This book constitutes the refereed proceedings of the Third International Symposium on Stochastic Algorithms: Foundations and Applications, SAGA 2005, held in Moscow, Russia in October 2005. The 14 revised full papers presented together with 5 invited papers were carefully reviewed and selected for inclusion in the book. The contributed papers included in this volume cover both theoretical as well as applied aspects of stochastic computations whith a special focus on new algorithmic ideas involving stochastic decisions and the (...) design and evaluation of stochastic algorithms within realistic scenarios. (shrink)

We first define a class of processes which we call regular quantum Markov processes. We next prove some basic results concerning such processes. A method is given for constructing quantum Markov processes using transition amplitude kernels. Finally we show that the Feynman path integral formalism can be clarified by approximating it with a quantum stochastic process.

In this third paper in a series on stochastic electrodynamics (SED), the nonrelativistic dipole approximation harmonic oscillator-zero-point field system is subjected to an arbitrary classical electromagnetic radiation field. The ensemble-averaged phase-space distribution and the two independent ensemble-averaged Liouville or Fokker-Planck equations that it satisfies are derived in closed form without furtner approximation. One of these Liouville equations is shown to be exactly equivalent to the usual Schrödinger equation supplemented by small radiative corrections and an explicit radiation reaction (...) (RR) vector potential that is similar to the Crisp-Jaynes semiclassical theory (SCT) RR potential. The wave function in this SED Schrödinger equation is shown to have thea priori significance of position probability amplitude. The other Liouville equation has no counterpart in ordinary quantum mechanics, and is shown to restrict initial conditions such that (i) The Wigner-type phase-space distribution is always positive, (ii) in the absence of an applied field, the only allowed solution of both equations is the quantum ground state, and (iii) if a previously applied field is suddenly turned off, then spontaneous transitions occur, with no need for a triggering perturbation as in SCT, until the system is in the ground state. It is also shown that the oscillator energy is a fluctuating quantity that must take on a continuum of values, with average value equal to the quantum ground-state energy plus a contribution due to the applied classical field. (shrink)

This is the first in a series of papers that present a new classical statistical treatment of the system of a charged harmonic oscillator (HO) immersed in an omnipresent stochastic zero-point (ZP) electromagnetic radiation field. This paper establishes the Gaussian statistical properties of this ZP field using Bourret's postulate that all statistical moments of the stochastic field plane waves at a given space-time point should agree with their corresponding quantized field vacuum expectations. This postulate is more than adequate (...) to derive the Planck spectrum classically via Boyer's and Theimer's methods, but it requires that the stochastic amplitude of each linearly polarized plane wave in the field contain two independent Gaussian random variables, not just a random phase as has sometimes been assumed. In the succeeding papers in the series, the total motion of a charged HO is described by a fully renormalized dipole-approximation Abraham-Lorentz equation. This leads without further approximation to the following major results concerning this stochastic electrodynamics (SED) of the HO: i) The ensemble-average Liouville equation for the oscillator-ZP field system in the presence of an arbitrary applied classical radiation field is exactly equivalent to the usual time-dependent Schrödinger equation supplemented by an explicit radiation reaction vector potential similar to that of the Crisp-Jaynes-Stroud theory; ii) this SED Schrödinger equation for the HO is incomplete, insmuch as there exists a companion equation that restricts initial conditions such that the corresponding Wigner phase-space distribution is always positive; iii) the wave function of the SED Schrödinger equation has thea priori significance of position probability amplitude; iv) first-order transition rates predicted for the HO by this theory agree with those predicted by quantum electrodynamics for resonance absorption and spontaneous emission, which occurs with no triggering necessary; and v) if SED is taken seriously, then the concepts of quantized energies and photons must be abandoned. (shrink)

In this second paper in a series on stochastic electrodynamics the system of a charged harmonic oscillator (HO) immersed in the stochastic zero-point field is analyzed. First, a method discussed by Claverie and Diner and Sanchez-Ron and Sanz permits a finite closed form renormalization of the oscillator frequency and charge, and allows the third-order Abraham-Lorentz (AL) nonrelativistic equation of motion, in dipole approximation, to be rewritten as an ordinary second-order equation, which thereby admits a conventional phase-space description (...) and precludes the runaway solutions of the AL equation. Second, following several authors, a momentum is defined that reduces to the usual canonical momentum in the limit of no radiation reaction, and the statistical moments of the oscillator position and this momentum are calculated in closed form to all orders of the radiative corrections. As has been shown by many authors, the velocity second moment is unbounded; semiquantitative arguments are given to support the conjecture that the use of the point-particle dipole approximation is responsible for this divergence. Third, it is shown that, to zeroth order in the radiative corrections, the renormalized HO has the same expectation energy found by other authors, that of the quantum ground state. (shrink)

A nonlocal equation of motion with damping is derived by means of a Mori-Zwanzig renormalization process. The treatment is analogous to that of Mori in deriving the Langevin equation. For the case of electrodynamics, a local approximation yields the Lorentz equation; a relativistic generalization gives the Lorentz-Dirac equation. No self-acceleration or self-mass difficulties occur in the classical treatment, although runaway solutions are not eliminated. The nonrelativistic quantum case does not exhibit runaways, however, provided one remains within a weak damping (...) approximation. The correspondence limit shows that a classical limit may be taken, again within the same approximation. (shrink)

As in previous stochastic interpretations of quantum mechanics, the electron is treated as a modified Brownian particle. Here, however, the analysis is based on extensions of the short-time Ornstein-Uhlenbeck description of classical Brownian motion, rather than the approximate, long-time Einstein-Smoluchowski treatment utilized in the earlier work. It is shown that Schrödinger's equation with its proper probabilistic interpretation emerges as an asymptotic description of such a system. After reviewing relevant aspects of Brownian motion, the appropriate equation for the displacement distribution (...) in the Ornstein-Uhlenbeck framework is derived. The Brownian system is then coupled to external potentials via a modified Lagrangian formulation, resulting in coupled equations which, except for transient terms, are shown to be equivalent to Schrödinger's equation. These transients imply that the short-time stochastic model, while reproducing the early successes of quantum mechanics, is, in principal, experimentally distinguishable from it. (shrink)

We discuss the main results of Linear Stochastic Electrodynamics, starting from a reformulation of its basic assumptions. This theory shares with Stochastic Electrodynamics the core assumption that quantization comes about from the permanent interaction between matter and the vacuum radiation field, but it departs from it when it comes to considering the effect that this interaction has on the statistical properties of the nearby field. In the transition to the quantum regime, correlations between field modes of well-defined characteristic (...) frequencies arise, which coincide with the transition frequencies of quantum mechanics and are therefore directly related with the energy quantization. The Heisenberg equations of motion of (non-relativistic) quantum electrodynamics are thus obtained. After a detailed consideration of the significance of the approximations made, we present a discussion on some of the most delicate or controversial features of quantum mechanics from the perspective provided by the present theory. (shrink)

One of the most important methods in dealing with the optimization of large, complex systems is that of hierarchical decomposition. The idea is to reduce the overall complex problem into manageable approximate problems or subproblems, to solve these problems, and to construct a solution of the original problem from the solutions of these simpler prob lems. Development of such approaches for large complex systems has been identified as a particularly fruitful area by the Committee on the Next Decade in Operations (...) Research (1988) [42] as well as by the Panel on Future Directions in Control Theory (1988) [65]. Most manufacturing firms are complex systems characterized by sev eral decision subsystems, such as finance, personnel, marketing, and op erations. They may have several plants and warehouses and a wide variety of machines and equipment devoted to producing a large number of different products. Moreover, they are subject to deterministic as well as stochastic discrete events, such as purchasing new equipment, hiring and layoff of personnel, and machine setups, failures, and repairs. (shrink)

Particle motion in stochastic space, i.e., space whose coordinates consist of small, regular stochastic parts, is considered. A free particle in this space resembles a Brownian particle the motion of which is characterized by a dispersionD dependent on the universal length l. It is shown that in the first approximation in the parameter l the particle motion in an external force field is described by equations coincident in form with equations of stochastic mechanics due to Nelson, (...) Kershow, and de la Pena-Auerbach. A method is proposed for the relativization of the scheme used to describe the processes in the stochastic space; by using this method, the equations of particle motion can be written in a covariant form. (shrink)

Deterministic models in population dynamics often are really approximations to stochastic models, justified by an appeal to the law of large numbers. It is proposed to call such models pseudodeterministic. Four questions are discussed in this article: (1) What errors may be made by equating deterministically predicted values to expectations? (2) When, and in what sense, may numbers be assumed to be large? (3) How large are the variances, coefficients of variations, etc., as assigned to the variables in the (...) stochastic versions of the models? (4) What role may pseudodeterministic models play in empirical research, where problems of statistical reliability arise?As an example, a modified Nicholson-Bailey model of the interaction between insect parasitoids and their hosts is discussed; the modification consists of assigning a random (density-independent) mortality to the parasitoid population. A stochastic version of this model is discussed. The expectation of the final host density is compared with the value computed from the deterministic model. The latter value is systematically lower than the former. The magnitude of the difference depends on parameter values. The variability to be expected with the stochastic model is characterized by the coefficient of variation of the final host density; its dependence on parameter values and initial conditions is discussed. It is concluded that it is worthwhile in practical applications to estimate parasitoid mortality, and that the coefficient of variation in real situations may be far from negligible. (shrink)

In this work we study the behavior of a time discrete multiregional stochastic model for a population structured in age classes and spread out in different spatial patches between which individuals can migrate. The dynamics of the population is controlled both by reproduction-survival and by migration. These processes take place at different time scales in the sense of the latter being much faster than the former. We incorporate the effect of demographic stochasticity into the population, which results in both (...) dynamics being modelled by multitype Bienaymé–Galton–Watson branching processes. We present a multitype global model that incorporates the effect of both processes and, making use of the existence of different time scales for demography and migration, build a reduced model in which the variables correspond to the total population in each age class. We extend previous results that relate the behavior of the original and the reduced model showing that, given a large enough separation of time scales between demography and migration, we can obtain information about the behavior of the multitype global model through the study of the simpler reduced model. We concentrate on the case where the two systems are supercritical and therefore the expected number of individuals grows to infinity, and show that we can approximate the asymptotic structure of the population vector and the asymptotic population size of the original system through the study of the reduced model. (shrink)

In a recent paper the authors studied numerically the hydrogen ground state in stochastic electrodynamics within the the non-relativistic approximation. In quantum theory the leading non-relativistic corrections to the ground state energy dominate the Lamb shift related to the photon cloud that should cause the quantum-like behaviour of SED. The present work takes these corrections into account in the numerical modelling. It is found that they have little effect; the self-ionisation that occurs without them remains present. It is (...) speculated that the point-charge approximation for the electron is the cause of the failure. (shrink)

Thresholds for disease extinction provide essential information for the prevention and control of diseases. In this paper, a stochastic epidemic model, a continuous-time Markov chain, for the transmission dynamics of West Nile virus in birds is developed based on the assumptions of its analogous deterministic model. The branching process is applied to derive the extinction threshold for the stochastic model and conditions for disease extinction or persistence. The probability of disease extinction computed from the branching process is shown (...) to be in good agreement with the probability approximated from numerical simulations. The disease dynamics of both models are compared to ascertain the effect of demographic stochasticity on West Nile virus dynamics. Analytical and numerical results show differences in model predictions and asymptotic dynamics between stochastic and deterministic models that are crucial for the prevention of disease outbreaks. It is found that there is a high probability of disease extinction if the disease emerges from exposed mosquitoes unlike if it emerges from infectious mosquitoes and birds. Finite-time to disease extinction is estimated using sample paths and it is shown that the epidemic duration is shortest if the disease is introduced by exposed mosquitoes. (shrink)

In this paper, the covariance control algorithm for nonlinear stochastic systems using covariance feedback is studied. Covariance control of nonlinear systems scenario involves the theory of covariance control based on the idea of the covariance feedback. Therefore, the proposed covariance control algorithm is derived for our case, firstly by applying the covariance control method and linear approximation of nonlinear systems, and then it is achieved by adopting this method for a class of nonlinear stochastic systems by using (...) feedback linearization idea and a covariance feedback controller. The effectiveness of the proposed covariance feedback algorithm is studied using numerous simulations concerning different nonlinear case studies. (shrink)

The graph edit distance (GED) measures the dissimilarity between two graphs as the minimal cost of a sequence of elementary operations transforming one graph into another. This measure is fundamental in many areas such as structural pattern recognition or classification. However, exactly computing GED is NP-hard. Among different classes of heuristic algorithms that were proposed to compute approximate solutions, local search based algorithms provide the tightest upper bounds for GED. In this paper, we present K-REFINE and RANDPOST. K-REFINE generalizes and (...) improves an existing local search algorithm and performs particularly well on small graphs. RANDPOST is a general warm start framework that stochastically generates promising initial solutions to be used by any local search based GED algorithm. It is particularly efficient on large graphs. An extensive empirical evaluation demonstrates that both K-REFINE and RANDPOST perform excellently in practice. (shrink)

Chaos-related obstructions to predictability have been used to challenge accounts of theory validation based on the agreement between theoretical predictions and experimental data. These challenges are incomplete in two respects: they do not show that chaotic regimes are unpredictable in principle and, as a result, that there is something conceptually wrong with idealized expectations of correct predictions from acceptable theories, and they do not explore whether chaos-induced predictive failures of deterministic models can be remedied by stochastic modeling. In this (...) paper we appeal to an asymptotic analysis of state space trajectories and their numerical approximations to show that chaotic regimes are deterministically unpredictable even with unbounded resources. Additionally, we explain why stochastic models of chaotic systems, while predictively successful in some cases, are in general predictively as limited as deterministic ones. We conclude by suggesting that the way in which scientists deal with such principled obstructions to predictability calls for a more comprehensive approach to theory validation, on which experimental testing is augmented by a multifaceted mathematical analysis of theoretical models, capable of identifying chaos-related predictive failures as due to principled limitations which the world itself imposes on any less-than-omniscient epistemic access to some natural systems. (shrink)

Classical electron theory with classical electromagnetic zero-point radiation (stochastic electrodynamics) is the classical theory which most closely approximates quantum electrodynamics. Indeed, in inertial frames, there is a general connection between classical field theories with classical zero-point radiation and quantum field theories. However, this connection does not extend to noninertial frames where the time parameter is not a geodesic coordinate. Quantum field theory applies the canonical quantization procedure (depending on the local time coordinate) to a mirror-walled box, and, in general, (...) each non-inertial coordinate frame has its own vacuum state. In particular, there is a distinction between the “Minkowski vacuum” for a box at rest in an inertial frame and a “Rindler vacuum” for an accelerating box which has fixed spatial coordinates in an (accelerating) Rindler frame. In complete contrast, the spectrum of random classical zero-point radiation is based upon symmetry principles of relativistic spacetime; in empty space, the correlation functions depend upon only the geodesic separations (and their coordinate derivatives) between the spacetime points. The behavior of classical zero-point radiation in a noninertial frame is found by tensor transformations and still depends only upon the geodesic separations, now expressed in the non-inertial coordinates. It makes no difference whether a box of classical zero-point radiation is gradually or suddenly set into uniform acceleration; the radiation in the interior retains the same correlation function except for small end-point (Casimir) corrections. Thus in classical theory where zero-point radiation is defined in terms of geodesic separations, there is nothing physically comparable to the quantum distinction between the Minkowski and Rindler vacuum states. It is also noted that relativistic classical systems with internal potential energy must be spatially extended and can not be point systems. The classical analysis gives no grounds for the “heating effects of acceleration through the vacuum” which appear in the literature of quantum field theory. Thus this distinction provides (in principle) an experimental test to distinguish the two theories. (shrink)

Hidden Markov models (HMMs) have been successful for modelling the dynamics of carefully dictated speech, but their performance degrades severely when used to model conversational speech. Since speech is produced by a system of loosely coupled articulators, stochastic models explicitly representing this parallelism may have advantages for automatic speech recognition (ASR), particularly when trying to model the phonological effects inherent in casual spontaneous speech. This paper presents a preliminary feasibility study of one such model class: loosely coupled HMMs. Exact (...) model estimation and decoding is potentially expensive, so possible approximate algorithms are also discussed. Comparison of one particular loosely coupled model on an isolated word task suggests loosely coupled HMMs merit further investigation. An approximate algorithm giving performance which is almost always statistically indistinguishable from the exact algorithm is also identified, making more extensive research computationally feasible. (shrink)

��The Coherent Approximation Principle (CAP) is a method for aggregating forecasts of probability from a group of judges by enforcing coherence with minimal adjustment. This paper explores two methods to further improve the forecasting accuracy within the CAP framework and proposes practical algorithms that implement them. These methods allow flexibility to add fixed constraints to the coherentization process and compensate for the psychological bias present in probability estimates from human judges. The algorithms were tested on a data set of (...) nearly half a million probability estimates of events related to the 2008 U.S. presidential election (from about 16000 judges). The results show that both methods improve the stochastic accuracy of the aggregated forecasts compared to using simple CAP. (shrink)

This is a collection of the abstracts of lectures given at the International Conference on Differential Equations, Approximations and Applications, which will be held at the old campus of the Vietnam National University at Hanoi December 10-15, 2001.

In this article we present symmetric diffusion networks, a family of networks that instantiate the principles of continuous, stochastic, adaptive and interactive propagation of information. Using methods of Markovion diffusion theory, we formalize the activation dynamics of these networks and then show that they can be trained to reproduce entire multivariate probability distributions on their outputs using the contrastive Hebbion learning rule (CHL). We show that CHL performs gradient descent on an error function that captures differences between desired and (...) obtained continuous multivariate probability distributions. This allows the learning algorithm to go beyond expected values of output units and to approximate complete probability distributions on continuous multivariate activation spaces. We argue that learning continuous distributions is an important task underlying a variety of real‐life situations that were beyond the scope of previous connectionist networks. Deterministic networks, like back propagation, cannot learn this task because they are limited to learning average values of independent output units. Previous stochastic connectionist networks could learn probability distributions but they were limited to discrete variables. Simulations show that symmetric diffusion networks can be trained with the CHL rule to approximate discrete and continuous probability distributions of various types. (shrink)

The problem of adaptive finite-time fault-tolerant control and output constraints for a class of uncertain nonlinear half-vehicle active suspension systems are investigated in this work. Markovian variables are used to denote in terms of different random actuators failures. In adaptive backstepping design procedure, barrier Lyapunov functions are adopted to constrain vertical motion and pitch motion to suppress the vibrations. Unknown functions and coefficients are approximated by the neural network. Assisted by the stochastic practical finite-time theory and FTC theory, the (...) proposed controller can ensure systems achieve stability in a finite time. Meanwhile, displacement and pitch angle in systems would not violate their maximum values, which imply both ride comfort and safety have been enhanced. In addition, all the signals in the closed-loop systems can be guaranteed to be semiglobal finite-time stable in probability. The simulation results illustrate the validity of the established scheme. (shrink)

The symplectic quantization scheme proposed for matter scalar fields in the companion paper (Gradenigo and Livi, arXiv:2101.02125, 2021) is generalized here to the case of space–time quantum fluctuations. That is, we present a new formalism to frame the quantum gravity problem. Inspired by the stochastic quantization approach to gravity, symplectic quantization considers an explicit dependence of the metric tensor gμν\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g_{\mu \nu }$$\end{document} on an additional time variable, named intrinsic time at (...) variance with the coordinate time of relativity, from which it is different. The physical meaning of intrinsic time, which is truly a parameter and not a coordinate, is to label the sequence of gμν\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g_{\mu \nu }$$\end{document} quantum fluctuations at a given point of the four-dimensional space–time continuum. For this reason symplectic quantization necessarily incorporates a new degree of freedom, the derivative g˙μν\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\dot{g}}_{\mu \nu }$$\end{document} of the metric field with respect to intrinsic time, corresponding to the conjugated momentum πμν\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\pi _{\mu \nu }$$\end{document}. Our proposal is to describe the quantum fluctuations of gravity by means of a symplectic dynamics generated by a generalized action functional A[gμν,πμν]=K[gμν,πμν]-S[gμν]\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathcal {A}}[g_{\mu \nu },\pi _{\mu \nu }] = {\mathcal {K}}[g_{\mu \nu },\pi _{\mu \nu }] - S[g_{\mu \nu }]$$\end{document}, playing formally the role of a Hamilton function, where S[gμν]\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$S[g_{\mu \nu }]$$\end{document} is the standard Einstein–Hilbert action while K[gμν,πμν]\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathcal {K}}[g_{\mu \nu },\pi _{\mu \nu }]$$\end{document} is a new term including the kinetic degrees of freedom of the field. Such an action allows us to define an ensemble for the quantum fluctuations of gμν\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g_{\mu \nu }$$\end{document} analogous to the microcanonical one in statistical mechanics, with the only difference that in the present case one has conservation of the generalized action A[gμν,πμν]\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathcal {A}}[g_{\mu \nu },\pi _{\mu \nu }]$$\end{document} and not of energy. Since the Einstein–Hilbert action S[gμν]\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$S[g_{\mu \nu }]$$\end{document} plays the role of a potential term in the new pseudo-Hamiltonian formalism, it can fluctuate along the symplectic action-preserving dynamics. These fluctuations are the quantum fluctuations of gμν\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g_{\mu \nu }$$\end{document}. Finally, we show how the standard path-integral approach to gravity can be obtained as an approximation of the symplectic quantization approach. By doing so we explain how the integration over the conjugated momentum field πμν\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\pi _{\mu \nu }$$\end{document} gives rise to a cosmological constant term in the path-integral approach. (shrink)

We study the SIS and SIRI epidemic models discussing different approaches to compute the thresholds that determine the appearance of an epidemic disease. The stochastic SIS model is a well known mathematical model, studied in several contexts. Here, we present recursively derivations of the dynamic equations for all the moments and we derive the stationary states of the state variables using the moment closure method. We observe that the steady states give a good approximation of the quasi-stationary states (...) of the SIS model. We present the relation between the SIS stochastic model and the contact process introducing creation and annihilation operators. For the spatial stochastic epidemic reinfection model SIRI, where susceptibles S can become infected I, then recover and remain only partial immune against reinfection R, we present the phase transition lines using the mean field and the pair approximation for the moments. We use a scaling argument that allow us to determine analytically an explicit formula for the phase transition lines in pair approximation. (shrink)

The general theory developed by Ben Yaacov for metric structures provides Fraïssé limits which are approximately ultrahomogeneous. We show here that this result can be strengthened in the case of relational metric structures. We give an extra condition that guarantees exact ultrahomogenous limits. The condition is quite general. We apply it to stochastic processes, the class of diversities, and its subclass of $L_1$ diversities.

The traditional formalism of quantum mechanics is mainly used to describe ensembles of identical systems (with a density-operator formalism) or single isolated systems, but is not capable of describing single open quantum objects with many degrees of freedom showing pure-state stochastic dynamical behaviour. In particular, stochastic 'line-migration' as in single-molecule spectroscopy of defect molecules in a molecular matrix is not adequately described. Starting with the Bohr scenario of stochastic quantum jumps (between strict energy eigenstates), we try to (...) incorporate more general pure-state stochastic dynamical behaviour into the quantum mechanical formalism.Probability distributions of (approximately) pure states, arising through the stochastic pure-state dynamics for long times, give rise to appropriate decompositions of thermal density operators. These decompositions of density operators into pure states mediate between quantum mechanics for ensembles of molecules and quantum theory for single molecules (or single dressed quantum objects). We suggest that such decompositions should be consistent with infinite limits (e.g. the Born-Oppenheimer limit for infinite nuclear masses) in the sense that quantum fluctuations (around classical behaviour in the infinite limit) die out asymptotically. (shrink)

This Letter to the Editor is a comment on a paper by Rodríguez Higuera (Biosemiotics 9, 155–167, 2016) that refers to a paper by van Hateren (Biosemiotics 8, 403–419, 2015). The comment argues that semiosis (i.e., the making of meaning) has biological roots in an internal process X occurring within all forms of life. This internal process produces, in effect, an approximation (i.e., an estimate) of the fitness of an organism. X subsequently drives a purely stochastic process of (...) structural change within the organism. This results in primordial forms of semiosos, agency, and aboutness. It is argued that the way this is produced should be regarded as a form of strong emergence, because it results in novel causal powers that are not equivalent to the combined causal powers of the composing parts of the system. -/- . (shrink)

A quantum measurement-like event can produce any of a number of macroscopically distinct results, with corresponding macroscopically distinct gravitational fields, from the same initial state. Hence the probabilistically evolving large-scale structure of space-time is not precisely or even always approximately described by the deterministic Einstein equations.Since the standard treatment of gravitational wave propagation assumes the validity of the Einstein equations, it is questionable whether we should expect all its predictions to be empirically verified. In particular, one might expect the stochasticity (...) of amplified quantum indeterminacy to cause coherent gravitational wave signals to decay faster than standard predictions suggest. This need not imply that the radiated energy flux from gravitational wave sources differs from standard theoretical predictions. An underappreciated bonus of gravitational wave astronomy is that either detecting or failing to detect predicted gravitational wave signals would constrain the form of the semi-classical theory of gravity that we presently lack. (shrink)

The discrete Deffuant model and its alternatives is a family of stochastic spatial models for the dynamics of binary opinions on f issues. Another parameter is also incorporated that prevents interaction between two agents whenever their opinion profiles are at a Hamming distance greater than the confidence threshold θ. By numerical simulations, it was conjectured in (Adamopoulos and Scarlatos, Complexity 2012, 17, 43) that one‐dimensional models exhibit a phase transition at a critical value θ critical approximately equal to f/2. (...) We report on recent mathematical results on this problem that originates from the community of complex systems. © 2016 Wiley Periodicals, Inc. Complexity 21: 437–439, 2016. (shrink)

Bayesian learning theory and evolutionary theory both formalize adaptive competition dynamics in possibly high‐dimensional, varying, and noisy environments. What do they have in common and how do they differ? In this paper, we discuss structural and dynamical analogies and their limits, both at a computational and an algorithmic‐mechanical level. We point out mathematical equivalences between their basic dynamical equations, generalizing the isomorphism between Bayesian update and replicator dynamics. We discuss how these mechanisms provide analogous answers to the challenge of adapting (...) to stochastically changing environments at multiple timescales. We elucidate an algorithmic equivalence between a sampling approximation, particle filters, and the Wright‐Fisher model of population genetics. These equivalences suggest that the frequency distribution of types in replicator populations optimally encodes regularities of a stochastic environment to predict future environments, without invoking the known mechanisms of multilevel selection and evolvability. A unified view of the theories of learning and evolution comes in sight. (shrink)

In a previous paper a stochastic foundation was proposed for microphysics: the nonrelativistic and relativistic domains were shown to be connected with two different approximations of diffusion theory; the relativistic features (Lorentz contraction for the coordinate standard deviation, covariant diffusion equation) were not derived from the relativistic formalism introduced at the start, but emerged from diffusion theory itself. In the present paper these results are given a new presentation, which aims at elucidating not the foundations of quantum mechanics, but (...) those of relativity. This leads to a discussion of points still controversial in the interpretation of relativity. In particular two problems appear in a new light: the character of time and length alterations, and the privileged role of the velocityc. Besides, the question of a possible limitation of relativity (and more generally of the laws of mechanics) in the domain of particle substructure is raised and supported by exemples drawn from the hydrodynamical model of a spinned particle. Suggestions are presented for the possibility of a deeper conceptual unification of special and general relativity. (shrink)

We present the unification of Riemann–Cartan–Weyl (RCW) space-time geometries and random generalized Brownian motions. These are metric compatible connections (albeit the metric can be trivially euclidean) which have a propagating trace-torsion 1-form, whose metric conjugate describes the average motion interaction term. Thus, the universality of torsion fields is proved through the universality of Brownian motions. We extend this approach to give a random symplectic theory on phase-space. We present as a case study of this approach, the invariant Navier–Stokes equations for (...) viscous fluids, and the kinematic dynamo equation of magnetohydrodynamics. We give analytical random representations for these equations. We discuss briefly the relation between them and the Reynolds approach to turbulence. We discuss the role of the Cartan classical development method and the random extension of it as the method to generate these generalized Brownian motions, as well as the key to construct finite-dimensional almost everywhere smooth approximations of the random representations of these equations, the random symplectic theory, and the random Poincaré–Cartan invariants associated to it. We discuss the role of autoparallels of the RCW connections as providing polygonal smooth almost everywhere realizations of the random representations. (shrink)

The placenta arose during mammalian evolution, which is recent in evolutionary terms. Genetic changes underlying placental development remain identifiable by the new science of comparative genomics (approximately post‐2000). Randomly arising features of genomes including endogenous retroviruses and transposable elements have provided structural genes and gene‐regulatory motifs responsible for innovations in placental biology. Stochastic genetic events indeed contribute to new functionality. Theologically, random mutations are part of the strategy by which the divine purpose for humanity is attained. Placental function critically (...) underlies human brain development, and suboptimal function, associated with environmental conditions and maternal distress, contributes to mental health deficits in the offspring. Many enter life with handicaps arising from contingent events in utero, mandating understanding, compassion, and socioemotional support, imperatives native to moral including biblical values. The extended period of development afforded by placentation enables prenatal parenting, with implications for sensitive and devoted parental commitment. (shrink)

Wireless sensor networks have been spawning many new applications where cooperative state estimation is essential. In this paper, the problem of performing cooperative state estimation for a discrete linear stochastic dynamical system over wireless sensor networks with a limitation on the sampling and communication rate is considered, where distributed sensors cooperatively sense a linear dynamical process and transmit observations each other via a common wireless channel. Firstly, a novel dynamic variance-based triggering scheme is designed to schedule the sampling of (...) each sensor and the transmission of its local measurement. In contrast to the existing static variance-based triggering scheme, the newly proposed DVTS can lead to the larger average intertrigger time interval and thus fewer total triggering number with almost approximate estimation accuracy. Second, a new Riccati equation of the prediction variance iteration for each estimator is obtained, which switches dynamically among the modes related to the variance of the previous step and the recently received measurements from other sensors. Furthermore, the stability issue is also mainly investigated. Finally, simulation results show the effectiveness and advantage of the proposed strategy. (shrink)

The so-called quantum Zeno effect is essentially a consequence of the projection postulate for ideal measurements. To test the effect, Itanoet al. have performed an experiment on an ensemble of atoms where rapidly repeated level measurements were realized by means of short laser pulses. Using dynamical considerations, we give an explanation why the projection postulate can be applied in good approximation to such measurements. Corrections to ideal measurements are determined explicitly. This is used to discuss how far the experiment (...) of Itanoet al. can be considered as a test of the quantum Zeno effect. We also analyze a new possible experiment on a single atom where stochastic light and dark periods can be interpreted as manifestation of the quantum Zeno effect. We show that the measurement point of view gives a quick and intuitive understanding of experiments of the above type, although a finer analysis has to take the corrections into account. (shrink)

We revisit the nonrelativistic problem of a bound, charged particle subject to the random zero-point radiation field, with the purpose of revealing the mechanism that takes it from the initially classical description to the final quantum-mechanical one. The combined effect of the zpf and the radiation reaction force results, after a characteristic time lapse, in the loss of the initial conditions and the concomitant irreversible transition of the dynamics to a stationary regime controlled by the field. In this regime, the (...) canonical variables x, p become expressed in terms of the dipolar response functions to a set of field modes. A proper ordering of the response coefficients leads to the matrix representation of quantum mechanics, as was proposed in the early days of the theory, and to the basic commutator x^,p^=iħ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\left[ {\hat{x}},{\hat{p}}\right] =i\hbar $$\end{document}. Further, the connection with the corresponding Fokker–Planck equation valid in the Markov approximation, allows one to obtain the radiative corrections of qed. These results reaffirm the essentially electrodynamic and stochastic nature of the quantum phenomenon, as proposed by stochastic electrodynamics. (shrink)

This study focuses on the static output feedback control of nonlinear Markov jump singularly perturbed systems within the framework of Takagi–Sugeno fuzzy approximation. From a practical point of view, the phenomenon of asynchronous switching between the plant and the controller is considered and characterized by a finite piecewise-homogenous Markov process. Particularly, for facilitating the controller synthesis, the closed-loop system is transformed into a fuzzy Markov jump singularly perturbed descriptor system by adopting descriptor representation. In order to fully accommodate the (...) system features, an appropriate stochastic Lyapunov function is constructed. Afterwards, by combining Finsler’s lemma, the mean square exponential admissibility of the system is analyzed. The conditions ensuring the existence of the predesigned controller are given and further solved by designing a brief search algorithm. Finally, a typical circuit system is used to demonstrate the application potential of the developed control technology and the effectiveness of the control strategy. (shrink)

The probability ranking conclusion is an extension of the absolute form evaluation conclusion. Firstly, the random simulation evaluation model is introduced; then, the general idea of converting the traditional evaluation method to the random simulation evaluation model is analyzed; on this basis, based on the rule of “further ensuring the stability of the ranking chain on the basis of increasing the possibility of the ranking chain,” two methods of solving the probability ranking conclusion are given. Based on the rule of (...) “further guaranteeing the stability of the ranking chain on the basis of improving the likelihood of the ranking chain,” two methods are given to solve the likelihood conclusion. This paper argues that this absolute form of conclusion hinders the approximation of the theory to the essence of the actual problem and is an important reason for the problem of “non-consistency of multi-evaluation conclusions.” To address this problem, a stochastic simulation-based comprehensive evaluation solution algorithm based on the idea of “Monte Carlo simulation” is proposed, and the corresponding ranking method is investigated, which is characterized by generating evaluation conclusions with probability information, and thus has more advantages than the absolute conclusion form in terms of problem interpretability. The method is characterized by the generation of evaluation conclusions with probabilistic information and thus has more advantages than the absolute conclusion form in terms of problem interpretation. Because of the independence of the stochastic simulation solution method, it is applied to the “bottom-up” evaluation model as an example, and a novel autonomous evaluation method is constructed. Finally, the application of the stochastic simulation evaluation model is illustrated by an example and compared with the absolute form evaluation. The evaluation model is an extension of the traditional evaluation model, which can further broaden the practical application of comprehensive evaluation theory. (shrink)

Recently Bell has conjectured that, with “epsilonics,” one should be able to argue, à la EPR, from “almost ideal correlations” (in parallel Bohm-Bell pair experiments) to “almost determinism,” and that this should suffice to derive an approximate Bell-type inequality. Here we prove that this is indeed the case. Such an inequality—in principle testable—is derived employing only weak locality conditions, imperfect correlation, and a propensity interpretation of certain conditional probabilities. Outcome-independence (Jarrett's “completeness” condition), hence “factorability” of joint probabilities, is not assumed, (...) but rather an approximate form of this is derived. An alternative proof to the original one of Bell [1971] constraining stochastic, contextual hidden-variables theories is thus provided. (shrink)

We give a partial answer to the question whether the Schrödinger equation can be derived from the Newtonian mechanics of a particle in a potential subject to a random force. We show that the fluctuations around the classical motion of a one dimensional harmonic oscillator subject to a random force can be described by the Schrödinger equation for a period of time depending on the frequency and the energy of the oscillator. We achieve this by deriving the postulates of Nelson’s (...) stochastic formulation of quantum mechanics for a random force depending on a small parameter. We show that the same result applies to small potential perturbations around the harmonic oscillator. We also show that the noise spectrum can be chosen to obtain the result for all oscillator frequencies for fixed mass. We discuss heuristics to generalize the result for a particle in one dimension in a potential where the motion can be described using action-angle variables. The main motivation of this paper is to provide a step for constructing a Newtonian theory which would approximately reproduce quantum mechanics both in unitary evolution and measurement regimes. (shrink)

A non-classical, non-quantum theory, or NCQ, is any fully consistent theory that differs fundamentally from both the corresponding classical and quantum theories, while exhibiting certain features common to both. Such theories are of interest for two primary reasons. Firstly, NCQs arise prominently in semi-classical approximation schemes. Their formal study may yield improved approximation techniques in the near-classical regime. More importantly for the purposes of this note, it may be possible for NCQs to reproduce quantum results over experimentally tested (...) regimes while having a well defined classical limit, and hence are viable alternative theories. We illustrate an NCQ by considering an explicit class of NCQ mechanics. Here this class will be arrived at via a natural generalization of classical mechanics formulated in terms of a probability density functional. (shrink)

Decision theorists widely accept a stochastic dominance principle: roughly, if a risky prospect A is at least as probable as another prospect B to result in something at least as good, then A is at least as good as B. Recently, philosophers have applied this principle even in contexts where the values of possible outcomes do not have the structure of the real numbers: this includes cases of incommensurable values and cases of infinite values. But in these contexts the (...) usual formulation of stochastic dominance is wrong. We show this with several counterexamples. Still, the motivating idea behind stochastic dominance is a good one: it is supposed to provide a way of applying dominance reasoning in the stochastic context of probability distributions. We give two new formulations of stochastic dominance that are more faithful to this guiding idea, and prove that they are equivalent. (shrink)

This paper highlights some connections between work on truth approximation and work in social epistemology, in particular work on peer disagreement. In some of the literature on truth approximation, questions have been addressed concerning the efficiency of research strategies for approximating the truth. So far, social aspects of research strategies have not received any attention in this context. Recent findings in the field of opinion dynamics suggest that this is a mistake. How scientists exchange and take into account (...) information about each others’ beliefs may greatly influence the accuracy and speed with which the scientific community as a whole approximates the truth. On the other hand, social epistemologists concerned with peer disagreement have so far neglected the question of how practices of responding to disagreements with peers fare with respect to the goal of approximating the truth. Again, work on opinion dynamics shows that this may be a mistake, and that how we ought to respond to disagreements with our peers may depend on the specific purposes of our investigations. (shrink)

This paper reports the results of an experiment designed to uncover the stochastic structure of individual preferences over lotteries. Unlike previous experiments, which have presented subjects with pair-wise choices between lotteries, our design allowed subjects to choose between two lotteries or (virtually) any convex combination of the two lotteries. We interpret the mixtures of lotteries chosen by subjects as a measure of the stochastic structure of choice. We test between two alternative interpretations of stochastic choice: the random (...) utility interpretation and the deterministic preferences interpretation. The main findings of the experiment are that the typical subject prefers mixtures of lotteries rather than the extremes of a linear lottery choice set. The distribution of choices does not change between a first and second asking of the same question. We argue that this provides support for the deterministic preferences interpretation over the random utility interpretation of stochastic choice. As a subsidiary result, we find a small proportion of subjects make choices that violate transitivity, but the level of intransitive choice falls significantly over time. (shrink)

I discuss various formulations of stochastic Einstein locality (SEL), which is a version of the idea of relativistic causality, that is, the idea that influences propagate at most as fast as light. SEL is similar to Reichenbach's Principle of the Common Cause (PCC), and Bell's Local Causality. My main aim is to discuss formulations of SEL for a fixed background spacetime. I previously argued that SEL is violated by the outcome dependence shown by Bell correlations, both in quantum mechanics (...) and in quantum field theory. Here I reassess those verdicts in the light of some recent literature which argues that outcome dependence does not violate the PCC. I argue that the verdicts about SEL still stand. Finally, I briefly discuss how to formulate relativistic causality if there is no fixed background spacetime. (shrink)

What role does our knowledge about the ideal society play in guiding policymaking in the real world? One intuitive answer is to approximate. Namely, we have a duty to approximate the ideal within the relevant constraints of feasibility. However, political philosophers seem to have what might be called ‘approximatophobia'. Many philosophers, including idealists such as David Estlund, warn against approximation. Their criticism is chiefly motivated by ‘the problem of second best’, which points out that your second-best option may not (...) be closest to your best option. This paper aims to dispel ‘approximatophobia'. The difficulty posed by the problem of second best is often overstated. More positively, I present a novel defence of approximation, arguing that approximation of an ideal can be a reasonably reliable default strategy of action guidance in the real world. Difficulties that may afflict the project of approximation can be mitigated by sophistication of the project of approximation. After showing that critics of approximation overstep their mark in issuing the strong or moderate warning against approximation, I propose an account of sophisticated approximation. It seeks a series of reforms that make existing social institutions closer to the ideal based on careful selection of frame of analysis. Three virtuous correlations are identified as indicators for successful project of approximation, linking descriptive similarity to desirability, feasibility and knowledge of the ideal. I also explain a two-staged strategy of sophisticating the way you approximate the ideal, with an expected positive feedback effect. (shrink)

We introduce a framework that can be used to model both mathematics and human reasoning about mathematics. This framework involves stochastic mathematical systems (SMSs), which are stochastic processes that generate pairs of questions and associated answers (with no explicit referents). We use the SMS framework to define normative conditions for mathematical reasoning, by defining a “calibration” relation between a pair of SMSs. The first SMS is the human reasoner, and the second is an “oracle” SMS that can be (...) interpreted as deciding whether the question–answer pairs of the reasoner SMS are valid. To ground thinking, we understand the answers to questions given by this oracle to be the answers that would be given by an SMS representing the entire mathematical community in the infinite long run of the process of asking and answering questions. We then introduce a slight extension of SMSs to allow us to model both the physical universe and human reasoning about the physical universe. We then define a slightly different calibration relation appropriate for the case of scientific reasoning. In this case the first SMS represents a human scientist predicting the outcome of future experiments, while the second SMS represents the physical universe in which the scientist is embedded, with the question–answer pairs of that SMS being specifications of the experiments that will occur and the outcome of those experiments, respectively. Next we derive conditions justifying two important patterns of inference in both mathematical and scientific reasoning: (i) the practice of increasing one’s degree of belief in a claim as one observes increasingly many lines of evidence for that claim, and (ii) abduction, the practice of inferring a claim’s probability of being correct from its explanatory power with respect to some other claim that is already taken to hold for independent reasons. (shrink)