell either model apart from a random catalog. The evolution of event sizes during the accelerating energy release sequences in all models is compared to that of observed sequences. The accelerating energy release sequences in the crack model consist of an increase in the rate of events of all sizes, consistent with observations from a small number of natural cases, however inconsistent with a larger number of cases in which there is an increase in the rate of only moderate-sized events. On average, no increase in the rate of events of any size is seen before large events in the PSD model.
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Realistic time frames in which management decisions are made often preclude the completion of the detailed analyses necessary for conservation planning. Under these circumstances, efficient alternatives may assist in approximating the results of more thorough studies that require extensive resources and time. We outline a set of concepts and formulas that may be used in lieu of detailed population viability analyses and habitat modeling exercises to estimate the protected areas required to provide desirable conservation outcomes for a suite of threatened plant species. We used expert judgment of parameters and assessment of a population size that results in a specified quasiextinction risk based on simple dynamic models The area required to support a population of this size is adjusted to take into account deterministic and stochastic human influences, including small-scale disturbance deterministic trends such as habitat loss, and changes in population density through processes such as predation and competition. We set targets for different disturbance regimes and geographic regions. We applied our methods to Banksia cuneata, Boronia keysii, and Parsonsia dorrigoensis, resulting in target areas for conservation of 1102, 733, and 1084 ha, respectively. These results provide guidance on target areas and priorities for conservation strategies.
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The movement of chemicals through the soil to the groundwater or discharged to surface waters represents a degradation of these resources. In many cases, serious human and stock health implications are associated with this form of pollution. The chemicals of interest include nutrients, pesticides, salts, and industrial wastes. Recent studies have shown that current models and methods do not adequately describe the leaching of nutrients through soil, often underestimating the risk of groundwater contamination by surface-applied chemicals, and overestimating the concentration of resident solutes. This inaccuracy results primarily from ignoring soil structure and nonequilibrium between soil constituents, water, and solutes. A multiple sample percolation system (MSPS), consisting of 25 individual collection wells, was constructed to study the effects of localized soil heterogeneities on the transport of nutrients (NO3-, Cl-, PO43-) in the vadose zone of an agricultural soil predominantly dominated by clay. Very significant variations in drainage patterns across a small spatial scale were observed tone-way ANOVA, p < 0.001) indicating considerable heterogeneity in water flow patterns and nutrient leaching. Using data collected from the multiple sample percolation experiments, this paper compares the performance of two mathematical models for predicting solute transport, the advective-dispersion model with a reaction term (ADR), and a two-region preferential flow model (TRM) suitable for modelling nonequilibrium transport. These results have implications for modelling solute transport and predicting nutrient loading on a larger scale. (C) 2001 Elsevier Science Ltd. All rights reserved.
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1. A model of the population dynamics of Banksia ornata was developed, using stochastic dynamic programming (a state-dependent decision-making tool), to determine optimal fire management strategies that incorporate trade-offs between biodiversity conservation and fuel reduction. 2. The modelled population of B. ornata was described by its age and density, and was exposed to the risk of unplanned fires and stochastic variation in germination success. 3. For a given population in each year, three management strategies were considered: (i) lighting a prescribed fire; (ii) controlling the incidence of unplanned fire; (iii) doing nothing. 4. The optimal management strategy depended on the state of the B. ornata population, with the time since the last fire (age of the population) being the most important variable. Lighting a prescribed fire at an age of less than 30 years was only optimal when the density of seedlings after a fire was low (< 100 plants ha(-1)) or when there were benefits of maintaining a low fuel load by using more frequent fire. 5. Because the cost of management was assumed to be negligible (relative to the value of the persistence of the population), the do-nothing option was never the optimal strategy, although lighting prescribed fires had only marginal benefits when the mean interval between unplanned fires was less than 20-30 years.
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Peptides that induce and recall T-cell responses are called T-cell epitopes. T-cell epitopes may be useful in a subunit vaccine against malaria. Computer models that simulate peptide binding to MHC are useful for selecting candidate T-cell epitopes since they minimize the number of experiments required for their identification. We applied a combination of computational and immunological strategies to select candidate T-cell epitopes. A total of 86 experimental binding assays were performed in three rounds of identification of HLA-All binding peptides from the six preerythrocytic malaria antigens. Thirty-six peptides were experimentally confirmed as binders. We show that the cyclical refinement of the ANN models results in a significant improvement of the efficiency of identifying potential T-cell epitopes. (C) 2001 by Elsevier Science Inc.
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Integrable Kondo impurities in two cases of one-dimensional q-deformed t-J models are studied by means of the boundary Z(2)-graded quantum inverse scattering method. The boundary K matrices depending on the local magnetic moments of the impurities are presented as nontrivial realizations of the reflection equation algebras in an impurity Hilbert space. Furthermore, these models are solved by using the algebraic Bethe ansatz method and the Bethe ansatz equations are obtained.
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A number of mathematical models have been used to describe percutaneous absorption kinetics. In general, most of these models have used either diffusion-based or compartmental equations. The object of any mathematical model is to a) be able to represent the processes associated with absorption accurately, b) be able to describe/summarize experimental data with parametric equations or moments, and c) predict kinetics under varying conditions. However, in describing the processes involved, some developed models often suffer from being of too complex a form to be practically useful. In this chapter, we attempt to approach the issue of mathematical modeling in percutaneous absorption from four perspectives. These are to a) describe simple practical models, b) provide an overview of the more complex models, c) summarize some of the more important/useful models used to date, and d) examine sonic practical applications of the models. The range of processes involved in percutaneous absorption and considered in developing the mathematical models in this chapter is shown in Fig. 1. We initially address in vitro skin diffusion models and consider a) constant donor concentration and receptor conditions, b) the corresponding flux, donor, skin, and receptor amount-time profiles for solutions, and c) amount- and flux-time profiles when the donor phase is removed. More complex issues, such as finite-volume donor phase, finite-volume receptor phase, the presence of an efflux. rate constant at the membrane-receptor interphase, and two-layer diffusion, are then considered. We then look at specific models and issues concerned with a) release from topical products, b) use of compartmental models as alternatives to diffusion models, c) concentration-dependent absorption, d) modeling of skin metabolism, e) role of solute-skin-vehicle interactions, f) effects of vehicle loss, a) shunt transport, and h) in vivo diffusion, compartmental, physiological, and deconvolution models. We conclude by examining topics such as a) deep tissue penetration, b) pharmacodynamics, c) iontophoresis, d) sonophoresis, and e) pitfalls in modeling.
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Much of the published work regarding the Isotropic Singularity is performed under the assumption that the matter source for the cosmological model is a barotropic perfect fluid, or even a perfect fluid with a gamma-law equation of state. There are, however, some general properties of cosmological models which admit an Isotropic Singularity, irrespective of the matter source. In particular, we show that the Isotropic Singularity is a point-like singularity and that vacuum space-times cannot admit an Isotropic Singularity. The relationships between the Isotropic Singularity, and the energy conditions, and the Hubble parameter is explored. A review of work by the authors, regarding the Isotropic Singularity, is presented.