11 resultados para Stochastic processes -- Mathematical models

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)


Relevância:

100.00% 100.00%

Publicador:

Resumo:

The constrained compartmentalized knapsack problem can be seen as an extension of the constrained knapsack problem. However, the items are grouped into different classes so that the overall knapsack has to be divided into compartments, and each compartment is loaded with items from the same class. Moreover, building a compartment incurs a fixed cost and a fixed loss of the capacity in the original knapsack, and the compartments are lower and upper bounded. The objective is to maximize the total value of the items loaded in the overall knapsack minus the cost of the compartments. This problem has been formulated as an integer non-linear program, and in this paper, we reformulate the non-linear model as an integer linear master problem with a large number of variables. Some heuristics based on the solution of the restricted master problem are investigated. A new and more compact integer linear model is also presented, which can be solved by a branch-and-bound commercial solver that found most of the optimal solutions for the constrained compartmentalized knapsack problem. On the other hand, heuristics provide good solutions with low computational effort. (C) 2011 Elsevier BM. All rights reserved.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Mathematical models, as instruments for understanding the workings of nature, are a traditional tool of physics, but they also play an ever increasing role in biology - in the description of fundamental processes as well as that of complex systems. In this review, the authors discuss two examples of the application of group theoretical methods, which constitute the mathematical discipline for a quantitative description of the idea of symmetry, to genetics. The first one appears, in the form of a pseudo-orthogonal (Lorentz like) symmetry, in the stochastic modelling of what may be regarded as the simplest possible example of a genetic network and, hopefully, a building block for more complicated ones: a single self-interacting or externally regulated gene with only two possible states: ` on` and ` off`. The second is the algebraic approach to the evolution of the genetic code, according to which the current code results from a dynamical symmetry breaking process, starting out from an initial state of complete symmetry and ending in the presently observed final state of low symmetry. In both cases, symmetry plays a decisive role: in the first, it is a characteristic feature of the dynamics of the gene switch and its decay to equilibrium, whereas in the second, it provides the guidelines for the evolution of the coding rules.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Two stochastic epidemic lattice models, the susceptible-infected-recovered and the susceptible-exposed-infected models, are studied on a Cayley tree of coordination number k. The spreading of the disease in the former is found to occur when the infection probability b is larger than b(c) = k/2(k - 1). In the latter, which is equivalent to a dynamic site percolation model, the spreading occurs when the infection probability p is greater than p(c) = 1/(k - 1). We set up and solve the time evolution equations for both models and determine the final and time-dependent properties, including the epidemic curve. We show that the two models are closely related by revealing that their relevant properties are exactly mapped into each other when p = b/[k - (k - 1) b]. These include the cluster size distribution and the density of individuals of each type, quantities that have been determined in closed forms.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

The concept of Fock space representation is developed to deal with stochastic spin lattices written in terms of fermion operators. A density operator is introduced in order to follow in parallel the developments of the case of bosons in the literature. Some general conceptual quantities for spin lattices are then derived, including the notion of generating function and path integral via Grassmann variables. The formalism is used to derive the Liouvillian of the d-dimensional Linear Glauber dynamics in the Fock-space representation. Then the time evolution equations for the magnetization and the two-point correlation function are derived in terms of the number operator. (C) 2008 Elsevier B.V. All rights reserved.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

In this work we study, under the Stratonovich definition, the problem of the damped oscillatory massive particle subject to a heterogeneous Poisson noise characterized by a rate of events, lambda(t), and a magnitude, Phi, following an exponential distribution. We tackle the problem by performing exact time averages over the noise in a similar way to previous works analysing the problem of the Brownian particle. From this procedure we obtain the long-term equilibrium distributions of position and velocity as well as analytical asymptotic expressions for the injection and dissipation of energy terms. Considerations on the emergence of stochastic resonance in this type of system are also set forth.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

The deterpenation of bergamot essential oil can be performed by liquid liquid extraction using hydrous ethanol as the solvent. A ternary mixture composed of 1-methyl-4-prop-1-en-2-yl-cydohexene (limonene), 3,7-dimethylocta-1,6-dien-3-yl-acetate (linalyl acetate), and 3,7-dimethylocta-1,6-dien-3-ol (linalool), three major compounds commonly found in bergamot oil, was used to simulate this essential oil. Liquid liquid equilibrium data were experimentally determined for systems containing essential oil compounds, ethanol, and water at 298.2 K and are reported in this paper. The experimental data were correlated using the NRTL and UNIQUAC models, and the mean deviations between calculated and experimental data were lower than 0.0062 in all systems, indicating the good descriptive quality of the molecular models. To verify the effect of the water mass fraction in the solvent and the linalool mass fraction in the terpene phase on the distribution coefficients of the essential oil compounds, nonlinear regression analyses were performed, obtaining mathematical models with correlation coefficient values higher than 0.99. The results show that as the water content in the solvent phase increased, the kappa value decreased, regardless of the type of compound studied. Conversely, as the linalool content increased, the distribution coefficients of hydrocarbon terpene and ester also increased. However, the linalool distribution coefficient values were negatively affected when the terpene alcohol content increased in the terpene phase.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Organic aerosol (OA) in the atmosphere consists of a multitude of organic species which are either directly emitted or the products of a variety of chemical reactions. This complexity challenges our ability to explicitly characterize the chemical composition of these particles. We find that the bulk composition of OA from a variety of environments (laboratory and field) occupies a narrow range in the space of a Van Krevelen diagram (H: C versus O:C), characterized by a slope of similar to-1. The data show that atmospheric aging, involving processes such as volatilization, oxidation, mixing of air masses or condensation of further products, is consistent with movement along this line, producing a more oxidized aerosol. This finding has implications for our understanding of the evolution of atmospheric OA and representation of these processes in models. Citation: Heald, C. L., J. H. Kroll, J. L. Jimenez, K. S. Docherty, P. F. DeCarlo, A. C. Aiken, Q. Chen, S. T. Martin, D. K. Farmer, and P. Artaxo (2010), A simplified description of the evolution of organic aerosol composition in the atmosphere, Geophys. Res. Lett., 37, L08803, doi: 10.1029/2010GL042737.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

A statistical data analysis methodology was developed to evaluate the field emission properties of many samples of copper oxide nanostructured field emitters. This analysis was largely done in terms of Seppen-Katamuki (SK) charts, field strength and emission current. Some physical and mathematical models were derived to describe the effect of small electric field perturbations in the Fowler-Nordheim (F-N) equation, and then to explain the trend of the data represented in the SK charts. The field enhancement factor and the emission area parameters showed to be very sensitive to variations in the electric field for most of the samples. We have found that the anode-cathode distance is critical in the field emission characterization of samples having a non-rigid nanostructure. (C) 2007 Elsevier B.V. All rights reserved.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

We revisit the problem of an otherwise classical particle immersed in the zero-point radiation field, with the purpose of tracing the origin of the nonlocality characteristic of Schrodinger`s equation. The Fokker-Planck-type equation in the particles phase-space leads to an infinite hierarchy of equations in configuration space. In the radiationless limit the first two equations decouple from the rest. The first is the continuity equation: the second one, for the particle flux, contains a nonlocal term due to the momentum fluctuations impressed by the field. These equations are shown to lead to Schrodinger`s equation. Nonlocality (obtained here for the one-particle system) appears thus as a property of the description, not of Nature. (C) 2011 Elsevier B.V. All rights reserved.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

We study the reconstruction of visual stimuli from spike trains, representing the reconstructed stimulus by a Volterra series up to second order. We illustrate this procedure in a prominent example of spiking neurons, recording simultaneously from the two H1 neurons located in the lobula plate of the fly Chrysomya megacephala. The fly views two types of stimuli, corresponding to rotational and translational displacements. Second-order reconstructions require the manipulation of potentially very large matrices, which obstructs the use of this approach when there are many neurons. We avoid the computation and inversion of these matrices using a convenient set of basis functions to expand our variables in. This requires approximating the spike train four-point functions by combinations of two-point functions similar to relations, which would be true for gaussian stochastic processes. In our test case, this approximation does not reduce the quality of the reconstruction. The overall contribution to stimulus reconstruction of the second-order kernels, measured by the mean squared error, is only about 5% of the first-order contribution. Yet at specific stimulus-dependent instants, the addition of second-order kernels represents up to 100% improvement, but only for rotational stimuli. We present a perturbative scheme to facilitate the application of our method to weakly correlated neurons.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

We study random walks systems on Z whose general description follows. At time zero, there is a number N >= 1 of particles at each vertex of N, all being inactive, except for those placed at the vertex one. Each active particle performs a simple random walk on Z and, up to the time it dies, it activates all inactive particles that it meets along its way. An active particle dies at the instant it reaches a certain fixed total of jumps (L >= 1) without activating any particle, so that its lifetime depends strongly on the past of the process. We investigate how the probability of survival of the process depends on L and on the jumping probabilities of the active particles.