THE STOCHASTIC NAVIER STOKES EQUATIONS FOR HEAT CONDUCTING, COMPRESSIBLE FLUIDS

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.

Phylogenetic analyses of Cladophora vagabunda (L.) C. Hoek (Cladophorales, Chlorophyta) from Brazil based on SSU rDNA sequences

The complete SSU rDNA was sequenced for 10 individuals of Cladophora vagabunda collected along the coast of Brazil. For C. rupestris (L.) Kütz. a partial SSU rDNA sequence (1634 bp) was obtained. Phylogenetic trees indicate that Cladophora is paraphyletic, but the section Glomeratae sensu lato including C. vagabunda from Brazil, Japan and France, C. albida (Nees) Kütz., C. sericea (Hudson) Kütz., and C. glomerata (L.) Kütz. is monophyletic. Within this group C. vagabunda is paraphyletic. The sequence identity for the SSU rDNA varied from 98.9% to 100% for the Brazilian C. vagabunda, and from 98.3% to 99.7% comparing the Brazilian individuals to the ones from France and Japan. Sequence identity of the Brazilian C. vagabunda to C. albida and C. sericea vary from 98.0% to 98.6%. The SSU rDNA phylogeny support partially the morphological characteristics presented by Brazilian populations of C. vagabunda. On the other hand, C. rupestris from Brazil does not group with C. rupestris from France, both sequences presenting only 96.9% of identity. The inclusion of sequences of individuals from Brazil reinforces the need of taxonomical revision for the genus Cladophora and for the complex C. vagabunda.

Reaction-diffusion stochastic lattice model for a predator-prey system

We have the purpose of analyzing the effect of explicit diffusion processes in a predator-prey stochastic lattice model. More precisely we wish to investigate the possible effects due to diffusion upon the thresholds of coexistence of species, i. e., the possible changes in the transition between the active state and the absorbing state devoid of predators. To accomplish this task we have performed time dependent simulations and dynamic mean-field approximations. Our results indicate that the diffusive process can enhance the species coexistence.

Crossover between the extended and localized regimes in stochastic partially self-avoiding walks in one-dimensional disordered systems

Consider N sites randomly and uniformly distributed in a d-dimensional hypercube. A walker explores this disordered medium going to the nearest site, which has not been visited in the last mu (memory) steps. The walker trajectory is composed of a transient part and a periodic part (cycle). For one-dimensional systems, travelers can or cannot explore all available space, giving rise to a crossover between localized and extended regimes at the critical memory mu(1) = log(2) N. The deterministic rule can be softened to consider more realistic situations with the inclusion of a stochastic parameter T (temperature). In this case, the walker movement is driven by a probability density function parameterized by T and a cost function. The cost function increases as the distance between two sites and favors hops to closer sites. As the temperature increases, the walker can escape from cycles that are reminiscent of the deterministic nature and extend the exploration. Here, we report an analytical model and numerical studies of the influence of the temperature and the critical memory in the exploration of one-dimensional disordered systems.

Shared information in stationary states of stochastic processes

We present four estimators of the shared information (or interdepency) in ground states given that the coefficients appearing in the wave function are all real non-negative numbers and therefore can be interpreted as probabilities of configurations. Such ground states of Hermitian and non-Hermitian Hamiltonians can be given, for example, by superpositions of valence bond states which can describe equilibrium but also stationary states of stochastic models. We consider in detail the last case, the system being a classical not a quantum one. Using analytical and numerical methods we compare the values of the estimators in the directed polymer and the raise and peel models which have massive, conformal invariant and nonconformal invariant massless phases. We show that like in the case of the quantum problem, the estimators verify the area law with logarithmic corrections when phase transitions take place.

Directed Abelian algebras and their application to stochastic models

With each directed acyclic graph (this includes some D-dimensional lattices) one can associate some Abelian algebras that we call directed Abelian algebras (DAAs). On each site of the graph one attaches a generator of the algebra. These algebras depend on several parameters and are semisimple. Using any DAA, one can define a family of Hamiltonians which give the continuous time evolution of a stochastic process. The calculation of the spectra and ground-state wave functions (stationary state probability distributions) is an easy algebraic exercise. If one considers D-dimensional lattices and chooses Hamiltonians linear in the generators, in finite-size scaling the Hamiltonian spectrum is gapless with a critical dynamic exponent z=D. One possible application of the DAA is to sandpile models. In the paper we present this application, considering one- and two-dimensional lattices. In the one-dimensional case, when the DAA conserves the number of particles, the avalanches belong to the random walker universality class (critical exponent sigma(tau)=3/2). We study the local density of particles inside large avalanches, showing a depletion of particles at the source of the avalanche and an enrichment at its end. In two dimensions we did extensive Monte-Carlo simulations and found sigma(tau)=1.780 +/- 0.005.

Random perturbations of stochastic processes with unbounded variable length memory

We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the transition probabilities of the perturbed chain are uniformly close to the corresponding transition probabilities of the original chain. As a consequence, in the case of stochastic chains with unbounded but otherwise finite variable length memory, we show that it is possible to recover the context tree of the original chain, using a suitable version of the algorithm Context, provided that the noise is small enough.

LIMIT THEOREMS FOR A GENERAL STOCHASTIC RUMOUR MODEL

We study a general stochastic rumour model in which an ignorant individual has a certain probability of becoming a stifler immediately upon hearing the rumour. We refer to this special kind of stifler as an uninterested individual. Our model also includes distinct rates for meetings between two spreaders in which both become stiflers or only one does, so that particular cases are the classical Daley-Kendall and Maki-Thompson models. We prove a Law of Large Numbers and a Central Limit Theorem for the proportions of those who ultimately remain ignorant and those who have heard the rumour but become uninterested in it.

Novel insights into the genomic basis of citrus canker based on the genome sequences of two strains of Xanthomonas fuscans subsp aurantifolii

Background: Citrus canker is a disease that has severe economic impact on the citrus industry worldwide. There are three types of canker, called A, B, and C. The three types have different phenotypes and affect different citrus species. The causative agent for type A is Xanthomonas citri subsp. citri, whose genome sequence was made available in 2002. Xanthomonas fuscans subsp. aurantifolii strain B causes canker B and Xanthomonas fuscans subsp. aurantifolii strain C causes canker C. Results: We have sequenced the genomes of strains B and C to draft status. We have compared their genomic content to X. citri subsp. citri and to other Xanthomonas genomes, with special emphasis on type III secreted effector repertoires. In addition to pthA, already known to be present in all three citrus canker strains, two additional effector genes, xopE3 and xopAI, are also present in all three strains and are both located on the same putative genomic island. These two effector genes, along with one other effector-like gene in the same region, are thus good candidates for being pathogenicity factors on citrus. Numerous gene content differences also exist between the three cankers strains, which can be correlated with their different virulence and host range. Particular attention was placed on the analysis of genes involved in biofilm formation and quorum sensing, type IV secretion, flagellum synthesis and motility, lipopolysacharide synthesis, and on the gene xacPNP, which codes for a natriuretic protein. Conclusion: We have uncovered numerous commonalities and differences in gene content between the genomes of the pathogenic agents causing citrus canker A, B, and C and other Xanthomonas genomes. Molecular genetics can now be employed to determine the role of these genes in plant-microbe interactions. The gained knowledge will be instrumental for improving citrus canker control.

Bending of stochastic Kirchhoff plates on Winkler foundations via the Galerkin method and the Askey-Wiener scheme

In this paper, the method of Galerkin and the Askey-Wiener scheme are used to obtain approximate solutions to the stochastic displacement response of Kirchhoff plates with uncertain parameters. Theoretical and numerical results are presented. The Lax-Milgram lemma is used to express the conditions for existence and uniqueness of the solution. Uncertainties in plate and foundation stiffness are modeled by respecting these conditions, hence using Legendre polynomials indexed in uniform random variables. The space of approximate solutions is built using results of density between the space of continuous functions and Sobolev spaces. Approximate Galerkin solutions are compared with results of Monte Carlo simulation, in terms of first and second order moments and in terms of histograms of the displacement response. Numerical results for two example problems show very fast convergence to the exact solution, at excellent accuracies. The Askey-Wiener Galerkin scheme developed herein is able to reproduce the histogram of the displacement response. The scheme is shown to be a theoretically sound and efficient method for the solution of stochastic problems in engineering. (C) 2009 Elsevier Ltd. All rights reserved.

Chaos-Galerkin solution of stochastic Timoshenko bending problems

This paper presents an accurate and efficient solution for the random transverse and angular displacement fields of uncertain Timoshenko beams. Approximate, numerical solutions are obtained using the Galerkin method and chaos polynomials. The Chaos-Galerkin scheme is constructed by respecting the theoretical conditions for existence and uniqueness of the solution. Numerical results show fast convergence to the exact solution, at excellent accuracies. The developed Chaos-Galerkin scheme accurately approximates the complete cumulative distribution function of the displacement responses. The Chaos-Galerkin scheme developed herein is a theoretically sound and efficient method for the solution of stochastic problems in engineering. (C) 2011 Elsevier Ltd. All rights reserved.

Galerkin Solution of Stochastic Beam Bending on Winkler Foundations

In this paper, the Askey-Wiener scheme and the Galerkin method are used to obtain approximate solutions to stochastic beam bending on Winkler foundation. The study addresses Euler-Bernoulli beams with uncertainty in the bending stiffness modulus and in the stiffness of the foundation. Uncertainties are represented by parameterized stochastic processes. The random behavior of beam response is modeled using the Askey-Wiener scheme. One contribution of the paper is a sketch of proof of existence and uniqueness of the solution to problems involving fourth order operators applied to random fields. From the approximate Galerkin solution, expected value and variance of beam displacement responses are derived, and compared with corresponding estimates obtained via Monte Carlo simulation. Results show very fast convergence and excellent accuracies in comparison to Monte Carlo simulation. The Askey-Wiener Galerkin scheme presented herein is shown to be a theoretically solid and numerically efficient method for the solution of stochastic problems in engineering.

Assembling a consistent set of sentences in relational probabilistic logic with stochastic independence

We examine the representation of judgements of stochastic independence in probabilistic logics. We focus on a relational logic where (i) judgements of stochastic independence are encoded by directed acyclic graphs, and (ii) probabilistic assessments are flexible in the sense that they are not required to specify a single probability measure. We discuss issues of knowledge representation and inference that arise from our particular combination of graphs, stochastic independence, logical formulas and probabilistic assessments. (C) 2007 Elsevier B.V. All rights reserved.

Registration of temporal sequences of coronal and sagittal MR images through respiratory patterns

This work discusses the determination of the breathing patterns in time sequence of images obtained from magnetic resonance (MR) and their use in the temporal registration of coronal and sagittal images. The registration is made without the use of any triggering information and any special gas to enhance the contrast. The temporal sequences of images are acquired in free breathing. The real movement of the lung has never been seen directly, as it is totally dependent on its surrounding muscles and collapses without them. The visualization of the lung in motion is an actual topic of research in medicine. The lung movement is not periodic and it is susceptible to variations in the degree of respiration. Compared to computerized tomography (CT), MR imaging involves longer acquisition times and it is preferable because it does not involve radiation. As coronal and sagittal sequences of images are orthogonal to each other, their intersection corresponds to a segment in the three-dimensional space. The registration is based on the analysis of this intersection segment. A time sequence of this intersection segment can be stacked, defining a two-dimension spatio-temporal (2DST) image. The algorithm proposed in this work can detect asynchronous movements of the internal lung structures and lung surrounding organs. It is assumed that the diaphragmatic movement is the principal movement and all the lung structures move almost synchronously. The synchronization is performed through a pattern named respiratory function. This pattern is obtained by processing a 2DST image. An interval Hough transform algorithm searches for synchronized movements with the respiratory function. A greedy active contour algorithm adjusts small discrepancies originated by asynchronous movements in the respiratory patterns. The output is a set of respiratory patterns. Finally, the composition of coronal and sagittal image pairs that are in the same breathing phase is realized by comparing of respiratory patterns originated from diaphragmatic and upper boundary surfaces. When available, the respiratory patterns associated to lung internal structures are also used. The results of the proposed method are compared with the pixel-by-pixel comparison method. The proposed method increases the number of registered pairs representing composed images and allows an easy check of the breathing phase. (C) 2010 Elsevier Ltd. All rights reserved.

Minimizing total tardiness in a stochastic single machine scheduling problem using approximate dynamic programming

This paper addresses the non-preemptive single machine scheduling problem to minimize total tardiness. We are interested in the online version of this problem, where orders arrive at the system at random times. Jobs have to be scheduled without knowledge of what jobs will come afterwards. The processing times and the due dates become known when the order is placed. The order release date occurs only at the beginning of periodic intervals. A customized approximate dynamic programming method is introduced for this problem. The authors also present numerical experiments that assess the reliability of the new approach and show that it performs better than a myopic policy.