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At least 163 records · Page 9

An exponential–gamma mixture model for extreme Santa Ana winds

We analyze the behavior of extreme winds occurring in Southern California during the Santa Ana wind season using a latent mixture model. This mixture representation is formulated as a hierarchical Bayesian model and fit using Markov chain Monte Carlo. The two‐stage model results in generalized Pareto margins for exceedances and generates temporal dependence through a latent Markov process. This construction induces asymptotic independence in the response, while allowing for dependence at extreme, but subasymptotic, levels. We compare this model with a frequentist analogue where inference is performed via maximum pairwise likelihood. We use interval censoring to account for data quantization and estimate the extremal index and probabilities of multiday occurrences of extreme Santa Ana winds over a range of high thresholds.

Bopp, Gregory P.↗

State Space Truncation with Quantified Errors for Accurate Solutions to Discrete Chemical Master Equation

The discrete chemical master equation (dCME) provides a general framework for studying stochasticity in mesoscopic reaction networks. Since its direct solution rapidly becomes intractable due to the increasing size of the state space, truncation of the state space is necessary for solving most dCMEs. It is therefore important to assess the consequences of state space truncations so errors can be quantified and minimized. Here we describe a novel method for state space truncation. By partitioning a reaction network into multiple molecular equivalence groups (MEGs), we truncate the state space by limiting the total molecular copy numbers in each MEG. We further describe a theoretical framework for analysis of the truncation error in the steady-state probability landscape using reflecting boundaries. By aggregating the state space based on the usage of a MEG and constructing an aggregated Markov process, we show that the truncation error of a MEG can be asymptotically bounded by the probability of states on the reflecting boundary of the MEG. Furthermore, truncating states of an arbitrary MEG will not undermine the estimated error of truncating any other MEGs. We then provide an overall error estimate for networks with multiple MEGs. To rapidly determine the appropriate size of an arbitrary MEG, we also introduce an a priori method to estimate the upper bound of its truncation error. This a priori estimate can be rapidly computed from reaction rates of the network, without the need of costly trial solutions of the dCME. As examples, we show results of applying our methods to the four stochastic networks of (1) the birth and death model, (2) the single gene expression model, (3) the genetic toggle switch model, and (4) the phage lambda bistable epigenetic switch model. We demonstrate how truncation errors and steady-state probability landscapes can be computed using different sizes of the MEG(s) and how the results validate our theories. Overall, the novel state space truncation and error analysis methods developed here can be used to ensure accurate direct solutions to the dCME for a large number of stochastic networks.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Interaction of a quantum field with a rotating heat bath

The linear coupling of a rotating heat bath to a quantum field is studied in the framework of the Markovian master equation for the field’s non-unitary time evolution. The bath’s rotation induces population inversion for the field’s low-energy modes. For bosons, this leads to superradiance, an irreversible process in which some of the bath’s kinetic energy is extracted by spontaneous and stimulated emission. We find the energy and entropy balance for such systems and apply our results to the theory of black hole radiation. We also comment on how this relates to classical self-oscillations, including shear flow instabilities in hydrodynamics.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Calculating infinite-medium α-eigenvalue spectra with Monte Carlo using a transition rate matrix method

The time-dependent behavior of the energy spectrum in neutron transport was investigated with a formulation, based on continuous-time Markov processes, for computing α eigenvalues and eigenvectors in an infinite medium. In this study, a research Monte Carlo code called “TORTE” (To Obtain Real Time Eigenvalues) was created and used to estimate elements of a transition rate matrix. TORTE is capable of using both multigroup and continuous-energy nuclear data, and verification was performed. Eigenvalue spectra for infinite homogeneous mixtures were obtained, and an eigenfunction expansion was used to investigate transient behavior of the neutron energy spectrum.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Lectures on statistical mechanics

Presented here is a transcription of the lecture notes from Professor Allan N. Kaufman’s graduate statistical mechanics course Physics 212A and 212B at the University of California Berkeley from the 1972–1973 academic year. 212A addressed equilibrium statistical mechanics with topics: fundamentals (micro-canonical and sub-canonical ensembles, adiabatic law and action conservation, fluctuations, pressure, and virial theorem), classical fluids and other systems (equation of state, deviations from ideality, virial coefficients and van der Waals potential, canonical ensemble and partition function, quasistatic evolution, grand-canonical ensemble and partition function, chemical potential, simple model of a phase transition, quantum virial expansion, numerical simulation of equations of state, and phase transition), chemical equilibrium (systems with multiple species and chemical reactions, law of mass action, Saha equation, chemical equilibrium including ionization and excited states), and long-range interactions (including Coulomb, dipole, and gravitational interactions, Debye–Hückel theory, and shielding). 212B addressed nonequilibrium statistical mechanics with topics: fundamentals (definitions: realizations, moments, characteristic function, and discrete variables), Brownian motion (Langevin equation, fluctuation–dissipation theorem, spatial diffusion, Boltzmann’s H-theorem), Liouville and Klimontovich equations, Landau equation (derivation, elaboration, and H-theorem, and irreversibility), Markov processes and Fokker–Planck equation (derivations of the Fokker–Planck equation and a master equation), linear response and transport theory (linear Boltzmann equation, linear response theory of Kubo and Mori, relation of entropy production to electrical conductivity, transport relations and coefficients, normal mode solutions of the transport equations, sketch of a generalized Langevin equation method for transport theory), and an introduction to nonequilibrium quantum statistical mechanics.

plasma dynamics↗

Computational Aspects of Single-Molecule Kinetics for Coupled Catalytic Cycles: A Spectral Analysis

Catalysis from single active sites is analyzed using methods developed from single molecule kinetics. Using a stochastic Markov state description, the observable properties of general catalytic networks of reactions are expressed using an eigenvalue decomposition of the transition matrix for the Markov process. By the use of a sensitivity analysis, the necessary eigenvalues and eigenvectors are related to the energies of controlling barriers and wells located along the reaction routes. A generalization of the energetic span theory allows the eigenvalues to be computed from several activation energies corresponding to distinct barrier-well pairings. The formalism is demonstrated accurately for model problems for a physically realistic mechanism for an alkene hydrogenation reaction on a single atom catalyst.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Controlling Complex Coacervation via Random Polyelectrolyte Sequences

The utilization of chemical sequence control in polymeric materials is key to enabling material design on par with biomacromolecular systems. One important avenue for scalable sequence-controlled polymers leverages the random copolymerization of distinct monomers, with the statistical distribution of the monomeric sequence arising from reaction kinetics following a first-order Markov process. Here we utilize the framework of the random phase approximation (RPA) to develop a theory for the phase behavior of symmetric polyelectrolyte coacervates whose chemical sequences are dictated by simple statistical distributions. We find that a high charge "blockiness" within the random sequences favors the formation of denser and more salt-resistant coacervates while simultaneously increasing the width of the two-phase region. Here, we trace these physical effects to the increased cooperativity of Coulomb interactions that results from increased charge blockiness in oppositely charged polyelectrolytes.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Closed‐loop hierarchical control strategies for connected and autonomous hybrid electric vehicles with random errors

This study presents a closed‐loop hierarchical control strategy for a group of connected and autonomous hybrid electric vehicles (HEVs) with the purpose of optimising fuel economy while guaranteeing traffic mobility and vehicle safety. In the hierarchical control architecture, a decentralised stochastic model predictive control (SMPC)‐based higher level controller incorporating signal phase and timing information is formulated to optimise the velocity profile of each vehicle, and an adaptive equivalent consumption minimisation strategy based lower level controller is employed for the energy management control of the HEVs. Creatively, random errors of the control variable are considered in the SMPC framework. The errors are discretised and modelled as a Markov process and the state transition matrix of the errors is generated randomly to capture the error transition dynamics. To solve the SMPC problem more efficiently, a scenario‐based SMPC is employed. Moreover, the propulsion and recuperation efficiencies of the lower level controller are calculated at each time step with measurable variables, and fed back to the higher level controller for velocity optimisation in next time step. Simulation results validate the control effectiveness and advantages of the proposed control architecture.

Qiu, Shaolin↗

Non-Markovian dynamics of single- and two-qubit systems interacting with Gaussian and non-Gaussian fluctuating transverse environments

We address the interaction of single- and two-qubit systems with an external transverse fluctuating field and analyze in detail the dynamical decoherence induced by Gaussian noise and random telegraph noise (RTN). Upon exploiting the exact RTN solution of the time-dependent von Neumann equation, we analyze in detail the behavior of quantum correlations and prove the non-Markovianity of the dynamical map in the full parameter range, i.e., for either fast or slow noise. The dynamics induced by Gaussian noise is studied numerically and compared to the RTN solution, showing the existence of (state dependent) regions of the parameter space where the two noises lead to very similar dynamics. We show that the effects of RTN noise and of Gaussian noise are different, i.e., the spectrum alone is not enough to summarize the noise effects, but the dynamics under the effect of one kind of noise may be simulated with high fidelity by the other one.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Exact and efficient hybrid Monte Carlo algorithm for accelerated Bayesian inference of gene expression models from snapshots of single-cell transcripts

Single cells exhibit a significant amount of variability in transcript levels, which arises from slow, stochastic transitions between gene expression states. Elucidating the nature of these states and understanding how transition rates are affected by different regulatory mechanisms require state-of-the-art methods to infer underlying models of gene expression from single cell data. A Bayesian approach to statistical inference is the most suitable method for model selection and uncertainty quantification of kinetic parameters using small data sets. However, this approach is impractical because current algorithms are too slow to handle typical models of gene expression. To solve this problem, we first show that time-dependent mRNA distributions of discrete-state models of gene expression are dynamic Poisson mixtures, whose mixing kernels are characterized by a piecewise deterministic Markov process. Here, we combined this analytical result with a kinetic Monte Carlo algorithm to create a hybrid numerical method that accelerates the calculation of time-dependent mRNA distributions by 1000-fold compared to current methods. We then integrated the hybrid algorithm into an existing Monte Carlo sampler to estimate the Bayesian posterior distribution of many different, competing models in a reasonable amount of time. We demonstrate that kinetic parameters can be reasonably constrained for modestly sampled data sets if the model is known a priori. If there are many competing models, Bayesian evidence can rigorously quantify the likelihood of a model relative to other models from the data. We demonstrate that Bayesian evidence selects the true model and outperforms approximate metrics typically used for model selection.

59 BASIC BIOLOGICAL SCIENCES↗

Emergent facilitation and glassy dynamics in supercooled liquids

In supercooled liquids, dynamical facilitation refers to a phenomenon where microscopic motion begets further motion nearby, resulting in spatially heterogeneous dynamics. This is central to the glassy relaxation dynamics of such liquids, which show super-Arrhenius growth of relaxation timescales with decreasing temperature. Despite the importance of dynamical facilitation, there is no theoretical understanding of how facilitation emerges and impacts relaxation dynamics. Here, we present a theory that explains the microscopic origins of dynamical facilitation. We show that dynamics proceeds by localized bond-exchange events, also known as excitations, resulting in the accumulation of elastic stresses with which new excitations can interact. At low temperatures, these elastic interactions dominate and facilitate the creation of new excitations near prior excitations. Using the theory of linear elasticity and Markov processes, we simulate a model, which reproduces multiple aspects of glassy dynamics observed in experiments and molecular simulations, including the stretched exponential decay of relaxation functions, the super-Arrhenius behavior of relaxation timescales as well as their two-dimensional finite-size effects. The model also predicts the subdiffusive behavior of the mean squared displacement (MSD) on short, intermediate timescales. Furthermore, we derive the phonon contributions to diffusion and relaxation, which when combined with the excitation contributions produce the two-step relaxation processes, and the ballistic–subdiffusive–diffusive crossover MSD behaviors commonly found in supercooled liquids.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Collective Dispersal Leads to Variance in Fitness and Maintains Offspring Size Variation within Marine Populations

Variance in fitness is well known to influence the outcome of evolution but is rarely considered in the theory of marine reproductive strategies. In coastal environments, turbulent mesoscale eddies can collect larvae into packets, resulting in collective dispersal. Larvae in packets return to the coast or are lost offshore in groups, producing variance in fitness. Using a Markov process to calculate fixation probabilities for competing phenotypes, we examine the evolution of offspring size and spawning duration in species with benthic adults and pelagic offspring. The offspring size that provides mothers with the highest mean fitness also generates the greatest variance in fitness, but pairwise invasion plots show that bet-hedging strategies are not evolutionarily stable; maximizing expected fitness correctly predicts the unique evolutionarily stable strategy. Nonetheless, fixation can take a long time. We find that selection to increase spawning duration as a risk avoidance strategy to reduce the negative impacts of stochastic recruitment success can allow multiple offspring sizes to coexist in a population for extended periods. This has two important consequences for offspring size: (1) coexistence occurs over a broader range of sizes and is longer when spawning duration is longer because longer spawning durations reduce variation in fitness and increase the time to fixation, and (2) longer spawning durations can compensate for having a nonoptimal size and even allow less optimal sizes to reach fixation. Collective dispersal and longer spawning durations could effectively maintain offspring size variation even in the absence of good and bad years or locations. Finally, empirical comparisons of offspring size would therefore not always reflect environment-specific differences in the optimal size.

59 BASIC BIOLOGICAL SCIENCES↗

SIMULTANEOUS MULTI-BAND DETECTION OF LOW SURFACE BRIGHTNESS GALAXIES WITH MARKOVIAN MODELING

We present to the astronomical community an algorithm for the detection of low surface brightness (LSB) galaxies in images, called MARSIAA (MARkovian Software for Image Analysis in Astronomy), which is based on multi-scale Markovian modeling. MARSIAA can be applied simultaneously to different bands. It segments an image into a user-defined number of classes, according to their surface brightness and surroundings-typically, one or two classes contain the LSB structures. We have developed an algorithm, called DetectLSB, which allows the efficient identification of LSB galaxies from among the candidate sources selected by MARSIAA. The application of the method to two and three bands simultaneously was tested on simulated images. Based on our tests, we are confident that we can detect LSB galaxies down to a central surface brightness level of only 1.5 times the standard deviation from the mean pixel value in the image background. To assess the robustness of our method, the method was applied to a set of 18 B- and I-band images (covering 1.3 deg{sup 2} in total) of the Virgo Cluster to which Sabatini et al. previously applied a matched-filter dwarf LSB galaxy search algorithm. We have detected all 20 objects from the Sabatini et al. catalog which we could classify by eye as bona fide LSB galaxies. Our method has also detected four additional Virgo Cluster LSB galaxy candidates undetected by Sabatini et al. To further assess the completeness of the results of our method, both MARSIAA, SExtractor, and DetectLSB were applied to search for (1) mock Virgo LSB galaxies inserted into a set of deep Next Generation Virgo Survey (NGVS) gri-band subimages and (2) Virgo LSB galaxies identified by eye in a full set of NGVS square degree gri images. MARSIAA/DetectLSB recovered {approx}20% more mock LSB galaxies and {approx}40% more LSB galaxies identified by eye than SExtractor/DetectLSB. With a 90% fraction of false positives from an entirely unsupervised pipeline, a completeness of 90% is reached for sources with r{sub e} > 3'' at a mean surface brightness level of {mu}{sub g} = 27.7 mag arcsec{sup -2} and a central surface brightness of {mu}{sup 0}{sub g} = 26.7 mag arcsec{sup -2}. About 10% of the false positives are artifacts, the rest being background galaxies. We have found our proposed Markovian LSB galaxy detection method to be complementary to the application of matched filters and an optimized use of SExtractor, and to have the following advantages: it is scale free, can be applied simultaneously to several bands, and is well adapted for crowded regions on the sky.

79 ASTRONOMY AND ASTROPHYSICS↗

Phenotypic switching of populations of cells in a stochastic environment

We report that in biology phenotypic switching is a common bet-hedging strategy in the face of uncertain environmental conditions. Existing mathematical models often focus on periodically changing environments to determine the optimal phenotypic response. We focus on the case in which the environment switches randomly between discrete states. Starting from an individual-based model we derive stochastic differential equations to describe the dynamics, and obtain analytical expressions for the mean instantaneous growth rates based on the theory of piecewise-deterministic Markov processes. We show that optimal phenotypic responses are non-trivial for slow and intermediate environmental processes, and systematically compare the cases of periodic and random environments. The best response to random switching is more likely to be heterogeneity than in the case of deterministic periodic environments, net growth rates tend to be higher under stochastic environmental dynamics. The combined system of environment and population of cells can be interpreted as host-pathogen interaction, in which the host tries to choose environmental switching so as to minimise growth of the pathogen, and in which the pathogen employs a phenotypic switching optimised to increase its growth rate. Finally, we discuss the existence of Nash-like mutual best-response scenarios for such host-pathogen games.

59 BASIC BIOLOGICAL SCIENCES↗

Simple proof of the robustness of Gaussian entanglement in bosonic noisy channels

The extremality of Gaussian states is exploited to show that Gaussian states are the most robust, among all possible bipartite continuous-variable states at fixed energy, against disentanglement due to noisy evolutions in Markovian Gaussian channels involving dissipation and thermal hopping. This proves a conjecture raised recently [M. Allegra, P. Giorda, and M. G. A. Paris, Phys. Rev. Lett. 105, 100503 (2010)], providing a rigorous validation of the conclusions of that work. The problem of identifying continuous-variable states with maximum resilience to entanglement damping in more general bosonic open-system dynamical evolutions, possibly including correlated noise and non-Markovian effects, remains open.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Random walks on jammed networks: Spectral properties

Using random walk analyses we explore diffusive transport on networks obtained from contacts between isotropically compressed, monodisperse, frictionless sphere packings generated over a range of pressures in the vicinity of the jamming transition p → 0 . For conductive particles in an insulating medium, conduction is determined by the particle contact network with nodes representing particle centers and edges contacts between particles. The transition rate is not homogeneous, but is distributed inhomogeneously due to the randomness of packing and concomitant disorder of the contact network, e.g., the distribution of the coordination number. A narrow escape time scale is used to write a Markov process for random walks on the particle contact network. This stochastic process is analyzed in terms of spectral density of the random, sparse, Euclidean and real, symmetric, positive, semidefinite transition rate matrix. Findings reveal network structures derived from jammed particles have properties similar to ordered, euclidean lattices but also some unique properties that distinguish them from other structures that are in some sense more homogeneous. Specifically, the distribution of eigenvalues of the transition rate matrix follow a power law with spectral dimension 3. Yet, quantitative details of the statistics of the eigenvectors show subtle differences with homogeneous lattices and allow us to distinguish between topological and geometric sources of disorder in the network.

42 ENGINEERING↗

Model reduction methods for population dynamics with fast-switching environments: Reduced master equations, stochastic differential equations, and applications

Here we study stochastic population dynamics coupled to fast external environments and combine expansions in the inverse switching rate of the environment and a Kramers–Moyal expansion in the inverse size of the population. This leads to a series of approximation schemes, capturing both intrinsic and environmental noise. These methods provide a means of efficient simulation and we show how they can be used to obtain analytical results for the fluctuations of population dynamics in switching environments. We place the approximations in relation to existing work on piecewise-deterministic and piecewise-diffusive Markov processes. Finally, we demonstrate the accuracy and efficiency of these model-reduction methods in different research fields, including systems in biology and a model of crack propagation.

59 BASIC BIOLOGICAL SCIENCES↗

Flow Intermittency, Dispersion, and Correlated Continuous Time Random Walks in Porous Media

We study the intermittency of fluid velocities in porous media and its relation to anomalous dispersion. Lagrangian velocities measured at equidistant points along streamlines are shown to form a spatial Markov process. As a consequence of this remarkable property, the dispersion of fluid particles can be described by a continuous time random walk with correlated temporal increments. This new dynamical picture of intermittency provides a direct link between the microscale flow, its intermittent properties, and non-Fickian dispersion.

Environmental Molecular Sciences Laboratory↗