Eye-hand coordination during a double-step task: evidence for a common stochastic accumulator

Many studies of reaching and pointing have shown significant spatial and temporal correlations between eye and hand movements. Nevertheless, it remains unclear whether these correlations are incidental, arising from common inputs (independent model); whether these correlations represent an interaction between otherwise independent eye and hand systems (interactive model); or whether these correlations arise from a single dedicated eye-hand system (common command model). Subjects were instructed to redirect gaze and pointing movements in a double-step task in an attempt to decouple eye-hand movements and causally distinguish between the three architectures. We used a drift-diffusion framework in the context of a race model, which has been previously used to explain redirect behavior for eye and hand movements separately, to predict the pattern of eye-hand decoupling. We found that the common command architecture could best explain the observed frequency of different eye and hand response patterns to the target step. A common stochastic accumulator for eye-hand coordination also predicts comparable variances, despite significant difference in the means of the eye and hand reaction time (RT) distributions, which we tested. Consistent with this prediction, we observed that the variances of the eye and hand RTs were similar, despite much larger hand RTs (similar to 90 ms). Moreover, changes in mean eye RTs, which also increased eye RT variance, produced a similar increase in mean and variance of the associated hand RT. Taken together, these data suggest that a dedicated circuit underlies coordinated eye-hand planning.

1D Tight-Binding Models Render Quantum First Passage Time ``Speakable''

The calculation of First Passage Time (moreover, even its probability density in time) has so far been generally viewed as an ill-posed problem in the domain of quantum mechanics. The reasons can be summarily seen in the fact that the quantum probabilities in general do not satisfy the Kolmogorov sum rule: the probabilities for entering and non-entering of Feynman paths into a given region of space-time do not in general add up to unity, much owing to the interference of alternative paths. In the present work, it is pointed out that a special case exists (within quantum framework), in which, by design, there exists one and only one available path (i.e., door-way) to mediate the (first) passage -no alternative path to interfere with. Further, it is identified that a popular family of quantum systems - namely the 1d tight binding Hamiltonian systems - falls under this special category. For these model quantum systems, the first passage time distributions are obtained analytically by suitably applying a method originally devised for classical (stochastic) mechanics (by Schroedinger in 1915). This result is interesting especially given the fact that the tight binding models are extensively used in describing everyday phenomena in condense matter physics.

A mean-reverting stochastic model for the political business cycle

In this article, we look at the political business cycle problem through the lens of uncertainty. The feedback control used by us is the famous NKPC with stochasticity and wage rigidities. We extend the New Keynesian Phillips Curve model to the continuous time stochastic set up with an Ornstein-Uhlenbeck process. We minimize relevant expected quadratic cost by solving the corresponding Hamilton-Jacobi-Bellman equation. The basic intuition of the classical model is qualitatively carried forward in our set up but uncertainty also plays an important role in determining the optimal trajectory of the voter support function. The internal variability of the system acts as a base shifter for the support function in the risk neutral case. The role of uncertainty is even more prominent in the risk averse case where all the shape parameters are directly dependent on variability. Thus, in this case variability controls both the rates of change as well as the base shift parameters. To gain more insight we have also studied the model when the coefficients are time invariant and studied numerical solutions. The close relationship between the unemployment rate and the support function for the incumbent party is highlighted. The role of uncertainty in creating sampling fluctuation in this set up, possibly towards apparently anomalous results, is also explored.

Quantum stochastic calculus associated with quadratic quantum noises

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.

Bayesian model selection for time series using Markov chain Monte Carlo

We present a stochastic simulation technique for subset selection in time series models, based on the use of indicator variables with the Gibbs sampler within a hierarchical Bayesian framework. As an example, the method is applied to the selection of subset linear AR models, in which only significant lags are included. Joint sampling of the indicators and parameters is found to speed convergence. We discuss the possibility of model mixing where the model is not well determined by the data, and the extension of the approach to include non-linear model terms.

First-passage time of Duffing oscillator under combined harmonic and white-noise excitations

The first-passage time of Duffing oscillator under combined harmonic and white-noise excitations is studied. The equation of motion of the system is first reduced to a set of averaged Ito stochastic differential equations by using the stochastic averaging method. Then, a backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. Finally, the conditional reliability function, and the conditional probability density and moments of first-passage time are obtained by solving the backward Kolmogorov equation and generalized Pontryagin equations with suitable initial and boundary conditions. Numerical results for two resonant cases with several sets of parameter values are obtained and the analytical results are verified by using those from digital simulation.

Scenario Cluster Lagrangian Decomposition in two stage stochastic mixed 0-1 optimization

In this paper we introduce four scenario Cluster based Lagrangian Decomposition (CLD) procedures for obtaining strong lower bounds to the (optimal) solution value of two-stage stochastic mixed 0-1 problems. At each iteration of the Lagrangian based procedures, the traditional aim consists of obtaining the solution value of the corresponding Lagrangian dual via solving scenario submodels once the nonanticipativity constraints have been dualized. Instead of considering a splitting variable representation over the set of scenarios, we propose to decompose the model into a set of scenario clusters. We compare the computational performance of the four Lagrange multiplier updating procedures, namely the Subgradient Method, the Volume Algorithm, the Progressive Hedging Algorithm and the Dynamic Constrained Cutting Plane scheme for different numbers of scenario clusters and different dimensions of the original problem. Our computational experience shows that the CLD bound and its computational effort depend on the number of scenario clusters to consider. In any case, our results show that the CLD procedures outperform the traditional LD scheme for single scenarios both in the quality of the bounds and computational effort. All the procedures have been implemented in a C++ experimental code. A broad computational experience is reported on a test of randomly generated instances by using the MIP solvers COIN-OR and CPLEX for the auxiliary mixed 0-1 cluster submodels, this last solver within the open source engine COIN-OR. We also give computational evidence of the model tightening effect that the preprocessing techniques, cut generation and appending and parallel computing tools have in stochastic integer optimization. Finally, we have observed that the plain use of both solvers does not provide the optimal solution of the instances included in the testbed with which we have experimented but for two toy instances in affordable elapsed time. On the other hand the proposed procedures provide strong lower bounds (or the same solution value) in a considerably shorter elapsed time for the quasi-optimal solution obtained by other means for the original stochastic problem.

Generating cluster submodels from a multistage stochastic mixed integer optimization model using break stage

We present a scheme to generate clusters submodels with stage ordering from a (symmetric or a nonsymmetric one) multistage stochastic mixed integer optimization model using break stage. We consider a stochastic model in compact representation and MPS format with a known scenario tree. The cluster submodels are built by storing first the 0-1 the variables, stage by stage, and then the continuous ones, also stage by stage. A C++ experimental code has been implemented for reordering the stochastic model as well as the cluster decomposition after the relaxation of the non-anticipativiy constraints until the so-called breakstage. The computational experience shows better performance of the stage ordering in terms of elapsed time in a randomly generated testbed of multistage stochastic mixed integer problems.

Consumption and portfolio rules whit stochastic hyperbolic discounting

We extend the classic Merton (1969, 1971) problem that investigates the joint consumption-savings and portfolio-selection problem under capital risk by assuming sophisticated but time-inconsistent agents. We introduce stochastic hyperbolic preferences as in Harris and Laibson (2013) and find closed-form solutions for Merton's optimal consumption and portfolio selection problem in continuous time. We find that the portfolio rule remains identical to the time-consistent solution with power utility and no borrowing constraints. However,the marginal propensity to consume out of wealth is unambiguously greater than the time-consistent, exponential case and,importantly, it is also more responsive to changes in risk. These results suggest that hyperbolic discounting with sophisticated agents offers promise for contributing to explaining important aspects of asset market data.

Subgrid scale fluid velocity timescales seen by inertial particles in large-eddy simulation of particle-laden turbulence

Large-eddy simulation (LES) has emerged as a promising tool for simulating turbulent flows in general and, in recent years,has also been applied to the particle-laden turbulence with some success (Kassinos et al., 2007). The motion of inertial particles is much more complicated than fluid elements, and therefore, LES of turbulent flow laden with inertial particles encounters new challenges. In the conventional LES, only large-scale eddies are explicitly resolved and the effects of unresolved, small or subgrid scale (SGS) eddies on the large-scale eddies are modeled. The SGS turbulent flow field is not available. The effects of SGS turbulent velocity field on particle motion have been studied by Wang and Squires (1996), Armenio et al. (1999), Yamamoto et al. (2001), Shotorban and Mashayek (2006a,b), Fede and Simonin (2006), Berrouk et al. (2007), Bini and Jones (2008), and Pozorski and Apte (2009), amongst others. One contemporary method to include the effects of SGS eddies on inertial particle motions is to introduce a stochastic differential equation (SDE), that is, a Langevin stochastic equation to model the SGS fluid velocity seen by inertial particles (Fede et al., 2006; Shotorban and Mashayek, 2006a; Shotorban and Mashayek, 2006b; Berrouk et al., 2007; Bini and Jones, 2008; Pozorski and Apte, 2009).However, the accuracy of such a Langevin equation model depends primarily on the prescription of the SGS fluid velocity autocorrelation time seen by an inertial particle or the inertial particle–SGS eddy interaction timescale (denoted by $\delt T_{Lp}$ and a second model constant in the diffusion term which controls the intensity of the random force received by an inertial particle (denoted by C_0, see Eq. (7)). From the theoretical point of view, dTLp differs significantly from the Lagrangian fluid velocity correlation time (Reeks, 1977; Wang and Stock, 1993), and this carries the essential nonlinearity in the statistical modeling of particle motion. dTLp and C0 may depend on the filter width and particle Stokes number even for a given turbulent flow. In previous studies, dTLp is modeled either by the fluid SGS Lagrangian timescale (Fede et al., 2006; Shotorban and Mashayek, 2006b; Pozorski and Apte, 2009; Bini and Jones, 2008) or by a simple extension of the timescale obtained from the full flow field (Berrouk et al., 2007). In this work, we shall study the subtle and on-monotonic dependence of $\delt T_{Lp}$ on the filter width and particle Stokes number using a flow field obtained from Direct Numerical Simulation (DNS). We then propose an empirical closure model for $\delta T_{Lp}$. Finally, the model is validated against LES of particle-laden turbulence in predicting single-particle statistics such as particle kinetic energy. As a first step, we consider the particle motion under the one-way coupling assumption in isotropic turbulent flow and neglect the gravitational settling effect. The one-way coupling assumption is only valid for low particle mass loading.

The stochastic exit problem for dynamical systems

The problem of "exit against a flow" for dynamical systems subject to small Gaussian white noise excitation is studied. Here the word "flow" refers to the behavior in phase space of the unperturbed system's state variables. "Exit against a flow" occurs if a perturbation causes the phase point to leave a phase space region within which it would normally be confined. In particular, there are two components of the problem of exit against a flow:

i) the mean exit time

ii) the phase-space distribution of exit locations.

When the noise perturbing the dynamical systems is small, the solution of each component of the problem of exit against a flow is, in general, the solution of a singularly perturbed, degenerate elliptic-parabolic boundary value problem.

Singular perturbation techniques are used to express the asymptotic solution in terms of an unknown parameter. The unknown parameter is determined using the solution of the adjoint boundary value problem.

The problem of exit against a flow for several dynamical systems of physical interest is considered, and the mean exit times and distributions of exit positions are calculated. The systems are then simulated numerically, using Monte Carlo techniques, in order to determine the validity of the asymptotic solutions.

Multiscale model reduction methods for deterministic and stochastic partial differential equations

Partial differential equations (PDEs) with multiscale coefficients are very difficult to solve due to the wide range of scales in the solutions. In the thesis, we propose some efficient numerical methods for both deterministic and stochastic PDEs based on the model reduction technique.

For the deterministic PDEs, the main purpose of our method is to derive an effective equation for the multiscale problem. An essential ingredient is to decompose the harmonic coordinate into a smooth part and a highly oscillatory part of which the magnitude is small. Such a decomposition plays a key role in our construction of the effective equation. We show that the solution to the effective equation is smooth, and could be resolved on a regular coarse mesh grid. Furthermore, we provide error analysis and show that the solution to the effective equation plus a correction term is close to the original multiscale solution.

For the stochastic PDEs, we propose the model reduction based data-driven stochastic method and multilevel Monte Carlo method. In the multiquery, setting and on the assumption that the ratio of the smallest scale and largest scale is not too small, we propose the multiscale data-driven stochastic method. We construct a data-driven stochastic basis and solve the coupled deterministic PDEs to obtain the solutions. For the tougher problems, we propose the multiscale multilevel Monte Carlo method. We apply the multilevel scheme to the effective equations and assemble the stiffness matrices efficiently on each coarse mesh grid. In both methods, the $\KL$ expansion plays an important role in extracting the main parts of some stochastic quantities.

For both the deterministic and stochastic PDEs, numerical results are presented to demonstrate the accuracy and robustness of the methods. We also show the computational time cost reduction in the numerical examples.

Analysis of multivariate stochastic signals sampled by on-line particle analyzers: Application to the quantitative assessment of occupational exposure to NOAA in multisource industrial scenarios (MSIS)

In multisource industrial scenarios (MSIS) coexist NOAA generating activities with other productive sources of airborne particles, such as parallel processes of manufacturing or electrical and diesel machinery. A distinctive characteristic of MSIS is the spatially complex distribution of aerosol sources, as well as their potential differences in dynamics, due to the feasibility of multi-task configuration at a given time. Thus, the background signal is expected to challenge the aerosol analyzers at a probably wide range of concentrations and size distributions, depending of the multisource configuration at a given time. Monitoring and prediction by using statistical analysis of time series captured by on-line particle analyzers in industrial scenarios, have been proven to be feasible in predicting PNC evolution provided a given quality of net signals (difference between signal at source and background). However the analysis and modelling of non-consistent time series, influenced by low levels of SNR (Signal-Noise Ratio) could build a misleading basis for decision making. In this context, this work explores the use of stochastic models based on ARIMA methodology to monitor and predict exposure values (PNC). The study was carried out in a MSIS where an case study focused on the manufacture of perforated tablets of nano-TiO2 by cold pressing was performed

Stock-rebuilding time isopleths and constant-F stock-rebuilding plans for overfished stocks

Stock-rebuilding time isopleths relate constant levels of fishing mortality (F), stock biomass, and management goals to rebuilding times for overfished stocks. We used simulation models with uncertainty about FMSY and variability in annual intrinsic growth rates (ry) to calculate rebuilding time isopleths for Georges Bank yellowtail flounder, Limanda ferruginea, and cowcod rockfish, Sebastes levis, in the Southern California Bight. Stock-rebuilding time distributions from stochastic models were variable and right-skewed, indicating that rebuilding may take less or substantially more time than expected. The probability of long rebuilding times increased with lower biomass, higher F, uncertainty about FMSY, and autocorrelation in ry values. Uncertainty about FMSY had the greatest effect on rebuilding times. Median recovery times from simulations were insensitive to model assumptions about uncertainty and variability, suggesting that median recovery times should be considered in rebuilding plans. Isopleths calculated in previous studies by deterministic models approximate median, rather than mean, rebuilding times. Stochastic models allow managers to specify and evaluate the risk (measured as a probability) of not achieving a rebuilding goal according to schedule. Rebuilding time isopleths can be used for stocks with a range of life histories and can be based on any type of population dynamics model. They are directly applicable with constant F rebuilding plans but are also useful in other cases. We used new algorithms for simulating autocorrelated process errors from a gamma distribution and evaluated sensitivity to statistical distributions assumed for ry. Uncertainty about current biomass and fishing mortality rates can be considered with rebuilding time isopleths in evaluating and designing constant-F rebuilding plans.

Applications of stochastic context-free grammars using the Inside-Outside algorithm

This paper describes two applications in speech recognition of the use of stochastic context-free grammars (SCFGs) trained automatically via the Inside-Outside Algorithm. First, SCFGs are used to model VQ encoded speech for isolated word recognition and are compared directly to HMMs used for the same task. It is shown that SCFGs can model this low-level VQ data accurately and that a regular grammar based pre-training algorithm is effective both for reducing training time and obtaining robust solutions. Second, an SCFG is inferred from a transcription of the speech used to train a phoneme-based recognizer in an attempt to model phonotactic constraints. When used as a language model, this SCFG gives improved performance over a comparable regular grammar or bigram. © 1991.