958 resultados para stochastic numerical methods
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Classical sampling methods can be used to estimate the mean of a finite or infinite population. Block kriging also estimates the mean, but of an infinite population in a continuous spatial domain. In this paper, I consider a finite population version of block kriging (FPBK) for plot-based sampling. The data are assumed to come from a spatial stochastic process. Minimizing mean-squared-prediction errors yields best linear unbiased predictions that are a finite population version of block kriging. FPBK has versions comparable to simple random sampling and stratified sampling, and includes the general linear model. This method has been tested for several years for moose surveys in Alaska, and an example is given where results are compared to stratified random sampling. In general, assuming a spatial model gives three main advantages over classical sampling: (1) FPBK is usually more precise than simple or stratified random sampling, (2) FPBK allows small area estimation, and (3) FPBK allows nonrandom sampling designs.
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In the past few decades detailed observations of radio and X-ray emission from massive binary systems revealed a whole new physics present in such systems. Both thermal and non-thermal components of this emission indicate that most of the radiation at these bands originates in shocks. O and B-type stars and WolfRayet (WR) stars present supersonic and massive winds that, when colliding, emit largely due to the freefree radiation. The non-thermal radio and X-ray emissions are due to synchrotron and inverse Compton processes, respectively. In this case, magnetic fields are expected to play an important role in the emission distribution. In the past few years the modelling of the freefree and synchrotron emissions from massive binary systems have been based on purely hydrodynamical simulations, and ad hoc assumptions regarding the distribution of magnetic energy and the field geometry. In this work we provide the first full magnetohydrodynamic numerical simulations of windwind collision in massive binary systems. We study the freefree emission characterizing its dependence on the stellar and orbital parameters. We also study self-consistently the evolution of the magnetic field at the shock region, obtaining also the synchrotron energy distribution integrated along different lines of sight. We show that the magnetic field in the shocks is larger than that obtained when the proportionality between B and the plasma density is assumed. Also, we show that the role of the synchrotron emission relative to the total radio emission has been underestimated.
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This work presents numerical simulations of two fluid flow problems involving moving free surfaces: the impacting drop and fluid jet buckling. The viscoelastic model used in these simulations is the eXtended Pom-Pom (XPP) model. To validate the code, numerical predictions of the drop impact problem for Newtonian and Oldroyd-B fluids are presented and compared with other methods. In particular, a benchmark on numerical simulations for a XPP drop impacting on a rigid plate is performed for a wide range of the relevant parameters. Finally, to provide an additional application of free surface flows of XPP fluids, the viscous jet buckling problem is simulated and discussed. (C) 2011 Elsevier B.V. All rights reserved.
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Stochastic methods based on time-series modeling combined with geostatistics can be useful tools to describe the variability of water-table levels in time and space and to account for uncertainty. Monitoring water-level networks can give information about the dynamic of the aquifer domain in both dimensions. Time-series modeling is an elegant way to treat monitoring data without the complexity of physical mechanistic models. Time-series model predictions can be interpolated spatially, with the spatial differences in water-table dynamics determined by the spatial variation in the system properties and the temporal variation driven by the dynamics of the inputs into the system. An integration of stochastic methods is presented, based on time-series modeling and geostatistics as a framework to predict water levels for decision making in groundwater management and land-use planning. The methodology is applied in a case study in a Guarani Aquifer System (GAS) outcrop area located in the southeastern part of Brazil. Communication of results in a clear and understandable form, via simulated scenarios, is discussed as an alternative, when translating scientific knowledge into applications of stochastic hydrogeology in large aquifers with limited monitoring network coverage like the GAS.
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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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Context. Be stars are rapidly rotating stars with a circumstellar decretion disk. They usually undergo pressure and/or gravity pulsation modes excited by the kappa-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 kappa-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.
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The stability of two recently developed pressure spaces has been assessed numerically: The space proposed by Ausas et al. [R.F. Ausas, F.S. Sousa, G.C. Buscaglia, An improved finite element space for discontinuous pressures, Comput. Methods Appl. Mech. Engrg. 199 (2010) 1019-1031], which is capable of representing discontinuous pressures, and the space proposed by Coppola-Owen and Codina [A.H. Coppola-Owen, R. Codina, Improving Eulerian two-phase flow finite element approximation with discontinuous gradient pressure shape functions, Int. J. Numer. Methods Fluids, 49 (2005) 1287-1304], which can represent discontinuities in pressure gradients. We assess the stability of these spaces by numerically computing the inf-sup constants of several meshes. The inf-sup constant results as the solution of a generalized eigenvalue problems. Both spaces are in this way confirmed to be stable in their original form. An application of the same numerical assessment tool to the stabilized equal-order P-1/P-1 formulation is then reported. An interesting finding is that the stabilization coefficient can be safely set to zero in an arbitrary band of elements without compromising the formulation's stability. An analogous result is also reported for the mini-element P-1(+)/P-1 when the velocity bubbles are removed in an arbitrary band of elements. (C) 2012 Elsevier B.V. All rights reserved.
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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.
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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.
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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.
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Hermite interpolation is increasingly showing to be a powerful numerical solution tool, as applied to different kinds of second order boundary value problems. In this work we present two Hermite finite element methods to solve viscous incompressible flows problems, in both two- and three-dimension space. In the two-dimensional case we use the Zienkiewicz triangle to represent the velocity field, and in the three-dimensional case an extension of this element to tetrahedra, still called a Zienkiewicz element. Taking as a model the Stokes system, the pressure is approximated with continuous functions, either piecewise linear or piecewise quadratic, according to the version of the Zienkiewicz element in use, that is, with either incomplete or complete cubics. The methods employ both the standard Galerkin or the Petrov–Galerkin formulation first proposed in Hughes et al. (1986) [18], based on the addition of a balance of force term. A priori error analyses point to optimal convergence rates for the PG approach, and for the Galerkin formulation too, at least in some particular cases. From the point of view of both accuracy and the global number of degrees of freedom, the new methods are shown to have a favorable cost-benefit ratio, as compared to velocity Lagrange finite elements of the same order, especially if the Galerkin approach is employed.
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Programa de doctorado: Sistemas Inteligentes y Aplicaciones Numéricas en Ingeniería Instituto Universitario (SIANI)
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Máster en Oceanografía
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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.