Stochastic modelling and simulations for solute transport in porous media

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.

Stochastic dynamic programming for election timing: A game theory approach

In this paper, we consider dynamic programming for the election timing in the majoritarian parliamentary system such as in Australia, where the government has a constitutional right to call an early election. This right can give the government an advantage to remain in power for as long as possible by calling an election, when its popularity is high. On the other hand, the opposition's natural objective is to gain power, and it will apply controls termed as "boosts" to reduce the chance of the government being re-elected by introducing policy and economic responses. In this paper, we explore equilibrium solutions to the government, and the opposition strategies in a political game using stochastic dynamic programming. Results are given in terms of the expected remaining life in power, call and boost probabilities at each time at any level of popularity.

Modelling the fate of chromated copper arsenate in a sandy soil

A pulse of chromated copper arsenate (CCA, a timber preservative) was applied in irrigation water to an undisturbed field soil in a laboratory column. Concentrations of various elements in the leachate from the column were measured during the experiment. Also, the remnants within the soil were measured at the end of the experiment. The geochemical modelling package, PHREEQC-2, was used to simulate the experimental data. Processes included in the CCA transport modelling were advection, dispersion, non-specific adsorption (cation exchange) and specific adsorption by clay minerals and organic matter, as well as other possible chemical reactions such as precipitation/dissolution. The modelling effort highlighted the possible complexities in CCA transport and reaction experiments. For example, the uneven dosing of CCA as well as incomplete knowledge of the soil properties resulted in simulations that gave only partial, although reasonable, agreement with the experimental data. Both the experimental data and simulations show that As and Cu are strongly adsorbed and therefore, will mostly remain at the top of the soil profile, with a small proportion appearing in leachate. On the other hand, Cr is more mobile and thus it is present in the soil column leachate. Further simulations show that both the quantity of CCA added to the soil and the pH of the irrigation water will influence CCA transport. Simulations suggest that application of larger doses of CCA to the soil will result in higher leachate concentrations, especially for Cu and As. Irrigation water with a lower pH will dramatically increase leaching of Cu. These results indicate that acidic rainfall or significant accidental spillage of CCA will increase the risk of groundwater pollution.

Optimal strategies in political elections

In the Majoritarian Parliamentary System, the government has a constitutional right to call an early election. This right provides the government a control to achieve its objective to remain in power for as long as possible. We model the early election problem mathematically using opinion polls data as a stochastic process to proxy the government's probability of re-election. These data measure the difference in popularity between the government and the opposition. We fit a mean reverting Stochastic Differential Equation to describe the behaviour of the process and consider the possibility for the government to use other control tools, which are termed 'boosts' to induce shocks to the opinion polls by making timely policy announcements or economic actions. These actions improve the government's popularity and have some impact upon the early-election exercise boundary. © Austral. Mathematical Soc. 2005.

The stochastic Gross-Pitaevskii equation: II

We provide a derivation of a more accurate version of the stochastic Gross-Pitaevskii equation, as introduced by Gardiner et al (2002 J. Phys. B: At. Mol. Opt. Phys. 35 1555). This derivation does not rely on the concept of local energy and momentum conservation and is based on a quasiclassical Wigner function representation of a 'high temperature' master equation for a Bose gas, which includes only modes below an energy cut-off ER that are sufficiently highly occupied (the condensate band). The modes above this cutoff (the non-condensate band) are treated as being essentially thermalized. The interaction between these two bands, known as growth and scattering processes, provides noise and damping terms in the equation of motion for the condensate band, which we call the stochastic Gross-Pitaevskii equation. This approach is distinguished by the control of the approximations made in its derivation and by the feasibility of its numerical implementation.

Properties of the stochastic Gross-Pitaevskii equation: finite temperature Ehrenfest relations and the optimal plane wave representation

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.

Quantum dynamics with stochastic gauge simulations

The general idea of a stochastic gauge representation is introduced and compared with more traditional phase-space expansions, like the Wigner expansion. Stochastic gauges can be used to obtain an infinite class of positive-definite stochastic time-evolution equations, equivalent to master equations, for many systems including quantum time evolution. The method is illustrated with a variety of simple examples ranging from astrophysical molecular hydrogen production, through to the topical problem of Bose-Einstein condensation in an optical trap and the resulting quantum dynamics.

Charge transport in a quantum electromechanical system

We describe a quantum electromechanical system comprising a single quantum dot harmonically bound between two electrodes and facilitating a tunneling current between them. An example of such a system is a fullerene molecule between two metal electrodes [Park et al., Nature 407, 57 (2000)]. The description is based on a quantum master equation for the density operator of the electronic and vibrational degrees of freedom and thus incorporates the dynamics of both diagonal (population) and off diagonal (coherence) terms. We derive coupled equations of motion for the electron occupation number of the dot and the vibrational degrees of freedom, including damping of the vibration and thermo-mechanical noise. This dynamical description is related to observable features of the system including the stationary current as a function of bias voltage

Effect of particle hydrophobicity on particle and water transport across a flotation froth

Froth recovery measurements have been conducted in both the presence (three-phase froth) and absence (two-phase froth) of particles of different contact angles in a specially modified laboratory flotation column. Increasing the particle hydrophobicity increased the flow rate of particles entering the froth, while the recovery of particles across the froth phase itself also increased for particle contact angles to 63 and at all vertical heights of the froth column. However, a further increase in the contact angle to 69 resulted in lower particle recovery across the froth phase. The reduced froth recovery for particles of 69 contact angle was linked to significant bubble coalescence within the froth phase. The reduced froth recovery occurred uniformly across the entire particle size range, and was, presumably, a result of particle detachment from coalescing bubbles. Water flow rates across the froth phase also varied with particle contact angle. The general trend was a decrease in the concentrate flow rate of water with increasing particle contact angle. An inverse relationship between water flow rate and bubble radius was also observed, possibly allowing prediction of water flow rate from bubble size measurements in the froth. Comparison of the froth structure, defined by bubble size, gas hold-up and bubble layer thickness, for two- and three-phase froths, at the same frother concentration, showed there was a relationship between water flow rate and froth structure. (c) 2005 Elsevier B.V. All rights reserved.

Estimating variable returns to scale production frontiers with alternative stochastic assumptions

Two stochastic production frontier models are formulated within the generalized production function framework popularized by Zellner and Revankar (Rev. Econ. Stud. 36 (1969) 241) and Zellner and Ryu (J. Appl. Econometrics 13 (1998) 101). This framework is convenient for parsimonious modeling of a production function with returns to scale specified as a function of output. Two alternatives for introducing the stochastic inefficiency term and the stochastic error are considered. In the first the errors are added to an equation of the form h(log y, theta) = log f (x, beta) where y denotes output, x is a vector of inputs and (theta, beta) are parameters. In the second the equation h(log y,theta) = log f(x, beta) is solved for log y to yield a solution of the form log y = g[theta, log f(x, beta)] and the errors are added to this equation. The latter alternative is novel, but it is needed to preserve the usual definition of firm efficiency. The two alternative stochastic assumptions are considered in conjunction with two returns to scale functions, making a total of four models that are considered. A Bayesian framework for estimating all four models is described. The techniques are applied to USDA state-level data on agricultural output and four inputs. Posterior distributions for all parameters, for firm efficiencies and for the efficiency rankings of firms are obtained. The sensitivity of the results to the returns to scale specification and to the stochastic specification is examined. (c) 2004 Elsevier B.V. All rights reserved.

Stochastic models for regulatory networks of the genetic toggle switch

Bistability arises within a wide range of biological systems from the A phage switch in bacteria to cellular signal transduction pathways in mammalian cells. Changes in regulatory mechanisms may result in genetic switching in a bistable system. Recently, more and more experimental evidence in the form of bimodal population distributions indicates that noise plays a very important role in the switching of bistable systems. Although deterministic models have been used for studying the existence of bistability properties under various system conditions, these models cannot realize cell-to-cell fluctuations in genetic switching. However, there is a lag in the development of stochastic models for studying the impact of noise in bistable systems because of the lack of detailed knowledge of biochemical reactions, kinetic rates, and molecular numbers. in this work, we develop a previously undescribed general technique for developing quantitative stochastic models for large-scale genetic regulatory networks by introducing Poisson random variables into deterministic models described by ordinary differential equations. Two stochastic models have been proposed for the genetic toggle switch interfaced with either the SOS signaling pathway or a quorum-sensing signaling pathway, and we have successfully realized experimental results showing bimodal population distributions. Because the introduced stochastic models are based on widely used ordinary differential equation models, the success of this work suggests that this approach is a very promising one for studying noise in large-scale genetic regulatory networks.

Stochastic delay differential equations for genetic regulatory networks

Time delay is an important aspect in the modelling of genetic regulation due to slow biochemical reactions such as gene transcription and translation, and protein diffusion between the cytosol and nucleus. In this paper we introduce a general mathematical formalism via stochastic delay differential equations for describing time delays in genetic regulatory networks. Based on recent developments with the delay stochastic simulation algorithm, the delay chemical masterequation and the delay reaction rate equation are developed for describing biological reactions with time delay, which leads to stochastic delay differential equations derived from the Langevin approach. Two simple genetic regulatory networks are used to study the impact of' intrinsic noise on the system dynamics where there are delays. (c) 2006 Elsevier B.V. All rights reserved.