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At least 541 records · Page 30

Large deviations in stochastic heat-conduction processes provide a gradient-flow structure for heat conduction

We consider three one-dimensional continuous-time Markov processes on a lattice, each of which models the conduction of heat: the family of Brownian Energy Processes with parameter m (BEP(m)), a Generalized Brownian Energy Process, and the Kipnis-Marchioro-Presutti (KMP) process. The hydrodynamic limit of each of these three processes is a parabolic equation, the linear heat equation in the case of the BEP(m) and the KMP, and a nonlinear heat equation for the Generalized Brownian Energy Process with parameter a (GBEP(a)). We prove the hydrodynamic limit rigorously for the BEP(m), and give a formal derivation for the GBEP(a). We then formally derive the pathwise large-deviation rate functional for the empirical measure of the three processes. These rate functionals imply gradient-flow structures for the limiting linear and nonlinear heat equations. We contrast these gradient-flow structures with those for processes describing the diffusion of mass, most importantly the class of Wasserstein gradient-flow systems. The linear and nonlinear heat-equation gradient-flow structures are each driven by entropy terms of the form -log ρ; they involve dissipation or mobility terms of order ρ² for the linear heat equation, and a nonlinear function of ρ for the nonlinear heat equation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Generalized Metropolis acceptance criterion for hybrid non-equilibrium molecular dynamics—Monte Carlo simulations

A family of hybrid simulation methods that combines the advantages of Monte Carlo (MC) with the strengths of classical molecular dynamics (MD) consists in carrying out short non-equilibrium MD (neMD) trajectories to generate new configurations that are subsequently accepted or rejected via an MC process. In the simplest case where a deterministic dynamic propagator is used to generate the neMD trajectories, the familiar Metropolis acceptance criterion based on the change in the total energy ΔE, min[1, exp( − βΔE)], guarantees that the hybrid algorithm will yield the equilibrium Boltzmann distribution. However, the functional form of the acceptance probability is more complex when the non-equilibrium switching process is generated via a non-deterministic stochastic dissipative propagator coupled to a heat bath. Here, we clarify the conditions under which the Metropolis criterion remains valid to rigorously yield a proper equilibrium Boltzmann distribution within hybrid neMD-MC algorithm.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Nonadiabatic transition paths from quantum jump trajectories

We present a means of studying rare reactive pathways in open quantum systems using transition path theory and ensembles of quantum jump trajectories. This approach allows for the elucidation of reactive paths for dissipative, nonadiabatic dynamics when the system is embedded in a Markovian environment. Here, we detail the dominant pathways and rates of thermally activated processes and the relaxation pathways and photoyields following vertical excitation in a minimal model of a conical intersection. We find that the geometry of the conical intersection affects the electronic character of the transition state as defined through a generalization of a committor function for a thermal barrier crossing event. Similarly, the geometry changes the mechanism of relaxation following a vertical excitation. Relaxation in models resulting from small diabatic coupling proceeds through pathways dominated by pure dephasing, while those with large diabatic coupling proceed through pathways limited by dissipation. The perspective introduced here for the nonadiabatic dynamics of open quantum systems generalizes classical notions of reactive paths to fundamentally quantum mechanical processes.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Dengue virus replicates and accumulates in Aedes aegypti salivary glands

Dengue virus (DENV) is an RNA virus transmitted among humans by mosquito vectors, mainly Aedes aegypti. DENV transmission requires viral dissemination from the mosquito midgut to the salivary glands. During this process the virus undergoes several population bottlenecks, which are stochastic reductions in population size that restrict intra-host viral genetic diversity and limit the efficiency of natural selection. Despite the implications for virus transmission and evolution, DENV replication in salivary glands has not been directly demonstrated. Here, we used a strand-specific quantitative RT-PCR assay to demonstrate that negative-strand DENV RNA is produced in Ae. aegypti salivary glands, providing conclusive evidence that viral replication occurs in this tissue. Furthermore, we showed that the concentration of DENV genomic RNA in salivary glands increases significantly over time, indicating that active replication likely replenishes DENV genetic diversity prior to transmission. These findings improve our understanding of the biological determinants of DENV fitness and evolution. - Highlights: •Strand-specific RT-qPCR allows accurate quantification of DENV (-) RNA in mosquito tissues. •Detection of DENV (-) RNA in salivary glands provides evidence of viral replication in this tissue. •Viral replication in salivary glands likely replenishes DENV genetic diversity prior to transmission.

60 APPLIED LIFE SCIENCES↗

Signatures of quantum radiation reaction in laser-electron-beam collisions

Electron dynamics in the collision of an electron beam with a high-intensity focused ultrashort laser pulse are investigated using three-dimensional QED particle-in-cell (PIC) simulations, and the results are compared with those calculated by classical Landau and Lifshitz PIC simulations. Significant differences are observed from the angular dependence of the electron energy distribution patterns for the two different approaches, because photon emission is no longer well approximated by a continuous process in the quantum radiation-dominated regime. The stochastic nature of photon emission results in strong signatures of quantum radiation-reaction effects under certain conditions. We show that the laser spot size and duration greatly influence these signatures due to the competition of QED effects and the ponderomotive force, which is well described in the classical approximation. The clearest signatures of quantum radiation reaction are found in the limit of large laser spots and few cycle pulse durations.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Tempered fractional calculus

Fractional derivatives and integrals are convolutions with a power law. Multiplying by an exponential factor leads to tempered fractional derivatives and integrals. Tempered fractional diffusion equations, where the usual second derivative in space is replaced by a tempered fractional derivative, govern the limits of random walk models with an exponentially tempered power law jump distribution. The limiting tempered stable probability densities exhibit semi-heavy tails, which are commonly observed in finance. Tempered power law waiting times lead to tempered fractional time derivatives, which have proven useful in geophysics. The tempered fractional derivative or integral of a Brownian motion, called a tempered fractional Brownian motion, can exhibit semi-long range dependence. The increments of this process, called tempered fractional Gaussian noise, provide a useful new stochastic model for wind speed data. A tempered fractional difference forms the basis for numerical methods to solve tempered fractional diffusion equations, and it also provides a useful new correlation model in time series.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Microscopic Theory of Fluctuating Hydrodynamics in Nonlinear Lattices

The theory of fluctuating hydrodynamics has been an important tool for analyzing macroscopic behavior in nonlinear lattices. However, despite its practical success, its microscopic derivation is still incomplete. In this work, we provide the microscopic derivation of fluctuating hydrodynamics, using the coarse-graining and projection technique; the equivalence of ensembles turns out to be critical. The Green-Kubo (GK)-like formula for the bare transport coefficients are presented in a numerically computable form. Our numerical simulations show that the bare transport coefficients exist for a sufficiently large but finite coarse-graining length in the infinite lattice within the framework of the GK-like formula. Finally, this demonstrates that the bare transport coefficients uniquely exist for each physical system.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Fracton Hydrodynamics without Time-Reversal Symmetry

Here, we present an effective field theory for the nonlinear fluctuating hydrodynamics of a single conserved charge with or without time-reversal symmetry, based on the Martin-Siggia-Rose formalism. Applying this formalism to fluids with only charge and multipole conservation, and with broken time-reversal symmetry, we predict infinitely many new dynamical universality classes, including some with arbitrarily large upper critical dimensions. Using large scale simulations of classical Markov chains, we find numerical evidence for a breakdown of hydrodynamics in quadrupole-conserving models with broken time-reversal symmetry in one spatial dimension. Our framework can be applied to the hydrodynamics around stationary states of open systems, broadening the applicability of previously developed ideas and methods to a wide range of systems in driven and active matter.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Temporal Coarse Graining for Classical Stochastic Noise in Quantum Systems

Simulations of quantum systems with Hamiltonian classical stochastic noise can be challenging when the noise exhibits temporal correlations over a multitude of time scales, such as for 1/f noise in solid-state quantum information processors. Here we present an approach for simulating Hamiltonian classical stochastic noise that performs temporal coarse-graining by effectively integrating out the high-frequency components of the noise. We focus on the case where the stochastic noise can be expressed as a sum of Ornstein-Uhlenbeck processes. Temporal coarse-graining is then achieved by conditioning the stochastic process on a coarse realization of the noise, expressing the conditioned stochastic process in terms of a sum of smooth, deterministic functions and bridge processes with boundaries fixed at zero, and performing the ensemble average over the bridge processes. For Ornstein-Uhlenbeck processes, the deterministic components capture all dependence on the coarse realization, and the stochastic bridge processes are not only independent but taken from the same distribution with correlators that can be expressed analytically, allowing the associated noise propagators to be precomputed once for all simulations. This combination of noise trajectories on a coarse time grid and ensemble averaging over bridge processes has practical advantages, such as a simple concatenation rule, that we highlight with numerical examples.

Albash, Tameem [Sandia National Lab. (SNL-NM), Alb↗

Filtering with Marked Point Process Observations via Poisson Chaos Expansion

We study a general filtering problem with marked point process observations. The motivation comes from modeling financial ultra-high frequency data. First, we rigorously derive the unnormalized filtering equation with marked point process observations under mild assumptions, especially relaxing the bounded condition of stochastic intensity. Then, we derive the Poisson chaos expansion for the unnormalized filter. Based on the chaos expansion, we establish the uniqueness of solutions of the unnormalized filtering equation. Moreover, we derive the Poisson chaos expansion for the unnormalized filter density under additional conditions. To explore the computational advantage, we further construct a new consistent recursive numerical scheme based on the truncation of the chaos density expansion for a simple case. The new algorithm divides the computations into those containing solely system coefficients and those including the observations, and assign the former off-line.

97 MATHEMATICS AND COMPUTING↗

A novel stochastic modeling method to simulate cooling loads in residential districts

District cooling systems are widely used in urban residential communities in China. Most of such systems are oversized, which leads to wasted investment, low operational efficiency and, thus, waste of energy. The accurate prediction of district cooling loads that can support the rightsizing of cooling plant equipment remains a challenge. This study develops a novel stochastic modeling method that consists of (1) six prototype house models representing most apartments in a district, (2) occupant behavior models of residential buildings reflecting their spatial and temporal diversity as well as their complexity based on a large-scale residential survey in China, and (3) a stochastic sampling process to represent all apartments and occupants in the district. The stochastic method was applied to a case study using the Designer's Simulation Toolkit (DeST) to simulate the cooling loads of a residential district in Wuhan, China. The simulation results agreed well with the measured data based on five performance metrics representing the aggregated cooling consumption, the peak cooling loads, the spatial load distribution, the temporal load distribution and the load profiles. Two prevalent simulation methods were also employed to simulate the district cooling loads. Here, the results showed that oversimplified assumptions about occupant behavior could lead to significant overestimation of the peak cooling load and the total cooling loads in the district. Future work will aim to simplify the workflow and data requirements of the stochastic method for its application, and to explore its use in predicting district heating loads and in commercial or mixed-use districts.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Hybrid finite element and Brownian dynamics method for charged particles

Diffusion is often the rate-determining step in many biological processes. Currently, the two main computational methods for studying diffusion are stochastic methods, such as Brownian dynamics, and continuum methods, such as the finite element method. A previous study introduced a new hybrid diffusion method that couples the strengths of each of these two methods, but was limited by the lack of interactions among the particles; the force on each particle had to be from an external field. This study further develops the method to allow charged particles. The method is derived for a general multidimensional system and is presented using a basic test case for a one-dimensional linear system with one charged species and a radially symmetric system with three charged species.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Estimation of stochastic volatility with long memory for index prices of FTSE Bursa Malaysia KLCI

In recent years, modeling in long memory properties or fractionally integrated processes in stochastic volatility has been applied in the financial time series. A time series with structural breaks can generate a strong persistence in the autocorrelation function, which is an observed behaviour of a long memory process. This paper considers the structural break of data in order to determine true long memory time series data. Unlike usual short memory models for log volatility, the fractional Ornstein-Uhlenbeck process is neither a Markovian process nor can it be easily transformed into a Markovian process. This makes the likelihood evaluation and parameter estimation for the long memory stochastic volatility (LMSV) model challenging tasks. The drift and volatility parameters of the fractional Ornstein-Unlenbeck model are estimated separately using the least square estimator (lse) and quadratic generalized variations (qgv) method respectively. Finally, the empirical distribution of unobserved volatility is estimated using the particle filtering with sequential important sampling-resampling (SIR) method. The mean square error (MSE) between the estimated and empirical volatility indicates that the performance of the model towards the index prices of FTSE Bursa Malaysia KLCI is fairly well.

97 MATHEMATICS AND COMPUTING↗

Anatomical noise in contrast-enhanced digital mammography. Part I. Single-energy imaging

Purpose: The use of an intravenously injected iodinated contrast agent could help increase the sensitivity of digital mammography by adding information on tumor angiogenesis. Two approaches have been made for clinical implementation of contrast-enhanced digital mammography (CEDM), namely, single-energy (SE) and dual-energy (DE) imaging. In each technique, pairs of mammograms are acquired, which are then subtracted with the intent to cancel the appearance of healthy breast tissue to permit sensitive detection and specific characterization of lesions. Patterns of contrast agent uptake in the healthy parenchyma, and uncanceled signal from background tissue create a 'clutter' that can mask or mimic an enhancing lesion. This type of 'anatomical noise' is often the limiting factor in lesion detection tasks, and thus, noise quantification may be useful for cascaded systems analysis of CEDM and for phantom development. In this work, the authors characterize the anatomical noise in CEDM clinical images and the authors evaluate the influence of the x-ray energy used for acquisition, the presence of iodine in the breast, and the timing of imaging postcontrast administration on anatomical noise. The results are presented in a two-part report, with SE CEDM described here, and DE CEDM in Part II. Methods: A power law is used to model anatomical noise in CEDM images. The exponent, {beta}, which describes the anatomical structure, and the constant {alpha}, which represents the magnitude of the noise, are determined from Wiener spectra (WS) measurements on images. A total of 42 SE CEDM cases from two previous clinical pilot studies are assessed. The parameters {alpha} and {beta} are measured both from unprocessed images and from subtracted images. Results: Consistent results were found between the two SE CEDM pilot studies, where a significant decrease in {beta} from a value of approximately 3.1 in the unprocessed images to between about 1.1 and 1.8 in the subtracted images was observed. Increasing the x-ray energy from that used in conventional DM to those of typical SE CEDM spectra with mean energies above 33 keV significantly decreased {alpha} by about a factor of 19, in agreement with theory. Compared to precontrast images, in the unprocessed postcontrast images at 30 s postinjection, {alpha} was larger by about 7.4 Multiplication-Sign 10{sup -7} mm{sup 2} and {beta} was decreased by 0.2. While {alpha} did not vary significantly with the time after contrast administration, {beta} from the unprocessed image WS increased linearly, and {beta} from subtracted image WS increased with an initial quadratic relationship that plateaued by about 5 min postinjection. Conclusions: The presence of an iodinated contrast agent in the breast produced small, but significant changes in the power law parameters of unprocessed CEDM images compared to the precontrast images. Image subtraction in SE CEDM significantly reduced anatomical noise compared to conventional DM, with a reduction in both {alpha} and {beta} by about a factor of 2. The data presented here, and in Part II of this work, will be useful for modeling of CEDM backgrounds, for systems characterization and for lesion detectability experiments using models that account for anatomical noise.

60 APPLIED LIFE SCIENCES↗

Game-Theoretic Modeling of Vegetation Composition, Structure, and Dynamics: Physical Constraints, Fundamental Processes, and Emergent Properties

Vegetation structural and compositional dynamics emerge from plant physiological and demographic processes, individual-based competition, vegetation-soil feedbacks, and environmental variations and disturbance events. Predicting long-term changes in vegetation requires scaling plant individual behavior to large scale ecosystem processes. In this presentation, we summarize our studies in the modeling of vegetation demographic processes, competitively dominant plant traits, plant hydraulic processes, and stochastic disturbance effects on ecosystems, and illustrate the roles of the underlying ecological processes and eco-evolutionary optimization in vegetation modeling. With the case studies of evolutionarily stable strategy of allocation, leaf traits, and plant hydraulic processes, we show how the ecosystem processes and vegetation dynamics are determined by the individual-based plant competition and variations of soil and climate conditions. The predictions of ecosystem carbon dynamics can be greatly different with those from the traditional “single-tree” models. We also discuss the tradeoffs of plant traits and evolutionarily optimal strategies in the modeling of terrestrial ecosystem dynamics in an Earth system model.

vegetation models↗

Stochastic decision analysis

Small space flight project design at NASA Langley Research Center goes through a multi-phase process from preliminary analysis to flight operations. The process insures that each system achieves its technical objectives with demonstrated quality and within planned budgets and schedules. A key technical component of early phases is decision analysis, which is a structure procedure for determining the best of a number of feasible concepts based upon project objectives. Feasible system concepts are generated by the designers and analyzed for schedule, cost, risk, and technical measures. Each performance measure value is normalized between the best and worst values and a weighted average score of all measures is calculated for each concept. The concept(s) with the highest scores are retained, while others are eliminated from further analysis. This project automated and enhanced the decision analysis process. Automation of the decision analysis process was done by creating a user-friendly, menu-driven, spreadsheet macro based decision analysis software program. The program contains data entry dialog boxes, automated data and output report generation, and automated output chart generation. The enhancements to the decision analysis process permit stochastic data entry and analysis. Rather than enter single measure values, the designers enter the range and most likely value for each measure and concept. The data can be entered at the system or subsystem level. System level data can be calculated as either sum, maximum, or product functions of the subsystem data. For each concept, the probability distributions are approximated for each measure and the total score for each concept as either constant, triangular, normal, or log-normal distributions. Based on these distributions, formulas are derived for the probability that the concept meets any given constraint, the probability that the concept meets all constraints, and the probability that the concept is within a given amount of the best score. Formulas are also derived for the probability that one concept's total score is within a given amount of a second concept's total score. These probabilistic calculations provide more realistic data entry and output information for designers, enabling designers to better determine which concepts to eliminate and which concepts to retain at the decision points of each design phase.

Lacksonen, Thomas A.↗

Stochasticity in microbiology: managing unpredictability to reach the Sustainable Development Goals

Pure (single) cultures of microorganisms and mixed microbial communities (microbiomes) have been important for centuries in providing renewable energy, clean water and food products to human society and will continue to play a crucial role to pursue the Sustainable Development Goals. To use microorganisms effectively, microbial engineered processes require adequate control. Microbial communities are shaped by manageable deterministic processes, but also by stochastic processes, which can promote unforeseeable variations and adaptations. Here, we highlight the impact of stochasticity in single culture and microbiome engineering. First, we discuss the concepts and mechanisms of stochasticity in relation to microbial ecology of single cultures and microbiomes. Second, we discuss the consequences of stochasticity in relation to process performance and human health, which are reflected in key disadvantages and important opportunities. Third, we propose a suitable decision tool to deal with stochasticity in which monitoring of stochasticity and setting the boundaries of stochasticity by regulators are central aspects. Stochasticity may give rise to some risks, such as the presence of pathogens in microbiomes. We argue here that by taking the necessary precautions and through clever monitoring and interpretation, these risks can be mitigated.

59 BASIC BIOLOGICAL SCIENCES↗