909 resultados para 230202 Stochastic Analysis and Modelling


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A new structure with the special property that instantaneous resurrection and mass disaster are imposed on an ordinary birth-death process is considered. Under the condition that the underlying birth-death process is exit or bilateral, we are able to give easily checked existence criteria for such Markov processes. A very simple uniqueness criterion is also established. All honest processes are explicitly constructed. Ergodicity properties for these processes are investigated. Surprisingly, it can be proved that all the honest processes are not only recurrent but also ergodic without imposing any extra conditions. Equilibrium distributions are then established. Symmetry and reversibility of such processes are also investigated. Several examples are provided to illustrate our results.

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Let Q be a stable and conservative Q-matrix over a countable state space S consisting of an irreducible class C and a single absorbing state 0 that is accessible from C. Suppose that Q admits a finite mu-subinvariant measure in on C. We derive necessary and sufficient conditions for there to exist a Q-process for which m is mu-invariant on C, as well as a necessary condition for the uniqueness of such a process.

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The birth, death and catastrophe process is an extension of the birth-death process that incorporates the possibility of reductions in population of arbitrary size. We will consider a general form of this model in which the transition rates are allowed to depend on the current population size in an arbitrary manner. The linear case, where the transition rates are proportional to current population size, has been studied extensively. In particular, extinction probabilities, the expected time to extinction, and the distribution of the population size conditional on nonextinction (the quasi-stationary distribution) have all been evaluated explicitly. However, whilst these characteristics are of interest in the modelling and management of populations, processes with linear rate coefficients represent only a very limited class of models. We address this limitation by allowing for a wider range of catastrophic events. Despite this generalisation, explicit expressions can still be found for the expected extinction times.

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A stochastic metapopulation model accounting for habitat dynamics is presented. This is the stochastic SIS logistic model with the novel aspect that it incorporates varying carrying capacity. We present results of Kurtz and Barbour, that provide deterministic and diffusion approximations for a wide class of stochastic models, in a form that most easily allows their direct application to population models. These results are used to show that a suitably scaled version of the metapopulation model converges, uniformly in probability over finite time intervals, to a deterministic model previously studied in the ecological literature. Additionally, they allow us to establish a bivariate normal approximation to the quasi-stationary distribution of the process. This allows us to consider the effects of habitat dynamics on metapopulation modelling through a comparison with the stochastic SIS logistic model and provides an effective means for modelling metapopulations inhabiting dynamic landscapes.

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Sibly et at. (Reports, 22 July 2005, p. 607) recently estimated the relationship between population size and growth rate for 1780 time series of various species. I explain why some aspects of their analysis are questionable and, therefore, why their results and estimation procedure should be used with care.

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Many populations have a negative impact on their habitat, or upon other species in the environment, if their numbers become too large. For this reason they are often managed using some form of control. The objective is to keep numbers at a sustainable level, while ensuring survival of the population.+Here we present models that allow population management programs to be assessed. Two common control regimes will be considered: reduction and suppression. Under the suppression regime the previous population is maintained close to a particular threshold through near continuous control, while under the reduction regime, control begins once the previous population reaches a certain threshold and continues until it falls below a lower pre-defined level. We discuss how to best choose the control parameters, and we provide tools that allow population managers to select reduction levels and control rates. Additional tools will be provided to assess the effect of different control regimes, in terms of population persistence and cost.In particular we consider the effects of each regime on the probability of extinction and the expected time to extinction, and compare the control methods in terms of the expected total cost of each regime over the life of the population. The usefulness of our results will be illustrated with reference to the control of a koala population inhabiting Kangaroo Island, Australia.

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Biologists are increasingly conscious of the critical role that noise plays in cellular functions such as genetic regulation, often in connection with fluctuations in small numbers of key regulatory molecules. This has inspired the development of models that capture this fundamentally discrete and stochastic nature of cellular biology - most notably the Gillespie stochastic simulation algorithm (SSA). The SSA simulates a temporally homogeneous, discrete-state, continuous-time Markov process, and of course the corresponding probabilities and numbers of each molecular species must all remain positive. While accurately serving this purpose, the SSA can be computationally inefficient due to very small time stepping so faster approximations such as the Poisson and Binomial τ-leap methods have been suggested. This work places these leap methods in the context of numerical methods for the solution of stochastic differential equations (SDEs) driven by Poisson noise. This allows analogues of Euler-Maruyuma, Milstein and even higher order methods to be developed through the Itô-Taylor expansions as well as similar derivative-free Runge-Kutta approaches. Numerical results demonstrate that these novel methods compare favourably with existing techniques for simulating biochemical reactions by more accurately capturing crucial properties such as the mean and variance than existing methods.

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A new original method and CASE-tool of system analysis and modelling are represented. They are for the first time consistent with the requirements of object-oriented technology of informational systems design. They essentially facilitate the construction of organisational systems models and increase the quality of the organisational designing and basic technological processes of object application developing.

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The aim of the study is to characterize the local muscles motion in individuals undergoing whole body mechanical stimulation. In this study we aim also to evaluate how subject positioning modifies vibration dumping, altering local mechanical stimulus. Vibrations were delivered to subjects by the use of a vibrating platform, while stimulation frequency was increased linearly from 15 to 60Hz. Two different subject postures were here analysed. Platform and muscles motion were monitored using tiny MEMS accelerometers; a contra lateral analysis was also presented. Muscle motion analysis revealed typical displacement trajectories: motion components were found not to be purely sinusoidal neither in phase to each other. Results also revealed a mechanical resonant-like behaviour at some muscles, similar to a second-order system response. Resonance frequencies and dumping factors depended on subject and his positioning. Proper mechanical stimulation can maximize muscle spindle solicitation, which may produce a more effective muscle activation. © 2010 M. Cesarelli et al.

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This thesis presents quantitative studies of T cell and dendritic cell (DC) behaviour in mouse lymph nodes (LNs) in the naive state and following immunisation. These processes are of importance and interest in basic immunology, and better understanding could improve both diagnostic capacity and therapeutic manipulations, potentially helping in producing more effective vaccines or developing treatments for autoimmune diseases. The problem is also interesting conceptually as it is relevant to other fields where 3D movement of objects is tracked with a discrete scanning interval. A general immunology introduction is presented in chapter 1. In chapter 2, I apply quantitative methods to multi-photon imaging data to measure how T cells and DCs are spatially arranged in LNs. This has been previously studied to describe differences between the naive and immunised state and as an indicator of the magnitude of the immune response in LNs, but previous analyses have been generally descriptive. The quantitative analysis shows that some of the previous conclusions may have been premature. In chapter 3, I use Bayesian state-space models to test some hypotheses about the mode of T cell search for DCs. A two-state mode of movement where T cells can be classified as either interacting to a DC or freely migrating is supported over a model where T cells would home in on DCs at distance through for example the action of chemokines. In chapter 4, I study whether T cell migration is linked to the geometric structure of the fibroblast reticular network (FRC). I find support for the hypothesis that the movement is constrained to the fibroblast reticular cell (FRC) network over an alternative 'random walk with persistence time' model where cells would move randomly, with a short-term persistence driven by a hypothetical T cell intrinsic 'clock'. I also present unexpected results on the FRC network geometry. Finally, a quantitative method is presented for addressing some measurement biases inherent to multi-photon imaging. In all three chapters, novel findings are made, and the methods developed have the potential for further use to address important problems in the field. In chapter 5, I present a summary and synthesis of results from chapters 3-4 and a more speculative discussion of these results and potential future directions.