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At least 91 records · Page 5

Theoretical consideration of the energy resolution in planar HPGe detectors for low energy X-rays

In this work, theoretical consideration of the processes in planar High Purity Ge (HPGe) detectors for low energy X-rays using the random stochastic processes formalism was carried out. Using the random stochastic processes formalism, the generating function of the processes of X-rays registration in a planar HPGe detector was derived. The power serial expansions of the detector amplitude and the variance in terms of the inverse bias voltage were derived. The coefficients of these expansions allow determining the Fano factor, electron mobility lifetime product, nonuniformity of the trap density, and other characteristics of the semiconductor material. (authors)

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Experimental Evidence that Stochasticity Contributes to Bacterial Composition and Functioning in a Decomposer Community

ABSTRACT Stochasticity emerging from random differences in replication, death, mutation, and dispersal is thought to alter the composition of ecological communities. However, the importance of stochastic effects remains somewhat speculative because stochasticity is not directly measured but is instead inferred from unexplained variations in beta-diversity. Here, we performed a field experiment to more directly disentangle the role of stochastic processes, environmental selection, and dispersal in the composition and functioning of a natural bacterial decomposer community in the field. To increase our ability to detect these effects, we reduced initial biological and environmental heterogeneity using replicate nylon litterbags in the field. We then applied two treatments: ambient/added precipitation and bacterial and fungal dispersal using “open” litterbags (made from 18.0-μm-pore-size mesh) (“open bacterial dispersal”) versus bacterial and fungal dispersal using “closed” litterbags (made from 22.0-μm-pore-size mesh) (“closed bacterial dispersal”). After 5 months, we assayed composition and functioning by the use of three subsamples from each litterbag to disentangle stochastic effects from residual variation. Our results indicate that stochasticity via ecological drift can contribute to beta-diversity in bacterial communities. However, residual variation, which had previously been included in stochasticity estimates, accounted for more than four times as much variability. At the same time, stochastic effects on beta-diversity were not attenuated at the functional level, as measured by genetic functional potential and extracellular enzyme activity. Finally, dispersal was found to interact with precipitation availability to influence the degree to which stochasticity contributed to functional variation. Together, our results demonstrate that the ability to quantify stochastic processes is key to understanding microbial diversity and its role in ecosystem functioning. IMPORTANCE Randomness can alter the diversity and composition of ecological communities. Such stochasticity may therefore obscure the relationship between the environment and community composition and hinder our ability to predict the relationship between biodiversity and ecosystem functioning. This study investigated the role of stochastic processes, environmental selection, and dispersal in microbial composition and its functioning on an intact field community. To do this, we used a controlled and replicated experiment that was similar to that used to study population genetics in the laboratory. Our study showed that, while the stochastic effects on taxonomic composition are smaller than expected, the degree to which stochasticity contributes to variability in ecosystem processes may be much higher than previously assumed.

59 BASIC BIOLOGICAL SCIENCES↗

Radiative transfer calculated from a Markov chain formalism

The theory of Markov chains is used to formulate the radiative transport problem in a general way by modeling the successive interactions of a photon as a stochastic process. Under the minimal requirement that the stochastic process is a Markov chain, the determination of the diffuse reflection or transmission from a scattering atmosphere is equivalent to the solution of a system of linear equations. This treatment is mathematically equivalent to, and thus has many of the advantages of, Monte Carlo methods, but can be considerably more rapid than Monte Carlo algorithms for numerical calculations in particular applications. We have verified the speed and accuracy of this formalism for the standard problem of finding the intensity of scattered light from a homogeneous plane-parallel atmosphere with an arbitrary phase function for scattering. Accurate results over a wide range of parameters were obtained with computation times comparable to those of a standard 'doubling' routine. The generality of this formalism thus allows fast, direct solutions to problems that were previously soluble only by Monte Carlo methods. Some comparisons are made with respect to integral equation methods.

Esposito, L. W.↗

Bayesian estimation of Karhunen–Loève expansions; A random subspace approach

One of the most widely-used statistical procedures for dimensionality reduction of high dimensional random fields is Principal Component Analysis (PCA), which is based on the Karhunen-Lo eve expansion (KLE) of a stochastic process with finite variance. The KLE is analogous to a Fourier series expansion for a random process, where the goal is to find an orthogonal transformation for the data such that the projection of the data onto this orthogonal subspace is optimal in the L 2 sense, i.e, which minimizes the mean square error. In practice, this orthogonal transformation is determined by performing an SVD (Singular Value Decomposition) on the sample covariance matrix or on the data matrix itself. Sampling error is typically ignored when quantifying the principal components, or, equivalently, basis functions of the KLE. Furthermore, it is exacerbated when the sample size is much smaller than the dimension of the random field. In this paper, we introduce a Bayesian KLE procedure, allowing one to obtain a probabilistic model on the principal components, which can account for inaccuracies due to limited sample size. The probabilistic model is built via Bayesian inference, from which the posterior becomes the matrix Bingham density over the space of orthonormal matrices. We use a modified Gibbs sampling procedure to sample on this space and then build a probabilistic Karhunen-Lo eve expansions over random subspaces to obtain a set of low-dimensional surrogates of the stochastic process. We illustrate this probabilistic procedure with a finite dimensional stochastic process inspired by Brownian motion.

97 MATHEMATICS AND COMPUTING↗

Stochastic nucleation processes and substrate abundance explain time-dependent freezing in supercooled droplets

Atmospheric immersion freezing (IF), a heterogeneous ice nucleation process where an ice nucleating particle (INP) is immersed in supercooled water, is a dominant ice formation pathway impacting the hydrological cycle and climate. Implementation of IF derived from field and laboratory data in cloud and climate models is difficult due to the high variability in spatio-temporal scales, INP composition, and morphological complexity. We demonstrate that IF can be consistently described by a stochastic nucleation process accounting for uncertainties in the INP surface area. This approach accounts for time-dependent freezing, a wide range of surface areas and challenges phenomenological descriptions typically used to interpret IF. The results have an immediate impact on the current description, interpretation, and experiments of IF and its implementation in models. The findings are in accord with nucleation theory, and thus should hold for any supercooled liquid material that nucleates in contact with a substrate.

54 ENVIRONMENTAL SCIENCES↗

Accelerated simulation of stochastic particle removal processes in particle-resolved aerosol models

Stochastic particle-resolved methods have proven useful for simulating multi-dimensional systems such as composition-resolved aerosol size distributions. While particle-resolved methods have substantial benefits for highly detailed simulations, these techniques suffer from high computational cost, motivating efforts to improve their algorithmic efficiency. Here we formulate an algorithm for accelerating particle removal processes by aggregating particles of similar size into bins. We present the Binned Algorithm for particle removal processes and analyze its performance with application to the atmospherically relevant process of aerosol dry deposition. We show that the Binned Algorithm can dramatically improve the efficiency of particle removals, particularly for low removal rates, and that computational cost is reduced without introducing additional error. In simulations of aerosol particle removal by dry deposition in atmospherically relevant conditions, we demonstrate about 50-times increase in algorithm efficiency.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Quantum stochastic calculus associated with quadratic quantum noises

We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie †-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Itô formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculus extends the Hudson-Parthasarathy quantum stochastic calculus.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

On the use of stochastic process-based methods for the analysis of hyperspectral data

Further development in remote sensing technology requires refinement of information system design aspects, i.e., the ability to specify precisely the data to collect and the means to extract increasing amounts of information from the increasingly rich and complex data stream created. One of the principal directions of advance is that data from much larger numbers of spectral bands can be collected, but with significantly increased signal-to-noise ratio. The theory of stochastic or random processes may be applied to the modeling of second-order variations. A multispectral data set with a large number of spectral bands is analyzed using standard pattern recognition techniques. The data were classified using first a single spectral feature, then two, and continuing on with greater and greater numbers of features. Three different classification schemes are used: a standard maximum likelihood Gaussian scheme; the same approach with the mean values of all classes adjusted to be the same; and the use of a minimum distance to means scheme such that mean differences are used.

Landgrebe, David A.↗

Shape optimization under uncertainty for rotor blades of horizontal axis wind turbines

We present a computational framework for the shape optimization of a Horizontal-Axis Wind Turbine (HAWT) rotor blade under uncertainty. Our framework integrates aerodynamic simulations based on the blade element method which utilizes reduced order models of the blade structure and wind load with design sensitivity analysis and nonlinear programming. The wind velocity is modeled as a stochastic process to account for variations in time and space. An additional stochastic process accounts for uncertainties in the structural material properties. The uncertainty propagation is based on a non-intrusive polynomial chaos expansion that allows accurate estimation of stochastic performance metrics such as generated power and structural compliance. Sensitivities of cost and constraint functions with respect to shape parameters namely twist angles are computed with an efficient scheme to enable gradient based optimization. To demonstrate the effect of uncertainty, designs obtained from optimization under uncertainty are compared to those obtained from deterministic optimization.

42 ENGINEERING↗

Degradation Modeling and Reliability Assessment of Capacitors

The degradation of capacitors under accelerated stress conditions occur in a monotonic and non-linear fashion. Several efforts have been made to model the degradation behavior of capacitor considering either physics-of-failure models or statistical models and subsequently estimate its reliability and lifetime parameters. But most of these models fail to reflect the physical properties of the degradation path, which varies according to several intrinsic and extrinsic factors. These factors introduce random and temporal uncertainty among the population of capacitors. The gamma stochastic process can model both type of uncertainties among the population of capacitors. In this paper, we model the capacitor degradation by non-homogeneous gamma stochastic process in which both the model parameters (shape and scale) are dependent on stress variables. The model parameters are estimated using the maximum likelihood estimation approach.

42 ENGINEERING↗

On random fuzzy fractional partial integro-differential equations under Caputo generalized Hukuhara differentiability

This paper is devoted to the study of the solvability of random fuzzy fractional partial integro-differential equations under Caputo generalized Hukuhara differentiability. The notions of random fuzzy variables and fuzzy stochastic processes are developed for multivariable functions. The existence and uniqueness of two types of integral solutions generated from Darboux problem for nonlinear wave equations are proved using the successive approximations method and Gronwall’s inequality for stochastic processes. The continuous dependence on the data, the boundedness, and the stability with probability one of integral solutions are established to confirm the well posedness of our model. Some computational examples are presented to illustrate the theoretical results.

97 MATHEMATICS AND COMPUTING↗

Host genetic variation drives the differentiation in the ecological role of the native Miscanthus root-associated microbiome

Microbiome recruitment is influenced by plant host, but how host plant impacts the assembly, functions, and interactions of perennial plant root microbiomes is poorly understood. Here we examined prokaryotic and fungal communities between rhizosphere soils and the root endophytic compartment in two native Miscanthus species (Miscanthus sinensis and Miscanthus floridulus) of Taiwan and further explored the roles of host plant on root-associated microbiomes. Our results suggest that host plant genetic variation, edaphic factors, and site had effects on the root endophytic and rhizosphere soil microbial community compositions in both Miscanthus sinensis and Miscanthus floridulus, with a greater effect of plant genetic variation observed for the root endophytic communities. Host plant genetic variation also exerted a stronger effect on core prokaryotic communities than on non-core prokaryotic communities in each microhabitat of two Miscanthus species. From rhizosphere soils to root endophytes, prokaryotic co-occurrence network stability increased, but fungal co-occurrence network stability decreased. Furthermore, we found root endophytic microbial communities in two Miscanthus species were more strongly driven by deterministic processes rather than stochastic processes. Root-enriched prokaryotic OTUs belong to Gammaproteobacteria, Alphaproteobacteria, Betaproteobacteria, Sphingobacteriia, and [Saprospirae] both in two Miscanthus species, while prokaryotic taxa enriched in the rhizosphere soil are widely distributed among different phyla. We provide empirical evidence that host genetic variation plays important roles in root-associated microbiome in Miscanthus. The results of this study have implications for future bioenergy crop management by providing baseline data to inform translational research to harness the plant microbiome to sustainably increase agriculture productivity.

54 ENVIRONMENTAL SCIENCES↗

Two-Dimensional Anisotropic Random Walks: Fixed Versus Random Column Configurations for Transport Phenomena

We consider random walks on the square lattice of the plane along the lines of Heyde (J Stat Phys 27:721–730, 1982, Stochastic processes, Springer, New York, 1993) and den Hollander (J Stat Phys 75:891–918, 1994), whose studies have in part been inspired by the so-called transport phenomena of statistical physics. Two-dimensional anisotropic random walks with anisotropic density conditions á la Heyde (J Stat Phys 27:721–730, 1982, Stochastic processes, Springer, New York, 1993) yield fixed column configurations and nearest-neighbour random walks in a random environment on the square lattice of the plane as in den Hollander (J Stat Phys 75:891–918, 1994) result in random column configurations. In both cases we conclude simultaneous weak Donsker and strong Strassen type invariance principles in terms of appropriately constructed anisotropic Brownian motions on the plane, with self-contained proofs in both cases. The style of presentation throughout will be that of a semi-expository survey of related results in a historical context.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

High performance techniques for micro channel plate computations in photo multipliers

Monte Carlo - MC methods, requiring heavy computations of large data volume, can be used to predict the amplitude distribution and variance of outputted electron charge in Micro Channel Plates - MCPs, which are fed with primary emitted electrons in their inputs. The concept of parallel and serial combination of separate stages of such stochastic processes, which can be applied in MCP systems and simulated using MC computations, has recently proposed and shown interesting theorems and results. Separating the electron multiplication procedures, occurring in the channels of MCP systems, into sub-procedures, which are similar in nature and occur either in parallel or in consecutive manners, is equivalent to splitting the relevant stochastic system calculations into smaller ones, which can be performed concurrently and/or sequentially. In this way, calculations similar in nature, can be executed only once, thus, eliminating a great percentage of heavy computations. However, when designing and implementing the calculation inferences of the derived theorems using High Performance Computation - HPC techniques, the overall computation cost can further and significantly be reduced. In this paper, the hardware mappings of the relevant theorem inferences onto parallel computing architectures, resulting in circuits of computing blocks for calculation purposes of MCP system stochastic processes, are investigated. Each of the designed and implemented computing circuits corresponds to a theorem inference or to a combination of inferences. The parallelism of the proposed circuits consists of both the concurrent functioning of all the system blocks and of the simultaneous operation of each block, which is processing pieces of data, for many parts of the whole circuit in which it belongs. All the circuits are designed and tested using Altera Quartus II environment and can be implemented as chips, which can be incorporated in computing devices to assist Monte Carlo computations for the estimation of different MCP electron multiplication system performances.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Stochastic model for fatigue crack size and cost effective design decisions

This paper describes a methodology for making cost effective fatigue design decisions. The methodology is based on a probabilistic model for the stochastic process of fatigue crack growth with time. The development of a particular model for the stochastic process is also discussed in the paper. The model is based on the assumption of continuous time and discrete space of crack lengths. Statistical decision theory and the developed probabilistic model are used to develop the procedure for making fatigue design decisions on the basis of minimum expected cost or risk function and reliability bounds. Selections of initial flaw size distribution, NDT, repair threshold crack lengths, and inspection intervals are discussed.

Hanagud, S.↗

Model Agnostic Bayesian Framework for Online Anomaly/Event Detection in PMU Data

Phasor measurement units (PMU) are integral to the modernization and automation plan of the electric power industry. A PMU data signature contains system-level events (e.g., faults, generation/load change, etc.) and any measurement/device-related errors. Therefore, the reliable and resilient operation of power systems is equivalent to the quality of the PMU data and the situation awareness provided by its data signature. Despite recent progress, current state-of-the-art methods are not fool-proof and have certain limitations tracing an error/abnormality to sensor sub-components and grid systems. This is because of technical challenges imposed by the scarcity of the labeled information, loss of data quality, and non-stationarity of data. In this paper, we consider the online PMU data stream as an output of a stochastic process and pose the anomaly/event detection as a changepoint detection problem dealing with detecting parameter changes in the underlying stochastic processes. The proposed model-agnostic framework relies on: (a) feature extraction utilizing the minimum volume enclosing ellipsoids (MVEE) method from raw PMU observations and (b) a Bayesian framework of changepoint detection. The validity of the proposed methodology is discussed through numerical experiments on real-world utility-scale PMU data.

Hossain, Ramij Raja↗