Invariance principle for a solid-on-solid interface model

A stochastic process describing the behavior of the solid-on-solid interface in a strip of widthL is studied. The invariant and reversible measure for the process is the Gibbs state with HamiltonianH|(x)–(x+1)|. Under free boundary conditions, we show that the height of the moving interface at any site converges, when suitable renormalized, to Brownian motion with a diffusion coefficient proportional toL ^–1.     

Stochastic optimal control for norovirus transmission dynamics by contaminated food and water

Norovirus is one of the most common causes of viral gastroenteritis in the world,causing significant morbidity,deaths,and medical costs.In this work,we look at stochastic modelling methodologies for norovirus transmission by water,human to human transmission and food.To begin,the proposed stochastic model is shown to have a single global positive solution.Second,we demonstrate adequate criteria for the existence of a unique ergodic stationary distribution R0 s>1 by developing a Lyapunov function.Thirdly,we find sufficient criteria Rs<1 for disease extinction.Finally,two simulation examples are used to exemplify the analytical results.We employed optimal control theory and examined stochastic control problems to regulate the spread of the disease using some external measures.Additional graphical solutions have been produced to further verify the acquired analytical results.This research could give a solid theoretical foundation for understanding chronic communicable diseases around the world.Our approach also focuses on offering a way of generating Lyapunov functions that can be utilized to investigate the stationary distribution of epidemic models with nonlinear stochastic disturbances.     

A stochastic epidemic model on homogeneous networks

In this paper, a stochastic SIS epidemic model on homogeneous networks is considered. The largest Lyapunov exponent is calculated by Oseledec multiplicative ergodic theory, and the stability condition is determined by the largest Lyapunov exponent. The probability density function for the proportion of infected individuals is found explicitly, and the stochastic bifurcation is analysed by a probability density function. In particular, the new basic reproductive number R*, that governs whether an epidemic with few initial infections can become an endemic or not, is determined by noise intensity. In the homogeneous networks, despite of the basic productive number R₀>1, the epidemic will die out as long as noise intensity satisfies a certain condition.     

工艺参数扰动下互连线时延的随机点匹配评估算法

提出了一种基于工艺参数扰动的随机点匹配时延评估算法.该算法通过Cholesky分解将具有强相关性的工艺随机扰动转化为独立随机变量,并结合随机点匹配方法和多项式混沌理论对耦合随机互连线模型进行时延分析.最后,利用数值计算方法给出互连时延的有限维表达式.仿真实验结果表明,该算法与HSPICE仿真时延的相对误差不超过2%,且相比于HSPICE显著降低了电路模拟时间. 关键词： 工艺参数扰动 随机互连模型 随机点匹配方法 多项式混沌理论     

Stochastic model of adsorption of particles on macromolecules at an arbitrary filling

The theory of adsorption of particles on macromolecules is considered. The theory is based on the notion that the adsorption is a discrete Markovian process. In the context of this theory the average number and the variance of the number of ligands adsorbed on macromolecules are calculated exactly. The results are compared with the frequently used approximation where the number of adsorbed particles is smaller than that in the solution. It is shown that for small values of the equilibrium constant the exact and approximate values coincide practically.     

A formula related to irreducible diagram expansions

A formula is presented which can be regarded as the analytic basis for irreducible diagram expansions. It expresses the off-diagonal elements of the inverse of a matrix of operators by the off-diagonal elements and by diagonal elements of various inverses of the original operator. The formula can be obtained by purely analytic means without reference to statistical considerations. No infinite processes are involved if one deals with a finite matrix of operators.     

用改进的随机轨道模型数值模拟突扩液固两相流动

用改进的随机轨道模型数值模拟了突扩湍流液固两相流动。两相的轴向速度和湍动能的预报结果与实验符合得很好,同时还给出了不同计算截面上颗粒数密度和质量流量合理分布．预报结果对计算颗粒数敏感程度的研究表明：与通常的随机轨道不同,改进的随机轨道模型只需要很少的计算颗粒就可以给出合理正确的颗粒相分布。     

Neural Networks in Which Synaptic Patterns Fluctuate with Time

We study a stochastic neural-network model in which neurons and synapses change with a priori probability p and 1–p, respectively, in the limit p0. This implies neuron activity competing with fast fluctuations of the synaptic connections—in fact, random oscillations around values given by a learning (for example, Hebb's) rule. The consequences for the system performance of a dynamics constantly checking at random the set of memorized patterns is thus studied both analytically and numerically. We describe various nonequilibrium phase transitions whose nature depends on the properties of fluctuations. We find, in particular, that under rather general conditions locally stable mixture states do not occur, and pattern recognition and retrieval processes are substantially improved for some classes of synaptic fluctuations.     

Analogy between the Lorenz strange attractor and a bistable stochastic oscillator

The relation between the aperiodic solution of the Lorenz model and that of a stochastic anharmonic oscillator is explored. The stochastic oscillator is constructed by replacing (t) in the Lorenz model by a stochastic variable(t) of specified statistics. The resulting system is of course not isomorphic to the Lorenz model, but does share with it a number of statistical properties. Thus, within the confines of these measures the two systems are physically very similar.     

Model for vibrational relaxation: Pure-dephasing and depopulation

The three dominant mechanisms giving major contributions to vibrational relaxation in molecular systems are (a) pure dephasing, (b) depopulation (or energy relaxation), and (c) resonant transfer. Here (c) is not considered but the effects due to thesimultaneous occurrence of (a) and (b) are treated within a stochastic model. In dealing with (a), the vibrational frequency is assumed to undergo random uncorrelated ‘jump’, due to fluctuations in the environment of the active molecule between a continuous set of values. The ensuing results are somewhat different from those of the commonly used Kubo model of vibrational dephasing, especially at long times and appear to be better suited in interpreting certain experimental data. The model is next extended to include the simultaneous occurrence of (b). The calculation leads to two important conclusions: (i) the lineshape is not just the convolution of those due to (a) and (b), and (ii) the lineshape is asymmetric, if the intermolecular interactions are not isotropic.     

Metastability in the Two-Dimensional Ising Model with Free Boundary Conditions

We investigate metastability in the two dimensional Ising model in a square with free boundary conditions at low temperatures. Starting with all spins down in a small positive magnetic field, we show that the exit from this metastable phase occurs via the nucleation of a critical droplet in one of the four corners of the system. We compute the lifetime of the metastable phase analytically in the limit T 0, h 0 and via Monte Carlo simulations at fixed values of T and h and find good agreement. This system models the effects of boundary domains in magnetic storage systems exiting from a metastable phase when a small external field is applied.     

The Spectral Gap of the 2-D Stochastic Ising Model with Nearly Single-Spin Boundary Conditions

We establish upper bounds for the spectral gap of the stochastic Ising model at low temperature in an N×N box, with boundary conditions which are plus except for small regions at the corners which are either free or minus. The spectral gap decreases exponentially in the size of the corner regions, when these regions are of size at least of order logN. This means that removing as few as O(logN) plus spins from the corners produces a spectral gap far smaller than the order N ^–2 gap believed to hold under the all-plus boundary condition. Our results are valid at all subcritical temperatures.     

The Spectral Gap of the 2-D Stochastic Ising Model with Mixed Boundary Conditions

We establish upper bounds for the spectral gap of the stochastic Ising model at low temperatures in an l×l box with boundary conditions which are not purely plus or minus; specifically, we assume the magnitude of the sum of the boundary spins over each interval of length l in the boundary is bounded by l, where <1. We show that for any such boundary condition, when the temperature is sufficiently low (depending on ), the spectral gap decreases exponentially in l.     

Metastability and nucleation for the Blume-Capel model. Different mechanisms of transition

We study metastability and nucleation for the Blume-Capel model: a ferromagnetic nearest neighbor two-dimensional lattice system with spin variables taking values in {–1,0, +1}. We consider large but finite volume, small fixed magnetic fieldh, and chemical potential in the limit of zero temperature; we analyze the first excursion from the metastable –1 configuration to the stable +1 configuration. We compute the asymptotic behavior of the transition time and describe the typical tube of trajectories during the transition. We show that, unexpectedly, the mechanism of transition changes abruptly when the lineh=2 is crossed.     

关联白噪声对抗肿瘤体系免疫效果的影响

在免疫监视的Logistic肿瘤生长动力学模型中引入关联的乘性白噪声,并考虑抗肿瘤体系的免疫系统激活阈值存在差异,对上述动力学生长方程进行数值仿真计算.发现噪声关联强度能够调节抗肿瘤体系个体的免疫效果,但调节的结果存在差异;噪声关联强度λ的取值存在一个最佳区间,在该区间内更多的抗肿瘤体系个体能实现最大免疫效果. 关键词： Logistic生长模型 随机涨落 肿瘤 免疫     

Kinetic six-vertex model as model of bcc crystal growth

The growth of bcc crystals is studied using van Beijeren's mapping onto the six-vertex model. The growth-evaporation processes are described in terms of vertices. The time evolution is given by a master equation for the probability of the six-vertex configurations. The model, studied in the finite-size case by both Monte Carlo and analytic methods, applies to the (001) surface and its vicinal surfaces. Different growth modes (including nucleation) are found, depending on the strength of disequilibrium and on temperature, and the transition between them is investigated.On leave of absence from the Institute of Physics, Czechoslovak Academy of Science, Prague, Czechoslovakia.     

改进的随机轨道模型

在随机轨道模型中,由于气相脉动速度对分散相颗粒作用的间歇性,使得井非在控制体内轨道上的每一点都可以代表该轨道参与颗粒相平均特性的统计计算,从而出现随机轨道模型往往低估颗粒相湍流脉动的情况．为此,本文提出了一种改进的随机轨道模型,在该模型中,分散相的时平均量在由其自身湍流脉动所确定的随机轨道上输运．与常用的随机轨道模型相比,其具有计算量小、计算结果合理且易于得到和分散相入口湍流脉动状况易于考虑等特点．对一简单已知流场的预报结果合理正确,克服了常用的随机轨道模型低估颗粒相湍流脉动的困难．     

GEAR算法在随机轨道模型计算中的应用

本文对随机轨道模型中颗粒相常微分方程组的刚性问题进行了分析，结果表明：当采用常规算法如四阶Runge－kutta法求解方程组时，方程组的刚性是导致某些情况下计算发散或计算时间过长的原因。为此，本文将适用于求解刚性方程组的Gear算法应用于随机轨道模型的计算中，取得了良好的效果．     

Dynamical analysis of low-temperature monte carlo cluster algorithms

We present results on the Swendsen-Wang dynamics for the Ising ferromagnet in the low-temperature case without external field in the thermodynamic limit. We discuss in particular the rate of convergence to the equilibrium Gibbs state in finite and infinite volume, the absence of ergodicity in the infinite volume, and the long-time behavior of the probability distribution of the dynamics for various starting configurations. Our results are purely dynamical in nature in the sense that we never use the reversibility of the process with respect to the Gibbs state, and they apply to a stochastic particle system withnon- Gibbsian invariant measure.     

具有加权顾前势的交通流模型

交通流随机行为的研究对于理解交通系统的内在演化规律具有重要作用. 基于元胞自动机模型和顾前势模型, 提出了一种考虑加权顾前势的交通流模型. 通过引入顾前势加权系数及对越靠近自身车辆的相互作用势赋予越大的权重, 使得建模过程更符合实际交通中司机根据前面车辆和环境情况进行随机决策的过程. 通过数值模拟, 再现了丰富的高密度交通行为. 仿真结果表明, 加权系数在高密度情况下作用明显, 更有利于在保持较高交通密度的同时, 具有较高的交通流量和道路通行能力. 关键词： 交通流 顾前势 随机模型 加权