67 resultados para Stochastic Processes


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We study a stochastic lattice model describing the dynamics of coexistence of two interacting biological species. The model comprehends the local processes of birth, death, and diffusion of individuals of each species and is grounded on interaction of the predator-prey type. The species coexistence can be of two types: With self-sustained coupled time oscillations of population densities and without oscillations. We perform numerical simulations of the model on a square lattice and analyze the temporal behavior of each species by computing the time correlation functions as well as the spectral densities. This analysis provides an appropriate characterization of the different types of coexistence. It is also used to examine linked population cycles in nature and in experiment.

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With each directed acyclic graph (this includes some D-dimensional lattices) one can associate some Abelian algebras that we call directed Abelian algebras (DAAs). On each site of the graph one attaches a generator of the algebra. These algebras depend on several parameters and are semisimple. Using any DAA, one can define a family of Hamiltonians which give the continuous time evolution of a stochastic process. The calculation of the spectra and ground-state wave functions (stationary state probability distributions) is an easy algebraic exercise. If one considers D-dimensional lattices and chooses Hamiltonians linear in the generators, in finite-size scaling the Hamiltonian spectrum is gapless with a critical dynamic exponent z=D. One possible application of the DAA is to sandpile models. In the paper we present this application, considering one- and two-dimensional lattices. In the one-dimensional case, when the DAA conserves the number of particles, the avalanches belong to the random walker universality class (critical exponent sigma(tau)=3/2). We study the local density of particles inside large avalanches, showing a depletion of particles at the source of the avalanche and an enrichment at its end. In two dimensions we did extensive Monte-Carlo simulations and found sigma(tau)=1.780 +/- 0.005.

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In this report, the application of a class of separated local field NMR experiments named dipolar chemical shift correlation (DIPSHIFT) for probing motions in the intermediate regime is discussed. Simple analytical procedures based on the Anderson-Weiss (AW) approximation are presented. In order to establish limits of validity of the AW based formulas, a comparison with spin dynamics simulations based on the solution of the stochastic Liouville-von-Neumann equation is presented. It is shown that at short evolution times (less than 30% of the rotor period), the AW based formulas are suitable for fitting the DIPSHIFT curves and extracting kinetic parameters even in the case of jumplike motions. However, full spin dynamics simulations provide a more reliable treatment and extend the frequency range of the molecular motions accessible by DIPSHIFT experiments. As an experimental test, molecular jumps of imidazol methyl sulfonate and trimethylsulfoxonium iodide, as well as the side-chain motions in the photoluminescent polymer poly[2-methoxy-5-(2(')-ethylhexyloxy)-1,4-phenylenevinylene], were characterized. Possible extensions are also discussed. (c) 2008 American Institute of Physics.

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We consider the one-dimensional asymmetric simple exclusion process (ASEP) in which particles jump to the right at rate p is an element of (1/2, 1.] and to the left at rate 1 - p, interacting by exclusion. In the initial state there is a finite region such that to the left of this region all sites are occupied and to the right of it all sites are empty. Under this initial state, the hydrodynamical limit of the process converges to the rarefaction fan of the associated Burgers equation. In particular suppose that the initial state has first-class particles to the left of the origin, second-class particles at sites 0 and I, and holes to the right of site I. We show that the probability that the two second-class particles eventually collide is (1 + p)/(3p), where a collision occurs when one of the particles attempts to jump over the other. This also corresponds to the probability that two ASEP processes. started from appropriate initial states and coupled using the so-called ""basic coupling,"" eventually reach the same state. We give various other results about the behaviour of second-class particles in the ASEP. In the totally asymmetric case (p = 1) we explain a further representation in terms of a multi-type particle system, and also use the collision result to derive the probability of coexistence of both clusters in a two-type version of the corner growth model.

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Consider a discrete locally finite subset Gamma of R(d) and the cornplete graph (Gamma, E), with vertices Gamma and edges E. We consider Gibbs measures on the set of sub-graphs with vertices Gamma and edges E` subset of E. The Gibbs interaction acts between open edges having a vertex in common. We study percolation properties of the Gibbs distribution of the graph ensemble. The main results concern percolation properties of the open edges in two cases: (a) when Gamma is sampled from a homogeneous Poisson process; and (b) for a fixed Gamma with sufficiently sparse points. (c) 2010 American Institute of Physics. [doi:10.1063/1.3514605]

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We study a general stochastic rumour model in which an ignorant individual has a certain probability of becoming a stifler immediately upon hearing the rumour. We refer to this special kind of stifler as an uninterested individual. Our model also includes distinct rates for meetings between two spreaders in which both become stiflers or only one does, so that particular cases are the classical Daley-Kendall and Maki-Thompson models. We prove a Law of Large Numbers and a Central Limit Theorem for the proportions of those who ultimately remain ignorant and those who have heard the rumour but become uninterested in it.

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Soil compaction that follows the clearing of tropical forest for cattle pasture is associated with lower soil hydraulic conductivity and increased frequency and volume of overland flow. We investigated the frequency of perched water tables, overland flow and stormflow in an Amazon forest and in an adjacent 25-year-old pasture cleared from the same forest. We compared the results with the frequencies of these phenomena estimated from comparisons of rainfall intensity and soil hydraulic conductivity. The frequency of perched water tables based on rainfall intensity and soil hydraulic conductivity was expected to double in pasture compared with forest. This corresponded closely with an approximate doubling of the frequency of stormflow and overland flow in pasture. In contrast, the stormflow volume in pasture increased 17-fold. This disproportional increase of stormflow resulted from overland flow generation over large areas of pasture, while overland flow generation in the forest was spatially limited and was observed only very near the stream channel. In both catchments, stormflow was generated by saturation excess because of perched water tables and near-surface groundwater levels. Stormflow was occasionally generated in the forest by rapid return flow from macropores, while slow return flow from a continuous perched water table was more common in the pasture. These results suggest that deforestation for pasture alters fundamental mechanisms of stormflow generation and may increase runoff volumes over wide regions of Amazonia. (C) 2009 Elsevier B.V. All rights reserved.

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During the past 40 years colluvial and alluvial deposits have been used in Brazil as good indicators of regional landscape sensitivity to Quaternary environmental changes. In spite of the low resolution of most of the continental sedimentary record, geomorphology and sedimentology may favor palaeoenvironmental interpretation when supported by independent proxy data. This paper presents results obtained from pedostratigraphic sequences, in near-valley head sites of southern Brazilian highlands, based on geomorphologic. sedimentologic, micromorphologic, isotopic and palynologic data. Results point to environmental changes, with ages that coincide with Marine Isotopic Stages (MIS) 5b; 3; 2 and 1. During the late Pleistocene, although under temperatures and precipitation lower than today, the local record points to relatively wet local environments, where shallow soil-water saturated zones contributed to erosion and sedimentation during periods of climatic change, as during the transition between MIS 2 and MIS 1. Late Pleistocene events with ages that coincide with the Northern Hemisphere Younger Dryas are also depicted. During the mid Holocene, slope-wash deposits suggest a climate drier than today, probably under the influence of seasonally contrasted precipitation regimes. The predominance of overland flow-related sedimentary deposits suggests an excess of precipitation over evaporation that influenced local palaeohydrology. This environmental condition seems to be recurrent and explains how slope morphology had influenced pedogenesis and sedimentation in the study area. Due to relative sensitiveness, resilience and short source-to-sink sedimentary pathways, near-valley head sites deserve further attention in Quaternary studies in the humid tropics. (c) 2008 Elsevier B.A. All rights reserved.

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The objective of this work was to characterize the delignification effluent originating from the delignification industry and evaluate the combination of the fungus and photocatalytic process (TiO(2)/UV system) for the treatment of this effluent. The delignification effluent has proven harmful to the environment because it presents high color (3516 CU), total phenol (876 mg/L and TOC (1599 mg/L) and is also highly toxic even in a low concentration. The results of photocatalysis were 11%, 25% and 13% higher for reductions in color, total phenol and TOC, respectively. The combined treatments presented benefits when compared to the non-combined treatments. Fungus and photocatalysis in combination proved to be the best treatment, reducing the color, total phenol, toxicity (inhibition of Escherichia coli growth) and TOC by 94.2%, 92.6%, 4.9% and 62%, respectively. (C) 2008 Elsevier B.V. All rights reserved.

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This study deals with two innovative brewing processes, high gravity batch and complete continuous beer fermentation systems. The results show a significant influence of the variables such as concentration and temperature on the yield factor of the substrate into ethanol and consequently on the productivity of the high gravity batch process. The technological feasibility of continuous production of beer based on yeast immobilization on cheap alternative carriers was also demonstrated. The influence of process parameters on fermentation performance and quality of the obtained beers was studied by sensorial analysis. No significant difference in the degree of acceptance between the obtained products and some traditional market brands was found. (c) 2008 Institute of Chemistry, Slovak Academy of Sciences.

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The crossflow filtration process differs of the conventional filtration by presenting the circulation flow tangentially to the filtration surface. The conventional mathematical models used to represent the process have some limitations in relation to the identification and generalization of the system behaviour. In this paper, a system based on artificial neural networks is developed to overcome the problems usually found in the conventional mathematical models. More specifically, the developed system uses an artificial neural network that simulates the behaviour of the crossflow filtration process in a robust way. Imprecisions and uncertainties associated with the measurements made on the system are automatically incorporated in the neural approach. Simulation results are presented to justify the validity of the proposed approach. (C) 2007 Elsevier B.V. All rights reserved.

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This paper develops a Markovian jump model to describe the fault occurrence in a manipulator robot of three joints. This model includes the changes of operation points and the probability that a fault occurs in an actuator. After a fault, the robot works as a manipulator with free joints. Based on the developed model, a comparative study among three Markovian controllers, H(2), H(infinity), and mixed H(2)/H(infinity) is presented, applied in an actual manipulator robot subject to one and two consecutive faults.

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This paper presents an accurate and efficient solution for the random transverse and angular displacement fields of uncertain Timoshenko beams. Approximate, numerical solutions are obtained using the Galerkin method and chaos polynomials. The Chaos-Galerkin scheme is constructed by respecting the theoretical conditions for existence and uniqueness of the solution. Numerical results show fast convergence to the exact solution, at excellent accuracies. The developed Chaos-Galerkin scheme accurately approximates the complete cumulative distribution function of the displacement responses. The Chaos-Galerkin scheme developed herein is a theoretically sound and efficient method for the solution of stochastic problems in engineering. (C) 2011 Elsevier Ltd. All rights reserved.

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A pilot-scale (1.2 m(3)) anaerobic sequencing batch biofilm reactor (ASBBR) containing mineral coal for biomass attachment was fed with sulfate-rich wastewater at increasing sulfate concentrations. Ethanol was used as the main organic source. Tested COD/sulfate ratios were of 1.8 and 1.5 for sulfate loading rates of 0.65-1.90 kgSO(4)(2-)/cycle (48 h-cycle) or of 1.0 in the trial with 3.0 gSO(4)(2-) l(-1). Sulfate removal efficiencies observed in all trials were as high as 99%. Molecular inventories indicated a shift on the microbial composition and a decrease on species diversity with the increase of sulfate concentration. Beta-proteobacteria species affiliated with Aminomonas spp. and Thermanaerovibrio spp. predominated at 1.0 gSO(4)(2-) l(-1). At higher sulfate concentrations the predominant bacterial group was Delta-proteobacteria mainly Desulfovibrio spp. and Desulfomicrobium spp. at 2.0 gSO(4)(2-) l(-1), whereas Desulfurella spp. and Coprothermobacter spp. predominated at 3.0 gSO(4)(2-) l(-1). These organisms have been commonly associated with sulfate reduction producing acetate, sulfide and sulfur. Methanogenic archaea(Methanosaeta spp.)was found at 1.0 and 2.0 gSO(4)(2-) l(-1). Additionally, a simplified mathematical model was used to infer on metabolic pathways of the biomass involved in sulfate reduction. (C) 2009 Elsevier Ltd. All rights reserved.

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The objective of this work was to study the operational feasibility of nitrification and denitrification processes in a mechanically stirred sequencing batch reactor (SBR) operated in batch and fed-batch mode. The reactor was equipped with a draft-tube to improve mass transfer and contained dispersed (aerobic) and granulated (anaerobic) biomass. The following reactor variables were adjusted: aeration time during the nitrification step; dissolved oxygen concentration, feed time defining batch and fed-batch phases, concentration of external carbon source used as electron donor during the denitrification stage and volumetric ammonium nitrogen load in the influent. The reactor (5 L volume) was maintained at 30 +/- 1 degrees C and treated either 1.0 or 1.5 L wastewater in 8-h cycles. Ammonium nitrogen concentrations assessed were: 50 (condition 1) and 100 mgN-NH(4)(+).L(-1) (condition 2), resulting in 29 and 67 mgN-NH(4)(+).L-1-d(-1), respectively. A synthetic medium and ethanol were used as external carbon sources (ECS). Total nitrogen removal efficiencies were 94.4 and 95.9% when the reactor was operated under conditions 1 and 2, respectively. Low nitrite (0.2 and 0.3 mgN-NO(2)(-).L(-1), respectively) and nitrate (0.01 and 0.3 mgN-NO(3)(-).L(-1), respectively) concentrations were detected in the effluent and ammonium nitrogen removal efficiencies were 97.6% and 99.6% under conditions 1 and 2, respectively.