Front dynamics in the presence of spatio-temporal structured noises

Front dynamics modeled by a reaction-diffusion equation are studied under the influence of spatiotemporal structured noises. An effective deterministic model is analytical derived where the noise parameters, intensity, correlation time, and correlation length appear explicitly. The different effects of these parameters are discussed for the Ginzburg-Landau and Schlögl models. We obtain an analytical expression for the front velocity as a function of the noise parameters. Numerical simulation results are in a good agreement with the theoretical predictions.

Intensity correlation functions of dye lasers: Comparison of colored-gain-noise and colored-loss-noise models

The intensity correlation functions C(t) for the colored-gain-noise model of dye lasers are analyzed and compared with those for the loss-noise model. For correlation times ¿ larger than the deterministic relaxation time td, we show with the use of the adiabatic approximation that C(t) values coincide for both models. For small correlation times we use a method that provides explicit expressions of non-Markovian correlation functions, approximating simultaneously short- and long-time behaviors. Comparison with numerical simulations shows excellent results simultaneously for short- and long-time regimes. It is found that, when the correlation time of the noise increases, differences between the gain- and loss-noise models tend to disappear. The decay of C(t) for both models can be described by a time scale that approaches the deterministic relaxation time. However, in contrast with the loss-noise model, a secondary time scale remains for large times for the gain-noise model, which could allow one to distinguish between both models.

Estimating dormant and active hematopoietic stem cell kinetics through extensive modeling of bromodeoxyuridine label-retaining cell dynamics.

Bone marrow hematopoietic stem cells (HSCs) are responsible for both lifelong daily maintenance of all blood cells and for repair after cell loss. Until recently the cellular mechanisms by which HSCs accomplish these two very different tasks remained an open question. Biological evidence has now been found for the existence of two related mouse HSC populations. First, a dormant HSC (d-HSC) population which harbors the highest self-renewal potential of all blood cells but is only induced into active self-renewal in response to hematopoietic stress. And second, an active HSC (a-HSC) subset that by and large produces the progenitors and mature cells required for maintenance of day-to-day hematopoiesis. Here we present computational analyses further supporting the d-HSC concept through extensive modeling of experimental DNA label-retaining cell (LRC) data. Our conclusion that the presence of a slowly dividing subpopulation of HSCs is the most likely explanation (amongst the various possible causes including stochastic cellular variation) of the observed long term Bromodeoxyuridine (BrdU) retention, is confirmed by the deterministic and stochastic models presented here. Moreover, modeling both HSC BrdU uptake and dilution in three stages and careful treatment of the BrdU detection sensitivity permitted improved estimates of HSC turnover rates. This analysis predicts that d-HSCs cycle about once every 149-193 days and a-HSCs about once every 28-36 days. We further predict that, using LRC assays, a 75%-92.5% purification of d-HSCs can be achieved after 59-130 days of chase. Interestingly, the d-HSC proportion is now estimated to be around 30-45% of total HSCs - more than twice that of our previous estimate.

Reconstructing images from their most singular fractal manifold

Real-world images are complex objects, difficult to describe but at the same time possessing a high degree of redundancy. A very recent study [1] on the statistical properties of natural images reveals that natural images can be viewed through different partitions which are essentially fractal in nature. One particular fractal component, related to the most singular (sharpest) transitions in the image, seems to be highly informative about the whole scene. In this paper we will show how to decompose the image into their fractal components.We will see that the most singular component is related to (but not coincident with) the edges of the objects present in the scenes. We will propose a new, simple method to reconstruct the image with information contained in that most informative component.We will see that the quality of the reconstruction is strongly dependent on the capability to extract the relevant edges in the determination of the most singular set.We will discuss the results from the perspective of coding, proposing this method as a starting point for future developments.

Giant acceleration of free diffusion by use of titled periodic potentials

The effective diffusion coefficient for the overdamped Brownian motion in a tilted periodic potential is calculated in closed analytical form. Universality classes and scaling properties for weak thermal noise are identified near the threshold tilt where deterministic running solutions set in. In this regime the diffusion may be greatly enhanced, as compared to free thermal diffusion with, for a realistic experimental setup, an enhancement of up to 14 orders of magnitude.

Multiscaling and information content of natural color images

Naive scale invariance is not a true property of natural images. Natural monochrome images possess a much richer geometrical structure, which is particularly well described in terms of multiscaling relations. This means that the pixels of a given image can be decomposed into sets, the fractal components of the image, with well-defined scaling exponents [Turiel and Parga, Neural Comput. 12, 763 (2000)]. Here it is shown that hyperspectral representations of natural scenes also exhibit multiscaling properties, observing the same kind of behavior. A precise measure of the informational relevance of the fractal components is also given, and it is shown that there are important differences between the intrinsically redundant red-green-blue system and the decorrelated one defined in Ruderman, Cronin, and Chiao [J. Opt. Soc. Am. A 15, 2036 (1998)].

Difussion in a titled periodic potential: Enhancement, universality, and scaling

An exact analytical expression for the effective diffusion coefficient of an overdamped Brownian particle in a tilted periodic potential is derived for arbitrary potentials and arbitrary strengths of the thermal noise. Near the critical tilt (threshold of deterministic running solutions) a scaling behavior for weak thermal noise is revealed and various universality classes are identified. In comparison with the bare (potential-free) thermal diffusion, the effective diffusion coefficient in a critically tilted periodic potential may be, in principle, arbitrarily enhanced. For a realistic experimental setup, an enhancement by 14 orders of magnitude is predicted so that thermal diffusion should be observable on a macroscopic scale at room temperature.

Development of a Computer Controlled Underbody Plow: TR412, Final Report, January 2006

Underbody plows can be very useful tools in winter maintenance, especially when compacted snow or hard ice must be removed from the roadway. By the application of significant down-force, and the use of an appropriate cutting edge angle, compacted snow and ice can be removed very effectively by such plows, with much greater efficiency than any other tool under those circumstances. However, the successful operation of an underbody plow requires considerable skill. If too little down pressure is applied to the plow, then it will not cut the ice or compacted snow. However, if too much force is applied, then either the cutting edge may gouge the road surface, causing significant damage often to both the road surface and the plow, or the plow may ride up on the cutting edge so that it is no longer controllable by the operator. Spinning of the truck in such situations is easily accomplished. Further, excessive down force will result in rapid wear of the cutting edge. Given this need for a high level of operator skill, the operation of an underbody plow is a candidate for automation. In order to successfully automate the operation of an underbody plow, a control system must be developed that follows a set of rules that represent appropriate operation of such a plow. These rules have been developed, based upon earlier work in which operational underbody plows were instrumented to determine the loading upon them (both vertical and horizontal) and the angle at which the blade was operating.These rules have been successfully coded into two different computer programs, both using the MatLab® software. In the first program, various load and angle inputs are analyzed to determine when, whether, and how they violate the rules of operation. This program is essentially deterministic in nature. In the second program, the Simulink® package in the MatLab® software system was used to implement these rules using fuzzy logic. Fuzzy logic essentially replaces a fixed and constant rule with one that varies in such a way as to improve operational control. The development of the fuzzy logic in this simulation was achieved simply by using appropriate routines in the computer software, rather than being developed directly. The results of the computer testing and simulation indicate that a fully automated, computer controlled underbody plow is indeed possible. The issue of whether the next steps toward full automation should be taken (and by whom) has also been considered, and the possibility of some sort of joint venture between a Department of Transportation and a vendor has been suggested.

Option valuation as an expectation in the complex domain: The Black-Scholes case

It is very well known that the first succesful valuation of a stock option was done by solving a deterministic partial differential equation (PDE) of the parabolic type with some complementary conditions specific for the option. In this approach, the randomness in the option value process is eliminated through a no-arbitrage argument. An alternative approach is to construct a replicating portfolio for the option. From this viewpoint the payoff function for the option is a random process which, under a new probabilistic measure, turns out to be of a special type, a martingale. Accordingly, the value of the replicating portfolio (equivalently, of the option) is calculated as an expectation, with respect to this new measure, of the discounted value of the payoff function. Since the expectation is, by definition, an integral, its calculation can be made simpler by resorting to powerful methods already available in the theory of analytic functions. In this paper we use precisely two of those techniques to find the well-known value of a European call

A comparative long-memory Analysis between Spanish, Mexican and U.S. interest rates

Evidence exists that many natural facts are described better as a fractal. Although fractals are very useful for describing nature, it is also appropiate to review the concept of random fractal in finance. Due to the extraordinary importance of Brownian motion in physics, chemistry or biology, we will consider the generalization that supposes fractional Brownian motion introduced by Mandelbrot.The main goal of this work is to analyse the existence of long range dependence in instantaneous forward rates of different financial markets. Concretelly, we perform an empirical analysis on the Spanish, Mexican and U.S. interbanking interest rate. We work with three time series of daily data corresponding to 1 day operations from 28th March 1996 to 21st May 2002. From among all the existing tests on this matter we apply the methodology proposed in Taqqu, Teverovsky and Willinger (1995).

Fractalidad y comportamiento psicosocial: análisis de relaciones posibles

En este trabajo se describen los antecedentes, conceptos básicos y aplicaciones de la teoría de fractales de Mandelbrot en Psicología y Psicología Social. A partir de esto se analiza qué elementos de esta teoría son útiles para el estudio de la interacción social, sugiriéndose una forma en que esto puede hacerse.

Excitability transitions and wave dynamics under spatiotemporal structured noise

We present an analytic and numerical study of the effects of external fluctuations in active media. Our analytical methodology transforms the initial stochastic partial differential equations into an effective set of deterministic reaction-diffusion equations. As a result we are able to explain and make quantitative predictions on the systematic and constructive effects of the noise, for example, target patterns created out of noise and traveling or spiral waves sustained by noise. Our study includes the case of realistic noises with temporal and spatial structures.

A probabilistic approach to niche-based community models for spatial forecasts of assemblage properties and their uncertainties

Aim Conservation strategies are in need of predictions that capture spatial community composition and structure. Currently, the methods used to generate these predictions generally focus on deterministic processes and omit important stochastic processes and other unexplained variation in model outputs. Here we test a novel approach of community models that accounts for this variation and determine how well it reproduces observed properties of alpine butterfly communities. Location The western Swiss Alps. Methods We propose a new approach to process probabilistic predictions derived from stacked species distribution models (S-SDMs) in order to predict and assess the uncertainty in the predictions of community properties. We test the utility of our novel approach against a traditional threshold-based approach. We used mountain butterfly communities spanning a large elevation gradient as a case study and evaluated the ability of our approach to model species richness and phylogenetic diversity of communities. Results S-SDMs reproduced the observed decrease in phylogenetic diversity and species richness with elevation, syndromes of environmental filtering. The prediction accuracy of community properties vary along environmental gradient: variability in predictions of species richness was higher at low elevation, while it was lower for phylogenetic diversity. Our approach allowed mapping the variability in species richness and phylogenetic diversity projections. Main conclusion Using our probabilistic approach to process species distribution models outputs to reconstruct communities furnishes an improved picture of the range of possible assemblage realisations under similar environmental conditions given stochastic processes and help inform manager of the uncertainty in the modelling results

Neural networks as mechanisms to regulate division of labor.

Abstract In social insects, workers perform a multitude of tasks, such as foraging, nest construction, and brood rearing, without central control of how work is allocated among individuals. It has been suggested that workers choose a task by responding to stimuli gathered from the environment. Response-threshold models assume that individuals in a colony vary in the stimulus intensity (response threshold) at which they begin to perform the corresponding task. Here we highlight the limitations of these models with respect to colony performance in task allocation. First, we show with analysis and quantitative simulations that the deterministic response-threshold model constrains the workers' behavioral flexibility under some stimulus conditions. Next, we show that the probabilistic response-threshold model fails to explain precise colony responses to varying stimuli. Both of these limitations would be detrimental to colony performance when dynamic and precise task allocation is needed. To address these problems, we propose extensions of the response-threshold model by adding variables that weigh stimuli. We test the extended response-threshold model in a foraging scenario and show in simulations that it results in an efficient task allocation. Finally, we show that response-threshold models can be formulated as artificial neural networks, which consequently provide a comprehensive framework for modeling task allocation in social insects.

External Fluctuations in Front Propagation

We study the effects of external noise in a one-dimensional model of front propagation. Noise is introduced through the fluctuations of a control parameter leading to a multiplicative stochastic partial differential equation. Analytical and numerical results for the front shape and velocity are presented. The linear-marginal-stability theory is found to increase its range of validity in the presence of external noise. As a consequence noise can stabilize fronts not allowed by the deterministic equation.