Strategy and model building in the fourth dimension: a null model for genotype × age interaction as a Gaussian stationary stochastic process

Abstract Background Using univariate and multivariate variance components linkage analysis methods, we studied possible genotype × age interaction in cardiovascular phenotypes related to the aging process from the Framingham Heart Study. Results We found evidence for genotype × age interaction for fasting glucose and systolic blood pressure. Conclusions There is polygenic genotype × age interaction for fasting glucose and systolic blood pressure and quantitative trait locus × age interaction for a linkage signal for systolic blood pressure phenotypes located on chromosome 17 at 67 cM.

Stochastic lattice model describing a vector-borne disease

We employ the approach of stochastic dynamics to describe the dissemination of vector-borne diseases such as dengue, and we focus our attention on the characterization of the threshold of the epidemic. The coexistence space comprises two representative spatial structures for both human and mosquito populations. The human population has its evolution described by a process that is similar to the Susceptible-Infected-Recovered (SIR) dynamics. The population of mosquitoes follows a dynamic of the type of the Susceptible Infected-Susceptible (SIS) model. The coexistence space is a bipartite lattice constituted by two structures representing the human and mosquito populations. We develop a truncation scheme to solve the evolution equations for the densities and the two-site correlations from which we get the threshold of the disease and the reproductive ratio. We present a precise deØnition of the reproductive ratio which reveals the importance of the correlations developed in the early stage of the disease. According to our deØnition, the reproductive rate is directed related to the conditional probability of the occurrence of a susceptible human (mosquito) given the presence in the neighborhood of an infected mosquito (human). The threshold of the epidemic as well as the phase transition between the epidemic and the non-epidemic states are also obtained by performing Monte Carlo simulations. References: [1] David R. de Souza, T^ania Tom∂e, , Suani R. T. Pinho, Florisneide R. Barreto and M∂ario J. de Oliveira, Phys. Rev. E 87, 012709 (2013). [2] D. R. de Souza, T. Tom∂e and R. M. ZiÆ, J. Stat. Mech. P03006 (2011).

A stochastic spatially structured epidemic model with diffusive processes

We developed a stochastic lattice model to describe the vector-borne disease (like yellow fever or dengue). The model is spatially structured and its dynamical rules take into account the diffusion of vectors. We consider a bipartite lattice, forming a sub-lattice of human and another occupied by mosquitoes. At each site of lattice we associate a stochastic variable that describes the occupation and the health state of a single individual (mosquito or human). The process of disease transmission in the human population follows a similar dynamic of the Susceptible-Infected-Recovered model (SIR), while the disease transmission in the mosquito population has an analogous dynamic of the Susceptible-Infected-Susceptible model (SIS) with mosquitos diffusion. The occurrence of an epidemic is directly related to the conditional probability of occurrence of infected mosquitoes (human) in the presence of susceptible human (mosquitoes) on neighborhood. The probability of diffusion of mosquitoes can facilitate the formation of pairs Susceptible-Infected enabling an increase in the size of the epidemic. Using an asynchronous dynamic update, we study the disease transmission in a population initially formed by susceptible individuals due to the introduction of a single mosquito (human) infected. We find that this model exhibits a continuous phase transition related to the existence or non-existence of an epidemic. By means of mean field approximations and Monte Carlo simulations we investigate the epidemic threshold and the phase diagram in terms of the diffusion probability and the infection probability.

Stochastic quantization of the spherical model and supersymmetry.

In this work, we reported some results about the stochastic quantization of the spherical model. We started by reviewing some basic aspects of this method with emphasis in the connection between the Langevin equation and the supersymmetric quantum mechanics, aiming at the application of the corresponding connection to the spherical model. An intuitive idea is that when applied to the spherical model this gives rise to a supersymmetric version that is identified with one studied in Phys. Rev. E 85, 061109, (2012). Before investigating in detail this aspect, we studied the stochastic quantization of the mean spherical model that is simpler to implement than the one with the strict constraint. We also highlight some points concerning more traditional methods discussed in the literature like canonical and path integral quantization. To produce a supersymmetric version, grounded in the Nicolai map, we investigated the stochastic quantization of the strict spherical model. We showed in fact that the result of this process is an off-shell supersymmetric extension of the quantum spherical model (with the precise supersymmetric constraint structure). That analysis establishes a connection between the classical model and its supersymmetric quantum counterpart. The supersymmetric version in this way constructed is a more natural one and gives further support and motivations to investigate similar connections in other models of the literature.

Stochastic gravito-inertial modes discovered by CoRoT in the hot Be star HD51452

Context. Be stars are rapidly rotating stars with a circumstellar decretion disk. They usually undergo pressure and/or gravity pulsation modes excited by the κ-mechanism, i.e. an effect of the opacity of iron-peak elements in the envelope of the star. In the Milky Way, p-modes are observed in stars that are hotter than or equal to the B3 spectral type, while g-modes are observed at the B2 spectral type and cooler. Aims. We observed a B0IVe star, HD51452, with the high-precision, high-cadence photometric CoRoT satellite and high-resolution, ground-based HARPS and SOPHIE spectrographs to study its pulsations in great detail. We also used the lower resolution spectra available in the BeSS database. Methods. We analyzed the CoRoT and spectroscopic data with several methods: Clean-NG, FreqFind, and a sliding window method. We also analyzed spectral quantities, such as the violet over red (V/R) emission variations, to obtain information about the variation in the circumstellar environment. We calculated a stellar structure model with the ESTER code to test the various interpretation of the results. Results. We detect 189 frequencies of variations in the CoRoT light curve in the range between 0 and 4.5 c d−1. The main frequencies are also recovered in the spectroscopic data. In particular we find that HD51452 undergoes gravito-inertial modes that are not in the domain of those excited by the κ-mechanism. We propose that these are stochastic modes excited in the convective zones and that at least some of them are a multiplet of r-modes (i.e. subinertial modes mainly driven by the Coriolis acceleration). Stochastically excited gravito-inertial modes had never been observed in any star, and theory predicted that their very low amplitudes would be undetectable even with CoRoT. We suggest that the amplitudes are enhanced in HD51452 because of the very rapid stellar rotation. In addition, we find that the amplitude variations of these modes are related to the occurrence of minor outbursts. Conclusions. Thanks to CoRoT data, we have detected a new kind of pulsations in HD51452, which are stochastically excited gravito-inertial modes, probably due to its very rapid rotation. These modes are probably also present in other rapidly rotating hot Be stars.

Multimodality and flexibility of stochastic gene expression

We consider a general class of mathematical models for stochastic gene expression where the transcription rate is allowed to depend on a promoter state variable that can take an arbitrary (finite) number of values. We provide the solution of the master equations in the stationary limit, based on a factorization of the stochastic transition matrix that separates timescales and relative interaction strengths, and we express its entries in terms of parameters that have a natural physical and/or biological interpretation. The solution illustrates the capacity of multiple states promoters to generate multimodal distributions of gene products, without the need for feedback. Furthermore, using the example of a three states promoter operating at low, high, and intermediate expression levels, we show that using multiple states operons will typically lead to a significant reduction of noise in the system. The underlying mechanism is that a three-states promoter can change its level of expression from low to high by passing through an intermediate state with a much smaller increase of fluctuations than by means of a direct transition.

Palaeoenvironment in North-Western Romania during the last 15 000 years

The objectives of this thesis are to establish a chronological framework for environmental changes during the last 15,000 years in northwest Romania, to reconstruct the vegetation development, and to evaluate the underlying processes for forest dynamics. Furthermore, an overview of earlier and ongoing pollenstratigraphic work in Romania is provided. Sediments from two former crater lakes, Preluca Tiganului and Steregoiu, situated in the Gutaiului Mountains, on the western extremity of the Eastern Carpathians at 730 m and 790 m a.s.l., respectively were obtained and analysed for high-resolution pollen, macrofossils, charcoal, mineral magnetic parameters and organic matter. The chronostratigraphic framework was provided by dense AMS 14C measurements. Cold and dry climatic conditions are indicated by the occurrence of open vegetation with shrubs and herbs, and cold lake water prior to 14,700 cal. yr BP. The climatic improvement at the beginning of the Lateglacial interstadial (around 14,700 cal. yr BP) is seen by the development of open forests. These were dominated by Pinus and Betula, but contained also new arriving tree taxa, such as Populus, Alnus and Prunus. The gradual establishment of forests may have led to a stabilization of the soils in the catchment. Between ca. 14,100 and 13,800 cal. yr BP the forest density became reduced to stands of Pinus, Betula, Alnus, Larix and Populus trees and grassland expanded, suggesting colder climatic conditions. Picea arrived as a new taxon at around 13,800 cal. yr BP, and between 13,800 and 12,900 cal. yr BP, the surroundings of the sites were predominantly covered by Picea forest. This forest included Betula, Pinus, Alnus, Larix and Populus and, from 13,200 cal. yr BP onwards also Ulmus. At ca. 12,900 cal. yr BP, the forest became significantly reduced and at 12,600 cal. yr BP, a recurrence of open vegetation with stands of Larix, Pinus, Betula, Salix and Alnus is documented, lasting until 11,500 cal. yr BP. This distinct change in vegetation may by taken as a strong decline in temperature and moisture availability. At the transition to the Holocene, at ca. 11,500 cal. yr BP, Pinus, Betula and Larix quickly expanded (from small local stands) and formed open forests, probably as a response to warmer and more humid climatic conditions. At 11,250 cal. yr BP Ulmus and Picea expanded and the landscape became completely forested. The rapid increase of Ulmus and Picea after 11,500 cal. yr BP may suggest the existence of small residual populations close to the study sites during the preceding cold interval. Ulmus was the first and most prominent deciduous taxa in the early Holocene in the Gutaiului Mountains. From ca. 10,750 cal. yr BP onwards Quercus, Tilia, Fraxinus and Acer expanded and Corylus arrived. A highly diverse, predominantly deciduous forest with Ulmus, Quercus, Tilia, Fraxinus, Acer, Corylus and Picea developed between 10,700 and 8200 cal. yr BP, which possibly signifies more continental climatic conditions. The development of a Picea-Corylus dominated forest between 8200 and 5700 cal. yr BP is likely connected to a more humid and cooler climate. The establishment of Carpinus and Fagus was dated to 5750 cal. yr BP and 5200 cal. yr BP, respectively. The dominance of Fagus during the late Holocene, from 4000 cal. yr BP onwards, may have been related to cooler and more humid climatic conditions. First signs of human activities are recorded around 2300 cal. yr BP, but only during the last 300 years did local human impact become significant. The vegetation development recorded in the Gutaiului Mountains during the Lateglacial is very similar to reconstructions based on lowland sites, whereas higher elevation sites seem not to have always experienced visible vegetation changes. The time of tree arrival and expansion during the past 11,500 cal. yr BP seems to have occurred almost synchronously across Romania. The composition of the forests during the Holocene in the Gutaiului Mountains is consistent with that reconstructed at mid-elevation sites, but differs from the forest composition at higher elevations. Important differences between the Gutaiului Mountains and other studied sites in Romania are a low representation of Carpinus and a late and weak human impact. The available data sets for Romania give evidence for the presence of coniferous and cold-tolerant deciduous trees before 14,700 cal. yr BP. Glacial refugia for Ulmus may have occurred in different parts of Romania, whereas the existence of Quercus, Tilia, Corylus and Fraxinus has not been corroborated.

Stochastic frontier estimation of airports'cost function

Doctorado en Economía.

Engineering knowledge-based variance-reduction simulation and G-dominance for structural frame robust optimization

[EN] This paper proposes the incorporation of engineering knowledge through both (a) advanced state-of-the-art preference handling decision-making tools integrated in multiobjective evolutionary algorithms and (b) engineering knowledge-based variance reduction simulation as enhancing tools for the robust optimum design of structural frames taking uncertainties into consideration in the design variables.The simultaneous minimization of the constrained weight (adding structuralweight and average distribution of constraint violations) on the one hand and the standard deviation of the distribution of constraint violation on the other are handled with multiobjective optimization-based evolutionary computation in two different multiobjective algorithms. The optimum design values of the deterministic structural problem in question are proposed as a reference point (the aspiration level) in reference-point-based evolutionary multiobjective algorithms (here g-dominance is used). Results including

Statistical properties of Radio Halos and the re-acceleration model

Galaxy clusters occupy a special position in the cosmic hierarchy as they are the largest bound structures in the Universe. There is now general agreement on a hierarchical picture for the formation of cosmic structures, in which galaxy clusters are supposed to form by accretion of matter and merging between smaller units. During merger events, shocks are driven by the gravity of the dark matter in the diffuse barionic component, which is heated up to the observed temperature. Radio and hard-X ray observations have discovered non-thermal components mixed with the thermal Intra Cluster Medium (ICM) and this is of great importance as it calls for a “revision” of the physics of the ICM. The bulk of present information comes from the radio observations which discovered an increasing number of Mpcsized emissions from the ICM, Radio Halos (at the cluster center) and Radio Relics (at the cluster periphery). These sources are due to synchrotron emission from ultra relativistic electrons diffusing through µG turbulent magnetic fields. Radio Halos are the most spectacular evidence of non-thermal components in the ICM and understanding the origin and evolution of these sources represents one of the most challenging goal of the theory of the ICM. Cluster mergers are the most energetic events in the Universe and a fraction of the energy dissipated during these mergers could be channelled into the amplification of the magnetic fields and into the acceleration of high energy particles via shocks and turbulence driven by these mergers. Present observations of Radio Halos (and possibly of hard X-rays) can be best interpreted in terms of the reacceleration scenario in which MHD turbulence injected during these cluster mergers re-accelerates high energy particles in the ICM. The physics involved in this scenario is very complex and model details are difficult to test, however this model clearly predicts some simple properties of Radio Halos (and resulting IC emission in the hard X-ray band) which are almost independent of the details of the adopted physics. In particular in the re-acceleration scenario MHD turbulence is injected and dissipated during cluster mergers and thus Radio Halos (and also the resulting hard X-ray IC emission) should be transient phenomena (with a typical lifetime <» 1 Gyr) associated with dynamically disturbed clusters. The physics of the re-acceleration scenario should produce an unavoidable cut-off in the spectrum of the re-accelerated electrons, which is due to the balance between turbulent acceleration and radiative losses. The energy at which this cut-off occurs, and thus the maximum frequency at which synchrotron radiation is produced, depends essentially on the efficiency of the acceleration mechanism so that observations at high frequencies are expected to catch only the most efficient phenomena while, in principle, low frequency radio surveys may found these phenomena much common in the Universe. These basic properties should leave an important imprint in the statistical properties of Radio Halos (and of non-thermal phenomena in general) which, however, have not been addressed yet by present modellings. The main focus of this PhD thesis is to calculate, for the first time, the expected statistics of Radio Halos in the context of the re-acceleration scenario. In particular, we shall address the following main questions: • Is it possible to model “self-consistently” the evolution of these sources together with that of the parent clusters? • How the occurrence of Radio Halos is expected to change with cluster mass and to evolve with redshift? How the efficiency to catch Radio Halos in galaxy clusters changes with the observing radio frequency? • How many Radio Halos are expected to form in the Universe? At which redshift is expected the bulk of these sources? • Is it possible to reproduce in the re-acceleration scenario the observed occurrence and number of Radio Halos in the Universe and the observed correlations between thermal and non-thermal properties of galaxy clusters? • Is it possible to constrain the magnetic field intensity and profile in galaxy clusters and the energetic of turbulence in the ICM from the comparison between model expectations and observations? Several astrophysical ingredients are necessary to model the evolution and statistical properties of Radio Halos in the context of re-acceleration model and to address the points given above. For these reason we deserve some space in this PhD thesis to review the important aspects of the physics of the ICM which are of interest to catch our goals. In Chapt. 1 we discuss the physics of galaxy clusters, and in particular, the clusters formation process; in Chapt. 2 we review the main observational properties of non-thermal components in the ICM; and in Chapt. 3 we focus on the physics of magnetic field and of particle acceleration in galaxy clusters. As a relevant application, the theory of Alfv´enic particle acceleration is applied in Chapt. 4 where we report the most important results from calculations we have done in the framework of the re-acceleration scenario. In this Chapter we show that a fraction of the energy of fluid turbulence driven in the ICM by the cluster mergers can be channelled into the injection of Alfv´en waves at small scales and that these waves can efficiently re-accelerate particles and trigger Radio Halos and hard X-ray emission. The main part of this PhD work, the calculation of the statistical properties of Radio Halos and non-thermal phenomena as expected in the context of the re-acceleration model and their comparison with observations, is presented in Chapts.5, 6, 7 and 8. In Chapt.5 we present a first approach to semi-analytical calculations of statistical properties of giant Radio Halos. The main goal of this Chapter is to model cluster formation, the injection of turbulence in the ICM and the resulting particle acceleration process. We adopt the semi–analytic extended Press & Schechter (PS) theory to follow the formation of a large synthetic population of galaxy clusters and assume that during a merger a fraction of the PdV work done by the infalling subclusters in passing through the most massive one is injected in the form of magnetosonic waves. Then the processes of stochastic acceleration of the relativistic electrons by these waves and the properties of the ensuing synchrotron (Radio Halos) and inverse Compton (IC, hard X-ray) emission of merging clusters are computed under the assumption of a constant rms average magnetic field strength in emitting volume. The main finding of these calculations is that giant Radio Halos are naturally expected only in the more massive clusters, and that the expected fraction of clusters with Radio Halos is consistent with the observed one. In Chapt. 6 we extend the previous calculations by including a scaling of the magnetic field strength with cluster mass. The inclusion of this scaling allows us to derive the expected correlations between the synchrotron radio power of Radio Halos and the X-ray properties (T, LX) and mass of the hosting clusters. For the first time, we show that these correlations, calculated in the context of the re-acceleration model, are consistent with the observed ones for typical µG strengths of the average B intensity in massive clusters. The calculations presented in this Chapter allow us to derive the evolution of the probability to form Radio Halos as a function of the cluster mass and redshift. The most relevant finding presented in this Chapter is that the luminosity functions of giant Radio Halos at 1.4 GHz are expected to peak around a radio power » 1024 W/Hz and to flatten (or cut-off) at lower radio powers because of the decrease of the electron re-acceleration efficiency in smaller galaxy clusters. In Chapt. 6 we also derive the expected number counts of Radio Halos and compare them with available observations: we claim that » 100 Radio Halos in the Universe can be observed at 1.4 GHz with deep surveys, while more than 1000 Radio Halos are expected to be discovered in the next future by LOFAR at 150 MHz. This is the first (and so far unique) model expectation for the number counts of Radio Halos at lower frequency and allows to design future radio surveys. Based on the results of Chapt. 6, in Chapt.7 we present a work in progress on a “revision” of the occurrence of Radio Halos. We combine past results from the NVSS radio survey (z » 0.05 − 0.2) with our ongoing GMRT Radio Halos Pointed Observations of 50 X-ray luminous galaxy clusters (at z » 0.2−0.4) and discuss the possibility to test our model expectations with the number counts of Radio Halos at z » 0.05 − 0.4. The most relevant limitation in the calculations presented in Chapt. 5 and 6 is the assumption of an “averaged” size of Radio Halos independently of their radio luminosity and of the mass of the parent clusters. This assumption cannot be released in the context of the PS formalism used to describe the formation process of clusters, while a more detailed analysis of the physics of cluster mergers and of the injection process of turbulence in the ICM would require an approach based on numerical (possible MHD) simulations of a very large volume of the Universe which is however well beyond the aim of this PhD thesis. On the other hand, in Chapt.8 we report our discovery of novel correlations between the size (RH) of Radio Halos and their radio power and between RH and the cluster mass within the Radio Halo region, MH. In particular this last “geometrical” MH − RH correlation allows us to “observationally” overcome the limitation of the “average” size of Radio Halos. Thus in this Chapter, by making use of this “geometrical” correlation and of a simplified form of the re-acceleration model based on the results of Chapt. 5 and 6 we are able to discuss expected correlations between the synchrotron power and the thermal cluster quantities relative to the radio emitting region. This is a new powerful tool of investigation and we show that all the observed correlations (PR − RH, PR − MH, PR − T, PR − LX, . . . ) now become well understood in the context of the re-acceleration model. In addition, we find that observationally the size of Radio Halos scales non-linearly with the virial radius of the parent cluster, and this immediately means that the fraction of the cluster volume which is radio emitting increases with cluster mass and thus that the non-thermal component in clusters is not self-similar.

Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

Duality in complex stochastic boolean systems

[EN]Many different complex systems depend on a large number n of mutually independent random Boolean variables. The most useful representation for these systems –usually called complex stochastic Boolean systems (CSBSs)– is the intrinsic order graph. This is a directed graph on 2n vertices, corresponding to the 2n binary n-tuples (u1, . . . , un) ∈ {0, 1} n of 0s and 1s. In this paper, different duality properties of the intrinsic order graph are rigorously analyzed in detail. The results can be applied to many CSBSs arising from any scientific, technical or social area…