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Stochastic Simulation (stochastic + simulation)

Distribution by Scientific Domains

Life Sciences	20%
Chemistry	20%
Engineering	16%
Humanities and Social Sciences	12%
Mathematics and Statistics	8%
Earth and Environmental Science	8%
Business, Economics, Finance and Accounting	8%

Selected Abstracts

Stochastic simulation of physicochemical processes performance over supported metal nanoparticles

JOURNAL OF COMPUTATIONAL CHEMISTRY, Issue 1 2008
Evgenii V. Kovalyov
Abstract The statistical lattice model has been proposed which permits one to take into account the change in the shape and surface morphology of the nanoparticle under the influence of the reaction media. The influence of monomolecular and dissociative adsorption on the particles equilibrium shape and surface morphology has been studied. It has been shown that by taking into account of attraction "adsorbate-metal" the reshaping of the initial hemispheric particle into cone-shaped one occurs induced by adsorption, similar to the experimentally observed reversible reshaping of active nanoparticles. The model reaction A+B2 has been studied taking into account the roughening of the active particle surface and the spillover phenomena of the adsorbed Aads species over the support surface. © 2007 Wiley Periodicals, Inc. J Comput Chem, 2008 [source]

Effect of mate selection on fuzzy selective mating criteria in closed dairy multiple ovulation and embryo transfer nucleus programs

ANIMAL SCIENCE JOURNAL, Issue 3 2002
Atsushi NAKAMURA
ABSTRACT In order to control rates of response and inbreeding, mate selection using fuzzy selective mating criteria (FMC) was investigated in adult multiple ovulation and embryo transfer nucleus schemes for dairy cattle. Stochastic simulation was used to model the closed nucleus scheme. This mate selection was examined in four alternative mating and male selection schemes: (i) a hierarchical scheme; (ii) a hierarchical sibship scheme (two males per sibship); (iii) a factorial scheme (two sires per dam); and (iv) a factorial sibship scheme (two males per sibship and two sires per dam). Genetic response and inbreeding rate tended to be reduced by increasing the trade-off parameter of FMC between the expected breeding value and inbreeding of progeny. Inbreeding rates in all schemes were reduced by reducing the variance of family size through selection and the average coancestry of mating pairs through mate allocation. [source]

Dynamics of black spot sea bream (Pagellus bogaraveo) mean length: evaluating the influence of life history parameters, recruitment, size selectivity and exploitation rates

JOURNAL OF APPLIED ICHTHYOLOGY, Issue 3 2006
K. Erzini
Summary Stochastic simulations were used to evaluate the influence of recruitment pattern (log-normal, decreasing), size selectivity (normal, logistic model) and fishing mortality pattern (abrupt, continuous increase in fishing mortality) on the evolution of mean length and the dispersion of mean length for a relatively long-lived deep-water species, the black spot sea bream (Pagellus bogaraveo). An abrupt increase in fishing mortality resulted in mean size decreasing and stabilizing at a lower level while a steady increase in fishing mortality caused the continuous decrease in mean size that has been reported for many long-lived species. Decrease in mean size was greatest for logistic model simulations and for cases where fish were susceptible to capture at a small size. Logistic selectivity, with decreasing recruitment and increasing fishing mortality over time, resulted in mean length and variability in mean length trends similar to that observed for the Strait of Gibraltar fishery. Furthermore, it was found with the declining recruitment that moderate increases in fishing mortality can result in significant decreases in mean length. Given the importance of mean size as an indicator of the state of a resource, these simulations are a useful alternative or complement to standard fisheries assessment methods, helping to provide information on exploitation patterns and rates that can be used for conservation and management. [source]

Geostatistical Simulation for the Assessment of Regional Soil Pollution

GEOGRAPHICAL ANALYSIS, Issue 2 2010
Marc Van Meirvenne
Regional scale inventories of heavy metal concentrations in soil increasingly are being done to evaluate their global patterns of variation. Sometimes these global pattern evaluations reveal information that is not identified by more detailed studies. Geostatistical methods, such as stochastic simulation, have not yet been used routinely for this purpose in spite of their potential. To investigate such a use of geostatistical methods, we analyzed a data set of 14,674 copper and 12,441 cadmium observations in the topsoil of Flanders, Belgium, covering 13,522 km2. Outliers were identified and removed, and the distributions were spatially declustered. Copper was analyzed using sequential Gaussian simulation, whereas for cadmium we used sequential indicator simulation because of the large proportion (43%) of censored data. We complemented maps of the estimated values with maps of the probability of exceeding a critical sanitation threshold for agricultural land use. These sets of maps allowed the identification of regional patterns of increased metal concentrations and provided insight into their potential causes. Mostly areas with known industrial activities (such as lead and zinc smelters) could be delineated, but the effects of shells fired during the First World War were also identified. En los estudios de contaminación de suelos as escala regional, es práctica común la implementación de inventarios de concentraciones de metales pesados en el suelo con el fin de evaluar sus patrones globales de variación espacial. A veces dichas evaluaciones de patrones globales proporcionan información que no son aparentes en estudios realizados a escalas más detalladas. En este contexto, a pesar del potencial analítico que poseen, los métodos geostadísticos como la simulación estocástica han recibido poca atención. Los autores del presente artículo proponen llenar este vacío aplicando métodos geostadísticos para el análisis de dos bases de datos: 14,674 observaciones de cobre (Cu) y 12,441 observaciones de cadmio (Cd). Los datos corresponden a la capa superior de suelo en un área de 13,522 km2 en Flandes, Belgica. Tras la remoción de los valores extremos (outliers) y la desaglomeración de las distribuciones, los autores analizan los datos vía dos procedimientos: a) una Simulación Secuencial Gausiana (SGS) para los datos de cobre, y b) una Simulación Secuencial Indicador (SIS). La diferencia en el tratamiento analítico para ambos metales obedece a la considerable proporción (43%) de datos censurados de cadmio. Los mapas resultantes de valores estimados fueron complementados con mapas que ilustran la probabilidad de exceder los umbrales críticos para uso agrícola de la tierra. Esta serie de mapas permitió la identificación de patrones regionales de concentraciones crecientes de metales y proporciono claves importantes acerca de sus posibles causas. Los patrones hallados coinciden con áreas donde se realizan actividades industriales (como fundiciones de plomo y zinc), pero también con la distribución espacial de casquillos de balas disparadas durante la Primera Guerra Mundial. [source]

Geostatistical Prediction and Simulation of Point Values from Areal Data

GEOGRAPHICAL ANALYSIS, Issue 2 2005
Phaedon C. Kyriakidis
The spatial prediction and simulation of point values from areal data are addressed within the general geostatistical framework of change of support (the term support referring to the domain informed by each measurement or unknown value). It is shown that the geostatistical framework (i) can explicitly and consistently account for the support differences between the available areal data and the sought-after point predictions, (ii) yields coherent (mass-preserving or pycnophylactic) predictions, and (iii) provides a measure of reliability (standard error) associated with each prediction. In the case of stochastic simulation, alternative point-support simulated realizations of a spatial attribute reproduce (i) a point-support histogram (Gaussian in this work), (ii) a point-support semivariogram model (possibly including anisotropic nested structures), and (iii) when upscaled, the available areal data. Such point-support-simulated realizations can be used in a Monte Carlo framework to assess the uncertainty in spatially distributed model outputs operating at a fine spatial resolution because of uncertain input parameters inferred from coarser spatial resolution data. Alternatively, such simulated realizations can be used in a model-based hypothesis-testing context to approximate the sampling distribution of, say, the correlation coefficient between two spatial data sets, when one is available at a point support and the other at an areal support. A case study using synthetic data illustrates the application of the proposed methodology in a remote sensing context, whereby areal data are available on a regular pixel support. It is demonstrated that point-support (sub-pixel scale) predictions and simulated realizations can be readily obtained, and that such predictions and realizations are consistent with the available information at the coarser (pixel-level) spatial resolution. [source]

Hydrogeologic unit flow characterization using transition probability geostatistics

GROUND WATER, Issue 2 2005
Norman L. Jones
This paper describes a technique for applying the transition probability geostatistics method for stochastic simulation to a MODFLOW model. Transition probability geostatistics has some advantages over traditional indicator kriging methods including a simpler and more intuitive framework for interpreting geologic relationships and the ability to simulate juxtapositional tendencies such as fining upward sequences. The indicator arrays generated by the transition probability simulation are converted to layer elevation and thickness arrays for use with the new Hydrogeologic Unit Flow package in MODFLOW 2000. This makes it possible to preserve complex heterogeneity while using reasonably sized grids and/or grids with nonuniform cell thicknesses. [source]

Comparison of models for genetic evaluation of survival traits in dairy cattle: a simulation study

JOURNAL OF ANIMAL BREEDING AND GENETICS, Issue 2 2008
J. Jamrozik
Summary Three models for the analysis of functional survival data in dairy cattle were compared using stochastic simulation. The simulated phenotype for survival was defined as a month after the first calving (from 1 to 100) in which a cow was involuntarily removed from the herd. Parameters for simulation were based on survival data of the Canadian Jersey population. Three different levels of heritability of survival (0.100, 0.050 and 0.025) and two levels of numbers of females per generation (2000 or 4000) were considered in the simulation. Twenty generations of random mating and selection (on a second trait, uncorrelated with survival) with 20 replicates were simulated for each scenario. Sires were evaluated for survival of their daughters by three models: proportional hazard (PH), linear multiple-trait (MT), and random regression (RR) animal models. Different models gave different ranking of sires with respect to survival of their daughters. Correlations between true and estimated breeding values for survival to five different points in a cow's lifetime after the first calving (120 and 240 days in milk after first, second, third and fourth calving) favoured the PH model, followed by the RR model evaluations. Rankings of models were independent of the heritability level, female population size and sire progeny group size (20 or 100). The RR model, however, showed a slight superiority over MT and PH models in predicting the proportion of sire's daughters that survived to the five different end-points after the first calving. [source]

Accounting for uncertainty in QTL location in marker-assisted pre-selection of young bulls prior to progeny test

JOURNAL OF ANIMAL BREEDING AND GENETICS, Issue 1 2002
A. STELLA
The objective of this study was to evaluate whether the efficacy of marker assisted selection (MAS) could be improved by considering a confidence interval (CI) of QTL position. Specifically, MAS was applied for within-family selection in a stochastic simulation of a closed nucleus herd. The location and effect of the QTL were estimated by least squares interval mapping with a granddaughter design and marker information was then used in a top down scheme. Three approaches were used to select the best bull within full sibships of 3 or 40 bulls. All three were based on the probability of inheriting the favorable allele from the grandsire (PROB). The first method selected the sib with the highest PROB at the location with the highest F-ratio (MAX). The other two approaches were based on sums of estimated regression coefficients weighted by PROB at each cM within a 95% CI based on either bootstrapping (BOOT) or approximate LOD scores (LOD). Accounting for CI increased the relative genetic gain in all scenarios. The average breeding value (BV) of the selected bulls was increased by 2.00, 2.60 and 2.59% when MAS was applied using MAX, BOOT and LOD, respectively, compared to random selection (h2=0.30). Selected bulls carried the correct allele in 63.0, 68.5, 67.6 and 50.1% of the cases for MAX, BOOT, LOD and random selection, respectively. Berü;cksichtigung der Unsicherheit von QTL Positionen bei Marker-gestü;tzter Vorselektion von jungen Bullen vor der Nachkommenprü;fung Das Ziel dieser Studie war es zu prüfen, ob die Effizienz von MAS (Marker gestützte Selektion) durch Berücksichtigung des Konfidenzintervalls (CI) einer QTL Position verbessert werden kann. Es wurde MAS bei der Selektion innerhalb Familien in einer geschlossenen Nukleus Herde in einer stochastischen Simulation angewandt. Die Postition und der Effekt des QTL wurden in einem Granddaughter Design mit einer Least=Square Intervall Kartierung geschätzt. Die Marker Informationen wurden dann in einem top-down-Schema verwendet. Drei Ansätze fanden Verwendung, um den besten Bullen innerhalb von Vollgeschwistern von 3 oder 40 Bullen zu selektieren. Alle drei Ansätze basieren auf der Wahrscheinlichkeit, ein zu bevorzugendes Allel vom Grossvater zu erben (PROB). Bei der ersten Methode wurden die Geschwister mit der höchsten PROB an der Position mit dem höchsten F-Wert selektiert (MAX). Die beiden anderen Ansätze basierten auf den Summen der geschätzten Regressionskoeffizienten, gewichtet nach PROB an jedem cM innerhalb eines 95%igen CI, das entweder auf Bootstrapping (BOOT) oder approximativen LOD Scores (LOD) basiert. Die Berücksichtigung des CI vergrösserte den relativen genetischen Fortschritt in allen Szenarien. Bei Anwendung von MAS waren die durchschnittlichen Zuchtwerte der selektierten Bullen bei Verwendung von MAX, BOOT und LOD verglichen mit zufälliger Selektion (h2=0,30) um 2,00, 2,60 und 2,59% gestiegen. Die selektierten Bullen trugen das richtige Allel bei den entsprechenden Berechnungen MAX, BOOT, LOD und zufälliger Selektion in 63,0, 68,5, 67,6 und 50,1% der Fälle. [source]

Estimation of the absolute internal-rotation entropy of molecules with two torsional degrees of freedom from stochastic simulations

JOURNAL OF COMPUTATIONAL CHEMISTRY, Issue 7 2005
Eva Darian
Abstract A method of statistical estimation is applied to the problem of evaluating the absolute entropy of internal rotation in a molecule with two torsional degrees of freedom. The configurational part of the entropy is obtained as that of the joint probability density of an arbitrary form represented by a two-dimensional Fourier series, the coefficients of which are statistically estimated using a sample of the torsional angles of the molecule obtained by a stochastic simulation. The internal rotors in the molecule are assumed to be attached to a common frame, and their reduced moments of inertia are initially calculated as functions of the two torsional angles, but averaged over all the remaining internal degrees of freedom using the stochastic-simulation sample of the atomic configurations of the molecule. The torsional-angle dependence of the reduced moments of inertia can be also averaged out, and the absolute internal-rotation entropy of the molecule is obtained in a good approximation as the sum of the configurational entropy and a kinetic contribution fully determined by the averaged reduced moments of inertia. The method is illustrated using Monte Carlo simulations of isomers of stilbene and halogenated derivatives of propane. The two torsional angles in cis -stilbene are found to be much more strongly correlated than those in trans -stilbene, while the degree of the angular correlation in propane increases strongly on substitution of hydrogen atoms with chlorine. © 2005 Wiley Periodicals, Inc. J Comput Chem 26: 651,660, 2005 [source]

Cow-calf profitability and leptin genotyping

AGRICULTURAL ECONOMICS, Issue 1 2009
Jay Mitchell
Animal genetics; Trait valuation; Dairy profitability Abstract Profitability of cow-calf production is determined largely by market prices, calf weaning weights, and cow productive life. While producers individually have no effect on prices, weaning weights and productive life have genetic influences and hence can be altered by selection programs implemented by producers. We investigate the impact of a mutation in the leptin gene (exon 2; single nucleotide polymorphism [SNP] 305) on cow-calf profitability. Prior research shows that this mutation has effects on performance and traits of fed cattle and milk production in dairy cows. Using data from a teaching-research herd, we find that it is also associated with calf weaning weights and cow productive life. A bio-economic stochastic simulation demonstrates that the mutation has statistically positive impacts on profits, suggesting that producers can profitably make use of this information. [source]

Sensitivity Analysis of the Shipboard Integrated Power System

NAVAL ENGINEERS JOURNAL, Issue 1 2008
PRADYA PREMPRANEERACH
Stochastic sensitivity analysis is a valuable tool in ranking inputs and in investigating the degree of interaction of its components. In this paper, we present stochastic simulation results for a shipboard integrated power system and study its sensitivity. Specifically, we apply sensitivity analysis to two high-fidelity models of shipboard subsystems, investigating open- and closed-loop control of the propulsion system. The results show that different inputs are most important for the open- and closed-loop control, with sensitivities that change dramatically in time as they reflect the transition from the fast electrical scales to slower mechanical scales. We also demonstrate how sensitivity analysis can be used to establish the robustness of the AC drive. [source]

Kernel estimation of quantile sensitivities

NAVAL RESEARCH LOGISTICS: AN INTERNATIONAL JOURNAL, Issue 6 2009
Guangwu Liu
Abstract Quantiles, also known as value-at-risks in the financial industry, are important measures of random performances. Quantile sensitivities provide information on how changes in input parameters affect output quantiles. They are very useful in risk management. In this article, we study the estimation of quantile sensitivities using stochastic simulation. We propose a kernel estimator and prove that it is consistent and asymptotically normally distributed for outputs from both terminating and steady-state simulations. The theoretical analysis and numerical experiments both show that the kernel estimator is more efficient than the batching estimator of Hong 9. © 2009 Wiley Periodicals, Inc. Naval Research Logistics 2009 [source]

Data analytics and stochastic modeling in a semiconductor fab

APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, Issue 1 2010
Sugato Bagchi
Abstract The scale, scope and complexity of the manufacturing operations in a semiconductor fab lead to some unique challenges in ensuring product quality and production efficiency. We describe the use of various analytical techniques, based on data mining, process trace data analysis, stochastic simulation and production optimization, to address these manufacturing issues, motivated by the following two objectives. The first objective is to identify the sub-optimal process conditions or tool settings that potentially affect the process performance and product quality. The second objective is to improve the overall production efficiency through better planning and resource scheduling, in an environment where the product mix and process flow requirements are complex and constantly changing. Copyright © 2010 John Wiley & Sons, Ltd. [source]

Investment planning under uncertainty and flexibility: the case of a purchasable sales contract*

AUSTRALIAN JOURNAL OF AGRICULTURAL & RESOURCE ECONOMICS, Issue 1 2008
Oliver Musshoff
Investment decisions are not only characterised by irreversibility and uncertainty but also by flexibility with regard to the timing of the investment. This paper describes how stochastic simulation can be successfully integrated into a backward recursive programming approach in the context of flexible investment planning. We apply this hybrid approach to a marketing question from primary production which can be viewed as an investment problem: should grain farmers purchase sales contracts which guarantee fixed product prices over the next 10 years? The model results support the conclusion from dynamic investment theory that it is essential to take simultaneously account of uncertainty and flexibility. [source]

Modelling land use changes and their impact on soil erosion and sediment supply to rivers

EARTH SURFACE PROCESSES AND LANDFORMS, Issue 5 2002
Anton J. J. Van Rompaey
Abstract The potential for surface runoff and soil erosion is strongly affected by land use and cultivation. Therefore the modelling of land use changes is important with respect to the prediction of soil degradation and its on-site and off-site consequences. Land use changes during the past 250 years in the Dijle catchment (central Belgium) were analysed by comparing four historical topographic maps (1774, 1840, 1930 and 1990). A combination of land use transformation maps and biophysical land properties shows that certain decision rules are used for the conversion of forest into arable land or vice versa. During periods of increasing pressure on the land, forests were cleared mainly on areas with low slope gradients and favourable soil conditions, while in times of decreasing pressure land units with steep and unfavourable soil conditions were taken out of production. Possible future land use patterns were generated using stochastic simulations based on land use transformation probabilities. The outcome of these simulations was used to assess the soil erosion risk under different scenarios. The results indicate that even a relatively limited land use change, from forest to arable land or vice versa, has a significant effect on regional soil erosion rates and sediment supply to rivers. Copyright © 2002 John Wiley & Sons, Ltd. [source]

Scaling of spectral displacement ordinates with damping ratios

EARTHQUAKE ENGINEERING AND STRUCTURAL DYNAMICS, Issue 2 2005
Julian J. Bommer
Abstract The next generation of seismic design codes, especially those adopting the framework of performance-based design, will include the option of design based on displacements rather than forces. For direct displacement-based design using the substitute structure approach, the spectral ordinates of displacement need to be specified for a wide range of response periods and for several levels of damping. The code displacement spectra for damping values higher than the nominal value of 5% of critical will generally be obtained, as is the case in Eurocode 8 and other design codes, by applying scaling factors to the 5% damped ordinates. These scaling factors are defined as functions of the damping ratio and, in some cases, the response period, but are independent of the nature of the expected ground shaking. Using both predictive equations for spectral ordinates at several damping levels and stochastic simulations, it is shown that the scaling factors for different damping levels vary with magnitude and distance, reflecting a dependence of the scaling on the duration of shaking that increases with the damping ratio. The options for incorporating the influence of this factor into design code specifications of displacement response spectra are discussed. Copyright © 2004 John Wiley & Sons, Ltd. [source]

An attenuation model for distant earthquakes

EARTHQUAKE ENGINEERING AND STRUCTURAL DYNAMICS, Issue 2 2004
Adrian Chandler
Abstract Large magnitude earthquakes generated at source,site distances exceeding 100km are typified by low-frequency (long-period) seismic waves. Such induced ground shaking can be disproportionately destructive due to its high displacement, and possibly high velocity, shaking characteristics. Distant earthquakes represent a potentially significant safety hazard in certain low and moderate seismic regions where seismic activity is governed by major distant sources as opposed to nearby (regional) background sources. Examples are parts of the Indian sub-continent, Eastern China and Indo-China. The majority of ground motion attenuation relationships currently available for applications in active seismic regions may not be suitable for handling long-distance attenuation, since the significance of distant earthquakes is mainly confined to certain low to moderate seismicity regions. Thus, the effects of distant earthquakes are often not accurately represented by conventional empirical models which were typically developed from curve-fitting earthquake strong-motion data from active seismic regions. Numerous well-known existing attenuation relationships are evaluated in this paper, to highlight their limitations in long-distance applications. In contrast, basic seismological parameters such as the Quality factor (Q -factor) could provide a far more accurate representation for the distant attenuation behaviour of a region, but such information is seldom used by engineers in any direct manner. The aim of this paper is to develop a set of relationships that provide a convenient link between the seismological Q -factor (amongst other factors) and response spectrum attenuation. The use of Q as an input parameter to the proposed model enables valuable local seismological information to be incorporated directly into response spectrum predictions. The application of this new modelling approach is demonstrated by examples based on the Chi-Chi earthquake (Taiwan and South China), Gujarat earthquake (Northwest India), Nisqually earthquake (region surrounding Seattle) and Sumatran-fault earthquake (recorded in Singapore). Field recordings have been obtained from these events for comparison with the proposed model. The accuracy of the stochastic simulations and the regression analysis have been confirmed by comparisons between the model calculations and the actual field observations. It is emphasized that obtaining representative estimates for Q for input into the model is equally important.Thus, this paper forms part of the long-term objective of the authors to develop more effective communications across the engineering and seismological disciplines. Copyright © 2003 John Wiley & Sons, Ltd. [source]

EVOLUTION AND STABILITY OF THE G-MATRIX ON A LANDSCAPE WITH A MOVING OPTIMUM

EVOLUTION, Issue 8 2004
Adam G. Jones
Abstract In quantitative genetics, the genetic architecture of traits, described in terms of variances and covariances, plays a major role in determining the trajectory of evolutionary change. Hence, the genetic variance-covariance matrix (G-matrix) is a critical component of modern quantitative genetics theory. Considerable debate has surrounded the issue of G-matrix constancy because unstable G-matrices provide major difficulties for evolutionary inference. Empirical studies and analytical theory have not resolved the debate. Here we present the results of stochastic models of G-matrix evolution in a population responding to an adaptive landscape with an optimum that moves at a constant rate. This study builds on the previous results of stochastic simulations of G-matrix stability under stabilizing selection arising from a stationary optimum. The addition of a moving optimum leads to several important new insights. First, evolution along genetic lines of least resistance increases stability of the orientation of the G-matrix relative to stabilizing selection alone. Evolution across genetic lines of least resistance decreases G-matrix stability. Second, evolution in response to a continuously changing optimum can produce persistent maladaptation for a correlated trait, even if its optimum does not change. Third, the retrospective analysis of selection performs very well when the mean G-matrix (,) is known with certainty, indicating that covariance between G and the directional selection gradient (3 is usually small enough in magnitude that it introduces only a small bias in estimates of the net selection gradient. Our results also show, however, that the contemporary ,-matrix only serves as a rough guide to ,. The most promising approach for the estimation of G is probably through comparative phylogenetic analysis. Overall, our results show that directional selection actually can increase stability of the G-matrix and that retrospective analysis of selection is inherently feasible. One ?riajor remaining challenge is to gain a sufficient understanding of the G-matrix to allow the confident estimation of ,. [source]

Optimal observability of sustained stochastic competitive inhibition oscillations at organellar volumes

FEBS JOURNAL, Issue 1 2006
Kevin L. Davis
When molecules are present in small numbers, such as is frequently the case in cells, the usual assumptions leading to differential rate equations are invalid and it is necessary to use a stochastic description which takes into account the randomness of reactive encounters in solution. We display a very simple biochemical model, ordinary competitive inhibition with substrate inflow, which is only capable of damped oscillations in the deterministic mass-action rate equation limit, but which displays sustained oscillations in stochastic simulations. We define an observability parameter, which is essentially just the ratio of the amplitude of the oscillations to the mean value of the concentration. A maximum in the observability is seen as the volume is varied, a phenomenon we name system-size observability resonance by analogy with other types of stochastic resonance. For the parameters of this study, the maximum in the observability occurs at volumes similar to those of bacterial cells or of eukaryotic organelles. [source]

Deficit Targeting Strategies: Fiscal Consolidation and the Probability Distribution of Deficits under the Stability Pact

JCMS: JOURNAL OF COMMON MARKET STUDIES, Issue 3 2003
A.J. Hughes Hallett
Using stochastic simulations, this article analyses the probability distribution of a country's deficit ratio under fixed exchange rates and a variety of monetary and fiscal policy rules. The purpose is to show how the probability of an ,excessive deficit', defined by Europe's Stability Pact as a deficit to GDP ratio above 3 per cent, varies with different deficit targets and policy rules. Using a macro model, we find that when subject to historically consistent shocks, these fiscal ratios typically have a wide distribution, with fat tails and significantly longer tails on the upper side. That means fiscal targets may have to be country-specific and conservative, and that fiscal policy has to be forward-looking to keep the probability of excessive deficits below acceptable limits. [source]

Estimation of the absolute internal-rotation entropy of molecules with two torsional degrees of freedom from stochastic simulations

Statistical thermodynamics of internal rotation in a hindering potential of mean force obtained from computer simulations

JOURNAL OF COMPUTATIONAL CHEMISTRY, Issue 10 2003
Vladimir Hnizdo
Abstract A method of statistical estimation is applied to the problem of one-dimensional internal rotation in a hindering potential of mean force. The hindering potential, which may have a completely general shape, is expanded in a Fourier series, the coefficients of which are estimated by fitting an appropriate statistical,mechanical distribution to the random variable of internal rotation angle. The function of reduced moment of inertia of an internal rotation is averaged over the thermodynamic ensemble of atomic configurations of the molecule obtained in stochastic simulations. When quantum effects are not important, an accurate estimate of the absolute internal rotation entropy of a molecule with a single rotatable bond is obtained. When there is more than one rotatable bond, the "marginal" statistical,mechanical properties corresponding to a given internal rotational degree of freedom are educed. The method is illustrated using Monte Carlo simulations of two public health relevant halocarbon molecules, each having a single internal-rotation degree of freedom, and a molecular dynamics simulation of an immunologically relevant polypeptide, in which several dihedral angles are analyzed. © 2003 Wiley Periodicals, Inc. J Comput Chem 24: 1172,1183, 2003 [source]

Heterozygosity,fitness correlations and associative overdominance: new detection method and proof of principle in the Iberian wild boar

MOLECULAR ECOLOGY, Issue 13 2009
AURELIO F. MALO
Heterozygosity-fitness correlations (HFC) may result from a genome-wide process , inbreeding , or local effects within the genome. The majority of empirical studies reporting HFCs have attributed correlations to inbreeding depression. However, HFCs are unlikely to be caused by inbreeding depression because heterozygosity measured at a small number of neutral markers is unlikely to accurately capture a genome-wide pattern. Testing the strengths of localized effects caused by associative overdominance has proven challenging. In their current paper, Amos and Acevedo-Whitehouse present a novel test for local HFCs. Using stochastic simulations, they determine the conditions under which single-locus HFCs arise, before testing the strength of the correlation between the neutral marker and a linked gene under selection in their simulations. They used insights gained from simulation to statistically investigate the likely cause of correlations between heterozygosity and disease status using data on bovine tuberculosis infections in a wild boar population. They discover that a single microsatellite marker is an excellent predictor of tuberculosis progression in infected individuals. The results are relevant for wild boar management but, more generally, they demonstrate how single-locus HFCs could be used to identify coding loci under selection in free-living populations. [source]

CLIMATE CHANGE AND FISHERIES: ASSESSING THE ECONOMIC IMPACT IN ICELAND AND GREENLAND

NATURAL RESOURCE MODELING, Issue 2 2007
RAGNAR ARNASON
ABSTRACT. . Climate changes in the 21st century are expected to significantly increase ocean temperatures and modify other oceanographic conditions in the North Atlantic. Marine biological research suggests that the impacts on the commercially most important fish stocks in the Icelandic-Greenland ecosystem may well be quite substantial. This will obviously lead to a corresponding impact on the economies of these two countries. However, the timing, extent and biological impact of global warming is quite uncertain. As a result the economic impact is similarly uncertain. This paper attempts to provide estimates of the impact of altered fish stocks due to global warming on the Icelandic and Greenland economies. The approach is one of stochastic simulations. This involves essentially three steps. The first is to obtain predictions of the impact of global warming on fish stocks and the associated probability distribution. For this we rely on recent marine biological predictions. The second step is to estimate the role of the fisheries sector in the two economies. This is done with the help of modern econometric techniques based on economic growth theory and historical data. Obviously these estimates are also subject to stochastic errors and uncertainty. The third step is to carry out Monte Carlo simulations on the basis of the above model and the associated uncertainties. The result of the Monte Carlo simulations consists of a set of dynamic paths for GDP over time with an expected value and a probability distribution for each future year. On this basis it is possible to calculate confidence intervals for the most likely path of GDP over time. The results indicate that the fisheries impact of global warming on the Icelandic GDP is more likely to be positive than negative but unlikely to be of significant magnitude compared to historical economic growth rates and fluctuations. The uncertainty of this prediction, however, is large. For Greenland, the impact on fish stocks and the GDP is highly likely to be positive and quite substantial relative to the current GDP. Due to less knowledge of the relationship between the fisheries sector and the Greenland economy, however, the confidence interval of this prediction is even wider than in the case of Iceland. [source]

Management actions are required to improve the viability of the rare grassland herb Carlina biebersteinii

NORDIC JOURNAL OF BOTANY, Issue 1-2 2008
Satu Ramula
Small population size of many rare or endangered plant species makes a quantitative assessment of population status challenging because of the lack of detailed demographic data on different life-history stages. However, an urgent assessment is often required to start possible management actions. We performed a count-based population viability analysis (PVA) using discontinuous time series to quantitatively assess the viability of a rare, monocarpic, grassland herb Carlina biebersteinii Bernh. ex Hornem. (synonyms: C. vulgaris L. ssp. longifolia, C. vulgaris L. ssp. stricta) and examined demographic and environmental factors contributing to its viability. Based on 12 abundance counts of eight C. biebersteinii populations in Finland, we found that seven out of the eight population sizes declined during the observation period, and that annual population growth rates were slightly synchronised among the populations. Synchrony in annual population growth rates declined with increasing geographic distances among the populations, while fluctuations in the number of flowering plants were unrelated to geographic distances among the populations. According to stochastic simulations, the risk of losing all flowering individuals during the next 20,years will be high for unmanaged populations. To prevent the populations from gradually declining, our results suggest that summer grazing or removal of woody vegetation is required to increase habitat openness and consequently, to improve fecundity and seedling recruitment. [source]