5 resultados para transverse stochastic cooling
em Brock University, Canada
Resumo:
Our objective is to develop a diffusion Monte Carlo (DMC) algorithm to estimate the exact expectation values, ($o|^|^o), of multiplicative operators, such as polarizabilities and high-order hyperpolarizabilities, for isolated atoms and molecules. The existing forward-walking pure diffusion Monte Carlo (FW-PDMC) algorithm which attempts this has a serious bias. On the other hand, the DMC algorithm with minimal stochastic reconfiguration provides unbiased estimates of the energies, but the expectation values ($o|^|^) are contaminated by ^, an user specified, approximate wave function, when A does not commute with the Hamiltonian. We modified the latter algorithm to obtain the exact expectation values for these operators, while at the same time eliminating the bias. To compare the efficiency of FW-PDMC and the modified DMC algorithms we calculated simple properties of the H atom, such as various functions of coordinates and polarizabilities. Using three non-exact wave functions, one of moderate quality and the others very crude, in each case the results are within statistical error of the exact values.
Resumo:
A feature-based fitness function is applied in a genetic programming system to synthesize stochastic gene regulatory network models whose behaviour is defined by a time course of protein expression levels. Typically, when targeting time series data, the fitness function is based on a sum-of-errors involving the values of the fluctuating signal. While this approach is successful in many instances, its performance can deteriorate in the presence of noise. This thesis explores a fitness measure determined from a set of statistical features characterizing the time series' sequence of values, rather than the actual values themselves. Through a series of experiments involving symbolic regression with added noise and gene regulatory network models based on the stochastic 'if-calculus, it is shown to successfully target oscillating and non-oscillating signals. This practical and versatile fitness function offers an alternate approach, worthy of consideration for use in algorithms that evaluate noisy or stochastic behaviour.
Resumo:
The aim of this thesis is to price options on equity index futures with an application to standard options on S&P 500 futures traded on the Chicago Mercantile Exchange. Our methodology is based on stochastic dynamic programming, which can accommodate European as well as American options. The model accommodates dividends from the underlying asset. It also captures the optimal exercise strategy and the fair value of the option. This approach is an alternative to available numerical pricing methods such as binomial trees, finite differences, and ad-hoc numerical approximation techniques. Our numerical and empirical investigations demonstrate convergence, robustness, and efficiency. We use this methodology to value exchange-listed options. The European option premiums thus obtained are compared to Black's closed-form formula. They are accurate to four digits. The American option premiums also have a similar level of accuracy compared to premiums obtained using finite differences and binomial trees with a large number of time steps. The proposed model accounts for deterministic, seasonally varying dividend yield. In pricing futures options, we discover that what matters is the sum of the dividend yields over the life of the futures contract and not their distribution.
Resumo:
The human neuromuscular system is susceptible to changes within the thermal environment. Cold extrinsic temperatures can significantly reduce muscle and nervous system function and communication, which can have consequences for motor performance. A repeated measures design protocol exposed participants to a 12°C cold water immersion (CWI) up to the ankle, knee, and hip to determine the effect that reduced skin and muscle temperature had on balance and strength task execution. Although a linear reduction in the ability to perform balance tasks was seen from the control condition through to the hip CWI, results from the study indicated a significant reduction in dynamic balance (Star Excursion Balance Test reach distance) performance from only the hip CWI (P<0.05). This reduced performance could have been due to an increase in joint stiffness, increased agonist-antagonist co-contraction, and/or reduced isokinetic muscular strength. Reduced physical performance due to cold temperature could negatively impact outdoor recreational athletics.
Resumo:
Rattlesnakes use their facial pit organs to sense external thermal fluctuations. A temperature decrease in the heat-sensing membrane of the pit organ has the potential to enhance heat flux between their endothermic prey and the thermal sensors, affect the optimal functioning of thermal sensors in the pit membrane and reduce the formation of thermal ‘‘afterimages’’, improving thermal detection. We examined the potential for respiratory cooling to improve strike behaviour, capture, and consumption of endothermic prey in the South American rattlesnake, as behavioural indicators of thermal detection. Snakes with a higher degree of rostral cooling were more accurate during the strike, attacking warmer regions of their prey, and relocated and consumed their prey faster. These findings reveal that by cooling their pit organs, rattlesnakes increase their ability to detect endothermic prey; disabling the pit organs caused these differences to disappear. Rattlesnakes also modify the degree of rostral cooling by altering their breathing pattern in response to biologically relevant stimuli, such as a mouse odour. Our findings reveal that low humidity increases their ability to detect endothermic prey, suggesting that habitat and ambush sites election in the wild may be influenced by external humidity levels as well as temperature.