921 resultados para Stochastic processes -- Mathematical models
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Stochastic processes defined by a general Langevin equation of motion where the noise is the non-Gaussian dichotomous Markov noise are studied. A non-FokkerPlanck master differential equation is deduced for the probability density of these processes. Two different models are exactly solved. In the second one, a nonequilibrium bimodal distribution induced by the noise is observed for a critical value of its correlation time. Critical slowing down does not appear in this point but in another one.
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In this thesis we attempt to make a probabilistic analysis of some physically realizable, though complex, storage and queueing models. It is essentially a mathematical study of the stochastic processes underlying these models. Our aim is to have an improved understanding of the behaviour of such models, that may widen their applicability. Different inventory systems with randon1 lead times, vacation to the server, bulk demands, varying ordering levels, etc. are considered. Also we study some finite and infinite capacity queueing systems with bulk service and vacation to the server and obtain the transient solution in certain cases. Each chapter in the thesis is provided with self introduction and some important references
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We present four estimators of the shared information (or interdepency) in ground states given that the coefficients appearing in the wave function are all real non-negative numbers and therefore can be interpreted as probabilities of configurations. Such ground states of Hermitian and non-Hermitian Hamiltonians can be given, for example, by superpositions of valence bond states which can describe equilibrium but also stationary states of stochastic models. We consider in detail the last case, the system being a classical not a quantum one. Using analytical and numerical methods we compare the values of the estimators in the directed polymer and the raise and peel models which have massive, conformal invariant and nonconformal invariant massless phases. We show that like in the case of the quantum problem, the estimators verify the area law with logarithmic corrections when phase transitions take place.
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The objective of this thesis is to study the time dependent behaviour of some complex queueing and inventory models. It contains a detailed analysis of the basic stochastic processes underlying these models. In the theory of queues, analysis of time dependent behaviour is an area.very little developed compared to steady state theory. Tine dependence seems certainly worth studying from an application point of view but unfortunately, the analytic difficulties are considerable. Glosod form solutions are complicated even for such simple models as M/M /1. Outside M/>M/1, time dependent solutions have been found only in special cases and involve most often double transforms which provide very little insight into the behaviour of the queueing systems themselves. In inventory theory also There is not much results available giving the time dependent solution of the system size probabilities. Our emphasis is on explicit results free from all types of transforms and the method used may be of special interest to a wide variety of problems having regenerative structure.
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In this thesis we study the effect of rest periods in queueing systems without exhaustive service and inventory systems with rest to the server. Most of the works in the vacation models deal with exhaustive service. Recently some results have appeared for the systems without exhaustive service.
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The research activity carried out during the PhD course was focused on the development of mathematical models of some cognitive processes and their validation by means of data present in literature, with a double aim: i) to achieve a better interpretation and explanation of the great amount of data obtained on these processes from different methodologies (electrophysiological recordings on animals, neuropsychological, psychophysical and neuroimaging studies in humans), ii) to exploit model predictions and results to guide future research and experiments. In particular, the research activity has been focused on two different projects: 1) the first one concerns the development of neural oscillators networks, in order to investigate the mechanisms of synchronization of the neural oscillatory activity during cognitive processes, such as object recognition, memory, language, attention; 2) the second one concerns the mathematical modelling of multisensory integration processes (e.g. visual-acoustic), which occur in several cortical and subcortical regions (in particular in a subcortical structure named Superior Colliculus (SC)), and which are fundamental for orienting motor and attentive responses to external world stimuli. This activity has been realized in collaboration with the Center for Studies and Researches in Cognitive Neuroscience of the University of Bologna (in Cesena) and the Department of Neurobiology and Anatomy of the Wake Forest University School of Medicine (NC, USA). PART 1. Objects representation in a number of cognitive functions, like perception and recognition, foresees distribute processes in different cortical areas. One of the main neurophysiological question concerns how the correlation between these disparate areas is realized, in order to succeed in grouping together the characteristics of the same object (binding problem) and in maintaining segregated the properties belonging to different objects simultaneously present (segmentation problem). Different theories have been proposed to address these questions (Barlow, 1972). One of the most influential theory is the so called “assembly coding”, postulated by Singer (2003), according to which 1) an object is well described by a few fundamental properties, processing in different and distributed cortical areas; 2) the recognition of the object would be realized by means of the simultaneously activation of the cortical areas representing its different features; 3) groups of properties belonging to different objects would be kept separated in the time domain. In Chapter 1.1 and in Chapter 1.2 we present two neural network models for object recognition, based on the “assembly coding” hypothesis. These models are networks of Wilson-Cowan oscillators which exploit: i) two high-level “Gestalt Rules” (the similarity and previous knowledge rules), to realize the functional link between elements of different cortical areas representing properties of the same object (binding problem); 2) the synchronization of the neural oscillatory activity in the γ-band (30-100Hz), to segregate in time the representations of different objects simultaneously present (segmentation problem). These models are able to recognize and reconstruct multiple simultaneous external objects, even in difficult case (some wrong or lacking features, shared features, superimposed noise). In Chapter 1.3 the previous models are extended to realize a semantic memory, in which sensory-motor representations of objects are linked with words. To this aim, the network, previously developed, devoted to the representation of objects as a collection of sensory-motor features, is reciprocally linked with a second network devoted to the representation of words (lexical network) Synapses linking the two networks are trained via a time-dependent Hebbian rule, during a training period in which individual objects are presented together with the corresponding words. Simulation results demonstrate that, during the retrieval phase, the network can deal with the simultaneous presence of objects (from sensory-motor inputs) and words (from linguistic inputs), can correctly associate objects with words and segment objects even in the presence of incomplete information. Moreover, the network can realize some semantic links among words representing objects with some shared features. These results support the idea that semantic memory can be described as an integrated process, whose content is retrieved by the co-activation of different multimodal regions. In perspective, extended versions of this model may be used to test conceptual theories, and to provide a quantitative assessment of existing data (for instance concerning patients with neural deficits). PART 2. The ability of the brain to integrate information from different sensory channels is fundamental to perception of the external world (Stein et al, 1993). It is well documented that a number of extraprimary areas have neurons capable of such a task; one of the best known of these is the superior colliculus (SC). This midbrain structure receives auditory, visual and somatosensory inputs from different subcortical and cortical areas, and is involved in the control of orientation to external events (Wallace et al, 1993). SC neurons respond to each of these sensory inputs separately, but is also capable of integrating them (Stein et al, 1993) so that the response to the combined multisensory stimuli is greater than that to the individual component stimuli (enhancement). This enhancement is proportionately greater if the modality-specific paired stimuli are weaker (the principle of inverse effectiveness). Several studies have shown that the capability of SC neurons to engage in multisensory integration requires inputs from cortex; primarily the anterior ectosylvian sulcus (AES), but also the rostral lateral suprasylvian sulcus (rLS). If these cortical inputs are deactivated the response of SC neurons to cross-modal stimulation is no different from that evoked by the most effective of its individual component stimuli (Jiang et al 2001). This phenomenon can be better understood through mathematical models. The use of mathematical models and neural networks can place the mass of data that has been accumulated about this phenomenon and its underlying circuitry into a coherent theoretical structure. In Chapter 2.1 a simple neural network model of this structure is presented; this model is able to reproduce a large number of SC behaviours like multisensory enhancement, multisensory and unisensory depression, inverse effectiveness. In Chapter 2.2 this model was improved by incorporating more neurophysiological knowledge about the neural circuitry underlying SC multisensory integration, in order to suggest possible physiological mechanisms through which it is effected. This endeavour was realized in collaboration with Professor B.E. Stein and Doctor B. Rowland during the 6 months-period spent at the Department of Neurobiology and Anatomy of the Wake Forest University School of Medicine (NC, USA), within the Marco Polo Project. The model includes four distinct unisensory areas that are devoted to a topological representation of external stimuli. Two of them represent subregions of the AES (i.e., FAES, an auditory area, and AEV, a visual area) and send descending inputs to the ipsilateral SC; the other two represent subcortical areas (one auditory and one visual) projecting ascending inputs to the same SC. Different competitive mechanisms, realized by means of population of interneurons, are used in the model to reproduce the different behaviour of SC neurons in conditions of cortical activation and deactivation. The model, with a single set of parameters, is able to mimic the behaviour of SC multisensory neurons in response to very different stimulus conditions (multisensory enhancement, inverse effectiveness, within- and cross-modal suppression of spatially disparate stimuli), with cortex functional and cortex deactivated, and with a particular type of membrane receptors (NMDA receptors) active or inhibited. All these results agree with the data reported in Jiang et al. (2001) and in Binns and Salt (1996). The model suggests that non-linearities in neural responses and synaptic (excitatory and inhibitory) connections can explain the fundamental aspects of multisensory integration, and provides a biologically plausible hypothesis about the underlying circuitry.
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Scopo della modellizzazione delle stringhe di DNA è la formulazione di modelli matematici che generano sequenze di basi azotate compatibili con il genoma esistente. In questa tesi si prendono in esame quei modelli matematici che conservano un'importante proprietà, scoperta nel 1952 dal biochimico Erwin Chargaff, chiamata oggi "seconda regola di Chargaff". I modelli matematici che tengono conto delle simmetrie di Chargaff si dividono principalmente in due filoni: uno la ritiene un risultato dell'evoluzione sul genoma, mentre l'altro la ipotizza peculiare di un genoma primitivo e non intaccata dalle modifiche apportate dall'evoluzione. Questa tesi si propone di analizzare un modello del secondo tipo. In particolare ci siamo ispirati al modello definito da da Sobottka e Hart. Dopo un'analisi critica e lo studio del lavoro degli autori, abbiamo esteso il modello ad un più ampio insieme di casi. Abbiamo utilizzato processi stocastici come Bernoulli-scheme e catene di Markov per costruire una possibile generalizzazione della struttura proposta nell'articolo, analizzando le condizioni che implicano la validità della regola di Chargaff. I modelli esaminati sono costituiti da semplici processi stazionari o concatenazioni di processi stazionari. Nel primo capitolo vengono introdotte alcune nozioni di biologia. Nel secondo si fa una descrizione critica e prospettica del modello proposto da Sobottka e Hart, introducendo le definizioni formali per il caso generale presentato nel terzo capitolo, dove si sviluppa l'apparato teorico del modello generale.
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The robustness of mathematical models for biological systems is studied by sensitivity analysis and stochastic simulations. Using a neural network model with three genes as the test problem, we study robustness properties of synthesis and degradation processes. For single parameter robustness, sensitivity analysis techniques are applied for studying parameter variations and stochastic simulations are used for investigating the impact of external noise. Results of sensitivity analysis are consistent with those obtained by stochastic simulations. Stochastic models with external noise can be used for studying the robustness not only to external noise but also to parameter variations. For external noise we also use stochastic models to study the robustness of the function of each gene and that of the system.
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We summarise the properties and the fundamental mathematical results associated with basic models which describe coagulation and fragmentation processes in a deterministic manner and in which cluster size is a discrete quantity (an integer multiple of some basic unit size). In particular, we discuss Smoluchowski's equation for aggregation, the Becker-Döring model of simultaneous aggregation and fragmentation, and more general models involving coagulation and fragmentation.
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We define a new type of self-similarity for one-parameter families of stochastic processes, which applies to certain important families of processes that are not self-similar in the conventional sense. This includes Hougaard Levy processes such as the Poisson processes, Brownian motions with drift and the inverse Gaussian processes, and some new fractional Hougaard motions defined as moving averages of Hougaard Levy process. Such families have many properties in common with ordinary self-similar processes, including the form of their covariance functions, and the fact that they appear as limits in a Lamperti-type limit theorem for families of stochastic processes.
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A number of mathematical models have been used to describe percutaneous absorption kinetics. In general, most of these models have used either diffusion-based or compartmental equations. The object of any mathematical model is to a) be able to represent the processes associated with absorption accurately, b) be able to describe/summarize experimental data with parametric equations or moments, and c) predict kinetics under varying conditions. However, in describing the processes involved, some developed models often suffer from being of too complex a form to be practically useful. In this chapter, we attempt to approach the issue of mathematical modeling in percutaneous absorption from four perspectives. These are to a) describe simple practical models, b) provide an overview of the more complex models, c) summarize some of the more important/useful models used to date, and d) examine sonic practical applications of the models. The range of processes involved in percutaneous absorption and considered in developing the mathematical models in this chapter is shown in Fig. 1. We initially address in vitro skin diffusion models and consider a) constant donor concentration and receptor conditions, b) the corresponding flux, donor, skin, and receptor amount-time profiles for solutions, and c) amount- and flux-time profiles when the donor phase is removed. More complex issues, such as finite-volume donor phase, finite-volume receptor phase, the presence of an efflux. rate constant at the membrane-receptor interphase, and two-layer diffusion, are then considered. We then look at specific models and issues concerned with a) release from topical products, b) use of compartmental models as alternatives to diffusion models, c) concentration-dependent absorption, d) modeling of skin metabolism, e) role of solute-skin-vehicle interactions, f) effects of vehicle loss, a) shunt transport, and h) in vivo diffusion, compartmental, physiological, and deconvolution models. We conclude by examining topics such as a) deep tissue penetration, b) pharmacodynamics, c) iontophoresis, d) sonophoresis, and e) pitfalls in modeling.
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Theoretical epidemiology aims to understand the dynamics of diseases in populations and communities. Biological and behavioral processes are abstracted into mathematical formulations which aim to reproduce epidemiological observations. In this thesis a new system for the self-reporting of syndromic data — Influenzanet — is introduced and assessed. The system is currently being extended to address greater challenges of monitoring the health and well-being of tropical communities.(...)
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A recent study of a pair of sympatric species of cichlids in Lake Apoyo in Nicaragua is viewed as providing probably one of the most convincing examples of sympatric speciation to date. Here, we describe and study a stochastic, individual-based, explicit genetic model tailored for this cichlid system. Our results show that relatively rapid (<20,000 generations) colonization of a new ecological niche and (sympatric or parapatric) speciation via local adaptation and divergence in habitat and mating preferences are theoretically plausible if: (i) the number of loci underlying the traits controlling local adaptation, and habitat and mating preferences is small; (ii) the strength of selection for local adaptation is intermediate; (iii) the carrying capacity of the population is intermediate; and (iv) the effects of the loci influencing nonrandom mating are strong. We discuss patterns and timescales of ecological speciation identified by our model, and we highlight important parameters and features that need to be studied empirically to provide information that can be used to improve the biological realism and power of mathematical models of ecological speciation.
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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.