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At least 811 records · Page 45
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DOE OSTI2018

Density Large Deviations for Multidimensional Stochastic Hyperbolic Conservation Laws

We investigate the density large deviation function for a multidimensional conservation law in the vanishing viscosity limit, when the probability concentrates on weak solutions of a hyperbolic conservation law. When the mobility and diffusivity matrices are proportional, i.e. an Einstein-like relation is satisfied, the problem has been solved in Bellettini and Mariani (Bull Greek Math Soc 57:31–45, 2010). When this proportionality does not hold, we compute explicitly the large deviation function for a step-like density profile, and we show that the associated optimal current has a non trivial structure. We also derive a lower bound for the large deviation function, valid for a more general weak solution, and leave the general large deviation function upper bound as a conjecture.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Universality Classes of Interaction Structures for NK Fitness Landscapes

Kauffman’s NK-model is a paradigmatic example of a class of stochastic models of genotypic fitness landscapes that aim to capture generic features of epistatic interactions in multilocus systems. Genotypes are represented as sequences of L binary loci. The fitness assigned to a genotype is a sum of contributions, each of which is a random function defined on a subset of k≤L loci. These subsets or neighborhoods determine the genetic interactions of the model. Whereas earlier work on the NK model suggested that most of its properties are robust with regard to the choice of neighborhoods, recent work has revealed an important and sometimes counter-intuitive influence of the interaction structure on the properties of NK fitness landscapes. Here we review these developments and present new results concerning the number of local fitness maxima and the statistics of selectively accessible (that is, fitness-monotonic) mutational pathways. In particular, we develop a unified framework for computing the exponential growth rate of the expected number of local fitness maxima as a function of L, and identify two different universality classes of interaction structures that display different asymptotics of this quantity for large k. Moreover, we show that the probability that the fitness landscape can be traversed along an accessible path decreases exponentially in L for a large class of interaction structures that we characterize as locally bounded. Finally, we discuss the impact of the NK interaction structures on the dynamics of evolution using adaptive walk models.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

On a Homogenization Problem

We study the average Green’s function of stochastic, uniformly elliptic operators of divergence form on Zdℤ{sup d}. When the randomness is independent and has small variance, we prove regularity of the Fourier transform of the self-energy. The proof relies on the Schur complement formula and the analysis of singular integral operators combined with a Steinhaus system.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Convergence and Efficiency of Adaptive Importance Sampling Techniques with Partial Biasing

We propose a new Monte Carlo method to efficiently sample a multimodal distribution (known up to a normalization constant). We consider a generalization of the discrete-time Self Healing Umbrella Sampling method, which can also be seen as a generalization of well-tempered metadynamics. The dynamics is based on an adaptive importance technique. The importance function relies on the weights (namely the relative probabilities) of disjoint sets which form a partition of the space. These weights are unknown but are learnt on the fly yielding an adaptive algorithm. In the context of computational statistical physics, the logarithm of these weights is, up to an additive constant, the free-energy, and the discrete valued function defining the partition is called the collective variable. The algorithm falls into the general class of Wang–Landau type methods, and is a generalization of the original Self Healing Umbrella Sampling method in two ways: (i) the updating strategy leads to a larger penalization strength of already visited sets in order to escape more quickly from metastable states, and (ii) the target distribution is biased using only a fraction of the free-energy, in order to increase the effective sample size and reduce the variance of importance sampling estimators. We prove the convergence of the algorithm and analyze numerically its efficiency on a toy example.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Flocking of the Motsch–Tadmor Model with a Cut-Off Interaction Function

In this paper, we study the flocking behavior of the Motsch–Tadmor model with a cut-off interaction function. Our analysis shows that connectedness is important for flocking of this kind of model. Fortunately, we get a sufficient condition imposed only on the model parameters and initial data to guarantee the connectedness of the neighbor graph associated with the system. Then we present a theoretical analysis for flocking, and show that the system achieves consensus at an exponential rate.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Stochastic Resonance and First Arrival Time for Excitable Systems

We study the noise induced thermally activated barrier crossing of Brownian particles that hop in a piecewise linear potential. Using the exact analytic solutions and via numerical simulations not only we explore the dependence for the first passage time of a single particle but also we calculate the first arrival time for one particle out of N particles. The first arrival time decreases as the number of particles increases as expected. We then explore the thermally activated barrier crossing rate of the system in the presence of time varying signal. The dependence of signal to noise ratio SNR as well as the power amplification (η) on model parameters is explored. η and SNR depict a pronounced peak at particular noise strength. In the presence of N particles, η is considerably amplified as N steps up showing the weak periodic signal plays a vital role in controlling the noise induced dynamics of the system. Moreover, for the sake of generality, the viscous friction γ is considered to decrease exponentially when the temperature T of the medium increases (γ=Be{sup −AT}) as proposed originally by Reynolds (Philos Trans R Soc Lond 177:157, 1886).

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Tightness of the Ising–Kac Model on the Two-Dimensional Torus

We consider the sequence of Gibbs measures of Ising models with Kac interaction defined on a periodic two-dimensional discrete torus near criticality. Using the convergence of the Glauber dynamic proven by Mourrat and Weber (Commun Pure Appl Math 70:717–812, 2017) and a method by Tsatsoulis and Weber employed in ( arXiv:1609.08447 2016), we show tightness for the sequence of Gibbs measures of the Ising–Kac model near criticality and characterise the law of the limit as the Φ{sub 2}{sup 4} measure on the torus. Our result is very similar to the one obtained by Cassandro et al. (J Stat Phys 78(3):1131–1138, 1995) on ℤ{sup 2}, but our strategy takes advantage of the dynamic, instead of correlation inequalities. In particular, our result covers the whole critical regime and does not require the large temperature/large mass/small coupling assumption present in earlier results.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Approach to the Steady State in Kinetic Models with Thermal Reservoirs at Different Temperatures

We continue the investigation of kinetic models of a system in contact via stochastic interactions with several spatially homogeneous thermal reservoirs at different temperatures. Considering models different from those investigated in Carlen et al. (Braz J Probab Stat 29:372–386, 2015), we explicitly compute the unique spatially uniform non-equilibrium steady state (NESS) and prove that it is approached exponentially fast from any uniform initial state. This leaves open the question of whether there exist NESS that are not spatially uniform. Making a further simplification of our models, we then prove non-existence of such NESS and exponential approach to the unique spatially uniform NESS (with a computably boundable rate). The method of proof relies on refined Doeblin estimates and other probabilistic techniques, and is quite different form the analysis in Carlen et al. (Braz J Probab Stat 29:372–386, 2015) that was based on contraction mapping methods.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Statistical Properties for Flows with Unbounded Roof Function, Including the Lorenz Attractor

For geometric Lorenz attractors (including the classical Lorenz attractor) we obtain a greatly simplified proof of the central limit theorem which applies also to the more general class of codimension two singular hyperbolic attractors. We also obtain the functional central limit theorem and moment estimates, as well as iterated versions of these results. A consequence is deterministic homogenisation (convergence to a stochastic differential equation) for fast-slow dynamical systems whenever the fast dynamics is singularly hyperbolic of codimension two.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Zero Temperature Limit for Directed Polymers and Inviscid Limit for Stationary Solutions of Stochastic Burgers Equation

We consider a space-continuous and time-discrete polymer model for positive temperature and the associated zero temperature model of last passage percolation type. In our previous work, we constructed and studied infinite-volume polymer measures and one-sided infinite minimizers for the associated variational principle, and used these objects for the study of global stationary solutions of the Burgers equation with positive or zero viscosity and random kick forcing, on the entire real line. In this paper, we prove that in the zero temperature limit, the infinite-volume polymer measures concentrate on the one-sided minimizers and that the associated global solutions of the viscous Burgers equation with random kick forcing converge to the global solutions of the inviscid equation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

On the Validity of Linear Response Theory in High-Dimensional Deterministic Dynamical Systems

This theoretical work considers the following conundrum: linear response theory is successfully used by scientists in numerous fields, but mathematicians have shown that typical low-dimensional dynamical systems violate the theory’s assumptions. Here we provide a proof of concept for the validity of linear response theory in high-dimensional deterministic systems for large-scale observables. We introduce an exemplary model in which observables of resolved degrees of freedom are weakly coupled to a large, inhomogeneous collection of unresolved chaotic degrees of freedom. By employing statistical limit laws we give conditions under which such systems obey linear response theory even if all the degrees of freedom individually violate linear response. We corroborate our result with numerical simulations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

The Most Effective Model for Describing the Universal Behavior of a Noisy Kuramoto–Sivashinsky Equation as a Paradigmatic Model

We study a noisy Kuramoto–Sivashinsky (KS) equation which describes unstable surface growth and chemical turbulence. It has been conjectured that the universal long-wavelength behavior of the equation, which is characterized by scale-dependent parameters, is described by a Kardar–Parisi–Zhang (KPZ) equation. We consider this conjecture by analyzing a renormalization-group equation for a class of generalized KPZ equations. We then uniquely determine the parameter values of the KPZ equation that most effectively describes the universal long-wavelength behavior of the noisy KS equation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Filtration of stationary Gaussian statistical experiments

The filtration of stationary Gaussian statistical experiments is determined by a solution of the equation of optimum filtration, which is characterized by the two-dimensional matrix of covariances. The parameters of a filtered signal are set by empiric covariances.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Characteristic Functions and Compactness of Distributions of Sums of Independent Random Variables

The sequences of distributions of centered sums of independent random variables are considered within the framework of the series scheme, without assuming the classical conditions for uniform asymptotic smallness and uniform limit constancy. Necessary and sufficient conditions are obtained for relative and stochastic compactness of such sequences in terms of the characteristic functions of summable random variables and with using their τ-centers.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Numerical and Analytical Methods of Study of Stochastic Systems with Delay

This paper is a brief review of methods of qualitative and quantitative study of various classes of stochastic systems with aftereffect. We describe schemes of analysis of stochastic ordinary and partial differential and integrodifferential equations, which are also applicable for their deterministic analogs. These numerical and analytical schemes are implemented in the software package Mathematica and in the language Intel Fortran.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

Modeling of the Flows of Admixtures in a Random Layered Strip with Probable Arrangement of Inclusions Near the Boundaries of the Body

We study the random flow of admixtures in a two-phase stochastically inhomogeneous strip with the most probable arrangement of inclusions in the vicinity of the surfaces of the body. A mathematical model is formulated for the function of diffusion flow with nonzero constant initial concentration. A random diffusion flow is represented in the form of a Neumann series. The procedure of averaging of the random mass flow over the ensemble of phase configurations with arcsine distribution function is performed. The influence of the characteristics of the medium on the distribution of mass flow is analyzed. It is shown that if the diffusion coefficient of admixtures in the inclusion is higher than for the matrix, then the increase in the characteristic thickness of the layers causes a decrease in the value of the diffusion flow, whereas the mass flow in the entire body increases with the volume fraction of the inclusions.

97 MATHEMATICS AND COMPUTING↗