969 resultados para RANDOM-WALK SIMULATIONS
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Competitive learning is an important machine learning approach which is widely employed in artificial neural networks. In this paper, we present a rigorous definition of a new type of competitive learning scheme realized on large-scale networks. The model consists of several particles walking within the network and competing with each other to occupy as many nodes as possible, while attempting to reject intruder particles. The particle's walking rule is composed of a stochastic combination of random and preferential movements. The model has been applied to solve community detection and data clustering problems. Computer simulations reveal that the proposed technique presents high precision of community and cluster detections, as well as low computational complexity. Moreover, we have developed an efficient method for estimating the most likely number of clusters by using an evaluator index that monitors the information generated by the competition process itself. We hope this paper will provide an alternative way to the study of competitive learning.
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Semisupervised learning is a machine learning approach that is able to employ both labeled and unlabeled samples in the training process. In this paper, we propose a semisupervised data classification model based on a combined random-preferential walk of particles in a network (graph) constructed from the input dataset. The particles of the same class cooperate among themselves, while the particles of different classes compete with each other to propagate class labels to the whole network. A rigorous model definition is provided via a nonlinear stochastic dynamical system and a mathematical analysis of its behavior is carried out. A numerical validation presented in this paper confirms the theoretical predictions. An interesting feature brought by the competitive-cooperative mechanism is that the proposed model can achieve good classification rates while exhibiting low computational complexity order in comparison to other network-based semisupervised algorithms. Computer simulations conducted on synthetic and real-world datasets reveal the effectiveness of the model.
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The elephant walk model originally proposed by Schutz and Trimper to investigate non-Markovian processes led to the investigation of a series of other random-walk models. Of these, the best known is the Alzheimer walk model, because it was the first model shown to have amnestically induced persistence-i.e. superdiffusion caused by loss of memory. Here we study the robustness of the Alzheimer walk by adding a memoryless stochastic perturbation. Surprisingly, the solution of the perturbed model can be formally reduced to the solutions of the unperturbed model. Specifically, we give an exact solution of the perturbed model by finding a surjective mapping to the unperturbed model. Copyright (C) EPLA, 2012
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Structural properties of model membranes, such as lipid vesicles, may be investigated through the addition of fluorescent probes. After incorporation, the fluorescent molecules are excited with linearly polarized light and the fluorescence emission is depolarized due to translational as well as rotational diffusion during the lifetime of the excited state. The monitoring of emitted light is undertaken through the technique of time-resolved fluorescence: the intensity of the emitted light informs on fluorescence decay times, and the decay of the components of the emitted light yield rotational correlation times which inform on the fluidity of the medium. The fluorescent molecule DPH, of uniaxial symmetry, is rather hydrophobic and has collinear transition and emission moments. It has been used frequently as a probe for the monitoring of the fluidity of the lipid bilayer along the phase transition of the chains. The interpretation of experimental data requires models for localization of fluorescent molecules as well as for possible restrictions on their movement. In this study, we develop calculations for two models for uniaxial diffusion of fluorescent molecules, such as DPH, suggested in several articles in the literature. A zeroth order test model consists of a free randomly rotating dipole in a homogeneous solution, and serves as the basis for the study of the diffusion of models in anisotropic media. In the second model, we consider random rotations of emitting dipoles distributed within cones with their axes perpendicular to the vesicle spherical geometry. In the third model, the dipole rotates in the plane of the of bilayer spherical geometry, within a movement that might occur between the monolayers forming the bilayer. For each of the models analysed, two methods are used by us in order to analyse the rotational diffusion: (I) solution of the corresponding rotational diffusion equation for a single molecule, taking into account the boundary conditions imposed by the models, for the probability of the fluorescent molecule to be found with a given configuration at time t. Considering the distribution of molecules in the geometry proposed, we obtain the analytical expression for the fluorescence anisotropy, except for the cone geometry, for which the solution is obtained numerically; (II) numerical simulations of a restricted rotational random walk in the two geometries corresponding to the two models. The latter method may be very useful in the cases of low-symmetry geometries or of composed geometries.
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Since no single experimental or modeling technique provides data that allow a description of transport processes in clays and clay minerals at all relevant scales, several complementary approaches have to be combined to understand and explain the interplay between transport relevant phenomena. In this paper molecular dynamics simulations (MD) were used to investigate the mobility of water in the interlayer of montmorillonite (Mt), and to estimate the influence of mineral surfaces and interlayer ions on the water diffusion. Random Walk (RW) simulations based on a simplified representation of pore space in Mt were used to estimate and understand the effect of the arrangement of Mt particles on the meso- to macroscopic diffusivity of water. These theoretical calculations were complemented with quasielastic neutron scattering (QENS) measurements of aqueous diffusion in Mt with two pseudo-layers of water performed at four significantly different energy resolutions (i.e. observation times). The size of the interlayer and the size of Mt particles are two characteristic dimensions which determine the time dependent behavior of water diffusion in Mt. MD simulations show that at very short time scales water dynamics has the characteristic features of an oscillatory motion in the cage formed by neighbors in the first coordination shell. At longer time scales, the interaction of water with the surface determines the water dynamics, and the effect of confinement on the overall water mobility within the interlayer becomes evident. At time scales corresponding to an average water displacement equivalent to the average size of Mt particles, the effects of tortuosity are observed in the meso- to macroscopic pore scale simulations. Consistent with the picture obtained in the simulations, the QENS data can be described using a (local) 3D diffusion at short observation times, whereas at sufficiently long observation times a 2D diffusive motion is clearly observed. The effects of tortuosity measured in macroscopic tracer diffusion experiments are in qualitative agreement with RW simulations. By using experimental data to calibrate molecular and mesoscopic theoretical models, a consistent description of water mobility in clay minerals from the molecular to the macroscopic scale can be achieved. In turn, simulations help in choosing optimal conditions for the experimental measurements and the data interpretation. (C) 2014 Elsevier B.V. All rights reserved.
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We propose distributed algorithms for sampling networks based on a new class of random walks that we call Centrifugal Random Walks (CRW). A CRW is a random walk that starts at a source and always moves away from it. We propose CRW algorithms for connected networks with arbitrary probability distributions, and for grids and networks with regular concentric connectivity with distance based distributions. All CRW sampling algorithms select a node with the exact probability distribution, do not need warm-up, and end in a number of hops bounded by the network diameter.
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Sampling a network with a given probability distribution has been identified as a useful operation. In this paper we propose distributed algorithms for sampling networks, so that nodes are selected by a special node, called the source, with a given probability distribution. All these algorithms are based on a new class of random walks, that we call Random Centrifugal Walks (RCW). A RCW is a random walk that starts at the source and always moves away from it. Firstly, an algorithm to sample any connected network using RCW is proposed. The algorithm assumes that each node has a weight, so that the sampling process must select a node with a probability proportional to its weight. This algorithm requires a preprocessing phase before the sampling of nodes. In particular, a minimum diameter spanning tree (MDST) is created in the network, and then nodes weights are efficiently aggregated using the tree. The good news are that the preprocessing is done only once, regardless of the number of sources and the number of samples taken from the network. After that, every sample is done with a RCW whose length is bounded by the network diameter. Secondly, RCW algorithms that do not require preprocessing are proposed for grids and networks with regular concentric connectivity, for the case when the probability of selecting a node is a function of its distance to the source. The key features of the RCW algorithms (unlike previous Markovian approaches) are that (1) they do not need to warm-up (stabilize), (2) the sampling always finishes in a number of hops bounded by the network diameter, and (3) it selects a node with the exact probability distribution.
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Thesis (Ph.D.)--University of Washington, 2016-06
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A quantum random walk on the integers exhibits pseudo memory effects, in that its probability distribution after N steps is determined by reshuffling the first N distributions that arise in a classical random walk with the same initial distribution. In a classical walk, entropy increase can be regarded as a consequence of the majorization ordering of successive distributions. The Lorenz curves of successive distributions for a symmetric quantum walk reveal no majorization ordering in general. Nevertheless, entropy can increase, and computer experiments show that it does so on average. Varying the stages at which the quantum coin system is traced out leads to new quantum walks, including a symmetric walk for which majorization ordering is valid but the spreading rate exceeds that of the usual symmetric quantum walk.
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Tests for random walk behaviour in the Italian stock market are presented, based on an investigation of the fractal properties of the log return series for the Mibtel index. The random walk hypothesis is evaluated against alternatives accommodating either unifractality or multifractality. Critical values for the test statistics are generated using Monte Carlo simulations of random Gaussian innovations. Evidence is reported of multifractality, and the departure from random walk behaviour is statistically significant on standard criteria. The observed pattern is attributed primarily to fat tails in the return probability distribution, associated with volatility clustering in returns measured over various time scales. © 2009 Elsevier Inc. All rights reserved.
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2000 Mathematics Subject Classification: Primary 60J45, 60J50, 35Cxx; Secondary 31Cxx.
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In 2006, a large and prolonged bloom of the dinoflagellate Karenia mikimotoi occurred in Scottish coastal waters, causing extensive mortalities of benthic organisms including annelids and molluscs and some species of fish ( Davidson et al., 2009). A coupled hydrodynamic-algal transport model was developed to track the progression of the bloom around the Scottish coast during June–September 2006 and hence investigate the processes controlling the bloom dynamics. Within this individual-based model, cells were capable of growth, mortality and phototaxis and were transported by physical processes of advection and turbulent diffusion, using current velocities extracted from operational simulations of the MRCS ocean circulation model of the North-west European continental shelf. Vertical and horizontal turbulent diffusion of cells are treated using a random walk approach. Comparison of model output with remotely sensed chlorophyll concentrations and cell counts from coastal monitoring stations indicated that it was necessary to include multiple spatially distinct seed populations of K. mikimotoi at separate locations on the shelf edge to capture the qualitative pattern of bloom transport and development. We interpret this as indicating that the source population was being transported northwards by the Hebridean slope current from where colonies of K. mikimotoi were injected onto the continental shelf by eddies or other transient exchange processes. The model was used to investigate the effects on simulated K. mikimotoi transport and dispersal of: (1) the distribution of the initial seed population; (2) algal growth and mortality; (3) water temperature; (4) the vertical movement of particles by diurnal migration and eddy diffusion; (5) the relative role of the shelf edge and coastal currents; (6) the role of wind forcing. The numerical experiments emphasized the requirement for a physiologically based biological model and indicated that improved modelling of future blooms will potentially benefit from better parameterisation of temperature dependence of both growth and mortality and finer spatial and temporal hydrodynamic resolution.
Resumo:
In 2006, a large and prolonged bloom of the dinoflagellate Karenia mikimotoi occurred in Scottish coastal waters, causing extensive mortalities of benthic organisms including annelids and molluscs and some species of fish ( Davidson et al., 2009). A coupled hydrodynamic-algal transport model was developed to track the progression of the bloom around the Scottish coast during June–September 2006 and hence investigate the processes controlling the bloom dynamics. Within this individual-based model, cells were capable of growth, mortality and phototaxis and were transported by physical processes of advection and turbulent diffusion, using current velocities extracted from operational simulations of the MRCS ocean circulation model of the North-west European continental shelf. Vertical and horizontal turbulent diffusion of cells are treated using a random walk approach. Comparison of model output with remotely sensed chlorophyll concentrations and cell counts from coastal monitoring stations indicated that it was necessary to include multiple spatially distinct seed populations of K. mikimotoi at separate locations on the shelf edge to capture the qualitative pattern of bloom transport and development. We interpret this as indicating that the source population was being transported northwards by the Hebridean slope current from where colonies of K. mikimotoi were injected onto the continental shelf by eddies or other transient exchange processes. The model was used to investigate the effects on simulated K. mikimotoi transport and dispersal of: (1) the distribution of the initial seed population; (2) algal growth and mortality; (3) water temperature; (4) the vertical movement of particles by diurnal migration and eddy diffusion; (5) the relative role of the shelf edge and coastal currents; (6) the role of wind forcing. The numerical experiments emphasized the requirement for a physiologically based biological model and indicated that improved modelling of future blooms will potentially benefit from better parameterisation of temperature dependence of both growth and mortality and finer spatial and temporal hydrodynamic resolution.
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Chemotaxis, the phenomenon in which cells move in response to extracellular chemical gradients, plays a prominent role in the mammalian immune response. During this process, a number of chemical signals, called chemoattractants, are produced at or proximal to sites of infection and diffuse into the surrounding tissue. Immune cells sense these chemoattractants and move in the direction where their concentration is greatest, thereby locating the source of attractants and their associated targets. Leading the assault against new infections is a specialized class of leukocytes (white blood cells) known as neutrophils, which normally circulate in the bloodstream. Upon activation, these cells emigrate out of the vasculature and navigate through interstitial tissues toward target sites. There they phagocytose bacteria and release a number of proteases and reactive oxygen intermediates with antimicrobial activity. Neutrophils recruited by infected tissue in vivo are likely confronted by complex chemical environments consisting of a number of different chemoattractant species. These signals may include end target chemicals produced in the vicinity of the infectious agents, and endogenous chemicals released by local host tissues during the inflammatory response. To successfully locate their pathogenic targets within these chemically diverse and heterogeneous settings, activated neutrophils must be capable of distinguishing between the different signals and employing some sort of logic to prioritize among them. This ability to simultaneously process and interpret mulitple signals is thought to be essential for efficient navigation of the cells to target areas. In particular, aberrant cell signaling and defects in this functionality are known to contribute to medical conditions such as chronic inflammation, asthma and rheumatoid arthritis. To elucidate the biomolecular mechanisms underlying the neutrophil response to different chemoattractants, a number of efforts have been made toward understanding how cells respond to different combinations of chemicals. Most notably, recent investigations have shown that in the presence of both end target and endogenous chemoattractant variants, the cells migrate preferentially toward the former type, even in very low relative concentrations of the latter. Interestingly, however, when the cells are exposed to two different endogenous chemical species, they exhibit a combinatorial response in which distant sources are favored over proximal sources. Some additional results also suggest that cells located between two endogenous chemoattractant sources will respond to the vectorial sum of the combined gradients. In the long run, this peculiar behavior could result in oscillatory cell trajectories between the two sources. To further explore the significance of these and other observations, particularly in the context of physiological conditions, we introduce in this work a simplified phenomenological model of neutrophil chemotaxis. In particular, this model incorporates a trait commonly known as directional persistence - the tendency for migrating neutrophils to continue moving in the same direction (much like momentum) - while also accounting for the dose-response characteristics of cells to different chemical species. Simulations based on this model suggest that the efficiency of cell migration in complex chemical environments depends significantly on the degree of directional persistence. In particular, with appropriate values for this parameter, cells can improve their odds of locating end targets by drifting through a network of attractant sources in a loosely-guided fashion. This corroborates the prediction that neutrophils randomly migrate from one chemoattractant source to the next while searching for their end targets. These cells may thus use persistence as a general mechanism to avoid being trapped near sources of endogenous chemoattractants - the mathematical analogue of local maxima in a global optimization problem. Moreover, this general foraging strategy may apply to other biological processes involving multiple signals and long-range navigation.
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We investigate a recently proposed non-Markovian random walk model characterized by loss of memories of the recent past and amnestically induced persistence. We report numerical and analytical results showing the complete phase diagram, consisting of four phases, for this system: (i) classical nonpersistence, (ii) classical persistence, (iii) log-periodic nonpersistence, and (iv) log-periodic persistence driven by negative feedback. The first two phases possess continuous scale invariance symmetry, however, log-periodicity breaks this symmetry. Instead, log-periodic motion satisfies discrete scale invariance symmetry, with complex rather than real fractal dimensions. We find for log-periodic persistence evidence not only of statistical but also of geometric self-similarity.