951 resultados para Stochastic quantization
Resumo:
Syntheses of protein molecules in a cell are carried out by ribosomes.A ribosome can be regarded as a molecular motor which utilizes the input chemical energy to move on a messenger RNA (mRNA) track that also serves as a template for the polymerization of the corresponding protein. The forward movement, however, is characterized by an alternating sequence of translocation and pause. Using a quantitative model, which captures the mechanochemical cycle of an individual ribosome, we derive an exact analytical expression for the distribution of its dwell times at the successive positions on the mRNA track. Inverse of the average dwell time satisfies a Michaelis-Menten-type'' equation and is consistent with the general formula for the average velocity of a molecular motor with an unbranched mechanochemical cycle. Extending this formula appropriately, we also derive the exact force-velocity relation for a ribosome. Often many ribosomes each synthesizes a copy of the same protein. We extend the model of a single ribosome by incorporating steric exclusion of different individuals on the same track. We draw the phase diagram of this model of ribosome traffic in three-dimensional spaces spanned by experimentally controllable parameters. We suggest new experimental tests of our theoretical predictions.
Resumo:
Stochastic growth models were fitted to length-increment data of eastern king prawns, Melicertus plebejus (Hess, 1865), tagged across eastern Australia. The estimated growth parameters and growth transition matrix are for each sex representative of the species' geographical distribution. Our study explicitly displays the stochastic nature of prawn growth. Capturing length-increment growth heterogeneity for short-lived exploited species such as prawns that cannot be readily aged is essential for length-based modelling and improved management.
Resumo:
Maize is one of the most important crops in the world. The products generated from this crop are largely used in the starch industry, the animal and human nutrition sector, and biomass energy production and refineries. For these reasons, there is much interest in figuring the potential grain yield of maize genotypes in relation to the environment in which they will be grown, as the productivity directly affects agribusiness or farm profitability. Questions like these can be investigated with ecophysiological crop models, which can be organized according to different philosophies and structures. The main objective of this work is to conceptualize a stochastic model for predicting maize grain yield and productivity under different conditions of water supply while considering the uncertainties of daily climate data. Therefore, one focus is to explain the model construction in detail, and the other is to present some results in light of the philosophy adopted. A deterministic model was built as the basis for the stochastic model. The former performed well in terms of the curve shape of the above-ground dry matter over time as well as the grain yield under full and moderate water deficit conditions. Through the use of a triangular distribution for the harvest index and a bivariate normal distribution of the averaged daily solar radiation and air temperature, the stochastic model satisfactorily simulated grain productivity, i.e., it was found that 10,604 kg ha(-1) is the most likely grain productivity, very similar to the productivity simulated by the deterministic model and for the real conditions based on a field experiment. © 2012 American Society of Agricultural and Biological Engineers.
Resumo:
A transformation is suggested which can transform a non-Gaussian monthly hydrological time series into a Gaussian one. The suggested approach is verified with data of ten Indian rainfall time series. Incidentally, it is observed that once the deterministic trends are removed, the transformation leads to an uncorrelated process for monthly rainfall. The procedure for normalization is general enough in that it should be also applicable to river discharges. This is verified to a limited extent by considering data of two Indian river discharges.
Resumo:
Measurement of individual emission sources (e.g., animals or pen manure) within intensive livestock enterprises is necessary to test emission calculation protocols and to identify targets for decreased emissions. In this study, a vented, fabric-covered large chamber (4.5 × 4.5 m, 1.5 m high; encompassing greater spatial variability than a smaller chamber) in combination with on-line analysis (nitrous oxide [N2O] and methane [CH4] via Fourier Transform Infrared Spectroscopy; 1 analysis min-1) was tested as a means to isolate and measure emissions from beef feedlot pen manure sources. An exponential model relating chamber concentrations to ambient gas concentrations, air exchange (e.g., due to poor sealing with the surface; model linear when ≈ 0 m3 s-1), and chamber dimensions allowed data to be fitted with high confidence. Alternating manure source emission measurements using the large-chamber and the backward Lagrangian stochastic (bLS) technique (5-mo period; bLS validated via tracer gas release, recovery 94-104%) produced comparable N2O and CH4 emission values (no significant difference at P < 0.05). Greater precision of individual measurements was achieved via the large chamber than for the bLS (mean ± standard error of variance components: bLS half-hour measurements, 99.5 ± 325 mg CH4 s-1 and 9.26 ± 20.6 mg N2O s-1; large-chamber measurements, 99.6 ± 64.2 mg CH4 s-1 and 8.18 ± 0.3 mg N2O s-1). The large-chamber design is suitable for measurement of emissions from manure on pen surfaces, isolating these emissions from surrounding emission sources, including enteric emissions. © © American Society of Agronomy, Crop Science Society of America, and Soil Science Society of America.
Resumo:
In irrigated cropping, as with any other industry, profit and risk are inter-dependent. An increase in profit would normally coincide with an increase in risk, and this means that risk can be traded for profit. It is desirable to manage a farm so that it achieves the maximum possible profit for the desired level of risk. This paper identifies risk-efficient cropping strategies that allocate land and water between crop enterprises for a case study of an irrigated farm in Southern Queensland, Australia. This is achieved by applying stochastic frontier analysis to the output of a simulation experiment. The simulation experiment involved changes to the levels of business risk by systematically varying the crop sowing rules in a bioeconomic model of the case study farm. This model utilises the multi-field capability of the process based Agricultural Production System Simulator (APSIM) and is parameterised using data collected from interviews with a collaborating farmer. We found sowing rules that increased the farm area sown to cotton caused the greatest increase in risk-efficiency. Increasing maize area also improved risk-efficiency but to a lesser extent than cotton. Sowing rules that increased the areas sown to wheat reduced the risk-efficiency of the farm business. Sowing rules were identified that had the potential to improve the expected farm profit by ca. $50,000 Annually, without significantly increasing risk. The concept of the shadow price of risk is discussed and an expression is derived from the estimated frontier equation that quantifies the trade-off between profit and risk.
Resumo:
Abstract is not available.
Resumo:
The stochastic filtering has been in general an estimation of indirectly observed states given observed data. This means that one is discussing conditional expected values as being one of the most accurate estimation, given the observations in the context of probability space. In my thesis, I have presented the theory of filtering using two different kind of observation process: the first one is a diffusion process which is discussed in the first chapter, while the third chapter introduces the latter which is a counting process. The majority of the fundamental results of the stochastic filtering is stated in form of interesting equations, such the unnormalized Zakai equation that leads to the Kushner-Stratonovich equation. The latter one which is known also by the normalized Zakai equation or equally by Fujisaki-Kallianpur-Kunita (FKK) equation, shows the divergence between the estimate using a diffusion process and a counting process. I have also introduced an example for the linear gaussian case, which is mainly the concept to build the so-called Kalman-Bucy filter. As the unnormalized and the normalized Zakai equations are in terms of the conditional distribution, a density of these distributions will be developed through these equations and stated by Kushner Theorem. However, Kushner Theorem has a form of a stochastic partial differential equation that needs to be verify in the sense of the existence and uniqueness of its solution, which is covered in the second chapter.
Resumo:
Minimum Description Length (MDL) is an information-theoretic principle that can be used for model selection and other statistical inference tasks. There are various ways to use the principle in practice. One theoretically valid way is to use the normalized maximum likelihood (NML) criterion. Due to computational difficulties, this approach has not been used very often. This thesis presents efficient floating-point algorithms that make it possible to compute the NML for multinomial, Naive Bayes and Bayesian forest models. None of the presented algorithms rely on asymptotic analysis and with the first two model classes we also discuss how to compute exact rational number solutions.
Resumo:
The signal-to-noise (S/N) ratio in the reconstructed image from a binary hologram has been quantitatively related to the amplitude and phase quantization levels. The S/N ratio increases monotonically with increasing number of quantization levels. This observation is further supported by experimental results.
Location of concentrators in a computer communication network: a stochastic automation search method
Resumo:
The following problem is considered. Given the locations of the Central Processing Unit (ar;the terminals which have to communicate with it, to determine the number and locations of the concentrators and to assign the terminals to the concentrators in such a way that the total cost is minimized. There is alao a fixed cost associated with each concentrator. There is ail upper limit to the number of terminals which can be connected to a concentrator. The terminals can be connected directly to the CPU also In this paper it is assumed that the concentrators can bo located anywhere in the area A containing the CPU and the terminals. Then this becomes a multimodal optimization problem. In the proposed algorithm a stochastic automaton is used as a search device to locate the minimum of the multimodal cost function . The proposed algorithm involves the following. The area A containing the CPU and the terminals is divided into an arbitrary number of regions (say K). An approximate value for the number of concentrators is assumed (say m). The optimum number is determined by iteration later The m concentrators can be assigned to the K regions in (mk) ways (m > K) or (km) ways (K>m).(All possible assignments are feasible, i.e. a region can contain 0,1,…, to concentrators). Each possible assignment is assumed to represent a state of the stochastic variable structure automaton. To start with, all the states are assigned equal probabilities. At each stage of the search the automaton visits a state according to the current probability distribution. At each visit the automaton selects a 'point' inside that state with uniform probability. The cost associated with that point is calculated and the average cost of that state is updated. Then the probabilities of all the states are updated. The probabilities are taken to bo inversely proportional to the average cost of the states After a certain number of searches the search probabilities become stationary and the automaton visits a particular state again and again. Then the automaton is said to have converged to that state Then by conducting a local gradient search within that state the exact locations of the concentrators are determined This algorithm was applied to a set of test problems and the results were compared with those given by Cooper's (1964, 1967) EAC algorithm and on the average it was found that the proposed algorithm performs better.
Resumo:
It is shown that the use of a coarsely quantized binary digital hologram as a matched filter on an optical computer does not degrade signal-to-noise ratio (SNR) appreciably.
Resumo:
Stochastic volatility models are of fundamental importance to the pricing of derivatives. One of the most commonly used models of stochastic volatility is the Heston Model in which the price and volatility of an asset evolve as a pair of coupled stochastic differential equations. The computation of asset prices and volatilities involves the simulation of many sample trajectories with conditioning. The problem is treated using the method of particle filtering. While the simulation of a shower of particles is computationally expensive, each particle behaves independently making such simulations ideal for massively parallel heterogeneous computing platforms. In this paper, we present our portable Opencl implementation of the Heston model and discuss its performance and efficiency characteristics on a range of architectures including Intel cpus, Nvidia gpus, and Intel Many-Integrated-Core (mic) accelerators.
Resumo:
We develop a two stage split vector quantization method with optimum bit allocation, for achieving minimum computational complexity. This also results in much lower memory requirement than the recently proposed switched split vector quantization method. To improve the rate-distortion performance further, a region specific normalization is introduced, which results in 1 bit/vector improvement over the typical two stage split vector quantizer, for wide-band LSF quantization.