Stochastic semiclassical equations for weakly inhomogeneous cosmologies

Semiclassical Einstein-Langevin equations for arbitrary small metric perturbations conformally coupled to a massless quantum scalar field in a spatially flat cosmological background are derived. Use is made of the fact that for this problem the in-in or closed time path effective action is simply related to the Feynman-Vernon influence functional which describes the effect of the ``environment,'' the quantum field which is coarse grained here, on the ``system,'' the gravitational field which is the field of interest. This leads to identify the dissipation and noise kernels in the in-in effective action, and to derive a fluctuation-dissipation relation. A tensorial Gaussian stochastic source which couples to the Weyl tensor of the spacetime metric is seen to modify the usual semiclassical equations which can be veiwed now as mean field equsations. As a simple application we derive the correlation functions of the stochastic metric fluctuations produced in a flat spacetime with small metric perturbations due to the quantum fluctuations of the matter field coupled to these perturbations.

Stochastic semiclassical cosmological models

We consider the classical stochastic fluctuations of spacetime geometry induced by quantum fluctuations of massless nonconformal matter fields in the early Universe. To this end, we supplement the stress-energy tensor of these fields with a stochastic part, which is computed along the lines of the Feynman-Vernon and Schwinger-Keldysh techniques; the Einstein equation is therefore upgraded to a so-called Einstein-Langevin equation. We consider in some detail the conformal fluctuations of flat spacetime and the fluctuations of the scale factor in a simple cosmological model introduced by Hartle, which consists of a spatially flat isotropic cosmology driven by radiation and dust.

Stochastic semiclassical gravity

In the first part of this paper, we show that the semiclassical Einstein-Langevin equation, introduced in the framework of a stochastic generalization of semiclassical gravity to describe the back reaction of matter stress-energy fluctuations, can be formally derived from a functional method based on the influence functional of Feynman and Vernon. In the second part, we derive a number of results for background solutions of semiclassical gravity consisting of stationary and conformally stationary spacetimes and scalar fields in thermal equilibrium states. For these cases, fluctuation-dissipation relations are derived. We also show that particle creation is related to the vacuum stress-energy fluctuations and that it is enhanced by the presence of stochastic metric fluctuations.

Stochastic semiclassical fluctuations in Minkowski spacetime

The semiclassical Einstein-Langevin equations which describe the dynamics of stochastic perturbations of the metric induced by quantum stress-energy fluctuations of matter fields in a given state are considered on the background of the ground state of semiclassical gravity, namely, Minkowski spacetime and a scalar field in its vacuum state. The relevant equations are explicitly derived for massless and massive fields arbitrarily coupled to the curvature. In doing so, some semiclassical results, such as the expectation value of the stress-energy tensor to linear order in the metric perturbations and particle creation effects, are obtained. We then solve the equations and compute the two-point correlation functions for the linearized Einstein tensor and for the metric perturbations. In the conformal field case, explicit results are obtained. These results hint that gravitational fluctuations in stochastic semiclassical gravity have a non-perturbative behavior in some characteristic correlation lengths.

Cosmological perturbations from stochastic gravity

In inflationary cosmological models driven by an inflaton field the origin of the primordial inhomogeneities which are responsible for large-scale structure formation are the quantum fluctuations of the inflaton field. These are usually calculated using the standard theory of cosmological perturbations, where both the gravitational and the inflaton fields are linearly perturbed and quantized. The correlation functions for the primordial metric fluctuations and their power spectrum are then computed. Here we introduce an alternative procedure for calculating the metric correlations based on the Einstein-Langevin equation which emerges in the framework of stochastic semiclassical gravity. We show that the correlation functions for the metric perturbations that follow from the Einstein-Langevin formalism coincide with those obtained with the usual quantization procedures when the scalar field perturbations are linearized. This method is explicitly applied to a simple model of chaotic inflation consisting of a Robertson-Walker background, which undergoes a quasi-de Sitter expansion, minimally coupled to a free massive quantum scalar field. The technique based on the Einstein-Langevin equation can, however, deal naturally with the perturbations of the scalar field even beyond the linear approximation, as is actually required in inflationary models which are not driven by an inflaton field, such as Starobinsky¿s trace-anomaly driven inflation or when calculating corrections due to nonlinear quantum effects in the usual inflaton driven models.

Stochastic resonance in noisy nondynamical systems

We have analyzed the effects of the addition of external noise to nondynamical systems displaying intrinsic noise, and established general conditions under which stochastic resonance appears. The criterion we have found may be applied to a wide class of nondynamical systems, covering situations of different nature. Some particular examples are discussed in detail.

Divergent signal-to-noise ratio and stochastic resonance in monostable systems

We present a class of systems for which the signal-to-noise ratio always increases when increasing the noise and diverges at infinite noise level. This new phenomenon is a direct consequence of the existence of a scaling law for the signal-to-noise ratio and implies the appearance of stochastic resonance in some monostable systems. We outline applications of our results to a wide variety of systems pertaining to different scientific areas. Two particular examples are discussed in detail.

Stochastic multiresonance

We present a class of systems for which the signal-to-noise ratio as a function of the noise level may display a multiplicity of maxima. This phenomenon, referred to as stochastic multiresonance, indicates the possibility that periodic signals may be enhanced at multiple values of the noise level, instead of at a single value which has occurred in systems considered up to now in the framework of stochastic resonance.

Spatiotemporal stochastic resonance in the Swift-Hohenberg equation

We show the appearance of spatiotemporal stochastic resonance in the Swift-Hohenberg equation. This phenomenon emerges when a control parameter varies periodically in time around the bifurcation point. By using general scaling arguments and by taking into account the common features occurring in a bifurcation, we outline possible manifestations of the phenomenon in other pattern-forming systems.

On the problematic of reserving and stochastic loss models

Abstract Traditionally, the common reserving methods used by the non-life actuaries are based on the assumption that future claims are going to behave in the same way as they did in the past. There are two main sources of variability in the processus of development of the claims: the variability of the speed with which the claims are settled and the variability between the severity of the claims from different accident years. High changes in these processes will generate distortions in the estimation of the claims reserves. The main objective of this thesis is to provide an indicator which firstly identifies and quantifies these two influences and secondly to determine which model is adequate for a specific situation. Two stochastic models were analysed and the predictive distributions of the future claims were obtained. The main advantage of the stochastic models is that they provide measures of variability of the reserves estimates. The first model (PDM) combines one conjugate family Dirichlet - Multinomial with the Poisson distribution. The second model (NBDM) improves the first one by combining two conjugate families Poisson -Gamma (for distribution of the ultimate amounts) and Dirichlet Multinomial (for distribution of the incremental claims payments). It was found that the second model allows to find the speed variability in the reporting process and development of the claims severity as function of two above mentioned distributions' parameters. These are the shape parameter of the Gamma distribution and the Dirichlet parameter. Depending on the relation between them we can decide on the adequacy of the claims reserve estimation method. The parameters have been estimated by the Methods of Moments and Maximum Likelihood. The results were tested using chosen simulation data and then using real data originating from the three lines of business: Property/Casualty, General Liability, and Accident Insurance. These data include different developments and specificities. The outcome of the thesis shows that when the Dirichlet parameter is greater than the shape parameter of the Gamma, resulting in a model with positive correlation between the past and future claims payments, suggests the Chain-Ladder method as appropriate for the claims reserve estimation. In terms of claims reserves, if the cumulated payments are high the positive correlation will imply high expectations for the future payments resulting in high claims reserves estimates. The negative correlation appears when the Dirichlet parameter is lower than the shape parameter of the Gamma, meaning low expected future payments for the same high observed cumulated payments. This corresponds to the situation when claims are reported rapidly and fewer claims remain expected subsequently. The extreme case appears in the situation when all claims are reported at the same time leading to expectations for the future payments of zero or equal to the aggregated amount of the ultimate paid claims. For this latter case, the Chain-Ladder is not recommended.

Coherent stochastic resonance

We consider Brownian motion on a line terminated by two trapping points. A bias term in the form of a telegraph signal is applied to this system. It is shown that the first two moments of survival time exhibit a minimum at the same resonant frequency.

Symmetries and fixed point stability of stochastic differential equations modeling self-organized criticality

A stochastic nonlinear partial differential equation is constructed for two different models exhibiting self-organized criticality: the Bak-Tang-Wiesenfeld (BTW) sandpile model [Phys. Rev. Lett. 59, 381 (1987); Phys. Rev. A 38, 364 (1988)] and the Zhang model [Phys. Rev. Lett. 63, 470 (1989)]. The dynamic renormalization group (DRG) enables one to compute the critical exponents. However, the nontrivial stable fixed point of the DRG transformation is unreachable for the original parameters of the models. We introduce an alternative regularization of the step function involved in the threshold condition, which breaks the symmetry of the BTW model. Although the symmetry properties of the two models are different, it is shown that they both belong to the same universality class. In this case the DRG procedure leads to a symmetric behavior for both models, restoring the broken symmetry, and makes accessible the nontrivial fixed point. This technique could also be applied to other problems with threshold dynamics.

Modelling the influence of change in fire regime on the local distribution of a Mediterranean pyrophytic plant species (Cistus salviifolius) at its northern range limit

Aims: To assess the potential distribution of an obligate seeder and active pyrophyte, Cistus salviifolius, a vulnerable species in the Swiss Red List; to derive scenarios by changing the fire return interval; and to discuss the results from a conservation perspective. A more general aim is to assess the impact of fire as a natural factor influencing the vegetation of the southern slopes of the Alps. Locations: Alps, southern Switzerland. Methods: Presence-absence data to fit the model were obtained from the most recent field mapping of C. salviifolius. The quantitative environmental predictors used in this study include topographic, climatic and disturbance (fire) predictors. Models were fitted by logistic regression and evaluated by jackknife and bootstrap approaches. Changes in fire regime were simulated by increasing the time-return interval of fire (simulating longer periods without fire). Two scenarios were considered: no fire in the past 15 years; or in the past 35 years. Results: Rock cover, slope, topographic position, potential evapotranspiration and time elapsed since the last fire were selected in the final model. The Nagelkerke R-2 of the model for C. salviifolius was 0.57 and the Jackknife area under the curve evaluation was 0.89. The bootstrap evaluation revealed model robustness. By increasing the return interval of fire by either up to 15 years, or 35 years, the modelled C. salviifolius population declined by 30-40%, respectively. Main conclusions: Although fire plays a significant role, topography and rock cover appear to be the most important predictors, suggesting that the distribution of C. salviifolius in the southern Swiss Alps is closely related to the availability of supposedly competition-free sites, such as emerging bedrock, ridge locations or steep slopes. Fire is more likely to play a secondary role in allowing C. salviifolius to extend its occurrence temporarily, by increasing germination rates and reducing the competition from surrounding vegetation. To maintain a viable dormant seed bank for C. salviifolius, conservation managers should consider carrying out vegetation clearing and managing wild fire propagation to reduce competition and ensure sufficient recruitment for this species.