Anomalous jumping in a double-well potential

Noise induced jumping between meta-stable states in a potential depends on the structure of the noise. For an $\alpha$-stable noise, jumping triggered by single extreme events contributes to the transition probability. This is also called Levy flights and might be of importance in triggering sudden changes in geophysical flow and perhaps even climatic changes. The steady state statistics is also influenced by the noise structure leading to a non-Gibbs distribution for an $\alpha$-stable noise.Comment: 11 pages, 7 figure

Two modes of glacial climate during the late stage 5 identified in Greenland ice core records

International audienceFrom a detailed analysis of marine and terrestrial aerosol tracers in the NGRIP ice core we identified two distinct glacial atmospheric flow patterns. The climate transition from Marine Isotope Stage 5 (MIS 5) to MIS 4, at approximately 75 kyr BP, marks a shift between two different atmospheric flow regimes. Before this transition, during MIS 5d-a, the state of atmospheric flow was alternating between the two modes of different flow patterns, while a more persistent flow pattern was prevailing through the glacial period afterwards. These changes are accompanied by strong changes in an independent Greenland ice core proxy, namely the deuterium excess from the GRIP ice core, reflecting changes in the hydrological cycle and moisture source temperatures as well. The changes in atmospheric flow pattern are correlated with changed extent of ice-rafted detritus (IRD) deposition in the North Atlantic, indicating that the state of the atmospheric flow was highly sensitive to the waxing and waning of the Laurentide ice sheet

Bayesian Network Enhanced with Structural Reliability Methods: Methodology

We combine Bayesian networks (BNs) and structural reliability methods (SRMs) to create a new computational framework, termed enhanced Bayesian network (eBN), for reliability and risk analysis of engineering structures and infrastructure. BNs are efficient in representing and evaluating complex probabilistic dependence structures, as present in infrastructure and structural systems, and they facilitate Bayesian updating of the model when new information becomes available. On the other hand, SRMs enable accurate assessment of probabilities of rare events represented by computationally demanding, physically-based models. By combining the two methods, the eBN framework provides a unified and powerful tool for efficiently computing probabilities of rare events in complex structural and infrastructure systems in which information evolves in time. Strategies for modeling and efficiently analyzing the eBN are described by way of several conceptual examples. The companion paper applies the eBN methodology to example structural and infrastructure systems

Levy flights and Levy -Schroedinger semigroups

We analyze two different confining mechanisms for L\'{e}vy flights in the presence of external potentials. One of them is due to a conservative force in the corresponding Langevin equation. Another is implemented by Levy-Schroedinger semigroups which induce so-called topological Levy processes (Levy flights with locally modified jump rates in the master equation). Given a stationary probability function (pdf) associated with the Langevin-based fractional Fokker-Planck equation, we demonstrate that generically there exists a topological L\'{e}vy process with the very same invariant pdf and in the reverse.Comment: To appear in Cent. Eur. J. Phys. (2010

Correlation regimes in fluctuations of fatigue crack growth

This paper investigates correlation properties of fluctuations in fatigue crack growth of polycrystalline materials, such as ductile alloys, that are commonly encountered in structures and machinery components of complex electromechanical systems. The model of crack damage measure indicates that the fluctuations of fatigue crack growth are characterized by strong correlation patterns within short time scales and are uncorrelated for larger time scales. The two correlation regimes suggest that the 7075-T6 aluminum alloy, analyzed in this paper, is characterized by a micro-structure which is responsible for an intermittent correlated dynamics of fatigue crack growth within a certain scale. The constitutive equations of the damage measure are built upon the physics of fracture mechanics and are substantiated by Karhunen-Lo\`{e}ve decomposition of fatigue test data. Statistical orthogonality of the estimated damage measure and the resulting estimation error is demonstrated in a Hilbert space setting.Comment: 30 pages, 8 figures, to appear in Physica

Open TURNS: An industrial software for uncertainty quantification in simulation

The needs to assess robust performances for complex systems and to answer tighter regulatory processes (security, safety, environmental control, and health impacts, etc.) have led to the emergence of a new industrial simulation challenge: to take uncertainties into account when dealing with complex numerical simulation frameworks. Therefore, a generic methodology has emerged from the joint effort of several industrial companies and academic institutions. EDF R&D, Airbus Group and Phimeca Engineering started a collaboration at the beginning of 2005, joined by IMACS in 2014, for the development of an Open Source software platform dedicated to uncertainty propagation by probabilistic methods, named OpenTURNS for Open source Treatment of Uncertainty, Risk 'N Statistics. OpenTURNS addresses the specific industrial challenges attached to uncertainties, which are transparency, genericity, modularity and multi-accessibility. This paper focuses on OpenTURNS and presents its main features: openTURNS is an open source software under the LGPL license, that presents itself as a C++ library and a Python TUI, and which works under Linux and Windows environment. All the methodological tools are described in the different sections of this paper: uncertainty quantification, uncertainty propagation, sensitivity analysis and metamodeling. A section also explains the generic wrappers way to link openTURNS to any external code. The paper illustrates as much as possible the methodological tools on an educational example that simulates the height of a river and compares it to the height of a dyke that protects industrial facilities. At last, it gives an overview of the main developments planned for the next few years

Motoneuron membrane potentials follow a time inhomogeneous jump diffusion process

Stochastic leaky integrate-and-fire models are popular due to their simplicity and statistical tractability. They have been widely applied to gain understanding of the underlying mechanisms for spike timing in neurons, and have served as building blocks for more elaborate models. Especially the Ornstein–Uhlenbeck process is popular to describe the stochastic fluctuations in the membrane potential of a neuron, but also other models like the square-root model or models with a non-linear drift are sometimes applied. Data that can be described by such models have to be stationary and thus, the simple models can only be applied over short time windows. However, experimental data show varying time constants, state dependent noise, a graded firing threshold and time-inhomogeneous input. In the present study we build a jump diffusion model that incorporates these features, and introduce a firing mechanism with a state dependent intensity. In addition, we suggest statistical methods to estimate all unknown quantities and apply these to analyze turtle motoneuron membrane potentials. Finally, simulated and real data are compared and discussed. We find that a square-root diffusion describes the data much better than an Ornstein–Uhlenbeck process with constant diffusion coefficient. Further, the membrane time constant decreases with increasing depolarization, as expected from the increase in synaptic conductance. The network activity, which the neuron is exposed to, can be reasonably estimated to be a threshold version of the nerve output from the network. Moreover, the spiking characteristics are well described by a Poisson spike train with an intensity depending exponentially on the membrane potential

Feller Processes: The Next Generation in Modeling. Brownian Motion, L\'evy Processes and Beyond

We present a simple construction method for Feller processes and a framework for the generation of sample paths of Feller processes. The construction is based on state space dependent mixing of L\'evy processes. Brownian Motion is one of the most frequently used continuous time Markov processes in applications. In recent years also L\'evy processes, of which Brownian Motion is a special case, have become increasingly popular. L\'evy processes are spatially homogeneous, but empirical data often suggest the use of spatially inhomogeneous processes. Thus it seems necessary to go to the next level of generalization: Feller processes. These include L\'evy processes and in particular Brownian motion as special cases but allow spatial inhomogeneities. Many properties of Feller processes are known, but proving the very existence is, in general, very technical. Moreover, an applicable framework for the generation of sample paths of a Feller process was missing. We explain, with practitioners in mind, how to overcome both of these obstacles. In particular our simulation technique allows to apply Monte Carlo methods to Feller processes.Comment: 22 pages, including 4 figures and 8 pages of source code for the generation of sample paths of Feller processe