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At least 523 records · Page 29

Fractional Poisson Fields and Martingales

We present new properties for the Fractional Poisson process (FPP) and the Fractional Poisson field on the plane. A martingale characterization for FPPs is given. We extend this result to Fractional Poisson fields, obtaining some other characterizations. The fractional differential equations are studied. We consider a more general Mixed-Fractional Poisson process and show that this process is the stochastic solution of a system of fractional differential-difference equations. Finally, we give some simulations of the Fractional Poisson field on the plane.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Percolation network in resistive switching devices with the structure of silver/amorphous silicon/p-type silicon

Conducting pathway of percolation network was identified in resistive switching devices (RSDs) with the structure of silver/amorphous silicon/p-type silicon (Ag/a-Si/p-Si) based on its gradual RESET-process and the stochastic complex impedance spectroscopy characteristics (CIS). The formation of the percolation network is attributed to amounts of nanocrystalline Si particles as well as defect sites embedded in a-Si layer, in which the defect sites supply positions for Ag ions to nucleate and grow. The similar percolation network has been only observed in Ag-Ge-Se based RSD before. This report provides a better understanding for electric properties of RSD based on the percolation network.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Delayed star formation in isolated dwarf galaxies: Hubble space telescope star formation history of the Aquarius dwarf irregular

We have obtained deep images of the highly isolated (d = 1 Mpc) Aquarius dwarf irregular galaxy (DDO 210) with the Hubble Space Telescope Advanced Camera for Surveys. The resulting color-magnitude diagram (CMD) reaches more than a magnitude below the oldest main-sequence turnoff, allowing us to derive the star formation history (SFH) over the entire lifetime of the galaxy with a timing precision of ≈10% of the lookback time. Using a maximum likelihood fit to the CMD we find that only ≈10% of all star formation in Aquarius took place more than 10 Gyr ago (lookback time equivalent to redshift z ≈ 2). The star formation rate increased dramatically ≈6-8 Gyr ago (z ≈ 0.7-1.1) and then declined until the present time. The only known galaxy with a more extreme confirmed delay in star formation is Leo A, a galaxy of similar M {sub H} {sub I}/M {sub *}, dynamical mass, mean metallicity, and degree of isolation. The delayed stellar mass growth in these galaxies does not track the mean dark matter accretion rate from CDM simulations. The similarities between Leo A and Aquarius suggest that if gas is not removed from dwarf galaxies by interactions or feedback, it can linger for several gigayears without cooling in sufficient quantity to form stars efficiently. We discuss possible causes for the delay in star formation including suppression by reionization and late-time mergers. We find reasonable agreement between our measured SFHs and select cosmological simulations of isolated dwarfs. Because star formation and merger processes are both stochastic in nature, delayed star formation in various degrees is predicted to be a characteristic (but not a universal) feature of isolated small galaxies.

79 ASTRONOMY AND ASTROPHYSICS↗

Renormdynamics, multiparticle production, negative binomial distribution, and Riemann zeta function

After short introduction, we consider different aspects of the renormdynamics. Then scaling functions of the multiparticle production processes and corresponding stochastic dynamics are considered. Nonperturbative quasi-particle dynamics is considered on the base of the toy QCD-O(N)-sigma model. Last section concerns to the NBD-Riemann zeta function connection.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

System Modeling Techniques for PRA P-200

Course Objectives: Build PRA modeling and analysis skills – Event tree and fault tree model development – Dependent failures and common cause modeling – Component failure mechanisms, Improve understanding of quantification process, Improve ability to extract key results from a PRA, Greater familiarity with PRA goals and process, and Aleatory (stochastic) versus Epistemic (state of knowledge) uncertainty

97 MATHEMATICS AND COMPUTING↗

Measurement Uncertainty in One-Of-A-Kind Event Data Analysis

A golden standard in science is to repeat an experiment a statistically significant number of times, recording data using the same set of detectors and the same data analysis methodology. In such case experimental error includes both the range of true values generated by repetitions of the experiment, and measurement uncertainty caused by the detector. They are independent. It is a huge and too frequently used simplification, to assume that one can measure multiple repetitions of an identical experiment, resulting in identical true experimental value. Repetitions, as similar is it is experimentally achievable, have unavoidable built-in differences resulting in a range of the true values rather than in a single value. When modern, very sensitive and well calibrated measurement systems are used, this range is not negligible, and sometimes dominates over the measurement uncertainty. Range of true values depends on built-in differences in physics of the experiment. Stochastic physical processes result typically in a broader range of true values than non-stochastic processes do. Measurement uncertainty depends on a measurement method (properties of the detector not of the experiment). Modern measurement methods, including digital ones, frequently make the measurement uncertainty very small. When data from one–of –a kind experiment are analyzed, only the measurement uncertainty is reported. It provides no information about the range of true experimental values, neither about reliability of a reported data point. Reliability of a data point is in general independent from its measurement uncertainty. However, in practice reliable measurement methods frequently have high measurement uncertainty, while low reliability methods are applied to limit measurement uncertainty. Comparison of reliable data with high measurement uncertainty to not so reliable data measured with low uncertainty is discussed – in different scenarios different data analysis methods are applicable. Methods for data analysis from an experiment repeated statistically significant number of times are very well developed. They do not require a detailed expertise in physics of an experiment, nor in the properties of the measurement system used, and meaning of the reported uncertainty is well understood in any scientific community. It all changes when data from one-of-a-kind experiment is analyzed. Analyst’s expertise is required both in the physics of the experiment and in all aspects of the measurement system, all possible malfunctions. Data users must remember that only measurement uncertainty is reported from any one-of-a-kind experiment. Theory with simulations may provide estimation of expected built-in differences in the experiment, and by this of expected range of true values for a given experiment; yet measurement uncertainty can never be used in place of the range of true experimental values.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Stochastic nature of magnetic processes studied by full-field soft X-ray microscopy

In nanomagnetism, one of the crucial scientific questions is whether magnetic behaviors are deterministic or stochastic on a nanoscale. Apart from the exciting physical issue, this question is also of paramount highest relevance for using magnetic materials in a wealth of technological applications such as magnetic storage and sensor devices. In the past, the research on the stochasticity of a magnetic process has been mainly done by macroscopic measurements, which only offer ensemble-averaged information. To give more accurate answer for the question and to fully understand related underlying physics, the direct observation of statistical behaviors in magnetic structures and magnetic phenomena utilizing advanced characterization techniques is highly required. One of the ideal tools for such study is a full-field soft X-ray microscope since it enables imaging of magnetic structures on the large field of view within a few seconds. Here in this paper, we review the stochastic behaviors of various magnetic processes including magnetization reversal process in thin films, magnetic domain wall motions in nanowires, and magnetic vortex formations in nanodisks studied by full-field soft X-ray microscopy. The origin triggering the stochastic nature witnessed in each magnetic process and the way to control the intrinsic nature are also discussed.

36 MATERIALS SCIENCE↗

Investigation for improving Global Positioning System (GPS) orbits using a discrete sequential estimator and stochastic models of selected physical processes

GEODYNII is a conventional batch least-squares differential corrector computer program with deterministic models of the physical environment. Conventional algorithms were used to process differenced phase and pseudorange data to determine eight-day Global Positioning system (GPS) orbits with several meter accuracy. However, random physical processes drive the errors whose magnitudes prevent improving the GPS orbit accuracy. To improve the orbit accuracy, these random processes should be modeled stochastically. The conventional batch least-squares algorithm cannot accommodate stochastic models, only a stochastic estimation algorithm is suitable, such as a sequential filter/smoother. Also, GEODYNII cannot currently model the correlation among data values. Differenced pseudorange, and especially differenced phase, are precise data types that can be used to improve the GPS orbit precision. To overcome these limitations and improve the accuracy of GPS orbits computed using GEODYNII, we proposed to develop a sequential stochastic filter/smoother processor by using GEODYNII as a type of trajectory preprocessor. Our proposed processor is now completed. It contains a correlated double difference range processing capability, first order Gauss Markov models for the solar radiation pressure scale coefficient and y-bias acceleration, and a random walk model for the tropospheric refraction correction. The development approach was to interface the standard GEODYNII output files (measurement partials and variationals) with software modules containing the stochastic estimator, the stochastic models, and a double differenced phase range processing routine. Thus, no modifications to the original GEODYNII software were required. A schematic of the development is shown. The observational data are edited in the preprocessor and the data are passed to GEODYNII as one of its standard data types. A reference orbit is determined using GEODYNII as a batch least-squares processor and the GEODYNII measurement partial (FTN90) and variational (FTN80, V-matrix) files are generated. These two files along with a control statement file and a satellite identification and mass file are passed to the filter/smoother to estimate time-varying parameter states at each epoch, improved satellite initial elements, and improved estimates of constant parameters.

Goad, Clyde C.↗

Relaxation process of quantum system: Stochastic Liouville equation and initial correlation

Time evolution of a quantum system which is influenced by a stochastically fluctuating environment is studied by means of the stochastic Liouville equation. The two different types of the stochastic Liouville equation and their relation are discussed. The stochastic Liouville equation is shown to be derived from the quantum master equation of the Lindblad under certain conditions. Relaxation processes of single and bipartite quantum systems which are initially correlated with a stochastic environment are investigated. It is shown the possibility that the stochastic fluctuation can create coherence and entanglement of a quantum system with the assistance of the initial correlation. The results are examined in the pure dephasing processes of qubits, which are caused by the nonstationary Gauss-Markov process and two-state jump Markov process.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Learning process mapping heuristics under stochastic sampling overheads

A statistical method was developed previously for improving process mapping heuristics. The method systematically explores the space of possible heuristics under a specified time constraint. Its goal is to get the best possible heuristics while trading between the solution quality of the process mapping heuristics and their execution time. The statistical selection method is extended to take into consideration the variations in the amount of time used to evaluate heuristics on a problem instance. The improvement in performance is presented using the more realistic assumption along with some methods that alleviate the additional complexity.

Ieumwananonthachai, Arthur↗

Dynamical Signatures of Living Systems

One of the main challenges in modeling living systems is to distinguish a random walk of physical origin (for instance, Brownian motions) from those of biological origin and that will constitute the starting point of the proposed approach. As conjectured, the biological random walk must be nonlinear. Indeed, any stochastic Markov process can be described by linear Fokker-Planck equation (or its discretized version), only that type of process has been observed in the inanimate world. However, all such processes always converge to a stable (ergodic or periodic) state, i.e., to the states of a lower complexity and high entropy. At the same time, the evolution of living systems directed toward a higher level of complexity if complexity is associated with a number of structural variations. The simplest way to mimic such a tendency is to incorporate a nonlinearity into the random walk; then the probability evolution will attain the features of diffusion equation: the formation and dissipation of shock waves initiated by small shallow wave disturbances. As a result, the evolution never "dies:" it produces new different configurations which are accompanied by an increase or decrease of entropy (the decrease takes place during formation of shock waves, the increase-during their dissipation). In other words, the evolution can be directed "against the second law of thermodynamics" by forming patterns outside of equilibrium in the probability space. Due to that, a specie is not locked up in a certain pattern of behavior: it still can perform a variety of motions, and only the statistics of these motions is constrained by this pattern. It should be emphasized that such a "twist" is based upon the concept of reflection, i.e., the existence of the self-image (adopted from psychology). The model consists of a generator of stochastic processes which represents the motor dynamics in the form of nonlinear random walks, and a simulator of the nonlinear version of the diffusion equation which represents the mental dynamics. It has been demonstrated that coupled mental-motor dynamics can simulate emerging self-organization, prey-predator games, collaboration and competition, "collective brain," etc.

Zak, M.↗

Unmixing hyperspectral images using Markov random fields

This paper proposes a new spectral unmixing strategy based on the normal compositional model that exploits the spatial correlations between the image pixels. The pure materials (referred to as endmembers) contained in the image are assumed to be available (they can be obtained by using an appropriate endmember extraction algorithm), while the corresponding fractions (referred to as abundances) are estimated by the proposed algorithm. Due to physical constraints, the abundances have to satisfy positivity and sum-to-one constraints. The image is divided into homogeneous distinct regions having the same statistical properties for the abundance coefficients. The spatial dependencies within each class are modeled thanks to Potts-Markov random fields. Within a Bayesian framework, prior distributions for the abundances and the associated hyperparameters are introduced. A reparametrization of the abundance coefficients is proposed to handle the physical constraints (positivity and sum-to-one) inherent to hyperspectral imagery. The parameters (abundances), hyperparameters (abundance mean and variance for each class) and the classification map indicating the classes of all pixels in the image are inferred from the resulting joint posterior distribution. To overcome the complexity of the joint posterior distribution, Markov chain Monte Carlo methods are used to generate samples asymptotically distributed according to the joint posterior of interest. Simulations conducted on synthetic and real data are presented to illustrate the performance of the proposed algorithm.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Reconstruction of time-dependent coefficients: A check of approximation schemes for non-Markovian convolutionless dissipative generators

We propose a procedure to fully reconstruct the time-dependent coefficients of convolutionless non-Markovian dissipative generators via a finite number of experimental measurements. By combining a tomography-based approach with a proper data sampling, our proposal allows to relate the time-dependent coefficients governing the dissipative evolution of a quantum system to experimentally accessible quantities. The proposed scheme not only provides a way to retrieve the full information about potentially unknown dissipative coefficients, but also, most valuably, can be employed as a reliable consistency test for the approximations involved in the theoretical derivation of a given non-Markovian convolutionless master equation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Effective method of calculating the non-Markovianity N for single-channel open systems

We propose an effective method which can simplify the optimization of the increase of the trace distance over all pairs of initial states in calculating the non-Markovianity N for single-channel open systems. For the amplitude-damping channel, we can unify the results of Breuer et al. [Phys. Rev. Lett. 103, 210401 (2009)] in the large-detuning case and the results of Xu et al. [Phys. Rev. A 81, 044105 (2010)] in the resonant case; furthermore, for the general off-resonant cases, we can obtain a very tight lower bound of N. As another application of our method, we also discuss Nfor the non-Markovian depolarizing channel.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Value of Information in Fuel Cycle Decision-making

Transitions between nuclear fuel cycles with uncertain key parameters (e.g., SNF and HLW disposal costs, fast reactor capital costs) have been examined using a decision-making under uncertainty methodology. The methodology explicitly incorporates uncertainties in key parameters into the decision-making process by constructing a stochastic model and embedding uncertainties as bifurcations in the decision-tree. The framework of this methodology allows for interpretation using a real options valuation or game theoretic approach, reviewed in. The work presented here extends the decision-making under uncertainty framework to calculate the value of information, which may be used to inform a game against nature. These games against nature have been applied to resource allocation problems, where scarce resources are allocated to maximize expected payoffs. More broadly, the value of developing alternative technologies may be considered under the same framework, where an investment portfolio for technology deployment may be developed. Here, the value of information is taken as the value of reducing uncertainty in key parameters, and these values may be substituted for the traditional payoff matrix when considering allocating scarce resources. Games against nature may provide a unique perspective on R and D funding decisions when considering transitions between nuclear fuel cycles. By determining the value of reducing uncertainties (of gaining information on probability distributions) scarce resources may be allocated in such a way to maximize their utility. (authors)

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Stochastic resonance during a polymer translocation process

We have studied the occurrence of stochastic resonance when a flexible polymer chain undergoes a single-file translocation through a nano-pore separating two spherical cavities, under a time-periodic external driving force. The translocation of the chain is controlled by a free energy barrier determined by chain length, pore length, pore-polymer interaction, and confinement inside the donor and receiver cavities. The external driving force is characterized by a frequency and amplitude. By combining the Fokker-Planck formalism for polymer translocation and a two-state model for stochastic resonance, we have derived analytical formulas for criteria for emergence of stochastic resonance during polymer translocation. We show that no stochastic resonance is possible if the free energy barrier for polymer translocation is purely entropic in nature. The polymer chain exhibits stochastic resonance only in the presence of an energy threshold in terms of polymer-pore interactions. Once stochastic resonance is feasible, the chain entropy controls the optimal synchronization conditions significantly.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗