977 resultados para Multivariate White Noise


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Over the last 10 years, diffusion-weighted imaging (DWI) has become an important tool to investigate white matter (WM) anomalies in schizophrenia. Despite technological improvement and the exponential use of this technique, discrepancies remain and little is known about optimal parameters to apply for diffusion weighting during image acquisition. Specifically, high b-value diffusion-weighted imaging known to be more sensitive to slow diffusion is not widely used, even though subtle myelin alterations as thought to happen in schizophrenia are likely to affect slow-diffusing protons. Schizophrenia patients and healthy controls were scanned with a high b-value (4000s/mm(2)) protocol. Apparent diffusion coefficient (ADC) measures turned out to be very sensitive in detecting differences between schizophrenia patients and healthy volunteers even in a relatively small sample. We speculate that this is related to the sensitivity of high b-value imaging to the slow-diffusing compartment believed to reflect mainly the intra-axonal and myelin bound water pool. We also compared these results to a low b-value imaging experiment performed on the same population in the same scanning session. Even though the acquisition protocols are not strictly comparable, we noticed important differences in sensitivities in the favor of high b-value imaging, warranting further exploration.

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En este trabajo se presenta una aplicación empírica del modelo de Hull-White (2000) al mercado de renta fija español. Este modelo proporciona la expresión por el cálculo de los pagos hechos por el comprador de un credit default swap (CDS), bajo la hipótesis de que no existe riesgo de contrapartida. Se supone, además, que la curva cupón cero, la tasa de recuperación constante y el momento del suceso de crédito son independientes. Se utilizan bonos del Banco Santander Central Hispano para mesurar la probabilidad neutra al riesgo de quiebra y, bajo hipótesis de no arbitraje, se calculan las primas de un CDS, por un bono subyacente con la misma calificación crediticia que la entidad de referencia. Se observa que las primas se ajustan bien a los spreads crediticios del mercado, que se acostumbran a utilizar como alternativa a las mismas.

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Irrigation with treated domestic sewage wastewater (TSE) is an agricultural practice to reduce water requirements of agroecossystems and the nutrient load impact on freshwaters, but adverse effects on soil chemical (salinization, sodification, etc.) and soil physical properties (alteration in soil porosity and hydraulic conductivity, etc.) have been reported. This study aimed to define some relationships among these changes in an Oxisol using multivariate analysis. Corn (Zea mays L.) and sunflower (Helianthus annuus L.) were grown for two years, irrigated with TSE. The following soil properties were determined: Ca2+; Mg2+; Na+; K+ and H + Al contents, cationic exchangeable capacity (CEC), sum of bases (SB), base saturation (V), texture (sand, silt and clay), macro-, micro-, and cryptoporosity (V MA, V MI and V CRI), water content at soil saturation (θS) and at field capacity (θFC), residual water content (θR), soil bulk density (d s), water dispersed clay (WDC) and saturated hydraulic conductivity (K SAT). Factor analysis revealed the following six principal factors: Fine Porosity (composed of Na+; K+; WDC, θR, θRFC, and V CRI); Large Porosity (θS, d s, V MA, Vs); Soil CEC (Ca2+; Mg2+; CEC, SB, V); Soil Acidity (H + Al); and Soil Texture (factors 5 and 6). A dual pore structure appears clearly to the factors 1 and 2, with an apparent relationship between fine porosity and the monovalent cations Na+ and K+. The irrigation (with potable sodic tap water or sewage wastewater) only had a significant effect on Fine Porosity and Large Porosity factors, while factors 3 and 4 (Soil CEC and Soil Acidity) were correlated with soil depth. The main conclusion was a shift in pore distribution (large to fine pores) during irrigation with TSE, which induces an increase of water storage and reduces the capacity of drainage of salts.

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Ginzburg-Landau equations with multiplicative noise are considered, to study the effects of fluctuations in domain growth. The equations are derived from a coarse-grained methodology and expressions for the resulting concentration-dependent diffusion coefficients are proposed. The multiplicative noise gives contributions to the Cahn-Hilliard linear-stability analysis. In particular, it introduces a delay in the domain-growth dynamics.

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We consider stochastic partial differential equations with multiplicative noise. We derive an algorithm for the computer simulation of these equations. The algorithm is applied to study domain growth of a model with a conserved order parameter. The numerical results corroborate previous analytical predictions obtained by linear analysis.

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Lime and gypsum influence nutrient availability and uptake, as well as the content of organic acids in the aerial plant parts. These changes, quantified by plant analysis of soluble nutrients, may potentiate the effect of soil amendment, ensuring the sustainability of the no-tillage system. In this sense the effect of lime and gypsum surface application on the content of water-soluble nutrients in peanut and oat residues was evaluated. The experiment was conducted on an Oxisol in Botucatu (SP) in the growing seasons 2004/2005 and 2005/2006. It was arranged in a randomized block design in split plots with four replications, where lime rates represented the plots and presence or absence of gypsum application the subplots. Peanut was grown in summer and white oat in the winter in the entire experimental area. Gypsum applied to peanut increased soluble Ca only in the first season, due to the short period between product application and determination of soluble nutrient contents in the plant extract. Liming of peanut and oat increased soluble Ca, Mg, K contents, did not alter Cu content and reduced Zn, Mn and Fe contents in both years of cultivation. Gypsum on the other hand reduced the electrical conductivity of peanut (2004/2005 and 2005/2006) and white oat (2004/2005).

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The phenomenon of anomalous fluctuations associated with the decay of an unstable state is analyzed in the presence of multiplicative noise. A theory is presented and compared with a numerical simulation. Our results allow us to distinguish the roles of additive and multiplicative noise in the nonlinear relaxation process. We suggest the use of experiments on transient dynamics to understand the effect of these two sources of noise in problems in which parametric noise is thought to be important, such as dye lasers.

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Animal dispersal in a fragmented landscape depends on the complex interaction between landscape structure and animal behavior. To better understand how individuals disperse, it is important to explicitly represent the properties of organisms and the landscape in which they move. A common approach to modelling dispersal includes representing the landscape as a grid of equal sized cells and then simulating individual movement as a correlated random walk. This approach uses a priori scale of resolution, which limits the representation of all landscape features and how different dispersal abilities are modelled. We develop a vector-based landscape model coupled with an object-oriented model for animal dispersal. In this spatially explicit dispersal model, landscape features are defined based on their geographic and thematic properties and dispersal is modelled through consideration of an organism's behavior, movement rules and searching strategies (such as visual cues). We present the model's underlying concepts, its ability to adequately represent landscape features and provide simulation of dispersal according to different dispersal abilities. We demonstrate the potential of the model by simulating two virtual species in a real Swiss landscape. This illustrates the model's ability to simulate complex dispersal processes and provides information about dispersal such as colonization probability and spatial distribution of the organism's path

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We extend the partial resummation technique of Fokker-Planck terms for multivariable stochastic differential equations with colored noise. As an example, a model system of a Brownian particle with colored noise is studied. We prove that the asymmetric behavior found in analog simulations is due to higher-order terms which are left out in that technique. On the contrary, the systematic ¿-expansion approach can explain the analog results.

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The recent theory of Tsironis and Grigolini for the mean first-passage time from one metastable state to another of a bistable potential for long correlation times of the noise is extended to large but finite correlation times.

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We study the decay of an unstable state in the presence of colored noise by calculating the moment generating function of the passage-time distribution. The problems of the independence of the initial condition in this non-Markovian process and that of nonlinear effects are addressed. Our results are compared with recent analog simulations.

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We develop a singular perturbation approach to the problem of the calculation of a characteristic time (the nonlinear relaxation time) for non-Markovian processes driven by Gaussian colored noise with small correlation time. Transient and initial preparation effects are discussed and explicit results for prototype situations are obtained. New effects on the relaxation of unstable states are predicted. The approach is compared with previous techniques.

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A precise digital simulation of a bistable system under the effect of colored noise is carried out. A set of data for the mean first-passage time is obtained. The results are interpreted and compared with presently available theories, which are revisited following a new insight. Discrepancies that have been discussed in the literature are understood within our framework.