Deformed SPDE models with an application to spatial modeling of significant wave height

A non-stationary Gaussian random field model is developed based on a combination of the stochastic partial differential equation (SPDE) approach and the classical deformation method. With the deformation method, a stationary field is defined on a domain which is deformed so that the field becomes non-stationary. We show that if the stationary field is a Mat'ern field defined as a solution to a fractional SPDE, the resulting non-stationary model can be represented as the solution to another fractional SPDE on the deformed domain. By defining the model in this way, the computational advantages of the SPDE approach can be combined with the deformation method's more intuitive parameterisation of non-stationarity. In particular it allows for independent control over the non-stationary practical correlation range and the variance, which has not been possible with previously proposed non-stationary SPDE models. The model is tested on spatial data of significant wave height, a characteristic of ocean surface conditions which is important when estimating the wear and risks associated with a planned journey of a ship. The model parameters are estimated to data from the north Atlantic using a maximum likelihood approach. The fitted model is used to compute wave height exceedance probabilities and the distribution of accumulated fatigue damage for ships traveling a popular shipping route. The model results agree well with the data, indicating that the model could be used for route optimization in naval logistics.Comment: 22 pages, 12 figure

Stability of Travelling Waves for Reaction-Diffusion Equations with Multiplicative Noise

We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable travelling wave solutions to the deterministic system retain their orbital stability if the amplitude of the noise is sufficiently small. By applying a stochastic phase-shift together with a time-transform, we obtain a semilinear sPDE that describes the fluctuations from the primary wave. We subsequently develop a semigroup approach to handle the nonlinear stability question in a fashion that is closely related to modern deterministic methods

A Stochastic Compartmental Model for Fast Axonal Transport

In this paper we develop a probabilistic micro-scale compartmental model and use it to study macro-scale properties of axonal transport, the process by which intracellular cargo is moved in the axons of neurons. By directly modeling the smallest scale interactions, we can use recent microscopic experimental observations to infer all the parameters of the model. Then, using techniques from probability theory, we compute asymptotic limits of the stochastic behavior of individual motor-cargo complexes, while also characterizing both equilibrium and non-equilibrium ensemble behavior. We use these results in order to investigate three important biological questions: (1) How homogeneous are axons at stochastic equilibrium? (2) How quickly can axons return to stochastic equilibrium after large local perturbations? (3) How is our understanding of delivery time to a depleted target region changed by taking the whole cell point-of-view

The contribution of statistical physics to evolutionary biology

Evolutionary biology shares many concepts with statistical physics: both deal with populations, whether of molecules or organisms, and both seek to simplify evolution in very many dimensions. Often, methodologies have undergone parallel and independent development, as with stochastic methods in population genetics. We discuss aspects of population genetics that have embraced methods from physics: amongst others, non-equilibrium statistical mechanics, travelling waves, and Monte-Carlo methods have been used to study polygenic evolution, rates of adaptation, and range expansions. These applications indicate that evolutionary biology can further benefit from interactions with other areas of statistical physics, for example, by following the distribution of paths taken by a population through time.Comment: 18 pages, 3 figures, glossary. Accepted in Trend in Ecology and Evolution (to appear in print in August 2011