869 resultados para Random walk
Resumo:
Understanding the mechanisms linking oceanographic processes and marine vertebrate habitat use is critical to effective management of populations of conservation concern. The basking shark Cetorhinus maximus has been shown to associate with oceanographic fronts – physical interfaces at the transitions between water masses – to exploit foraging opportunities resulting from aggregation of zooplankton. However, the scale, significance and variability of these observed associations have not yet been established. Here, we quantify the influence of mesoscale (10s – 100s km) frontal activity on habitat use over timescales of weeks to months. We use animal-mounted archival tracking with composite front mapping via Earth Observation (EO) remote sensing to provide an oceanographic context to individual shark movements. We investigate levels of association with fronts occurring over two spatio-temporal scales, (i) broad-scale seasonally persistent frontal zones and (ii) contemporaneous mesoscale thermal and chl-a fronts. Using random walk simulations and logistic regression within an iterative generalised linear mixed modelling (GLMM) framework, we find that seasonal front frequency is a significant predictor of shark presence. Temporally-matched oceanographic metrics also indicate that sharks demonstrate a preference for productive regions, and associate with contemporaneous thermal and chl-a fronts more frequently than could be expected at random. Moreover, we highlight the importance of cross-frontal temperature change and persistence, which appear to interact to affect the degree of prey aggregation along thermal fronts. These insights have clear implications for understanding the preferred habitats of basking sharks in the context of anthropogenic threat management and marine spatial planning in the northeast Atlantic.
Resumo:
Natural landscape boundaries between vegetation communities are dynamically influenced by the selective grazing of herbivores. Here we show how this may be an emergent property of very simple animal decisions, without the need for any sophisticated choice rules etc., using a model based on biased diffusion. Animal grazing intensity is coupled with plant competition, resulting in reaction-diffusion dynamics, from which stable boundaries spontaneously emerge. In the model, animals affect their resources by both consumption and trampling. It is assumed that forage consists of two heterogeneously distributed competing resource species, one that is preferred (grass) over the other (heather) by the animals. The solutions to the resulting system of differential equations for three cases a) optimal foraging, b) random walk foraging and c) taxis-diffusion are presented. Optimal and random foraging gave unrealistic results, but taxis-diffusion accorded well with field observations. Persistent boundaries between patches of near-monoculture vegetation were predicted, with these boundaries drifting in response to overall grazing pressure (grass advancing with increased grazing and vice versa). The reaction-taxis-diffusion model provides the first mathematical explanation for such vegetation mosaic dynamics and the parameters of the model are open to experimental testing.
Resumo:
New radiocarbon calibration curves, IntCal04 and Marine04, have been constructed and internationally ratified to replace the terrestrial and marine components of IntCal98. The new calibration data sets extend an additional 2000 yr, from 0–26 cal kyr BP (Before Present, 0 cal BP = AD 1950), and provide much higher resolution, greater precision, and more detailed structure than IntCal98. For the Marine04 curve, dendrochronologically-dated tree-ring samples, converted with a box diffusion model to marine mixed-layer ages, cover the period from 0–10.5 cal kyr BP. Beyond 10.5 cal kyr BP, high-resolution marine data become available from foraminifera in varved sediments and U/Th-dated corals. The marine records are corrected with site-specific 14C reservoir age information to provide a single global marine mixed-layer calibration from 10.5–26.0 cal kyr BP. A substantial enhancement relative to IntCal98 is the introduction of a random walk model, which takes into account the uncertainty in both the calendar age and the 14C age to calculate the underlying calibration curve (Buck and Blackwell, this issue). The marine data sets and calibration curve for marine samples from the surface mixed layer (Marine04) are discussed here. The tree-ring data sets, sources of uncertainty, and regional offsets are presented in detail in a companion paper by Reimer et al. (this issue).
Resumo:
It is shown how the Debye rotational diffusion model of dielectric relaxation of polar molecules (which may be described in microscopic fashion as the diffusion limit of a discrete time random walk on the surface of the unit sphere) may be extended to yield the empirical Havriliak-Negami (HN) equation of anomalous dielectric relaxation from a microscopic model based on a kinetic equation just as in the Debye model. This kinetic equation is obtained by means of a generalization of the noninertial Fokker-Planck equation of conventional Brownian motion (generally known as the Smoluchowski equation) to fractional kinetics governed by the HN relaxation mechanism. For the simple case of noninteracting dipoles it may be solved by Fourier transform techniques to yield the Green function and the complex dielectric susceptibility corresponding to the HN anomalous relaxation mechanism.
Resumo:
A new calibration curve for the conversion of radiocarbon ages to calibrated (cal) ages has been constructed and internationally ratified to replace IntCal98, which extended from 0-24 cal kyr BP (Before Present, 0 cal BP = AD 1950). The new calibration data set for terrestrial samples extends from 0-26 cal kyr BP, but with much higher resolution beyond 11.4 cal kyr BP than IntCal98. Dendrochronologically-dated tree-ring samples cover the period from 0-12.4 cal kyr BP. Beyond the end of the tree rings, data from marine records (corals and foraminifera) are converted to the atmospheric equivalent with a site-specific marine reservoir correction to provide terrestrial calibration from 12.4-26.0 cal kyr BP. A substantial enhancement relative to IntCal98 is the introduction of a coherent statistical approach based on a random walk model, which takes into account the uncertainty in both the calendar age and the (super 14) C age to calculate the underlying calibration curve (Buck and Blackwell, this issue). The tree-ring data sets, sources of uncertainty, and regional offsets are discussed here. The marine data sets and calibration curve for marine samples from the surface mixed layer (Marine04) are discussed in brief, but details are presented in Hughen et al. (this issue a). We do not make a recommendation for calibration beyond 26 cal kyr BP at this time; however, potential calibration data sets are compared in another paper (van der Plicht et al., this issue).
Resumo:
A flexible, mass-conservative numerical technique for solving the advection-dispersion equation for miscible contaminant transport is presented. The method combines features of puff transport models from air pollution studies with features from the random walk particle method used in water resources studies, providing a deterministic time-marching algorithm which is independent of the grid Peclet number and scales from one to higher dimensions simply. The concentration field is discretised into a number of particles, each of which is treated as a point release which advects and disperses over the time interval. The dispersed puff is itself discretised into a spatial distribution of particles whose masses can be pre-calculated. Concentration within the simulation domain is then calculated from the mass distribution as an average over some small volume. Comparison with analytical solutions for a one-dimensional fixed-duration concentration pulse and for two-dimensional transport in an axisymmetric flow field indicate that the algorithm performs well. For a given level of accuracy the new method has lower computation times than the random walk particle method.
Resumo:
We present an improved nonlinear theory for the perpendicular transport of charged particles. This approach is based on an improved nonlinear treatment of field-line random walk in combination with a generalized compound diffusion model. The generalized compound diffusion model employed is more systematic and reliable, in comparison with previous theories. Furthermore, the theory shows remarkably good agreement with test-particle simulations and solar wind observations.
Resumo:
A nonperturbative nonlinear statistical approach is presented to describe turbulent magnetic systems embedded in a uniform mean magnetic field. A general formula in the form of an ordinary differential equation for magnetic field-line wandering (random walk) is derived. By considering the solution of this equation for different limits several new results are obtained. As an example, it is demonstrated that the stochastic wandering of magnetic field-lines in a two-component turbulence model leads to superdiffusive transport, contrary to an existing diffusive picture. The validity of quasilinear theory for field-line wandering is discussed, with respect to different turbulence geometry models, and previous diffusive results are shown to be deduced in appropriate limits.
Resumo:
The IntCal04 and Marine04 radiocarbon calibration curves have been updated from 12 cal kBP (cal kBP is here defined as thousands of calibrated years before AD 1950), and extended to 50 cal kBP, utilizing newly available data sets that meet the IntCal Working Group criteria for pristine corals and other carbonates and for quantification of uncertainty in both the 14C and calendar timescales as established in 2002. No change was made to the curves from 0-12 cal kBP. The curves were constructed using a Markov chain Monte Carlo (MCMC) implementation of the random walk model used for IntCal04 and Marine04. The new curves were ratified at the 20th International Radiocarbon Conference in June 2009 and are available in the Supplemental Material at www.radiocarbon.org.
Resumo:
This paper examines the finite sample properties of three testing regimes for the null hypothesis of a panel unit root against stationary alternatives in the presence of cross-sectional correlation. The regimes of Bai and Ng (2004), Moon and Perron (2004) and Pesaran (2007) are assessed in the presence of multiple factors and also other non-standard situations. The behaviour of some information criteria used to determine the number of factors in a panel is examined and new information criteria with improved properties in small-N panels proposed. An application to the efficient markets hypothesis is also provided. The null hypothesis of a panel random walk is not rejected by any of the tests, supporting the efficient markets hypothesis in the financial services sector of the Australian Stock Exchange.
Resumo:
This article applies the panel stationarity test with a break proposed by Hadri and Rao (2008) to examine whether 14 macroeconomic variables of OECD countries can be best represented as random walk or stationary fluctuations around a deterministic trend. In contrast to previous studies, based essentially on visual inspection of the break type or just applying the most general break model, we use a model selection procedure based on BIC. We do this for each time series so that heterogeneous break models are allowed for in the panel. Our results suggest, overwhelmingly, that if we account for a structural break, cross-sectional dependence and choose the break models to be congruent with the data, then the null of stationarity cannot be rejected for all the 14 macroeconomic variables examined in this article. This is in sharp contrast with the results obtained by Hurlin (2004), using the same data but a different methodology.
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Cellular response to radiation damage is made by a complex network of pathways and feedback loops whose spatiotemporal organization is still unclear despite its decisive role in determining the fate of the damaged cell. The single-cell approach and the high spatial resolution offered by microbeams provide the perfect tool to study and quantify the dynamic processes associated with the induction and repair of DNA damage. The soft X-ray microbeam has been used to follow the development of radiation induced foci in live cells by monitoring their size and intensity as a function of dose and time using yellow fluorescent protein (YFP) tagging techniques. Preliminary data indicate a delayed and linear rising of the intensity signal indicating a slow kinetic for the accumulation of DNA repair protein 53BP1. A slow and limited foci diffusion has also been observed. Further investigations are required to assess whatever such diffusion is consistent with a random walk pattern or if it is the result of a more structured lesion processing phenomenon. In conclusion, our data indicates that the use of microbeams coupled to live cell microscopy represent a sophisticated approach for visualizing and quantifying the dynamics changes of DNA proteins at the damaged sites.
Resumo:
We propose an exchange rate model that is a hybrid of the conventional specification with monetary fundamentals and the Evans–Lyons microstructure approach. We estimate a model augmented with order flow variables, using a unique data set: almost 100 monthly observations on interdealer order flow on dollar/euro and dollar/yen. The augmented macroeconomic, or “hybrid,” model exhibits greater in-sample stability and out of sample forecasting improvement vis-à-vis the basic macroeconomic and random walk specifications.
Resumo:
This paper concerns randomized leader election in synchronous distributed networks. A distributed leader election algorithm is presented for complete n-node networks that runs in O(1) rounds and (with high probability) takes only O(n-vlog3/2n) messages to elect a unique leader (with high probability). This algorithm is then extended to solve leader election on any connected non-bipartiten-node graph G in O(t(G)) time and O(t(G)n-vlog3/2n) messages, where t(G) is the mixing time of a random walk on G. The above result implies highly efficient (sublinear running time and messages) leader election algorithms for networks with small mixing times, such as expanders and hypercubes. In contrast, previous leader election algorithms had at least linear message complexity even in complete graphs. Moreover, super-linear message lower bounds are known for time-efficientdeterministic leader election algorithms. Finally, an almost-tight lower bound is presented for randomized leader election, showing that O(n-v) messages are needed for any O(1) time leader election algorithm which succeeds with high probability. It is also shown that O(n 1/3) messages are needed by any leader election algorithm that succeeds with high probability, regardless of the number of the rounds. We view our results as a step towards understanding the randomized complexity of leader election in distributed networks.
Resumo:
The IntCal09 and Marine09 radiocarbon calibration curves have been revised utilizing newly available and updated data sets from C measurements on tree rings, plant macrofossils, speleothems, corals, and foraminifera. The calibration curves were derived from the data using the random walk model (RWM) used to generate IntCal09 and Marine09, which has been revised to account for additional uncertainties and error structures. The new curves were ratified at the 21st International Radiocarbon conference in July 2012 and are available as Supplemental Material at www.radiocarbon.org. The database can be accessed at http://intcal.qub.ac.uk/intcal13/.