Markoff Random Processes and the Statistical Mechanics of Time‐Dependent Phenomena

1952 ◽  
Vol 20 (8) ◽  
pp. 1281-1295 ◽  
Author(s):  
Melville S. Green
Keyword(s):  
Statistical Mechanics ◽  
Random Processes ◽  
Time Dependent

Reliability Analysis and Random Vibration of Nonlinear Systems Using the Adjoint Method and Projected Differentiation

2020 ◽  
Vol 143 (6) ◽  
Author(s):  
Dimitrios Papadimitriou ◽  
Zissimos P. Mourelatos ◽  
Zhen Hu
Keyword(s):  
Reliability Analysis ◽  
Equations Of Motion ◽  
Random Variables ◽  
Random Processes ◽  
Time Dependent ◽  
Vibratory System ◽  
Standard Normal ◽  
Non Gaussian ◽  
Nonlinear Equations Of Motion ◽  
Adjoint Approach

Abstract This paper proposes a new methodology for time-dependent reliability and random vibrations of nonlinear vibratory systems using a combination of a time-dependent adjoint variable (AV) method and a projected differentiation (PD) method. The proposed approach is called AV-PD. The vibratory system is excited by stationary Gaussian or non-Gaussian input random processes. A Karhunen–Loeve (KL) expansion expresses each input random process in terms of standard normal random variables. The nonlinear equations of motion (EOM) are linearized using a Taylor expansion using the first-order derivatives of the output with respect to the input KL random variables. An adjoint approach obtains the output derivatives accurately and efficiently requiring the solution of as many sets of EOM as the number of outputs of interest, independently of the number of KL random variables. The proposed PD method then computes the autocorrelation function of each output process at an additional cost of solving as many sets of EOM as the number of outputs of interest, independently of the time horizon (simulation time). A time-dependent reliability analysis is finally performed using a KL expansion of the output processes and Monte Carlo simulation (MCS). The number of solutions of the EOM scales only with the number of output random processes which is commonly much smaller than the number of input KL random variables. The efficiency and accuracy of the proposed approach is demonstrated using a four degree-of-freedom (DOF) half-car vibratory problem.

Numerical modelling of the transition of infected cells and virions between two lymph nodes in a stochastic model of HIV-1 infection

2021 ◽  
Vol 36 (5) ◽  
pp. 293-302
Author(s):  
Nikolai V. Pertsev ◽  
Valentin A. Topchii ◽  
Konstantin K. Loginov
Keyword(s):  
Lymph Node ◽  
Infected Cell ◽  
Lymph Nodes ◽  
Stochastic Modelling ◽  
Statistical Modelling ◽  
Random Processes ◽  
Time Dependent ◽  
Distribution Law ◽  
Infected Cells ◽  
Hiv 1

Abstract The paper is focused on stochastic modelling of the process of transition of infected cells and virions of HIV-1 infection between two lymph nodes. The model is based on the following assumptions: (1) the duration of transition of infected cells and virions between two lymph nodes is set using a time-dependent function, (2) infected cells produce virions in the process of transition between two lymph nodes, (3) infected cells and virions may die when moving between two lymph nodes. The methods of the theory of branching random processes are used to study analytically the model variables. An algorithm for statistical modelling of the number of infected cells and virions in the second lymph node is presented. The results of computational experiments studying the distribution law of the number of virions produced by one infected cell depending on the duration of movement between two lymph nodes are presented.

Non-Equilibrium Statistical Mechanics

2008 ◽  
Author(s):  
Adrian F. Tuck
Keyword(s):  
Statistical Mechanics ◽  
Stokes Equations ◽  
Steady States ◽  
Time Dependent ◽  
Central Feature ◽  
Equilibrium Statistical Mechanics ◽  
Navier Stokes Equations ◽  
Future Evolution ◽  
Far From Equilibrium ◽  
Non Equilibrium

The Earth’s atmosphere is far from equilibrium; it is constantly in motion from the combined effects of gravity and planetary rotation, is constantly absorbing and emitting radiation, and hosts ongoing chemical reactions which are ultimately fuelled by solar photons. It has fluxes of material and energy across its boundaries with the planetary surface, both terrestrial and marine, and also emits a continual outward flux of infrared photons to space. The gaseous atmosphere is manifestly a kinetic system, meaning that its evolution must be described by time dependent differential equations. The equations doing this under the continuum fluid approximation are the Navier–Stokes equations, which are not analytically solvable and which support many non-linear instabilities. We have also seen that the generation of turbulence is a fundamentally difficult yet central feature of air motion, originating on the molecular scale. Non-equilibrium statistical mechanics may offer insight into which steady states a system far from equilibrium as a result of fluxes and anisotropies may migrate, without the need for detailed solution of the explicit path between the states. However, it does not seem possible to demonstrate mathematically that such steady states exist for the atmosphere. A physical view of the planet’s past and probable future suggests that the past and future evolution of the sun and its outgoing fluxes of energy may mean that the air-water-earth system may never have been or will ever be in a rigorously defined steady state. Also, to the human population, the detailed, time-dependent evolution is what matters in many respects. Nevertheless, non-equilibrium statistical mechanics is a discipline which should be applicable in principle to yield information about approximate steady states. These steady states may as a practical matter be definable from the observational record, for example the ice ages and the intervening periods evident in the geological record, or between states with two differing global average abundances of a radiatively active gas such as carbon dioxide. There has been great progress recently in non-equilibrium statistical mechanics, stemming from recent work on the concept of the maximization of entropy production.

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