991 resultados para Stochastic sequences.
Resumo:
Formal grammars can used for describing complex repeatable structures such as DNA sequences. In this paper, we describe the structural composition of DNA sequences using a context-free stochastic L-grammar. L-grammars are a special class of parallel grammars that can model the growth of living organisms, e.g. plant development, and model the morphology of a variety of organisms. We believe that parallel grammars also can be used for modeling genetic mechanisms and sequences such as promoters. Promoters are short regulatory DNA sequences located upstream of a gene. Detection of promoters in DNA sequences is important for successful gene prediction. Promoters can be recognized by certain patterns that are conserved within a species, but there are many exceptions which makes the promoter recognition a complex problem. We replace the problem of promoter recognition by induction of context-free stochastic L-grammar rules, which are later used for the structural analysis of promoter sequences. L-grammar rules are derived automatically from the drosophila and vertebrate promoter datasets using a genetic programming technique and their fitness is evaluated using a Support Vector Machine (SVM) classifier. The artificial promoter sequences generated using the derived L- grammar rules are analyzed and compared with natural promoter sequences.
Resumo:
This dissertation is devoted to the equations of motion governing the evolution of a fluid or gas at the macroscopic scale. The classical model is a PDE description known as the Navier-Stokes equations. The behavior of solutions is notoriously complex, leading many in the scientific community to describe fluid mechanics using a statistical language. In the physics literature, this is often done in an ad-hoc manner with limited precision about the sense in which the randomness enters the evolution equation. The stochastic PDE community has begun proposing precise models, where a random perturbation appears explicitly in the evolution equation. Although this has been an active area of study in recent years, the existing literature is almost entirely devoted to incompressible fluids. The purpose of this thesis is to take a step forward in addressing this statistical perspective in the setting of compressible fluids. In particular, we study the well posedness for the corresponding system of Stochastic Navier Stokes equations, satisfied by the density, velocity, and temperature. The evolution of the momentum involves a random forcing which is Brownian in time and colored in space. We allow for multiplicative noise, meaning that spatial correlations may depend locally on the fluid variables. Our main result is a proof of global existence of weak martingale solutions to the Cauchy problem set within a bounded domain, emanating from large initial datum. The proof involves a mix of deterministic and stochastic analysis tools. Fundamentally, the approach is based on weak compactness techniques from the deterministic theory combined with martingale methods. Four layers of approximate stochastic PDE's are built and analyzed. A careful study of the probability laws of our approximating sequences is required. We prove appropriate tightness results and appeal to a recent generalization of the Skorohod theorem. This ultimately allows us to deduce analogues of the weak compactness tools of Lions and Feireisl, appropriately interpreted in the stochastic setting.
Resumo:
Aijt-Sahalia (2002) introduced a method to estimate transitional probability densities of di®usion processes by means of Hermite expansions with coe±cients determined by means of Taylor series. This note describes a numerical procedure to ¯nd these coe±cients based on the calculation of moments. One advantage of this procedure is that it can be used e®ectively when the mathematical operations required to ¯nd closed-form expressions for these coe±cients are otherwise infeasible.