Stochastic lattice model describing a vector-borne disease

We employ the approach of stochastic dynamics to describe the dissemination of vector-borne diseases such as dengue, and we focus our attention on the characterization of the threshold of the epidemic. The coexistence space comprises two representative spatial structures for both human and mosquito populations. The human population has its evolution described by a process that is similar to the Susceptible-Infected-Recovered (SIR) dynamics. The population of mosquitoes follows a dynamic of the type of the Susceptible Infected-Susceptible (SIS) model. The coexistence space is a bipartite lattice constituted by two structures representing the human and mosquito populations. We develop a truncation scheme to solve the evolution equations for the densities and the two-site correlations from which we get the threshold of the disease and the reproductive ratio. We present a precise deØnition of the reproductive ratio which reveals the importance of the correlations developed in the early stage of the disease. According to our deØnition, the reproductive rate is directed related to the conditional probability of the occurrence of a susceptible human (mosquito) given the presence in the neighborhood of an infected mosquito (human). The threshold of the epidemic as well as the phase transition between the epidemic and the non-epidemic states are also obtained by performing Monte Carlo simulations. References: [1] David R. de Souza, T^ania Tom∂e, , Suani R. T. Pinho, Florisneide R. Barreto and M∂ario J. de Oliveira, Phys. Rev. E 87, 012709 (2013). [2] D. R. de Souza, T. Tom∂e and R. M. ZiÆ, J. Stat. Mech. P03006 (2011).

Stochastic lattice gas model describing the dynamics of the SIRS epidemic process

We study a stochastic process describing the onset of spreading dynamics of an epidemic in a population composed of individuals of three classes: susceptible (S), infected (I), and recovered (R). The stochastic process is defined by local rules and involves the following cyclic process: S -> I -> R -> S (SIRS). The open process S -> I -> R (SIR) is studied as a particular case of the SIRS process. The epidemic process is analyzed at different levels of description: by a stochastic lattice gas model and by a birth and death process. By means of Monte Carlo simulations and dynamical mean-field approximations we show that the SIRS stochastic lattice gas model exhibit a line of critical points separating the two phases: an absorbing phase where the lattice is completely full of S individuals and an active phase where S, I and R individuals coexist, which may or may not present population cycles. The critical line, that corresponds to the onset of epidemic spreading, is shown to belong in the directed percolation universality class. By considering the birth and death process we analyze the role of noise in stabilizing the oscillations. (C) 2009 Elsevier B.V. All rights reserved.

CRITICAL BEHAVIOR AND THRESHOLD OF COEXISTENCE OF A PREDATOR-PREY STOCHASTIC MODEL IN A 2D LATTICE

We investigate the critical behavior of a stochastic lattice model describing a predator-prey system. By means of Monte Carlo procedure we simulate the model defined on a regular square lattice and determine the threshold of species coexistence, that is, the critical phase boundaries related to the transition between an active state, where both species coexist and an absorbing state where one of the species is extinct. A finite size scaling analysis is employed to determine the order parameter, order parameter fluctuations, correlation length and the critical exponents. Our numerical results for the critical exponents agree with those of the directed percolation universality class. We also check the validity of the hyperscaling relation and present the data collapse curves.

Glassy states in the stochastic Potts model

We have studied by numerical simulations the relaxation of the stochastic seven-state Potts model after a quench from a high temperature down to a temperature below the first-order transition. For quench temperatures just below the transition temperature the phase ordering occurs by simple coarsening under the action of surface tension. For sufficient low temperatures however the straightening of the interface between domains drives the system toward a metastable disordered state, identified as a glassy state. Escaping from this state occurs, if the quench temperature is nonzero, by a thermal activated dynamics that eventually drives the system toward the equilibrium state. (C) 2009 Elsevier B.V. All rights reserved.

Exact field-driven interface dynamics in the two-dimensional stochastic Ising model with helicoidal boundary conditions

We investigate the interface dynamics of the two-dimensional stochastic Ising model in an external field under helicoidal boundary conditions. At sufficiently low temperatures and fields, the dynamics of the interface is described by an exactly solvable high-spin asymmetric quantum Hamiltonian that is the infinitesimal generator of the zero range process. Generally, the critical dynamics of the interface fluctuations is in the Kardar-Parisi-Zhang universality class of critical behavior. We remark that a whole family of RSOS interface models similar to the Ising interface model investigated here can be described by exactly solvable restricted high-spin quantum XXZ-type Hamiltonians. (C) 2012 Elsevier B.V. All rights reserved.

A stochastic spatially structured epidemic model with diffusive processes

We developed a stochastic lattice model to describe the vector-borne disease (like yellow fever or dengue). The model is spatially structured and its dynamical rules take into account the diffusion of vectors. We consider a bipartite lattice, forming a sub-lattice of human and another occupied by mosquitoes. At each site of lattice we associate a stochastic variable that describes the occupation and the health state of a single individual (mosquito or human). The process of disease transmission in the human population follows a similar dynamic of the Susceptible-Infected-Recovered model (SIR), while the disease transmission in the mosquito population has an analogous dynamic of the Susceptible-Infected-Susceptible model (SIS) with mosquitos diffusion. The occurrence of an epidemic is directly related to the conditional probability of occurrence of infected mosquitoes (human) in the presence of susceptible human (mosquitoes) on neighborhood. The probability of diffusion of mosquitoes can facilitate the formation of pairs Susceptible-Infected enabling an increase in the size of the epidemic. Using an asynchronous dynamic update, we study the disease transmission in a population initially formed by susceptible individuals due to the introduction of a single mosquito (human) infected. We find that this model exhibits a continuous phase transition related to the existence or non-existence of an epidemic. By means of mean field approximations and Monte Carlo simulations we investigate the epidemic threshold and the phase diagram in terms of the diffusion probability and the infection probability.

A heterogeneous computing approach to simulation of the Heston Stochastic Volatility Model

Stochastic volatility models are of fundamental importance to the pricing of derivatives. One of the most commonly used models of stochastic volatility is the Heston Model in which the price and volatility of an asset evolve as a pair of coupled stochastic differential equations. The computation of asset prices and volatilities involves the simulation of many sample trajectories with conditioning. The problem is treated using the method of particle filtering. While the simulation of a shower of particles is computationally expensive, each particle behaves independently making such simulations ideal for massively parallel heterogeneous computing platforms. In this paper, we present our portable Opencl implementation of the Heston model and discuss its performance and efficiency characteristics on a range of architectures including Intel cpus, Nvidia gpus, and Intel Many-Integrated-Core (mic) accelerators.

Verification of the applicability of lattice model to concrete fracture by AE study

Notched three-point bend specimens (TPB) were tested under crack mouth opening displacement (CMOD) control at a rate of 0.0004 mm/s and the entire fracture process was simulated using a regular triangular two-dimensional lattice network only over the expected fracture proces zone width. The rest of the beam specimen was discretised by a coarse triangular finite element mesh. The discrete grain structure of the concrete was generated assuming the grains to be spherical. The load versus CMOD plots thus simulated agreed reasonably well with the experimental results. Moreover, acoustic emission (AE) hits were recorded during the test and compared with the number of fractured lattice elements. It was found that the cumulative AE hits correlated well with the cumulative fractured lattice elements at all load levels thus providing a useful means for predicting when the micro-cracks form during the fracturing process, both in the pre-peak and in the post-peak regimes.

Sponge phase transitions from a lattice model

We use Monte Carlo simulations to obtain thermodynamic functions and correlation functions in a lattice model we propose for sponge phases. We demonstrate that the surface-density correlation function dominates the scattering only along the symmetric-sponge (SS) to asymmetric-sponge (AS) phase boundary but not the boundary between the sponge-with-free-edges (SFE) and symmetric-sponge phases. At this second thermodynamic transition the scattering is dominated instead by an edge-density (or seam-density) correlation function. This prediction provides an unambiguous diagnostic for experiments in search of the SS-SFE transition.

Lattice model for rapidly folding protein-like heteropolymers

Protein folding is a relatively fast process considering the astronomical number of conformations in which a protein could find itself. Within the framework of a lattice model, we show that one can design rapidly folding sequences by assigning the strongest attractive couplings to the contacts present in a target native state, Our protein design can be extended to situations with both attractive and repulsive contacts. Frustration is minimized by ensuring that all the native contacts are again strongly attractive. Strikingly, this ensures the inevitability of folding and accelerates the folding process by an order of magnitude, The evolutionary implications of our findings are discussed.

Mean field lattice model for adsorption isotherms in zeolite NaA

Using a lattice model for adsorption in microporous materials, pure component adsorption isotherms are obtained within a mean field approximation for methane at 300 K and xenon at 300 and 360 K in zeolite NaA. It is argued that the increased repulsive adsorbate-adsorbate interactions at high coverages must play an important role in determining the adsorption behavior. Therefore, this feature is incorporated through a "coverage-dependent interaction'' model, which introduces a free, adjustable parameter. Another important feature, the site volume reduction, has been treated in two ways: a van der Waal model and a 1D hard-rod theory [van Tassel et al., AIChE J. 40, 925 (1994)]; we have also generalized the latter to include all possible adsorbate overlap scenarios. In particular, the 1D hard-rod model, with our coverage-dependent interaction model, is shown to be in best quantitative agreement with the previous grand canonical Monte Carlo isotherms. The expressions for the isosteric heats of adsorption indicate that attractive and repulsive adsorbate-adsorbate interactions increase and decrease the heats of adsorption, respectively. It is concluded that within the mean field approximation, our simple model for repulsive interactions and the 1D hard-rod model for site volume reduction are able to capture most of the important features of adsorption in confined regions. (C) 1999 American Institute of Physics. [S0021-9606(99)70515-5].

Phase diagram of a two-species lattice model with a linear instability

We discuss the properties of a one-dimensional lattice model of a driven system with two species of particles in which the mobility of one species depends on the density of the other. This model was introduced by Lahiri and Ramaswamy (Phys. Rev. Lett., 79, 1150 (1997)) in the context of sedimenting colloidal crystals, and its continuum version was shown to exhibit an instability arising from linear gradient couplings. In this paper we review recent progress in understanding the full phase diagram of the model. There are three phases. In the first, the steady state can be determined exactly along a representative locus using the condition of detailed balance. The system shows phase separation of an exceptionally robust sort, termed strong phase separation, which survives at all temperatures. The second phase arises in the threshold case where the first species evolves independently of the second, but the fluctuations of the first influence the evolution of the second, as in the passive scalar problem. The second species then shows phase separation of a delicate sort, in which long-range order coexists with fluctuations which do not damp down in the large-size limit. This fluctuation-dominated phase ordering is associated with power law decays in cluster size distributions and a breakdown of the Porod law. The third phase is one with a uniform overall density, and along a representative locus the steady state is shown to have product measure form. Density fluctuations are transported by two kinematic waves, each involving both species and coupled at the nonlinear level. Their dissipation properties are governed by the symmetries of these couplings, which depend on the overall densities. In the most interesting case,, the dissipation of the two modes is characterized by different critical exponents, despite the nonlinear coupling.

Modified lattice model for mode-I fracture analysis of notched plain concrete beam using probabilistic approach

A modified lattice model using finite element method has been developed to study the mode-I fracture analysis of heterogeneous materials like concrete. In this model, the truss members always join at points where aggregates are located which are modeled as plane stress triangular elements. The truss members are given the properties of cement mortar matrix randomly, so as to represent the randomness of strength in concrete. It is widely accepted that the fracture of concrete structures should not be based on strength criterion alone, but should be coupled with energy criterion. Here, by incorporating the strain softening through a parameter ‘α’, the energy concept is introduced. The softening branch of load-displacement curves was successfully obtained. From the sensitivity study, it was observed that the maximum load of a beam is most sensitive to the tensile strength of mortar. It is seen that by varying the values of properties of mortar according to a normal random distribution, better results can be obtained for load-displacement diagram.