Divergent signal-to-noise ratio and stochastic resonance in monostable systems

We present a class of systems for which the signal-to-noise ratio always increases when increasing the noise and diverges at infinite noise level. This new phenomenon is a direct consequence of the existence of a scaling law for the signal-to-noise ratio and implies the appearance of stochastic resonance in some monostable systems. We outline applications of our results to a wide variety of systems pertaining to different scientific areas. Two particular examples are discussed in detail.

Symmetries and fixed point stability of stochastic differential equations modeling self-organized criticality

A stochastic nonlinear partial differential equation is constructed for two different models exhibiting self-organized criticality: the Bak-Tang-Wiesenfeld (BTW) sandpile model [Phys. Rev. Lett. 59, 381 (1987); Phys. Rev. A 38, 364 (1988)] and the Zhang model [Phys. Rev. Lett. 63, 470 (1989)]. The dynamic renormalization group (DRG) enables one to compute the critical exponents. However, the nontrivial stable fixed point of the DRG transformation is unreachable for the original parameters of the models. We introduce an alternative regularization of the step function involved in the threshold condition, which breaks the symmetry of the BTW model. Although the symmetry properties of the two models are different, it is shown that they both belong to the same universality class. In this case the DRG procedure leads to a symmetric behavior for both models, restoring the broken symmetry, and makes accessible the nontrivial fixed point. This technique could also be applied to other problems with threshold dynamics.

Stochastic resonance in nonpotential systems

We propose a method to analytically show the possibility for the appearance of a maximum in the signal-to-noise ratio in nonpotential systems. We apply our results to the FitzHugh-Nagumo model under a periodic external forcing, showing that the model exhibits stochastic resonance. The procedure that we follow is based on the reduction to a one-dimensional dynamics in the adiabatic limit and in the topology of the phase space of the systems under study. Its application to other nonpotential systems is also discussed.

Criteria for hitting probabilities with applications to systems of stochastic wave equations

We develop several results on hitting probabilities of random fields which highlight the role of the dimension of the parameter space. This yields upper and lower bounds in terms of Hausdorff measure and Bessel-Riesz capacity, respectively. We apply these results to a system of stochastic wave equations in spatial dimension k >- 1 driven by a d-dimensional spatially homogeneous additive Gaussian noise that is white in time and colored in space.

Dynamic Modelling of Material Flows and Sustainable Resource Use: Case Studies in Regional Metabolism and Space Life Support Systems

Sustainable resource use is one of the most important environmental issues of our times. It is closely related to discussions on the 'peaking' of various natural resources serving as energy sources, agricultural nutrients, or metals indispensable in high-technology applications. Although the peaking theory remains controversial, it is commonly recognized that a more sustainable use of resources would alleviate negative environmental impacts related to resource use. In this thesis, sustainable resource use is analysed from a practical standpoint, through several different case studies. Four of these case studies relate to resource metabolism in the Canton of Geneva in Switzerland: the aim was to model the evolution of chosen resource stocks and flows in the coming decades. The studied resources were copper (a bulk metal), phosphorus (a vital agricultural nutrient), and wood (a renewable resource). In addition, the case of lithium (a critical metal) was analysed briefly in a qualitative manner and in an electric mobility perspective. In addition to the Geneva case studies, this thesis includes a case study on the sustainability of space life support systems. Space life support systems are systems whose aim is to provide the crew of a spacecraft with the necessary metabolic consumables over the course of a mission. Sustainability was again analysed from a resource use perspective. In this case study, the functioning of two different types of life support systems, ARES and BIORAT, were evaluated and compared; these systems represent, respectively, physico-chemical and biological life support systems. Space life support systems could in fact be used as a kind of 'laboratory of sustainability' given that they represent closed and relatively simple systems compared to complex and open terrestrial systems such as the Canton of Geneva. The chosen analysis method used in the Geneva case studies was dynamic material flow analysis: dynamic material flow models were constructed for the resources copper, phosphorus, and wood. Besides a baseline scenario, various alternative scenarios (notably involving increased recycling) were also examined. In the case of space life support systems, the methodology of material flow analysis was also employed, but as the data available on the dynamic behaviour of the systems was insufficient, only static simulations could be performed. The results of the case studies in the Canton of Geneva show the following: were resource use to follow population growth, resource consumption would be multiplied by nearly 1.2 by 2030 and by 1.5 by 2080. A complete transition to electric mobility would be expected to only slightly (+5%) increase the copper consumption per capita while the lithium demand in cars would increase 350 fold. For example, phosphorus imports could be decreased by recycling sewage sludge or human urine; however, the health and environmental impacts of these options have yet to be studied. Increasing the wood production in the Canton would not significantly decrease the dependence on wood imports as the Canton's production represents only 5% of total consumption. In the comparison of space life support systems ARES and BIORAT, BIORAT outperforms ARES in resource use but not in energy use. However, as the systems are dimensioned very differently, it remains questionable whether they can be compared outright. In conclusion, the use of dynamic material flow analysis can provide useful information for policy makers and strategic decision-making; however, uncertainty in reference data greatly influences the precision of the results. Space life support systems constitute an extreme case of resource-using systems; nevertheless, it is not clear how their example could be of immediate use to terrestrial systems.

Two component systems: physiological effect of a third component

Signal transduction systems mediate the response and adaptation of organisms to environmental changes. In prokaryotes, this signal transduction is often done through Two Component Systems (TCS). These TCS are phosphotransfer protein cascades, and in their prototypical form they are composed by a kinase that senses the environmental signals (SK) and by a response regulator (RR) that regulates the cellular response. This basic motif can be modified by the addition of a third protein that interacts either with the SK or the RR in a way that could change the dynamic response of the TCS module. In this work we aim at understanding the effect of such an additional protein (which we call ‘‘third component’’) on the functional properties of a prototypical TCS. To do so we build mathematical models of TCS with alternative designs for their interaction with that third component. These mathematical models are analyzed in order to identify the differences in dynamic behavior inherent to each design, with respect to functionally relevant properties such as sensitivity to changes in either the parameter values or the molecular concentrations, temporal responsiveness, possibility of multiple steady states, or stochastic fluctuations in the system. The differences are then correlated to the physiological requirements that impinge on the functioning of the TCS. This analysis sheds light on both, the dynamic behavior of synthetically designed TCS, and the conditions under which natural selection might favor each of the designs. We find that a third component that modulates SK activity increases the parameter space where a bistable response of the TCS module to signals is possible, if SK is monofunctional, but decreases it when the SK is bifunctional. The presence of a third component that modulates RR activity decreases the parameter space where a bistable response of the TCS module to signals is possible.

Modeling of electrolyte sorption – from phase equilibria to dynamic separation systems

In this thesis, general approach is devised to model electrolyte sorption from aqueous solutions on solid materials. Electrolyte sorption is often considered as unwanted phenomenon in ion exchange and its potential as an independent separation method has not been fully explored. The solid sorbents studied here are porous and non-porous organic or inorganic materials with or without specific functional groups attached on the solid matrix. Accordingly, the sorption mechanisms include physical adsorption, chemisorption on the functional groups and partition restricted by electrostatic or steric factors. The model is tested in four Cases Studies dealing with chelating adsorption of transition metal mixtures, physical adsorption of metal and metalloid complexes from chloride solutions, size exclusion of electrolytes in nano-porous materials and electrolyte exclusion of electrolyte/non-electrolyte mixtures. The model parameters are estimated using experimental data from equilibrium and batch kinetic measurements, and they are used to simulate actual single-column fixed-bed separations. Phase equilibrium between the solution and solid phases is described using thermodynamic Gibbs-Donnan model and various adsorption models depending on the properties of the sorbent. The 3-dimensional thermodynamic approach is used for volume sorption in gel-type ion exchangers and in nano-porous adsorbents, and satisfactory correlation is obtained provided that both mixing and exclusion effects are adequately taken into account. 2-Dimensional surface adsorption models are successfully applied to physical adsorption of complex species and to chelating adsorption of transition metal salts. In the latter case, comparison is also made with complex formation models. Results of the mass transport studies show that uptake rates even in a competitive high-affinity system can be described by constant diffusion coefficients, when the adsorbent structure and the phase equilibrium conditions are adequately included in the model. Furthermore, a simplified solution based on the linear driving force approximation and the shrinking-core model is developed for very non-linear adsorption systems. In each Case Study, the actual separation is carried out batch-wise in fixed-beds and the experimental data are simulated/correlated using the parameters derived from equilibrium and kinetic data. Good agreement between the calculated and experimental break-through curves is usually obtained indicating that the proposed approach is useful in systems, which at first sight are very different. For example, the important improvement in copper separation from concentrated zinc sulfate solution at elevated temperatures can be correctly predicted by the model. In some cases, however, re-adjustment of model parameters is needed due to e.g. high solution viscosity.

A frequency-domain pseudo-force method for dynamic structural analysis nonlinear systems and nonproportional damping

A frequency-domain method for nonlinear analysis of structural systems with viscous, hysteretic, nonproportional and frequency-dependent damping is presented. The nonlinear effects and nonproportional damping are considered through pseudo-force terms. The modal coordinates uncoupled equations are iteratively solved. The treatment of initial conditions in the frequency domain which is necessary for the treatment of the uncoupled equations is initially adressed.

A speculative systems model of the dynamic interaction among students, faculty and administration in the community college, with particular reference to intrinsic motivation and the teacher-administrator interface

The challenge the community college faces in helping meet the needs of the living open system of society is examined in this study. It is postulated that internalization student outcomes are required by society to reduce entropy and remain self-renewing. Such behavior is characterized as having an intrinsically motivated energy source and displays the seeking and conquering of challenge, the development of reflective knowledge and skill, full use of all capabilities, internal control, growth orientation, high self-esteem, relativistic thinking and competence. The development of a conceptual systems model that suggests how transactions among students, faculty and administration might occur to best meet the needs of internalization outcomes in students, and intrinsic motivation in faculty is a major purpose of this study. It is a speculative model that is based on a synthesis of a wide variety of variables. Empirical evidence, theoretical considerations, and speculative ideas are gathered together from researchers and theoretici.ans who are working on separate answers to questions of intrinsic motivation, internal control and environments that encourage their development. The model considers the effect administrators·have on faculty anq the corresponding effect faculty may have on students. The major concentration is on the administrator--teacher interface.For administrators the model may serve as a guide in planning effective transactions, and establishing system goals. The teacher is offered a means to coordinate actions toward a specific overall objective, and the administrator, teacher and researcher are invited to use the model to experiment, innovate, verify the assumptions on which the model is based, and raise additional hypotheses. Goals and history of the community colleges in Ontario are examined against current problems, previous progress and open system thinking. The nature of the person as a five part system is explored with emphasis on intrinsic motivation. The nature, operation, conceptualization, and value of this internal energy source is reviewed in detail. The current state of society, education and management theory are considered and the value of intrinsically motivating teaching tasks together with "system four" leadership style are featured. Evidence is reviewed that suggests intrinsically motivated faculty are needed, and "system four" leadership style is the kind of interaction-influence system needed to nurture intrinsic motivation in faculty.

Methods to Estimate Dynamic Stochastic General Equilibrium Models

This paper employs the one-sector Real Business Cycle model as a testing ground for four different procedures to estimate Dynamic Stochastic General Equilibrium (DSGE) models. The procedures are: 1 ) Maximum Likelihood, with and without measurement errors and incorporating Bayesian priors, 2) Generalized Method of Moments, 3) Simulated Method of Moments, and 4) Indirect Inference. Monte Carlo analysis indicates that all procedures deliver reasonably good estimates under the null hypothesis. However, there are substantial differences in statistical and computational efficiency in the small samples currently available to estimate DSGE models. GMM and SMM appear to be more robust to misspecification than the alternative procedures. The implications of the stochastic singularity of DSGE models for each estimation method are fully discussed.

On the Convergence of Stochastic Iterative Dynamic Programming Algorithms

Recent developments in the area of reinforcement learning have yielded a number of new algorithms for the prediction and control of Markovian environments. These algorithms, including the TD(lambda) algorithm of Sutton (1988) and the Q-learning algorithm of Watkins (1989), can be motivated heuristically as approximations to dynamic programming (DP). In this paper we provide a rigorous proof of convergence of these DP-based learning algorithms by relating them to the powerful techniques of stochastic approximation theory via a new convergence theorem. The theorem establishes a general class of convergent algorithms to which both TD(lambda) and Q-learning belong.

Dynamic programming for stochastic target problems, Viscosity solutions and hedging in markets with Portfolio constraints and large investors

The purpose of this expository arti le is to present a self- ontained overview of some results on the hara terization of the optimal value fun tion of a sto hasti target problem as (dis ontinuous) vis osity solution of a ertain dynami programming PDE and its appli ation to the problem of hedging ontingent laims in the presen e of portfolio onstraints and large investors

A dynamic knowledge-based decision support system to handle solids separation problems in activated sludge systems: development and validation

El sistema de fangs activats és el tractament biològic més àmpliament utilitzat arreu del món per la depuració d'aigües residuals. El seu funcionament depèn de la correcta operació tant del reactor biològic com del decantador secundari. Quan la fase de sedimentació no es realitza correctament, la biomassa no decantada s'escapa amb l'efluent causant un impacte sobre el medi receptor. Els problemes de separació de sòlids, són actualment una de les principals causes d'ineficiència en l'operació dels sistemes de fangs activats arreu del món. Inclouen: bulking filamentós, bulking viscós, escumes biològiques, creixement dispers, flòcul pin-point i desnitrificació incontrolada. L'origen dels problemes de separació generalment es troba en un desequilibri entre les principals comunitats de microorganismes implicades en la sedimentació de la biomassa: els bacteris formadors de flòcul i els bacteris filamentosos. Degut a aquest origen microbiològic, la seva identificació i control no és una tasca fàcil pels caps de planta. Els Sistemes de Suport a la Presa de Decisions basats en el coneixement (KBDSS) són un grup d'eines informàtiques caracteritzades per la seva capacitat de representar coneixement heurístic i tractar grans quantitats de dades. L'objectiu de la present tesi és el desenvolupament i validació d'un KBDSS específicament dissenyat per donar suport als caps de planta en el control dels problemes de separació de sòlids d'orígen microbiològic en els sistemes de fangs activats. Per aconseguir aquest objectiu principal, el KBDSS ha de presentar les següents característiques: (1) la implementació del sistema ha de ser viable i realista per garantir el seu correcte funcionament; (2) el raonament del sistema ha de ser dinàmic i evolutiu per adaptar-se a les necessitats del domini al qual es vol aplicar i (3) el raonament del sistema ha de ser intel·ligent. En primer lloc, a fi de garantir la viabilitat del sistema, s'ha realitzat un estudi a petita escala (Catalunya) que ha permès determinar tant les variables més utilitzades per a la diagnosi i monitorització dels problemes i els mètodes de control més viables, com la detecció de les principals limitacions que el sistema hauria de resoldre. Els resultats d'anteriors aplicacions han demostrat que la principal limitació en el desenvolupament de KBDSSs és l'estructura de la base de coneixement (KB), on es representa tot el coneixement adquirit sobre el domini, juntament amb els processos de raonament a seguir. En el nostre cas, tenint en compte la dinàmica del domini, aquestes limitacions es podrien veure incrementades si aquest disseny no fos òptim. En aquest sentit, s'ha proposat el Domino Model com a eina per dissenyar conceptualment el sistema. Finalment, segons el darrer objectiu referent al seguiment d'un raonament intel·ligent, l'ús d'un Sistema Expert (basat en coneixement expert) i l'ús d'un Sistema de Raonament Basat en Casos (basat en l'experiència) han estat integrats com els principals sistemes intel·ligents encarregats de dur a terme el raonament del KBDSS. Als capítols 5 i 6 respectivament, es presenten el desenvolupament del Sistema Expert dinàmic (ES) i del Sistema de Raonament Basat en Casos temporal, anomenat Sistema de Raonament Basat en Episodis (EBRS). A continuació, al capítol 7, es presenten detalls de la implementació del sistema global (KBDSS) en l'entorn G2. Seguidament, al capítol 8, es mostren els resultats obtinguts durant els 11 mesos de validació del sistema, on aspectes com la precisió, capacitat i utilitat del sistema han estat validats tant experimentalment (prèviament a la implementació) com a partir de la seva implementació real a l'EDAR de Girona. Finalment, al capítol 9 s'enumeren les principals conclusions derivades de la present tesi.

Dynamic scaling of bred vectors in spatially extended chaotic systems

We unfold a profound relationship between the dynamics of finite-size perturbations in spatially extended chaotic systems and the universality class of Kardar-Parisi-Zhang (KPZ). We show how this relationship can be exploited to obtain a complete theoretical description of the bred vectors dynamics. The existence of characteristic length/time scales, the spatial extent of spatial correlations and how to time it, and the role of the breeding amplitude are all analyzed in the light of our theory. Implications to weather forecasting based on ensembles of initial conditions are also discussed.