925 resultados para Stochastic processes - Computer simulation
Resumo:
Computer simulations of a colloidal particle suspended in a fluid confined by rigid walls show that, at long times, the velocity correlation function decays with a negative algebraic tail. The exponent depends on the confining geometry, rather than the spatial dimensionality. We can account for the tail by using a simple mode-coupling theory which exploits the fact that the sound wave generated by a moving particle becomes diffusive.
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In a recent paper, [J. M. Porrà, J. Masoliver, and K. Lindenberg, Phys. Rev. E 48, 951 (1993)], we derived the equations for the mean first-passage time for systems driven by the coin-toss square wave, a particular type of dichotomous noisy signal, to reach either one of two boundaries. The coin-toss square wave, which we here call periodic-persistent dichotomous noise, is a random signal that can only change its value at specified time points, where it changes its value with probability q or retains its previous value with probability p=1-q. These time points occur periodically at time intervals t. Here we consider the stationary version of this signal, that is, equilibrium periodic-persistent noise. We show that the mean first-passage time for systems driven by this stationary noise does not show either the discontinuities or the oscillations found in the case of nonstationary noise. We also discuss the existence of discontinuities in the mean first-passage time for random one-dimensional stochastic maps.
Exact solution to the exit-time problem for an undamped free particle driven by Gaussian white noise
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In a recent paper [Phys. Rev. Lett. 75, 189 (1995)] we have presented the exact analytical expression for the mean exit time, T(x,v), of a free inertial process driven by Gaussian white noise out of a region (0,L) in space. In this paper we give a detailed account of the method employed and present results on asymptotic properties and averages of T(x,v).
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Two recently reported treatments [J. M. Porrà et al., Phys. Rev. A 44, 4866 (1991) and I. L¿Heureux and R. Kapral, J. Chem. Phys. 88, 7468 (1988)] of the problem of bistability driven by dichotomous colored noise with a small correlation time are brought into agreement with each other and with the exact numerical results of L¿Heureux and Kapral [J. Chem. Phys. 90, 2453 (1989)].
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By generalizing effective-medium theory to the case of orientationally ordered but positionally disordered two component mixtures, it is shown that the anisotropic dielectric tensor of oxide superconductors can be extracted from microwave measurements on oriented crystallites of YBa2Cu3O7¿x embedded in epoxy. Surprisingly, this technique appears to be the only one which can access the resistivity perpendicular to the copper¿oxide planes in crystallites that are too small for depositing electrodes. This possibility arises in part because the real part of the dielectric constant of oxide superconductors has a large magnitude. The validity of the effective-medium approach for orientationally ordered mixtures is corroborated by simulations on two¿dimensional anisotropic random resistor networks. Analysis of the experimental data suggests that the zero-temperature limit of the finite frequency resistivity does not vanish along the c axis, a result which would simply the existence of states at the Fermi surface, even in the superconducting state
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In this Contribution we show that a suitably defined nonequilibrium entropy of an N-body isolated system is not a constant of the motion, in general, and its variation is bounded, the bounds determined by the thermodynamic entropy, i.e., the equilibrium entropy. We define the nonequilibrium entropy as a convex functional of the set of n-particle reduced distribution functions (n ? N) generalizing the Gibbs fine-grained entropy formula. Additionally, as a consequence of our microscopic analysis we find that this nonequilibrium entropy behaves as a free entropic oscillator. In the approach to the equilibrium regime, we find relaxation equations of the Fokker-Planck type, particularly for the one-particle distribution function.
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The continuous-time random walk (CTRW) formalism can be adapted to encompass stochastic processes with memory. In this paper we will show how the random combination of two different unbiased CTRWs can give rise to a process with clear drift, if one of them is a CTRW with memory. If one identifies the other one as noise, the effect can be thought of as a kind of stochastic resonance. The ultimate origin of this phenomenon is the same as that of the Parrondo paradox in game theory.
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The liquid-liquid critical point scenario of water hypothesizes the existence of two metastable liq- uid phases low-density liquid (LDL) and high-density liquid (HDL) deep within the supercooled region. The hypothesis originates from computer simulations of the ST2 water model, but the stabil- ity of the LDL phase with respect to the crystal is still being debated. We simulate supercooled ST2 water at constant pressure, constant temperature, and constant number of molecules N for N ≤ 729 and times up to 1 μs. We observe clear differences between the two liquids, both structural and dynamical. Using several methods, including finite-size scaling, we confirm the presence of a liquid-liquid phase transition ending in a critical point. We find that the LDL is stable with respect to the crystal in 98% of our runs (we perform 372 runs for LDL or LDL-like states), and in 100% of our runs for the two largest system sizes (N = 512 and 729, for which we perform 136 runs for LDL or LDL-like states). In all these runs, tiny crystallites grow and then melt within 1 μs. Only for N ≤ 343 we observe six events (over 236 runs for LDL or LDL-like states) of spontaneous crystal- lization after crystallites reach an estimated critical size of about 70 ± 10 molecules.
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PURPOSE: To objectively characterize different heart tissues from functional and viability images provided by composite-strain-encoding (C-SENC) MRI. MATERIALS AND METHODS: C-SENC is a new MRI technique for simultaneously acquiring cardiac functional and viability images. In this work, an unsupervised multi-stage fuzzy clustering method is proposed to identify different heart tissues in the C-SENC images. The method is based on sequential application of the fuzzy c-means (FCM) and iterative self-organizing data (ISODATA) clustering algorithms. The proposed method is tested on simulated heart images and on images from nine patients with and without myocardial infarction (MI). The resulting clustered images are compared with MRI delayed-enhancement (DE) viability images for determining MI. Also, Bland-Altman analysis is conducted between the two methods. RESULTS: Normal myocardium, infarcted myocardium, and blood are correctly identified using the proposed method. The clustered images correctly identified 90 +/- 4% of the pixels defined as infarct in the DE images. In addition, 89 +/- 5% of the pixels defined as infarct in the clustered images were also defined as infarct in DE images. The Bland-Altman results show no bias between the two methods in identifying MI. CONCLUSION: The proposed technique allows for objectively identifying divergent heart tissues, which would be potentially important for clinical decision-making in patients with MI.
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Two methods of differential isotopic coding of carboxylic groups have been developed to date. The first approach uses d0- or d3-methanol to convert carboxyl groups into the corresponding methyl esters. The second relies on the incorporation of two 18O atoms into the C-terminal carboxylic group during tryptic digestion of proteins in H(2)18O. However, both methods have limitations such as chromatographic separation of 1H and 2H derivatives or overlap of isotopic distributions of light and heavy forms due to small mass shifts. Here we present a new tagging approach based on the specific incorporation of sulfanilic acid into carboxylic groups. The reagent was synthesized in a heavy form (13C phenyl ring), showing no chromatographic shift and an optimal isotopic separation with a 6 Da mass shift. Moreover, sulfanilic acid allows for simplified fragmentation in matrix-assisted laser desorption/ionization (MALDI) due the charge fixation of the sulfonate group at the C-terminus of the peptide. The derivatization is simple, specific and minimizes the number of sample treatment steps that can strongly alter the sample composition. The quantification is reproducible within an order of magnitude and can be analyzed either by electrospray ionization (ESI) or MALDI. Finally, the method is able to specifically identify the C-terminal peptide of a protein by using GluC as the proteolytic enzyme.
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The genes do not control everything that happens in a cell or an organism, because thermally induced molecular movements and conformation changes are beyond genetic control. The importance of uncontrolled events has been argued from the differences between isogenic organisms reared in virtually identical environments, but these might alternatively be attributed to subtle, undetected differences in the environment. The present review focuses on the uncontrolled events themselves in the context of the developing brain. These are considered at cellular and circuit levels because even if cellular physiology was perfectly controlled by the genes (which it is not), the interactions between different cells might still be uncoordinated. A further complication is that the brain contains mechanisms that buffer noise and others that amplify it. The final resultant of the battle between these contrary mechanisms is that developmental stochasticity is sufficiently low to make neurobehavioural defects uncommon, but a chance component of neural development remains. Thus, our brains and behaviour are not entirely determined by a combination of genes-plus-environment.
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The ability to determine the location and relative strength of all transcription-factor binding sites in a genome is important both for a comprehensive understanding of gene regulation and for effective promoter engineering in biotechnological applications. Here we present a bioinformatically driven experimental method to accurately define the DNA-binding sequence specificity of transcription factors. A generalized profile was used as a predictive quantitative model for binding sites, and its parameters were estimated from in vitro-selected ligands using standard hidden Markov model training algorithms. Computer simulations showed that several thousand low- to medium-affinity sequences are required to generate a profile of desired accuracy. To produce data on this scale, we applied high-throughput genomics methods to the biochemical problem addressed here. A method combining systematic evolution of ligands by exponential enrichment (SELEX) and serial analysis of gene expression (SAGE) protocols was coupled to an automated quality-controlled sequence extraction procedure based on Phred quality scores. This allowed the sequencing of a database of more than 10,000 potential DNA ligands for the CTF/NFI transcription factor. The resulting binding-site model defines the sequence specificity of this protein with a high degree of accuracy not achieved earlier and thereby makes it possible to identify previously unknown regulatory sequences in genomic DNA. A covariance analysis of the selected sites revealed non-independent base preferences at different nucleotide positions, providing insight into the binding mechanism.
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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
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The effect of hydrodynamic flow upon diffusion-limited deposition on a line is investigated using a Monte Carlo model. The growth process is governed by the convection and diffusion field. The convective diffusion field is simulated by the biased-random walker resulting from a superimposed drift that represents the convective flow. The development of distinct morphologies is found with varying direction and strength of drift. By introducing a horizontal drift parallel to the deposition plate, the diffusion-limited deposit changes into a single needle inclined to the plate. The width of the needle decreases with increasing strength of drift. The angle between the needle and the plate is about 45° at high flow rate. In the presence of an inclined drift to the plate, the convection-diffusion-limited deposit leads to the formation of a characteristic columnar morphology. In the limiting case where the convection dominates, the deposition process is equivalent to ballistic deposition onto an inclined surface.
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BACKGROUND: Physician training in smoking cessation counseling has been shown to be effective as a means to increase quit success. We assessed the cost-effectiveness ratio of a smoking cessation counseling training programme. Its effectiveness was previously demonstrated in a cluster randomized, control trial performed in two Swiss university outpatients clinics, in which residents were randomized to receive training in smoking interventions or a control educational intervention. DESIGN AND METHODS: We used a Markov simulation model for effectiveness analysis. This model incorporates the intervention efficacy, the natural quit rate, and the lifetime probability of relapse after 1-year abstinence. We used previously published results in addition to hospital service and outpatient clinic cost data. The time horizon was 1 year, and we opted for a third-party payer perspective. RESULTS: The incremental cost of the intervention amounted to US$2.58 per consultation by a smoker, translating into a cost per life-year saved of US$25.4 for men and 35.2 for women. One-way sensitivity analyses yielded a range of US$4.0-107.1 in men and US$9.7-148.6 in women. Variations in the quit rate of the control intervention, the length of training effectiveness, and the discount rate yielded moderately large effects on the outcome. Variations in the natural cessation rate, the lifetime probability of relapse, the cost of physician training, the counseling time, the cost per hour of physician time, and the cost of the booklets had little effect on the cost-effectiveness ratio. CONCLUSIONS: Training residents in smoking cessation counseling is a very cost-effective intervention and may be more efficient than currently accepted tobacco control interventions.