961 resultados para Non-reversible stochastic dynamics
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A rigorous derivation of non-linear equations governing the dynamics of an axially loaded beam is given with a clear focus to develop robust low-dimensional models. Two important loading scenarios were considered, where a structure is subjected to a uniformly distributed axial and a thrust force. These loads are to mimic the main forces acting on an offshore riser, for which an analytical methodology has been developed and applied. In particular, non-linear normal modes (NNMs) and non-linear multi-modes (NMMs) have been constructed by using the method of multiple scales. This is to effectively analyse the transversal vibration responses by monitoring the modal responses and mode interactions. The developed analytical models have been crosschecked against the results from FEM simulation. The FEM model having 26 elements and 77 degrees-of-freedom gave similar results as the low-dimensional (one degree-of-freedom) non-linear oscillator, which was developed by constructing a so-called invariant manifold. The comparisons of the dynamical responses were made in terms of time histories, phase portraits and mode shapes. (C) 2008 Elsevier Ltd. All rights reserved.
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We give reasons why demographic parameters such as survival and reproduction rates are often modelled well in stochastic population simulation using beta distributions. In practice, it is frequently expected that these parameters will be correlated, for example with survival rates for all age classes tending to be high or low in the same year. We therefore discuss a method for producing correlated beta random variables by transforming correlated normal random variables, and show how it can be applied in practice by means of a simple example. We also note how the same approach can be used to produce correlated uniform triangular, and exponential random variables. (C) 2008 Elsevier B.V. All rights reserved.
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The purpose of this study was to determine the attentional demands of natural and imposed gait, as well as the attentional costs of transitions between the walking and running co-ordination patterns. Seven healthy young men and four healthy young women undertook an auditory probe reaction time task concurrently with self-selected gait (Experiment 1) and imposed walking and running (Experiment 2) at different speeds on a motor-driven treadmill. In Experiment 1, where participants were free to choose their own movement pattern to match the speed of travel of the treadmill, normal gait control was shown to have a significant attentional cost, and hence not be automatic in the classical sense. However, this attentional cost did not differ between the two gait modes or at the transition point. In Experiment 2, where participants were required to maintain specific gait modes regardless of the treadmill speed, the maintenance of walking at speeds normally associated with running was found to have an attentional cost whereas this was not the case for running at normal walking speeds. Collectively the findings support a model of gait control in which the normal switching between gait modes is determined with minimal attention demand and in which it is possible to sustain non-preferred gait modes although, in the case of walking, only at a significant attentional/cognitive cost. © 2002 Elsevier Science B.V. All rights reserved.
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A technique to simulate the grand canonical ensembles of interacting Bose gases is presented. Results are generated for many temperatures by averaging over energy-weighted stochastic paths, each corresponding to a solution of coupled Gross-Pitaevskii equations with phase noise. The stochastic gauge method used relies on an off-diagonal coherent-state expansion, thus taking into account all quantum correlations. As an example, the second-order spatial correlation function and momentum distribution for an interacting 1D Bose gas are calculated.
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The Direct Simulation Monte Carlo (DSMC) method is used to simulate the flow of rarefied gases. In the Macroscopic Chemistry Method (MCM) for DSMC, chemical reaction rates calculated from local macroscopic flow properties are enforced in each cell. Unlike the standard total collision energy (TCE) chemistry model for DSMC, the new method is not restricted to an Arrhenius form of the reaction rate coefficient, nor is it restricted to a collision cross-section which yields a simple power-law viscosity. For reaction rates of interest in aerospace applications, chemically reacting collisions are generally infrequent events and, as such, local equilibrium conditions are established before a significant number of chemical reactions occur. Hence, the reaction rates which have been used in MCM have been calculated from the reaction rate data which are expected to be correct only for conditions of thermal equilibrium. Here we consider artificially high reaction rates so that the fraction of reacting collisions is not small and propose a simple method of estimating the rates of chemical reactions which can be used in the Macroscopic Chemistry Method in both equilibrium and non-equilibrium conditions. Two tests are presented: (1) The dissociation rates under conditions of thermal non-equilibrium are determined from a zero-dimensional Monte-Carlo sampling procedure which simulates ‘intra-modal’ non-equilibrium; that is, equilibrium distributions in each of the translational, rotational and vibrational modes but with different temperatures for each mode; (2) The 2-D hypersonic flow of molecular oxygen over a vertical plate at Mach 30 is calculated. In both cases the new method produces results in close agreement with those given by the standard TCE model in the same highly nonequilibrium conditions. We conclude that the general method of estimating the non-equilibrium reaction rate is a simple means by which information contained within non-equilibrium distribution functions predicted by the DSMC method can be included in the Macroscopic Chemistry Method.
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Spin glasses are magnetic systems with conflicting and random interactions between the individual spins. The dynamics of spin glasses, as of structural glasses, reflect their complexity. Both in experimental and numerical work the relaxation below the freezing temperature depends strongly on the annealing conditions (aging) and, above the freezing point, relaxation in equilibrium is slow and non-exponential, In this Forum, observed characteristics of the dynamics were summarized and the physical models proposed to explain them were outlined. (C) 1998 Elsevier Science B.V. All rights reserved.
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In quantum measurement theory it is necessary to show how a, quantum source conditions a classical stochastic record of measured results. We discuss mesoscopic conductance using quantum stochastic calculus to elucidate the quantum nature of the measurement taking place in these systems. To illustrate the method we derive the current fluctuations in a two terminal mesoscopic circuit with two tunnel barriers containing a single quasi bound state on the well. The method enables us to focus on either the incoming/ outgoing Fermi fields in the leads, or on the irreversible dynamics of the well state itself. We show an equivalence between the approach of Buttiker and the Fermi quantum stochastic calculus for mesoscopic systems.
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1. A model of the population dynamics of Banksia ornata was developed, using stochastic dynamic programming (a state-dependent decision-making tool), to determine optimal fire management strategies that incorporate trade-offs between biodiversity conservation and fuel reduction. 2. The modelled population of B. ornata was described by its age and density, and was exposed to the risk of unplanned fires and stochastic variation in germination success. 3. For a given population in each year, three management strategies were considered: (i) lighting a prescribed fire; (ii) controlling the incidence of unplanned fire; (iii) doing nothing. 4. The optimal management strategy depended on the state of the B. ornata population, with the time since the last fire (age of the population) being the most important variable. Lighting a prescribed fire at an age of less than 30 years was only optimal when the density of seedlings after a fire was low (< 100 plants ha(-1)) or when there were benefits of maintaining a low fuel load by using more frequent fire. 5. Because the cost of management was assumed to be negligible (relative to the value of the persistence of the population), the do-nothing option was never the optimal strategy, although lighting prescribed fires had only marginal benefits when the mean interval between unplanned fires was less than 20-30 years.
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This article deals with the efficiency of fractional integration parameter estimators. This study was based on Monte Carlo experiments involving simulated stochastic processes with integration orders in the range]-1,1[. The evaluated estimation methods were classified into two groups: heuristics and semiparametric/maximum likelihood (ML). The study revealed that the comparative efficiency of the estimators, measured by the lesser mean squared error, depends on the stationary/non-stationary and persistency/anti-persistency conditions of the series. The ML estimator was shown to be superior for stationary persistent processes; the wavelet spectrum-based estimators were better for non-stationary mean reversible and invertible anti-persistent processes; the weighted periodogram-based estimator was shown to be superior for non-invertible anti-persistent processes.
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A robust semi-implicit central partial difference algorithm for the numerical solution of coupled stochastic parabolic partial differential equations (PDEs) is described. This can be used for calculating correlation functions of systems of interacting stochastic fields. Such field equations can arise in the description of Hamiltonian and open systems in the physics of nonlinear processes, and may include multiplicative noise sources. The algorithm can be used for studying the properties of nonlinear quantum or classical field theories. The general approach is outlined and applied to a specific example, namely the quantum statistical fluctuations of ultra-short optical pulses in chi((2)) parametric waveguides. This example uses a non-diagonal coherent state representation, and correctly predicts the sub-shot noise level spectral fluctuations observed in homodyne detection measurements. It is expected that the methods used wilt be applicable for higher-order correlation functions and other physical problems as well. A stochastic differencing technique for reducing sampling errors is also introduced. This involves solving nonlinear stochastic parabolic PDEs in combination with a reference process, which uses the Wigner representation in the example presented here. A computer implementation on MIMD parallel architectures is discussed. (C) 1997 Academic Press.
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Objective To evaluate the influence of oral contraceptives (OCs) containing 20 mu mu g ethinylestradiol (EE) and 150 mu mu g gestodene (GEST) on the autonomic modulation of heart rate (HR) in women. Methods One-hundred and fifty-five women aged 24 +/-+/- 2 years were divided into four groups according to their physical activity and the use or not of an OC: active-OC, active-non-OC (NOC), sedentary-OC, and sedentary-NOC. The heart rate was registered in real time based on the electrocardiogram signal for 15 minutes, in the supine-position. The heart rate variability (HRV) was analysed using Shannon`s entropy (SE), conditional entropy (complexity index [CInd] and normalised CInd [NCI]), and symbolic analysis (0V%, 1V%, 2LV%, and 2ULV%). For statistical analysis the Kruskal-Wallis test with Dunn post hoc and the Wilcoxon test (p < 0.05 was considered significant) were applied. Results Treatment with this COC caused no significant changes in SE, CInd, NCI, or symbolic analysis in either active or sedentary groups. Active groups presented higher values for SE and 2ULV%, and lower values for 0V% when compared to sedentary groups (p < 0.05). Conclusion HRV patterns differed depending on life style; the non-linear method applied was highly reliable for identifying these changes. The use of OCs containing 20 mu mu g EE and 150 mu mu g GEST does not influence HR autonomic modulation.
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Reports on results of a survey, completed in 2000, of wives in three villages in the Phulbani district, Orissa, India. These villages are dominated by the Kondh scheduled tribe but some also contain members of the scheduled caste, called Dombs in Orissa. The article reports on the total responses and comparative responses of these groups to a structured questionnaire. The article provides background information for the villages surveyed, and reports information in relation to wives and their families about property rights, assets and incomes, economic conditions and survival strategies, aspects of credit, production and marketing, social dynamics and eduction. In addition, children’s affairs, including the treatment and entitlements of female and male children, are considered as well as additional aspects of the socioeconomic status of wives.
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We investigate the theory of quantum fluctuations in non-equilibrium systems having large critical fluctuations. This allows us to treat the limits imposed by nonlinearities to quantum squeezing and noise reduction, and also to envisage future tests of quantum theory in regions of macroscopic quantum fluctuations. A long-term objective of this research is to identify suitable physical systems in which macroscopic 'Schrodinger cat'-like behaviour may be observed. We investigate two systems in particular of much current experimental interest, namely the degenerate parametric oscillator near threshold, and the evaporatively cooled (BEC). We compare the results obtained in the positive-P representation, as a fully quantum mechanical calculation, with the truncated Wigner phase space equation, also known as semi-classical theory. We show when these results agree and differ in calculations taken beyond the linearized approximation. In the region where the largest quantum fluctuations and Schrodinger cat-like behaviour might be expected, we find that the quantum predictions correspond very closely to the semi-classical theory. Nature abhors observing a Schrodinger car.
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We show that stochastic electrodynamics and quantum mechanics give quantitatively different predictions for the quantum nondemolition (QND) correlations in travelling wave second harmonic generation. Using phase space methods and stochastic integration, we calculate correlations in both the positive-P and truncated Wigner representations, the latter being equivalent to the semi-classical theory of stochastic electrodynamics. We show that the semiclassical results are different in the regions where the system performs best in relation to the QND criteria, and that they significantly overestimate the performance in these regions. (C) 2001 Published by Elsevier Science B.V.
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Objectives: This study examines human scalp electroencephalographic (EEG) data for evidence of non-linear interdependence between posterior channels. The spectral and phase properties of those epochs of EEG exhibiting non-linear interdependence are studied. Methods: Scalp EEG data was collected from 40 healthy subjects. A technique for the detection of non-linear interdependence was applied to 2.048 s segments of posterior bipolar electrode data. Amplitude-adjusted phase-randomized surrogate data was used to statistically determine which EEG epochs exhibited non-linear interdependence. Results: Statistically significant evidence of non-linear interactions were evident in 2.9% (eyes open) to 4.8% (eyes closed) of the epochs. In the eyes-open recordings, these epochs exhibited a peak in the spectral and cross-spectral density functions at about 10 Hz. Two types of EEG epochs are evident in the eyes-closed recordings; one type exhibits a peak in the spectral density and cross-spectrum at 8 Hz. The other type has increased spectral and cross-spectral power across faster frequencies. Epochs identified as exhibiting non-linear interdependence display a tendency towards phase interdependencies across and between a broad range of frequencies. Conclusions: Non-linear interdependence is detectable in a small number of multichannel EEG epochs, and makes a contribution to the alpha rhythm. Non-linear interdependence produces spatially distributed activity that exhibits phase synchronization between oscillations present at different frequencies. The possible physiological significance of these findings are discussed with reference to the dynamical properties of neural systems and the role of synchronous activity in the neocortex. (C) 2002 Elsevier Science Ireland Ltd. All rights reserved.