14 resultados para Finite-time stochastic stability

em University of Queensland eSpace - Australia


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A stochastic metapopulation model accounting for habitat dynamics is presented. This is the stochastic SIS logistic model with the novel aspect that it incorporates varying carrying capacity. We present results of Kurtz and Barbour, that provide deterministic and diffusion approximations for a wide class of stochastic models, in a form that most easily allows their direct application to population models. These results are used to show that a suitably scaled version of the metapopulation model converges, uniformly in probability over finite time intervals, to a deterministic model previously studied in the ecological literature. Additionally, they allow us to establish a bivariate normal approximation to the quasi-stationary distribution of the process. This allows us to consider the effects of habitat dynamics on metapopulation modelling through a comparison with the stochastic SIS logistic model and provides an effective means for modelling metapopulations inhabiting dynamic landscapes.

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It has been suggested that growth cones navigating through the developing nervous system might display adaptation, so that their response to gradient signals is conserved over wide variations in ligand concentration. Recently however, a new chemotaxis assay that allows the effect of gradient parameters on axonal trajectories to be finely varied has revealed a decline in gradient sensitivity on either side of an optimal concentration. We show that this behavior can be quantitatively reproduced with a computational model of axonal chemotaxis that does not employ explicit adaptation. Two crucial components of this model required to reproduce the observed sensitivity are spatial and temporal averaging. These can be interpreted as corresponding, respectively, to the spatial spread of signaling effects downstream from receptor binding, and to the finite time over which these signaling effects decay. For spatial averaging, the model predicts that an effective range of roughly one-third of the extent of the growth cone is optimal for detecting small gradient signals. For temporal decay, a timescale of about 3 minutes is required for the model to reproduce the experimentally observed sensitivity.

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A system of cascaded qubits interacting via the one-way exchange of photons is studied. While for general operating conditions the system evolves to a superposition of Bell states (a dark state) in the long-time limit, under a particular resonance condition no steady state is reached within a finite time. We analyze the conditional quantum evolution (quantum trajectories) to characterize the asymptotic behavior under this resonance condition. A distinct bimodality is observed: for perfect qubit coupling, the system either evolves to a maximally entangled Bell state without emitting photons (the dark state) or executes a sustained entangled-state cycle-random switching between a pair of Bell states while emitting a continuous photon stream; for imperfect coupling, two entangled-state cycles coexist, between which a random selection is made from one quantum trajectory to another.

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In a recent paper Yu and Eberly [Phys. Rev. Lett. 93, 140404 (2004)] have shown that two initially entangled and afterward not interacting qubits can become completely disentangled in a finite time. We study transient entanglement between two qubits coupled collectively to a multimode vacuum field, assuming that the two-qubit system is initially prepared in an entangled state produced by the two-photon coherences, and find the unusual feature that the irreversible spontaneous decay can lead to a revival of the entanglement that has already been destroyed. The results show that this feature is independent of the coherent dipole-dipole interaction between the atoms but it depends critically on whether or not collective damping is present.

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This paper discusses efficient simulation methods for stochastic chemical kinetics. Based on the tau-leap and midpoint tau-leap methods of Gillespie [D. T. Gillespie, J. Chem. Phys. 115, 1716 (2001)], binomial random variables are used in these leap methods rather than Poisson random variables. The motivation for this approach is to improve the efficiency of the Poisson leap methods by using larger stepsizes. Unlike Poisson random variables whose range of sample values is from zero to infinity, binomial random variables have a finite range of sample values. This probabilistic property has been used to restrict possible reaction numbers and to avoid negative molecular numbers in stochastic simulations when larger stepsize is used. In this approach a binomial random variable is defined for a single reaction channel in order to keep the reaction number of this channel below the numbers of molecules that undergo this reaction channel. A sampling technique is also designed for the total reaction number of a reactant species that undergoes two or more reaction channels. Samples for the total reaction number are not greater than the molecular number of this species. In addition, probability properties of the binomial random variables provide stepsize conditions for restricting reaction numbers in a chosen time interval. These stepsize conditions are important properties of robust leap control strategies. Numerical results indicate that the proposed binomial leap methods can be applied to a wide range of chemical reaction systems with very good accuracy and significant improvement on efficiency over existing approaches. (C) 2004 American Institute of Physics.

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Let (Phi(t))(t is an element of R+) be a Harris ergodic continuous-time Markov process on a general state space, with invariant probability measure pi. We investigate the rates of convergence of the transition function P-t(x, (.)) to pi; specifically, we find conditions under which r(t) vertical bar vertical bar P-t (x, (.)) - pi vertical bar vertical bar -> 0 as t -> infinity, for suitable subgeometric rate functions r(t), where vertical bar vertical bar - vertical bar vertical bar denotes the usual total variation norm for a signed measure. We derive sufficient conditions for the convergence to hold, in terms of the existence of suitable points on which the first hitting time moments are bounded. In particular, for stochastically ordered Markov processes, explicit bounds on subgeometric rates of convergence are obtained. These results are illustrated in several examples.

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We present Ehrenfest relations for the high temperature stochastic Gross-Pitaevskii equation description of a trapped Bose gas, including the effect of growth noise and the energy cutoff. A condition for neglecting the cutoff terms in the Ehrenfest relations is found which is more stringent than the usual validity condition of the truncated Wigner or classical field method-that all modes are highly occupied. The condition requires a small overlap of the nonlinear interaction term with the lowest energy single particle state of the noncondensate band, and gives a means to constrain dynamical artefacts arising from the energy cutoff in numerical simulations. We apply the formalism to two simple test problems: (i) simulation of the Kohn mode oscillation for a trapped Bose gas at zero temperature, and (ii) computing the equilibrium properties of a finite temperature Bose gas within the classical field method. The examples indicate ways to control the effects of the cutoff, and that there is an optimal choice of plane wave basis for a given cutoff energy. This basis gives the best reproduction of the single particle spectrum, the condensate fraction and the position and momentum densities.

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This paper presents a finite-difference time-domain (FDTD) simulator for electromagnetic analysis and design applications in MRI. It is intended to be a complete FDTD model of an MRI system including all RF and low-frequency field generating units and electrical models of the patient. The pro-ram has been constructed in an object-oriented framework. The design procedure is detailed and the numerical solver has been verified against analytical solutions for simple cases and also applied to various field calculation problems. In particular, the simulator is demonstrated for inverse RF coil design, optimized source profile generation, and parallel imaging in high-frequency situations. The examples show new developments enabled by the simulator and demonstrate that the proposed FDTD framework can be used to analyze large-scale computational electromagnetic problems in modern MRI engineering. (C) 2004 Elsevier Inc. All rights reserved.

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We consider a problem of robust performance analysis of linear discrete time varying systems on a bounded time interval. The system is represented in the state-space form. It is driven by a random input disturbance with imprecisely known probability distribution; this distributional uncertainty is described in terms of entropy. The worst-case performance of the system is quantified by its a-anisotropic norm. Computing the anisotropic norm is reduced to solving a set of difference Riccati and Lyapunov equations and a special form equation.

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A stochastic model for solute transport in aquifers is studied based on the concepts of stochastic velocity and stochastic diffusivity. By applying finite difference techniques to the spatial variables of the stochastic governing equation, a system of stiff stochastic ordinary differential equations is obtained. Both the semi-implicit Euler method and the balanced implicit method are used for solving this stochastic system. Based on the Karhunen-Loeve expansion, stochastic processes in time and space are calculated by means of a spatial correlation matrix. Four types of spatial correlation matrices are presented based on the hydraulic properties of physical parameters. Simulations with two types of correlation matrices are presented.