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The main aim of the present paper is to introduce φ{sub h}-convex stochastic processes and we investigate main properties of these mappings. Moreover, we prove the Hadamard-type inequalities for φ{sub h}-convex stochastic processes. We also give some new general inequalities for φ{sub h}-convex stochastic processes.
We find a stationary distribution of a stochastic process with delay at the origin. The trajectories of the process have linear growth and random jumps at random times. We use known results for regenerative processes and factorization technique for the study in boundary crossing problems for random walks.
Modern particle accelerator optimization requires sophisticated computational methods to address the inherently stochastic nature of beam dynamics. This research develops a framework applying AD to SDEs that specifically addresses beam dynamics challenges in particle accelerators, focusing on accurately modeling and optimizing beam behavior in regimes dominated by stochastic processes. By incorporating key physical phenomena such as synchrotron radiation, wakefield effects, and quantum excitation, the framework aims to provide auto differentiation on the figure of merit of the phase space evolution and beam dynamics. The methodology will enable effective optimization method in a dynamic system with stochastic process.
We have introduced a new explicit numerical method, based on a discrete stochastic process, for solving a class of fractional partial differential equations that model reaction subdiffusion. The scheme is derived from the master equations for the evolution of the probability density of a sum of discrete time random walks. We show that the diffusion limit of the master equations recovers the fractional partial differential equation of interest. This limiting procedure guarantees the consistency of the numerical scheme. The positivity of the solution and stability results are simply obtained, provided that the underlying process is well posed. We also show that the method can be applied to standard reaction–diffusion equations. This work highlights the broader applicability of using discrete stochastic processes to provide numerical schemes for partial differential equations, including fractional partial differential equations.
Let P{sub n} and Q{sub n} be two probability measures representing two different probabilistic models of some system (e.g., an n-particle equilibrium system, a set of random graphs with n vertices, or a stochastic process evolving over a time n) and let M{sub n} be a random variable representing a “macrostate” or “global observable” of that system. We provide sufficient conditions, based on the Radon–Nikodym derivative of P{sub n} and Q{sub n}, for the set of typical values of M{sub n} obtained relative to P{sub n} to be the same as the set of typical values obtained relative to Q{sub n} in the limit n→∞. This extends to general probability measures and stochastic processes the well-known thermodynamic-limit equivalence of the microcanonical and canonical ensembles, related mathematically to the asymptotic equivalence of conditional and exponentially-tilted measures. In this more general sense, two probability measures that are asymptotically equivalent predict the same typical or macroscopic properties of the system they are meant to model.
Among several tasks in Machine Learning, a specially important one is the problem of inferring the latent variables of a system and their causal relations with the observed behavior. A paradigmatic instance of this is the task of inferring the hidden Markov model underlying a given stochastic process. This is known as the positive realization problem (PRP), [L. Benvenuti and L. Farina, IEEE Trans. Autom. Control 49(5), 651–664 (2004)] and constitutes a central problem in machine learning. The PRP and its solutions have far-reaching consequences in many areas of systems and control theory, and is nowadays an important piece in the broad field of positive systems theory. We consider the scenario where the latent variables are quantum (i.e., quantum states of a finite-dimensional system) and the system dynamics is constrained only by physical transformations on the quantum system. The observable dynamics is then described by a quantum instrument, and the task is to determine which quantum instrument — if any — yields the process at hand by iterative application. We take as a starting point the theory of quasi-realizations, whence a description of the dynamics of the process is given in terms of linear maps on state vectors and probabilities are given by linear functionals on the state vectors. This description, despite its remarkable resemblance with the hidden Markov model, or the iterated quantum instrument, is however devoid of any stochastic or quantum mechanical interpretation, as said maps fail to satisfy any positivity conditions. The completely positive realization problem then consists in determining whether an equivalent quantum mechanical description of the same process exists. We generalize some key results of stochastic realization theory, and show that the problem has deep connections with operator systems theory, giving possible insight to the lifting problem in quotient operator systems. Our results have potential applications in quantum machine learning, device-independent characterization and reverse-engineering of stochastic processes and quantum processors, and more generally, of dynamical processes with quantum memory [M. Guţă, Phys. Rev. A 83(6), 062324 (2011); M. Guţă and N. Yamamoto, e-print http://arxiv.org/abs/1303.3771 (2013)].
Understanding the processes that influence the structure of biotic communities is one of the major ecological topics, and both stochastic and deterministic processes are expected to be at work simultaneously in most communities. Here, we investigated the vertical distribution patterns of bacterial communities in a 10-m-long soil core taken within permafrost of the Qinghai-Tibet Plateau. To get a better understanding of the forces that govern these patterns, we examined the diversity and structure of bacterial communities, and the change in community composition along the vertical distance (spatial turnover) from both taxonomic and phylogenetic perspectives. Measures of taxonomic and phylogenetic beta diversity revealed that bacterial community composition changed continuously along the soil core, and showed a vertical distance-decay relationship. Multiple stepwise regression analysis suggested that bacterial alpha diversity and phylogenetic structure were strongly correlated with soil conductivity and pH but weakly correlated with depth. There was evidence that deterministic and stochastic processes collectively drived bacterial vertically-structured pattern. Bacterial communities in five soil horizons (two originated from the active layer and three from permafrost) of the permafrost core were phylogenetically random, indicator of stochastic processes. However, we found a stronger effect of deterministic processes related to soil pH, conductivity, and organic carbon content that were structuring the bacterial communities. We therefore conclude that the vertical distribution of bacterial communities was governed primarily by deterministic ecological selection, although stochastic processes were also at work. Furthermore, the strong impact of environmental conditions (for example, soil physicochemical parameters and seasonal freeze-thaw cycles) on these communities underlines the sensitivity of permafrost microorganisms to climate change and potentially subsequent permafrost thaw.
Prompt γ-ray and early X-ray afterglow emissions in gamma-ray bursts (GRBs) are characterized by a bursty behavior and are often interspersed with long quiescent times. There is compelling evidence that X-ray flares are linked to prompt γ-rays. However, the physical mechanism that leads to the complex temporal distribution of γ-ray pulses and X-ray flares is not understood. Here we show that the waiting time distribution (WTD) of pulses and flares exhibits a power-law tail extending over four decades with an index of about two and can be the manifestation of a common time-dependent Poisson process. This result is robust and is obtained on different catalogs. Surprisingly, GRBs with many (⩾8) γ-ray pulses are very unlikely to be accompanied by X-ray flares after the end of the prompt emission (3.1σ Gaussian confidence). These results are consistent with a simple interpretation: a hyperaccreting disk breaks up into one or a few groups of fragments, each of which is independently accreted with the same probability per unit time. Prompt γ-rays and late X-ray flares are nothing but different fragments being accreted at the beginning and at the end, respectively, following the very same stochastic process and likely the same mechanism.
In this work, we use subhalo abundance matching (SHAM) to model the stellar mass function (SMF) and clustering of the Baryon Oscillation Spectroscopic Survey (BOSS) 'CMASS' sample at z ~ 0.5. We introduce a novel method which accounts for the stellar mass incompleteness of CMASS as a function of redshift, and produce CMASS mock catalogues which include selection effects, reproduce the overall SMF, the projected two-point correlation function w p , the CMASS dn/dz, and are made publicly available. We study the effects of assembly bias above collapse mass in the context of 'age matching' and show that these effects are markedly different compared to the ones explored by Hearin et al. at lower stellar masses. We construct two models, one in which galaxy colour is stochastic ('AbM' model) as well as a model which contains assembly bias effects ('AgM' model). By confronting the redshift dependent clustering of CMASS with the predictions from our model, we argue that that galaxy colours are not a stochastic process in high-mass haloes. Lastly, our results suggest that the colours of galaxies in high-mass haloes are determined by other halo properties besides halo peak velocity and that assembly bias effects play an important role in determining the clustering properties of this sample.
Fluctuation theorem is one of the major achievements in the field of nonequilibrium statistical mechanics during the past two decades. There exist very few results for steady-state fluctuation theorem of sample entropy production rate in terms of large deviation principle for diffusion processes due to the technical difficulties. Here we give a proof for the steady-state fluctuation theorem of a diffusion process in magnetic fields, with explicit expressions of the free energy function and rate function. The proof is based on the Karhunen-Loève expansion of complex-valued Ornstein-Uhlenbeck process.
Although current phenomenological burn models are useful for describing the average or bulk reactive flow behaviour of heterogeneous explosives, one fundamental weakness inherent to these models is the loss of detailed microstructural information at the scale of the calculation. In order to include the effects of the microstructure, and in particular the underlying material heterogeneities that influence the build-up to detonation, a new paradigm is put forth for modelling sub-grid, reaction-induced fluctuations (i.e. “hot spots”) at the continuum level. This modelling approach assumes that the reaction rate is stochastic, rather than deterministic, and it uses Langevin-type equations with a mathematical framework built upon Itô calculus and Lambourn's CIM model for shocked heterogeneous explosives. This approach follows directly from our previous letter, Ref. [1], and is inspired by the probability density function (pdf) methods used in turbulent reactive flows. Here, the stochastic burn model is derived, implemented, and exercised far beyond what has been shown in previous work. New hydrocode simulation results demonstrate the role of stochastic fluctuations during shock initiation; these fluctuations are approximated by collections of discrete particles, that evolve with drift (i.e. deterministic) and diffusion (i.e. stochastic) coefficients. Furthermore, the particle values are propagated and averaged to calculate the heat release, yield strength, and material impedance in each computational cell. Hydrocode simulation results further show how the fluctuating hot spot energy may or may not be transmitted to the wave front, and result in a detonation wave-like structure. The fundamental stochastic nature of this model permits simulations to have varying outcomes with the same initial conditions; this allows for go/no-go estimation (e.g., marginal or failed detonations), which might possibly be calibrated using the statistical distributions from real materials. Mesoscale calculations of shocked heterogeneous explosives also show that these fluctuations are physically justified (i.e., Ref. [2]), and it is hypothesized that the pdf functions provide a link between the meso(grain) and continuum scales for practical engineering calculations. Hence, our approach is a paradigm shift for building efficient, reduced order continuum burn models, that represent the sub-grid stochastic behaviour of shocked heterogeneous solid explosives.
We review our recent quantum stochastic model for spectroscopic lineshapes in the presence of a coevolving and nonstationary background population of excitations. Starting from a field theory description for interacting bosonic excitons, we derive a reduced model whereby optical excitons are coupled to an incoherent background via scattering as mediated by their screened Coulomb coupling. The Heisenberg equations of motion for the optical excitons are then driven by an auxiliary stochastic population variable, which we take to be the solution of an Ornstein–Uhlenbeck process. Here, we present an overview of the theoretical techniques we have developed as applied to predicting coherent nonlinear spectroscopic signals. We show how direct (Coulomb) and exchange coupling to the bath give rise to distinct spectral signatures and discuss mathematical limits on inverting spectral signatures to extract the background density of states.
The mechanical properties of additively manufactured metals tend to show high variability, due largely to the stochastic nature of defect formation during the printing process. This study seeks to understand how automated high throughput testing can be utilized to understand the variable nature of additively manufactured metals at different print conditions, and to allow for statistically meaningful analysis. This is demonstrated by analyzing how different processing parameters, including laser power, scan velocity, and scan pattern, influence the tensile behavior of additively manufactured stainless steel 316L utilizing a newly developed automated test methodology. Microstructural characterization through computed tomography and electron backscatter diffraction is used to understand some of the observed trends in mechanical behavior. Specifically, grain size and morphology are shown to depend on processing parameters and influence the observed mechanical behavior. In the current study, laser-powder bed fusion, also known as selective laser melting or direct metal laser sintering, is shown to produce 316L over a wide processing range without substantial detrimental effect on the tensile properties. Ultimate tensile strengths above 600 MPa, which are greater than that for typical wrought annealed 316L with similar grain sizes, and elongations to failure greater than 40% were observed. As a result, it is demonstrated that this process has little sensitivity to minor intentional or unintentional variations in laser velocity and power.
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