Convergence of the mass-transport steepest descent scheme for the sub-critical Patlak-Keller-Segel model

Variational steepest descent approximation schemes for the modified Patlak-Keller-Segel equation with a logarithmic interaction kernel in any dimension are considered. We prove the convergence of the suitably interpolated in time implicit Euler scheme, defined in terms of the Euclidean Wasserstein distance, associated to this equation for sub-critical masses. As a consequence, we recover the recent result about the global in time existence of weak-solutions to the modified Patlak-Keller-Segel equation for the logarithmic interaction kernel in any dimension in the sub-critical case. Moreover, we show how this method performs numerically in one dimension. In this particular case, this numerical scheme corresponds to a standard implicit Euler method for the pseudo-inverse of the cumulative distribution function. We demonstrate its capabilities to reproduce easily without the need of mesh-refinement the blow-up of solutions for super-critical masses.

Optimal latent period in a bacteriophage population model structured by infection-age

We study the lysis timing of a bacteriophage population by means of a continuously infection-age-structured population dynamics model. The features of the model are the infection process of bacteria, the natural death process, and the lysis process which means the replication of bacteriophage viruses inside bacteria and the destruction of them. We consider that the length of the lysis timing (or latent period) is distributed according to a general probability distribution function. We have carried out an optimization procedure and we have found the latent period corresponding to the maximal fitness (i.e. maximal growth rate) of the bacteriophage population.

Rockfall hazard and risk assessments along roads at a regional scale: Example in Swiss Alps

Unlike fragmental rockfall runout assessments, there are only few robust methods to quantify rock-mass-failure susceptibilities at regional scale. A detailed slope angle analysis of recent Digital Elevation Models (DEM) can be used to detect potential rockfall source areas, thanks to the Slope Angle Distribution procedure. However, this method does not provide any information on block-release frequencies inside identified areas. The present paper adds to the Slope Angle Distribution of cliffs unit its normalized cumulative distribution function. This improvement is assimilated to a quantitative weighting of slope angles, introducing rock-mass-failure susceptibilities inside rockfall source areas previously detected. Then rockfall runout assessment is performed using the GIS- and process-based software Flow-R, providing relative frequencies for runout. Thus, taking into consideration both susceptibility results, this approach can be used to establish, after calibration, hazard and risk maps at regional scale. As an example, a risk analysis of vehicle traffic exposed to rockfalls is performed along the main roads of the Swiss alpine valley of Bagnes.

Variability of North Atlantic hurricanes: seasonal versus individual-event features

Tropical cyclones are affected by a large number of climatic factors, which translates into complex patterns of occurrence. The variability of annual metrics of tropical-cyclone activity has been intensively studied, in particular since the sudden activation of the North Atlantic in the mid 1990’s. We provide first a swift overview on previous work by diverse authors about these annual metrics for the North-Atlantic basin, where the natural variability of the phenomenon, the existence of trends, the drawbacks of the records, and the influence of global warming have been the subject of interesting debates. Next, we present an alternative approach that does not focus on seasonal features but on the characteristics of single events [Corral et al., Nature Phys. 6, 693 (2010)]. It is argued that the individual-storm power dissipation index (PDI) constitutes a natural way to describe each event, and further, that the PDI statistics yields a robust law for the occurrence of tropical cyclones in terms of a power law. In this context, methods of fitting these distributions are discussed. As an important extension to this work we introduce a distribution function that models the whole range of the PDI density (excluding incompleteness effects at the smallest values), the gamma distribution, consisting in a powerlaw with an exponential decay at the tail. The characteristic scale of this decay, represented by the cutoff parameter, provides very valuable information on the finiteness size of the basin, via the largest values of the PDIs that the basin can sustain. We use the gamma fit to evaluate the influence of sea surface temperature (SST) on the occurrence of extreme PDI values, for which we find an increase around 50 % in the values of these basin-wide events for a 0.49 C SST average difference. Similar findings are observed for the effects of the positive phase of the Atlantic multidecadal oscillation and the number of hurricanes in a season on the PDI distribution. In the case of the El Niño Southern oscillation (ENSO), positive and negative values of the multivariate ENSO index do not have a significant effect on the PDI distribution; however, when only extreme values of the index are used, it is found that the presence of El Niño decreases the PDI of the most extreme hurricanes.

Statistical modeling on (α, +∞)

Observations in daily practice are sometimes registered as positive values larger then a given threshold α. The sample space is in this case the interval (α,+∞), α & 0, which can be structured as a real Euclidean space in different ways. This fact opens the door to alternative statistical models depending not only on the assumed distribution function, but also on the metric which is considered as appropriate, i.e. the way differences are measured, and thus variability

Nonparametric estimation of Value-at-Risk

A method to estimate an extreme quantile that requires no distributional assumptions is presented. The approach is based on transformed kernel estimation of the cumulative distribution function (cdf). The proposed method consists of a double transformation kernel estimation. We derive optimal bandwidth selection methods that have a direct expression for the smoothing parameter. The bandwidth can accommodate to the given quantile level. The procedure is useful for large data sets and improves quantile estimation compared to other methods in heavy tailed distributions. Implementation is straightforward and R programs are available.

Bandwidth allocation based on real time calculations using the convolution approach

This paper focuses on one of the methods for bandwidth allocation in an ATM network: the convolution approach. The convolution approach permits an accurate study of the system load in statistical terms by accumulated calculations, since probabilistic results of the bandwidth allocation can be obtained. Nevertheless, the convolution approach has a high cost in terms of calculation and storage requirements. This aspect makes real-time calculations difficult, so many authors do not consider this approach. With the aim of reducing the cost we propose to use the multinomial distribution function: the enhanced convolution approach (ECA). This permits direct computation of the associated probabilities of the instantaneous bandwidth requirements and makes a simple deconvolution process possible. The ECA is used in connection acceptance control, and some results are presented

Predictions from information-theoretical models of nonequilibrium radiation

The radiation distribution function used by Domínguez and Jou [Phys. Rev. E 51, 158 (1995)] has been recently modified by Domínguez-Cascante and Faraudo [Phys. Rev. E 54, 6933 (1996)]. However, in these studies neither distribution was written in terms of directly measurable quantities. Here a solution to this problem is presented, and we also propose an experiment that may make it possible to determine the distribution function of nonequilibrium radiation experimentally. The results derived do not depend on a specific distribution function for the matter content of the system

Determining the best population-level alcohol consumption model and its impact on estimates of alcohol-attributable harms.

BACKGROUND: The goals of our study are to determine the most appropriate model for alcohol consumption as an exposure for burden of disease, to analyze the effect of the chosen alcohol consumption distribution on the estimation of the alcohol Population- Attributable Fractions (PAFs), and to characterize the chosen alcohol consumption distribution by exploring if there is a global relationship within the distribution. METHODS: To identify the best model, the Log-Normal, Gamma, and Weibull prevalence distributions were examined using data from 41 surveys from Gender, Alcohol and Culture: An International Study (GENACIS) and from the European Comparative Alcohol Study. To assess the effect of these distributions on the estimated alcohol PAFs, we calculated the alcohol PAF for diabetes, breast cancer, and pancreatitis using the three above-named distributions and using the more traditional approach based on categories. The relationship between the mean and the standard deviation from the Gamma distribution was estimated using data from 851 datasets for 66 countries from GENACIS and from the STEPwise approach to Surveillance from the World Health Organization. RESULTS: The Log-Normal distribution provided a poor fit for the survey data, with Gamma and Weibull distributions providing better fits. Additionally, our analyses showed that there were no marked differences for the alcohol PAF estimates based on the Gamma or Weibull distributions compared to PAFs based on categorical alcohol consumption estimates. The standard deviation of the alcohol distribution was highly dependent on the mean, with a unit increase in alcohol consumption associated with a unit increase in the mean of 1.258 (95% CI: 1.223 to 1.293) (R2 = 0.9207) for women and 1.171 (95% CI: 1.144 to 1.197) (R2 = 0. 9474) for men. CONCLUSIONS: Although the Gamma distribution and the Weibull distribution provided similar results, the Gamma distribution is recommended to model alcohol consumption from population surveys due to its fit, flexibility, and the ease with which it can be modified. The results showed that a large degree of variance of the standard deviation of the alcohol consumption Gamma distribution was explained by the mean alcohol consumption, allowing for alcohol consumption to be modeled through a Gamma distribution using only average consumption.

Buy-and-Hold Strategies and Comonotonic Approximations

[cat] En aquest article estudiem estratègies “comprar i mantenir” per a problemes d’optimitzar la riquesa final en un context multi-període. Com que la riquesa final és una suma de variables aleatòries dependents, on cadascuna d’aquestes correspon a una quantitat de capital que s’ha invertit en un actiu particular en una data determinada, en primer lloc considerem aproximacions que redueixen l’aleatorietat multivariant al cas univariant. A continuació, aquestes aproximacions es fan servir per determinar les estratègies “comprar i mantenir” que optimitzen, per a un nivell de probabilitat donat, el VaR i el CLTE de la funció de distribució de la riquesa final. Aquest article complementa el treball de Dhaene et al. (2005), on es van considerar estratègies de reequilibri constant.

Energy and structure of dilute hard- and soft-sphere gases

The energy and structure of dilute hard- and soft-sphere Bose gases are systematically studied in the framework of several many-body approaches, such as the variational correlated theory, the Bogoliubov model, and the uniform limit approximation, valid in the weak-interaction regime. When possible, the results are compared with the exact diffusion Monte Carlo ones. Jastrow-type correlation provides a good description of the systems, both hard- and soft-spheres, if the hypernetted chain energy functional is freely minimized and the resulting Euler equation is solved. The study of the soft-sphere potentials confirms the appearance of a dependence of the energy on the shape of the potential at gas paremeter values of x~0.001. For quantities other than the energy, such as the radial distribution functions and the momentum distributions, the dependence appears at any value of x. The occurrence of a maximum in the radial distribution function, in the momentum distribution, and in the excitation spectrum is a natural effect of the correlations when x increases. The asymptotic behaviors of the functions characterizing the structure of the systems are also investigated. The uniform limit approach is very easy to implement and provides a good description of the soft-sphere gas. Its reliability improves when the interaction weakens.

Diffusion in spatially and temporarily inhomogeneous media

In this paper we consider diffusion of a passive substance C in a temporarily and spatially inhomogeneous two-dimensional medium. As a realization for the latter we choose a phase-separating medium consisting of two substances A and B, whose dynamics is determined by the Cahn-Hilliard equation. Assuming different diffusion coefficients of C in A and B, we find that the variance of the distribution function of the said substance grows less than linearly in time. We derive a simple identity for the variance using a probabilistic ansatz and are then able to identify the interface between A and B as the main cause for this nonlinear dependence. We argue that, finally, for very large times the here temporarily dependent diffusion "constant" goes like t-1/3 to a constant asymptotic value D¿. The latter is calculated approximately by employing the effective-medium approximation and by fitting the simulation data to the said time dependence.

Ground-state properties of a dilute homogeneous Bose gas of hard disks in two dimensions

The energy and structure of a dilute hard-disks Bose gas are studied in the framework of a variational many-body approach based on a Jastrow correlated ground-state wave function. The asymptotic behaviors of the radial distribution function and the one-body density matrix are analyzed after solving the Euler equation obtained by a free minimization of the hypernetted chain energy functional. Our results show important deviations from those of the available low density expansions, already at gas parameter values x~0.001 . The condensate fraction in 2D is also computed and found generally lower than the 3D one at the same x.

Heat fluctuations in Brownian transducers

The heat fluctuation probability distribution function in Brownian transducers operating between two heat reservoirs is studied. We find, both analytically and numerically, that the recently proposed fluctuation theorem for heat exchange [C. Jarzynski and D. K. Wojcik, Phys. Rev. Lett. 92, 230602 (2004)] has to be applied carefully when the coupling mechanism between both baths is considered. We also conjecture how to extend such a relation when an external work is present.

Neutron diffraction analysis on FINEMET alloys

Neutron diffraction has been used to study in situ the nanocrystallization process of Fe73.5Cu1Nb3Si22.5-xBx (x = 5, 9, and 12) amorphous alloys. Nanocrystallization results in a decrease of both the silicon content and the grain size of the Fe(Si) phase with increasing value of x. By comparing the radial distribution function peak areas with those predicted for ideal bcc and DO3 structure, it can be concluded that the ordering in DO3 Fe(Si) crystals increases with the silicon content.