958 resultados para stochastic numerical methods
Resumo:
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.
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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.
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Esophageal ulcer (EU) represents an important comorbidity in AIDS. We evaluated the prevalence of EU, the accuracy of the endoscopic and histologic methods used to investigate viral EU in HIV-positive Brazilian patients and the numerical relevance of tissue sampling. A total of 399 HIV-positive patients underwent upper gastrointestinal (UGI) endoscopy. HIV-positive patients with EU determined by UGI endoscopy followed by biopsies were analyzed by the hematoxylin-eosin (HE) and immunohistochemical (IH) methods. EU was detected in 41 patients (mean age, 39.2 years; 23 males), with a prevalence of 10.27%. The median CD4 count was 49 cells/mm(3) (range, 1-361 cells/mm(3)) and the viral load was 58,869 copies per milliliter (range, 50-77,3290 copies per milliliter). UGI endoscopy detected 29 of 41 EU suggestive of cytomegalovirus (CMV) infection and 7 of 41 indicating herpes simplex virus (HSV) infection. HE histology confirmed 4 of 29 ulcers induced by CMV, 2 of 7 induced by HSV, and 1 of 7 induced by HSV plus CMV. IH for CMV and HSV confirmed the HE findings and detected one additional CMV-induced case. UGI endoscopy showed 100% sensitivity and 15% specificity for the diagnosis of EU due to CMV or HSV compared to HE and IH. HE proved to be an adequate method for etiologic evaluation, with 87% sensitivity and 100% specificity compared to IH. The number of samples did not influence the etiologic evaluation. The data support the importance of IH as a complementary method for HE in the diagnosis of EU of viral etiology.
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The Perseus galaxy cluster is known to present multiple and misaligned pairs of cavities seen in X-rays, as well as twisted kiloparsec-scale jets at radio wavelengths; both morphologies suggest that the active galactic nucleus (AGN) jet is subject to precession. In this work, we performed three-dimensional hydrodynamical simulations of the interaction between a precessing AGN jet and the warm intracluster medium plasma, whose dynamics are coupled to a Navarro-Frenk-White dark matter gravitational potential. The AGN jet inflates cavities that become buoyantly unstable and rise up out of the cluster core. We found that under certain circumstances precession can originate multiple pairs of bubbles. For the physical conditions in the Perseus cluster, multiple pairs of bubbles are obtained for a jet precession opening angle >40 degrees acting for at least three precession periods, reproducing both radio and X-ray maps well. Based on such conditions, assuming that the Bardeen-Peterson effect is dominant, we studied the evolution of the precession opening angle of this system. We were able to constrain the ratio between the accretion disk and the black hole angular momenta as 0.7-1.4. We were also able to constrain the present precession angle to 30 degrees-40 degrees, as well as the approximate age of the inflated bubbles to 100-150 Myr.
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Context. Cluster properties can be more distinctly studied in pairs of clusters, where we expect the effects of interactions to be strong. Aims. We here discuss the properties of the double cluster Abell 1758 at a redshift z similar to 0.279. These clusters show strong evidence for merging. Methods. We analyse the optical properties of the North and South cluster of Abell 1758 based on deep imaging obtained with the Canada-France-Hawaii Telescope (CFHT) archive Megaprime/Megacam camera in the g' and r' bands, covering a total region of about 1.05 x 1.16 deg(2), or 16.1 x 17.6 Mpc(2). Our X-ray analysis is based on archive XMM-Newton images. Numerical simulations were performed using an N-body algorithm to treat the dark-matter component, a semi-analytical galaxy-formation model for the evolution of the galaxies and a grid-based hydrodynamic code with a parts per million (PPM) scheme for the dynamics of the intra-cluster medium. We computed galaxy luminosity functions (GLFs) and 2D temperature and metallicity maps of the X-ray gas, which we then compared to the results of our numerical simulations. Results. The GLFs of Abell 1758 North are well fit by Schechter functions in the g' and r' bands, but with a small excess of bright galaxies, particularly in the r' band; their faint-end slopes are similar in both bands. In contrast, the GLFs of Abell 1758 South are not well fit by Schechter functions: excesses of bright galaxies are seen in both bands; the faint-end of the GLF is not very well defined in g'. The GLF computed from our numerical simulations assuming a halo mass-luminosity relation agrees with those derived from the observations. From the X-ray analysis, the most striking features are structures in the metal distribution. We found two elongated regions of high metallicity in Abell 1758 North with two peaks towards the centre. In contrast, Abell 1758 South shows a deficit of metals in its central regions. Comparing observational results to those derived from numerical simulations, we could mimic the most prominent features present in the metallicity map and propose an explanation for the dynamical history of the cluster. We found in particular that in the metal-rich elongated regions of the North cluster, winds had been more efficient than ram-pressure stripping in transporting metal-enriched gas to the outskirts. Conclusions. We confirm the merging structure of the North and South clusters, both at optical and X-ray wavelengths.
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We assess the performance of three unconditionally stable finite-difference time-domain (FDTD) methods for the modeling of doubly dispersive metamaterials: 1) locally one-dimensional FDTD; 2) locally one-dimensional FDTD with Strang splitting; and (3) alternating direction implicit FDTD. We use both double-negative media and zero-index media as benchmarks.
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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.
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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.
Resumo:
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.
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In this paper, processing methods of Fourier optics implemented in a digital holographic microscopy system are presented. The proposed methodology is based on the possibility of the digital holography in carrying out the whole reconstruction of the recorded wave front and consequently, the determination of the phase and intensity distribution in any arbitrary plane located between the object and the recording plane. In this way, in digital holographic microscopy the field produced by the objective lens can be reconstructed along its propagation, allowing the reconstruction of the back focal plane of the lens, so that the complex amplitudes of the Fraunhofer diffraction, or equivalently the Fourier transform, of the light distribution across the object can be known. The manipulation of Fourier transform plane makes possible the design of digital methods of optical processing and image analysis. The proposed method has a great practical utility and represents a powerful tool in image analysis and data processing. The theoretical aspects of the method are presented, and its validity has been demonstrated using computer generated holograms and images simulations of microscopic objects. (c) 2007 Elsevier B.V. All rights reserved.
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Conventional procedures used to assess the integrity of corroded piping systems with axial defects generally employ simplified failure criteria based upon a plastic collapse failure mechanism incorporating the tensile properties of the pipe material. These methods establish acceptance criteria for defects based on limited experimental data for low strength structural steels which do not necessarily address specific requirements for the high grade steels currently used. For these cases, failure assessments may be overly conservative or provide significant scatter in their predictions, which lead to unnecessary repair or replacement of in-service pipelines. Motivated by these observations, this study examines the applicability of a stress-based criterion based upon plastic instability analysis to predict the failure pressure of corroded pipelines with axial defects. A central focus is to gain additional insight into effects of defect geometry and material properties on the attainment of a local limit load to support the development of stress-based burst strength criteria. The work provides an extensive body of results which lend further support to adopt failure criteria for corroded pipelines based upon ligament instability analyses. A verification study conducted on burst testing of large-diameter pipe specimens with different defect length shows the effectiveness of a stress-based criterion using local ligament instability in burst pressure predictions, even though the adopted burst criterion exhibits a potential dependence on defect geometry and possibly on material`s strain hardening capacity. Overall, the results presented here suggests that use of stress-based criteria based upon plastic instability analysis of the defect ligament is a valid engineering tool for integrity assessments of pipelines with axial corroded defects. (C) 2008 Elsevier Ltd. All rights reserved.
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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.
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We derive an easy-to-compute approximate bound for the range of step-sizes for which the constant-modulus algorithm (CMA) will remain stable if initialized close to a minimum of the CM cost function. Our model highlights the influence, of the signal constellation used in the transmission system: for smaller variation in the modulus of the transmitted symbols, the algorithm will be more robust, and the steady-state misadjustment will be smaller. The theoretical results are validated through several simulations, for long and short filters and channels.
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We analyze the quantum dynamics of radiation propagating in a single-mode optical fiber with dispersion, nonlinearity, and Raman coupling to thermal phonons. We start from a fundamental Hamiltonian that includes the principal known nonlinear effects and quantum-noise sources, including linear gain and loss. Both Markovian and frequency-dependent, non-Markovian reservoirs are treated. This treatment allows quantum Langevin equations, which have a classical form except for additional quantum-noise terms, to be calculated. In practical calculations, it is more useful to transform to Wigner or 1P quasi-probability operator representations. These transformations result in stochastic equations that can be analyzed by use of perturbation theory or exact numerical techniques. The results have applications to fiber-optics communications, networking, and sensor technology.
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We propose quadrature rules for the approximation of line integrals possessing logarithmic singularities and show their convergence. In some instances a superconvergence rate is demonstrated.