889 resultados para Stochastic processes -- Mathematical models
Resumo:
Biological systems exhibit a wide range of contextual effects, and this often makes it difficult to construct valid mathematical models of their behaviour. In particular, mathematical paradigms built upon the successes of Newtonian physics make assumptions about the nature of biological systems that are unlikely to hold true. After discussing two of the key assumptions underlying the Newtonian paradigm, we discuss two key aspects of the formalism that extended it, Quantum Theory (QT). We draw attention to the similarities between biological and quantum systems, motivating the development of a similar formalism that can be applied to the modelling of biological processes.
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This paper presents a novel framework for the modelling of passenger facilitation in a complex environment. The research is motivated by the challenges in the airport complex system, where there are multiple stakeholders, differing operational objectives and complex interactions and interdependencies between different parts of the airport system. Traditional methods for airport terminal modelling do not explicitly address the need for understanding causal relationships in a dynamic environment. Additionally, existing Bayesian Network (BN) models, which provide a means for capturing causal relationships, only present a static snapshot of a system. A method to integrate a BN complex systems model with stochastic queuing theory is developed based on the properties of the Poisson and Exponential distributions. The resultant Hybrid Queue-based Bayesian Network (HQBN) framework enables the simulation of arbitrary factors, their relationships, and their effects on passenger flow and vice versa. A case study implementation of the framework is demonstrated on the inbound passenger facilitation process at Brisbane International Airport. The predicted outputs of the model, in terms of cumulative passenger flow at intermediary and end points in the inbound process, are found to have an $R^2$ goodness of fit of 0.9994 and 0.9982 respectively over a 10 hour test period. The utility of the framework is demonstrated on a number of usage scenarios including real time monitoring and `what-if' analysis. This framework provides the ability to analyse and simulate a dynamic complex system, and can be applied to other socio-technical systems such as hospitals.
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During fracture healing, many complex and cryptic interactions occur between cells and bio-chemical molecules to bring about repair of damaged bone. In this thesis two mathematical models were developed, concerning the cellular differentiation of osteoblasts (bone forming cells) and the mineralisation of new bone tissue, allowing new insights into these processes. These models were mathematically analysed and simulated numerically, yielding results consistent with experimental data and highlighting the underlying pattern formation structure in these aspects of fracture healing.
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Mathematical models describing the movement of multiple interacting subpopulations are relevant to many biological and ecological processes. Standard mean-field partial differential equation descriptions of these processes suffer from the limitation that they implicitly neglect to incorporate the impact of spatial correlations and clustering. To overcome this, we derive a moment dynamics description of a discrete stochastic process which describes the spreading of distinct interacting subpopulations. In particular, we motivate our model by mimicking the geometry of two typical cell biology experiments. Comparing the performance of the moment dynamics model with a traditional mean-field model confirms that the moment dynamics approach always outperforms the traditional mean-field approach. To provide more general insight we summarise the performance of the moment dynamics model and the traditional mean-field model over a wide range of parameter regimes. These results help distinguish between those situations where spatial correlation effects are sufficiently strong, such that a moment dynamics model is required, from other situations where spatial correlation effects are sufficiently weak, such that a traditional mean-field model is adequate.
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Healthy transparent cornea depends upon the regulation of fluid, nutrient and oxygen transport through the tissue to sustain cell metabolism and other critical processes for normal functioning. This research considers the corneal geometry and investigates oxygen distribution using a two-dimensional Monod kinetic model, showing that previous studies make assumptions that lead to predictions of near-anoxic levels of oxygen tension in the limbal regions of the cornea. It also considers the comparison of experimental spatial and temporal data with the predictions of novel mathematical models with respect to distributed mitotic rates during corneal epithelial wound healing.
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Assessing build-up and wash-off process uncertainty is important for accurate interpretation of model outcomes to facilitate informed decision making for developing effective stormwater pollution mitigation strategies. Uncertainty inherent to pollutant build-up and wash-off processes influences the variations in pollutant loads entrained in stormwater runoff from urban catchments. However, build-up and wash-off predictions from stormwater quality models do not adequately represent such variations due to poor characterisation of the variability of these processes in mathematical models. The changes to the mathematical form of current models with the incorporation of process variability, facilitates accounting for process uncertainty without significantly affecting the model prediction performance. Moreover, the investigation of uncertainty propagation from build-up to wash-off confirmed that uncertainty in build-up process significantly influences wash-off process uncertainty. Specifically, the behaviour of particles <150µm during build-up primarily influences uncertainty propagation, resulting in appreciable variations in the pollutant load and composition during a wash-off event.
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The Leipholz column which is having the Young modulus and mass per unit length as stochastic processes and also the distributed tangential follower load behaving stochastically is considered. The non self-adjoint differential equation and boundary conditions are considered to have random field coefficients. The standard perturbation method is employed. The non self-adjoint operators are used within the regularity domain. Full covariance structure of the free vibration eigenvalues and critical loads is derived in terms of second order properties of input random fields characterizing the system parameter fluctuations. The mean value of critical load is calculated using the averaged problem and the corresponding eigenvalue statistics are sought. Through the frequency equation a transformation is done to yield load parameter statistics. A numerical study incorporating commonly observed correlation models is reported which illustrates the full potentials of the derived expressions.
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Various ecological and other complex dynamical systems may exhibit abrupt regime shifts or critical transitions, wherein they reorganize from one stable state to another over relatively short time scales. Because of potential losses to ecosystem services, forecasting such unexpected shifts would be valuable. Using mathematical models of regime shifts, ecologists have proposed various early warning signals of imminent shifts. However, their generality and applicability to real ecosystems remain unclear because these mathematical models are considered too simplistic. Here, we investigate the robustness of recently proposed early warning signals of regime shifts in two well-studied ecological models, but with the inclusion of time-delayed processes. We find that the average variance may either increase or decrease prior to a regime shift and, thus, may not be a robust leading indicator in time-delayed ecological systems. In contrast, changing average skewness, increasing autocorrelation at short time lags, and reddening power spectra of time series of the ecological state variable all show trends consistent with those of models with no time delays. Our results provide insights into the robustness of early warning signals of regime shifts in a broader class of ecological systems.
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The goal of this work is to reduce the cost of computing the coefficients in the Karhunen-Loeve (KL) expansion. The KL expansion serves as a useful and efficient tool for discretizing second-order stochastic processes with known covariance function. Its applications in engineering mechanics include discretizing random field models for elastic moduli, fluid properties, and structural response. The main computational cost of finding the coefficients of this expansion arises from numerically solving an integral eigenvalue problem with the covariance function as the integration kernel. Mathematically this is a homogeneous Fredholm equation of second type. One widely used method for solving this integral eigenvalue problem is to use finite element (FE) bases for discretizing the eigenfunctions, followed by a Galerkin projection. This method is computationally expensive. In the current work it is first shown that the shape of the physical domain in a random field does not affect the realizations of the field estimated using KL expansion, although the individual KL terms are affected. Based on this domain independence property, a numerical integration based scheme accompanied by a modification of the domain, is proposed. In addition to presenting mathematical arguments to establish the domain independence, numerical studies are also conducted to demonstrate and test the proposed method. Numerically it is demonstrated that compared to the Galerkin method the computational speed gain in the proposed method is of three to four orders of magnitude for a two dimensional example, and of one to two orders of magnitude for a three dimensional example, while retaining the same level of accuracy. It is also shown that for separable covariance kernels a further cost reduction of three to four orders of magnitude can be achieved. Both normal and lognormal fields are considered in the numerical studies. (c) 2014 Elsevier B.V. All rights reserved.
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We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie dagger-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Ito formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculus extends the Hudson-Parthasarathy quantum stochastic calculus. (C) 2016 AIP Publishing LLC.
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We consider the general problem of constructing nonparametric Bayesian models on infinite-dimensional random objects, such as functions, infinite graphs or infinite permutations. The problem has generated much interest in machine learning, where it is treated heuristically, but has not been studied in full generality in non-parametric Bayesian statistics, which tends to focus on models over probability distributions. Our approach applies a standard tool of stochastic process theory, the construction of stochastic processes from their finite-dimensional marginal distributions. The main contribution of the paper is a generalization of the classic Kolmogorov extension theorem to conditional probabilities. This extension allows a rigorous construction of nonparametric Bayesian models from systems of finite-dimensional, parametric Bayes equations. Using this approach, we show (i) how existence of a conjugate posterior for the nonparametric model can be guaranteed by choosing conjugate finite-dimensional models in the construction, (ii) how the mapping to the posterior parameters of the nonparametric model can be explicitly determined, and (iii) that the construction of conjugate models in essence requires the finite-dimensional models to be in the exponential family. As an application of our constructive framework, we derive a model on infinite permutations, the nonparametric Bayesian analogue of a model recently proposed for the analysis of rank data.
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The anionic copolymerization process of styrene-buradiene (S/B) block copolymer in a closely intermeshing co-rotating twin screw extruder with butyl-lithium initiator was studied. According to the anionic copolymerization mechanism and the reactive extrusion characteristics, the mathematical models of monomer conversion, average molecular weight and fluid viscosity during the anionic copolymerization of S/B were constructed, and then the reactive extrusion process was simulated by means of the finite volume method and the uncoupled semi-implicit iterative algorithm. Finally, the influence of the feeding mixture composition on conversion was discussed. The simulated results were nearly in agreement with the experimental results.
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This report studies when and why two Hidden Markov Models (HMMs) may represent the same stochastic process. HMMs are characterized in terms of equivalence classes whose elements represent identical stochastic processes. This characterization yields polynomial time algorithms to detect equivalent HMMs. We also find fast algorithms to reduce HMMs to essentially unique and minimal canonical representations. The reduction to a canonical form leads to the definition of 'Generalized Markov Models' which are essentially HMMs without the positivity constraint on their parameters. We discuss how this generalization can yield more parsimonious representations of stochastic processes at the cost of the probabilistic interpretation of the model parameters.
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In this PhD study, mathematical modelling and optimisation of granola production has been carried out. Granola is an aggregated food product used in breakfast cereals and cereal bars. It is a baked crispy food product typically incorporating oats, other cereals and nuts bound together with a binder, such as honey, water and oil, to form a structured unit aggregate. In this work, the design and operation of two parallel processes to produce aggregate granola products were incorporated: i) a high shear mixing granulation stage (in a designated granulator) followed by drying/toasting in an oven. ii) a continuous fluidised bed followed by drying/toasting in an oven. In addition, the particle breakage of granola during pneumatic conveying produced by both a high shear granulator (HSG) and fluidised bed granulator (FBG) process were examined. Products were pneumatically conveyed in a purpose built conveying rig designed to mimic product conveying and packaging. Three different conveying rig configurations were employed; a straight pipe, a rig consisting two 45° bends and one with 90° bend. It was observed that the least amount of breakage occurred in the straight pipe while the most breakage occurred at 90° bend pipe. Moreover, lower levels of breakage were observed in two 45° bend pipe than the 90° bend vi pipe configuration. In general, increasing the impact angle increases the degree of breakage. Additionally for the granules produced in the HSG, those produced at 300 rpm have the lowest breakage rates while the granules produced at 150 rpm have the highest breakage rates. This effect clearly the importance of shear history (during granule production) on breakage rates during subsequent processing. In terms of the FBG there was no single operating parameter that was deemed to have a significant effect on breakage during subsequent conveying. A population balance model was developed to analyse the particle breakage occurring during pneumatic conveying. The population balance equations that govern this breakage process are solved using discretization. The Markov chain method was used for the solution of PBEs for this process. This study found that increasing the air velocity (by increasing the air pressure to the rig), results in increased breakage among granola aggregates. Furthermore, the analysis carried out in this work provides that a greater degree of breakage of granola aggregates occur in line with an increase in bend angle.