WorldWideScience

Sample records for coalescing markov labelled

  1. The Bacterial Sequential Markov Coalescent.

    Science.gov (United States)

    De Maio, Nicola; Wilson, Daniel J

    2017-05-01

    Bacteria can exchange and acquire new genetic material from other organisms directly and via the environment. This process, known as bacterial recombination, has a strong impact on the evolution of bacteria, for example, leading to the spread of antibiotic resistance across clades and species, and to the avoidance of clonal interference. Recombination hinders phylogenetic and transmission inference because it creates patterns of substitutions (homoplasies) inconsistent with the hypothesis of a single evolutionary tree. Bacterial recombination is typically modeled as statistically akin to gene conversion in eukaryotes, i.e. , using the coalescent with gene conversion (CGC). However, this model can be very computationally demanding as it needs to account for the correlations of evolutionary histories of even distant loci. So, with the increasing popularity of whole genome sequencing, the need has emerged for a faster approach to model and simulate bacterial genome evolution. We present a new model that approximates the coalescent with gene conversion: the bacterial sequential Markov coalescent (BSMC). Our approach is based on a similar idea to the sequential Markov coalescent (SMC)-an approximation of the coalescent with crossover recombination. However, bacterial recombination poses hurdles to a sequential Markov approximation, as it leads to strong correlations and linkage disequilibrium across very distant sites in the genome. Our BSMC overcomes these difficulties, and shows a considerable reduction in computational demand compared to the exact CGC, and very similar patterns in simulated data. We implemented our BSMC model within new simulation software FastSimBac. In addition to the decreased computational demand compared to previous bacterial genome evolution simulators, FastSimBac provides more general options for evolutionary scenarios, allowing population structure with migration, speciation, population size changes, and recombination hotspots. FastSimBac is

  2. Hidden Markov models for labeled sequences

    DEFF Research Database (Denmark)

    Krogh, Anders Stærmose

    1994-01-01

    A hidden Markov model for labeled observations, called a class HMM, is introduced and a maximum likelihood method is developed for estimating the parameters of the model. Instead of training it to model the statistics of the training sequences it is trained to optimize recognition. It resembles MMI...

  3. Estimating Divergence Time and Ancestral Effective Population Size of Bornean and Sumatran Orangutan Subspecies Using a Coalescent Hidden Markov Model

    DEFF Research Database (Denmark)

    Mailund, Thomas; Dutheil, Julien; Hobolth, Asger

    2011-01-01

    event has occurred to split them apart. The size of these segments of constant divergence depends on the recombination rate, but also on the speciation time, the effective population size of the ancestral population, as well as demographic effects and selection. Thus, inference of these parameters may......, and the ancestral effective population size. The model is efficient enough to allow inference on whole-genome data sets. We first investigate the power and consistency of the model with coalescent simulations and then apply it to the whole-genome sequences of the two orangutan sub-species, Bornean (P. p. pygmaeus......) and Sumatran (P. p. abelii) orangutans from the Orangutan Genome Project. We estimate the speciation time between the two sub-species to be thousand years ago and the effective population size of the ancestral orangutan species to be , consistent with recent results based on smaller data sets. We also report...

  4. Rate Reduction for State-labelled Markov Chains with Upper Time-bounded CSL Requirements

    Directory of Open Access Journals (Sweden)

    Bharath Siva Kumar Tati

    2016-07-01

    Full Text Available This paper presents algorithms for identifying and reducing a dedicated set of controllable transition rates of a state-labelled continuous-time Markov chain model. The purpose of the reduction is to make states to satisfy a given requirement, specified as a CSL upper time-bounded Until formula. We distinguish two different cases, depending on the type of probability bound. A natural partitioning of the state space allows us to develop possible solutions, leading to simple algorithms for both cases.

  5. The bacterial sequential Markov coalescent

    OpenAIRE

    De Maio, N; Wilson, DJ

    2017-01-01

    Bacteria can exchange and acquire new genetic material from other organisms directly and via the environment. This process, known as bacterial recombination, has a strong impact on the evolution of bacteria, for example leading to the spread of antibiotic resistance across clades and species, and to the avoidance of clonal interference. Recombination hinders phylogenetic and transmission inference because it creates patterns of substitutions that are not consistent with the hypothesis of a si...

  6. Online scenario labeling using a hidden Markov model for assessment of nuclear plant state

    International Nuclear Information System (INIS)

    Zamalieva, Daniya; Yilmaz, Alper; Aldemir, Tunc

    2013-01-01

    By taking into account both aleatory and epistemic uncertainties within the same probabilistic framework, dynamic event trees (DETs) provide more comprehensive and systematic coverage of possible scenarios following an initiating event compared to conventional event trees. When DET generation algorithms are applied to complex realistic systems, extremely large amounts of data can be produced due to both the large number of scenarios generated following a single initiating event and the large number of data channels that represent these scenarios. In addition, the computational time required for the simulation of each scenario can be very large (e.g. about 24 h of serial run simulation time for a 4 h station blackout scenario). Since scenarios leading to system failure are more of interest, a method is proposed for online labeling of scenarios as failure or non-failure. The algorithm first trains a Hidden Markov Model, which represents the behavior of non-failure scenarios, using a training set from previous simulations. Then, the maximum likelihoods of sample failure and non-failure scenarios fitting this model are computed. These values are used to determine the timestamp at which the labeling of a certain scenario should be performed. Finally, during the succeeding timestamps, the likelihood of each scenario fitting the learned model is computed, and a dynamic thresholding based on the previously calculated likelihood values is applied. The scenarios whose likelihood is higher than the threshold are labeled as non-failure. The proposed algorithm can further delay the non-failure scenarios or discontinue them in order to redirect the computational resources toward the failure scenarios, and reduce computational time and complexity. Experiments using RELAP5/3D model of a fast reactor utilizing an Reactor Vessel Auxiliary Cooling System (RVACS) passive decay heat removal system and dynamic analysis of a station blackout (SBO) event show that the proposed method is

  7. Gas bubble coalescence

    International Nuclear Information System (INIS)

    Ganeev, G.Z.; Turkebaev, T.Eh.; Kadyrov, Kh.G.

    2001-01-01

    Analysis of gaseous pores coalescence in area of the straggling of helium atoms is given. The considered coalescence is based on both the Brownian movement and the migration within the stress gradient. (author)

  8. Hydrodynamic effects on coalescence.

    Energy Technology Data Exchange (ETDEWEB)

    Dimiduk, Thomas G.; Bourdon, Christopher Jay; Grillet, Anne Mary; Baer, Thomas A.; de Boer, Maarten Pieter; Loewenberg, Michael (Yale University, New Haven, CT); Gorby, Allen D.; Brooks, Carlton, F.

    2006-10-01

    The goal of this project was to design, build and test novel diagnostics to probe the effect of hydrodynamic forces on coalescence dynamics. Our investigation focused on how a drop coalesces onto a flat surface which is analogous to two drops coalescing, but more amenable to precise experimental measurements. We designed and built a flow cell to create an axisymmetric compression flow which brings a drop onto a flat surface. A computer-controlled system manipulates the flow to steer the drop and maintain a symmetric flow. Particle image velocimetry was performed to confirm that the control system was delivering a well conditioned flow. To examine the dynamics of the coalescence, we implemented an interferometry capability to measure the drainage of the thin film between the drop and the surface during the coalescence process. A semi-automated analysis routine was developed which converts the dynamic interferogram series into drop shape evolution data.

  9. Coalescence of magnetic islands

    International Nuclear Information System (INIS)

    Pellat, R.

    1982-01-01

    The paper gives the analytical theory of the coalescence instability and of a new, one island, instability. These instabilities are expected to be relevant for the disruptions observed in Tokamak experiments and astrophysical plasmas

  10. Markov processes

    CERN Document Server

    Kirkwood, James R

    2015-01-01

    Review of ProbabilityShort HistoryReview of Basic Probability DefinitionsSome Common Probability DistributionsProperties of a Probability DistributionProperties of the Expected ValueExpected Value of a Random Variable with Common DistributionsGenerating FunctionsMoment Generating FunctionsExercisesDiscrete-Time, Finite-State Markov ChainsIntroductionNotationTransition MatricesDirected Graphs: Examples of Markov ChainsRandom Walk with Reflecting BoundariesGambler’s RuinEhrenfest ModelCentral Problem of Markov ChainsCondition to Ensure a Unique Equilibrium StateFinding the Equilibrium StateTransient and Recurrent StatesIndicator FunctionsPerron-Frobenius TheoremAbsorbing Markov ChainsMean First Passage TimeMean Recurrence Time and the Equilibrium StateFundamental Matrix for Regular Markov ChainsDividing a Markov Chain into Equivalence ClassesPeriodic Markov ChainsReducible Markov ChainsSummaryExercisesDiscrete-Time, Infinite-State Markov ChainsRenewal ProcessesDelayed Renewal ProcessesEquilibrium State f...

  11. Markov Chains and Markov Processes

    OpenAIRE

    Ogunbayo, Segun

    2016-01-01

    Markov chain, which was named after Andrew Markov is a mathematical system that transfers a state to another state. Many real world systems contain uncertainty. This study helps us to understand the basic idea of a Markov chain and how is been useful in our daily lives. For some times there had been suspense on distinct predictions and future existences. Also in different games there had been different expectations or results involved. That is the reason why we need Markov chains to predict o...

  12. Fast "coalescent" simulation

    Directory of Open Access Journals (Sweden)

    Wall Jeff D

    2006-03-01

    Full Text Available Abstract Background The amount of genome-wide molecular data is increasing rapidly, as is interest in developing methods appropriate for such data. There is a consequent increasing need for methods that are able to efficiently simulate such data. In this paper we implement the sequentially Markovian coalescent algorithm described by McVean and Cardin and present a further modification to that algorithm which slightly improves the closeness of the approximation to the full coalescent model. The algorithm ignores a class of recombination events known to affect the behavior of the genealogy of the sample, but which do not appear to affect the behavior of generated samples to any substantial degree. Results We show that our software is able to simulate large chromosomal regions, such as those appropriate in a consideration of genome-wide data, in a way that is several orders of magnitude faster than existing coalescent algorithms. Conclusion This algorithm provides a useful resource for those needing to simulate large quantities of data for chromosomal-length regions using an approach that is much more efficient than traditional coalescent models.

  13. ULTRAMASSIVE BLACK HOLE COALESCENCE

    International Nuclear Information System (INIS)

    Khan, Fazeel Mahmood; Holley-Bockelmann, Kelly; Berczik, Peter

    2015-01-01

    Although supermassive black holes (SMBHs) correlate well with their host galaxies, there is an emerging view that outliers exist. Henize 2-10, NGC 4889, and NGC 1277 are examples of SMBHs at least an order of magnitude more massive than their host galaxy suggests. The dynamical effects of such ultramassive central black holes is unclear. Here, we perform direct N-body simulations of mergers of galactic nuclei where one black hole is ultramassive to study the evolution of the remnant and the black hole dynamics in this extreme regime. We find that the merger remnant is axisymmetric near the center, while near the large SMBH influence radius, the galaxy is triaxial. The SMBH separation shrinks rapidly due to dynamical friction, and quickly forms a binary black hole; if we scale our model to the most massive estimate for the NGC 1277 black hole, for example, the timescale for the SMBH separation to shrink from nearly a kiloparsec to less than a parsec is roughly 10 Myr. By the time the SMBHs form a hard binary, gravitational wave emission dominates, and the black holes coalesce in a mere few Myr. Curiously, these extremely massive binaries appear to nearly bypass the three-body scattering evolutionary phase. Our study suggests that in this extreme case, SMBH coalescence is governed by dynamical friction followed nearly directly by gravitational wave emission, resulting in a rapid and efficient SMBH coalescence timescale. We discuss the implications for gravitational wave event rates and hypervelocity star production

  14. Verification of Open Interactive Markov Chains

    OpenAIRE

    Brazdil, Tomas; Hermanns, Holger; Krcal, Jan; Kretinsky, Jan; Rehak, Vojtech

    2012-01-01

    Interactive Markov chains (IMC) are compositional behavioral models extending both labeled transition systems and continuous-time Markov chains. IMC pair modeling convenience - owed to compositionality properties - with effective verification algorithms and tools - owed to Markov properties. Thus far however, IMC verification did not consider compositionality properties, but considered closed systems. This paper discusses the evaluation of IMC in an open and thus compositional interpretation....

  15. Bubble coalescence in breathing DNA

    DEFF Research Database (Denmark)

    Novotný, Tomas; Pedersen, Jonas Nyvold; Ambjörnsson, Tobias

    2007-01-01

    We investigate the coalescence of two DNA bubbles initially located at weak segments and separated by a more stable barrier region in a designed construct of double-stranded DNA. The characteristic time for bubble coalescence and the corresponding distribution are derived, as well as the distribu...... vicious walkers in opposite potentials....

  16. GeneRecon Users' Manual — A coalescent based tool for fine-scale association mapping

    DEFF Research Database (Denmark)

    Mailund, T

    2006-01-01

    GeneRecon is a software package for linkage disequilibrium mapping using coalescent theory. It is based on Bayesian Markov-chain Monte Carlo (MCMC) method for fine-scale linkage-disequilibrium gene mapping using high-density marker maps. GeneRecon explicitly models the genealogy of a sample of th...

  17. Markov processes and controlled Markov chains

    CERN Document Server

    Filar, Jerzy; Chen, Anyue

    2002-01-01

    The general theory of stochastic processes and the more specialized theory of Markov processes evolved enormously in the second half of the last century. In parallel, the theory of controlled Markov chains (or Markov decision processes) was being pioneered by control engineers and operations researchers. Researchers in Markov processes and controlled Markov chains have been, for a long time, aware of the synergies between these two subject areas. However, this may be the first volume dedicated to highlighting these synergies and, almost certainly, it is the first volume that emphasizes the contributions of the vibrant and growing Chinese school of probability. The chapters that appear in this book reflect both the maturity and the vitality of modern day Markov processes and controlled Markov chains. They also will provide an opportunity to trace the connections that have emerged between the work done by members of the Chinese school of probability and the work done by the European, US, Central and South Ameri...

  18. Explosive coalescence of Magnetic Islands

    International Nuclear Information System (INIS)

    Tajima, T.; Sakai, J.I.

    1985-04-01

    An explosive reconnection process associated with nonlinear evolution of the coalescence instability is found through studies of particle and magnetohydrodynamic simulations. The explosive coalescence is a self-similar process of magnetic collapse, in which the magnetic and electrostatic energies and temperatures explode toward the explosion time t 0 as (t 0 -t)/sup 8/3/,(t 0 -t) -4 , and (t 0 -t)/sup -8/3/, respectively. Ensuing amplitude oscillations in these quantities are identified by deriving an equation of motion for the scale factor in the Sagdeev potential

  19. Markov stochasticity coordinates

    International Nuclear Information System (INIS)

    Eliazar, Iddo

    2017-01-01

    Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.

  20. Decisive Markov Chains

    OpenAIRE

    Abdulla, Parosh Aziz; Henda, Noomene Ben; Mayr, Richard

    2007-01-01

    We consider qualitative and quantitative verification problems for infinite-state Markov chains. We call a Markov chain decisive w.r.t. a given set of target states F if it almost certainly eventually reaches either F or a state from which F can no longer be reached. While all finite Markov chains are trivially decisive (for every set F), this also holds for many classes of infinite Markov chains. Infinite Markov chains which contain a finite attractor are decisive w.r.t. every set F. In part...

  1. Markov stochasticity coordinates

    Energy Technology Data Exchange (ETDEWEB)

    Eliazar, Iddo, E-mail: iddo.eliazar@intel.com

    2017-01-15

    Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.

  2. Markov Random Fields on Triangle Meshes

    DEFF Research Database (Denmark)

    Andersen, Vedrana; Aanæs, Henrik; Bærentzen, Jakob Andreas

    2010-01-01

    In this paper we propose a novel anisotropic smoothing scheme based on Markov Random Fields (MRF). Our scheme is formulated as two coupled processes. A vertex process is used to smooth the mesh by displacing the vertices according to a MRF smoothness prior, while an independent edge process label...

  3. Finding the best resolution for the Kingman-Tajima coalescent: theory and applications.

    Science.gov (United States)

    Sainudiin, Raazesh; Stadler, Tanja; Véber, Amandine

    2015-05-01

    Many summary statistics currently used in population genetics and in phylogenetics depend only on a rather coarse resolution of the underlying tree (the number of extant lineages, for example). Hence, for computational purposes, working directly on these resolutions appears to be much more efficient. However, this approach seems to have been overlooked in the past. In this paper, we describe six different resolutions of the Kingman-Tajima coalescent together with the corresponding Markov chains, which are essential for inference methods. Two of the resolutions are the well-known n-coalescent and the lineage death process due to Kingman. Two other resolutions were mentioned by Kingman and Tajima, but never explicitly formalized. Another two resolutions are novel, and complete the picture of a multi-resolution coalescent. For all of them, we provide the forward and backward transition probabilities, the probability of visiting a given state as well as the probability of a given realization of the full Markov chain. We also provide a description of the state-space that highlights the computational gain obtained by working with lower-resolution objects. Finally, we give several examples of summary statistics that depend on a coarser resolution of Kingman's coalescent, on which simulations are usually based.

  4. Semi-Markov processes

    CERN Document Server

    Grabski

    2014-01-01

    Semi-Markov Processes: Applications in System Reliability and Maintenance is a modern view of discrete state space and continuous time semi-Markov processes and their applications in reliability and maintenance. The book explains how to construct semi-Markov models and discusses the different reliability parameters and characteristics that can be obtained from those models. The book is a useful resource for mathematicians, engineering practitioners, and PhD and MSc students who want to understand the basic concepts and results of semi-Markov process theory. Clearly defines the properties and

  5. Fields From Markov Chains

    DEFF Research Database (Denmark)

    Justesen, Jørn

    2005-01-01

    A simple construction of two-dimensional (2-D) fields is presented. Rows and columns are outcomes of the same Markov chain. The entropy can be calculated explicitly.......A simple construction of two-dimensional (2-D) fields is presented. Rows and columns are outcomes of the same Markov chain. The entropy can be calculated explicitly....

  6. Linear Co-occurrence Rate Networks (L-CRNs) for Sequence Labeling

    NARCIS (Netherlands)

    Zhu, Zhemin; Hiemstra, Djoerd; Apers, Peter M.G.

    2014-01-01

    Sequence labeling has wide applications in natural language processing and speech processing. Popular sequence labeling models suffer from some known problems. Hidden Markov models (HMMs) are generative models and they cannot encode transition features; Conditional Markov models (CMMs) suffer from

  7. Bunch coalescing in the Fermilab Main Ring

    International Nuclear Information System (INIS)

    Wildman, D.; Martin, P.; Meisner, K.; Miller, H.W.

    1987-01-01

    A new RF system has been installed in the Fermilab Main Ring to coalesce up to 13 individual bunches of protons or antiprotons into a single high-intensity bunch. The coalescing process consists of adiabatically reducing the h=1113 Main Ring RF voltage from 1 MV to less than 1 kV, capturing the debunched beam in a linearized h=53 and h=106 bucket, rotating for a quarter of a synchrotron oscillation period, and then recapturing the beam in a single h=1113 bucket. The new system is described and the results of recent coalescing experiments are compared with computer-generated particle tracking simulations

  8. Markov Tail Chains

    OpenAIRE

    janssen, Anja; Segers, Johan

    2013-01-01

    The extremes of a univariate Markov chain with regularly varying stationary marginal distribution and asymptotically linear behavior are known to exhibit a multiplicative random walk structure called the tail chain. In this paper we extend this fact to Markov chains with multivariate regularly varying marginal distributions in Rd. We analyze both the forward and the backward tail process and show that they mutually determine each other through a kind of adjoint relation. In ...

  9. Node insertion in Coalescence Fractal Interpolation Function

    International Nuclear Information System (INIS)

    Prasad, Srijanani Anurag

    2013-01-01

    The Iterated Function System (IFS) used in the construction of Coalescence Hidden-variable Fractal Interpolation Function (CHFIF) depends on the interpolation data. The insertion of a new point in a given set of interpolation data is called the problem of node insertion. In this paper, the effect of insertion of new point on the related IFS and the Coalescence Fractal Interpolation Function is studied. Smoothness and Fractal Dimension of a CHFIF obtained with a node are also discussed

  10. Coalescence preference in dense packing of bubbles

    Science.gov (United States)

    Kim, Yeseul; Gim, Bopil; Gim, Bopil; Weon, Byung Mook

    2015-11-01

    Coalescence preference is the tendency that a merged bubble from the contact of two original bubbles (parent) tends to be near to the bigger parent. Here, we show that the coalescence preference can be blocked by densely packing of neighbor bubbles. We use high-speed high-resolution X-ray microscopy to clearly visualize individual coalescence phenomenon which occurs in micro scale seconds and inside dense packing of microbubbles with a local packing fraction of ~40%. Previous theory and experimental evidence predict a power of -5 between the relative coalescence position and the parent size. However, our new observation for coalescence preference in densely packed microbubbles shows a different power of -2. We believe that this result may be important to understand coalescence dynamics in dense packing of soft matter. This work (NRF-2013R1A22A04008115) was supported by Mid-career Researcher Program through NRF grant funded by the MEST and also was supported by Ministry of Science, ICT and Future Planning (2009-0082580) and by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry and Education, Science and Technology (NRF-2012R1A6A3A04039257).

  11. HIV classification using coalescent theory

    Energy Technology Data Exchange (ETDEWEB)

    Zhang, Ming [Los Alamos National Laboratory; Letiner, Thomas K [Los Alamos National Laboratory; Korber, Bette T [Los Alamos National Laboratory

    2008-01-01

    Algorithms for subtype classification and breakpoint detection of HIV-I sequences are based on a classification system of HIV-l. Hence, their quality highly depend on this system. Due to the history of creation of the current HIV-I nomenclature, the current one contains inconsistencies like: The phylogenetic distance between the subtype B and D is remarkably small compared with other pairs of subtypes. In fact, it is more like the distance of a pair of subsubtypes Robertson et al. (2000); Subtypes E and I do not exist any more since they were discovered to be composed of recombinants Robertson et al. (2000); It is currently discussed whether -- instead of CRF02 being a recombinant of subtype A and G -- subtype G should be designated as a circulating recombination form (CRF) nd CRF02 as a subtype Abecasis et al. (2007); There are 8 complete and over 400 partial HIV genomes in the LANL-database which belong neither to a subtype nor to a CRF (denoted by U). Moreover, the current classification system is somehow arbitrary like all complex classification systems that were created manually. To this end, it is desirable to deduce the classification system of HIV systematically by an algorithm. Of course, this problem is not restricted to HIV, but applies to all fast mutating and recombining viruses. Our work addresses the simpler subproblem to score classifications of given input sequences of some virus species (classification denotes a partition of the input sequences in several subtypes and CRFs). To this end, we reconstruct ancestral recombination graphs (ARG) of the input sequences under restrictions determined by the given classification. These restritions are imposed in order to ensure that the reconstructed ARGs do not contradict the classification under consideration. Then, we find the ARG with maximal probability by means of Markov Chain Monte Carlo methods. The probability of the most probable ARG is interpreted as a score for the classification. To our

  12. Phasic Triplet Markov Chains.

    Science.gov (United States)

    El Yazid Boudaren, Mohamed; Monfrini, Emmanuel; Pieczynski, Wojciech; Aïssani, Amar

    2014-11-01

    Hidden Markov chains have been shown to be inadequate for data modeling under some complex conditions. In this work, we address the problem of statistical modeling of phenomena involving two heterogeneous system states. Such phenomena may arise in biology or communications, among other fields. Namely, we consider that a sequence of meaningful words is to be searched within a whole observation that also contains arbitrary one-by-one symbols. Moreover, a word may be interrupted at some site to be carried on later. Applying plain hidden Markov chains to such data, while ignoring their specificity, yields unsatisfactory results. The Phasic triplet Markov chain, proposed in this paper, overcomes this difficulty by means of an auxiliary underlying process in accordance with the triplet Markov chains theory. Related Bayesian restoration techniques and parameters estimation procedures according to the new model are then described. Finally, to assess the performance of the proposed model against the conventional hidden Markov chain model, experiments are conducted on synthetic and real data.

  13. Bisimulation on Markov Processes over Arbitrary Measurable Spaces

    DEFF Research Database (Denmark)

    Bacci, Giorgio; Bacci, Giovanni; Larsen, Kim Guldstrand

    2014-01-01

    We introduce a notion of bisimulation on labelled Markov Processes over generic measurable spaces in terms of arbitrary binary relations. Our notion of bisimulation is proven to coincide with the coalgebraic definition of Aczel and Mendler in terms of the Giry functor, which associates with a mea......We introduce a notion of bisimulation on labelled Markov Processes over generic measurable spaces in terms of arbitrary binary relations. Our notion of bisimulation is proven to coincide with the coalgebraic definition of Aczel and Mendler in terms of the Giry functor, which associates...

  14. Bubble coalescence in a Newtonian fluid

    Science.gov (United States)

    Garg, Vishrut; Basaran, Osman

    2017-11-01

    Bubble coalescence plays a central role in the hydrodynamics of gas-liquid systems such as bubble column reactors, spargers, and foams. Two bubbles approaching each other at velocity V coalesce when the thin film between them ruptures, which is often the rate-limiting step. Experimental studies of this system are difficult, and recent works provide conflicting results on the effect of V on coalescence times. We simulate the head-on approach of two bubbles of equal radii R in an incompressible Newtonian fluid (density ρ, viscosity μ, and surface tension σ) by solving numerically the free boundary problem comprised of the Navier Stokes and continuity equations. Simulations are made challenging by the existence of highly disparate lengthscales, i.e. film thickness and drop radii, which are resolved by using the method of elliptic mesh generation. For a given liquid, the bubbles are shown to coalesce for all velocities below a critical value. The effects of Ohnesorge number Oh = μ /√{ ρσR } on coalescence time and critical velocity are also investigated.

  15. Markov set-chains

    CERN Document Server

    Hartfiel, Darald J

    1998-01-01

    In this study extending classical Markov chain theory to handle fluctuating transition matrices, the author develops a theory of Markov set-chains and provides numerous examples showing how that theory can be applied. Chapters are concluded with a discussion of related research. Readers who can benefit from this monograph are those interested in, or involved with, systems whose data is imprecise or that fluctuate with time. A background equivalent to a course in linear algebra and one in probability theory should be sufficient.

  16. Confluence reduction for Markov automata

    NARCIS (Netherlands)

    Timmer, Mark; Katoen, Joost P.; van de Pol, Jaco; Stoelinga, Mariëlle Ida Antoinette

    2016-01-01

    Markov automata are a novel formalism for specifying systems exhibiting nondeterminism, probabilistic choices and Markovian rates. As expected, the state space explosion threatens the analysability of these models. We therefore introduce confluence reduction for Markov automata, a powerful reduction

  17. Process Algebra and Markov Chains

    NARCIS (Netherlands)

    Brinksma, Hendrik; Hermanns, H.; Brinksma, Hendrik; Hermanns, H.; Katoen, Joost P.

    This paper surveys and relates the basic concepts of process algebra and the modelling of continuous time Markov chains. It provides basic introductions to both fields, where we also study the Markov chains from an algebraic perspective, viz. that of Markov chain algebra. We then proceed to study

  18. Process algebra and Markov chains

    NARCIS (Netherlands)

    Brinksma, E.; Hermanns, H.; Brinksma, E.; Hermanns, H.; Katoen, J.P.

    2001-01-01

    This paper surveys and relates the basic concepts of process algebra and the modelling of continuous time Markov chains. It provides basic introductions to both fields, where we also study the Markov chains from an algebraic perspective, viz. that of Markov chain algebra. We then proceed to study

  19. Coala: an R framework for coalescent simulation.

    Science.gov (United States)

    Staab, Paul R; Metzler, Dirk

    2016-06-15

    Simulation programs based on the coalescent efficiently generate genetic data according to a given model of evolution. We present coala, an R package for calling coalescent simulators with a unified syntax. It can execute simulations with several programs, calculate additional summary statistics and combine multiple simulations to create biologically more realistic data. The package is publicly available on CRAN and on https://github.com/statgenlmu/coala under the conditions of the MIT license. metzler@bio.lmu.de. © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

  20. Markov Chain Monte Carlo

    Indian Academy of Sciences (India)

    be obtained as a limiting value of a sample path of a suitable ... makes a mathematical model of chance and deals with the problem by .... Is the Markov chain aperiodic? It is! Here is how you can see it. Suppose that after you do the cut, you hold the top half in your right hand, and the bottom half in your left. Then there.

  1. Composable Markov Building Blocks

    NARCIS (Netherlands)

    Evers, S.; Fokkinga, M.M.; Apers, Peter M.G.; Prade, H.; Subrahmanian, V.S.

    2007-01-01

    In situations where disjunct parts of the same process are described by their own first-order Markov models and only one model applies at a time (activity in one model coincides with non-activity in the other models), these models can be joined together into one. Under certain conditions, nearly all

  2. Composable Markov Building Blocks

    NARCIS (Netherlands)

    Evers, S.; Fokkinga, M.M.; Apers, Peter M.G.

    2007-01-01

    In situations where disjunct parts of the same process are described by their own first-order Markov models, these models can be joined together under the constraint that there can only be one activity at a time, i.e. the activities of one model coincide with non-activity in the other models. Under

  3. Perturbed Markov chains

    OpenAIRE

    Solan, Eilon; Vieille, Nicolas

    2015-01-01

    We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obtain results on the sensitivity of the stationary distribution and other statistical quantities with respect to perturbations of the transition matrix. We define a new closeness relation between transition matrices, and use graph-theoretic techniques, in contrast with the matrix analysis techniques previously used.

  4. Markov Chain Monte Carlo

    Indian Academy of Sciences (India)

    Home; Journals; Resonance – Journal of Science Education; Volume 7; Issue 3. Markov Chain Monte Carlo - Examples. Arnab Chakraborty. General Article Volume 7 Issue 3 March 2002 pp 25-34. Fulltext. Click here to view fulltext PDF. Permanent link: https://www.ias.ac.in/article/fulltext/reso/007/03/0025-0034. Keywords.

  5. Partially Hidden Markov Models

    DEFF Research Database (Denmark)

    Forchhammer, Søren Otto; Rissanen, Jorma

    1996-01-01

    Partially Hidden Markov Models (PHMM) are introduced. They differ from the ordinary HMM's in that both the transition probabilities of the hidden states and the output probabilities are conditioned on past observations. As an illustration they are applied to black and white image compression where...

  6. Revisiting the time until fixation of a neutral mutant in a finite population - A coalescent theory approach.

    Science.gov (United States)

    Greenbaum, Gili

    2015-09-07

    Evaluation of the time scale of the fixation of neutral mutations is crucial to the theoretical understanding of the role of neutral mutations in evolution. Diffusion approximations of the Wright-Fisher model are most often used to derive analytic formulations of genetic drift, as well as for the time scales of the fixation of neutral mutations. These approximations require a set of assumptions, most notably that genetic drift is a stochastic process in a continuous allele-frequency space, an assumption appropriate for large populations. Here equivalent approximations are derived using a coalescent theory approach which relies on a different set of assumptions than the diffusion approach, and adopts a discrete allele-frequency space. Solutions for the mean and variance of the time to fixation of a neutral mutation derived from the two approaches converge for large populations but slightly differ for small populations. A Markov chain analysis of the Wright-Fisher model for small populations is used to evaluate the solutions obtained, showing that both the mean and the variance are better approximated by the coalescent approach. The coalescence approximation represents a tighter upper-bound for the mean time to fixation than the diffusion approximation, while the diffusion approximation and coalescence approximation form an upper and lower bound, respectively, for the variance. The converging solutions and the small deviations of the two approaches strongly validate the use of diffusion approximations, but suggest that coalescent theory can provide more accurate approximations for small populations. Copyright © 2015 Elsevier Ltd. All rights reserved.

  7. Free surface flows: coalescence, spreading and dewetting

    NARCIS (Netherlands)

    Hernandez Sanchez, J.F.

    2015-01-01

    Capillary and wetting phenomena are an essential part of nature. Its presence is noticed in many circumstances where solid and liquid surfaces come into contact. In this thesis different types of capillary free surface flows are studied. The topics discussed are mainly the coalescence of viscous

  8. Flow-induced coalescence in polydisperse systems

    Czech Academy of Sciences Publication Activity Database

    Fortelný, Ivan; Jůza, Josef

    2014-01-01

    Roč. 299, č. 10 (2014), s. 1213-1219 ISSN 1438-7492 R&D Projects: GA ČR GAP106/11/1069 Institutional support: RVO:61389013 Keywords : coalescence * polymer blends * polydisperse droplets Subject RIV: BK - Fluid Dynamics Impact factor: 2.661, year: 2014

  9. Partial coalescence from bubbles to drops

    KAUST Repository

    Zhang, F. H.; Thoraval, Marie-Jean; Thoroddsen, Sigurdur T; Taborek, P.

    2015-01-01

    the travel time of this wave mode on the bubble surface, we also show that the model is consistent with the experiments. This wavenumber is determined by both the global drainage as well as the interface shapes during the rapid coalescence in the neck

  10. The How and Why of Interactive Markov Chains

    NARCIS (Netherlands)

    Hermanns, H.; Katoen, Joost P.; de Boer, F.S; Bonsangue, S.H.; Leuschel, M

    2010-01-01

    This paper reviews the model of interactive Markov chains (IMCs, for short), an extension of labelled transition systems with exponentially delayed transitions. We show that IMCs are closed under parallel composition and hiding, and show how IMCs can be compositionally aggregated prior to analysis

  11. Complete Axiomatization for the Bisimilarity Distance on Markov Chains

    DEFF Research Database (Denmark)

    Bacci, Giorgio; Bacci, Giovanni; Larsen, Kim Guldstrand

    2016-01-01

    In this paper we propose a complete axiomatization of the bisimilarity distance of Desharnais et al. for the class of finite labelled Markov chains. Our axiomatization is given in the style of a quantitative extension of equational logic recently proposed by Mardare, Panangaden, and Plotkin (LICS...

  12. Generalized Markov branching models

    OpenAIRE

    Li, Junping

    2005-01-01

    In this thesis, we first considered a modified Markov branching process incorporating both state-independent immigration and resurrection. After establishing the criteria for regularity and uniqueness, explicit expressions for the extinction probability and mean extinction time are presented. The criteria for recurrence and ergodicity are also established. In addition, an explicit expression for the equilibrium distribution is presented.\\ud \\ud We then moved on to investigate the basic proper...

  13. Pairwise Choice Markov Chains

    OpenAIRE

    Ragain, Stephen; Ugander, Johan

    2016-01-01

    As datasets capturing human choices grow in richness and scale---particularly in online domains---there is an increasing need for choice models that escape traditional choice-theoretic axioms such as regularity, stochastic transitivity, and Luce's choice axiom. In this work we introduce the Pairwise Choice Markov Chain (PCMC) model of discrete choice, an inferentially tractable model that does not assume any of the above axioms while still satisfying the foundational axiom of uniform expansio...

  14. Distinguishing Hidden Markov Chains

    OpenAIRE

    Kiefer, Stefan; Sistla, A. Prasad

    2015-01-01

    Hidden Markov Chains (HMCs) are commonly used mathematical models of probabilistic systems. They are employed in various fields such as speech recognition, signal processing, and biological sequence analysis. We consider the problem of distinguishing two given HMCs based on an observation sequence that one of the HMCs generates. More precisely, given two HMCs and an observation sequence, a distinguishing algorithm is expected to identify the HMC that generates the observation sequence. Two HM...

  15. Fermionic Markov Chains

    OpenAIRE

    Fannes, Mark; Wouters, Jeroen

    2012-01-01

    We study a quantum process that can be considered as a quantum analogue for the classical Markov process. We specifically construct a version of these processes for free Fermions. For such free Fermionic processes we calculate the entropy density. This can be done either directly using Szeg\\"o's theorem for asymptotic densities of functions of Toeplitz matrices, or through an extension of said theorem to rates of functions, which we present in this article.

  16. Pemodelan Markov Switching Autoregressive

    OpenAIRE

    Ariyani, Fiqria Devi; Warsito, Budi; Yasin, Hasbi

    2014-01-01

    Transition from depreciation to appreciation of exchange rate is one of regime switching that ignored by classic time series model, such as ARIMA, ARCH, or GARCH. Therefore, economic variables are modeled by Markov Switching Autoregressive (MSAR) which consider the regime switching. MLE is not applicable to parameters estimation because regime is an unobservable variable. So that filtering and smoothing process are applied to see the regime probabilities of observation. Using this model, tran...

  17. Approximate quantum Markov chains

    CERN Document Server

    Sutter, David

    2018-01-01

    This book is an introduction to quantum Markov chains and explains how this concept is connected to the question of how well a lost quantum mechanical system can be recovered from a correlated subsystem. To achieve this goal, we strengthen the data-processing inequality such that it reveals a statement about the reconstruction of lost information. The main difficulty in order to understand the behavior of quantum Markov chains arises from the fact that quantum mechanical operators do not commute in general. As a result we start by explaining two techniques of how to deal with non-commuting matrices: the spectral pinching method and complex interpolation theory. Once the reader is familiar with these techniques a novel inequality is presented that extends the celebrated Golden-Thompson inequality to arbitrarily many matrices. This inequality is the key ingredient in understanding approximate quantum Markov chains and it answers a question from matrix analysis that was open since 1973, i.e., if Lieb's triple ma...

  18. Coalescence dynamics of mobile and immobile fluid interfaces

    KAUST Repository

    Vakarelski, Ivan Uriev; Manica, Rogerio; Li, Erqiang; Basheva, Elka S; Chan, Derek Y. C.; Thoroddsen, Sigurdur T.

    2018-01-01

    Coalescence dynamics between deformable bubbles and droplets can be dramatically affected by the mobility of the interfaces with fully tangentially mobile bubble-liquid or droplet-liquid interfaces expected to accelerate the coalescence by orders

  19. Partial coalescence from bubbles to drops

    KAUST Repository

    Zhang, F. H.

    2015-10-07

    The coalescence of drops is a fundamental process in the coarsening of emulsions. However, counter-intuitively, this coalescence process can produce a satellite, approximately half the size of the original drop, which is detrimental to the overall coarsening. This also occurs during the coalescence of bubbles, while the resulting satellite is much smaller, approximately 10 %. To understand this difference, we have conducted a set of coalescence experiments using xenon bubbles inside a pressure chamber, where we can continuously raise the pressure from 1 up to 85 atm and thereby vary the density ratio between the inner and outer fluid, from 0.005 up to unity. Using high-speed video imaging, we observe a continuous increase in satellite size as the inner density is varied from the bubble to emulsion-droplet conditions, with the most rapid changes occurring as the bubble density grows up to 15 % of that of the surrounding liquid. We propose a model that successfully relates the satellite size to the capillary wave mode responsible for its pinch-off and the overall deformations from the drainage. The wavelength of the primary wave changes during its travel to the apex, with the instantaneous speed adjusting to the local wavelength. By estimating the travel time of this wave mode on the bubble surface, we also show that the model is consistent with the experiments. This wavenumber is determined by both the global drainage as well as the interface shapes during the rapid coalescence in the neck connecting the two drops or bubbles. The rate of drainage is shown to scale with the density of the inner fluid. Empirically, we find that the pinch-off occurs when 60 % of the bubble fluid has drained from it. Numerical simulations using the volume-of-fluid method with dynamic adaptive grid refinement can reproduce these dynamics, as well as show the associated vortical structure and stirring of the coalescing fluid masses. Enhanced stirring is observed for cases with second

  20. A relation between non-Markov and Markov processes

    International Nuclear Information System (INIS)

    Hara, H.

    1980-01-01

    With the aid of a transformation technique, it is shown that some memory effects in the non-Markov processes can be eliminated. In other words, some non-Markov processes are rewritten in a form obtained by the random walk process; the Markov process. To this end, two model processes which have some memory or correlation in the random walk process are introduced. An explanation of the memory in the processes is given. (orig.)

  1. The coalescence instability in solar flares

    Science.gov (United States)

    Tajima, T.; Brunel, F.; Sakai, J.-I.; Vlahos, L.; Kundu, M. R.

    1985-01-01

    The nonlinear coalescence instability of current carrying solar loops can explain many of the characteristics of the solar flares such as their impulsive nature, heating and high energy particle acceleration, amplitude oscillations of electromagnetic and emission as well as the characteristics of two-dimensional microwave images obtained during a flare. The plasma compressibility leads to the explosive phase of loop coalescence and its overshoot results in amplitude oscillations in temperatures by adiabatic compression and decompression. It is noted that the presence of strong electric fields and super-Alfvenic flows during the course of the instability play an important role in the production of nonthermal particles. A qualitative explanation on the physical processes taking place during the nonlinear stages of the instability is given.

  2. The coalescence instability in solar flares

    International Nuclear Information System (INIS)

    Tajima, T.; Brunel, F.; Sakai, J.I.; Vlahos, L.; Kundu, M.R.

    1984-01-01

    The non-linear coalescence instability of current carrying solar loops can explain many of the characteristics of the solar flares such as their impulsive nature, heating and high energy particle acceleration, amplitude oscillations of electromagnetic emission as well as the characteristics of 2-D microwave images obtained during a flare. The plasma compressibility leads to the explosive phase of loop coalescence and its overshoot results in amplitude oscillations in temperatures by adiabatic compression and decompression. We note that the presence of strong electric fields and super-Alfvenic flows during the course of the instabilty paly an important role in the production of non-thermal particles. A qualitative explanation on the physical processes taking place during the non-linear stages of the instability is given. (author)

  3. Coalescence in dense water/oil dispersions

    Energy Technology Data Exchange (ETDEWEB)

    Thunem, H

    1993-06-01

    This project has been divided into three parts. The first part has been to review a large amount of literature to obtain models describing separate stages of the coalescence of a single drop at an interface. These stages include the drop deformation, the film thinning, the critical film thickness, and the drop breakup. The second part has been to evaluate the different models and select which to use in the development of the OneDrop program. The models describing drop deformation and film thinning were supplied by Charles and Mason, however the film thinning model has been slightly enhanced in this project. The models and the enhancements made have been compared to experimental data from the literature and from work done by undergraduate students at our department. The third part of the project has been to implement the models to drop-drop coalescence, and to write the SIM program to simulate the coalescence in a system of many drops. We use the same equations as in the OneDrop case, except for the film thinning. But by using a similar derivation as for the OneDrop case, an equation for the SIM case has been developed. We have made the assumption that the physical phenomena regarding drop deformation, film thinning and critical film thickness are the same in the OneDrop and SIM cases, so the experimental validation of OneDrop also apply to SIM. By using the results from the SIM program, we can obtain some information about how different physical parameters will affect the collision frequency and collision efficiency. We may use this information to derive empirical equations describing these parameters effect on the coalescence probability in a dispersion. 207 refs., 83 figs., 21 tabs.

  4. Genetic Variability Under the Seedbank Coalescent.

    Science.gov (United States)

    Blath, Jochen; González Casanova, Adrián; Eldon, Bjarki; Kurt, Noemi; Wilke-Berenguer, Maite

    2015-07-01

    We analyze patterns of genetic variability of populations in the presence of a large seedbank with the help of a new coalescent structure called the seedbank coalescent. This ancestral process appears naturally as a scaling limit of the genealogy of large populations that sustain seedbanks, if the seedbank size and individual dormancy times are of the same order as those of the active population. Mutations appear as Poisson processes on the active lineages and potentially at reduced rate also on the dormant lineages. The presence of "dormant" lineages leads to qualitatively altered times to the most recent common ancestor and nonclassical patterns of genetic diversity. To illustrate this we provide a Wright-Fisher model with a seedbank component and mutation, motivated from recent models of microbial dormancy, whose genealogy can be described by the seedbank coalescent. Based on our coalescent model, we derive recursions for the expectation and variance of the time to most recent common ancestor, number of segregating sites, pairwise differences, and singletons. Estimates (obtained by simulations) of the distributions of commonly employed distance statistics, in the presence and absence of a seedbank, are compared. The effect of a seedbank on the expected site-frequency spectrum is also investigated using simulations. Our results indicate that the presence of a large seedbank considerably alters the distribution of some distance statistics, as well as the site-frequency spectrum. Thus, one should be able to detect from genetic data the presence of a large seedbank in natural populations. Copyright © 2015 by the Genetics Society of America.

  5. Non-stationary Markov chains

    OpenAIRE

    Mallak, Saed

    1996-01-01

    Ankara : Department of Mathematics and Institute of Engineering and Sciences of Bilkent University, 1996. Thesis (Master's) -- Bilkent University, 1996. Includes bibliographical references leaves leaf 29 In thi.s work, we studierl the Ergodicilv of Non-Stationary .Markov chains. We gave several e.xainples with different cases. We proved that given a sec[uence of Markov chains such that the limit of this sec|uence is an Ergodic Markov chain, then the limit of the combination ...

  6. Cosmology with coalescing massive black holes

    International Nuclear Information System (INIS)

    Hughes, Scott A; Holz, Daniel E

    2003-01-01

    The gravitational waves generated in the coalescence of massive binary black holes will be measurable by LISA to enormous distances. Redshifts z ∼ 10 or larger (depending somewhat on the mass of the binary) can potentially be probed by such measurements, suggesting that binary coalescences can be made into cosmological tools. We discuss two particularly interesting types of probe. First, by combining gravitational-wave measurements with information about the cosmography of the universe, we can study the evolution of black-hole masses and merger rates as a function of redshift, providing information about the growth of structures at high redshift and possibly constraining hierarchical merger scenarios. Second, if it is possible to associate an 'electromagnetic' counterpart with a coalescence, it may be possible to measure both redshift and luminosity distance to an event with less than ∼1% error. Such a measurement would constitute an amazingly precise cosmological standard candle. Unfortunately, gravitational lensing uncertainties will reduce the quality of this candle significantly. Though not as amazing as might have been hoped, such a candle would nonetheless very usefully complement other distance-redshift probes, in particular providing a valuable check on systematic effects in such measurements

  7. Coalescent methods for estimating phylogenetic trees.

    Science.gov (United States)

    Liu, Liang; Yu, Lili; Kubatko, Laura; Pearl, Dennis K; Edwards, Scott V

    2009-10-01

    We review recent models to estimate phylogenetic trees under the multispecies coalescent. Although the distinction between gene trees and species trees has come to the fore of phylogenetics, only recently have methods been developed that explicitly estimate species trees. Of the several factors that can cause gene tree heterogeneity and discordance with the species tree, deep coalescence due to random genetic drift in branches of the species tree has been modeled most thoroughly. Bayesian approaches to estimating species trees utilizes two likelihood functions, one of which has been widely used in traditional phylogenetics and involves the model of nucleotide substitution, and the second of which is less familiar to phylogeneticists and involves the probability distribution of gene trees given a species tree. Other recent parametric and nonparametric methods for estimating species trees involve parsimony criteria, summary statistics, supertree and consensus methods. Species tree approaches are an appropriate goal for systematics, appear to work well in some cases where concatenation can be misleading, and suggest that sampling many independent loci will be paramount. Such methods can also be challenging to implement because of the complexity of the models and computational time. In addition, further elaboration of the simplest of coalescent models will be required to incorporate commonly known issues such as deviation from the molecular clock, gene flow and other genetic forces.

  8. Markov Chain Monte Carlo Methods

    Indian Academy of Sciences (India)

    Keywords. Markov chain; state space; stationary transition probability; stationary distribution; irreducibility; aperiodicity; stationarity; M-H algorithm; proposal distribution; acceptance probability; image processing; Gibbs sampler.

  9. Decoding and modelling of time series count data using Poisson hidden Markov model and Markov ordinal logistic regression models.

    Science.gov (United States)

    Sebastian, Tunny; Jeyaseelan, Visalakshi; Jeyaseelan, Lakshmanan; Anandan, Shalini; George, Sebastian; Bangdiwala, Shrikant I

    2018-01-01

    Hidden Markov models are stochastic models in which the observations are assumed to follow a mixture distribution, but the parameters of the components are governed by a Markov chain which is unobservable. The issues related to the estimation of Poisson-hidden Markov models in which the observations are coming from mixture of Poisson distributions and the parameters of the component Poisson distributions are governed by an m-state Markov chain with an unknown transition probability matrix are explained here. These methods were applied to the data on Vibrio cholerae counts reported every month for 11-year span at Christian Medical College, Vellore, India. Using Viterbi algorithm, the best estimate of the state sequence was obtained and hence the transition probability matrix. The mean passage time between the states were estimated. The 95% confidence interval for the mean passage time was estimated via Monte Carlo simulation. The three hidden states of the estimated Markov chain are labelled as 'Low', 'Moderate' and 'High' with the mean counts of 1.4, 6.6 and 20.2 and the estimated average duration of stay of 3, 3 and 4 months, respectively. Environmental risk factors were studied using Markov ordinal logistic regression analysis. No significant association was found between disease severity levels and climate components.

  10. Asymptotic Properties of the Number of Matching Coalescent Histories for Caterpillar-Like Families of Species Trees.

    Science.gov (United States)

    Disanto, Filippo; Rosenberg, Noah A

    2016-01-01

    Coalescent histories provide lists of species tree branches on which gene tree coalescences can take place, and their enumerative properties assist in understanding the computational complexity of calculations central in the study of gene trees and species trees. Here, we solve an enumerative problem left open by Rosenberg (IEEE/ACM Transactions on Computational Biology and Bioinformatics 10: 1253-1262, 2013) concerning the number of coalescent histories for gene trees and species trees with a matching labeled topology that belongs to a generic caterpillar-like family. By bringing a generating function approach to the study of coalescent histories, we prove that for any caterpillar-like family with seed tree t , the sequence (h n ) n ≥ 0 describing the number of matching coalescent histories of the n th tree of the family grows asymptotically as a constant multiple of the Catalan numbers. Thus, h n  ∼ β t c n , where the asymptotic constant β t > 0 depends on the shape of the seed tree t. The result extends a claim demonstrated only for seed trees with at most eight taxa to arbitrary seed trees, expanding the set of cases for which detailed enumerative properties of coalescent histories can be determined. We introduce a procedure that computes from t the constant β t as well as the algebraic expression for the generating function of the sequence (h n ) n ≥ 0 .

  11. Musical Markov Chains

    Science.gov (United States)

    Volchenkov, Dima; Dawin, Jean René

    A system for using dice to compose music randomly is known as the musical dice game. The discrete time MIDI models of 804 pieces of classical music written by 29 composers have been encoded into the transition matrices and studied by Markov chains. Contrary to human languages, entropy dominates over redundancy, in the musical dice games based on the compositions of classical music. The maximum complexity is achieved on the blocks consisting of just a few notes (8 notes, for the musical dice games generated over Bach's compositions). First passage times to notes can be used to resolve tonality and feature a composer.

  12. On Weak Markov's Principle

    DEFF Research Database (Denmark)

    Kohlenbach, Ulrich Wilhelm

    2002-01-01

    We show that the so-called weak Markov's principle (WMP) which states that every pseudo-positive real number is positive is underivable in E-HA + AC. Since allows one to formalize (atl eastl arge parts of) Bishop's constructive mathematics, this makes it unlikely that WMP can be proved within...... the framework of Bishop-style mathematics (which has been open for about 20 years). The underivability even holds if the ine.ective schema of full comprehension (in all types) for negated formulas (in particular for -free formulas) is added, which allows one to derive the law of excluded middle...

  13. Crack Coalescence in Molded Gypsum and Carrara Marble

    Science.gov (United States)

    Wong, N.; Einstein, H. H.

    2007-12-01

    This research investigates the fracturing and coalescence behavior in prismatic laboratory-molded gypsum and Carrara marble specimens, which consist of either one or two pre-existing open flaws, under uniaxial compression. The tests are monitored by a high speed video system with a frame rate up to 24,000 frames/second. It allows one to precisely observe the cracking mechanisms, in particular if shear or tensile fracturing takes place. Seven crack types and nine crack coalescence categories are identified. The flaw inclination angle, the ligament length and the bridging angle between two flaws have different extents of influence on the coalescence patterns. For coplanar flaws, as the flaw inclination angle increases, there is a general trend of variation from shear coalescence to tensile coalescence. For stepped flaws, as the bridging angle changes from negative to small positive, and further up to large positive values, the coalescence generally progresses from categories of no coalescence, indirect coalescence to direct coalescence. For direct coalescence, it generally progresses from shear, mixed shear-tensile to tensile as the bridging angle increases. Some differences in fracturing and coalescence processes are observed in gypsum and marble, particularly the crack initiation in marble is preceded by the development of macroscopic white patches, but not in gypsum. Scanning Electron Microprobe (SEM) study reveals that the white patches consist of zones of microcracks (process zones).

  14. Nonlinear Markov processes: Deterministic case

    International Nuclear Information System (INIS)

    Frank, T.D.

    2008-01-01

    Deterministic Markov processes that exhibit nonlinear transition mechanisms for probability densities are studied. In this context, the following issues are addressed: Markov property, conditional probability densities, propagation of probability densities, multistability in terms of multiple stationary distributions, stability analysis of stationary distributions, and basin of attraction of stationary distribution

  15. Flux through a Markov chain

    International Nuclear Information System (INIS)

    Floriani, Elena; Lima, Ricardo; Ourrad, Ouerdia; Spinelli, Lionel

    2016-01-01

    Highlights: • The flux through a Markov chain of a conserved quantity (mass) is studied. • Mass is supplied by an external source and ends in the absorbing states of the chain. • Meaningful for modeling open systems whose dynamics has a Markov property. • The analytical expression of mass distribution is given for a constant source. • The expression of mass distribution is given for periodic or random sources. - Abstract: In this paper we study the flux through a finite Markov chain of a quantity, that we will call mass, which moves through the states of the chain according to the Markov transition probabilities. Mass is supplied by an external source and accumulates in the absorbing states of the chain. We believe that studying how this conserved quantity evolves through the transient (non-absorbing) states of the chain could be useful for the modelization of open systems whose dynamics has a Markov property.

  16. Dislocation mediated alignment during metal nanoparticle coalescence

    International Nuclear Information System (INIS)

    Lange, A.P.; Samanta, A.; Majidi, H.; Mahajan, S.; Ging, J.; Olson, T.Y.; Benthem, K. van; Elhadj, S.

    2016-01-01

    Dislocation mediated alignment processes during gold nanoparticle coalescence were studied at low and high temperatures using molecular dynamics simulations and transmission electron microscopy. Particles underwent rigid body rotations immediately following attachment in both low temperature (500 K) simulated coalescence events and low temperature (∼315 K) transmission electron microscopy beam heating experiments. In many low temperature simulations, some degree of misorientation between particles remained after rigid body rotations, which was accommodated by grain boundary dislocation nodes. These dislocations were either sessile and remained at the interface for the duration of the simulation or dissociated and cross-slipped through the adjacent particles, leading to improved co-alignment. Minimal rigid body rotations were observed during or immediately following attachment in high temperature (1100 K) simulations, which is attributed to enhanced diffusion at the particles' interface. However, rotation was eventually induced by {111} slip on planes parallel to the neck groove. These deformation modes led to the formation of single and multi-fold twins whose structures depended on the initial orientation of the particles. The driving force for {111} slip is attributed to high surface stresses near the intersection of low energy {111} facets in the neck region. The details of this twinning process were examined in detail using simulated trajectories, and the results reveal possible mechanisms for the nucleation and propagation of Shockley partials on consecutive planes. Deformation twinning was also observed in-situ using transmission electron microscopy, which resulted in the co-alignment of a set of the particles' {111} planes across their grain boundary and an increase in their dihedral angle. This constitutes the first detailed experimental observation of deformation twinning during nanoparticle coalescence, validating simulation results presented here and

  17. Stochastic coalescence in Lagrangian cloud microphysics

    Directory of Open Access Journals (Sweden)

    P. Dziekan

    2017-11-01

    Full Text Available Stochasticity of the collisional growth of cloud droplets is studied using the super-droplet method (SDM of Shima et al.(2009. Statistics are calculated from ensembles of simulations of collision–coalescence in a single well-mixed cell. The SDM is compared with direct numerical simulations and the master equation. It is argued that SDM simulations in which one computational droplet represents one real droplet are at the same level of precision as the master equation. Such simulations are used to study fluctuations in the autoconversion time, the sol–gel transition and the growth rate of lucky droplets, which is compared with a theoretical prediction. The size of the coalescence cell is found to strongly affect system behavior. In small cells, correlations in droplet sizes and droplet depletion slow down rain formation. In large cells, collisions between raindrops are more frequent and this can also slow down rain formation. The increase in the rate of collision between raindrops may be an artifact caused by assuming an overly large well-mixed volume. The highest ratio of rain water to cloud water is found in cells of intermediate sizes. Next, we use these precise simulations to determine the validity of more approximate methods: the Smoluchowski equation and the SDM with multiplicities greater than 1. In the latter, we determine how many computational droplets are necessary to correctly model the expected number and the standard deviation of the autoconversion time. The maximal size of a volume that is turbulently well mixed with respect to coalescence is estimated at Vmix  =  1.5  ×  10−2 cm3. The Smoluchowski equation is not valid in such small volumes. It is argued that larger volumes can be considered approximately well mixed, but such approximation needs to be supported by a comparison with fine-grid simulations that resolve droplet motion.

  18. Multiscale Simulations of Magnetic Island Coalescence

    Science.gov (United States)

    Dorelli, John C.

    2010-01-01

    We describe a new interactive parallel Adaptive Mesh Refinement (AMR) framework written in the Python programming language. This new framework, PyAMR, hides the details of parallel AMR data structures and algorithms (e.g., domain decomposition, grid partition, and inter-process communication), allowing the user to focus on the development of algorithms for advancing the solution of a systems of partial differential equations on a single uniform mesh. We demonstrate the use of PyAMR by simulating the pairwise coalescence of magnetic islands using the resistive Hall MHD equations. Techniques for coupling different physics models on different levels of the AMR grid hierarchy are discussed.

  19. Modelling binary black-hole coalescence

    International Nuclear Information System (INIS)

    Baker, John

    2003-01-01

    The final burst of radiation from the coalescence of two supermassive black holes produces extraordinary gravitational wave luminosity making these events visible to LISA even out to large redshift. Interpreting such observations will require detailed theoretical models, based on general relativity. The effort to construct these models is just beginning to produce results. I describe the Lazarus approach to modelling these radiation bursts, and present recent results which indicate that the system loses, in the last few wave cycles, about 3% of its mass-energy as strongly polarized gravitational radiation

  20. Le phénomène de coalescence. Etude bibliographique Coalescence Phenomena. A Review

    Directory of Open Access Journals (Sweden)

    Palermo T.

    2006-11-01

    Full Text Available Nous présentons une revue des différents travaux expérimentaux et théoriques effectués sur le phénomène de coalescence en limitant principalement notre discussion au cas de la coalescence d'une goutte isolée à une interface plane ou déformable. La coalescence se divise en deux phases distinctes : le drainage et la rupture du film interfacial. Ce film est constitué du liquide de la phase continue séparant la goutte de l'interface. La condition de rupture est principalement contrôlée par les forces électrostatiques dues à la double couche et par les forces de Van der Waals. Les résultats expérimentaux mettent en évidence un phénomène de coalescence partielle ainsi que l'existence d'une distribution statistique du temps de coalescence. Ils montrent également l'influence complexe de nombreux paramètres physiques et physico-chimiques sur le temps de coalescence. On rappelle les principaux modèles théoriques décrivant le drainage et la rupture des films liquides. Ces modèles permettent, entre autre, d'aboutir à des expressions mathématiques reliant le temps de coalescence à des paramètres tels que la tension interfaciale, les densités et les viscosités des fluides, la taille des gouttes. The problem linked to the stability of oil-in-water emulsions (e. g. deoiling of water and water-in-oil emulsions (e. g. dehydration of crudes is one of the major problems encountered in the petroleum industry. From the thermodynamic standpoint, an emulsion is always unstable (Fig. I. 1. The kinematic stability characterizing the separation rate of the dispersed phase from the continuous phase can nonetheless be controlled by the coalescence of droplets present in the emulsion (Fig. I. 2. This article reviews various experimental and theoretical works on the phenomenon of coalescence but the discussion is limited mainly to the coalescence of an single drop at a flat or deformable interface. The coalescence of a single drop is governed

  1. GALAXY ROTATION AND RAPID SUPERMASSIVE BINARY COALESCENCE

    Energy Technology Data Exchange (ETDEWEB)

    Holley-Bockelmann, Kelly [Vanderbilt University, Nashville, TN (United States); Khan, Fazeel Mahmood, E-mail: k.holley@vanderbilt.edu [Institute of Space Technology (IST), Islamabad (Pakistan)

    2015-09-10

    Galaxy mergers usher the supermassive black hole (SMBH) in each galaxy to the center of the potential, where they form an SMBH binary. The binary orbit shrinks by ejecting stars via three-body scattering, but ample work has shown that in spherical galaxy models, the binary separation stalls after ejecting all the stars in its loss cone—this is the well-known final parsec problem. However, it has been shown that SMBH binaries in non-spherical galactic nuclei harden at a nearly constant rate until reaching the gravitational wave regime. Here we use a suite of direct N-body simulations to follow SMBH binary evolution in both corotating and counterrotating flattened galaxy models. For N > 500 K, we find that the evolution of the SMBH binary is convergent and is independent of the particle number. Rotation in general increases the hardening rate of SMBH binaries even more effectively than galaxy geometry alone. SMBH binary hardening rates are similar for co- and counterrotating galaxies. In the corotating case, the center of mass of the SMBH binary settles into an orbit that is in corotation resonance with the background rotating model, and the coalescence time is roughly a few 100 Myr faster than a non-rotating flattened model. We find that counterrotation drives SMBHs to coalesce on a nearly radial orbit promptly after forming a hard binary. We discuss the implications for gravitational wave astronomy, hypervelocity star production, and the effect on the structure of the host galaxy.

  2. GALAXY ROTATION AND RAPID SUPERMASSIVE BINARY COALESCENCE

    International Nuclear Information System (INIS)

    Holley-Bockelmann, Kelly; Khan, Fazeel Mahmood

    2015-01-01

    Galaxy mergers usher the supermassive black hole (SMBH) in each galaxy to the center of the potential, where they form an SMBH binary. The binary orbit shrinks by ejecting stars via three-body scattering, but ample work has shown that in spherical galaxy models, the binary separation stalls after ejecting all the stars in its loss cone—this is the well-known final parsec problem. However, it has been shown that SMBH binaries in non-spherical galactic nuclei harden at a nearly constant rate until reaching the gravitational wave regime. Here we use a suite of direct N-body simulations to follow SMBH binary evolution in both corotating and counterrotating flattened galaxy models. For N > 500 K, we find that the evolution of the SMBH binary is convergent and is independent of the particle number. Rotation in general increases the hardening rate of SMBH binaries even more effectively than galaxy geometry alone. SMBH binary hardening rates are similar for co- and counterrotating galaxies. In the corotating case, the center of mass of the SMBH binary settles into an orbit that is in corotation resonance with the background rotating model, and the coalescence time is roughly a few 100 Myr faster than a non-rotating flattened model. We find that counterrotation drives SMBHs to coalesce on a nearly radial orbit promptly after forming a hard binary. We discuss the implications for gravitational wave astronomy, hypervelocity star production, and the effect on the structure of the host galaxy

  3. A coalescence model for uranium exploration

    International Nuclear Information System (INIS)

    Stuart-Williams, V.; Taylor, C.M.

    1983-01-01

    Uranium mineralization was found in the Pristerognathus-Diictodon Assemblage Zone of the Teekloof Formation, Beaufort Group, west of Beaufort West, Cape Province, South Africa. All the anomalies can be related to a single mineralization model. Mineralization is found at the termination of a silt parting between two coalescing sandstones and lies in the lower sandstone as an inclined zone dipping downflow from the termination of the silt parting. The existence of primary Eh-pH gradient is indicated by a uranium-molybdenum zonation, the molybdenum lying above the uranium mineralization. The upper sandstone was an oxidizing fluvial channel in an arid environment through which uranyl carbonate was being transported in solution. Carbonaceous material undergoing anaerobic bacterial breakdown generated a weakly reducing fluid in the lower sandstone. Carbonaceous material at the REDOX front developed between the two mixing fluids at the point of sandstone coalescence reduced uranyl carbonates in solution. Once reduced the uranium minerals remained stable because the conditions in the REDOX front were only very weakly oxidizing. As floodplain aggradation continued, the upper sandstone was buried and the entire sandstone couplet became reducing, permanently stabilizing the uranium mineralization

  4. Coalescent: an open-science framework for importance sampling in coalescent theory.

    Science.gov (United States)

    Tewari, Susanta; Spouge, John L

    2015-01-01

    Background. In coalescent theory, computer programs often use importance sampling to calculate likelihoods and other statistical quantities. An importance sampling scheme can exploit human intuition to improve statistical efficiency of computations, but unfortunately, in the absence of general computer frameworks on importance sampling, researchers often struggle to translate new sampling schemes computationally or benchmark against different schemes, in a manner that is reliable and maintainable. Moreover, most studies use computer programs lacking a convenient user interface or the flexibility to meet the current demands of open science. In particular, current computer frameworks can only evaluate the efficiency of a single importance sampling scheme or compare the efficiencies of different schemes in an ad hoc manner. Results. We have designed a general framework (http://coalescent.sourceforge.net; language: Java; License: GPLv3) for importance sampling that computes likelihoods under the standard neutral coalescent model of a single, well-mixed population of constant size over time following infinite sites model of mutation. The framework models the necessary core concepts, comes integrated with several data sets of varying size, implements the standard competing proposals, and integrates tightly with our previous framework for calculating exact probabilities. For a given dataset, it computes the likelihood and provides the maximum likelihood estimate of the mutation parameter. Well-known benchmarks in the coalescent literature validate the accuracy of the framework. The framework provides an intuitive user interface with minimal clutter. For performance, the framework switches automatically to modern multicore hardware, if available. It runs on three major platforms (Windows, Mac and Linux). Extensive tests and coverage make the framework reliable and maintainable. Conclusions. In coalescent theory, many studies of computational efficiency consider only

  5. Coalescent: an open-science framework for importance sampling in coalescent theory

    Directory of Open Access Journals (Sweden)

    Susanta Tewari

    2015-08-01

    Full Text Available Background. In coalescent theory, computer programs often use importance sampling to calculate likelihoods and other statistical quantities. An importance sampling scheme can exploit human intuition to improve statistical efficiency of computations, but unfortunately, in the absence of general computer frameworks on importance sampling, researchers often struggle to translate new sampling schemes computationally or benchmark against different schemes, in a manner that is reliable and maintainable. Moreover, most studies use computer programs lacking a convenient user interface or the flexibility to meet the current demands of open science. In particular, current computer frameworks can only evaluate the efficiency of a single importance sampling scheme or compare the efficiencies of different schemes in an ad hoc manner.Results. We have designed a general framework (http://coalescent.sourceforge.net; language: Java; License: GPLv3 for importance sampling that computes likelihoods under the standard neutral coalescent model of a single, well-mixed population of constant size over time following infinite sites model of mutation. The framework models the necessary core concepts, comes integrated with several data sets of varying size, implements the standard competing proposals, and integrates tightly with our previous framework for calculating exact probabilities. For a given dataset, it computes the likelihood and provides the maximum likelihood estimate of the mutation parameter. Well-known benchmarks in the coalescent literature validate the accuracy of the framework. The framework provides an intuitive user interface with minimal clutter. For performance, the framework switches automatically to modern multicore hardware, if available. It runs on three major platforms (Windows, Mac and Linux. Extensive tests and coverage make the framework reliable and maintainable.Conclusions. In coalescent theory, many studies of computational efficiency

  6. Regeneration and general Markov chains

    Directory of Open Access Journals (Sweden)

    Vladimir V. Kalashnikov

    1994-01-01

    Full Text Available Ergodicity, continuity, finite approximations and rare visits of general Markov chains are investigated. The obtained results permit further quantitative analysis of characteristics, such as, rates of convergence, continuity (measured as a distance between perturbed and non-perturbed characteristics, deviations between Markov chains, accuracy of approximations and bounds on the distribution function of the first visit time to a chosen subset, etc. The underlying techniques use the embedding of the general Markov chain into a wide sense regenerative process with the help of splitting construction.

  7. Markov chains theory and applications

    CERN Document Server

    Sericola, Bruno

    2013-01-01

    Markov chains are a fundamental class of stochastic processes. They are widely used to solve problems in a large number of domains such as operational research, computer science, communication networks and manufacturing systems. The success of Markov chains is mainly due to their simplicity of use, the large number of available theoretical results and the quality of algorithms developed for the numerical evaluation of many metrics of interest.The author presents the theory of both discrete-time and continuous-time homogeneous Markov chains. He carefully examines the explosion phenomenon, the

  8. Quadratic Variation by Markov Chains

    DEFF Research Database (Denmark)

    Hansen, Peter Reinhard; Horel, Guillaume

    We introduce a novel estimator of the quadratic variation that is based on the the- ory of Markov chains. The estimator is motivated by some general results concerning filtering contaminated semimartingales. Specifically, we show that filtering can in prin- ciple remove the effects of market...... microstructure noise in a general framework where little is assumed about the noise. For the practical implementation, we adopt the dis- crete Markov chain model that is well suited for the analysis of financial high-frequency prices. The Markov chain framework facilitates simple expressions and elegant analyti...

  9. Coalescence preference and droplet size inequality during fluid phase segregation

    Science.gov (United States)

    Roy, Sutapa

    2018-02-01

    Using molecular dynamics simulations and scaling arguments, we investigate the coalescence preference dynamics of liquid droplets in a phase-segregating off-critical, single-component fluid. It is observed that the preferential distance of the product drop from its larger parent, during a coalescence event, gets smaller for large parent size inequality. The relative coalescence position exhibits a power-law dependence on the parent size ratio with an exponent q ≃ 3.1 . This value of q is in strong contrast with earlier reports 2.1 and 5.1 in the literature. The dissimilarity is explained by considering the underlying coalescence mechanisms.

  10. Mechanism and simulation of droplet coalescence in molten steel

    Science.gov (United States)

    Ni, Bing; Zhang, Tao; Ni, Hai-qi; Luo, Zhi-guo

    2017-11-01

    Droplet coalescence in liquid steel was carefully investigated through observations of the distribution pattern of inclusions in solidified steel samples. The process of droplet coalescence was slow, and the critical Weber number ( We) was used to evaluate the coalescence or separation of droplets. The relationship between the collision parameter and the critical We indicated whether slow coalescence or bouncing of droplets occurred. The critical We was 5.5, which means that the droplets gradually coalesce when We ≤ 5.5, whereas they bounce when We > 5.5. For the carbonate wire feeding into liquid steel, a mathematical model implementing a combined computational fluid dynamics (CFD)-discrete element method (DEM) approach was developed to simulate the movement and coalescence of variably sized droplets in a bottom-argon-blowing ladle. In the CFD model, the flow field was solved on the premise that the fluid was a continuous medium. Meanwhile, the droplets were dispersed in the DEM model, and the coalescence criterion of the particles was added to simulate the collision- coalescence process of the particles. The numerical simulation results and observations of inclusion coalescence in steel samples are consistent.

  11. The Consensus String Problem and the Complexity of Comparing Hidden Markov Models

    DEFF Research Database (Denmark)

    Lyngsø, Rune Bang; Pedersen, Christian Nørgaard Storm

    2002-01-01

    The basic theory of hidden Markov models was developed and applied to problems in speech recognition in the late 1960s, and has since then been applied to numerous problems, e.g. biological sequence analysis. Most applications of hidden Markov models are based on efficient algorithms for computing...... the probability of generating a given string, or computing the most likely path generating a given string. In this paper we consider the problem of computing the most likely string, or consensus string, generated by a given model, and its implications on the complexity of comparing hidden Markov models. We show...... that computing the consensus string, and approximating its probability within any constant factor, is NP-hard, and that the same holds for the closely related labeling problem for class hidden Markov models. Furthermore, we establish the NP-hardness of comparing two hidden Markov models under the L∞- and L1...

  12. Markov Chain Monte Carlo Methods

    Indian Academy of Sciences (India)

    Systat Software Asia-Pacific. Ltd., in Bangalore, where the technical work for the development of the statistical software Systat takes ... In Part 4, we discuss some applications of the Markov ... one can construct the joint probability distribution of.

  13. Reviving Markov processes and applications

    International Nuclear Information System (INIS)

    Cai, H.

    1988-01-01

    In this dissertation we study a procedure which restarts a Markov process when the process is killed by some arbitrary multiplicative functional. The regenerative nature of this revival procedure is characterized through a Markov renewal equation. An interesting duality between the revival procedure and the classical killing operation is found. Under the condition that the multiplicative functional possesses an intensity, the generators of the revival process can be written down explicitly. An intimate connection is also found between the perturbation of the sample path of a Markov process and the perturbation of a generator (in Kato's sense). The applications of the theory include the study of the processes like piecewise-deterministic Markov process, virtual waiting time process and the first entrance decomposition (taboo probability)

  14. Confluence reduction for Markov automata

    NARCIS (Netherlands)

    Timmer, Mark; van de Pol, Jan Cornelis; Stoelinga, Mariëlle Ida Antoinette

    Markov automata are a novel formalism for specifying systems exhibiting nondeterminism, probabilistic choices and Markovian rates. Recently, the process algebra MAPA was introduced to efficiently model such systems. As always, the state space explosion threatens the analysability of the models

  15. Confluence Reduction for Markov Automata

    NARCIS (Netherlands)

    Timmer, Mark; van de Pol, Jan Cornelis; Stoelinga, Mariëlle Ida Antoinette; Braberman, Victor; Fribourg, Laurent

    Markov automata are a novel formalism for specifying systems exhibiting nondeterminism, probabilistic choices and Markovian rates. Recently, the process algebra MAPA was introduced to efficiently model such systems. As always, the state space explosion threatens the analysability of the models

  16. Coalescent genealogy samplers: windows into population history.

    Science.gov (United States)

    Kuhner, Mary K

    2009-02-01

    Coalescent genealogy samplers attempt to estimate past qualities of a population, such as its size, growth rate, patterns of gene flow or time of divergence from another population, based on samples of molecular data. Genealogy samplers are increasingly popular because of their potential to disentangle complex population histories. In the last decade they have been widely applied to systems ranging from humans to viruses. Findings include detection of unexpected reproductive inequality in fish, new estimates of historical whale abundance, exoneration of humans for the prehistoric decline of bison and inference of a selective sweep on the human Y chromosome. This review summarizes available genealogy-sampler software, including data requirements and limitations on the use of each program.

  17. Direct numerical simulation of water droplet coalescence in the oil

    International Nuclear Information System (INIS)

    Mohammadi, Mehdi; Shahhosseini, Shahrokh; Bayat, Mahmoud

    2012-01-01

    Highlights: ► VOF computational technique has been used to simulate coalescence of two water droplets in oil. ► The model was validated with the experimental data for binary droplet coalescence. ► Based on the CFD simulation results a correlation has been proposed to predict the coalescence time. - Abstract: Coalescence of two water droplets in the oil was simulated using Computational Fluid Dynamics (CFD) techniques. The finite volume numerical method was applied to solve the Navier–Stokes equations in conjunction with the Volume of Fluid (VOF) approach for interface tracking. The effects of some parameters consisting of the collision velocity, off-center collision parameter, oil viscosity and water–oil interfacial tension on the coalescence time were investigated. The simulation results were validated against the experimental data available in the literature. The results revealed that quicker coalescence could be achieved if the head-on collisions occur or the droplets approach each other with a high velocity. In addition, low oil viscosities or large water–oil interfacial tensions cause less coalescence time. Moreover, a correlation was developed to predict coalescence efficiency as a function of the mentioned parameters.

  18. Learning Markov Decision Processes for Model Checking

    DEFF Research Database (Denmark)

    Mao, Hua; Chen, Yingke; Jaeger, Manfred

    2012-01-01

    . The proposed learning algorithm is adapted from algorithms for learning deterministic probabilistic finite automata, and extended to include both probabilistic and nondeterministic transitions. The algorithm is empirically analyzed and evaluated by learning system models of slot machines. The evaluation......Constructing an accurate system model for formal model verification can be both resource demanding and time-consuming. To alleviate this shortcoming, algorithms have been proposed for automatically learning system models based on observed system behaviors. In this paper we extend the algorithm...... on learning probabilistic automata to reactive systems, where the observed system behavior is in the form of alternating sequences of inputs and outputs. We propose an algorithm for automatically learning a deterministic labeled Markov decision process model from the observed behavior of a reactive system...

  19. Satellite Formation during Coalescence of Unequal Size Drops

    KAUST Repository

    Zhang, F. H.

    2009-03-12

    The coalescence of a drop with a flat liquid surface pinches off a satellite from its top, in the well-known coalescence cascade, whereas the coalescence of two equally sized drops does not appear to leave such a satellite. Herein we perform experiments to identify the critical diameter ratio of two drops, above which a satellite is produced during their coalescence. We find that the critical parent ratio is as small as 1.55, but grows monotonically with the Ohnesorge number. The daughter size is typically about 50% of the mother drop. However, we have identified novel pinch-off dynamics close to the critical size ratio, where the satellite does not fully separate, but rather goes directly into a second stage of the coalescence cascade, thus generating a much smaller satellite droplet.

  20. Surfactant effect on drop coalescence and film drainage hydrodynamics

    Science.gov (United States)

    Weheliye, Weheliye; Chinaud, Maxime; Voulgaropoulos, Victor; Angeli, Panagiota

    2015-11-01

    Coalescence of a drop on an aqueous-organic interface is studied in two test geometries A rectangular acrylic vessel and a Hele-Shaw cell (two parallel plates placed 2mm apart) are investigated for the experiments. Time resolved Particle Image Velocimetry (PIV) measurements provide information on the hydrodynamics during the bouncing stage of the droplet and on the vortices generated at the bulk fluid after the droplet has coalesced. The velocity field inside the droplet during its coalescence is presented. By localizing the rupture point of the coalescence in the quasi two dimensional cell, the film drainage dynamics are discussed by acquiring its flow velocity by PIV measurements with a straddling camera. The effect of surface tension forces in the coalescence of the droplet is investigated by introducing surface active agents at various concentrations extending on both sides of the critical micelle concentration.

  1. Satellite Formation during Coalescence of Unequal Size Drops

    KAUST Repository

    Zhang, F. H.; Li, E. Q.; Thoroddsen, Sigurdur T

    2009-01-01

    The coalescence of a drop with a flat liquid surface pinches off a satellite from its top, in the well-known coalescence cascade, whereas the coalescence of two equally sized drops does not appear to leave such a satellite. Herein we perform experiments to identify the critical diameter ratio of two drops, above which a satellite is produced during their coalescence. We find that the critical parent ratio is as small as 1.55, but grows monotonically with the Ohnesorge number. The daughter size is typically about 50% of the mother drop. However, we have identified novel pinch-off dynamics close to the critical size ratio, where the satellite does not fully separate, but rather goes directly into a second stage of the coalescence cascade, thus generating a much smaller satellite droplet.

  2. SODIUM ALUMINOSILICATE FOULING AND CLEANING OF DECONTAMINATED SALT SOLUTION COALESCERS

    International Nuclear Information System (INIS)

    Poirier, M.; Thomas Peters, T.; Fernando Fondeur, F.; Samuel Fink, S.

    2008-01-01

    During initial non-radioactive operations at the Modular Caustic Side Solvent Extraction Unit (MCU), the pressure drop across the decontaminated salt solution coalescer reached ∼10 psi while processing ∼1250 gallons of salt solution, indicating possible fouling or plugging of the coalescer. An analysis of the feed solution and the 'plugged coalescer' concluded that the plugging was due to sodium aluminosilicate solids. MCU personnel requested Savannah River National Laboratory (SRNL) to investigate the formation of the sodium aluminosilicate solids (NAS) and the impact of the solids on the decontaminated salt solution coalescer. Researchers performed developmental testing of the cleaning protocols with a bench-scale coalescer container 1-inch long segments of a new coalescer element fouled using simulant solution. In addition, the authors obtained a 'plugged' Decontaminated Salt Solution coalescer from non-radioactive testing in the MCU and cleaned it according to the proposed cleaning procedure. Conclusions from this testing include the following: (1) Testing with the bench-scale coalescer showed an increase in pressure drop from solid particles, but the increase was not as large as observed at MCU. (2) Cleaning the bench-scale coalescer with nitric acid reduced the pressure drop and removed a large amount of solid particles (11 g of bayerite if all aluminum is present in that form or 23 g of sodium aluminosilicate if all silicon is present in that form). (3) Based on analysis of the cleaning solutions from bench-scale test, the 'dirt capacity' of a 40 inch coalescer for the NAS solids tested is calculated as 450-950 grams. (4) Cleaning the full-scale coalescer with nitric acid reduced the pressure drop and removed a large amount of solid particles (60 g of aluminum and 5 g of silicon). (5) Piping holdup in the full-scale coalescer system caused the pH to differ from the target value. Comparable hold-up in the facility could lead to less effective cleaning and

  3. ELECTRON ACCELERATION BY MULTI-ISLAND COALESCENCE

    International Nuclear Information System (INIS)

    Oka, M.; Phan, T.-D.; Krucker, S.; Fujimoto, M.; Shinohara, I.

    2010-01-01

    Energetic electrons of up to tens of MeV are created during explosive phenomena in the solar corona. While many theoretical models consider magnetic reconnection as a possible way of generating energetic electrons, the precise roles of magnetic reconnection during acceleration and heating of electrons still remain unclear. Here, we show from two-dimensional particle-in-cell simulations that coalescence of magnetic islands that naturally form as a consequence of tearing mode instability and associated magnetic reconnection leads to efficient energization of electrons. The key process is the secondary magnetic reconnection at the merging points, or the 'anti-reconnection', which is, in a sense, driven by the converging outflows from the initial magnetic reconnection regions. By following the trajectories of the most energetic electrons, we found a variety of different acceleration mechanisms but the energization at the anti-reconnection is found to be the most important process. We discuss possible applications to the energetic electrons observed in the solar flares. We anticipate our results to be a starting point for more sophisticated models of particle acceleration during the explosive energy release phenomena.

  4. Mixed labelling in multitarget particle filtering

    NARCIS (Netherlands)

    Boers, Y.; Sviestins, Egils; Driessen, Hans

    2010-01-01

    The so-called mixed labelling problem inherent to a joint state multitarget particle filter implementation is treated. The mixed labelling problem would be prohibitive for track extraction from a joint state multitarget particle filter. It is shown, using the theory of Markov chains, that the mixed

  5. Maximizing Entropy over Markov Processes

    DEFF Research Database (Denmark)

    Biondi, Fabrizio; Legay, Axel; Nielsen, Bo Friis

    2013-01-01

    The channel capacity of a deterministic system with confidential data is an upper bound on the amount of bits of data an attacker can learn from the system. We encode all possible attacks to a system using a probabilistic specification, an Interval Markov Chain. Then the channel capacity...... as a reward function, a polynomial algorithm to verify the existence of an system maximizing entropy among those respecting a specification, a procedure for the maximization of reward functions over Interval Markov Chains and its application to synthesize an implementation maximizing entropy. We show how...... to use Interval Markov Chains to model abstractions of deterministic systems with confidential data, and use the above results to compute their channel capacity. These results are a foundation for ongoing work on computing channel capacity for abstractions of programs derived from code....

  6. Maximizing entropy over Markov processes

    DEFF Research Database (Denmark)

    Biondi, Fabrizio; Legay, Axel; Nielsen, Bo Friis

    2014-01-01

    The channel capacity of a deterministic system with confidential data is an upper bound on the amount of bits of data an attacker can learn from the system. We encode all possible attacks to a system using a probabilistic specification, an Interval Markov Chain. Then the channel capacity...... as a reward function, a polynomial algorithm to verify the existence of a system maximizing entropy among those respecting a specification, a procedure for the maximization of reward functions over Interval Markov Chains and its application to synthesize an implementation maximizing entropy. We show how...... to use Interval Markov Chains to model abstractions of deterministic systems with confidential data, and use the above results to compute their channel capacity. These results are a foundation for ongoing work on computing channel capacity for abstractions of programs derived from code. © 2014 Elsevier...

  7. Markov Networks in Evolutionary Computation

    CERN Document Server

    Shakya, Siddhartha

    2012-01-01

    Markov networks and other probabilistic graphical modes have recently received an upsurge in attention from Evolutionary computation community, particularly in the area of Estimation of distribution algorithms (EDAs).  EDAs have arisen as one of the most successful experiences in the application of machine learning methods in optimization, mainly due to their efficiency to solve complex real-world optimization problems and their suitability for theoretical analysis. This book focuses on the different steps involved in the conception, implementation and application of EDAs that use Markov networks, and undirected models in general. It can serve as a general introduction to EDAs but covers also an important current void in the study of these algorithms by explaining the specificities and benefits of modeling optimization problems by means of undirected probabilistic models. All major developments to date in the progressive introduction of Markov networks based EDAs are reviewed in the book. Hot current researc...

  8. A Complete Quantitative Deduction System for the Bisimilarity Distance on Markov Chains

    DEFF Research Database (Denmark)

    Bacci, Giovanni; Bacci, Giorgio; Larsen, Kim Guldstrand

    2017-01-01

    In this paper we propose a complete axiomatization of the bisimilarity distance of Desharnais et al. for the class of finite labelled Markov chains. Our axiomatization is given in the style of a quantitative extension of equational logic recently proposed by Mardare, Panangaden, and Plotkin (LICS...... an axiom for dealing with the Kantorovich distance between probability distributions. The axiomatization is then used to propose a metric extension of a Kleene's style representation theorem for finite labelled Markov chains, that was proposed (in a more general coalgebraic fashion) by Silva et al. (Inf...

  9. Coalescent: an open-source and scalable framework for exact calculations in coalescent theory

    Science.gov (United States)

    2012-01-01

    Background Currently, there is no open-source, cross-platform and scalable framework for coalescent analysis in population genetics. There is no scalable GUI based user application either. Such a framework and application would not only drive the creation of more complex and realistic models but also make them truly accessible. Results As a first attempt, we built a framework and user application for the domain of exact calculations in coalescent analysis. The framework provides an API with the concepts of model, data, statistic, phylogeny, gene tree and recursion. Infinite-alleles and infinite-sites models are considered. It defines pluggable computations such as counting and listing all the ancestral configurations and genealogies and computing the exact probability of data. It can visualize a gene tree, trace and visualize the internals of the recursion algorithm for further improvement and attach dynamically a number of output processors. The user application defines jobs in a plug-in like manner so that they can be activated, deactivated, installed or uninstalled on demand. Multiple jobs can be run and their inputs edited. Job inputs are persisted across restarts and running jobs can be cancelled where applicable. Conclusions Coalescent theory plays an increasingly important role in analysing molecular population genetic data. Models involved are mathematically difficult and computationally challenging. An open-source, scalable framework that lets users immediately take advantage of the progress made by others will enable exploration of yet more difficult and realistic models. As models become more complex and mathematically less tractable, the need for an integrated computational approach is obvious. Object oriented designs, though has upfront costs, are practical now and can provide such an integrated approach. PMID:23033878

  10. Coalescent: an open-source and scalable framework for exact calculations in coalescent theory

    Directory of Open Access Journals (Sweden)

    Tewari Susanta

    2012-10-01

    Full Text Available Abstract Background Currently, there is no open-source, cross-platform and scalable framework for coalescent analysis in population genetics. There is no scalable GUI based user application either. Such a framework and application would not only drive the creation of more complex and realistic models but also make them truly accessible. Results As a first attempt, we built a framework and user application for the domain of exact calculations in coalescent analysis. The framework provides an API with the concepts of model, data, statistic, phylogeny, gene tree and recursion. Infinite-alleles and infinite-sites models are considered. It defines pluggable computations such as counting and listing all the ancestral configurations and genealogies and computing the exact probability of data. It can visualize a gene tree, trace and visualize the internals of the recursion algorithm for further improvement and attach dynamically a number of output processors. The user application defines jobs in a plug-in like manner so that they can be activated, deactivated, installed or uninstalled on demand. Multiple jobs can be run and their inputs edited. Job inputs are persisted across restarts and running jobs can be cancelled where applicable. Conclusions Coalescent theory plays an increasingly important role in analysing molecular population genetic data. Models involved are mathematically difficult and computationally challenging. An open-source, scalable framework that lets users immediately take advantage of the progress made by others will enable exploration of yet more difficult and realistic models. As models become more complex and mathematically less tractable, the need for an integrated computational approach is obvious. Object oriented designs, though has upfront costs, are practical now and can provide such an integrated approach.

  11. The coalescence of heterogeneous liquid metal on nano substrate

    Science.gov (United States)

    Wang, Long; Li, Yifan; Zhou, Xuyan; Li, Tao; Li, Hui

    2017-06-01

    Molecular dynamics simulation has been performed to study the asymmetric coalescence of heterogeneous liquid metal on graphene. Simulation results show that the anomalies in the drop coalescence is mainly caused by the wettability of heterogeneous liquid metal. The silver atoms incline to distribute on the outer layer of the gold and copper droplets, revealing that the structure is determined by the interaction between different metal atoms. The coalescence and fusion of heterogeneous liquid metal drop can be predicted by comparing the wettability and the atomic mass of metallic liquid drops, which has important implications in the industrial application such as ink-jet printing and metallurgy.

  12. Markov chains and mixing times

    CERN Document Server

    Levin, David A; Wilmer, Elizabeth L

    2009-01-01

    This book is an introduction to the modern approach to the theory of Markov chains. The main goal of this approach is to determine the rate of convergence of a Markov chain to the stationary distribution as a function of the size and geometry of the state space. The authors develop the key tools for estimating convergence times, including coupling, strong stationary times, and spectral methods. Whenever possible, probabilistic methods are emphasized. The book includes many examples and provides brief introductions to some central models of statistical mechanics. Also provided are accounts of r

  13. Markov Models for Handwriting Recognition

    CERN Document Server

    Plotz, Thomas

    2011-01-01

    Since their first inception, automatic reading systems have evolved substantially, yet the recognition of handwriting remains an open research problem due to its substantial variation in appearance. With the introduction of Markovian models to the field, a promising modeling and recognition paradigm was established for automatic handwriting recognition. However, no standard procedures for building Markov model-based recognizers have yet been established. This text provides a comprehensive overview of the application of Markov models in the field of handwriting recognition, covering both hidden

  14. Analysis of Void Growth and Coalescence in Porous Polymer Materials. Coalescence in Polymer Materials

    Directory of Open Access Journals (Sweden)

    S. A. Reffas

    2013-06-01

    Full Text Available The use of polymeric materials in engineering applications is growing more and more all over the world. This issue requests new methodologies of analysis in order to assess the material’s capability to withstand complex loads. The use of polyacetal in engineering applications has increased rapidly in the last decade. In order to evaluate the behavior, the damage and coalescence of this type of polymer, a numerical method based on damage which occurs following several stages (nucleation of cavities, their growth and coalescence in more advanced stages of deformation is proposed in this work. A particular attention is given on the stress-strain and the volumetric strain evolution under different triaxiality and for three initial void shapes. Its application to polyacetal allows approving this approach for technical polymers. Finally, this method allow us to compare the obtained results of basic calculations at different triaxiality and to discuss their possible influence on the initial size and the geometrical shape of the porosity on the material failure.

  15. Coalescence of liquid drops: Different models versus experiment

    KAUST Repository

    Sprittles, J. E.; Shikhmurzaev, Y. D.

    2012-01-01

    help to further elucidate the details of the coalescence phenomenon. As a by-product of our research, the range of validity of different "scaling laws" advanced as approximate solutions to the problem formulated using the conventional model

  16. Consistency and refinement for Interval Markov Chains

    DEFF Research Database (Denmark)

    Delahaye, Benoit; Larsen, Kim Guldstrand; Legay, Axel

    2012-01-01

    Interval Markov Chains (IMC), or Markov Chains with probability intervals in the transition matrix, are the base of a classic specification theory for probabilistic systems [18]. The standard semantics of IMCs assigns to a specification the set of all Markov Chains that satisfy its interval...

  17. A Markov reward model checker

    NARCIS (Netherlands)

    Katoen, Joost P.; Maneesh Khattri, M.; Zapreev, I.S.; Zapreev, I.S.

    2005-01-01

    This short tool paper introduces MRMC, a model checker for discrete-time and continuous-time Markov reward models. It supports reward extensions of PCTL and CSL, and allows for the automated verification of properties concerning long-run and instantaneous rewards as well as cumulative rewards. In

  18. Adaptive Partially Hidden Markov Models

    DEFF Research Database (Denmark)

    Forchhammer, Søren Otto; Rasmussen, Tage

    1996-01-01

    Partially Hidden Markov Models (PHMM) have recently been introduced. The transition and emission probabilities are conditioned on the past. In this report, the PHMM is extended with a multiple token version. The different versions of the PHMM are applied to bi-level image coding....

  19. Markov Decision Processes in Practice

    NARCIS (Netherlands)

    Boucherie, Richardus J.; van Dijk, N.M.

    2017-01-01

    It is over 30 years ago since D.J. White started his series of surveys on practical applications of Markov decision processes (MDP), over 20 years after the phenomenal book by Martin Puterman on the theory of MDP, and over 10 years since Eugene A. Feinberg and Adam Shwartz published their Handbook

  20. Sentiment classification technology based on Markov logic networks

    Science.gov (United States)

    He, Hui; Li, Zhigang; Yao, Chongchong; Zhang, Weizhe

    2016-07-01

    With diverse online media emerging, there is a growing concern of sentiment classification problem. At present, text sentiment classification mainly utilizes supervised machine learning methods, which feature certain domain dependency. On the basis of Markov logic networks (MLNs), this study proposed a cross-domain multi-task text sentiment classification method rooted in transfer learning. Through many-to-one knowledge transfer, labeled text sentiment classification, knowledge was successfully transferred into other domains, and the precision of the sentiment classification analysis in the text tendency domain was improved. The experimental results revealed the following: (1) the model based on a MLN demonstrated higher precision than the single individual learning plan model. (2) Multi-task transfer learning based on Markov logical networks could acquire more knowledge than self-domain learning. The cross-domain text sentiment classification model could significantly improve the precision and efficiency of text sentiment classification.

  1. On spatial coalescents with multiple mergers in two dimensions.

    Science.gov (United States)

    Heuer, Benjamin; Sturm, Anja

    2013-08-01

    We consider the genealogy of a sample of individuals taken from a spatially structured population when the variance of the offspring distribution is relatively large. The space is structured into discrete sites of a graph G. If the population size at each site is large, spatial coalescents with multiple mergers, so called spatial Λ-coalescents, for which ancestral lines migrate in space and coalesce according to some Λ-coalescent mechanism, are shown to be appropriate approximations to the genealogy of a sample of individuals. We then consider as the graph G the two dimensional torus with side length 2L+1 and show that as L tends to infinity, and time is rescaled appropriately, the partition structure of spatial Λ-coalescents of individuals sampled far enough apart converges to the partition structure of a non-spatial Kingman coalescent. From a biological point of view this means that in certain circumstances both the spatial structure as well as larger variances of the underlying offspring distribution are harder to detect from the sample. However, supplemental simulations show that for moderately large L the different structure is still evident. Copyright © 2012 Elsevier Inc. All rights reserved.

  2. Strong, weak and branching bisimulation for transition systems and Markov reward chains: A unifying matrix approach

    NARCIS (Netherlands)

    Trcka, N.; Andova, S.; McIver, A.; D'Argenio, P.; Cuijpers, P.J.L.; Markovski, J.; Morgan, C.; Núñez, M.

    2009-01-01

    We first study labeled transition systems with explicit successful termination. We establish the notions of strong, weak, and branching bisimulation in terms of boolean matrix theory, introducing thus a novel and powerful algebraic apparatus. Next we consider Markov reward chains which are

  3. Markov chains and mixing times

    CERN Document Server

    Levin, David A

    2017-01-01

    Markov Chains and Mixing Times is a magical book, managing to be both friendly and deep. It gently introduces probabilistic techniques so that an outsider can follow. At the same time, it is the first book covering the geometric theory of Markov chains and has much that will be new to experts. It is certainly THE book that I will use to teach from. I recommend it to all comers, an amazing achievement. -Persi Diaconis, Mary V. Sunseri Professor of Statistics and Mathematics, Stanford University Mixing times are an active research topic within many fields from statistical physics to the theory of algorithms, as well as having intrinsic interest within mathematical probability and exploiting discrete analogs of important geometry concepts. The first edition became an instant classic, being accessible to advanced undergraduates and yet bringing readers close to current research frontiers. This second edition adds chapters on monotone chains, the exclusion process and hitting time parameters. Having both exercises...

  4. Markov Chain Ontology Analysis (MCOA).

    Science.gov (United States)

    Frost, H Robert; McCray, Alexa T

    2012-02-03

    Biomedical ontologies have become an increasingly critical lens through which researchers analyze the genomic, clinical and bibliographic data that fuels scientific research. Of particular relevance are methods, such as enrichment analysis, that quantify the importance of ontology classes relative to a collection of domain data. Current analytical techniques, however, remain limited in their ability to handle many important types of structural complexity encountered in real biological systems including class overlaps, continuously valued data, inter-instance relationships, non-hierarchical relationships between classes, semantic distance and sparse data. In this paper, we describe a methodology called Markov Chain Ontology Analysis (MCOA) and illustrate its use through a MCOA-based enrichment analysis application based on a generative model of gene activation. MCOA models the classes in an ontology, the instances from an associated dataset and all directional inter-class, class-to-instance and inter-instance relationships as a single finite ergodic Markov chain. The adjusted transition probability matrix for this Markov chain enables the calculation of eigenvector values that quantify the importance of each ontology class relative to other classes and the associated data set members. On both controlled Gene Ontology (GO) data sets created with Escherichia coli, Drosophila melanogaster and Homo sapiens annotations and real gene expression data extracted from the Gene Expression Omnibus (GEO), the MCOA enrichment analysis approach provides the best performance of comparable state-of-the-art methods. A methodology based on Markov chain models and network analytic metrics can help detect the relevant signal within large, highly interdependent and noisy data sets and, for applications such as enrichment analysis, has been shown to generate superior performance on both real and simulated data relative to existing state-of-the-art approaches.

  5. Delimiting Coalescence Genes (C-Genes) in Phylogenomic Data Sets.

    Science.gov (United States)

    Springer, Mark S; Gatesy, John

    2018-02-26

    coalescence methods have emerged as a popular alternative for inferring species trees with large genomic datasets, because these methods explicitly account for incomplete lineage sorting. However, statistical consistency of summary coalescence methods is not guaranteed unless several model assumptions are true, including the critical assumption that recombination occurs freely among but not within coalescence genes (c-genes), which are the fundamental units of analysis for these methods. Each c-gene has a single branching history, and large sets of these independent gene histories should be the input for genome-scale coalescence estimates of phylogeny. By contrast, numerous studies have reported the results of coalescence analyses in which complete protein-coding sequences are treated as c-genes even though exons for these loci can span more than a megabase of DNA. Empirical estimates of recombination breakpoints suggest that c-genes may be much shorter, especially when large clades with many species are the focus of analysis. Although this idea has been challenged recently in the literature, the inverse relationship between c-gene size and increased taxon sampling in a dataset-the 'recombination ratchet'-is a fundamental property of c-genes. For taxonomic groups characterized by genes with long intron sequences, complete protein-coding sequences are likely not valid c-genes and are inappropriate units of analysis for summary coalescence methods unless they occur in recombination deserts that are devoid of incomplete lineage sorting (ILS). Finally, it has been argued that coalescence methods are robust when the no-recombination within loci assumption is violated, but recombination must matter at some scale because ILS, a by-product of recombination, is the raison d'etre for coalescence methods. That is, extensive recombination is required to yield the large number of independently segregating c-genes used to infer a species tree. If coalescent methods are powerful

  6. Markov processes characterization and convergence

    CERN Document Server

    Ethier, Stewart N

    2009-01-01

    The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists."[A]nyone who works with Markov processes whose state space is uncountably infinite will need this most impressive book as a guide and reference."-American Scientist"There is no question but that space should immediately be reserved for [this] book on the library shelf. Those who aspire to mastery of the contents should also reserve a large number of long winter evenings."-Zentralblatt f?r Mathematik und ihre Grenzgebiete/Mathematics Abstracts"Ethier and Kurtz have produced an excellent treatment of the modern theory of Markov processes that [is] useful both as a reference work and as a graduate textbook."-Journal of Statistical PhysicsMarkov Proce...

  7. Coalescence dynamics of mobile and immobile fluid interfaces

    KAUST Repository

    Vakarelski, Ivan Uriev

    2018-01-12

    Coalescence dynamics between deformable bubbles and droplets can be dramatically affected by the mobility of the interfaces with fully tangentially mobile bubble-liquid or droplet-liquid interfaces expected to accelerate the coalescence by orders of magnitudes. However, there is a lack of systematic experimental investigations that quantify this effect. By using high speed camera imaging we examine the free rise and coalescence of small air-bubbles (100 to 1300 μm in diameter) with a liquid interface. A perfluorocarbon liquid, PP11 is used as a model liquid to investigate coalescence dynamics between fully-mobile and immobile deformable interfaces. The mobility of the bubble surface was determined by measuring the terminal rise velocity of small bubbles rising at Reynolds numbers, Re less than 0.1 and the mobility of free PP11 surface by measuring the deceleration kinetics of the small bubble toward the interface. Induction or film drainage times of a bubble at the mobile PP11-air surface were found to be more than two orders of magnitude shorter compared to the case of bubble and an immobile PP11-water interface. A theoretical model is used to illustrate the effect of hydrodynamics and interfacial mobility on the induction time or film drainage time. The results of this study are expected to stimulate the development of a comprehensive theoretical model for coalescence dynamics between two fully or partially mobile fluid interfaces.

  8. Explosive coalescence of magnetic islands and explosive particle acceleration

    International Nuclear Information System (INIS)

    Tajima, T.; Sakai, J.I.

    1985-07-01

    An explosive reconnection process associated with the nonlinear evolution of the coalescence instability is found through studies of the electromagnetic particle simulation and the magnetohydrodynamic particle simulation. The explosive coalescence is a process of magnetic collapse, in which we find the magnetic and electrostatic field energies and temperatures (ion temperature in the coalescing direction, in particular) explode toward the explosion time t 0 as (t 0 - t)/sup -8/3/, (t 0 - t) -4 , and (t 0 - t)/sup -8/3/, respectively for a canonical case. Single-peak, double-peak, and triple-peak structures of magnetic energy, temperature, and electrostatic energy, respectively, are observed on the simulation as overshoot amplitude oscillations and are theoretically explained. The heuristic model of Brunel and Tajima is extended to this explosive coalescence in order to extract the basic process. Since the explosive coalescence exhibits self-similarity, a temporal universality, we theoretically search for a self-similar solution to the two-fluid plasma equations

  9. A fluid-mechanical model of elastocapillary coalescence

    KAUST Repository

    Singh, Kiran

    2014-03-25

    © 2014 Cambridge University Press. We present a fluid-mechanical model of the coalescence of a number of elastic objects due to surface tension. We consider an array of spring-block elements separated by thin liquid films, whose dynamics are modelled using lubrication theory. With this simplified model of elastocapillary coalescence, we present the results of numerical simulations for a large number of elements, N = O(104). A linear stability analysis shows that pairwise coalescence is always the most unstable mode of deformation. However, the numerical simulations show that the cluster sizes actually produced by coalescence from a small white-noise perturbation have a distribution that depends on the relative strength of surface tension and elasticity, as measured by an elastocapillary number K. Both the maximum cluster size and the mean cluster size scale like K-1/2 for small K. An analytical solution for the response of the system to a localized perturbation shows that such perturbations generate propagating disturbance fronts, which leave behind \\'frozen-in\\' clusters of a predictable size that also depends on K. A good quantitative comparison between the cluster-size statistics from noisy perturbations and this \\'frozen-in\\' cluster size suggests that propagating fronts may play a crucial role in the dynamics of coalescence.

  10. Liquid Marble Coalescence and Triggered Microreaction Driven by Acoustic Levitation.

    Science.gov (United States)

    Chen, Zhen; Zang, Duyang; Zhao, Liang; Qu, Mengfei; Li, Xu; Li, Xiaoguang; Li, Lixin; Geng, Xingguo

    2017-06-27

    Liquid marbles show promising potential for application in the microreactor field. Control of the coalescence between two or among multiple liquid marbles is critical; however, the successful merging of two isolated marbles is difficult because of their mechanically robust particle shells. In this work, the coalescence of multiple liquid marbles was achieved via acoustic levitation. The dynamic behaviors of the liquid marbles were monitored by a high-speed camera. Driven by the sound field, the liquid marbles moved toward each other, collided, and eventually coalesced into a larger single marble. The underlying mechanisms of this process were probed via sound field simulation and acoustic radiation pressure calculation. The results indicated that the pressure gradient on the liquid marble surface favors the formation of a liquid bridge between the liquid marbles, resulting in their coalescence. A preliminary indicator reaction was induced by the coalescence of dual liquid marbles, which suggests that expected chemical reactions can be successfully triggered with multiple reagents contained in isolated liquid marbles via acoustic levitation.

  11. Coalescence of liquid drops: Different models versus experiment

    KAUST Repository

    Sprittles, J. E.

    2012-01-01

    The process of coalescence of two identical liquid drops is simulated numerically in the framework of two essentially different mathematical models, and the results are compared with experimental data on the very early stages of the coalescence process reported recently. The first model tested is the "conventional" one, where it is assumed that coalescence as the formation of a single body of fluid occurs by an instant appearance of a liquid bridge smoothly connecting the two drops, and the subsequent process is the evolution of this single body of fluid driven by capillary forces. The second model under investigation considers coalescence as a process where a section of the free surface becomes trapped between the bulk phases as the drops are pressed against each other, and it is the gradual disappearance of this "internal interface" that leads to the formation of a single body of fluid and the conventional model taking over. Using the full numerical solution of the problem in the framework of each of the two models, we show that the recently reported electrical measurements probing the very early stages of the process are better described by the interface formation/disappearance model. New theory-guided experiments are suggested that would help to further elucidate the details of the coalescence phenomenon. As a by-product of our research, the range of validity of different "scaling laws" advanced as approximate solutions to the problem formulated using the conventional model is established. © 2012 American Institute of Physics.

  12. A parallel algorithm for filtering gravitational waves from coalescing binaries

    International Nuclear Information System (INIS)

    Sathyaprakash, B.S.; Dhurandhar, S.V.

    1992-10-01

    Coalescing binary stars are perhaps the most promising sources for the observation of gravitational waves with laser interferometric gravity wave detectors. The waveform from these sources can be predicted with sufficient accuracy for matched filtering techniques to be applied. In this paper we present a parallel algorithm for detecting signals from coalescing compact binaries by the method of matched filtering. We also report the details of its implementation on a 256-node connection machine consisting of a network of transputers. The results of our analysis indicate that parallel processing is a promising approach to on-line analysis of data from gravitational wave detectors to filter out coalescing binary signals. The algorithm described is quite general in that the kernel of the algorithm is applicable to any set of matched filters. (author). 15 refs, 4 figs

  13. Electrohydrodynamic coalescence of droplets using an embedded potential flow model

    Science.gov (United States)

    Garzon, M.; Gray, L. J.; Sethian, J. A.

    2018-03-01

    The coalescence, and subsequent satellite formation, of two inviscid droplets is studied numerically. The initial drops are taken to be of equal and different sizes, and simulations have been carried out with and without the presence of an electrical field. The main computational challenge is the tracking of a free surface that changes topology. Coupling level set and boundary integral methods with an embedded potential flow model, we seamlessly compute through these singular events. As a consequence, the various coalescence modes that appear depending upon the relative ratio of the parent droplets can be studied. Computations of first stage pinch-off, second stage pinch-off, and complete engulfment are analyzed and compared to recent numerical studies and laboratory experiments. Specifically, we study the evolution of bridge radii and the related scaling laws, the minimum drop radii evolution from coalescence to satellite pinch-off, satellite sizes, and the upward stretching of the near cylindrical protrusion at the droplet top. Clear evidence of partial coalescence self-similarity is presented for parent droplet ratios between 1.66 and 4. This has been possible due to the fact that computational initial conditions only depend upon the mother droplet size, in contrast with laboratory experiments where the difficulty in establishing the same initial physical configuration is well known. The presence of electric forces changes the coalescence patterns, and it is possible to control the satellite droplet size by tuning the electrical field intensity. All of the numerical results are in very good agreement with recent laboratory experiments for water droplet coalescence.

  14. Coalescent Processes with Skewed Offspring Distributions and Nonequilibrium Demography.

    Science.gov (United States)

    Matuszewski, Sebastian; Hildebrandt, Marcel E; Achaz, Guillaume; Jensen, Jeffrey D

    2018-01-01

    Nonequilibrium demography impacts coalescent genealogies leaving detectable, well-studied signatures of variation. However, similar genomic footprints are also expected under models of large reproductive skew, posing a serious problem when trying to make inference. Furthermore, current approaches consider only one of the two processes at a time, neglecting any genomic signal that could arise from their simultaneous effects, preventing the possibility of jointly inferring parameters relating to both offspring distribution and population history. Here, we develop an extended Moran model with exponential population growth, and demonstrate that the underlying ancestral process converges to a time-inhomogeneous psi-coalescent. However, by applying a nonlinear change of time scale-analogous to the Kingman coalescent-we find that the ancestral process can be rescaled to its time-homogeneous analog, allowing the process to be simulated quickly and efficiently. Furthermore, we derive analytical expressions for the expected site-frequency spectrum under the time-inhomogeneous psi-coalescent, and develop an approximate-likelihood framework for the joint estimation of the coalescent and growth parameters. By means of extensive simulation, we demonstrate that both can be estimated accurately from whole-genome data. In addition, not accounting for demography can lead to serious biases in the inferred coalescent model, with broad implications for genomic studies ranging from ecology to conservation biology. Finally, we use our method to analyze sequence data from Japanese sardine populations, and find evidence of high variation in individual reproductive success, but few signs of a recent demographic expansion. Copyright © 2018 by the Genetics Society of America.

  15. Coalescence of silver unidimensional structures by molecular dynamics simulation

    International Nuclear Information System (INIS)

    Perez A, M.; Gutierrez W, C.E.; Mondragon, G.; Arenas, J.

    2007-01-01

    The study of nanoparticles coalescence and silver nano rods phenomena by means of molecular dynamics simulation under the thermodynamic laws is reported. In this work we focus ourselves to see the conditions under which the one can be given one dimension growth of silver nano rods for the coalescence phenomenon among two nano rods or one nano rod and one particle; what allows us to study those structural, dynamic and morphological properties of the silver nano rods to different thermodynamic conditions. The simulations are carried out using the Sutton-Chen potentials of interaction of many bodies that allow to obtain appropriate results with the real physical systems. (Author)

  16. Void growth to coalescence in a non-local material

    DEFF Research Database (Denmark)

    Niordson, Christian Frithiof

    2008-01-01

    of different material length parameters in a multi-parameter theory is studied, and it is shown that the important length parameter is the same as under purely hydrostatic loading. It is quantified how micron scale voids grow less rapidly than larger voids, and the implications of this in the overall strength...... of the material is emphasized. The size effect on the onset of coalescence is studied, and results for the void volume fraction and the strain at the onset of coalescence are presented. It is concluded that for cracked specimens not only the void volume fraction, but also the typical void size is of importance...... to the fracture strength of ductile materials....

  17. Spectral methods for quantum Markov chains

    Energy Technology Data Exchange (ETDEWEB)

    Szehr, Oleg

    2014-05-08

    The aim of this project is to contribute to our understanding of quantum time evolutions, whereby we focus on quantum Markov chains. The latter constitute a natural generalization of the ubiquitous concept of a classical Markov chain to describe evolutions of quantum mechanical systems. We contribute to the theory of such processes by introducing novel methods that allow us to relate the eigenvalue spectrum of the transition map to convergence as well as stability properties of the Markov chain.

  18. Spectral methods for quantum Markov chains

    International Nuclear Information System (INIS)

    Szehr, Oleg

    2014-01-01

    The aim of this project is to contribute to our understanding of quantum time evolutions, whereby we focus on quantum Markov chains. The latter constitute a natural generalization of the ubiquitous concept of a classical Markov chain to describe evolutions of quantum mechanical systems. We contribute to the theory of such processes by introducing novel methods that allow us to relate the eigenvalue spectrum of the transition map to convergence as well as stability properties of the Markov chain.

  19. A scaling analysis of a cat and mouse Markov chain

    NARCIS (Netherlands)

    Litvak, Nelli; Robert, Philippe

    2012-01-01

    If ($C_n$) a Markov chain on a discrete state space $S$, a Markov chain ($C_n, M_n$) on the product space $S \\times S$, the cat and mouse Markov chain, is constructed. The first coordinate of this Markov chain behaves like the original Markov chain and the second component changes only when both

  20. Criterion of Semi-Markov Dependent Risk Model

    Institute of Scientific and Technical Information of China (English)

    Xiao Yun MO; Xiang Qun YANG

    2014-01-01

    A rigorous definition of semi-Markov dependent risk model is given. This model is a generalization of the Markov dependent risk model. A criterion and necessary conditions of semi-Markov dependent risk model are obtained. The results clarify relations between elements among semi-Markov dependent risk model more clear and are applicable for Markov dependent risk model.

  1. DIM SUM: demography and individual migration simulated using a Markov chain.

    Science.gov (United States)

    Brown, Jeremy M; Savidge, Kevin; McTavish, Emily Jane B

    2011-03-01

    An increasing number of studies seek to infer demographic history, often jointly with genetic relationships. Despite numerous analytical methods for such data, few simulations have investigated the methods' power and robustness, especially when underlying assumptions have been violated. DIM SUM (Demography and Individual Migration Simulated Using a Markov chain) is a stand-alone Java program for the simulation of population demography and individual migration while recording ancestor-descendant relationships. It does not employ coalescent assumptions or discrete population boundaries. It is extremely flexible, allowing the user to specify border positions, reactions of organisms to borders, local and global carrying capacities, individual dispersal kernels, rates of reproduction and strategies for sampling individuals. Spatial variables may be specified using image files (e.g., as exported from gis software) and may vary through time. In combination with software for genetic marker simulation, DIM SUM will be useful for testing phylogeographic (e.g., nested clade phylogeographic analysis, coalescent-based tests and continuous-landscape frameworks) and landscape-genetic methods, specifically regarding violations of coalescent assumptions. It can also be used to explore the qualitative features of proposed demographic scenarios (e.g. regarding biological invasions) and as a pedagogical tool. DIM SUM (with user's manual) can be downloaded from http://code.google.com/p/bio-dimsum. © 2010 Blackwell Publishing Ltd.

  2. Markov Decision Process Measurement Model.

    Science.gov (United States)

    LaMar, Michelle M

    2018-03-01

    Within-task actions can provide additional information on student competencies but are challenging to model. This paper explores the potential of using a cognitive model for decision making, the Markov decision process, to provide a mapping between within-task actions and latent traits of interest. Psychometric properties of the model are explored, and simulation studies report on parameter recovery within the context of a simple strategy game. The model is then applied to empirical data from an educational game. Estimates from the model are found to correlate more strongly with posttest results than a partial-credit IRT model based on outcome data alone.

  3. Quasi-Feller Markov chains

    Directory of Open Access Journals (Sweden)

    Jean B. Lasserre

    2000-01-01

    Full Text Available We consider the class of Markov kernels for which the weak or strong Feller property fails to hold at some discontinuity set. We provide a simple necessary and sufficient condition for existence of an invariant probability measure as well as a Foster-Lyapunov sufficient condition. We also characterize a subclass, the quasi (weak or strong Feller kernels, for which the sequences of expected occupation measures share the same asymptotic properties as for (weak or strong Feller kernels. In particular, it is shown that the sequences of expected occupation measures of strong and quasi strong-Feller kernels with an invariant probability measure converge setwise to an invariant measure.

  4. Markov process of muscle motors

    International Nuclear Information System (INIS)

    Kondratiev, Yu; Pechersky, E; Pirogov, S

    2008-01-01

    We study a Markov random process describing muscle molecular motor behaviour. Every motor is either bound up with a thin filament or unbound. In the bound state the motor creates a force proportional to its displacement from the neutral position. In both states the motor spends an exponential time depending on the state. The thin filament moves at a velocity proportional to the average of all displacements of all motors. We assume that the time which a motor stays in the bound state does not depend on its displacement. Then one can find an exact solution of a nonlinear equation appearing in the limit of an infinite number of motors

  5. Semi-Markov Chains and Hidden Semi-Markov Models toward Applications Their Use in Reliability and DNA Analysis

    CERN Document Server

    Barbu, Vlad

    2008-01-01

    Semi-Markov processes are much more general and better adapted to applications than the Markov ones because sojourn times in any state can be arbitrarily distributed, as opposed to the geometrically distributed sojourn time in the Markov case. This book concerns with the estimation of discrete-time semi-Markov and hidden semi-Markov processes

  6. Strong, Weak and Branching Bisimulation for Transition Systems and Markov Reward Chains: A Unifying Matrix Approach

    Directory of Open Access Journals (Sweden)

    Nikola Trčka

    2009-12-01

    Full Text Available We first study labeled transition systems with explicit successful termination. We establish the notions of strong, weak, and branching bisimulation in terms of boolean matrix theory, introducing thus a novel and powerful algebraic apparatus. Next we consider Markov reward chains which are standardly presented in real matrix theory. By interpreting the obtained matrix conditions for bisimulations in this setting, we automatically obtain the definitions of strong, weak, and branching bisimulation for Markov reward chains. The obtained strong and weak bisimulations are shown to coincide with some existing notions, while the obtained branching bisimulation is new, but its usefulness is questionable.

  7. Computational approach for a pair of bubble coalescence process

    International Nuclear Information System (INIS)

    Nurul Hasan; Zalinawati binti Zakaria

    2011-01-01

    The coalescence of bubbles has great value in mineral recovery and oil industry. In this paper, two co-axial bubbles rising in a cylinder is modelled to study the coalescence of bubbles for four computational experimental test cases. The Reynolds' (Re) number is chosen in between 8.50 and 10, Bond number, Bo ∼4.25-50, Morton number, M 0.0125-14.7. The viscosity ratio (μ r ) and density ratio (ρ r ) of liquid to bubble are kept constant (100 and 850 respectively). It was found that the Bo number has significant effect on the coalescence process for constant Re, μ r and ρ r . The bubble-bubble distance over time was validated against published experimental data. The results show that VOF approach can be used to model these phenomena accurately. The surface tension was changed to alter the Bo and density of the fluids to alter the Re and M, keeping the μ r and ρ r the same. It was found that for lower Bo, the bubble coalesce is slower and the pocket at the lower part of the leading bubble is less concave (towards downward) which is supported by the experimental data.

  8. Factors governing partial coalescence in oil-in-water emulsions

    NARCIS (Netherlands)

    Fredrick, E.; Walstra, P.; Dewettinck, K.

    2010-01-01

    The consequences of the instability mechanism partial coalescence in oil-in-water food emulsions show a discrepancy. On the one hand, it needs to be avoided in order to achieve an extended shelf life in food products like sauces, creams and several milk products. On the other hand, during the

  9. Coalescing black hole solution in the De-Sitter universe

    International Nuclear Information System (INIS)

    Ahmed, Mainuddin

    2005-01-01

    A new coalescing black hole solution of Einstein-Maxwell equation in general relativity is given. The new solution is also found to support the 'Nerst Theorem' of thermodynamics in the case of black hole. Thus this solution poses to solve an outstanding problem of thermodynamics and black hole physics. (author)

  10. Van der Waals Attraction and Coalescence of Aqueous Salt Nanodroplets

    Czech Academy of Sciences Publication Activity Database

    Jungwirth, Pavel; Buch, V.

    2003-01-01

    Roč. 68, č. 12 (2003), s. 2283-2291 ISSN 0010-0765 R&D Projects: GA MŠk LN00A032 Institutional research plan: CEZ:AV0Z4040901 Keywords : van der Waals interactions * aqueous droplets * coalescence Subject RIV: CF - Physical ; Theoretical Chemistry Impact factor: 1.041, year: 2003

  11. A variational void coalescence model for ductile metals

    KAUST Repository

    Siddiq, Amir; Arciniega, Roman; El Sayed, Tamer

    2011-01-01

    We present a variational void coalescence model that includes all the essential ingredients of failure in ductile porous metals. The model is an extension of the variational void growth model by Weinberg et al. (Comput Mech 37:142-152, 2006

  12. Bubble Coalescence: Effect of Bubble Approach Velocity and Liquid Viscosity

    Czech Academy of Sciences Publication Activity Database

    Orvalho, Sandra; Růžička, Marek; Olivieri, G.; Marzocchella, A.

    2015-01-01

    Roč. 134, SEP 29 (2015), s. 205-216 ISSN 0009-2509 R&D Projects: GA MŠk(CZ) LD13018 Institutional support: RVO:67985858 Keywords : bubble coalescence * bubble approach velocity * liquid viscosity Subject RIV: CI - Industrial Chemistry, Chemical Engineering Impact factor: 2.750, year: 2015

  13. Study of shock coalescence in laser-irradiated targets

    International Nuclear Information System (INIS)

    Coe, S.E.; Willi, O.; Afshar-Rad, T.; Rose, S.J.

    1988-01-01

    We report on the first direct experimental observation of the coalescence of two shocks induced by a shaped laser pulse. Optical streak photography of the rear surface of aluminum multiple step targets was used to study the breakout of these shocks and observe their behavior. The experimental results are compared with simulations by a one-dimensional Lagrangian hydrodynamic code

  14. Timed Comparisons of Semi-Markov Processes

    DEFF Research Database (Denmark)

    Pedersen, Mathias Ruggaard; Larsen, Kim Guldstrand; Bacci, Giorgio

    2018-01-01

    -Markov processes, and investigate the question of how to compare two semi-Markov processes with respect to their time-dependent behaviour. To this end, we introduce the relation of being “faster than” between processes and study its algorithmic complexity. Through a connection to probabilistic automata we obtain...

  15. Probabilistic Reachability for Parametric Markov Models

    DEFF Research Database (Denmark)

    Hahn, Ernst Moritz; Hermanns, Holger; Zhang, Lijun

    2011-01-01

    Given a parametric Markov model, we consider the problem of computing the rational function expressing the probability of reaching a given set of states. To attack this principal problem, Daws has suggested to first convert the Markov chain into a finite automaton, from which a regular expression...

  16. Inhomogeneous Markov point processes by transformation

    DEFF Research Database (Denmark)

    Jensen, Eva B. Vedel; Nielsen, Linda Stougaard

    2000-01-01

    We construct parametrized models for point processes, allowing for both inhomogeneity and interaction. The inhomogeneity is obtained by applying parametrized transformations to homogeneous Markov point processes. An interesting model class, which can be constructed by this transformation approach......, is that of exponential inhomogeneous Markov point processes. Statistical inference For such processes is discussed in some detail....

  17. Markov-modulated and feedback fluid queues

    NARCIS (Netherlands)

    Scheinhardt, Willem R.W.

    1998-01-01

    In the last twenty years the field of Markov-modulated fluid queues has received considerable attention. In these models a fluid reservoir receives and/or releases fluid at rates which depend on the actual state of a background Markov chain. In the first chapter of this thesis we give a short

  18. Classification Using Markov Blanket for Feature Selection

    DEFF Research Database (Denmark)

    Zeng, Yifeng; Luo, Jian

    2009-01-01

    Selecting relevant features is in demand when a large data set is of interest in a classification task. It produces a tractable number of features that are sufficient and possibly improve the classification performance. This paper studies a statistical method of Markov blanket induction algorithm...... for filtering features and then applies a classifier using the Markov blanket predictors. The Markov blanket contains a minimal subset of relevant features that yields optimal classification performance. We experimentally demonstrate the improved performance of several classifiers using a Markov blanket...... induction as a feature selection method. In addition, we point out an important assumption behind the Markov blanket induction algorithm and show its effect on the classification performance....

  19. Quantum Markov Chain Mixing and Dissipative Engineering

    DEFF Research Database (Denmark)

    Kastoryano, Michael James

    2012-01-01

    This thesis is the fruit of investigations on the extension of ideas of Markov chain mixing to the quantum setting, and its application to problems of dissipative engineering. A Markov chain describes a statistical process where the probability of future events depends only on the state...... of the system at the present point in time, but not on the history of events. Very many important processes in nature are of this type, therefore a good understanding of their behaviour has turned out to be very fruitful for science. Markov chains always have a non-empty set of limiting distributions...... (stationary states). The aim of Markov chain mixing is to obtain (upper and/or lower) bounds on the number of steps it takes for the Markov chain to reach a stationary state. The natural quantum extensions of these notions are density matrices and quantum channels. We set out to develop a general mathematical...

  20. Schmidt games and Markov partitions

    International Nuclear Information System (INIS)

    Tseng, Jimmy

    2009-01-01

    Let T be a C 2 -expanding self-map of a compact, connected, C ∞ , Riemannian manifold M. We correct a minor gap in the proof of a theorem from the literature: the set of points whose forward orbits are nondense has full Hausdorff dimension. Our correction allows us to strengthen the theorem. Combining the correction with Schmidt games, we generalize the theorem in dimension one: given a point x 0 in M, the set of points whose forward orbit closures miss x 0 is a winning set. Finally, our key lemma, the no matching lemma, may be of independent interest in the theory of symbolic dynamics or the theory of Markov partitions

  1. Coalescing colony model: Mean-field, scaling, and geometry

    Science.gov (United States)

    Carra, Giulia; Mallick, Kirone; Barthelemy, Marc

    2017-12-01

    We analyze the coalescing model where a `primary' colony grows and randomly emits secondary colonies that spread and eventually coalesce with it. This model describes population proliferation in theoretical ecology, tumor growth, and is also of great interest for modeling urban sprawl. Assuming the primary colony to be always circular of radius r (t ) and the emission rate proportional to r (t) θ , where θ >0 , we derive the mean-field equations governing the dynamics of the primary colony, calculate the scaling exponents versus θ , and compare our results with numerical simulations. We then critically test the validity of the circular approximation for the colony shape and show that it is sound for a constant emission rate (θ =0 ). However, when the emission rate is proportional to the perimeter, the circular approximation breaks down and the roughness of the primary colony cannot be discarded, thus modifying the scaling exponents.

  2. Arrested of coalescence of emulsion droplets of arbitrary size

    Science.gov (United States)

    Mbanga, Badel L.; Burke, Christopher; Blair, Donald W.; Atherton, Timothy J.

    2013-03-01

    With applications ranging from food products to cosmetics via targeted drug delivery systems, structured anisotropic colloids provide an efficient way to control the structure, properties and functions of emulsions. When two fluid emulsion droplets are brought in contact, a reduction of the interfacial tension drives their coalescence into a larger droplet of the same total volume and reduced exposed area. This coalescence can be partially or totally hindered by the presence of nano or micron-size particles that coat the interface as in Pickering emulsions. We investigate numerically the dependance of the mechanical stability of these arrested shapes on the particles size, their shape anisotropy, their polydispersity, their interaction with the solvent, and the particle-particle interactions. We discuss structural shape changes that can be induced by tuning the particles interactions after arrest occurs, and provide design parameters for the relevant experiments.

  3. Coalescence of rotating black holes on Eguchi-Hanson space

    International Nuclear Information System (INIS)

    Matsuno, Ken; Ishihara, Hideki; Kimura, Masashi; Tomizawa, Shinya

    2007-01-01

    We obtain new charged rotating multi-black hole solutions on the Eguchi-Hanson space in the five-dimensional Einstein-Maxwell system with a Chern-Simons term and a positive cosmological constant. In the two-black holes case, these solutions describe the coalescence of two rotating black holes with the horizon topologies of S 3 into a single rotating black hole with the horizon topology of the lens space L(2;1)=S 3 /Z 2 . We discuss the differences in the horizon areas between our solutions and the two-centered Klemm-Sabra solutions which describe the coalescence of two rotating black holes with the horizon topologies of S 3 into a single rotating black hole with the horizon topology of S 3

  4. Second harmonic electromagnetic emission via Langmuir wave coalescence

    International Nuclear Information System (INIS)

    Willes, A.J.; Robinson, P.A.; Melrose, D.B.

    1996-01-01

    The coalescence of Langmuir waves to produce electromagnetic waves at twice the plasma frequency is considered. A simplified expression for the rate of production of second harmonic electromagnetic waves is obtained for a broad class of Langmuir spectra. In addition, two different analytic approximations are considered. The validity of the commonly used head-on approximation is explored, in which the two coalescing Langmuir waves are assumed to approach from opposite directions. This approximation breaks down at low Langmuir wavenumbers, and for narrow Langmuir wave spectra. A second, more general, approximation is introduced, called the narrow-spectrum approximation, which requires narrow spectral widths of the Langmuir spectra. The advantages of this approximation are that it does not break down at low Langmuir wavenumbers, and that it remains valid for relatively broad Langmuir wave spectra. Finally, the applicability of these approximations in treating harmonic radiation in type III solar radio bursts is discussed. copyright 1996 American Institute of Physics

  5. Void growth and coalescence in metals deformed at elevated temperature

    DEFF Research Database (Denmark)

    Klöcker, H.; Tvergaard, Viggo

    2000-01-01

    For metals deformed at elevated temperatures the growth of voids to coalescence is studied numerically. The voids are assumed to be present from the beginning of deformation, and the rate of deformation considered is so high that void growth is dominated by power law creep of the material, without...... any noticeable effect of surface diffusion. Axisymmetric unit cell model computations are used to study void growth in a material containing a periodic array of voids, and the onset of the coalescence process is defined as the stage where plastic flow localizes in the ligaments between neighbouring...... voids. The focus of the study is on various relatively high stress triaxialties. In order to represent the results in terms of a porous ductile material model a set of constitutive relations are used, which have been proposed for void growth in a material undergoing power law creep....

  6. A variational void coalescence model for ductile metals

    KAUST Repository

    Siddiq, Amir

    2011-08-17

    We present a variational void coalescence model that includes all the essential ingredients of failure in ductile porous metals. The model is an extension of the variational void growth model by Weinberg et al. (Comput Mech 37:142-152, 2006). The extended model contains all the deformation phases in ductile porous materials, i.e. elastic deformation, plastic deformation including deviatoric and volumetric (void growth) plasticity followed by damage initiation and evolution due to void coalescence. Parametric studies have been performed to assess the model\\'s dependence on the different input parameters. The model is then validated against uniaxial loading experiments for different materials. We finally show the model\\'s ability to predict the damage mechanisms and fracture surface profile of a notched round bar under tension as observed in experiments. © Springer-Verlag 2011.

  7. Characteristic dynamics near two coalescing eigenvalues incorporating continuum threshold effects

    Science.gov (United States)

    Garmon, Savannah; Ordonez, Gonzalo

    2017-06-01

    It has been reported in the literature that the survival probability P(t) near an exceptional point where two eigenstates coalesce should generally exhibit an evolution P (t ) ˜t2e-Γ t, in which Γ is the decay rate of the coalesced eigenstate; this has been verified in a microwave billiard experiment [B. Dietz et al., Phys. Rev. E 75, 027201 (2007)]. However, the heuristic effective Hamiltonian that is usually employed to obtain this result ignores the possible influence of the continuum threshold on the dynamics. By contrast, in this work we employ an analytical approach starting from the microscopic Hamiltonian representing two simple models in order to show that the continuum threshold has a strong influence on the dynamics near exceptional points in a variety of circumstances. To report our results, we divide the exceptional points in Hermitian open quantum systems into two cases: at an EP2A two virtual bound states coalesce before forming a resonance, anti-resonance pair with complex conjugate eigenvalues, while at an EP2B two resonances coalesce before forming two different resonances. For the EP2B, which is the case studied in the microwave billiard experiment, we verify that the survival probability exhibits the previously reported modified exponential decay on intermediate time scales, but this is replaced with an inverse power law on very long time scales. Meanwhile, for the EP2A the influence from the continuum threshold is so strong that the evolution is non-exponential on all time scales and the heuristic approach fails completely. When the EP2A appears very near the threshold, we obtain the novel evolution P (t ) ˜1 -C1√{t } on intermediate time scales, while further away the parabolic decay (Zeno dynamics) on short time scales is enhanced.

  8. Bubble coalescence dynamics and supersaturation in electrolytic gas evolution

    Energy Technology Data Exchange (ETDEWEB)

    Stover, R.L. [Univ. of California, Berkeley, CA (United States). Dept. of Chemical Engineering]|[Lawrence Berkeley National Lab., CA (United States). Energy and Environment Div.

    1996-08-01

    The apparatus and procedures developed in this research permit the observation of electrolytic bubble coalescence, which heretofore has not been possible. The influence of bubble size, electrolyte viscosity, surface tension, gas type, and pH on bubble coalescence was examined. The Navier-Stokes equations with free surface boundary conditions were solved numerically for the full range of experimental variables that were examined. Based on this study, the following mechanism for bubble coalescence emerges: when two gas bubbles coalesce, the surface energy decreases as the curvature and surface area of the resultant bubble decrease, and the energy is imparted into the surrounding liquid. The initial motion is driven by the surface tension and slowed by the inertia and viscosity of the surrounding fluid. The initial velocity of the interface is approximately proportional to the square root of the surface tension and inversely proportional to the square root of the bubble radius. Fluid inertia sustains the oblate/prolate oscillations of the resultant bubble. The period of the oscillations varies with the bubble radius raised to the 3/2 power and inversely with the square root of the surface tension. Viscous resistance dampens the oscillations at a rate proportional to the viscosity and inversely proportional to the square of the bubble radius. The numerical simulations were consistent with most of the experimental results. The differences between the computed and measured saddle point decelerations and periods suggest that the surface tension in the experiments may have changed during each run. By adjusting the surface tension in the simulation, a good fit was obtained for the 150-{micro}m diameter bubbles. The simulations fit the experiments on larger bubbles with very little adjustment of surface tension. A more focused analysis should be done to elucidate the phenomena that occur in the receding liquid film immediately following rupture.

  9. A particle system with cooperative branching and coalescence

    Czech Academy of Sciences Publication Activity Database

    Sturm, A.; Swart, Jan M.

    2015-01-01

    Roč. 25, č. 3 (2015), s. 1616-1649 ISSN 1050-5164 R&D Projects: GA ČR GAP201/10/0752 Institutional support: RVO:67985556 Keywords : interacting particle system * cooperative branching * coalescence * phase transition * upper invariant law * survival * extinction Subject RIV: BA - General Mathematics Impact factor: 1.755, year: 2015 http://library.utia.cas.cz/separaty/2015/SI/swart-0442871.pdf

  10. Gravitational wave emission from the coalescence of white dwarfs

    International Nuclear Information System (INIS)

    Garcia-Berro, E; Loren-Aguilar, P; Isern, J; Pedemonte, A G; Guerrero, J; Lobo, J A

    2005-01-01

    We have computed the gravitational wave emission arising from the coalescence of several close white dwarf binary systems. In order to do so, we have followed the evolution of such systems using a smoothed particle hydrodynamics code. Here we present some of the results obtained so far, paying special attention to the detectability of the emitted gravitational waves. Within this context, we show which could be the impact of individual merging episodes for LISA

  11. Nickel, copper and cobalt coalescence in copper cliff converter slag

    Directory of Open Access Journals (Sweden)

    Wolf A.

    2016-01-01

    Full Text Available The aim of this investigation is to assess the effect of various additives on coalescence of nickel, copper and cobalt from slags generated during nickel extraction. The analyzed fluxes were silica and lime while examined reductants were pig iron, ferrosilicon and copper-silicon compound. Slag was settled at the different holding temperatures for various times in conditions that simulated the industrial environment. The newly formed matte and slag were characterized by their chemical composition and morphology. Silica flux generated higher partition coefficients for nickel and copper than the addition of lime. Additives used as reducing agents had higher valuable metal recovery rates and corresponding partition coefficients than fluxes. Microstructural studies showed that slag formed after adding reductants consisted of primarily fayalite, with some minute traces of magnetite as the secondary phase. Addition of 5 wt% of pig iron, ferrosilicon and copper-silicon alloys favored the formation of a metallized matte which increased Cu, Ni and Co recoveries. Addition of copper-silicon alloys with low silicon content was efficient in copper recovery but coalescence of the other metals was low. Slag treated with the ferrosilicon facilitated the highest cobalt recovery while copper-silicon alloys with silicon content above 10 wt% resulted in high coalescence of nickel and copper, 87 % and 72 % respectively.

  12. A PIV Study of Drop-interface Coalescence with Surfactants

    Science.gov (United States)

    Weheliye, Weheliye Hashi; Dong, Teng; Angeli, Panagiota

    2017-11-01

    In this work, the coalescence of a drop with an aqueous-organic interface was studied by Particle Image Velocimetry (PIV). The effect of surfactants on the drop surface evolution, the vorticity field and the kinetic energy distribution in the drop during coalescence were investigated. The coalescence took place in an acrylic rectangular box with 79% glycerol solution at the bottom and Exxsol D80 oil above. The glycerol solution drop was generated through a nozzle fixed at 2cm above the aqueous/oil interface and was seeded with Rhodamine particles. The whole process was captured by a high-speed camera. Different mass ratios of non-ionic surfactant Span80 to oil were studied. The increase of surfactant concentration promoted deformation of the interface before the rupture of the trapped oil film. At the early stages after film rupture, two counter-rotating vortices appeared at the bottom of the drop which then travelled to the upper part. The propagation rates, as well as the intensities of the vortices decreased at high surfactant concentrations. At early stages, the kinetic energy was mainly distributed near the bottom part of the droplet, while at later stages it was distributed near the upper part of the droplet. Programme Grant MEMPHIS, Chinese Scholarship Council (CSC).

  13. Finite Markov processes and their applications

    CERN Document Server

    Iosifescu, Marius

    2007-01-01

    A self-contained treatment of finite Markov chains and processes, this text covers both theory and applications. Author Marius Iosifescu, vice president of the Romanian Academy and director of its Center for Mathematical Statistics, begins with a review of relevant aspects of probability theory and linear algebra. Experienced readers may start with the second chapter, a treatment of fundamental concepts of homogeneous finite Markov chain theory that offers examples of applicable models.The text advances to studies of two basic types of homogeneous finite Markov chains: absorbing and ergodic ch

  14. Markov chains models, algorithms and applications

    CERN Document Server

    Ching, Wai-Ki; Ng, Michael K; Siu, Tak-Kuen

    2013-01-01

    This new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises, a new focus on management science, new applications of the models, and new examples with applications in financial risk management and modeling of financial data.This book consists of eight chapters.  Chapter 1 gives a brief introduction to the classical theory on both discrete and continuous time Markov chains. The relationship between Markov chains of finite states and matrix theory will also be highlighted. Some classical iterative methods

  15. Markov chains analytic and Monte Carlo computations

    CERN Document Server

    Graham, Carl

    2014-01-01

    Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov chains and provides explanations on how to characterize, simulate, and recognize them. Starting with basic notions, this book leads progressively to advanced and recent topics in the field, allowing the reader to master the main aspects of the classical theory. This book also features: Numerous exercises with solutions as well as extended case studies.A detailed and rigorous presentation of Markov chains with discrete time and state space.An appendix presenting probabilistic notions that are nec

  16. A scaling analysis of a cat and mouse Markov chain

    NARCIS (Netherlands)

    Litvak, Nelli; Robert, Philippe

    Motivated by an original on-line page-ranking algorithm, starting from an arbitrary Markov chain $(C_n)$ on a discrete state space ${\\cal S}$, a Markov chain $(C_n,M_n)$ on the product space ${\\cal S}^2$, the cat and mouse Markov chain, is constructed. The first coordinate of this Markov chain

  17. Development and validation of models for bubble coalescence and breakup

    Energy Technology Data Exchange (ETDEWEB)

    Liao, Yiaxiang

    2013-10-08

    A generalized model for bubble coalescence and breakup has been developed, which is based on a comprehensive survey of existing theories and models. One important feature of the model is that all important mechanisms leading to bubble coalescence and breakup in a turbulent gas-liquid flow are considered. The new model is tested extensively in a 1D Test Solver and a 3D CFD code ANSYS CFX for the case of vertical gas-liquid pipe flow under adiabatic conditions, respectively. Two kinds of extensions of the standard multi-fluid model, i.e. the discrete population model and the inhomogeneous MUSIG (multiple-size group) model, are available in the two solvers, respectively. These extensions with suitable closure models such as those for coalescence and breakup are able to predict the evolution of bubble size distribution in dispersed flows and to overcome the mono-dispersed flow limitation of the standard multi-fluid model. For the validation of the model the high quality database of the TOPFLOW L12 experiments for air-water flow in a vertical pipe was employed. A wide range of test points, which cover the bubbly flow, turbulent-churn flow as well as the transition regime, is involved in the simulations. The comparison between the simulated results such as bubble size distribution, gas velocity and volume fraction and the measured ones indicates a generally good agreement for all selected test points. As the superficial gas velocity increases, bubble size distribution evolves via coalescence dominant regimes first, then breakup-dominant regimes and finally turns into a bimodal distribution. The tendency of the evolution is well reproduced by the model. However, the tendency is almost always overestimated, i.e. too much coalescence in the coalescence dominant case while too much breakup in breakup dominant ones. The reason of this problem is discussed by studying the contribution of each coalescence and breakup mechanism at different test points. The redistribution of the

  18. Development and validation of models for bubble coalescence and breakup

    International Nuclear Information System (INIS)

    Liao, Yiaxiang

    2013-01-01

    A generalized model for bubble coalescence and breakup has been developed, which is based on a comprehensive survey of existing theories and models. One important feature of the model is that all important mechanisms leading to bubble coalescence and breakup in a turbulent gas-liquid flow are considered. The new model is tested extensively in a 1D Test Solver and a 3D CFD code ANSYS CFX for the case of vertical gas-liquid pipe flow under adiabatic conditions, respectively. Two kinds of extensions of the standard multi-fluid model, i.e. the discrete population model and the inhomogeneous MUSIG (multiple-size group) model, are available in the two solvers, respectively. These extensions with suitable closure models such as those for coalescence and breakup are able to predict the evolution of bubble size distribution in dispersed flows and to overcome the mono-dispersed flow limitation of the standard multi-fluid model. For the validation of the model the high quality database of the TOPFLOW L12 experiments for air-water flow in a vertical pipe was employed. A wide range of test points, which cover the bubbly flow, turbulent-churn flow as well as the transition regime, is involved in the simulations. The comparison between the simulated results such as bubble size distribution, gas velocity and volume fraction and the measured ones indicates a generally good agreement for all selected test points. As the superficial gas velocity increases, bubble size distribution evolves via coalescence dominant regimes first, then breakup-dominant regimes and finally turns into a bimodal distribution. The tendency of the evolution is well reproduced by the model. However, the tendency is almost always overestimated, i.e. too much coalescence in the coalescence dominant case while too much breakup in breakup dominant ones. The reason of this problem is discussed by studying the contribution of each coalescence and breakup mechanism at different test points. The redistribution of the

  19. Food Labels

    Science.gov (United States)

    ... Staying Safe Videos for Educators Search English Español Food Labels KidsHealth / For Teens / Food Labels What's in ... to have at least 95% organic ingredients. Making Food Labels Work for You The first step in ...

  20. Using acoustics to study and stimulate the coalescence of oil drops surrounded by water

    Energy Technology Data Exchange (ETDEWEB)

    Gardner, E.A.; Apfel, R.E. (Yale Univ., New Haven, CT (United States). Dept. of Mechanical Engineering)

    1993-08-01

    The coalescence of oil drops in water is studied using acoustic levitation and stimulated with acoustic cavitation. Unlike most earlier studies, which investigate the coalescence of a single drop with an initially planar interface, the use of acoustic radiation forces allows two drops to be brought into contact and allowed to coalesce. The acoustic technique has the advantage over other drop-drop coalescence systems in that the drops remain in contact until they coalesce without the use of solid supports to control them. Additionally, acoustic cavitation is observed to deposit sufficient energy in the oil-water interface to trigger the coalescence of a pair of 2-mm-diameter drops. This stimulation mechanism could have application to emulsion breaking. Some of the factors that affect spontaneous and stimulated coalescence are investigated.

  1. Observation uncertainty in reversible Markov chains.

    Science.gov (United States)

    Metzner, Philipp; Weber, Marcus; Schütte, Christof

    2010-09-01

    In many applications one is interested in finding a simplified model which captures the essential dynamical behavior of a real life process. If the essential dynamics can be assumed to be (approximately) memoryless then a reasonable choice for a model is a Markov model whose parameters are estimated by means of Bayesian inference from an observed time series. We propose an efficient Monte Carlo Markov chain framework to assess the uncertainty of the Markov model and related observables. The derived Gibbs sampler allows for sampling distributions of transition matrices subject to reversibility and/or sparsity constraints. The performance of the suggested sampling scheme is demonstrated and discussed for a variety of model examples. The uncertainty analysis of functions of the Markov model under investigation is discussed in application to the identification of conformations of the trialanine molecule via Robust Perron Cluster Analysis (PCCA+) .

  2. Generated dynamics of Markov and quantum processes

    CERN Document Server

    Janßen, Martin

    2016-01-01

    This book presents Markov and quantum processes as two sides of a coin called generated stochastic processes. It deals with quantum processes as reversible stochastic processes generated by one-step unitary operators, while Markov processes are irreversible stochastic processes generated by one-step stochastic operators. The characteristic feature of quantum processes are oscillations, interference, lots of stationary states in bounded systems and possible asymptotic stationary scattering states in open systems, while the characteristic feature of Markov processes are relaxations to a single stationary state. Quantum processes apply to systems where all variables, that control reversibility, are taken as relevant variables, while Markov processes emerge when some of those variables cannot be followed and are thus irrelevant for the dynamic description. Their absence renders the dynamic irreversible. A further aim is to demonstrate that almost any subdiscipline of theoretical physics can conceptually be put in...

  3. Confluence reduction for Markov automata (extended version)

    NARCIS (Netherlands)

    Timmer, Mark; van de Pol, Jan Cornelis; Stoelinga, Mariëlle Ida Antoinette

    Markov automata are a novel formalism for specifying systems exhibiting nondeterminism, probabilistic choices and Markovian rates. Recently, the process algebra MAPA was introduced to efficiently model such systems. As always, the state space explosion threatens the analysability of the models

  4. Semi-Markov Arnason-Schwarz models.

    Science.gov (United States)

    King, Ruth; Langrock, Roland

    2016-06-01

    We consider multi-state capture-recapture-recovery data where observed individuals are recorded in a set of possible discrete states. Traditionally, the Arnason-Schwarz model has been fitted to such data where the state process is modeled as a first-order Markov chain, though second-order models have also been proposed and fitted to data. However, low-order Markov models may not accurately represent the underlying biology. For example, specifying a (time-independent) first-order Markov process involves the assumption that the dwell time in each state (i.e., the duration of a stay in a given state) has a geometric distribution, and hence that the modal dwell time is one. Specifying time-dependent or higher-order processes provides additional flexibility, but at the expense of a potentially significant number of additional model parameters. We extend the Arnason-Schwarz model by specifying a semi-Markov model for the state process, where the dwell-time distribution is specified more generally, using, for example, a shifted Poisson or negative binomial distribution. A state expansion technique is applied in order to represent the resulting semi-Markov Arnason-Schwarz model in terms of a simpler and computationally tractable hidden Markov model. Semi-Markov Arnason-Schwarz models come with only a very modest increase in the number of parameters, yet permit a significantly more flexible state process. Model selection can be performed using standard procedures, and in particular via the use of information criteria. The semi-Markov approach allows for important biological inference to be drawn on the underlying state process, for example, on the times spent in the different states. The feasibility of the approach is demonstrated in a simulation study, before being applied to real data corresponding to house finches where the states correspond to the presence or absence of conjunctivitis. © 2015, The International Biometric Society.

  5. A Bayesian model for binary Markov chains

    Directory of Open Access Journals (Sweden)

    Belkheir Essebbar

    2004-02-01

    Full Text Available This note is concerned with Bayesian estimation of the transition probabilities of a binary Markov chain observed from heterogeneous individuals. The model is founded on the Jeffreys' prior which allows for transition probabilities to be correlated. The Bayesian estimator is approximated by means of Monte Carlo Markov chain (MCMC techniques. The performance of the Bayesian estimates is illustrated by analyzing a small simulated data set.

  6. Bayesian analysis of Markov point processes

    DEFF Research Database (Denmark)

    Berthelsen, Kasper Klitgaard; Møller, Jesper

    2006-01-01

    Recently Møller, Pettitt, Berthelsen and Reeves introduced a new MCMC methodology for drawing samples from a posterior distribution when the likelihood function is only specified up to a normalising constant. We illustrate the method in the setting of Bayesian inference for Markov point processes...... a partially ordered Markov point process as the auxiliary variable. As the method requires simulation from the "unknown" likelihood, perfect simulation algorithms for spatial point processes become useful....

  7. Subharmonic projections for a quantum Markov semigroup

    International Nuclear Information System (INIS)

    Fagnola, Franco; Rebolledo, Rolando

    2002-01-01

    This article introduces a concept of subharmonic projections for a quantum Markov semigroup, in view of characterizing the support projection of a stationary state in terms of the semigroup generator. These results, together with those of our previous article [J. Math. Phys. 42, 1296 (2001)], lead to a method for proving the existence of faithful stationary states. This is often crucial in the analysis of ergodic properties of quantum Markov semigroups. The method is illustrated by applications to physical models

  8. Transition Effect Matrices and Quantum Markov Chains

    Science.gov (United States)

    Gudder, Stan

    2009-06-01

    A transition effect matrix (TEM) is a quantum generalization of a classical stochastic matrix. By employing a TEM we obtain a quantum generalization of a classical Markov chain. We first discuss state and operator dynamics for a quantum Markov chain. We then consider various types of TEMs and vector states. In particular, we study invariant, equilibrium and singular vector states and investigate projective, bistochastic, invertible and unitary TEMs.

  9. Markov chains of nonlinear Markov processes and an application to a winner-takes-all model for social conformity

    Energy Technology Data Exchange (ETDEWEB)

    Frank, T D [Center for the Ecological Study of Perception and Action, Department of Psychology, University of Connecticut, 406 Babbidge Road, Storrs, CT 06269 (United States)

    2008-07-18

    We discuss nonlinear Markov processes defined on discrete time points and discrete state spaces using Markov chains. In this context, special attention is paid to the distinction between linear and nonlinear Markov processes. We illustrate that the Chapman-Kolmogorov equation holds for nonlinear Markov processes by a winner-takes-all model for social conformity. (fast track communication)

  10. Markov chains of nonlinear Markov processes and an application to a winner-takes-all model for social conformity

    International Nuclear Information System (INIS)

    Frank, T D

    2008-01-01

    We discuss nonlinear Markov processes defined on discrete time points and discrete state spaces using Markov chains. In this context, special attention is paid to the distinction between linear and nonlinear Markov processes. We illustrate that the Chapman-Kolmogorov equation holds for nonlinear Markov processes by a winner-takes-all model for social conformity. (fast track communication)

  11. Markov Processes in Image Processing

    Science.gov (United States)

    Petrov, E. P.; Kharina, N. L.

    2018-05-01

    Digital images are used as an information carrier in different sciences and technologies. The aspiration to increase the number of bits in the image pixels for the purpose of obtaining more information is observed. In the paper, some methods of compression and contour detection on the basis of two-dimensional Markov chain are offered. Increasing the number of bits on the image pixels will allow one to allocate fine object details more precisely, but it significantly complicates image processing. The methods of image processing do not concede by the efficiency to well-known analogues, but surpass them in processing speed. An image is separated into binary images, and processing is carried out in parallel with each without an increase in speed, when increasing the number of bits on the image pixels. One more advantage of methods is the low consumption of energy resources. Only logical procedures are used and there are no computing operations. The methods can be useful in processing images of any class and assignment in processing systems with a limited time and energy resources.

  12. Adaptive Markov Chain Monte Carlo

    KAUST Repository

    Jadoon, Khan

    2016-08-08

    A substantial interpretation of electromagnetic induction (EMI) measurements requires quantifying optimal model parameters and uncertainty of a nonlinear inverse problem. For this purpose, an adaptive Bayesian Markov chain Monte Carlo (MCMC) algorithm is used to assess multi-orientation and multi-offset EMI measurements in an agriculture field with non-saline and saline soil. In the MCMC simulations, posterior distribution was computed using Bayes rule. The electromagnetic forward model based on the full solution of Maxwell\\'s equations was used to simulate the apparent electrical conductivity measured with the configurations of EMI instrument, the CMD mini-Explorer. The model parameters and uncertainty for the three-layered earth model are investigated by using synthetic data. Our results show that in the scenario of non-saline soil, the parameters of layer thickness are not well estimated as compared to layers electrical conductivity because layer thicknesses in the model exhibits a low sensitivity to the EMI measurements, and is hence difficult to resolve. Application of the proposed MCMC based inversion to the field measurements in a drip irrigation system demonstrate that the parameters of the model can be well estimated for the saline soil as compared to the non-saline soil, and provide useful insight about parameter uncertainty for the assessment of the model outputs.

  13. Fitting Hidden Markov Models to Psychological Data

    Directory of Open Access Journals (Sweden)

    Ingmar Visser

    2002-01-01

    Full Text Available Markov models have been used extensively in psychology of learning. Applications of hidden Markov models are rare however. This is partially due to the fact that comprehensive statistics for model selection and model assessment are lacking in the psychological literature. We present model selection and model assessment statistics that are particularly useful in applying hidden Markov models in psychology. These statistics are presented and evaluated by simulation studies for a toy example. We compare AIC, BIC and related criteria and introduce a prediction error measure for assessing goodness-of-fit. In a simulation study, two methods of fitting equality constraints are compared. In two illustrative examples with experimental data we apply selection criteria, fit models with constraints and assess goodness-of-fit. First, data from a concept identification task is analyzed. Hidden Markov models provide a flexible approach to analyzing such data when compared to other modeling methods. Second, a novel application of hidden Markov models in implicit learning is presented. Hidden Markov models are used in this context to quantify knowledge that subjects express in an implicit learning task. This method of analyzing implicit learning data provides a comprehensive approach for addressing important theoretical issues in the field.

  14. Everyone Feels Empowered: Understanding Feminist Self-Labeling

    Science.gov (United States)

    Liss, Miriam; Erchull, Mindy J.

    2010-01-01

    Research findings raise questions about whether the feminist identity development model provides information about women's social identification as a feminist. Specifically, the penultimate stage, Synthesis, has been theorized to capture when feminist identity formation coalesces and women take on the feminist label. However, available data have…

  15. Breakup and coalescence characteristics of a hollow cone swirling spray

    Science.gov (United States)

    Saha, Abhishek; Lee, Joshua D.; Basu, Saptarshi; Kumar, Ranganathan

    2012-12-01

    This paper deals with an experimental study of the breakup characteristics of water emanating from hollow cone hydraulic injector nozzles induced by pressure-swirling. The experiments were conducted using two nozzles with different orifice diameters 0.3 mm and 0.5 mm and injection pressures (0.3-4 MPa) which correspond to Rep = 7000-26 000. Two types of laser diagnostic techniques were utilized: shadowgraph and phase Doppler particle anemometry for a complete study of the atomization process. Measurements that were made in the spray in both axial and radial directions indicate that both velocity and average droplet diameter profiles are highly dependent on the nozzle characteristics, Weber number and Reynolds number. The spatial variation of diameter and velocity arises principally due to primary breakup of liquid films and subsequent secondary breakup of large droplets due to aerodynamic shear. Downstream of the nozzle, coalescence of droplets due to collision was also found to be significant. Different types of liquid film breakup were considered and found to match well with the theory. Secondary breakup due to shear was also studied theoretically and compared to the experimental data. Coalescence probability at different axial and radial locations was computed to explain the experimental results. The spray is subdivided into three zones: near the nozzle, a zone consisting of film and ligament regime, where primary breakup and some secondary breakup take place; a second zone where the secondary breakup process continues, but weakens, and the centrifugal dispersion becomes dominant; and a third zone away from the spray where coalescence is dominant. Each regime has been analyzed in detail, characterized by timescale and Weber number and validated using experimental data.

  16. Micromechanics of transformation-induced plasticity and variant coalescence

    International Nuclear Information System (INIS)

    Marketz, F.; Fischer, F.D.; University for Mining and Metallurgy, Leoben; Tanaka, K.

    1996-01-01

    Quantitative micromechanics descriptions of both transformation-induced plasticity (TRIP) associated with the martensitic transformation in an Fe-Ni alloy and of variant coalescence in a Cu-Al-Ni shape memory alloy are presented. The macroscopic deformation behavior of a polycrystalline aggregate as a result of the rearrangements within the crystallites is modelled with the help of a finite element based periodic microfield approach. In the case of TRIP the parent→martensite transformation is described by microscale thermodynamic and kinetic equations taking into account internal stress states. The simulation of a classical experiment on TRIP allows to quantify the Magee-effect and the Greenwood-Johnson effect. Furthermore, the development of the martensitic microstructure is studied with respect to the stress-assisted transformation of preferred variants. In the case of variant coalescence the strain energy due to internal stress states has an important influence on the mechanical behavior. Formulating the reorientation process on the size scale of self-accommodating plate groups in terms of the mobility of the boundaries between martensitic variants the macroscopic behavior in uniaxial tension is predicted by an incremental modelling procedure. Furthermore, influence of energy dissipation on the overall behavior is quantified. (orig.)

  17. Review of the Dynamics of Coalescence and Demulsification by High-Voltage Pulsed Electric Fields

    Directory of Open Access Journals (Sweden)

    Ye Peng

    2016-01-01

    Full Text Available The coalescence of droplets in oil can be implemented rapidly by high-voltage pulse electric field, which is an effective demulsification dehydration technological method. At present, it is widely believed that the main reason of pulse electric field promoting droplets coalescence is the dipole coalescence and oscillation coalescence in pulse electric field, and the optimal coalescence pulse electric field parameters exist. Around the above content, the dynamics of high-voltage pulse electric field promoting the coalescence of emulsified droplets is studied by researchers domestically and abroad. By review, the progress of high-voltage pulse electric field demulsification technology can get a better understanding, which has an effect of throwing a sprat to catch a whale on promoting the industrial application.

  18. Experimental investigation of void coalescence in a dual phase steel using X-ray tomography

    International Nuclear Information System (INIS)

    Landron, C.; Bouaziz, O.; Maire, E.; Adrien, J.

    2013-01-01

    In situ tensile tests were carried out during X-ray microtomography imaging of a smooth and a notched specimen of dual phase steel. The void coalescence was first qualitatively observed and quantitative data concerning this damage step was then acquired. The void coalescence criteria of Brown and Embury and of Thomason were then tested against the experimental data at both the macroscopic and local levels. Although macroscopic implementation of the criteria gave acceptable results, the local approach was probably closest to the real nature of void coalescence, because it takes into account local coalescence events observed experimentally before final fracture. The correlation between actual coalescing couples of cavities and local implementation of the two criteria showed that the Thomason criterion is probably the best adapted to predict the local coalescence events in the case of the material studied

  19. Zipf exponent of trajectory distribution in the hidden Markov model

    Science.gov (United States)

    Bochkarev, V. V.; Lerner, E. Yu

    2014-03-01

    This paper is the first step of generalization of the previously obtained full classification of the asymptotic behavior of the probability for Markov chain trajectories for the case of hidden Markov models. The main goal is to study the power (Zipf) and nonpower asymptotics of the frequency list of trajectories of hidden Markov frequencys and to obtain explicit formulae for the exponent of the power asymptotics. We consider several simple classes of hidden Markov models. We prove that the asymptotics for a hidden Markov model and for the corresponding Markov chain can be essentially different.

  20. Zipf exponent of trajectory distribution in the hidden Markov model

    International Nuclear Information System (INIS)

    Bochkarev, V V; Lerner, E Yu

    2014-01-01

    This paper is the first step of generalization of the previously obtained full classification of the asymptotic behavior of the probability for Markov chain trajectories for the case of hidden Markov models. The main goal is to study the power (Zipf) and nonpower asymptotics of the frequency list of trajectories of hidden Markov frequencys and to obtain explicit formulae for the exponent of the power asymptotics. We consider several simple classes of hidden Markov models. We prove that the asymptotics for a hidden Markov model and for the corresponding Markov chain can be essentially different

  1. Performance Modeling of Communication Networks with Markov Chains

    CERN Document Server

    Mo, Jeonghoon

    2010-01-01

    This book is an introduction to Markov chain modeling with applications to communication networks. It begins with a general introduction to performance modeling in Chapter 1 where we introduce different performance models. We then introduce basic ideas of Markov chain modeling: Markov property, discrete time Markov chain (DTMe and continuous time Markov chain (CTMe. We also discuss how to find the steady state distributions from these Markov chains and how they can be used to compute the system performance metric. The solution methodologies include a balance equation technique, limiting probab

  2. Coding with partially hidden Markov models

    DEFF Research Database (Denmark)

    Forchhammer, Søren; Rissanen, J.

    1995-01-01

    Partially hidden Markov models (PHMM) are introduced. They are a variation of the hidden Markov models (HMM) combining the power of explicit conditioning on past observations and the power of using hidden states. (P)HMM may be combined with arithmetic coding for lossless data compression. A general...... 2-part coding scheme for given model order but unknown parameters based on PHMM is presented. A forward-backward reestimation of parameters with a redefined backward variable is given for these models and used for estimating the unknown parameters. Proof of convergence of this reestimation is given....... The PHMM structure and the conditions of the convergence proof allows for application of the PHMM to image coding. Relations between the PHMM and hidden Markov models (HMM) are treated. Results of coding bi-level images with the PHMM coding scheme is given. The results indicate that the PHMM can adapt...

  3. Markov and mixed models with applications

    DEFF Research Database (Denmark)

    Mortensen, Stig Bousgaard

    This thesis deals with mathematical and statistical models with focus on applications in pharmacokinetic and pharmacodynamic (PK/PD) modelling. These models are today an important aspect of the drug development in the pharmaceutical industry and continued research in statistical methodology within...... or uncontrollable factors in an individual. Modelling using SDEs also provides new tools for estimation of unknown inputs to a system and is illustrated with an application to estimation of insulin secretion rates in diabetic patients. Models for the eect of a drug is a broader area since drugs may affect...... for non-parametric estimation of Markov processes are proposed to give a detailed description of the sleep process during the night. Statistically the Markov models considered for sleep states are closely related to the PK models based on SDEs as both models share the Markov property. When the models...

  4. Consistent Estimation of Partition Markov Models

    Directory of Open Access Journals (Sweden)

    Jesús E. García

    2017-04-01

    Full Text Available The Partition Markov Model characterizes the process by a partition L of the state space, where the elements in each part of L share the same transition probability to an arbitrary element in the alphabet. This model aims to answer the following questions: what is the minimal number of parameters needed to specify a Markov chain and how to estimate these parameters. In order to answer these questions, we build a consistent strategy for model selection which consist of: giving a size n realization of the process, finding a model within the Partition Markov class, with a minimal number of parts to represent the process law. From the strategy, we derive a measure that establishes a metric in the state space. In addition, we show that if the law of the process is Markovian, then, eventually, when n goes to infinity, L will be retrieved. We show an application to model internet navigation patterns.

  5. Markov decision processes in artificial intelligence

    CERN Document Server

    Sigaud, Olivier

    2013-01-01

    Markov Decision Processes (MDPs) are a mathematical framework for modeling sequential decision problems under uncertainty as well as Reinforcement Learning problems. Written by experts in the field, this book provides a global view of current research using MDPs in Artificial Intelligence. It starts with an introductory presentation of the fundamental aspects of MDPs (planning in MDPs, Reinforcement Learning, Partially Observable MDPs, Markov games and the use of non-classical criteria). Then it presents more advanced research trends in the domain and gives some concrete examples using illustr

  6. Markov bridges, bisection and variance reduction

    DEFF Research Database (Denmark)

    Asmussen, Søren; Hobolth, Asger

    . In this paper we firstly consider the problem of generating sample paths from a continuous-time Markov chain conditioned on the endpoints using a new algorithm based on the idea of bisection. Secondly we study the potential of the bisection algorithm for variance reduction. In particular, examples are presented......Time-continuous Markov jump processes is a popular modelling tool in disciplines ranging from computational finance and operations research to human genetics and genomics. The data is often sampled at discrete points in time, and it can be useful to simulate sample paths between the datapoints...

  7. Inhomogeneous Markov Models for Describing Driving Patterns

    DEFF Research Database (Denmark)

    Iversen, Emil Banning; Møller, Jan K.; Morales, Juan Miguel

    2017-01-01

    . Specifically, an inhomogeneous Markov model that captures the diurnal variation in the use of a vehicle is presented. The model is defined by the time-varying probabilities of starting and ending a trip, and is justified due to the uncertainty associated with the use of the vehicle. The model is fitted to data...... collected from the actual utilization of a vehicle. Inhomogeneous Markov models imply a large number of parameters. The number of parameters in the proposed model is reduced using B-splines....

  8. Inhomogeneous Markov Models for Describing Driving Patterns

    DEFF Research Database (Denmark)

    Iversen, Jan Emil Banning; Møller, Jan Kloppenborg; Morales González, Juan Miguel

    . Specically, an inhomogeneous Markov model that captures the diurnal variation in the use of a vehicle is presented. The model is dened by the time-varying probabilities of starting and ending a trip and is justied due to the uncertainty associated with the use of the vehicle. The model is tted to data...... collected from the actual utilization of a vehicle. Inhomogeneous Markov models imply a large number of parameters. The number of parameters in the proposed model is reduced using B-splines....

  9. Detecting Structural Breaks using Hidden Markov Models

    DEFF Research Database (Denmark)

    Ntantamis, Christos

    Testing for structural breaks and identifying their location is essential for econometric modeling. In this paper, a Hidden Markov Model (HMM) approach is used in order to perform these tasks. Breaks are defined as the data points where the underlying Markov Chain switches from one state to another....... The estimation of the HMM is conducted using a variant of the Iterative Conditional Expectation-Generalized Mixture (ICE-GEMI) algorithm proposed by Delignon et al. (1997), that permits analysis of the conditional distributions of economic data and allows for different functional forms across regimes...

  10. Predicting Protein Secondary Structure with Markov Models

    DEFF Research Database (Denmark)

    Fischer, Paul; Larsen, Simon; Thomsen, Claus

    2004-01-01

    we are considering here, is to predict the secondary structure from the primary one. To this end we train a Markov model on training data and then use it to classify parts of unknown protein sequences as sheets, helices or coils. We show how to exploit the directional information contained...... in the Markov model for this task. Classifications that are purely based on statistical models might not always be biologically meaningful. We present combinatorial methods to incorporate biological background knowledge to enhance the prediction performance....

  11. Markov processes an introduction for physical scientists

    CERN Document Server

    Gillespie, Daniel T

    1991-01-01

    Markov process theory is basically an extension of ordinary calculus to accommodate functions whos time evolutions are not entirely deterministic. It is a subject that is becoming increasingly important for many fields of science. This book develops the single-variable theory of both continuous and jump Markov processes in a way that should appeal especially to physicists and chemists at the senior and graduate level.Key Features* A self-contained, prgamatic exposition of the needed elements of random variable theory* Logically integrated derviations of the Chapman-Kolmogorov e

  12. Prediction of Annual Rainfall Pattern Using Hidden Markov Model ...

    African Journals Online (AJOL)

    ADOWIE PERE

    Hidden Markov model is very influential in stochastic world because of its ... the earth from the clouds. The usual ... Rainfall modelling and ... Markov Models have become popular tools ... environment sciences, University of Jos, plateau state,.

  13. Extending Markov Automata with State and Action Rewards

    NARCIS (Netherlands)

    Guck, Dennis; Timmer, Mark; Blom, Stefan; Bertrand, N.; Bortolussi, L.

    This presentation introduces the Markov Reward Automaton (MRA), an extension of the Markov automaton that allows the modelling of systems incorporating rewards in addition to nondeterminism, discrete probabilistic choice and continuous stochastic timing. Our models support both rewards that are

  14. Coalescence of Black Hole-Neutron Star Binaries

    Directory of Open Access Journals (Sweden)

    Masaru Shibata

    2011-08-01

    Full Text Available We review the current status of general relativistic studies for the coalescence of black hole-neutron star (BH-NS binaries. First, procedures for a solution of BH-NS binaries in quasi-equilibrium circular orbits and the numerical results, such as quasi-equilibrium sequence and mass-shedding limit, of the high-precision computation, are summarized. Then, the current status of numerical-relativity simulations for the merger of BH-NS binaries is described. We summarize our understanding for the merger and/or tidal disruption processes, the criterion for tidal disruption, the properties of the remnant formed after the tidal disruption, gravitational waveform, and gravitational-wave spectrum.

  15. Molecular dynamics of coalescence and collisions of silver nanoparticles

    Energy Technology Data Exchange (ETDEWEB)

    Guevara-Chapa, Enrique, E-mail: enrique_guevara@hotmail.com [Universidad Autónoma de Nuevo León, Facultad de Ciencias Físico Matemáticas (Mexico); Mejía-Rosales, Sergio [Universidad Autónoma de Nuevo León, Center for Innovation, Research and Development in Engineering and Technology (CIIDIT), and CICFIM-Facultad de Ciencias Físico Matemáticas (Mexico)

    2014-12-15

    We study how different relative orientations and impact velocity on the collision of two silver nanoparticles affect the first stages of the formation of a new, larger nanoparticle. In order to do this, we implemented a set of molecular dynamics simulations on the NVE ensemble on pairs of silver icosahedral nanoparticles at several relative orientations, that allowed us to follow the dynamics of the first nanoseconds of the coalescence processes. Using bond angle analysis, we found that the initial relative orientation of the twin planes has a critical role on the final stability of the resulting particle, and on the details of the dynamics itself. When the original particles have their closest twins aligned to each other, the formed nanoparticle will likely stabilize its structure onto a particle with a defined center and a low surface-to-volume ratio, while nanoparticles with misaligned twins will promote the formation of highly defective particles with a high inner energy.

  16. Void migration, coalescence and swelling in fusion materials

    International Nuclear Information System (INIS)

    Cottrell, G.A.

    2003-01-01

    A recent analysis of the migration of voids and bubbles, produced in neutron irradiated fusion materials, is outlined. The migration, brought about by thermal hopping of atoms on the surface of a void, is normally a random Brownian motion but, in a temperature gradient, can be slightly biassed up the gradient. Two effects of such migrations are the transport of voids and trapped transmutation helium atoms to grain boundaries, where embrittlement may result; and the coalescence of migrating voids, which reduces the number of non-dislocation sites available for the capture of knock-on point defects and thereby enables the dislocation bias process to maintain void swelling. A selection of candidate fusion power plant armour and structural metals have been analysed. The metals most resistant to void migration and its effects are tungsten and molybdenum. Steel and beryllium are least so and vanadium is intermediate

  17. Molecular dynamics of coalescence and collisions of silver nanoparticles

    International Nuclear Information System (INIS)

    Guevara-Chapa, Enrique; Mejía-Rosales, Sergio

    2014-01-01

    We study how different relative orientations and impact velocity on the collision of two silver nanoparticles affect the first stages of the formation of a new, larger nanoparticle. In order to do this, we implemented a set of molecular dynamics simulations on the NVE ensemble on pairs of silver icosahedral nanoparticles at several relative orientations, that allowed us to follow the dynamics of the first nanoseconds of the coalescence processes. Using bond angle analysis, we found that the initial relative orientation of the twin planes has a critical role on the final stability of the resulting particle, and on the details of the dynamics itself. When the original particles have their closest twins aligned to each other, the formed nanoparticle will likely stabilize its structure onto a particle with a defined center and a low surface-to-volume ratio, while nanoparticles with misaligned twins will promote the formation of highly defective particles with a high inner energy

  18. Coalescence kinetics of dispersed crude oil in a laboratory reactor

    International Nuclear Information System (INIS)

    Sterling, M.C. Jr.; Ojo, T.; Autenrieth, R.L.; Bonner, J.S.; Page, C.A.; Ernst, A.N.S.

    2002-01-01

    A study was conducted to examine the effects of salinity and mixing energy on the resurfacing and coalescence rates of chemically dispersed crude oil droplets. This kinetic study involved the use of mean shear rates to characterize the mixing energy in a laboratory reactor. Coagulation kinetics of dispersed crude oil were determined within a range of mean shear rates of 5, 10, 15, and 20 per second, and with salinity values of 10 and 30 per cent. Observed droplet distributions were fit to a transport-reaction model to estimate collision efficiency values and their dependence on salinity and mixing energy. Dispersant efficiencies were compared with those derived from other laboratory testing methods. Experimentally determined dispersant efficiencies were found to be 10 to 50 per cent lower than predicted using a non-interacting droplet model, but dispersant efficiencies were higher than those predicted using other testing methods. 24 refs., 1 tab., 3 figs

  19. Collisionless magnetic reconnection associated with coalescence of flux bundles

    International Nuclear Information System (INIS)

    Tanaka, Motohiko.

    1994-11-01

    The basic process of collisionless reconnection is studied in terms of coalescence of magnetized flux bundles using an implicit particle simulation of two-dimensions. The toroidal electric field that directly relates to magnetic reconnection is generated solenoidally in a region much broader than the current sheet whose width is a few electron skin depths. The reconnected flux increases linearly in time, but it is insensitive to finite Larmor radii of the ions in this Sweet-Parker regime. The toroidal electric field is controlled by a balance of transit acceleration of finite-mass electrons and their removal by sub-Alfvenic E x B drift outflow. The simulation results supports the collisionless Ohm's law E t ≅η eq J t with η eq the inertia resistivity. (author)

  20. Crack growth by micropore coalescence at high temperatures

    International Nuclear Information System (INIS)

    Beere, W.

    1981-01-01

    At high temperatures in the creep regime the stress distribution around a crack is different from the low temperature elastically generated distribution. The stress distribution ahead of the crack is calculated for a crack preceded by an array of growing cavities. The cavities maintain a displacement wedge ahead of the crack. When the displacement wedge is less than one-tenth the crack length the driving force for crack growth is similar to an all elastically loaded crack. When the deforming wedge exceeds the crack length the net section stress controls crack growth. An expression is derived for a crack growing by the growth and coalescence of cavities situated in the crack plane. It is predicted that at high temperatures above a critical stress intensity, the crack propagates in a brittle fashion. (author)

  1. On-Chip generation of polymer microcapsules through droplet coalescence

    Science.gov (United States)

    Eqbal, Md Danish; Gundabala, Venkat; Gundabala lab Team

    Alginate microbeads and microcapsules have numerous applications in drug delivery, tissue engineering and other biomedical areas due to their unique properties. Microcapsules with liquid core are of particular interest in the area of cell encapsulation. Various methods such as coacervation, emulsification, micro-nozzle, etc. exist for the generation of microbeads and microcapsules. However, these methods have several drawbacks like coagulation, non-uniformity, and polydispersity. In this work we present a method for complete on chip generation of alginate microcapsules (single core as well as double core) through the use of droplet merging technique. For this purpose, a combined Coflow and T-junction configuration is implemented in a hybrid glass-PDMS (Polydimethylsiloxane) microfluidic device. Efficient generation is achieved through precise matching of the generation rates of the coalescing drops. Through this approach, microcapsules with intact single and double (liquid) cores surrounded by alginate shell have been successfully generated and characterized.

  2. Perturbation theory for Markov chains via Wasserstein distance

    NARCIS (Netherlands)

    Rudolf, Daniel; Schweizer, Nikolaus

    2017-01-01

    Perturbation theory for Markov chains addresses the question of how small differences in the transition probabilities of Markov chains are reflected in differences between their distributions. We prove powerful and flexible bounds on the distance of the nth step distributions of two Markov chains

  3. Quantum Enhanced Inference in Markov Logic Networks.

    Science.gov (United States)

    Wittek, Peter; Gogolin, Christian

    2017-04-19

    Markov logic networks (MLNs) reconcile two opposing schools in machine learning and artificial intelligence: causal networks, which account for uncertainty extremely well, and first-order logic, which allows for formal deduction. An MLN is essentially a first-order logic template to generate Markov networks. Inference in MLNs is probabilistic and it is often performed by approximate methods such as Markov chain Monte Carlo (MCMC) Gibbs sampling. An MLN has many regular, symmetric structures that can be exploited at both first-order level and in the generated Markov network. We analyze the graph structures that are produced by various lifting methods and investigate the extent to which quantum protocols can be used to speed up Gibbs sampling with state preparation and measurement schemes. We review different such approaches, discuss their advantages, theoretical limitations, and their appeal to implementations. We find that a straightforward application of a recent result yields exponential speedup compared to classical heuristics in approximate probabilistic inference, thereby demonstrating another example where advanced quantum resources can potentially prove useful in machine learning.

  4. A Martingale Decomposition of Discrete Markov Chains

    DEFF Research Database (Denmark)

    Hansen, Peter Reinhard

    We consider a multivariate time series whose increments are given from a homogeneous Markov chain. We show that the martingale component of this process can be extracted by a filtering method and establish the corresponding martingale decomposition in closed-form. This representation is useful fo...

  5. Renewal characterization of Markov modulated Poisson processes

    Directory of Open Access Journals (Sweden)

    Marcel F. Neuts

    1989-01-01

    Full Text Available A Markov Modulated Poisson Process (MMPP M(t defined on a Markov chain J(t is a pure jump process where jumps of M(t occur according to a Poisson process with intensity λi whenever the Markov chain J(t is in state i. M(t is called strongly renewal (SR if M(t is a renewal process for an arbitrary initial probability vector of J(t with full support on P={i:λi>0}. M(t is called weakly renewal (WR if there exists an initial probability vector of J(t such that the resulting MMPP is a renewal process. The purpose of this paper is to develop general characterization theorems for the class SR and some sufficiency theorems for the class WR in terms of the first passage times of the bivariate Markov chain [J(t,M(t]. Relevance to the lumpability of J(t is also studied.

  6. Evaluation of Usability Utilizing Markov Models

    Science.gov (United States)

    Penedo, Janaina Rodrigues; Diniz, Morganna; Ferreira, Simone Bacellar Leal; Silveira, Denis S.; Capra, Eliane

    2012-01-01

    Purpose: The purpose of this paper is to analyze the usability of a remote learning system in its initial development phase, using a quantitative usability evaluation method through Markov models. Design/methodology/approach: The paper opted for an exploratory study. The data of interest of the research correspond to the possible accesses of users…

  7. Bayesian analysis for reversible Markov chains

    NARCIS (Netherlands)

    Diaconis, P.; Rolles, S.W.W.

    2006-01-01

    We introduce a natural conjugate prior for the transition matrix of a reversible Markov chain. This allows estimation and testing. The prior arises from random walk with reinforcement in the same way the Dirichlet prior arises from Pólya’s urn. We give closed form normalizing constants, a simple

  8. Bisimulation and Simulation Relations for Markov Chains

    NARCIS (Netherlands)

    Baier, Christel; Hermanns, H.; Katoen, Joost P.; Wolf, Verena; Aceto, L.; Gordon, A.

    2006-01-01

    Formal notions of bisimulation and simulation relation play a central role for any kind of process algebra. This short paper sketches the main concepts for bisimulation and simulation relations for probabilistic systems, modelled by discrete- or continuous-time Markov chains.

  9. Discounted Markov games : generalized policy iteration method

    NARCIS (Netherlands)

    Wal, van der J.

    1978-01-01

    In this paper, we consider two-person zero-sum discounted Markov games with finite state and action spaces. We show that the Newton-Raphson or policy iteration method as presented by Pollats-chek and Avi-Itzhak does not necessarily converge, contradicting a proof of Rao, Chandrasekaran, and Nair.

  10. Hidden Markov Models for Human Genes

    DEFF Research Database (Denmark)

    Baldi, Pierre; Brunak, Søren; Chauvin, Yves

    1997-01-01

    We analyse the sequential structure of human genomic DNA by hidden Markov models. We apply models of widely different design: conventional left-right constructs and models with a built-in periodic architecture. The models are trained on segments of DNA sequences extracted such that they cover com...

  11. Markov Trends in Macroeconomic Time Series

    NARCIS (Netherlands)

    R. Paap (Richard)

    1997-01-01

    textabstractMany macroeconomic time series are characterised by long periods of positive growth, expansion periods, and short periods of negative growth, recessions. A popular model to describe this phenomenon is the Markov trend, which is a stochastic segmented trend where the slope depends on the

  12. Optimal dividend distribution under Markov regime switching

    NARCIS (Netherlands)

    Jiang, Z.; Pistorius, M.

    2012-01-01

    We investigate the problem of optimal dividend distribution for a company in the presence of regime shifts. We consider a company whose cumulative net revenues evolve as a Brownian motion with positive drift that is modulated by a finite state Markov chain, and model the discount rate as a

  13. Revisiting Weak Simulation for Substochastic Markov Chains

    DEFF Research Database (Denmark)

    Jansen, David N.; Song, Lei; Zhang, Lijun

    2013-01-01

    of the logic PCTL\\x, and its completeness was conjectured. We revisit this result and show that soundness does not hold in general, but only for Markov chains without divergence. It is refuted for some systems with substochastic distributions. Moreover, we provide a counterexample to completeness...

  14. Fracture Mechanical Markov Chain Crack Growth Model

    DEFF Research Database (Denmark)

    Gansted, L.; Brincker, Rune; Hansen, Lars Pilegaard

    1991-01-01

    propagation process can be described by a discrete space Markov theory. The model is applicable to deterministic as well as to random loading. Once the model parameters for a given material have been determined, the results can be used for any structure as soon as the geometrical function is known....

  15. Multi-dimensional quasitoeplitz Markov chains

    Directory of Open Access Journals (Sweden)

    Alexander N. Dudin

    1999-01-01

    Full Text Available This paper deals with multi-dimensional quasitoeplitz Markov chains. We establish a sufficient equilibrium condition and derive a functional matrix equation for the corresponding vector-generating function, whose solution is given algorithmically. The results are demonstrated in the form of examples and applications in queues with BMAP-input, which operate in synchronous random environment.

  16. Markov chains with quasitoeplitz transition matrix

    Directory of Open Access Journals (Sweden)

    Alexander M. Dukhovny

    1989-01-01

    Full Text Available This paper investigates a class of Markov chains which are frequently encountered in various applications (e.g. queueing systems, dams and inventories with feedback. Generating functions of transient and steady state probabilities are found by solving a special Riemann boundary value problem on the unit circle. A criterion of ergodicity is established.

  17. Markov Chain Estimation of Avian Seasonal Fecundity

    Science.gov (United States)

    To explore the consequences of modeling decisions on inference about avian seasonal fecundity we generalize previous Markov chain (MC) models of avian nest success to formulate two different MC models of avian seasonal fecundity that represent two different ways to model renestin...

  18. Noise can speed convergence in Markov chains.

    Science.gov (United States)

    Franzke, Brandon; Kosko, Bart

    2011-10-01

    A new theorem shows that noise can speed convergence to equilibrium in discrete finite-state Markov chains. The noise applies to the state density and helps the Markov chain explore improbable regions of the state space. The theorem ensures that a stochastic-resonance noise benefit exists for states that obey a vector-norm inequality. Such noise leads to faster convergence because the noise reduces the norm components. A corollary shows that a noise benefit still occurs if the system states obey an alternate norm inequality. This leads to a noise-benefit algorithm that requires knowledge of the steady state. An alternative blind algorithm uses only past state information to achieve a weaker noise benefit. Simulations illustrate the predicted noise benefits in three well-known Markov models. The first model is a two-parameter Ehrenfest diffusion model that shows how noise benefits can occur in the class of birth-death processes. The second model is a Wright-Fisher model of genotype drift in population genetics. The third model is a chemical reaction network of zeolite crystallization. A fourth simulation shows a convergence rate increase of 64% for states that satisfy the theorem and an increase of 53% for states that satisfy the corollary. A final simulation shows that even suboptimal noise can speed convergence if the noise applies over successive time cycles. Noise benefits tend to be sharpest in Markov models that do not converge quickly and that do not have strong absorbing states.

  19. Model Checking Infinite-State Markov Chains

    NARCIS (Netherlands)

    Remke, Anne Katharina Ingrid; Haverkort, Boudewijn R.H.M.; Cloth, L.

    2004-01-01

    In this paper algorithms for model checking CSL (continuous stochastic logic) against infinite-state continuous-time Markov chains of so-called quasi birth-death type are developed. In doing so we extend the applicability of CSL model checking beyond the recently proposed case for finite-state

  20. Model Checking Markov Chains: Techniques and Tools

    NARCIS (Netherlands)

    Zapreev, I.S.

    2008-01-01

    This dissertation deals with four important aspects of model checking Markov chains: the development of efficient model-checking tools, the improvement of model-checking algorithms, the efficiency of the state-space reduction techniques, and the development of simulation-based model-checking

  1. Nonlinearly perturbed semi-Markov processes

    CERN Document Server

    Silvestrov, Dmitrii

    2017-01-01

    The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space. These methods are based on special time-space screening procedures for sequential phase space reduction of semi-Markov processes combined with the systematical use of operational calculus for Laurent asymptotic expansions. Effective recurrent algorithms are composed for getting asymptotic expansions, without and with explicit upper bounds for remainders, for power moments of hitting times, stationary and conditional quasi-stationary distributions for nonlinearly perturbed semi-Markov processes. These results are illustrated by asymptotic expansions for birth-death-type semi-Markov processes, which play an important role in various applications. The book will be a useful contribution to the continuing intensive studies in the area. It is an essential reference for theoretical and applied researchers in the field of stochastic processes and their applications that will cont...

  2. Quantum Enhanced Inference in Markov Logic Networks

    Science.gov (United States)

    Wittek, Peter; Gogolin, Christian

    2017-04-01

    Markov logic networks (MLNs) reconcile two opposing schools in machine learning and artificial intelligence: causal networks, which account for uncertainty extremely well, and first-order logic, which allows for formal deduction. An MLN is essentially a first-order logic template to generate Markov networks. Inference in MLNs is probabilistic and it is often performed by approximate methods such as Markov chain Monte Carlo (MCMC) Gibbs sampling. An MLN has many regular, symmetric structures that can be exploited at both first-order level and in the generated Markov network. We analyze the graph structures that are produced by various lifting methods and investigate the extent to which quantum protocols can be used to speed up Gibbs sampling with state preparation and measurement schemes. We review different such approaches, discuss their advantages, theoretical limitations, and their appeal to implementations. We find that a straightforward application of a recent result yields exponential speedup compared to classical heuristics in approximate probabilistic inference, thereby demonstrating another example where advanced quantum resources can potentially prove useful in machine learning.

  3. Markov chain of distances between parked cars

    International Nuclear Information System (INIS)

    Seba, Petr

    2008-01-01

    We describe the distribution of distances between parked cars as a solution of certain Markov processes and show that its solution is obtained with the help of a distributional fixed point equation. Under certain conditions the process is solved explicitly. The resulting probability density is compared with the actual parking data measured in the city. (fast track communication)

  4. Continuity Properties of Distances for Markov Processes

    DEFF Research Database (Denmark)

    Jaeger, Manfred; Mao, Hua; Larsen, Kim Guldstrand

    2014-01-01

    In this paper we investigate distance functions on finite state Markov processes that measure the behavioural similarity of non-bisimilar processes. We consider both probabilistic bisimilarity metrics, and trace-based distances derived from standard Lp and Kullback-Leibler distances. Two desirable...

  5. Model Checking Structured Infinite Markov Chains

    NARCIS (Netherlands)

    Remke, Anne Katharina Ingrid

    2008-01-01

    In the past probabilistic model checking hast mostly been restricted to finite state models. This thesis explores the possibilities of model checking with continuous stochastic logic (CSL) on infinite-state Markov chains. We present an in-depth treatment of model checking algorithms for two special

  6. Efficient Modelling and Generation of Markov Automata

    NARCIS (Netherlands)

    Koutny, M.; Timmer, Mark; Ulidowski, I.; Katoen, Joost P.; van de Pol, Jan Cornelis; Stoelinga, Mariëlle Ida Antoinette

    This paper introduces a framework for the efficient modelling and generation of Markov automata. It consists of (1) the data-rich process-algebraic language MAPA, allowing concise modelling of systems with nondeterminism, probability and Markovian timing; (2) a restricted form of the language, the

  7. A Metrized Duality Theorem for Markov Processes

    DEFF Research Database (Denmark)

    Kozen, Dexter; Mardare, Radu Iulian; Panangaden, Prakash

    2014-01-01

    We extend our previous duality theorem for Markov processes by equipping the processes with a pseudometric and the algebras with a notion of metric diameter. We are able to show that the isomorphisms of our previous duality theorem become isometries in this quantitative setting. This opens the wa...

  8. The occurrence of in-mouth coalescence of emulsion droplets in relation to perception of fat

    NARCIS (Netherlands)

    Dresselhuis, D.M.; Hoog, de E.H.A.; Cohen Stuart, M.A.; Vingerhoeds, M.H.; Aken, van G.A.

    2008-01-01

    We studied the relation between sensitivity of emulsions for in-mouth coalescence and perception of fat-related attributes, such as creaminess as well as the relation with in vivo perceived and ex vivo measured friction. Emulsions with varying expected sensitivity towards in-mouth coalescence were

  9. Partial coalescence as a tool to control sensory perception of emulsions

    NARCIS (Netherlands)

    Benjamins, J.; Vingerhoeds, M.H.; Zoet, F.D.; Hoog, de E.H.A.; Aken, van G.A.

    2009-01-01

    This study evaluates the role of partial coalescence of whey protein-stabilized emulsions on sensory perception. The selection of fats was restricted to vegetable fats that are essentially melted at oral temperatures. The sensitivity to partial coalescence was controlled by a variation in the fat

  10. Coalescence kinetics of oil-in-water emulsions studied with microfluidics

    NARCIS (Netherlands)

    Krebs, T.; Schroen, C.G.P.H.; Boom, R.M.

    2013-01-01

    We report the results of experiments on the coalescence dynamics in flowing oil-in-water emulsions using an integrated microfluidic device. The microfluidic circuit permits direct observation of shear-induced collisions and coalescence events between emulsion droplets. Three mineral oils with a

  11. Coalescence aspects of cobalt nanoparticles during in situ high-temperature annealing

    NARCIS (Netherlands)

    Palasantzas, G; Vystavel, T; Koch, SA; De Hosson, JTM

    2006-01-01

    In this work we investigate the coalescence aspects of Co nanoparticles. It was observed that nanoparticles in contact with the substrate are relatively immobile, whereas those on top of other Co particles can rearrange themselves during high-temperature annealing and further coalesce. Indeed,

  12. Gene tree rooting methods give distributions that mimic the coalescent process.

    Science.gov (United States)

    Tian, Yuan; Kubatko, Laura S

    2014-01-01

    Multi-locus phylogenetic inference is commonly carried out via models that incorporate the coalescent process to model the possibility that incomplete lineage sorting leads to incongruence between gene trees and the species tree. An interesting question that arises in this context is whether data "fit" the coalescent model. Previous work (Rosenfeld et al., 2012) has suggested that rooting of gene trees may account for variation in empirical data that has been previously attributed to the coalescent process. We examine this possibility using simulated data. We show that, in the case of four taxa, the distribution of gene trees observed from rooting estimated gene trees with either the molecular clock or with outgroup rooting can be closely matched by the distribution predicted by the coalescent model with specific choices of species tree branch lengths. We apply commonly-used coalescent-based methods of species tree inference to assess their performance in these situations. Copyright © 2013 Elsevier Inc. All rights reserved.

  13. Application of parametric equations of motion to study the resonance coalescence in H2(+).

    Science.gov (United States)

    Kalita, Dhruba J; Gupta, Ashish K

    2012-12-07

    Recently, occurrence of coalescence point was reported in H(2)(+) undergoing multiphoton dissociation in strong laser field. We have applied parametric equations of motion and smooth exterior scaling method to study the coalescence phenomenon of H(2)(+). The advantage of this method is that one can easily trace the different states that are changing as the field parameters change. It was reported earlier that in the parameter space, only two bound states coalesce [R. Lefebvre, O. Atabek, M. Sindelka, and N. Moiseyev, Phys. Rev. Lett. 103, 123003 (2009)]. However, it is found that increasing the accuracy of the calculation leads to the coalescence between resonance states originating from the bound and the continuum states. We have also reported many other coalescence points.

  14. Asymptotic distributions of coalescence times and ancestral lineage numbers for populations with temporally varying size.

    Science.gov (United States)

    Chen, Hua; Chen, Kun

    2013-07-01

    The distributions of coalescence times and ancestral lineage numbers play an essential role in coalescent modeling and ancestral inference. Both exact distributions of coalescence times and ancestral lineage numbers are expressed as the sum of alternating series, and the terms in the series become numerically intractable for large samples. More computationally attractive are their asymptotic distributions, which were derived in Griffiths (1984) for populations with constant size. In this article, we derive the asymptotic distributions of coalescence times and ancestral lineage numbers for populations with temporally varying size. For a sample of size n, denote by Tm the mth coalescent time, when m + 1 lineages coalesce into m lineages, and An(t) the number of ancestral lineages at time t back from the current generation. Similar to the results in Griffiths (1984), the number of ancestral lineages, An(t), and the coalescence times, Tm, are asymptotically normal, with the mean and variance of these distributions depending on the population size function, N(t). At the very early stage of the coalescent, when t → 0, the number of coalesced lineages n - An(t) follows a Poisson distribution, and as m → n, $$n\\left(n-1\\right){T}_{m}/2N\\left(0\\right)$$ follows a gamma distribution. We demonstrate the accuracy of the asymptotic approximations by comparing to both exact distributions and coalescent simulations. Several applications of the theoretical results are also shown: deriving statistics related to the properties of gene genealogies, such as the time to the most recent common ancestor (TMRCA) and the total branch length (TBL) of the genealogy, and deriving the allele frequency spectrum for large genealogies. With the advent of genomic-level sequencing data for large samples, the asymptotic distributions are expected to have wide applications in theoretical and methodological development for population genetic inference.

  15. Nutrition Labeling

    DEFF Research Database (Denmark)

    Grunert, Klaus G

    2013-01-01

    because consumers will avoid products that the label shows to be nutritionally deficient, but also because food producers will try to avoid marketing products that appear, according to the label, as nutritionally problematic, for example, because of a high content of saturated fat or salt. Nutrition......Nutrition labeling refers to the provision of information on a food product’s nutritional content on the package label. It can serve both public health and commercial purposes. From a public health perspective, the aim of nutrition labeling is to provide information that can enable consumers...... to make healthier choices when choosing food products. Nutrition labeling is thus closely linked to the notion of the informed consumer, that chooses products according to their aims, on the basis of the information at their disposal. Because many consumers are assumed to be interested in making healthy...

  16. Private Labels

    OpenAIRE

    Kolmačková, Zuzana

    2013-01-01

    This Bachelor Thesis titled Private labels deals with distribution strategy based on the introduction of private labels especially in retail chains. At the beginning it is focused on the general concept of private label offered by retailers, where is mentioned basic characteristics, history and structuring of distribution brands. Subsequently this thesis informs readers about the introduction of new special distribution brands, which focus primarily on the new consumption habits of customers....

  17. Tidal interaction and coalescence of close binary white dwarfs

    International Nuclear Information System (INIS)

    Webbink, R.F.; Iben, I. Jr.

    1987-01-01

    The physical processes which govern the interaction and final coalescence of close binary white dwarfs are examined. During the approach to mass transfer, the rate of accumulation of rotational energy by a white dwarf can exceed 10 to the 37th erg/s, raising the possibility that the initial phases of mass transfer are strongly influenced by tidal heating of the donor star. The potential energy released by accretion is incapable of removing more than a minor fraction of this material from the system, and numerical simulations show that the accreted envelope engulfs the donor star, leading to formation of common envelope binary before carbon can be ignited at the base of the accreted envelope. Unless shocks can lift the degeneracy of the donor core, a core mass exceeding the Chandrasekhar limit can be created, leading directly to core collapse and a supernova explosion, regardless of whether or not carbon is ignited in the nondegenerate envelope. It is plausible that most of the mass of the donor white dwarf is assimilated in a degenerate state by the accretor. 32 references

  18. Inferring the dynamics of diversification: a coalescent approach.

    Science.gov (United States)

    Morlon, Hélène; Potts, Matthew D; Plotkin, Joshua B

    2010-09-28

    Recent analyses of the fossil record and molecular phylogenies suggest that there are fundamental limits to biodiversity, possibly arising from constraints in the availability of space, resources, or ecological niches. Under this hypothesis, speciation rates decay over time and biodiversity eventually saturates, with new species emerging only when others are driven to extinction. This view of macro-evolution contradicts an alternative hypothesis that biodiversity is unbounded, with species ever accumulating as they find new niches to occupy. These contrasting theories of biodiversity dynamics yield fundamentally different explanations for the disparity in species richness across taxa and regions. Here, we test whether speciation rates have decayed or remained constant over time, and whether biodiversity is saturated or still expanding. We first derive a general likelihood expression for internode distances in a phylogeny, based on the well-known coalescent process from population genetics. This expression accounts for either time-constant or time-variable rates, time-constant or time-variable diversity, and completely or incompletely sampled phylogenies. We then compare the performance of different diversification scenarios in explaining a set of 289 phylogenies representing amphibians, arthropods, birds, mammals, mollusks, and flowering plants. Our results indicate that speciation rates typically decay over time, but that diversity is still expanding at present. The evidence for expanding-diversity models suggests that an upper limit to biodiversity has not yet been reached, or that no such limit exists.

  19. Drop coalescence and liquid flow in a single Plateau border

    Science.gov (United States)

    Cohen, Alexandre; Fraysse, Nathalie; Raufaste, Christophe

    2015-05-01

    We report a comprehensive study of the flow of liquid triggered by injecting a droplet into a liquid foam microchannel, also called a Plateau border. This drop-injected experiment reveals an intricate dynamics for the liquid redistribution, with two contrasting regimes observed, ruled either by inertia or viscosity. We devoted a previous study [A. Cohen et al., Phys. Rev. Lett. 112, 218303 (2014), 10.1103/PhysRevLett.112.218303] to the inertial imbibition regime, unexpected at such small length scales. Here we report other features of interest of the drop-injected experiment, related to the coalescence of the droplet with the liquid microchannel, to both the inertial and viscous regimes, and to the occurrence of liquid flow through the soap films as well as effects of the interfacial rheology. The transition between the two regimes is investigated and qualitatively accounted for. The relevance of our results to liquid foam drainage is tackled by considering the flow of liquid at the nodes of the network of interconnected microchannels. Extensions of our study to liquid foams are discussed.

  20. Nuclear security assessment with Markov model approach

    International Nuclear Information System (INIS)

    Suzuki, Mitsutoshi; Terao, Norichika

    2013-01-01

    Nuclear security risk assessment with the Markov model based on random event is performed to explore evaluation methodology for physical protection in nuclear facilities. Because the security incidences are initiated by malicious and intentional acts, expert judgment and Bayes updating are used to estimate scenario and initiation likelihood, and it is assumed that the Markov model derived from stochastic process can be applied to incidence sequence. Both an unauthorized intrusion as Design Based Threat (DBT) and a stand-off attack as beyond-DBT are assumed to hypothetical facilities, and performance of physical protection and mitigation and minimization of consequence are investigated to develop the assessment methodology in a semi-quantitative manner. It is shown that cooperation between facility operator and security authority is important to respond to the beyond-DBT incidence. (author)

  1. MARKOV CHAIN PORTFOLIO LIQUIDITY OPTIMIZATION MODEL

    Directory of Open Access Journals (Sweden)

    Eder Oliveira Abensur

    2014-05-01

    Full Text Available The international financial crisis of September 2008 and May 2010 showed the importance of liquidity as an attribute to be considered in portfolio decisions. This study proposes an optimization model based on available public data, using Markov chain and Genetic Algorithms concepts as it considers the classic duality of risk versus return and incorporating liquidity costs. The work intends to propose a multi-criterion non-linear optimization model using liquidity based on a Markov chain. The non-linear model was tested using Genetic Algorithms with twenty five Brazilian stocks from 2007 to 2009. The results suggest that this is an innovative development methodology and useful for developing an efficient and realistic financial portfolio, as it considers many attributes such as risk, return and liquidity.

  2. An interlacing theorem for reversible Markov chains

    International Nuclear Information System (INIS)

    Grone, Robert; Salamon, Peter; Hoffmann, Karl Heinz

    2008-01-01

    Reversible Markov chains are an indispensable tool in the modeling of a vast class of physical, chemical, biological and statistical problems. Examples include the master equation descriptions of relaxing physical systems, stochastic optimization algorithms such as simulated annealing, chemical dynamics of protein folding and Markov chain Monte Carlo statistical estimation. Very often the large size of the state spaces requires the coarse graining or lumping of microstates into fewer mesoscopic states, and a question of utmost importance for the validity of the physical model is how the eigenvalues of the corresponding stochastic matrix change under this operation. In this paper we prove an interlacing theorem which gives explicit bounds on the eigenvalues of the lumped stochastic matrix. (fast track communication)

  3. An interlacing theorem for reversible Markov chains

    Energy Technology Data Exchange (ETDEWEB)

    Grone, Robert; Salamon, Peter [Department of Mathematics and Statistics, San Diego State University, San Diego, CA 92182-7720 (United States); Hoffmann, Karl Heinz [Institut fuer Physik, Technische Universitaet Chemnitz, D-09107 Chemnitz (Germany)

    2008-05-30

    Reversible Markov chains are an indispensable tool in the modeling of a vast class of physical, chemical, biological and statistical problems. Examples include the master equation descriptions of relaxing physical systems, stochastic optimization algorithms such as simulated annealing, chemical dynamics of protein folding and Markov chain Monte Carlo statistical estimation. Very often the large size of the state spaces requires the coarse graining or lumping of microstates into fewer mesoscopic states, and a question of utmost importance for the validity of the physical model is how the eigenvalues of the corresponding stochastic matrix change under this operation. In this paper we prove an interlacing theorem which gives explicit bounds on the eigenvalues of the lumped stochastic matrix. (fast track communication)

  4. Stochastic Dynamics through Hierarchically Embedded Markov Chains.

    Science.gov (United States)

    Vasconcelos, Vítor V; Santos, Fernando P; Santos, Francisco C; Pacheco, Jorge M

    2017-02-03

    Studying dynamical phenomena in finite populations often involves Markov processes of significant mathematical and/or computational complexity, which rapidly becomes prohibitive with increasing population size or an increasing number of individual configuration states. Here, we develop a framework that allows us to define a hierarchy of approximations to the stationary distribution of general systems that can be described as discrete Markov processes with time invariant transition probabilities and (possibly) a large number of states. This results in an efficient method for studying social and biological communities in the presence of stochastic effects-such as mutations in evolutionary dynamics and a random exploration of choices in social systems-including situations where the dynamics encompasses the existence of stable polymorphic configurations, thus overcoming the limitations of existing methods. The present formalism is shown to be general in scope, widely applicable, and of relevance to a variety of interdisciplinary problems.

  5. Exact solution of the hidden Markov processes

    Science.gov (United States)

    Saakian, David B.

    2017-11-01

    We write a master equation for the distributions related to hidden Markov processes (HMPs) and solve it using a functional equation. Thus the solution of HMPs is mapped exactly to the solution of the functional equation. For a general case the latter can be solved only numerically. We derive an exact expression for the entropy of HMPs. Our expression for the entropy is an alternative to the ones given before by the solution of integral equations. The exact solution is possible because actually the model can be considered as a generalized random walk on a one-dimensional strip. While we give the solution for the two second-order matrices, our solution can be easily generalized for the L values of the Markov process and M values of observables: We should be able to solve a system of L functional equations in the space of dimension M -1 .

  6. Handbook of Markov chain Monte Carlo

    CERN Document Server

    Brooks, Steve

    2011-01-01

    ""Handbook of Markov Chain Monte Carlo"" brings together the major advances that have occurred in recent years while incorporating enough introductory material for new users of MCMC. Along with thorough coverage of the theoretical foundations and algorithmic and computational methodology, this comprehensive handbook includes substantial realistic case studies from a variety of disciplines. These case studies demonstrate the application of MCMC methods and serve as a series of templates for the construction, implementation, and choice of MCMC methodology.

  7. Second Order Optimality in Markov Decision Chains

    Czech Academy of Sciences Publication Activity Database

    Sladký, Karel

    2017-01-01

    Roč. 53, č. 6 (2017), s. 1086-1099 ISSN 0023-5954 R&D Projects: GA ČR GA15-10331S Institutional support: RVO:67985556 Keywords : Markov decision chains * second order optimality * optimalilty conditions for transient, discounted and average models * policy and value iterations Subject RIV: BB - Applied Statistics, Operational Research OBOR OECD: Statistics and probability Impact factor: 0.379, year: 2016 http://library.utia.cas.cz/separaty/2017/E/sladky-0485146.pdf

  8. Dynamical fluctuations for semi-Markov processes

    Czech Academy of Sciences Publication Activity Database

    Maes, C.; Netočný, Karel; Wynants, B.

    2009-01-01

    Roč. 42, č. 36 (2009), 365002/1-365002/21 ISSN 1751-8113 R&D Projects: GA ČR GC202/07/J051 Institutional research plan: CEZ:AV0Z10100520 Keywords : nonequilibrium fluctuations * semi-Markov processes Subject RIV: BM - Solid Matter Physics ; Magnetism Impact factor: 1.577, year: 2009 http://www.iop.org/EJ/abstract/1751-8121/42/36/365002

  9. Analysis of a quantum Markov chain

    International Nuclear Information System (INIS)

    Marbeau, J.; Gudder, S.

    1990-01-01

    A quantum chain is analogous to a classical stationary Markov chain except that the probability measure is replaced by a complex amplitude measure and the transition probability matrix is replaced by a transition amplitude matrix. After considering the general situation, we study a particular example of a quantum chain whose transition amplitude matrix has the form of a Dirichlet matrix. Such matrices generate a discrete analog of the usual continuum Feynman amplitude. We then compute the probability distribution for these quantum chains

  10. Modelling of cyclical stratigraphy using Markov chains

    Energy Technology Data Exchange (ETDEWEB)

    Kulatilake, P.H.S.W.

    1987-07-01

    State-of-the-art on modelling of cyclical stratigraphy using first-order Markov chains is reviewed. Shortcomings of the presently available procedures are identified. A procedure which eliminates all the identified shortcomings is presented. Required statistical tests to perform this modelling are given in detail. An example (the Oficina formation in eastern Venezuela) is given to illustrate the presented procedure. 12 refs., 3 tabs. 1 fig.

  11. Markov Chains For Testing Redundant Software

    Science.gov (United States)

    White, Allan L.; Sjogren, Jon A.

    1990-01-01

    Preliminary design developed for validation experiment that addresses problems unique to assuring extremely high quality of multiple-version programs in process-control software. Approach takes into account inertia of controlled system in sense it takes more than one failure of control program to cause controlled system to fail. Verification procedure consists of two steps: experimentation (numerical simulation) and computation, with Markov model for each step.

  12. Operational Markov Condition for Quantum Processes

    Science.gov (United States)

    Pollock, Felix A.; Rodríguez-Rosario, César; Frauenheim, Thomas; Paternostro, Mauro; Modi, Kavan

    2018-01-01

    We derive a necessary and sufficient condition for a quantum process to be Markovian which coincides with the classical one in the relevant limit. Our condition unifies all previously known definitions for quantum Markov processes by accounting for all potentially detectable memory effects. We then derive a family of measures of non-Markovianity with clear operational interpretations, such as the size of the memory required to simulate a process or the experimental falsifiability of a Markovian hypothesis.

  13. label.switching: An R Package for Dealing with the Label Switching Problem in MCMC Outputs

    Directory of Open Access Journals (Sweden)

    Panagiotis Papastamoulis

    2016-02-01

    Full Text Available Label switching is a well-known and fundamental problem in Bayesian estimation of mixture or hidden Markov models. In case that the prior distribution of the model parameters is the same for all states, then both the likelihood and posterior distribution are invariant to permutations of the parameters. This property makes Markov chain Monte Carlo (MCMC samples simulated from the posterior distribution non-identifiable. In this paper, the label.switching package is introduced. It contains one probabilistic and seven deterministic relabeling algorithms in order to post-process a given MCMC sample, provided by the user. Each method returns a set of permutations that can be used to reorder the MCMC output. Then, any parametric function of interest can be inferred using the reordered MCMC sample. A set of user-defined permutations is also accepted, allowing the researcher to benchmark new relabeling methods against the available ones.

  14. Markov and semi-Markov switching linear mixed models used to identify forest tree growth components.

    Science.gov (United States)

    Chaubert-Pereira, Florence; Guédon, Yann; Lavergne, Christian; Trottier, Catherine

    2010-09-01

    Tree growth is assumed to be mainly the result of three components: (i) an endogenous component assumed to be structured as a succession of roughly stationary phases separated by marked change points that are asynchronous among individuals, (ii) a time-varying environmental component assumed to take the form of synchronous fluctuations among individuals, and (iii) an individual component corresponding mainly to the local environment of each tree. To identify and characterize these three components, we propose to use semi-Markov switching linear mixed models, i.e., models that combine linear mixed models in a semi-Markovian manner. The underlying semi-Markov chain represents the succession of growth phases and their lengths (endogenous component) whereas the linear mixed models attached to each state of the underlying semi-Markov chain represent-in the corresponding growth phase-both the influence of time-varying climatic covariates (environmental component) as fixed effects, and interindividual heterogeneity (individual component) as random effects. In this article, we address the estimation of Markov and semi-Markov switching linear mixed models in a general framework. We propose a Monte Carlo expectation-maximization like algorithm whose iterations decompose into three steps: (i) sampling of state sequences given random effects, (ii) prediction of random effects given state sequences, and (iii) maximization. The proposed statistical modeling approach is illustrated by the analysis of successive annual shoots along Corsican pine trunks influenced by climatic covariates. © 2009, The International Biometric Society.

  15. Modeling nonhomogeneous Markov processes via time transformation.

    Science.gov (United States)

    Hubbard, R A; Inoue, L Y T; Fann, J R

    2008-09-01

    Longitudinal studies are a powerful tool for characterizing the course of chronic disease. These studies are usually carried out with subjects observed at periodic visits giving rise to panel data. Under this observation scheme the exact times of disease state transitions and sequence of disease states visited are unknown and Markov process models are often used to describe disease progression. Most applications of Markov process models rely on the assumption of time homogeneity, that is, that the transition rates are constant over time. This assumption is not satisfied when transition rates depend on time from the process origin. However, limited statistical tools are available for dealing with nonhomogeneity. We propose models in which the time scale of a nonhomogeneous Markov process is transformed to an operational time scale on which the process is homogeneous. We develop a method for jointly estimating the time transformation and the transition intensity matrix for the time transformed homogeneous process. We assess maximum likelihood estimation using the Fisher scoring algorithm via simulation studies and compare performance of our method to homogeneous and piecewise homogeneous models. We apply our methodology to a study of delirium progression in a cohort of stem cell transplantation recipients and show that our method identifies temporal trends in delirium incidence and recovery.

  16. Temperature scaling method for Markov chains.

    Science.gov (United States)

    Crosby, Lonnie D; Windus, Theresa L

    2009-01-22

    The use of ab initio potentials in Monte Carlo simulations aimed at investigating the nucleation kinetics of water clusters is complicated by the computational expense of the potential energy determinations. Furthermore, the common desire to investigate the temperature dependence of kinetic properties leads to an urgent need to reduce the expense of performing simulations at many different temperatures. A method is detailed that allows a Markov chain (obtained via Monte Carlo) at one temperature to be scaled to other temperatures of interest without the need to perform additional large simulations. This Markov chain temperature-scaling (TeS) can be generally applied to simulations geared for numerous applications. This paper shows the quality of results which can be obtained by TeS and the possible quantities which may be extracted from scaled Markov chains. Results are obtained for a 1-D analytical potential for which the exact solutions are known. Also, this method is applied to water clusters consisting of between 2 and 5 monomers, using Dynamical Nucleation Theory to determine the evaporation rate constant for monomer loss. Although ab initio potentials are not utilized in this paper, the benefit of this method is made apparent by using the Dang-Chang polarizable classical potential for water to obtain statistical properties at various temperatures.

  17. Sustainability Labeling

    NARCIS (Netherlands)

    Dam, van Y.K.

    2017-01-01

    Sustainability labeling originated from a need to protect the identity of alternative systems of food production and to increase market transparency. From the 1980s onwards sustainability labeling has changed into a policy instrument replacing direct government regulation of the food market, and a

  18. CoaSim: A Flexible Environment for Simulating Genetic Data under Coalescent Models

    DEFF Research Database (Denmark)

    Mailund; Schierup, Mikkel Heide; Pedersen, Christian Nørgaard Storm

    2005-01-01

    get insight into these. Results We have created the CoaSim application as a flexible environment for Monte various types of genetic data under equilibrium and non-equilibrium coalescent variety of applications. Interaction with the tool is through the Guile version scripting language. Scheme scripts......Background Coalescent simulations are playing a large role in interpreting large scale intra- polymorphism surveys and for planning and evaluating association studies. Coalescent of data sets under different models can be compared to the actual data to test different evolutionary factors and thus...

  19. Stencil method: a Markov model for transport in porous media

    Science.gov (United States)

    Delgoshaie, A. H.; Tchelepi, H.; Jenny, P.

    2016-12-01

    In porous media the transport of fluid is dominated by flow-field heterogeneity resulting from the underlying transmissibility field. Since the transmissibility is highly uncertain, many realizations of a geological model are used to describe the statistics of the transport phenomena in a Monte Carlo framework. One possible way to avoid the high computational cost of physics-based Monte Carlo simulations is to model the velocity field as a Markov process and use Markov Chain Monte Carlo. In previous works multiple Markov models for discrete velocity processes have been proposed. These models can be divided into two general classes of Markov models in time and Markov models in space. Both of these choices have been shown to be effective to some extent. However some studies have suggested that the Markov property cannot be confirmed for a temporal Markov process; Therefore there is not a consensus about the validity and value of Markov models in time. Moreover, previous spacial Markov models have only been used for modeling transport on structured networks and can not be readily applied to model transport in unstructured networks. In this work we propose a novel approach for constructing a Markov model in time (stencil method) for a discrete velocity process. The results form the stencil method are compared to previously proposed spacial Markov models for structured networks. The stencil method is also applied to unstructured networks and can successfully describe the dispersion of particles in this setting. Our conclusion is that both temporal Markov models and spacial Markov models for discrete velocity processes can be valid for a range of model parameters. Moreover, we show that the stencil model can be more efficient in many practical settings and is suited to model dispersion both on structured and unstructured networks.

  20. A Unified 3D Mesh Segmentation Framework Based on Markov Random Field

    OpenAIRE

    Z.F. Shi; L.Y. Lu; D. Le; X.M. Niu

    2012-01-01

    3D Mesh segmentation has become an important research field in computer graphics during the past decades. Many geometry based and semantic oriented approaches for 3D mesh segmentation has been presented. In this paper, we present a definition of mesh segmentation according to labeling problem. Inspired by the Markov Random Field (MRF) based image segmentation, we propose a new framework of 3D mesh segmentation based on MRF and use graph cuts to solve it. Any features of 3D mesh can be integra...

  1. Constructing Dynamic Event Trees from Markov Models

    International Nuclear Information System (INIS)

    Paolo Bucci; Jason Kirschenbaum; Tunc Aldemir; Curtis Smith; Ted Wood

    2006-01-01

    In the probabilistic risk assessment (PRA) of process plants, Markov models can be used to model accurately the complex dynamic interactions between plant physical process variables (e.g., temperature, pressure, etc.) and the instrumentation and control system that monitors and manages the process. One limitation of this approach that has prevented its use in nuclear power plant PRAs is the difficulty of integrating the results of a Markov analysis into an existing PRA. In this paper, we explore a new approach to the generation of failure scenarios and their compilation into dynamic event trees from a Markov model of the system. These event trees can be integrated into an existing PRA using software tools such as SAPHIRE. To implement our approach, we first construct a discrete-time Markov chain modeling the system of interest by: (a) partitioning the process variable state space into magnitude intervals (cells), (b) using analytical equations or a system simulator to determine the transition probabilities between the cells through the cell-to-cell mapping technique, and, (c) using given failure/repair data for all the components of interest. The Markov transition matrix thus generated can be thought of as a process model describing the stochastic dynamic behavior of the finite-state system. We can therefore search the state space starting from a set of initial states to explore all possible paths to failure (scenarios) with associated probabilities. We can also construct event trees of arbitrary depth by tracing paths from a chosen initiating event and recording the following events while keeping track of the probabilities associated with each branch in the tree. As an example of our approach, we use the simple level control system often used as benchmark in the literature with one process variable (liquid level in a tank), and three control units: a drain unit and two supply units. Each unit includes a separate level sensor to observe the liquid level in the tank

  2. Cluster Dynamics Modeling with Bubble Nucleation, Growth and Coalescence

    Energy Technology Data Exchange (ETDEWEB)

    de Almeida, Valmor F. [Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States); Blondel, Sophie [Univ. of Tennessee, Knoxville, TN (United States); Bernholdt, David E. [Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States); Wirth, Brian D. [Univ. of Tennessee, Knoxville, TN (United States)

    2017-06-01

    The topic of this communication pertains to defect formation in irradiated solids such as plasma-facing tungsten submitted to helium implantation in fusion reactor com- ponents, and nuclear fuel (metal and oxides) submitted to volatile ssion product generation in nuclear reactors. The purpose of this progress report is to describe ef- forts towards addressing the prediction of long-time evolution of defects via continuum cluster dynamics simulation. The di culties are twofold. First, realistic, long-time dynamics in reactor conditions leads to a non-dilute di usion regime which is not accommodated by the prevailing dilute, stressless cluster dynamics theory. Second, long-time dynamics calls for a large set of species (ideally an in nite set) to capture all possible emerging defects, and this represents a computational bottleneck. Extensions beyond the dilute limit is a signi cant undertaking since no model has been advanced to extend cluster dynamics to non-dilute, deformable conditions. Here our proposed approach to model the non-dilute limit is to monitor the appearance of a spatially localized void volume fraction in the solid matrix with a bell shape pro le and insert an explicit geometrical bubble onto the support of the bell function. The newly cre- ated internal moving boundary provides the means to account for the interfacial ux of mobile species into the bubble, and the growth of bubbles allows for coalescence phenomena which captures highly non-dilute interactions. We present a preliminary interfacial kinematic model with associated interfacial di usion transport to follow the evolution of the bubble in any number of spatial dimensions and any number of bubbles, which can be further extended to include a deformation theory. Finally we comment on a computational front-tracking method to be used in conjunction with conventional cluster dynamics simulations in the non-dilute model proposed.

  3. Markov chains and semi-Markov models in time-to-event analysis.

    Science.gov (United States)

    Abner, Erin L; Charnigo, Richard J; Kryscio, Richard J

    2013-10-25

    A variety of statistical methods are available to investigators for analysis of time-to-event data, often referred to as survival analysis. Kaplan-Meier estimation and Cox proportional hazards regression are commonly employed tools but are not appropriate for all studies, particularly in the presence of competing risks and when multiple or recurrent outcomes are of interest. Markov chain models can accommodate censored data, competing risks (informative censoring), multiple outcomes, recurrent outcomes, frailty, and non-constant survival probabilities. Markov chain models, though often overlooked by investigators in time-to-event analysis, have long been used in clinical studies and have widespread application in other fields.

  4. Pose-invariant face recognition using Markov random fields.

    Science.gov (United States)

    Ho, Huy Tho; Chellappa, Rama

    2013-04-01

    One of the key challenges for current face recognition techniques is how to handle pose variations between the probe and gallery face images. In this paper, we present a method for reconstructing the virtual frontal view from a given nonfrontal face image using Markov random fields (MRFs) and an efficient variant of the belief propagation algorithm. In the proposed approach, the input face image is divided into a grid of overlapping patches, and a globally optimal set of local warps is estimated to synthesize the patches at the frontal view. A set of possible warps for each patch is obtained by aligning it with images from a training database of frontal faces. The alignments are performed efficiently in the Fourier domain using an extension of the Lucas-Kanade algorithm that can handle illumination variations. The problem of finding the optimal warps is then formulated as a discrete labeling problem using an MRF. The reconstructed frontal face image can then be used with any face recognition technique. The two main advantages of our method are that it does not require manually selected facial landmarks or head pose estimation. In order to improve the performance of our pose normalization method in face recognition, we also present an algorithm for classifying whether a given face image is at a frontal or nonfrontal pose. Experimental results on different datasets are presented to demonstrate the effectiveness of the proposed approach.

  5. Derivation of Markov processes that violate detailed balance

    Science.gov (United States)

    Lee, Julian

    2018-03-01

    Time-reversal symmetry of the microscopic laws dictates that the equilibrium distribution of a stochastic process must obey the condition of detailed balance. However, cyclic Markov processes that do not admit equilibrium distributions with detailed balance are often used to model systems driven out of equilibrium by external agents. I show that for a Markov model without detailed balance, an extended Markov model can be constructed, which explicitly includes the degrees of freedom for the driving agent and satisfies the detailed balance condition. The original cyclic Markov model for the driven system is then recovered as an approximation at early times by summing over the degrees of freedom for the driving agent. I also show that the widely accepted expression for the entropy production in a cyclic Markov model is actually a time derivative of an entropy component in the extended model. Further, I present an analytic expression for the entropy component that is hidden in the cyclic Markov model.

  6. Monte Carlo Simulation of Markov, Semi-Markov, and Generalized Semi- Markov Processes in Probabilistic Risk Assessment

    Science.gov (United States)

    English, Thomas

    2005-01-01

    A standard tool of reliability analysis used at NASA-JSC is the event tree. An event tree is simply a probability tree, with the probabilities determining the next step through the tree specified at each node. The nodal probabilities are determined by a reliability study of the physical system at work for a particular node. The reliability study performed at a node is typically referred to as a fault tree analysis, with the potential of a fault tree existing.for each node on the event tree. When examining an event tree it is obvious why the event tree/fault tree approach has been adopted. Typical event trees are quite complex in nature, and the event tree/fault tree approach provides a systematic and organized approach to reliability analysis. The purpose of this study was two fold. Firstly, we wanted to explore the possibility that a semi-Markov process can create dependencies between sojourn times (the times it takes to transition from one state to the next) that can decrease the uncertainty when estimating time to failures. Using a generalized semi-Markov model, we studied a four element reliability model and were able to demonstrate such sojourn time dependencies. Secondly, we wanted to study the use of semi-Markov processes to introduce a time variable into the event tree diagrams that are commonly developed in PRA (Probabilistic Risk Assessment) analyses. Event tree end states which change with time are more representative of failure scenarios than are the usual static probability-derived end states.

  7. Addendum to 'Half coalescence of the m=1, n=1 magnetic island in tokamaks'

    International Nuclear Information System (INIS)

    Bussac, M.N.; Pellat, R.

    1985-01-01

    As an addendum to our previous work concerning the half-coalescence instability of an m=1, n=1 magnetic island in tokamaks, the potential energy is given for an arbitrary shape of the separatrix. (orig.)

  8. Coalescence and the initial stage of formation of nanofibers by the 'vapor-liquid-solid' scheme

    International Nuclear Information System (INIS)

    Zhdanok, S.A.; Martynenko, V.V.; Fisenko, S.P.; Shabunya, S.I.

    2010-01-01

    It has been shown that the diffusion interaction of growing impurity clusters within catalytic nanodroplets determines the important geometric parameters of a nanofiber. The characteristic time of coalescence of the clusters has been found. (authors)

  9. Experimental visualization coalesced interaction of sliding bubble near wall in vertical narrow rectangular channel

    International Nuclear Information System (INIS)

    Xu Jianjun; Chen Bingde; Wang Xiaojun

    2011-01-01

    The characteristic of the coalesced sliding bubble was visually observed by wide side and narrow side of the narrow rectangular channel using high speed digital camera. The results show that the coalesced time among the sliding bubbles is quick, and the new formation of coalesced bubble is not lift-off, and it continues to slide along the heated surface in low heat flux for the isolated bubble region. The influence region is about 2 times projected area of the sliding bubble when the sliding bubbles begin to interact. The sliding bubble velocities increase duo to the interaction among the bubbles, which contributes to enhance heat transfer of this region. Finally, the effect of coalesced interaction of growing bubble in the nucleation sites on bubble lift-off was discussed and analysed. (authors)

  10. A Markov Process Inspired Cellular Automata Model of Road Traffic

    OpenAIRE

    Wang, Fa; Li, Li; Hu, Jianming; Ji, Yan; Yao, Danya; Zhang, Yi; Jin, Xuexiang; Su, Yuelong; Wei, Zheng

    2008-01-01

    To provide a more accurate description of the driving behaviors in vehicle queues, a namely Markov-Gap cellular automata model is proposed in this paper. It views the variation of the gap between two consequent vehicles as a Markov process whose stationary distribution corresponds to the observed distribution of practical gaps. The multiformity of this Markov process provides the model enough flexibility to describe various driving behaviors. Two examples are given to show how to specialize i...

  11. A New GMRES(m Method for Markov Chains

    Directory of Open Access Journals (Sweden)

    Bing-Yuan Pu

    2013-01-01

    Full Text Available This paper presents a class of new accelerated restarted GMRES method for calculating the stationary probability vector of an irreducible Markov chain. We focus on the mechanism of this new hybrid method by showing how to periodically combine the GMRES and vector extrapolation method into a much efficient one for improving the convergence rate in Markov chain problems. Numerical experiments are carried out to demonstrate the efficiency of our new algorithm on several typical Markov chain problems.

  12. Role of microtexture in the interaction and coalescence of hydrogen-induced cracks

    Energy Technology Data Exchange (ETDEWEB)

    Venegas, V. [Departamento de Ingenieria Metalurgica, IPN-ESIQIE, UPALM Edif. 7, Zacatenco, Mexico D.F. 07738 (Mexico); Caleyo, F. [Departamento de Ingenieria Metalurgica, IPN-ESIQIE, UPALM Edif. 7, Zacatenco, Mexico D.F. 07738 (Mexico)], E-mail: fcaleyo@gmail.com; Baudin, T. [Laboratoire de Physico-Chimie de l' Etat Solide, ICMMO, UMR CNRS 8182, Batiment 410, Universite de Paris Sud, 91405, Orsay, Cedex (France); Hallen, J.M. [Departamento de Ingenieria Metalurgica, IPN-ESIQIE, UPALM Edif. 7, Zacatenco, Mexico D.F. 07738 (Mexico); Penelle, R. [Laboratoire de Physico-Chimie de l' Etat Solide, ICMMO, UMR CNRS 8182, Batiment 410, Universite de Paris Sud, 91405, Orsay, Cedex (France)

    2009-05-15

    The role of microtexture in hydrogen-induced crack interaction and coalescence is investigated in line pipe steels using electron backscatter diffraction. Experimental evidence shows that, depending on the local grain orientation, crack interaction and coalescence can depart from the conditions predicted by the mixed-mode fracture mechanics of isotropic linear elastic materials. Stress simulation and microtexture analysis are used to explain the experimental observations.

  13. Coalescence of two equal cylinders: exact results for creeping viscous plane flow driven by capillarity

    International Nuclear Information System (INIS)

    Hopper, R.W.

    1984-01-01

    The coalescence of two equal viscous cylinders under the influence of capillarity is of interest in the theory of sintering. Although the flow in typical cylinder coalescence experiments is not planar, the plane-flow case is of general interest and is a good approximation in the early stage. An essentially exact analytic solution giving the shape as a function of time for slow plane flow is presented in simple closed form. 16 references, 2 figures, 1 table

  14. Impact of 50% Synthesized Iso-Paraffins (SIP) on Middle Distillate Fuel Filtration and Coalescence

    Science.gov (United States)

    2014-10-30

    Paraffins DEFINITIONS Coalescence - the ability to shed water Conventional Material Source - crude oil , natural gas liquid condensates...Impact of 50% Synthesized Iso-Paraffins (SIP) on Middle Distillate Fuel Filtration and Coalescence NF&LCFT REPORT 441/15-003 30 October 2014...heavy oil , shale oil , and oil sands Effluent - stream leaving a system Influent - stream entering a system Turnover - time required to flow the

  15. Role of microtexture in the interaction and coalescence of hydrogen-induced cracks

    International Nuclear Information System (INIS)

    Venegas, V.; Caleyo, F.; Baudin, T.; Hallen, J.M.; Penelle, R.

    2009-01-01

    The role of microtexture in hydrogen-induced crack interaction and coalescence is investigated in line pipe steels using electron backscatter diffraction. Experimental evidence shows that, depending on the local grain orientation, crack interaction and coalescence can depart from the conditions predicted by the mixed-mode fracture mechanics of isotropic linear elastic materials. Stress simulation and microtexture analysis are used to explain the experimental observations.

  16. Gravitational Waves from Coalescing Binary Black Holes: Theoretical and Experimental Challenges

    CERN Multimedia

    CERN. Geneva

    2010-01-01

    (LIGO/VIRGO/GEO/...) is currently taking data near its planned sensitivity. Coalescing black hole binaries are among the most promising, and most exciting, gravitational wave sources for these detectors. The talk will review the theoretical and experimental challenges that must be met in order to successfully detect gravitational waves from coalescing black hole binaries, and to be able to reliably measure the physical parameters of the source (masses, spins, ...).

  17. Visualization by X-ray tomography of void growth and coalescence leading to fracture in model materials

    International Nuclear Information System (INIS)

    Weck, A.; Wilkinson, D.S.; Maire, E.; Toda, H.

    2008-01-01

    The literature contains many models for the process of void nucleation, growth and coalescence leading to ductile fracture. However, these models lack in-depth experimental validation, in part because void coalescence is difficult to capture experimentally. In this paper, an embedded array of holes is obtained by diffusion bonding a sheet filled with laser-drilled holes between two intact sheets. The experiments have been performed with both pure copper and Glidcop. Using X-ray computed tomography, we show that void growth and coalescence (or linkage) are well captured in both materials. The Brown and Embury model for void coalescence underestimates coalescence strains due to constraining effects. However, both the Rice and Tracey model for void growth and the Thomason model for void coalescence give good predictions for copper samples when stress triaxiality is considered. The Thomason model, however, fails to predict coalescence for the Glidcop samples; this is primarily due to secondary void nucleation

  18. Context Tree Estimation in Variable Length Hidden Markov Models

    OpenAIRE

    Dumont, Thierry

    2011-01-01

    We address the issue of context tree estimation in variable length hidden Markov models. We propose an estimator of the context tree of the hidden Markov process which needs no prior upper bound on the depth of the context tree. We prove that the estimator is strongly consistent. This uses information-theoretic mixture inequalities in the spirit of Finesso and Lorenzo(Consistent estimation of the order for Markov and hidden Markov chains(1990)) and E.Gassiat and S.Boucheron (Optimal error exp...

  19. Deteksi Fraud Menggunakan Metode Model Markov Tersembunyi Pada Proses Bisnis

    Directory of Open Access Journals (Sweden)

    Andrean Hutama Koosasi

    2017-03-01

    Full Text Available Model Markov Tersembunyi merupakan sebuah metode statistik berdasarkan Model Markov sederhana yang memodelkan sistem serta membaginya dalam 2 (dua state, state tersembunyi dan state observasi. Dalam pengerjaan tugas akhir ini, penulis mengusulkan penggunaan metode Model Markov Tersembunyi untuk menemukan fraud didalam sebuah pelaksanaan proses bisnis. Dengan penggunaan metode Model Markov Tersembunyi ini, maka pengamatan terhadap elemen penyusun sebuah kasus/kejadian, yakni beberapa aktivitas, akan diperoleh sebuah nilai peluang, yang sekaligus memberikan prediksi terhadap kasus/kejadian tersebut, sebuah fraud atau tidak. Hasil ekpserimen ini menunjukkan bahwa metode yang diusulkan mampu memberikan prediksi akhir dengan evaluasi TPR sebesar 87,5% dan TNR sebesar 99,4%.

  20. Dynamic measurements and simulations of airborne picolitre-droplet coalescence in holographic optical tweezers

    International Nuclear Information System (INIS)

    Bzdek, Bryan R.; Reid, Jonathan P.; Collard, Liam; Sprittles, James E.; Hudson, Andrew J.

    2016-01-01

    We report studies of the coalescence of pairs of picolitre aerosol droplets manipulated with holographic optical tweezers, probing the shape relaxation dynamics following coalescence by simultaneously monitoring the intensity of elastic backscattered light (EBL) from the trapping laser beam (time resolution on the order of 100 ns) while recording high frame rate camera images (time resolution <10 μs). The goals of this work are to: resolve the dynamics of droplet coalescence in holographic optical traps; assign the origin of key features in the time-dependent EBL intensity; and validate the use of the EBL alone to precisely determine droplet surface tension and viscosity. For low viscosity droplets, two sequential processes are evident: binary coalescence first results from the overlap of the optical traps on the time scale of microseconds followed by the recapture of the composite droplet in an optical trap on the time scale of milliseconds. As droplet viscosity increases, the relaxation in droplet shape eventually occurs on the same time scale as recapture, resulting in a convoluted evolution of the EBL intensity that inhibits quantitative determination of the relaxation time scale. Droplet coalescence was simulated using a computational framework to validate both experimental approaches. The results indicate that time-dependent monitoring of droplet shape from the EBL intensity allows for robust determination of properties such as surface tension and viscosity. Finally, the potential of high frame rate imaging to examine the coalescence of dissimilar viscosity droplets is discussed.

  1. Assessment of partial coalescence in whippable oil-in-water food emulsions.

    Science.gov (United States)

    Petrut, Raul Flaviu; Danthine, Sabine; Blecker, Christophe

    2016-03-01

    Partial coalescence influences to a great extent the properties of final food products such as ice cream and whipped toppings. In return, the partial coalescence occurrence and development are conditioned, in such systems, by the emulsion's intrinsic properties (e.g. solid fat content, fat crystal shape and size), formulation (e.g. protein content, surfactants presence) and extrinsic factors (e.g. cooling rate, shearing). A set of methods is available for partial coalescence investigation and quantification. These methods are critically reviewed in this paper, balancing the weaknesses of the methods in terms of structure alteration (for turbidity, dye dilution, etc.) and assumptions made for mathematical models (for particle size determination) with their advantages (good repeatability, high sensitivity, etc.). With the methods proposed in literature, the partial coalescence investigations can be conducted quantitatively and/or qualitatively. Good correlation were observed between some of the quantitative methods such as dye dilution, calorimetry, fat particle size; while a poor correlation was found in the case of solvent extraction method with other quantitative methods. The most suitable way for partial coalescence quantification was implied to be the fat particle size method, which would give results with a high degree of confidence if used in combination with a microscopic technique for the confirmation of partial coalescence as the main destabilization mechanism. Copyright © 2015 Elsevier B.V. All rights reserved.

  2. Dynamic measurements and simulations of airborne picolitre-droplet coalescence in holographic optical tweezers

    Energy Technology Data Exchange (ETDEWEB)

    Bzdek, Bryan R.; Reid, Jonathan P., E-mail: j.p.reid@bristol.ac.uk [School of Chemistry, University of Bristol, Bristol BS8 1TS (United Kingdom); Collard, Liam [Department of Mathematics, University of Leicester, Leicester LE1 7RH (United Kingdom); Sprittles, James E. [Mathematics Institute, University of Warwick, Coventry CV4 7AL (United Kingdom); Hudson, Andrew J. [Department of Chemistry, University of Leicester, Leicester LE1 7RH (United Kingdom)

    2016-08-07

    We report studies of the coalescence of pairs of picolitre aerosol droplets manipulated with holographic optical tweezers, probing the shape relaxation dynamics following coalescence by simultaneously monitoring the intensity of elastic backscattered light (EBL) from the trapping laser beam (time resolution on the order of 100 ns) while recording high frame rate camera images (time resolution <10 μs). The goals of this work are to: resolve the dynamics of droplet coalescence in holographic optical traps; assign the origin of key features in the time-dependent EBL intensity; and validate the use of the EBL alone to precisely determine droplet surface tension and viscosity. For low viscosity droplets, two sequential processes are evident: binary coalescence first results from the overlap of the optical traps on the time scale of microseconds followed by the recapture of the composite droplet in an optical trap on the time scale of milliseconds. As droplet viscosity increases, the relaxation in droplet shape eventually occurs on the same time scale as recapture, resulting in a convoluted evolution of the EBL intensity that inhibits quantitative determination of the relaxation time scale. Droplet coalescence was simulated using a computational framework to validate both experimental approaches. The results indicate that time-dependent monitoring of droplet shape from the EBL intensity allows for robust determination of properties such as surface tension and viscosity. Finally, the potential of high frame rate imaging to examine the coalescence of dissimilar viscosity droplets is discussed.

  3. Pesticide Labels

    Science.gov (United States)

    Pesticide labels translate results of our extensive evaluations of pesticide products into conditions, directions and precautions that define parameters for use of a pesticide with the goal of ensuring protection of human health and the environment.

  4. Characterization of solids deposited on the modular caustic-side solvent extraction unit (MCU) coalescer media removed in October 2014

    Energy Technology Data Exchange (ETDEWEB)

    Fondeur, F. [Savannah River Site (SRS), Aiken, SC (United States). Savannah River National Lab. (SRNL)

    2016-03-01

    In February 2015, Savannah River National Laboratory (SRNL) received a Strip Effluent (SE) coalescer (FLT-304) from MCU. That coalescer was first installed at MCU in July 2014 and removed in October 2014. While processing approximately 31,400 gallons of strip solution, the pressure drop steadily increased from 1 psi to beyond the administrative limit of 20 psi. The physical and chemical analysis was conducted on this coalescer to determine the mechanism that led to the plugging of this coalescer. Characterization of this coalescer revealed the adsorption of organic containing amines as well as MCU modifier. The amines are probably from the decomposition of the suppressor (TiDG) as well as from bacteria. This adsorption may have changed the surface energetics (characteristics) of the coalescer fibers and therefore, their wetting behavior. A very small amount of inorganic solids were found to have deposited on this coalescer (possibly an artifact of cleaning the coalescer with Boric acid. However, we believe that inorganic precipitation, as has been seen in the past, did not play a role in the high pressure drop rise of this coalescer. With regards to the current practice of reducing the radioactive content of the SE coalescer, it is recommended that future SE coalescer should be flushed with 10 mM boric acid which is currently used at MCU. Plugging of the SE coalescer was most likely due to the formation and accumulation of a water-in-oil emulsion that reduced the overall porosity of the coalescer. There is also evidence that a bimodal oil particle distribution may have entered and deposited in the coalescer and caused the initial increase in pressure drop.

  5. Labelling patients

    International Nuclear Information System (INIS)

    Strudwick, R.M.

    2016-01-01

    This article looks at how diagnostic radiographers label their patients. An ethnographic study of the workplace culture in one diagnostic imaging department was undertaken using participant observation for four months and semi-structured interviews with ten key informants. One of the key themes; the way in which radiographers label their patients, is explored in this article. It was found from the study that within the department studied the diagnostic radiographers labelled or categorised their patients based on the information that they had. This information is used to form judgements and these judgements were used to assist the radiographers in dealing with the many different people that they encountered in their work. This categorisation and labelling of the patient appears to assist the radiographer in their decision-making processes about the examination to be carried out and the patient they are to image. This is an important aspect of the role of the diagnostic radiographer. - Highlights: • I have studied the culture in one imaging department. • Radiographers label or categorise their patients. • These labels/categories are used to manage the patient. • This is an important aspect of the way in which radiographers work.

  6. Markov Chain Analysis of Musical Dice Games

    Science.gov (United States)

    Volchenkov, D.; Dawin, J. R.

    2012-07-01

    A system for using dice to compose music randomly is known as the musical dice game. The discrete time MIDI models of 804 pieces of classical music written by 29 composers have been encoded into the transition matrices and studied by Markov chains. Contrary to human languages, entropy dominates over redundancy, in the musical dice games based on the compositions of classical music. The maximum complexity is achieved on the blocks consisting of just a few notes (8 notes, for the musical dice games generated over Bach's compositions). First passage times to notes can be used to resolve tonality and feature a composer.

  7. Pruning Boltzmann networks and hidden Markov models

    DEFF Research Database (Denmark)

    Pedersen, Morten With; Stork, D.

    1996-01-01

    We present sensitivity-based pruning algorithms for general Boltzmann networks. Central to our methods is the efficient calculation of a second-order approximation to the true weight saliencies in a cross-entropy error. Building upon previous work which shows a formal correspondence between linear...... Boltzmann chains and hidden Markov models (HMMs), we argue that our method can be applied to HMMs as well. We illustrate pruning on Boltzmann zippers, which are equivalent to two HMMs with cross-connection links. We verify that our second-order approximation preserves the rank ordering of weight saliencies...

  8. Decoding LDPC Convolutional Codes on Markov Channels

    Directory of Open Access Journals (Sweden)

    Kashyap Manohar

    2008-01-01

    Full Text Available Abstract This paper describes a pipelined iterative technique for joint decoding and channel state estimation of LDPC convolutional codes over Markov channels. Example designs are presented for the Gilbert-Elliott discrete channel model. We also compare the performance and complexity of our algorithm against joint decoding and state estimation of conventional LDPC block codes. Complexity analysis reveals that our pipelined algorithm reduces the number of operations per time step compared to LDPC block codes, at the expense of increased memory and latency. This tradeoff is favorable for low-power applications.

  9. Decoding LDPC Convolutional Codes on Markov Channels

    Directory of Open Access Journals (Sweden)

    Chris Winstead

    2008-04-01

    Full Text Available This paper describes a pipelined iterative technique for joint decoding and channel state estimation of LDPC convolutional codes over Markov channels. Example designs are presented for the Gilbert-Elliott discrete channel model. We also compare the performance and complexity of our algorithm against joint decoding and state estimation of conventional LDPC block codes. Complexity analysis reveals that our pipelined algorithm reduces the number of operations per time step compared to LDPC block codes, at the expense of increased memory and latency. This tradeoff is favorable for low-power applications.

  10. Evolving the structure of hidden Markov Models

    DEFF Research Database (Denmark)

    won, K. J.; Prugel-Bennett, A.; Krogh, A.

    2006-01-01

    A genetic algorithm (GA) is proposed for finding the structure of hidden Markov Models (HMMs) used for biological sequence analysis. The GA is designed to preserve biologically meaningful building blocks. The search through the space of HMM structures is combined with optimization of the emission...... and transition probabilities using the classic Baum-Welch algorithm. The system is tested on the problem of finding the promoter and coding region of C. jejuni. The resulting HMM has a superior discrimination ability to a handcrafted model that has been published in the literature....

  11. Honest Importance Sampling with Multiple Markov Chains.

    Science.gov (United States)

    Tan, Aixin; Doss, Hani; Hobert, James P

    2015-01-01

    Importance sampling is a classical Monte Carlo technique in which a random sample from one probability density, π 1 , is used to estimate an expectation with respect to another, π . The importance sampling estimator is strongly consistent and, as long as two simple moment conditions are satisfied, it obeys a central limit theorem (CLT). Moreover, there is a simple consistent estimator for the asymptotic variance in the CLT, which makes for routine computation of standard errors. Importance sampling can also be used in the Markov chain Monte Carlo (MCMC) context. Indeed, if the random sample from π 1 is replaced by a Harris ergodic Markov chain with invariant density π 1 , then the resulting estimator remains strongly consistent. There is a price to be paid however, as the computation of standard errors becomes more complicated. First, the two simple moment conditions that guarantee a CLT in the iid case are not enough in the MCMC context. Second, even when a CLT does hold, the asymptotic variance has a complex form and is difficult to estimate consistently. In this paper, we explain how to use regenerative simulation to overcome these problems. Actually, we consider a more general set up, where we assume that Markov chain samples from several probability densities, π 1 , …, π k , are available. We construct multiple-chain importance sampling estimators for which we obtain a CLT based on regeneration. We show that if the Markov chains converge to their respective target distributions at a geometric rate, then under moment conditions similar to those required in the iid case, the MCMC-based importance sampling estimator obeys a CLT. Furthermore, because the CLT is based on a regenerative process, there is a simple consistent estimator of the asymptotic variance. We illustrate the method with two applications in Bayesian sensitivity analysis. The first concerns one-way random effects models under different priors. The second involves Bayesian variable

  12. ANALYSING ACCEPTANCE SAMPLING PLANS BY MARKOV CHAINS

    Directory of Open Access Journals (Sweden)

    Mohammad Mirabi

    2012-01-01

    Full Text Available

    ENGLISH ABSTRACT: In this research, a Markov analysis of acceptance sampling plans in a single stage and in two stages is proposed, based on the quality of the items inspected. In a stage of this policy, if the number of defective items in a sample of inspected items is more than the upper threshold, the batch is rejected. However, the batch is accepted if the number of defective items is less than the lower threshold. Nonetheless, when the number of defective items falls between the upper and lower thresholds, the decision-making process continues to inspect the items and collect further samples. The primary objective is to determine the optimal values of the upper and lower thresholds using a Markov process to minimise the total cost associated with a batch acceptance policy. A solution method is presented, along with a numerical demonstration of the application of the proposed methodology.

    AFRIKAANSE OPSOMMING: In hierdie navorsing word ’n Markov-ontleding gedoen van aannamemonsternemingsplanne wat plaasvind in ’n enkele stap of in twee stappe na gelang van die kwaliteit van die items wat geïnspekteer word. Indien die eerste monster toon dat die aantal defektiewe items ’n boonste grens oorskry, word die lot afgekeur. Indien die eerste monster toon dat die aantal defektiewe items minder is as ’n onderste grens, word die lot aanvaar. Indien die eerste monster toon dat die aantal defektiewe items in die gebied tussen die boonste en onderste grense lê, word die besluitnemingsproses voortgesit en verdere monsters word geneem. Die primêre doel is om die optimale waardes van die booonste en onderste grense te bepaal deur gebruik te maak van ’n Markov-proses sodat die totale koste verbonde aan die proses geminimiseer kan word. ’n Oplossing word daarna voorgehou tesame met ’n numeriese voorbeeld van die toepassing van die voorgestelde oplossing.

  13. Vulnerability of networks of interacting Markov chains.

    Science.gov (United States)

    Kocarev, L; Zlatanov, N; Trajanov, D

    2010-05-13

    The concept of vulnerability is introduced for a model of random, dynamical interactions on networks. In this model, known as the influence model, the nodes are arranged in an arbitrary network, while the evolution of the status at a node is according to an internal Markov chain, but with transition probabilities that depend not only on the current status of that node but also on the statuses of the neighbouring nodes. Vulnerability is treated analytically and numerically for several networks with different topological structures, as well as for two real networks--the network of infrastructures and the EU power grid--identifying the most vulnerable nodes of these networks.

  14. Genetic Algorithms Principles Towards Hidden Markov Model

    Directory of Open Access Journals (Sweden)

    Nabil M. Hewahi

    2011-10-01

    Full Text Available In this paper we propose a general approach based on Genetic Algorithms (GAs to evolve Hidden Markov Models (HMM. The problem appears when experts assign probability values for HMM, they use only some limited inputs. The assigned probability values might not be accurate to serve in other cases related to the same domain. We introduce an approach based on GAs to find
    out the suitable probability values for the HMM to be mostly correct in more cases than what have been used to assign the probability values.

  15. Energetics and phasing of nonprecessing spinning coalescing black hole binaries

    Science.gov (United States)

    Nagar, Alessandro; Damour, Thibault; Reisswig, Christian; Pollney, Denis

    2016-02-01

    We present an improved numerical relativity (NR) calibration of the new effective-one-body (EOB) model for coalescing nonprecessing spinning black hole binaries recently introduced by Damour and Nagar [Phys. Rev. D 90, 044018 (2014), 10.1103/PhysRevD.90.044018]. We do so by comparing the EOB predictions to both the phasing and the energetics provided by two independent sets of NR data covering mass ratios 1 ≤q ≤9.989 and dimensionless spin range -0.95 ≤χ ≤+0.994 . One set of data is a subset of the Simulating eXtreme Spacetimes (SXS) catalog of public waveforms; the other set consists of new simulations obtained with the Llama code plus Cauchy characteristic evolution. We present the first systematic computation of the gauge-invariant relation between the binding energy and the total angular momentum, Eb(j ), for a large sample of, spin-aligned, SXS and Llama data. The dynamics of the EOB model presented here involves only two free functional parameters, one [a6c(ν )] entering the nonspinning sector, as a 5PN effective correction to the interaction potential, and one [c3(a˜1,a˜2,ν )] in the spinning sector, as an effective next-to-next-to-next-to-leading order correction to the spin-orbit coupling. These parameters are determined [together with a third functional parameter Δ tNQC(χ ) entering the waveform] by comparing the EOB phasing with the SXS phasing, the consistency of the energetics being checked afterwards. The quality of the analytical model for gravitational wave data analysis purposes is assessed by computing the EOB/NR faithfulness. Over the NR data sample and when varying the total mass between 20 and 200 M⊙ the EOB/NR unfaithfulness (integrated over the NR frequency range) is found to vary between 99.493% and 99.984% with a median value of 99.944%.

  16. Epitope discovery with phylogenetic hidden Markov models.

    LENUS (Irish Health Repository)

    Lacerda, Miguel

    2010-05-01

    Existing methods for the prediction of immunologically active T-cell epitopes are based on the amino acid sequence or structure of pathogen proteins. Additional information regarding the locations of epitopes may be acquired by considering the evolution of viruses in hosts with different immune backgrounds. In particular, immune-dependent evolutionary patterns at sites within or near T-cell epitopes can be used to enhance epitope identification. We have developed a mutation-selection model of T-cell epitope evolution that allows the human leukocyte antigen (HLA) genotype of the host to influence the evolutionary process. This is one of the first examples of the incorporation of environmental parameters into a phylogenetic model and has many other potential applications where the selection pressures exerted on an organism can be related directly to environmental factors. We combine this novel evolutionary model with a hidden Markov model to identify contiguous amino acid positions that appear to evolve under immune pressure in the presence of specific host immune alleles and that therefore represent potential epitopes. This phylogenetic hidden Markov model provides a rigorous probabilistic framework that can be combined with sequence or structural information to improve epitope prediction. As a demonstration, we apply the model to a data set of HIV-1 protein-coding sequences and host HLA genotypes.

  17. Neyman, Markov processes and survival analysis.

    Science.gov (United States)

    Yang, Grace

    2013-07-01

    J. Neyman used stochastic processes extensively in his applied work. One example is the Fix and Neyman (F-N) competing risks model (1951) that uses finite homogeneous Markov processes to analyse clinical trials with breast cancer patients. We revisit the F-N model, and compare it with the Kaplan-Meier (K-M) formulation for right censored data. The comparison offers a way to generalize the K-M formulation to include risks of recovery and relapses in the calculation of a patient's survival probability. The generalization is to extend the F-N model to a nonhomogeneous Markov process. Closed-form solutions of the survival probability are available in special cases of the nonhomogeneous processes, like the popular multiple decrement model (including the K-M model) and Chiang's staging model, but these models do not consider recovery and relapses while the F-N model does. An analysis of sero-epidemiology current status data with recurrent events is illustrated. Fix and Neyman used Neyman's RBAN (regular best asymptotic normal) estimates for the risks, and provided a numerical example showing the importance of considering both the survival probability and the length of time of a patient living a normal life in the evaluation of clinical trials. The said extension would result in a complicated model and it is unlikely to find analytical closed-form solutions for survival analysis. With ever increasing computing power, numerical methods offer a viable way of investigating the problem.

  18. Unmixing hyperspectral images using Markov random fields

    International Nuclear Information System (INIS)

    Eches, Olivier; Dobigeon, Nicolas; Tourneret, Jean-Yves

    2011-01-01

    This paper proposes a new spectral unmixing strategy based on the normal compositional model that exploits the spatial correlations between the image pixels. The pure materials (referred to as endmembers) contained in the image are assumed to be available (they can be obtained by using an appropriate endmember extraction algorithm), while the corresponding fractions (referred to as abundances) are estimated by the proposed algorithm. Due to physical constraints, the abundances have to satisfy positivity and sum-to-one constraints. The image is divided into homogeneous distinct regions having the same statistical properties for the abundance coefficients. The spatial dependencies within each class are modeled thanks to Potts-Markov random fields. Within a Bayesian framework, prior distributions for the abundances and the associated hyperparameters are introduced. A reparametrization of the abundance coefficients is proposed to handle the physical constraints (positivity and sum-to-one) inherent to hyperspectral imagery. The parameters (abundances), hyperparameters (abundance mean and variance for each class) and the classification map indicating the classes of all pixels in the image are inferred from the resulting joint posterior distribution. To overcome the complexity of the joint posterior distribution, Markov chain Monte Carlo methods are used to generate samples asymptotically distributed according to the joint posterior of interest. Simulations conducted on synthetic and real data are presented to illustrate the performance of the proposed algorithm.

  19. Markov transitions and the propagation of chaos

    International Nuclear Information System (INIS)

    Gottlieb, A.

    1998-01-01

    The propagation of chaos is a central concept of kinetic theory that serves to relate the equations of Boltzmann and Vlasov to the dynamics of many-particle systems. Propagation of chaos means that molecular chaos, i.e., the stochastic independence of two random particles in a many-particle system, persists in time, as the number of particles tends to infinity. We establish a necessary and sufficient condition for a family of general n-particle Markov processes to propagate chaos. This condition is expressed in terms of the Markov transition functions associated to the n-particle processes, and it amounts to saying that chaos of random initial states propagates if it propagates for pure initial states. Our proof of this result relies on the weak convergence approach to the study of chaos due to Sztitman and Tanaka. We assume that the space in which the particles live is homomorphic to a complete and separable metric space so that we may invoke Prohorov's theorem in our proof. We also show that, if the particles can be in only finitely many states, then molecular chaos implies that the specific entropies in the n-particle distributions converge to the entropy of the limiting single-particle distribution

  20. Asymptotic evolution of quantum Markov chains

    Energy Technology Data Exchange (ETDEWEB)

    Novotny, Jaroslav [FNSPE, CTU in Prague, 115 19 Praha 1 - Stare Mesto (Czech Republic); Alber, Gernot [Institut fuer Angewandte Physik, Technische Universitaet Darmstadt, D-64289 Darmstadt (Germany)

    2012-07-01

    The iterated quantum operations, so called quantum Markov chains, play an important role in various branches of physics. They constitute basis for many discrete models capable to explore fundamental physical problems, such as the approach to thermal equilibrium, or the asymptotic dynamics of macroscopic physical systems far from thermal equilibrium. On the other hand, in the more applied area of quantum technology they also describe general characteristic properties of quantum networks or they can describe different quantum protocols in the presence of decoherence. A particularly, an interesting aspect of these quantum Markov chains is their asymptotic dynamics and its characteristic features. We demonstrate there is always a vector subspace (typically low-dimensional) of so-called attractors on which the resulting superoperator governing the iterative time evolution of quantum states can be diagonalized and in which the asymptotic quantum dynamics takes place. As the main result interesting algebraic relations are presented for this set of attractors which allow to specify their dual basis and to determine them in a convenient way. Based on this general theory we show some generalizations concerning the theory of fixed points or asymptotic evolution of random quantum operations.

  1. Monotone measures of ergodicity for Markov chains

    Directory of Open Access Journals (Sweden)

    J. Keilson

    1998-01-01

    Full Text Available The following paper, first written in 1974, was never published other than as part of an internal research series. Its lack of publication is unrelated to the merits of the paper and the paper is of current importance by virtue of its relation to the relaxation time. A systematic discussion is provided of the approach of a finite Markov chain to ergodicity by proving the monotonicity of an important set of norms, each measures of egodicity, whether or not time reversibility is present. The paper is of particular interest because the discussion of the relaxation time of a finite Markov chain [2] has only been clean for time reversible chains, a small subset of the chains of interest. This restriction is not present here. Indeed, a new relaxation time quoted quantifies the relaxation time for all finite ergodic chains (cf. the discussion of Q1(t below Equation (1.7]. This relaxation time was developed by Keilson with A. Roy in his thesis [6], yet to be published.

  2. Approximating Markov Chains: What and why

    International Nuclear Information System (INIS)

    Pincus, S.

    1996-01-01

    Much of the current study of dynamical systems is focused on geometry (e.g., chaos and bifurcations) and ergodic theory. Yet dynamical systems were originally motivated by an attempt to open-quote open-quote solve,close-quote close-quote or at least understand, a discrete-time analogue of differential equations. As such, numerical, analytical solution techniques for dynamical systems would seem desirable. We discuss an approach that provides such techniques, the approximation of dynamical systems by suitable finite state Markov Chains. Steady state distributions for these Markov Chains, a straightforward calculation, will converge to the true dynamical system steady state distribution, with appropriate limit theorems indicated. Thus (i) approximation by a computable, linear map holds the promise of vastly faster steady state solutions for nonlinear, multidimensional differential equations; (ii) the solution procedure is unaffected by the presence or absence of a probability density function for the attractor, entirely skirting singularity, fractal/multifractal, and renormalization considerations. The theoretical machinery underpinning this development also implies that under very general conditions, steady state measures are weakly continuous with control parameter evolution. This means that even though a system may change periodicity, or become chaotic in its limiting behavior, such statistical parameters as the mean, standard deviation, and tail probabilities change continuously, not abruptly with system evolution. copyright 1996 American Institute of Physics

  3. Dynamics of gas cell coalescence during baking expansion of leavened dough.

    Science.gov (United States)

    Miś, Antoni; Nawrocka, Agnieszka; Lamorski, Krzysztof; Dziki, Dariusz

    2018-01-01

    The investigation of the dynamics of gas cell coalescence, i.e. a phenomenon that deteriorates the homogeneity of the cellular structure of bread crumb, was carried out performing simultaneously measurements of the dough volume, pressure, and viscosity. It was demonstrated that, during the baking expansion of chemically leavened wheat flour dough, the maximum growth rate of the gas cell radius determined from the ratio of pressure exerted by the expanded dough to its viscosity was on average four-fold lower than that calculated from volume changes in the gas phase of the dough. Such a high discrepancy was interpreted as a result of the course of coalescence, and a formula for determination of its rate was developed. The coalescence rate in the initial baking expansion phase had negative values, indicating nucleation of newly formed gas cells, which increased the number of gas cells even by 8%. In the next baking expansion phase, the coalescence rate started to exhibit positive values, reflecting dominance of the coalescence phenomenon over nucleation. The maximum coalescence rates indicate that, during the period of the most intensive dough expansion, the number of gas cells decreased by 2-3% within one second. At the end of the formation of bread crumb, the number of the gas cells declined by 55-67% in comparison with the initial value. The correctness of the results was positively verified using X-ray micro-computed tomography. The developed method can be a useful tool for more profound exploration of the coalescence phenomenon at various stages of evolution of the cellular structure and its determinants, which may contribute to future development of more effective methods for improving the texture and sensory quality of bread crumb. Copyright © 2017 Elsevier Ltd. All rights reserved.

  4. Genes with minimal phylogenetic information are problematic for coalescent analyses when gene tree estimation is biased.

    Science.gov (United States)

    Xi, Zhenxiang; Liu, Liang; Davis, Charles C

    2015-11-01

    The development and application of coalescent methods are undergoing rapid changes. One little explored area that bears on the application of gene-tree-based coalescent methods to species tree estimation is gene informativeness. Here, we investigate the accuracy of these coalescent methods when genes have minimal phylogenetic information, including the implementation of the multilocus bootstrap approach. Using simulated DNA sequences, we demonstrate that genes with minimal phylogenetic information can produce unreliable gene trees (i.e., high error in gene tree estimation), which may in turn reduce the accuracy of species tree estimation using gene-tree-based coalescent methods. We demonstrate that this problem can be alleviated by sampling more genes, as is commonly done in large-scale phylogenomic analyses. This applies even when these genes are minimally informative. If gene tree estimation is biased, however, gene-tree-based coalescent analyses will produce inconsistent results, which cannot be remedied by increasing the number of genes. In this case, it is not the gene-tree-based coalescent methods that are flawed, but rather the input data (i.e., estimated gene trees). Along these lines, the commonly used program PhyML has a tendency to infer one particular bifurcating topology even though it is best represented as a polytomy. We additionally corroborate these findings by analyzing the 183-locus mammal data set assembled by McCormack et al. (2012) using ultra-conserved elements (UCEs) and flanking DNA. Lastly, we demonstrate that when employing the multilocus bootstrap approach on this 183-locus data set, there is no strong conflict between species trees estimated from concatenation and gene-tree-based coalescent analyses, as has been previously suggested by Gatesy and Springer (2014). Copyright © 2015 Elsevier Inc. All rights reserved.

  5. Pathwise duals of monotone and additive Markov processes

    Czech Academy of Sciences Publication Activity Database

    Sturm, A.; Swart, Jan M.

    -, - (2018) ISSN 0894-9840 R&D Projects: GA ČR GAP201/12/2613 Institutional support: RVO:67985556 Keywords : pathwise duality * monotone Markov process * additive Markov process * interacting particle system Subject RIV: BA - General Mathematics Impact factor: 0.854, year: 2016 http://library.utia.cas.cz/separaty/2016/SI/swart-0465436.pdf

  6. An introduction to hidden Markov models for biological sequences

    DEFF Research Database (Denmark)

    Krogh, Anders Stærmose

    1998-01-01

    A non-matematical tutorial on hidden Markov models (HMMs) plus a description of one of the applications of HMMs: gene finding.......A non-matematical tutorial on hidden Markov models (HMMs) plus a description of one of the applications of HMMs: gene finding....

  7. Asymptotics for Estimating Equations in Hidden Markov Models

    DEFF Research Database (Denmark)

    Hansen, Jørgen Vinsløv; Jensen, Jens Ledet

    Results on asymptotic normality for the maximum likelihood estimate in hidden Markov models are extended in two directions. The stationarity assumption is relaxed, which allows for a covariate process influencing the hidden Markov process. Furthermore a class of estimating equations is considered...

  8. Efficient Incorporation of Markov Random Fields in Change Detection

    DEFF Research Database (Denmark)

    Aanæs, Henrik; Nielsen, Allan Aasbjerg; Carstensen, Jens Michael

    2009-01-01

    of noise, implying that the pixel-wise classifier is also noisy. There is thus a need for incorporating local homogeneity constraints into such a change detection framework. For this modelling task Markov Random Fields are suitable. Markov Random Fields have, however, previously been plagued by lack...

  9. Markov trace on the Yokonuma-Hecke algebra

    International Nuclear Information System (INIS)

    Juyumaya, J.

    2002-11-01

    The objective of this note is to prove that there exists a Markov trace on the Yokonuma-Hecke algebra. A motivation to define a Markov trace is to get polynomial invariants for knots in the sense of Jones construction. (author)

  10. Compositionality for Markov reward chains with fast and silent transitions

    NARCIS (Netherlands)

    Markovski, J.; Sokolova, A.; Trcka, N.; Vink, de E.P.

    2009-01-01

    A parallel composition is defined for Markov reward chains with stochastic discontinuity, and with fast and silent transitions. In this setting, compositionality with respect to the relevant aggregation preorders is established. For Markov reward chains with fast transitions the preorders are

  11. Model Checking Markov Reward Models with Impulse Rewards

    NARCIS (Netherlands)

    Cloth, Lucia; Katoen, Joost-Pieter; Khattri, Maneesh; Pulungan, Reza; Bondavalli, Andrea; Haverkort, Boudewijn; Tang, Dong

    This paper considers model checking of Markov reward models (MRMs), continuous-time Markov chains with state rewards as well as impulse rewards. The reward extension of the logic CSL (Continuous Stochastic Logic) is interpreted over such MRMs, and two numerical algorithms are provided to check the

  12. Recursive smoothers for hidden discrete-time Markov chains

    Directory of Open Access Journals (Sweden)

    Lakhdar Aggoun

    2005-01-01

    Full Text Available We consider a discrete-time Markov chain observed through another Markov chain. The proposed model extends models discussed by Elliott et al. (1995. We propose improved recursive formulae to update smoothed estimates of processes related to the model. These recursive estimates are used to update the parameter of the model via the expectation maximization (EM algorithm.

  13. First hitting probabilities for semi markov chains and estimation

    DEFF Research Database (Denmark)

    Georgiadis, Stylianos

    2017-01-01

    We first consider a stochastic system described by an absorbing semi-Markov chain with finite state space and we introduce the absorption probability to a class of recurrent states. Afterwards, we study the first hitting probability to a subset of states for an irreducible semi-Markov chain...

  14. ANALYTIC WORD RECOGNITION WITHOUT SEGMENTATION BASED ON MARKOV RANDOM FIELDS

    NARCIS (Netherlands)

    Coisy, C.; Belaid, A.

    2004-01-01

    In this paper, a method for analytic handwritten word recognition based on causal Markov random fields is described. The words models are HMMs where each state corresponds to a letter; each letter is modelled by a NSHP­HMM (Markov field). Global models are build dynamically, and used for recognition

  15. A Markov decision model for optimising economic production lot size ...

    African Journals Online (AJOL)

    Adopting such a Markov decision process approach, the states of a Markov chain represent possible states of demand. The decision of whether or not to produce additional inventory units is made using dynamic programming. This approach demonstrates the existence of an optimal state-dependent EPL size, and produces ...

  16. Portfolio allocation under the vendor managed inventory: A Markov ...

    African Journals Online (AJOL)

    Portfolio allocation under the vendor managed inventory: A Markov decision process. ... Journal of Applied Sciences and Environmental Management ... This study provides a review of Markov decision processes and investigates its suitability for solutions to portfolio allocation problems under vendor managed inventory in ...

  17. Logics and Models for Stochastic Analysis Beyond Markov Chains

    DEFF Research Database (Denmark)

    Zeng, Kebin

    , because of the generality of ME distributions, we have to leave the world of Markov chains. To support ME distributions with multiple exits, we introduce a multi-exits ME distribution together with a process algebra MEME to express the systems having the semantics as Markov renewal processes with ME...

  18. Introduction to the numerical solutions of Markov chains

    CERN Document Server

    Stewart, Williams J

    1994-01-01

    A cornerstone of applied probability, Markov chains can be used to help model how plants grow, chemicals react, and atoms diffuse - and applications are increasingly being found in such areas as engineering, computer science, economics, and education. To apply the techniques to real problems, however, it is necessary to understand how Markov chains can be solved numerically. In this book, the first to offer a systematic and detailed treatment of the numerical solution of Markov chains, William Stewart provides scientists on many levels with the power to put this theory to use in the actual world, where it has applications in areas as diverse as engineering, economics, and education. His efforts make for essential reading in a rapidly growing field. Here, Stewart explores all aspects of numerically computing solutions of Markov chains, especially when the state is huge. He provides extensive background to both discrete-time and continuous-time Markov chains and examines many different numerical computing metho...

  19. The Markov moment problem and extremal problems

    CERN Document Server

    Kreĭn, M G; Louvish, D

    1977-01-01

    In this book, an extensive circle of questions originating in the classical work of P. L. Chebyshev and A. A. Markov is considered from the more modern point of view. It is shown how results and methods of the generalized moment problem are interlaced with various questions of the geometry of convex bodies, algebra, and function theory. From this standpoint, the structure of convex and conical hulls of curves is studied in detail and isoperimetric inequalities for convex hulls are established; a theory of orthogonal and quasiorthogonal polynomials is constructed; problems on limiting values of integrals and on least deviating functions (in various metrics) are generalized and solved; problems in approximation theory and interpolation and extrapolation in various function classes (analytic, absolutely monotone, almost periodic, etc.) are solved, as well as certain problems in optimal control of linear objects.

  20. Learning Markov models for stationary system behaviors

    DEFF Research Database (Denmark)

    Chen, Yingke; Mao, Hua; Jaeger, Manfred

    2012-01-01

    to a single long observation sequence, and in these situations existing automatic learning methods cannot be applied. In this paper, we adapt algorithms for learning variable order Markov chains from a single observation sequence of a target system, so that stationary system properties can be verified using......Establishing an accurate model for formal verification of an existing hardware or software system is often a manual process that is both time consuming and resource demanding. In order to ease the model construction phase, methods have recently been proposed for automatically learning accurate...... the learned model. Experiments demonstrate that system properties (formulated as stationary probabilities of LTL formulas) can be reliably identified using the learned model....

  1. Neuroevolution Mechanism for Hidden Markov Model

    Directory of Open Access Journals (Sweden)

    Nabil M. Hewahi

    2011-12-01

    Full Text Available Hidden Markov Model (HMM is a statistical model based on probabilities. HMM is becoming one of the major models involved in many applications such as natural language
    processing, handwritten recognition, image processing, prediction systems and many more. In this research we are concerned with finding out the best HMM for a certain application domain. We propose a neuroevolution process that is based first on converting the HMM to a neural network, then generating many neural networks at random where each represents a HMM. We proceed by
    applying genetic operators to obtain new set of neural networks where each represents HMMs, and updating the population. Finally select the best neural network based on a fitness function.

  2. Improved hidden Markov model for nosocomial infections.

    Science.gov (United States)

    Khader, Karim; Leecaster, Molly; Greene, Tom; Samore, Matthew; Thomas, Alun

    2014-12-01

    We propose a novel hidden Markov model (HMM) for parameter estimation in hospital transmission models, and show that commonly made simplifying assumptions can lead to severe model misspecification and poor parameter estimates. A standard HMM that embodies two commonly made simplifying assumptions, namely a fixed patient count and binomially distributed detections is compared with a new alternative HMM that does not require these simplifying assumptions. Using simulated data, we demonstrate how each of the simplifying assumptions used by the standard model leads to model misspecification, whereas the alternative model results in accurate parameter estimates. © The Authors 2013. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.

  3. Estimation and uncertainty of reversible Markov models.

    Science.gov (United States)

    Trendelkamp-Schroer, Benjamin; Wu, Hao; Paul, Fabian; Noé, Frank

    2015-11-07

    Reversibility is a key concept in Markov models and master-equation models of molecular kinetics. The analysis and interpretation of the transition matrix encoding the kinetic properties of the model rely heavily on the reversibility property. The estimation of a reversible transition matrix from simulation data is, therefore, crucial to the successful application of the previously developed theory. In this work, we discuss methods for the maximum likelihood estimation of transition matrices from finite simulation data and present a new algorithm for the estimation if reversibility with respect to a given stationary vector is desired. We also develop new methods for the Bayesian posterior inference of reversible transition matrices with and without given stationary vector taking into account the need for a suitable prior distribution preserving the meta-stable features of the observed process during posterior inference. All algorithms here are implemented in the PyEMMA software--http://pyemma.org--as of version 2.0.

  4. Monte Carlo simulation of Markov unreliability models

    International Nuclear Information System (INIS)

    Lewis, E.E.; Boehm, F.

    1984-01-01

    A Monte Carlo method is formulated for the evaluation of the unrealibility of complex systems with known component failure and repair rates. The formulation is in terms of a Markov process allowing dependences between components to be modeled and computational efficiencies to be achieved in the Monte Carlo simulation. Two variance reduction techniques, forced transition and failure biasing, are employed to increase computational efficiency of the random walk procedure. For an example problem these result in improved computational efficiency by more than three orders of magnitudes over analog Monte Carlo. The method is generalized to treat problems with distributed failure and repair rate data, and a batching technique is introduced and shown to result in substantial increases in computational efficiency for an example problem. A method for separating the variance due to the data uncertainty from that due to the finite number of random walks is presented. (orig.)

  5. Recombination Processes and Nonlinear Markov Chains.

    Science.gov (United States)

    Pirogov, Sergey; Rybko, Alexander; Kalinina, Anastasia; Gelfand, Mikhail

    2016-09-01

    Bacteria are known to exchange genetic information by horizontal gene transfer. Since the frequency of homologous recombination depends on the similarity between the recombining segments, several studies examined whether this could lead to the emergence of subspecies. Most of them simulated fixed-size Wright-Fisher populations, in which the genetic drift should be taken into account. Here, we use nonlinear Markov processes to describe a bacterial population evolving under mutation and recombination. We consider a population structure as a probability measure on the space of genomes. This approach implies the infinite population size limit, and thus, the genetic drift is not assumed. We prove that under these conditions, the emergence of subspecies is impossible.

  6. SHARP ENTRYWISE PERTURBATION BOUNDS FOR MARKOV CHAINS.

    Science.gov (United States)

    Thiede, Erik; VAN Koten, Brian; Weare, Jonathan

    For many Markov chains of practical interest, the invariant distribution is extremely sensitive to perturbations of some entries of the transition matrix, but insensitive to others; we give an example of such a chain, motivated by a problem in computational statistical physics. We have derived perturbation bounds on the relative error of the invariant distribution that reveal these variations in sensitivity. Our bounds are sharp, we do not impose any structural assumptions on the transition matrix or on the perturbation, and computing the bounds has the same complexity as computing the invariant distribution or computing other bounds in the literature. Moreover, our bounds have a simple interpretation in terms of hitting times, which can be used to draw intuitive but rigorous conclusions about the sensitivity of a chain to various types of perturbations.

  7. A Markov Chain Model for Contagion

    Directory of Open Access Journals (Sweden)

    Angelos Dassios

    2014-11-01

    Full Text Available We introduce a bivariate Markov chain counting process with contagion for modelling the clustering arrival of loss claims with delayed settlement for an insurance company. It is a general continuous-time model framework that also has the potential to be applicable to modelling the clustering arrival of events, such as jumps, bankruptcies, crises and catastrophes in finance, insurance and economics with both internal contagion risk and external common risk. Key distributional properties, such as the moments and probability generating functions, for this process are derived. Some special cases with explicit results and numerical examples and the motivation for further actuarial applications are also discussed. The model can be considered a generalisation of the dynamic contagion process introduced by Dassios and Zhao (2011.

  8. Markov state models of protein misfolding

    Science.gov (United States)

    Sirur, Anshul; De Sancho, David; Best, Robert B.

    2016-02-01

    Markov state models (MSMs) are an extremely useful tool for understanding the conformational dynamics of macromolecules and for analyzing MD simulations in a quantitative fashion. They have been extensively used for peptide and protein folding, for small molecule binding, and for the study of native ensemble dynamics. Here, we adapt the MSM methodology to gain insight into the dynamics of misfolded states. To overcome possible flaws in root-mean-square deviation (RMSD)-based metrics, we introduce a novel discretization approach, based on coarse-grained contact maps. In addition, we extend the MSM methodology to include "sink" states in order to account for the irreversibility (on simulation time scales) of processes like protein misfolding. We apply this method to analyze the mechanism of misfolding of tandem repeats of titin domains, and how it is influenced by confinement in a chaperonin-like cavity.

  9. Multivariate Markov chain modeling for stock markets

    Science.gov (United States)

    Maskawa, Jun-ichi

    2003-06-01

    We study a multivariate Markov chain model as a stochastic model of the price changes of portfolios in the framework of the mean field approximation. The time series of price changes are coded into the sequences of up and down spins according to their signs. We start with the discussion for small portfolios consisting of two stock issues. The generalization of our model to arbitrary size of portfolio is constructed by a recurrence relation. The resultant form of the joint probability of the stationary state coincides with Gibbs measure assigned to each configuration of spin glass model. Through the analysis of actual portfolios, it has been shown that the synchronization of the direction of the price changes is well described by the model.

  10. Anatomy Ontology Matching Using Markov Logic Networks

    Directory of Open Access Journals (Sweden)

    Chunhua Li

    2016-01-01

    Full Text Available The anatomy of model species is described in ontologies, which are used to standardize the annotations of experimental data, such as gene expression patterns. To compare such data between species, we need to establish relationships between ontologies describing different species. Ontology matching is a kind of solutions to find semantic correspondences between entities of different ontologies. Markov logic networks which unify probabilistic graphical model and first-order logic provide an excellent framework for ontology matching. We combine several different matching strategies through first-order logic formulas according to the structure of anatomy ontologies. Experiments on the adult mouse anatomy and the human anatomy have demonstrated the effectiveness of proposed approach in terms of the quality of result alignment.

  11. Crossing over...Markov meets Mendel.

    Science.gov (United States)

    Mneimneh, Saad

    2012-01-01

    Chromosomal crossover is a biological mechanism to combine parental traits. It is perhaps the first mechanism ever taught in any introductory biology class. The formulation of crossover, and resulting recombination, came about 100 years after Mendel's famous experiments. To a great extent, this formulation is consistent with the basic genetic findings of Mendel. More importantly, it provides a mathematical insight for his two laws (and corrects them). From a mathematical perspective, and while it retains similarities, genetic recombination guarantees diversity so that we do not rapidly converge to the same being. It is this diversity that made the study of biology possible. In particular, the problem of genetic mapping and linkage-one of the first efforts towards a computational approach to biology-relies heavily on the mathematical foundation of crossover and recombination. Nevertheless, as students we often overlook the mathematics of these phenomena. Emphasizing the mathematical aspect of Mendel's laws through crossover and recombination will prepare the students to make an early realization that biology, in addition to being experimental, IS a computational science. This can serve as a first step towards a broader curricular transformation in teaching biological sciences. I will show that a simple and modern treatment of Mendel's laws using a Markov chain will make this step possible, and it will only require basic college-level probability and calculus. My personal teaching experience confirms that students WANT to know Markov chains because they hear about them from bioinformaticists all the time. This entire exposition is based on three homework problems that I designed for a course in computational biology. A typical reader is, therefore, an instructional staff member or a student in a computational field (e.g., computer science, mathematics, statistics, computational biology, bioinformatics). However, other students may easily follow by omitting the

  12. Crossing over...Markov meets Mendel.

    Directory of Open Access Journals (Sweden)

    Saad Mneimneh

    Full Text Available Chromosomal crossover is a biological mechanism to combine parental traits. It is perhaps the first mechanism ever taught in any introductory biology class. The formulation of crossover, and resulting recombination, came about 100 years after Mendel's famous experiments. To a great extent, this formulation is consistent with the basic genetic findings of Mendel. More importantly, it provides a mathematical insight for his two laws (and corrects them. From a mathematical perspective, and while it retains similarities, genetic recombination guarantees diversity so that we do not rapidly converge to the same being. It is this diversity that made the study of biology possible. In particular, the problem of genetic mapping and linkage-one of the first efforts towards a computational approach to biology-relies heavily on the mathematical foundation of crossover and recombination. Nevertheless, as students we often overlook the mathematics of these phenomena. Emphasizing the mathematical aspect of Mendel's laws through crossover and recombination will prepare the students to make an early realization that biology, in addition to being experimental, IS a computational science. This can serve as a first step towards a broader curricular transformation in teaching biological sciences. I will show that a simple and modern treatment of Mendel's laws using a Markov chain will make this step possible, and it will only require basic college-level probability and calculus. My personal teaching experience confirms that students WANT to know Markov chains because they hear about them from bioinformaticists all the time. This entire exposition is based on three homework problems that I designed for a course in computational biology. A typical reader is, therefore, an instructional staff member or a student in a computational field (e.g., computer science, mathematics, statistics, computational biology, bioinformatics. However, other students may easily follow by

  13. Bayesian tomography by interacting Markov chains

    Science.gov (United States)

    Romary, T.

    2017-12-01

    In seismic tomography, we seek to determine the velocity of the undergound from noisy first arrival travel time observations. In most situations, this is an ill posed inverse problem that admits several unperfect solutions. Given an a priori distribution over the parameters of the velocity model, the Bayesian formulation allows to state this problem as a probabilistic one, with a solution under the form of a posterior distribution. The posterior distribution is generally high dimensional and may exhibit multimodality. Moreover, as it is known only up to a constant, the only sensible way to addressthis problem is to try to generate simulations from the posterior. The natural tools to perform these simulations are Monte Carlo Markov chains (MCMC). Classical implementations of MCMC algorithms generally suffer from slow mixing: the generated states are slow to enter the stationary regime, that is to fit the observations, and when one mode of the posterior is eventually identified, it may become difficult to visit others. Using a varying temperature parameter relaxing the constraint on the data may help to enter the stationary regime. Besides, the sequential nature of MCMC makes them ill fitted toparallel implementation. Running a large number of chains in parallel may be suboptimal as the information gathered by each chain is not mutualized. Parallel tempering (PT) can be seen as a first attempt to make parallel chains at different temperatures communicate but only exchange information between current states. In this talk, I will show that PT actually belongs to a general class of interacting Markov chains algorithm. I will also show that this class enables to design interacting schemes that can take advantage of the whole history of the chain, by authorizing exchanges toward already visited states. The algorithms will be illustrated with toy examples and an application to first arrival traveltime tomography.

  14. Direct observation of shear–induced nanocrystal attachment and coalescence in CuZr-based metallic glasses: TEM investigation

    International Nuclear Information System (INIS)

    Hajlaoui, K.; Alrasheedi, Nashmi H.; Yavari, A.R.

    2016-01-01

    In-situ tensile straining tests were performed in a transmission electron microscope (TEM) to analyse the deformation processes in CuZr-based metallic glasses and to directly observe the phase transformation occurrence. We report evidence of shear induced coalescence of nanocrystals in the vicinity of deformed regions. Nanocrystals grow in shear bands, come into contact, being attached and progressively coalesce under applied shear stress. - Highlights: • In-situ tensile straining test in TEM was investigated on CuZr-Based metallic glass. • Strain induces nanocrystallization and subsequent attachment and coalescence of nanocrystals. • The coalescence of nanocrystals compensates strain softening in metallic glasses.

  15. Knitmesh And Duplex-Nylon Type Coalescence Aids Use In Phase Disengagement

    Directory of Open Access Journals (Sweden)

    Hamit Topuz

    2017-10-01

    Full Text Available This study shows how dispersions consisted of droplet sizes ranging from 100 microns and above of immiscible liquids in agitated vessels coalesced and settled back to their phases by employing commercially known as knit-mesh made from stainless steel and nylon. These components known as higher surface energy and lower surface energy contained coalesce aids respectively. In addition to compare coalesce aid made purely from commercially known as duplex-nylon also used. The experimental set up was 13 scale of a single stage mixer-settler unit of the already existing unit which was in use at BNFL Springfield Works. The liquid liquid system made from 20 tri-butyl-phosphate TBP technical grade of odorless kerosene forming the light organic phase or solvent phase and 5 M nitric acid forming the heavy aqueous phase. The solvent phase contained 70 gram of uranium per liter. Uranium contained phase was supplied by above mentioned company.

  16. Coalescence measurements for evolving foams monitored by real-time projection imaging

    International Nuclear Information System (INIS)

    Myagotin, A; Helfen, L; Baumbach, T

    2009-01-01

    Real-time radiographic projection imaging together with novel spatio-temporal image analysis is presented to be a powerful technique for the quantitative analysis of coalescence processes accompanying the generation and temporal evolution of foams and emulsions. Coalescence events can be identified as discontinuities in a spatio-temporal image representing a sequence of projection images. Detection, identification of intensity and localization of the discontinuities exploit a violation criterion of the Fourier shift theorem and are based on recursive spatio-temporal image partitioning. The proposed method is suited for automated measurements of discontinuity rates (i.e., discontinuity intensity per unit time), so that large series of radiographs can be analyzed without user intervention. The application potential is demonstrated by the quantification of coalescence during the formation and decay of metal foams monitored by real-time x-ray radiography

  17. Modeling Uncertainty of Directed Movement via Markov Chains

    Directory of Open Access Journals (Sweden)

    YIN Zhangcai

    2015-10-01

    Full Text Available Probabilistic time geography (PTG is suggested as an extension of (classical time geography, in order to present the uncertainty of an agent located at the accessible position by probability. This may provide a quantitative basis for most likely finding an agent at a location. In recent years, PTG based on normal distribution or Brown bridge has been proposed, its variance, however, is irrelevant with the agent's speed or divergent with the increase of the speed; so they are difficult to take into account application pertinence and stability. In this paper, a new method is proposed to model PTG based on Markov chain. Firstly, a bidirectional conditions Markov chain is modeled, the limit of which, when the moving speed is large enough, can be regarded as the Brown bridge, thus has the characteristics of digital stability. Then, the directed movement is mapped to Markov chains. The essential part is to build step length, the state space and transfer matrix of Markov chain according to the space and time position of directional movement, movement speed information, to make sure the Markov chain related to the movement speed. Finally, calculating continuously the probability distribution of the directed movement at any time by the Markov chains, it can be get the possibility of an agent located at the accessible position. Experimental results show that, the variance based on Markov chains not only is related to speed, but also is tending towards stability with increasing the agent's maximum speed.

  18. Irreversible Local Markov Chains with Rapid Convergence towards Equilibrium

    Science.gov (United States)

    Kapfer, Sebastian C.; Krauth, Werner

    2017-12-01

    We study the continuous one-dimensional hard-sphere model and present irreversible local Markov chains that mix on faster time scales than the reversible heat bath or Metropolis algorithms. The mixing time scales appear to fall into two distinct universality classes, both faster than for reversible local Markov chains. The event-chain algorithm, the infinitesimal limit of one of these Markov chains, belongs to the class presenting the fastest decay. For the lattice-gas limit of the hard-sphere model, reversible local Markov chains correspond to the symmetric simple exclusion process (SEP) with periodic boundary conditions. The two universality classes for irreversible Markov chains are realized by the totally asymmetric SEP (TASEP), and by a faster variant (lifted TASEP) that we propose here. We discuss how our irreversible hard-sphere Markov chains generalize to arbitrary repulsive pair interactions and carry over to higher dimensions through the concept of lifted Markov chains and the recently introduced factorized Metropolis acceptance rule.

  19. Multimode multidrop serial coalescence effects during condensation on hierarchical superhydrophobic surfaces.

    Science.gov (United States)

    Rykaczewski, Konrad; Paxson, Adam T; Anand, Sushant; Chen, Xuemei; Wang, Zuankai; Varanasi, Kripa K

    2013-01-22

    The prospect of enhancing the condensation rate by decreasing the maximum drop departure diameter significantly below the capillary length through spontaneous drop motion has generated significant interest in condensation on superhydrophobic surfaces (SHS). The mobile coalescence leading to spontaneous drop motion was initially reported to occur only on hierarchical SHS, consisting of both nanoscale and microscale topological features. However, subsequent studies have shown that mobile coalescence also occurs on solely nanostructured SHS. Thus, recent focus has been on understanding the condensation process on nanostructured surfaces rather than on hierarchical SHS. In this work, we investigate the impact of microscale topography of hierarchical SHS on the droplet coalescence dynamics and wetting states during the condensation process. We show that isolated mobile and immobile coalescence between two drops, almost exclusively focused on in previous studies, are rare. We identify several new droplet shedding modes, which are aided by tangential propulsion of mobile drops. These droplet shedding modes comprise of multiple droplets merging during serial coalescence events, which culminate in formation of a drop that either departs or remains anchored to the surface. We directly relate postmerging drop adhesion to formation of drops in nanoscale as well as microscale Wenzel and Cassie-Baxter wetting states. We identify the optimal microscale feature spacing of the hierarchical SHS, which promotes departure of the highest number of microdroplets. This optimal surface architecture consists of microscale features spaced close enough to enable transition of larger droplets into micro-Cassie state yet, at the same time, provides sufficient spacing in-between the features for occurrence of mobile coalescence.

  20. Coalescence and 2.7 K black body distorsion in baryon symmetric Big Bang Cosmology

    International Nuclear Information System (INIS)

    Ramani, A.; Puget, J.L.

    1976-01-01

    We discuss here the efficiency of coalescence during the late phases of a baryon symmetric Big Bang Cosmology. We show that during the radiative period, coalescence cannot be as efficient as it was stated in a previous paper. During the matter dominated period, matter and antimatter might be separated on the scale of clusters of galaxies, but only at the expense of substantive distorsions of the 2.7 K black body background radiation. We compute lower limits to these distorsions as functions of the density of matter in the universe and show that only in the case of a very dilute universe can these values be reconciled with experimental results. (orig.) [de

  1. Bunch coalescing and bunch rotation in the Fermilab Main Ring: Operational experience and comparison with simulations

    International Nuclear Information System (INIS)

    Martin, P.S.; Wildman, D.W.

    1988-01-01

    The Fermilab Tevatron I proton-antiproton collider project requires that the Fermilab Main Ring produce intense bunches of protons and antiprotons for injection into the Tevatron. The process of coalescing a small number of harmonic number h=1113 bunches into a single bunch by bunch-rotating in a lower harmonic rf system is described.The Main Ring is also required to extract onto the antiproton production target bunches with as narrow a time spread as possible. This operation is also discussed. The operation of the bunch coalescing and bunch rotation are compared with simulations using the computer program ESME. 2 refs., 8 figs

  2. GW151226: Observation of Gravitational Waves from a 22-Solar-Mass Binary Black Hole Coalescence

    OpenAIRE

    Abbott, B. P.; Abbott, R.; Adhikari, R. X.; Anderson, S. B.; Arai, K.; Araya, M. C.; Barayoga, J. C.; Barish, B. C.; Berger, B. K.; Billingsley, G.; Blackburn, J. K.; Bork, R.; Brooks, A. F.; Brunett, S.; Cahillane, C.

    2016-01-01

    We report the observation of a gravitational-wave signal produced by the coalescence of two stellar-mass black holes. The signal, GW151226, was observed by the twin detectors of the Laser Interferometer Gravitational-Wave Observatory (LIGO) on December 26, 2015 at 03:38:53 UTC. The signal was initially identified within 70 s by an online matched-filter search targeting binary coalescences. Subsequent off-line analyses recovered GW151226 with a network signal-to-noise ratio of 13 and a signifi...

  3. Markov processes from K. Ito's perspective (AM-155)

    CERN Document Server

    Stroock, Daniel W

    2003-01-01

    Kiyosi Itô''s greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Feller theory of Markov processes. Starting with the geometric ideas that guided him, this book gives an account of Itô''s program. The modern theory of Markov processes was initiated by A. N. Kolmogorov. However, Kolmogorov''s approach was too analytic to reveal the probabilistic foundations on which it rests. In particular, it hides the central role played by the simplest Markov processes: those with independent, identically distributed incremen

  4. Sampling rare fluctuations of discrete-time Markov chains

    Science.gov (United States)

    Whitelam, Stephen

    2018-03-01

    We describe a simple method that can be used to sample the rare fluctuations of discrete-time Markov chains. We focus on the case of Markov chains with well-defined steady-state measures, and derive expressions for the large-deviation rate functions (and upper bounds on such functions) for dynamical quantities extensive in the length of the Markov chain. We illustrate the method using a series of simple examples, and use it to study the fluctuations of a lattice-based model of active matter that can undergo motility-induced phase separation.

  5. Markov's theorem and algorithmically non-recognizable combinatorial manifolds

    International Nuclear Information System (INIS)

    Shtan'ko, M A

    2004-01-01

    We prove the theorem of Markov on the existence of an algorithmically non-recognizable combinatorial n-dimensional manifold for every n≥4. We construct for the first time a concrete manifold which is algorithmically non-recognizable. A strengthened form of Markov's theorem is proved using the combinatorial methods of regular neighbourhoods and handle theory. The proofs coincide for all n≥4. We use Borisov's group with insoluble word problem. It has two generators and twelve relations. The use of this group forms the base for proving the strengthened form of Markov's theorem

  6. Food labels

    DEFF Research Database (Denmark)

    Selsøe Sørensen, Henrik; Clement, Jesper; Gabrielsen, Gorm

    2012-01-01

    evidence for dividing consumers into two profiles: one relying on general food knowledge and another using knowledge related to signpost labels. In a combined eyetracking and questionnaire survey we analyse the influence of background knowledge and identify different patterns of visual attention......The food industry develops tasty and healthy food but fails to deliver the message to all consumers. The consumers’ background knowledge is essential for how they find and decode relevant elements in the cocktail of signs which fight for attention on food labels. In this exploratory study, we find...... for the two consumer profiles. This underlines the complexity in choosing and designing the ‘right’ elements for a food package that consumers actually look at and are able to make rational use of. In spite of any regulation of food information provided by authorities, consumers will still be confronted...

  7. Filtering of a Markov Jump Process with Counting Observations

    International Nuclear Information System (INIS)

    Ceci, C.; Gerardi, A.

    2000-01-01

    This paper concerns the filtering of an R d -valued Markov pure jump process when only the total number of jumps are observed. Strong and weak uniqueness for the solutions of the filtering equations are discussed

  8. The Independence of Markov's Principle in Type Theory

    DEFF Research Database (Denmark)

    Coquand, Thierry; Mannaa, Bassel

    2017-01-01

    for the generic point of this model. Instead we design an extension of type theory, which intuitively extends type theory by the addition of a generic point of Cantor space. We then show the consistency of this extension by a normalization argument. Markov's principle does not hold in this extension......In this paper, we show that Markov's principle is not derivable in dependent type theory with natural numbers and one universe. One way to prove this would be to remark that Markov's principle does not hold in a sheaf model of type theory over Cantor space, since Markov's principle does not hold......, and it follows that it cannot be proved in type theory....

  9. Classification of customer lifetime value models using Markov chain

    Science.gov (United States)

    Permana, Dony; Pasaribu, Udjianna S.; Indratno, Sapto W.; Suprayogi

    2017-10-01

    A firm’s potential reward in future time from a customer can be determined by customer lifetime value (CLV). There are some mathematic methods to calculate it. One method is using Markov chain stochastic model. Here, a customer is assumed through some states. Transition inter the states follow Markovian properties. If we are given some states for a customer and the relationships inter states, then we can make some Markov models to describe the properties of the customer. As Markov models, CLV is defined as a vector contains CLV for a customer in the first state. In this paper we make a classification of Markov Models to calculate CLV. Start from two states of customer model, we make develop in many states models. The development a model is based on weaknesses in previous model. Some last models can be expected to describe how real characters of customers in a firm.

  10. Markov Chain: A Predictive Model for Manpower Planning ...

    African Journals Online (AJOL)

    ADOWIE PERE

    Keywords: Markov Chain, Transition Probability Matrix, Manpower Planning, Recruitment, Promotion, .... movement of the workforce in Jordan productivity .... Planning periods, with T being the horizon, the value of t represents a session.

  11. Continuous-time Markov decision processes theory and applications

    CERN Document Server

    Guo, Xianping

    2009-01-01

    This volume provides the first book entirely devoted to recent developments on the theory and applications of continuous-time Markov decision processes (MDPs). The MDPs presented here include most of the cases that arise in applications.

  12. A simplified parsimonious higher order multivariate Markov chain model

    Science.gov (United States)

    Wang, Chao; Yang, Chuan-sheng

    2017-09-01

    In this paper, a simplified parsimonious higher-order multivariate Markov chain model (SPHOMMCM) is presented. Moreover, parameter estimation method of TPHOMMCM is give. Numerical experiments shows the effectiveness of TPHOMMCM.

  13. A tridiagonal parsimonious higher order multivariate Markov chain model

    Science.gov (United States)

    Wang, Chao; Yang, Chuan-sheng

    2017-09-01

    In this paper, we present a tridiagonal parsimonious higher-order multivariate Markov chain model (TPHOMMCM). Moreover, estimation method of the parameters in TPHOMMCM is give. Numerical experiments illustrate the effectiveness of TPHOMMCM.

  14. Optimisation of Hidden Markov Model using Baum–Welch algorithm ...

    Indian Academy of Sciences (India)

    The present work is a part of development of Hidden Markov Model. (HMM) based ... the Himalaya. In this work, HMMs have been developed for forecasting of maximum and minimum ..... data collection teams of Snow and Avalanche Study.

  15. Markov chain: a predictive model for manpower planning | Ezugwu ...

    African Journals Online (AJOL)

    In respect of organizational management, numerous previous studies have ... and to forecast the academic staff structure of the university in the next five years. ... Keywords: Markov Chain, Transition Probability Matrix, Manpower Planning, ...

  16. A Novel Method for Decoding Any High-Order Hidden Markov Model

    Directory of Open Access Journals (Sweden)

    Fei Ye

    2014-01-01

    Full Text Available This paper proposes a novel method for decoding any high-order hidden Markov model. First, the high-order hidden Markov model is transformed into an equivalent first-order hidden Markov model by Hadar’s transformation. Next, the optimal state sequence of the equivalent first-order hidden Markov model is recognized by the existing Viterbi algorithm of the first-order hidden Markov model. Finally, the optimal state sequence of the high-order hidden Markov model is inferred from the optimal state sequence of the equivalent first-order hidden Markov model. This method provides a unified algorithm framework for decoding hidden Markov models including the first-order hidden Markov model and any high-order hidden Markov model.

  17. GW170814: A Three-Detector Observation of Gravitational Waves from a Binary Black Hole Coalescence

    NARCIS (Netherlands)

    Abbott, B. P.; Abbott, R.; Abbott, T. D.; Acernese, F.; Ackley, K.; Adams, C.; Adams, T.; Addesso, P.; Adhikari, R. X.; Adya, V. B.; Affeldt, C.; Afrough, M.; Agarwal, B.; Agathos, M.; Agatsuma, K.; Aggarwal, N.; Aguiar, O. D.; Aiello, L.; Ain, A.; Ajith, P.; Allen, B.; Allen, G.; Allocca, A.; Altin, P. A.; Amato, A.; Ananyeva, A.; Anderson, S. B.; Anderson, W. G.; Angelova, S. V.; Antier, S.; Appert, S.; Arai, K.; Araya, M. C.; Areeda, J. S.; Arnaud, N.; Arun, K. G.; Ascenzi, S.; Ashton, G.; Ast, M.; Aston, S. M.; Astone, P.; Atallah, D. V.; Aufmuth, P.; Aulbert, C.; AultONeal, K.; Austin, C.; Avila-Alvarez, A.; Babak, S.; Bacon, P.; Bader, M. K. M.; Bae, S.; Baker, P. T.; Baldaccini, F.; Ballardin, G.; Ballmer, S. W.; Banagiri, S.; Barayoga, J. C.; Barclay, S. E.; Barish, B. C.; Barker, D.; Barkett, K.; Barone, F.; Barr, B.; Barsotti, L.; Barsuglia, M.; Barta, D.; Barthelmy, S. D.; Bartlett, J.; Bartos, I.; Bassiri, R.; Basti, A.; Batch, J. C.; Bawaj, M.; Bayley, J. C.; Bazzan, M.; Becsy, B.; Beer, C.; Bejger, M.; Belahcene, I.; Bell, A. S.; Berger, B. K.; Bergmann, G.; Bero, J. J.; Berry, C. P. L.; Bersanetti, D.; Bertolini, A.; Betzwieser, J.; Bhagwat, S.; Bhandare, R.; Bilenko, I. A.; Billingsley, G.; Billman, C. R.; Birch, J.; Birney, R.; Birnholtz, O.; Biscans, S.; Biscoveanu, S.; Bisht, A.; Bitossi, M.; Biwer, C.; Bizouard, M. A.; Blackburn, J. K.; Blackman, J.; Blair, C. D.; Blair, D. G.; Blair, R. M.; Bloemen, S.; Bock, O.; Bode, N.; Boer, M.; Bogaert, G.; Bohe, A.; Bondu, F.; Bonilla, E.; Bonnand, R.; Boom, B. A.; Bork, R.; Boschi, V.; Bose, S.; Bossie, K.; Bouffanais, Y.; Bozzi, A.; Bradaschia, C.; Brady, P. R.; Branchesi, M.; Brau, J. E.; Briant, T.; Brillet, A.; Brinkmann, M.; Brisson, V.; Brockill, P.; Broida, J. E.; Brooks, A. F.; Brown, D. A.; Brown, D. D.; Brunett, S.; Buchanan, C. C.; Buikema, A.; Bulik, T.; Bulten, H. J.; Buonanno, A.; Buskulic, D.; Buy, C.; Byer, R. L.; Cabero, M.; Cadonati, L.; Cagnoli, G.; Cahillane, C.; Bustillo, J. Caldeorn; Callister, T. A.; Calloni, E.; Camp, J. B.; Canepa, M.; Canizares, P.; Cannon, K. C.; Cao, H.; Cao, J.; Capano, C. D.; Capocasa, E.; Carbognani, F.; Caride, S.; Carney, M. F.; Diaz, J. Casanueva; Casentini, C.; Caudill, S.; Cavaglia, M.; Cavalier, F.; Cavalieri, R.; Cella, G.; Cepeda, C. B.; Duran, P. Cerda; Cerretani, G.; Cesarini, E.; Chamberlin, S. J.; Chan, M.; Chao, S.; Charlton, P.; Chase, E.; Chassande-Mottin, E.; Chatterjee, D.; Chatziioannou, K.; Cheeseboro, B. D.; Chen, H. Y.; Chen, X.; Chen, Y.; Cheng, H. -P.; Chia, H.; Chincarini, A.; Chiummo, A.; Chmiel, T.; Cho, H. S.; Cho, M.; Chow, J. H.; Christensen, N.; Chu, Q.; Chua, A. J. K.; Chua, S.; Chung, A. K. W.; Chung, S.; Ciani, G.; Ciolfi, R.; Cirelli, C. E.; Cirone, A.; Clara, F.; Clark, J. A.; Clearwater, P.; Cleva, F.; Cocchieri, C.; Coccia, E.; Cohadon, P. -F.; Cohen, D.; Colla, A.; Collette, C. G.; Cominsky, L. R.; Constancio, M., Jr.; Conti, L.; Cooper, S. J.; Corban, P.; Corbitt, T. R.; Cordero-Carrion, I.; Corley, K. R.; Cornish, N.; Corsi, A.; Cortese, S.; Costa, C. A.; Coughlin, M. W.; Coughlin, S. B.; Coulon, J. -P.; Countryman, S. T.; Couvares, P.; Covas, P. B.; Cowan, E. E.; Coward, D. M.; Cowart, M. J.; Coyne, D. C.; Coyne, R.; Creighton, J. D. E.; Creighton, T. D.; Cripe, J.; Crowder, S. G.; Cullen, T. J.; Cumming, A.; Cunningham, L.; Cuoco, E.; Dal Canton, T.; Dalya, G.; Danilishin, S. L.; D'Antonio, S.; Danzmann, K.; Dasgupta, A.; Costa, C. F. Da Silva; Dattilo, V.; Dave, I.; Davier, M.; Davis, D.; Daw, E. J.; Day, B.; De, S.; Debra, D.; Degallaix, J.; De laurentis, M.; Deleglise, S.; Del Pozzo, W.; Demos, N.; Denker, T.; Dent, T.; De Pietri, R.; Dergachev, V.; De Rosa, R.; DeRosa, R. T.; De Rossi, C.; DeSalvo, R.; De Varona, O.; Devenson, J.; Dhurandhar, S.; Diaz, M. C.; Di Fiore, L.; Di Giovanni, M.; Di Girolamo, T.; Di Lieto, A.; Di Pace, S.; Di Palma, I.; Di Renzo, F.; Doctor, Z.; Dolique, V.; Donovan, F.; Dooley, K. L.; Doravari, S.; Dorrington, I.; Douglas, R.; Alvarez, M. Dovale; Downes, T. P.; Drago, M.; Dreissigacker, C.; Driggers, J. C.; Du, Z.; Ducrot, M.; Dupej, P.; Dwyer, S. E.; Edo, T. B.; Edwards, M. C.; Effler, A.; Eggenstein, H. -B.; Ehrens, P.; Eichholz, J.; Eikenberry, S. S.; Eisenstein, R. A.; Essick, R. C.; Estevez, D.; Etienne, Z. B.; Etzel, T.; Evans, M.; Evans, T. M.; Factourovich, M.; Fafone, V.; Fair, H.; Fairhurst, S.; Fan, X.; Farinon, S.; Farr, B.; Farr, W. M.; Fauchon-Jones, E. J.; Favata, M.; Fays, M.; Fee, C.; Fehrmann, H.; Feicht, J.; Fejer, M. M.; Fernandez-Galiana, A.; Ferrante, I.; Ferreira, E. C.; Ferrini, F.; Fidecaro, F.; Finstad, D.; Fiori, I.; Fiorucci, D.; Fishbach, M.; Fisher, R. P.; Fitz-Axen, M.; Flaminio, R.; Fletcher, M.; Fong, H.; Font, J. A.; Forsyth, P. W. F.; Forsyth, S. S.; Fournier, J. -D.; Frasca, S.; Frasconi, F.; Frei, Z.; Freise, A.; Frey, R.; Frey, V.; Fries, E. M.; Fritschel, P.; Frolov, V. V.; Fulda, P.; Fyffe, M.; Gabbard, H.; Gadre, B. U.; Gaebel, S. M.; Gair, J. R.; Gammaitoni, L.; Ganija, M. R.; Gaonkar, S. G.; Garcia-Quiros, C.; Garufi, F.; Gateley, B.; Gaudio, S.; Gaur, G.; Gayathri, V.; Gehrels, N.; Gemme, G.; Genin, E.; Gennai, A.; George, D.; George, J.; Gergely, L.; Germain, V.; Ghonge, S.; Ghosh, Abhirup; Ghosh, Archisman; Ghosh, S.; Giaime, J. A.; Giardina, K. D.; Giazotto, A.; Gill, K.; Glover, L.; Goetz, E.; Goetz, R.; Gomes, S.; Goncharov, B.; Gonzalez, G.; Castro, J. M. Gonzalez; Gopakumar, A.; Gorodetsky, M. L.; Gossan, S. E.; Gosselin, M.; Gouaty, R.; Grado, A.; Graef, C.; Granata, M.; Grant, A.; Gras, S.; Gray, C.; Greco, G.; Green, A. C.; Gretarsson, E. M.; Groot, P.; Grote, H.; Grunewald, S.; Gruning, P.; Guidi, G. M.; Guo, X.; Gupta, A.; Gupta, M. K.; Gushwa, K. E.; Gustafson, E. K.; Gustafson, R.; Halim, O.; Hall, B. R.; Hall, E. D.; Hamilton, E. Z.; Hammond, G.; Haney, M.; Hanke, M. M.; Hanks, J.; Hanna, C.; Hannam, M. D.; Hannuksela, O. A.; Hanson, J.; Hardwick, T.; Harms, J.; Harry, G. M.; Harry, I. W.; Hart, M. J.; Haster, C. -J.; Haughian, K.; Healy, J.; Heidmann, A.; Heintze, M. C.; Heitmann, H.; Hello, P.; Hemming, G.; Hendry, M.; Heng, I. S.; Hennig, J.; Heptonstall, A. W.; Heurs, M.; Hild, S.; Hinderer, T.; Hoak, D.; Hofman, D.; Holt, K.; Holz, D. E.; Hopkins, P.; Horst, C.; Hough, J.; Houston, E. A.; Howell, E. J.; Hu, Y. M.; Huerta, E. A.; Huet, D.; Hughey, B.; Husa, S.; Huttner, S. H.; Huynh-Dinh, T.; Indik, N.; Inta, R.; Intini, G.; Isa, H. N.; Isac, J. -M.; Isi, M.; Iyer, B. R.; Izumi, K.; Jacqmin, T.; Jani, K.; Jaranowski, P.; Jawahar, S.; Jimenez-Forteza, F.; Johnson, W. W.; Johnson-McDaniel, N. K.; Jones, D. I.; Jones, R.; Jonker, R. J. G.; Ju, L.; Junker, J.; Kalaghatgi, C. V.; Kalogera, V.; Kamai, B.; Kandhasamy, S.; Kang, G.; Kanner, J. B.; Kapadia, S. J.; Karki, S.; Karvinen, K. S.; Kasprzack, M.; Katolik, M.; Katsavounidis, E.; Katzman, W.; Kaufer, S.; Kawabe, K.; Kefelian, F.; Keitel, D.; Kemball, A. J.; Kennedy, R.; Kent, C.; Key, J. S.; Khalili, F. Y.; Khan, I.; Khan, S.; Khan, Z.; Khazanov, E. A.; Kijbunchoo, N.; Kim, Chunglee; Kim, C.; Kim, K.; Kim, W.; Kim, W. S.; Kim, Y-M.; Kimbrell, S. J.; King, E. J.; King, P. J.; Kinley-Hanlon, M.; Kirchhoff, R.; Kissel, J. S.; Kleybolte, L.; Klimenko, S.; Knowles, T. D.; Koch, P.; Koehlenbeck, S. M.; Koley, S.; Kondrashov, V.; Kontos, A.; Korobko, M.; Korth, W. Z.; Kowalska, I.; Kozak, D. B.; Kraemer, C.; Kringel, V.; Krishnan, B.; Krolak, A.; Kuehn, G.; Kumar, P.; Kumar, R.; Kumar, S.; Kuo, L.; Kutynia, A.; Kwang, S.; Lackey, B. D.; Lai, K. H.; Landry, M.; Lang, R. N.; Lange, J.; Lantz, B.; Lanza, R. K.; Lartaux-Vollard, A.; Lasky, P. D.; Laxen, M.; Lazzarini, A.; Lazzaro, C.; Leaci, P.; Leavey, S.; Lee, C. H.; Lee, H. K.; Lee, H. M.; Lee, H. W.; Lee, K.; Lehmann, J.; Lenon, A.; Leonardi, M.; Leroy, N.; Letendre, N.; Levin, Y.; Li, T. G. F.; Linker, S. D.; Littenberg, T. B.; Liu, J.; Lo, R. K. L.; Lockerbie, N. A.; London, L. T.; Lord, J. E.; Lorenzini, M.; Loriette, V.; Lormand, M.; Losurdo, G.; Lough, J. D.; Lousto, C. O.; Lovelace, G.; Lueck, H.; Lumaca, D.; Lundgren, A. P.; Lynch, R.; Ma, Y.; Macas, R.; Macfoy, S.; Machenschalk, B.; MacInnis, M.; Macleod, D. M.; Hernandez, I. Magana; Magana-Sandoval, F.; Zertuche, L. Magana; Magee, R. M.; Majorana, E.; Maksimovic, I.; Man, N.; Mandic, V.; Mangano, V.; Mansell, G. L.; Manske, M.; Mantovani, M.; Marchesoni, F.; Marion, F.; Marka, S.; Marka, Z.; Markakis, C.; Markosyan, A. S.; Markowitz, A.; Maros, E.; Marquina, A.; Marsh, P.; Martelli, F.; Martellini, L.; Martin, I. W.; Martin, R. M.; Martynov, D. V.; Mason, K.; Massera, E.; Masserot, A.; Massinger, T. J.; Masso-Reid, M.; Mastrogiovanni, S.; Matas, A.; Matichard, F.; Matone, L.; Mavalvala, N.; Mazumder, N.; McCarthy, R.; McClelland, D. E.; McCormick, S.; McCuller, L.; McGuire, S. C.; McIntyre, G.; McIver, J.; McManus, D. J.; McNeill, L.; McRae, T.; McWilliams, S. T.; Meacher, D.; Meadors, G. D.; Mehmet, M.; Meidam, J.; Mejuto-Villa, E.; Melatos, A.; Mendell, G.; Mercer, R. A.; Merilh, E. L.; Merzougui, M.; Meshkov, S.; Messenger, C.; Messick, C.; Metzdorff, R.; Meyers, P. M.; Miao, H.; Michel, C.; Middleton, H.; Mikhailov, E. E.; Milano, L.; Miller, A. L.; Miller, B. B.; Miller, J.; Millhouse, M.; Milovich-Goff, M. C.; Minazzoli, O.; Minenkov, Y.; Ming, J.; Mishra, C.; Mitra, S.; Mitrofanov, V. P.; Mitselmakher, G.; Mittleman, R.; Moffa, D.; Moggi, A.; Mogushi, K.; Mohan, M.; Mohapatra, S. R. P.; Montani, M.; Moore, C. J.; Moraru, D.; Moreno, G.; Morisaki, S.; Morriss, S. R.; Mours, B.; Mow-Lowry, C. M.; Mueller, G.; Muir, A. W.; Mukherjee, A.; Mukherjee, D.; Mukherjee, S.; Mukund, N.; Mullavey, A.; Munch, J.; Muniz, E. A.; Muratore, M.; Murray, P. G.; Napier, K.; Nardecchia, I.; Naticchioni, L.; Nayak, R. K.; Neilson, J.; Nelemans, G.; Nelson, T. J. N.; Nery, M.; Neunzert, A.; Nevin, L.; Newport, J. M.; Newton, G.; Ng, K. K. Y.; Nguyen, T. T.; Nichols, D.; Nielsen, A. B.; Nissanke, S.; Nitz, A.; Noack, A.; Nocera, F.; Nolting, D.; North, C.; Nuttall, L. K.; Oberling, J.; O'Dea, G. D.; Ogin, G. H.; Oh, J. J.; Oh, S. H.; Ohme, F.; Okada, M. A.; Oliver, M.; Oppermann, P.; Oram, R. J.; O'Reilly, B.; Ormiston, R.; Ortega, L. F.; O'Shaughnessy, R.; Ossokine, S.; Ottaway, D. J.; Overmier, H.; Owen, B. J.; Pace, A. E.; Page, J.; Page, M. A.; Pai, A.; Pai, S. A.; Palamos, J. R.; Palashov, O.; Palomba, C.; Pal-Singh, A.; Pan, Howard; Pan, Huang-Wei; Pang, B.; Pang, P. T. H.; Pankow, C.; Pannarale, F.; Pant, B. C.; Paoletti, F.; Paoli, A.; Papa, M. A.; Parida, A.; Parker, W.; Pascucci, D.; Pasqualetti, A.; Passaquieti, R.; Passuello, D.; Patil, M.; Patricelli, B.; Pearlstone, B. L.; Pedraza, M.; Pedurand, R.; Pekowsky, L.; Pele, A.; Penn, S.; Perez, C. J.; Perreca, A.; Perri, L. M.; Pfeiffer, H. P.; Phelps, M.; Piccinni, O. J.; Pichot, M.; Piergiovanni, F.; Pierro, V.; Pillant, G.; Pinard, L.; Pinto, I. M.; Pirello, M.; Pitkin, M.; Poe, M.; Poggiani, R.; Popolizio, P.; Porter, E. K.; Post, A.; Powell, J.; Prasad, J.; Pratt, J. W. W.; Pratten, G.; Predoi, V.; Prestegard, T.; Prijatelj, M.; Principe, M.; Privitera, S.; Prix, R.; Prodi, G. A.; Prokhorov, L. G.; Puncken, O.; Punturo, M.; Puppo, P.; Puerrer, M.; Qi, H.; Quetschke, V.; Quintero, E. A.; Quitzow-James, R.; Raab, F. J.; Rabeling, D. S.; Radkins, H.; Raffai, P.; Raja, S.; Rajan, C.; Rajbhandari, B.; Rakhmanov, M.; Ramirez, K. E.; Ramos-Buades, A.; Rapagnani, P.; Raymond, V.; Razzano, M.; Read, J.; Regimbau, T.; Rei, L.; Reid, S.; Reitze, D. H.; Ren, W.; Reyes, S. D.; Ricci, F.; Ricker, P. M.; Rieger, S.; Riles, K.; Rizzo, M.; Robertson, N. A.; Robie, R.; Robinet, F.; Rocchi, A.; Rolland, L.; Rollins, J. G.; Roma, V. J.; Romano, J. D.; Romano, R.; Romel, C. L.; Romie, J. H.; Rosinska, D.; Ross, M. P.; Rowan, S.; Rdiger, A.; Ruggi, P.; Rutins, G.; Ryan, K.; Sachdev, S.; Sadecki, T.; Sadeghian, L.; Sakellariadou, M.; Salconi, L.; Saleem, M.; Salemi, F.; Samajdar, A.; Sammut, L.; Sampson, L. M.; Sanchez, E. J.; Sanchez, L. E.; Sanchis-Gual, N.; Sandberg, V.; Sanders, J. R.; Sassolas, B.; Sathyaprakash, B. S.; Saulson, P. R.; Sauter, O.; Savage, R. L.; Sawadsky, A.; Schale, P.; Scheel, M.; Scheuer, J.; Schmidt, J.; Schmidt, P.; Schnabel, R.; Schofield, R. M. S.; Schonbeck, A.; Schreiber, E.; Schuette, D.; Schulte, B. W.; Schutz, B. F.; Schwalbe, S. G.; Scott, J.; Scott, S. M.; Seidel, E.; Sellers, D.; Sengupta, A. S.; Sentenac, D.; Sequino, V.; Sergeev, A.; Shaddock, D. A.; Shaffer, T. J.; Shah, A. A.; Shahriar, M. S.; Shaner, M. B.; Shao, L.; Shapiro, B.; Shawhan, P.; Sheperd, A.; Shoemaker, D. H.; Shoemaker, D. M.; Siellez, K.; Siemens, X.; Sieniawska, M.; Sigg, D.; Silva, A. D.; Singer, L. P.; Singh, A.; Singhal, A.; Sintes, A. M.; Slagmolen, B. J. J.; Smith, B.; Smith, R. J. E.; Smith, R. J. E.; Somala, S.; Son, E. J.; Sonnenberg, J. A.; Sorazu, B.; Sorrentino, F.; Souradeep, T.; Spencer, A. P.; Srivastava, A. K.; Staats, K.; Staley, A.; Steinke, M.; Steinlechner, J.; Steinlechner, S.; Steinmeyer, D.; Stevenson, S. P.; Stone, R.; Stops, D. J.; Strain, K. A.; Stratta, G.; Strigin, S. E.; Strunk, A.; Sturani, R.; Stuver, A. L.; Summerscales, T. Z.; Sun, L.; Sunil, S.; Suresh, J.; Sutton, P. J.; Swinkels, B. L.; Szczepanczyk, M. J.; Tacca, M.; Tait, S. C.; Talbot, C.; Talukder, D.; Tanner, D. B.; Tpai, M.; Taracchini, A.; Tasson, J. D.; Taylor, J. A.; Taylor, R.; Tewari, S. V.; Theeg, T.; Thies, F.; Thomas, E. G.; Thomas, M.; Thomas, P.; Thorne, K. A.; Thrane, E.; Tiwari, S.; Tiwari, V.; Tokmakov, K. V.; Toland, K.; Tonelli, M.; Tornasi, Z.; Torres-Forn, A.; Torrie, C. I.; Taya, D.; Travasso, F.; Traylor, G.; Trinastic, J.; Tringali, M. C.; Trozzo, L.; Tsang, K. W.; Tse, M.; Tso, R.; Tsukada, L.; Tsuna, D.; Tuyenbayev, D.; Ueno, K.; Ugolini, D.; Unnikrishnan, C. S.; Urban, A. L.; Usman, S. A.; Vahlbruch, H.; Vajente, G.; Valdes, G.; Vallisneri, M.; Van Bakel, N.; Van Beuzekom, M.; Van den Brand, J. F. J.; Van den Broeck, C.; Vander-Hyde, D. C.; Van der Schaaf, L.; Van Heijningen, J. V.; Van Veggel, A. A.; Vardaro, M.; Varma, V.; Vass, S.; Vasuth, M.; Vecchio, A.; Vedovato, G.; Veitch, J.; Veitch, P. J.; Venkateswara, K.; Venugopalan, G.; Verkindt, D.; Vetrano, F.; Vicer, A.; Viets, A. D.; Vinciguerra, S.; Vine, D. J.; Vinet, J. -Y.; Vitale, S.; Vo, T.; Vocca, H.; Vorvick, C.; Vyatchanin, S. P.; Wade, A. R.; Wade, L. E.; Wade, M.; Walet, R.; Walker, M.; Wallace, L.; Walsh, S.; Wang, G.; Wang, H.; Wang, J. Z.; Wang, W. H.; Wang, Y. F.; Ward, R. L.; Warner, J.; Was, M.; Watchi, J.; Weaver, B.; Wei, L. -W.; Weinert, M.; Weinstein, A. J.; Weiss, R.; Wen, L.; Wessel, E. K.; Weels, P.; Westerweck, J.; Westphal, T.; Wette, K.; Whelan, J. T.; Whitcomb, S. E.; Whiting, B. F.; Whittle, C.; Wilken, D.; Williams, D.; Williams, R. D.; Williamson, A. R.; Willis, J. L.; Willke, B.; Wimmer, M. H.; Winkler, W.; Wipf, C. C.; Wittel, H.; Woan, G.; Woehler, J.; Wofford, J.; Wong, K. W. K.; Worden, J.; Wright, J. L.; Wu, D. S.; Wysocki, D. M.; Xiao, S.; Yamamoto, H.; Yancey, C. C.; Yang, L.; Yap, M. J.; Yazback, M.; Yu, Hang; Yu, Haocun; Yvert, M.; Zadrozny, A.; Zanolin, M.; Zelenova, T.; Zendri, J. -P.; Zevin, M.; Zhang, L.; Zhang, M.; Zhang, T.; Zhang, Y. -H.; Zhao, C.; Zhou, M.; Zhou, Z.; Zhu, S. J.; Zhu, X. J.; Zimmerman, A. B.; Zucker, M. E.; Zweizig, J.

    2017-01-01

    On August 14, 2017 at 10∶30:43 UTC, the Advanced Virgo detector and the two Advanced LIGO detectors coherently observed a transient gravitational-wave signal produced by the coalescence of two stellar mass black holes, with a false-alarm rate of ≲1 in 27 000 years. The signal was observed with a

  18. Structure evolution during the cooling and coalesced cooling processes of Cu-Co bimetallic clusters

    International Nuclear Information System (INIS)

    Li Guojian; Wang Qiang; Li Donggang; Lue Xiao; He Jicheng

    2008-01-01

    Constant-temperature molecular dynamics with general EAM was employed to study the structure evolutions during the cooling and coalesced cooling processes of Cu-Co bimetallic clusters. It shows that the desired particle morphologies and structures can be obtained by controlling the composition and distribution of hetero atoms during synthesis process

  19. Application of coalescence and breakup models in a discrete bubble model for bubble columns

    NARCIS (Netherlands)

    van den Hengel, E.I.V.; Deen, N.G.; Kuipers, J.A.M.

    2005-01-01

    In this work, a discrete bubble model (DBM) is used to investigate the hydrodynamics, coalescence, and breakup occurring in a bubble column. The DBM, originally developed by Delnoij et al. (Chem. Eng. Sci. 1997, 52, 1429-1458; Chem. Eng. Sci. 1999, 54, 2217-2226),1,2 was extended to incorporate

  20. Flow-induced coalescence: arbitrarily mobile interface model and choice of its parameters

    Czech Academy of Sciences Publication Activity Database

    Fortelný, Ivan; Jůza, Josef

    2015-01-01

    Roč. 60, č. 10 (2015), s. 628-635 ISSN 0032-2725 R&D Projects: GA ČR GAP106/11/1069 Institutional support: RVO:61389013 Keywords : flow-induced coalescence * polymer blends * interface mobility Subject RIV: BK - Fluid Dynamics Impact factor: 0.718, year: 2015

  1. Void coalescence mechanism for combined tension and large amplitude cyclic shearing

    DEFF Research Database (Denmark)

    Nielsen, Kim Lau; Andersen, Rasmus Grau; Tvergaard, Viggo

    2017-01-01

    Void coalescence at severe shear deformation has been studied intensively under monotonic loading conditions, and the sequence of micro-mechanisms that governs failure has been demonstrated to involve collapse, rotation, and elongation of existing voids. Under intense shearing, the voids are flat...

  2. On hydrogen-induced plastic flow localization during void growth and coalescence

    Energy Technology Data Exchange (ETDEWEB)

    Ahn, D.C.; Sofronis, P. [Department of Mechanical Science and Engineering, University of Illinois at Urbana-Champaign, 1206 West Green Street, Urbana, IL 61801 (United States); Dodds, R.H. Jr. [Department of Civil and Environmental Engineering, University of Illinois at Urbana-Champaign, 205 North Mathews Avenue, Urbana, IL 61801 (United States)

    2007-11-15

    Hydrogen-enhanced localized plasticity (HELP) is recognized as a viable mechanism of hydrogen embrittlement. A possible way by which the HELP mechanism can bring about macroscopic material failure is through hydrogen-induced accelerated void growth and coalescence. Assuming a periodic array of spherical voids loaded axisymmetrically, we investigate the hydrogen effect on the occurrence of plastic flow localization upon void growth and its dependence on macroscopic stress triaxiality. Under a macroscopic stress triaxiality equal to 1 and prior to void coalescence, the finite element calculation results obtained with material data relevant to A533B steel indicate that a hydrogen-induced localized shear band forms at an angle of about 45 {sup circle} from the axis of symmetry. At triaxiality equal to 3, void coalescence takes place by accelerated hydrogen-induced localization of plasticity mainly in the ligament between the voids. Lastly, we discuss the numerical results within the context of experimental observations on void growth and coalescence in the presence of hydrogen. (author)

  3. Coalescence and compression in centrifuged emulsions studied with in situ optical microscopy

    NARCIS (Netherlands)

    Krebs, T.; Ershov, D.S.; Schroën, C.G.P.H.; Boom, R.M.

    2013-01-01

    We report an experimental method to investigate droplet dynamics in centrifuged emulsions and its application to study droplet compression and coalescence. The experimental setup permits in situ monitoring of an ensemble of droplets in a centrifuged monolayer of monodisperse emulsion droplets using

  4. Theory of peak coalescence in Fourier transform ion cyclotron resonance mass spectrometry.

    Science.gov (United States)

    Boldin, Ivan A; Nikolaev, Eugene N

    2009-10-01

    Peak coalescence, i.e. the merging of two close peaks in a Fourier transform ion cyclotron resonance (FTICR) mass spectrum at a high number of ions, plays an important role in various FTICR experiments. In order to describe the coalescence phenomenon we would like to propose a new theory of motion for ion clouds with close mass-to-charge ratios, driven by a uniform magnetic field and Coulomb interactions between the clouds. We describe the motion of the ion clouds in terms of their averaged drift motion in crossed magnetic and electric fields. The ion clouds are considered to be of constant size and their motion is studied in two dimensions. The theory deals with the first-order approximation of the equations of motion in relation to dm/m, where dm is the mass difference and m is the mass of a single ion. The analysis was done for an arbitrary inter-cloud interaction potential, which makes it possible to analyze finite-size ion clouds of any shape. The final analytical expression for the condition of the onset of coalescence is found for the case of uniformly charged spheres. An algorithm for finding this condition for an arbitrary interaction potential is proposed. The critical number of ions for the peak coalescence to take place is shown to depend quadratically on the magnetic field strength and to be proportional to the cyclotron radius and inversely proportional to the ion masses. Copyright (c) 2009 John Wiley & Sons, Ltd.

  5. Identifying the rooted species tree from the distribution of unrooted gene trees under the coalescent.

    Science.gov (United States)

    Allman, Elizabeth S; Degnan, James H; Rhodes, John A

    2011-06-01

    Gene trees are evolutionary trees representing the ancestry of genes sampled from multiple populations. Species trees represent populations of individuals-each with many genes-splitting into new populations or species. The coalescent process, which models ancestry of gene copies within populations, is often used to model the probability distribution of gene trees given a fixed species tree. This multispecies coalescent model provides a framework for phylogeneticists to infer species trees from gene trees using maximum likelihood or Bayesian approaches. Because the coalescent models a branching process over time, all trees are typically assumed to be rooted in this setting. Often, however, gene trees inferred by traditional phylogenetic methods are unrooted. We investigate probabilities of unrooted gene trees under the multispecies coalescent model. We show that when there are four species with one gene sampled per species, the distribution of unrooted gene tree topologies identifies the unrooted species tree topology and some, but not all, information in the species tree edges (branch lengths). The location of the root on the species tree is not identifiable in this situation. However, for 5 or more species with one gene sampled per species, we show that the distribution of unrooted gene tree topologies identifies the rooted species tree topology and all its internal branch lengths. The length of any pendant branch leading to a leaf of the species tree is also identifiable for any species from which more than one gene is sampled.

  6. Influence of Bubble Approach Velocity on Coalescence in α-Terpineol and n-Octanol Solutions.

    Czech Academy of Sciences Publication Activity Database

    Orvalho, Sandra; Štiková, Lucie; Stanovský, Petr; Zedníková, Mária; Vejražka, Jiří; Růžička, Marek

    2018-01-01

    Roč. 54, č. 1 (2018), s. 73-80 ISSN 1643-1049 R&D Projects: GA ČR GA15-15467S Institutional support: RVO:67985858 Keywords : bubble * coalescence * frother Subject RIV: CI - Industrial Chemistry, Chemical Engineering OBOR OECD: Chemical process engineering Impact factor: 0.901, year: 2016

  7. Predicting Catastrophic Phase Inversion on the Basis of Droplet Coalescence Kinetics

    NARCIS (Netherlands)

    Vaessen, G.E.J.; Visschers, M.; Stein, H.N.

    1996-01-01

    A predictive model for catastrophic phase inversion, based on the kinetics of droplet breakup and coalescence, is presented here. Two inversion mechanisms can be distinguished, depending on the direction of the phase inversion process. With the surfactant predominantly present in the dispersed

  8. Modeling of the influence of matrix elasticity on coalescence probability of colliding droplets in shear flow

    Czech Academy of Sciences Publication Activity Database

    Fortelný, Ivan; Jůza, Josef

    2012-01-01

    Roč. 56, č. 6 (2012), s. 1393-1411 ISSN 0148-6055 R&D Projects: GA ČR GAP106/11/1069 Institutional research plan: CEZ:AV0Z40500505 Institutional support: RVO:61389013 Keywords : coalescence * polymer blends * viscoelasticity Subject RIV: BK - Fluid Dynamics Impact factor: 2.795, year: 2012

  9. GeneRecon—A coalescent based tool for fine-scale association mapping

    DEFF Research Database (Denmark)

    Mailund, Thomas; Schierup, Mikkel Heide; Pedersen, Christian Nørgaard Storm

    2006-01-01

    GeneRecon is a tool for fine-scale association mapping using a coalescence model. GeneRecon takes as input case-control data from phased or unphased SNP and micro-satellite genotypes. The posterior distribution of disease locus position is obtained by Metropolis Hastings sampling in the state space...

  10. On localization and void coalescence as a precursor to ductile fracture.

    Science.gov (United States)

    Tekoğlu, C; Hutchinson, J W; Pardoen, T

    2015-03-28

    Two modes of plastic flow localization commonly occur in the ductile fracture of structural metals undergoing damage and failure by the mechanism involving void nucleation, growth and coalescence. The first mode consists of a macroscopic localization, usually linked to the softening effect of void nucleation and growth, in either a normal band or a shear band where the thickness of the band is comparable to void spacing. The second mode is coalescence with plastic strain localizing to the ligaments between voids by an internal necking process. The ductility of a material is tied to the strain at macroscopic localization, as this marks the limit of uniform straining at the macroscopic scale. The question addressed is whether macroscopic localization occurs prior to void coalescence or whether the two occur simultaneously. The relation between these two modes of localization is studied quantitatively in this paper using a three-dimensional elastic-plastic computational model representing a doubly periodic array of voids within a band confined between two semi-infinite outer blocks of the same material but without voids. At sufficiently high stress triaxiality, a clear separation exists between the two modes of localization. At lower stress triaxialities, the model predicts that the onset of macroscopic localization and coalescence occur simultaneously. © 2015 The Author(s) Published by the Royal Society. All rights reserved.

  11. Influence of Energy and Temperature in Cluster Coalescence Induced by Deposition

    Directory of Open Access Journals (Sweden)

    J. C. Jiménez-Sáez

    2012-01-01

    Full Text Available Coalescence induced by deposition of different Cu clusters on an epitaxial Co cluster supported on a Cu(001 substrate is studied by constant-temperature molecular dynamics simulations. The degree of epitaxy of the final system increases with increasing separation between the centres of mass of the projectile and target clusters during the collision. Structure, roughness, and epitaxial order of the supported cluster also influence the degree of epitaxy. The effect of energy and temperature is determinant on the epitaxial condition of the coalesced cluster, especially both factors modify the generation, growth and interaction among grains. A higher temperature favours the epitaxial growth for low impact parameters. A higher energy contributes to the epitaxial coalescence for any initial separation between the projectile and target clusters. The influence of projectile energy is notably greater than the influence of temperature since higher energies allow greater and instantaneous atomic reorganizations, so that the number of arisen grains just after the collision becomes smaller. The appearance of grain boundary dislocations is, therefore, a decisive factor in the epitaxial growth of the coalesced cluster.

  12. GW151226: Observation of Gravitational Waves from a 22-Solar-Mass Binary Black Hole Coalescence

    NARCIS (Netherlands)

    Abbott, B. P.; Abbott, R.; Abbott, T. D.; Abernathy, M. R.; Acernese, F.; Ackley, K.; Adams, C.; Phythian-Adams, A.T.; Addesso, P.; Adhikari, R. X.; Adya, V. B.; Affeldt, C.; Agathos, M.; Agatsuma, K.; Aggarwal, N.T.; Aguiar, O. D.; Aiello, L.; Ain, A.; Ajith, P.; Allen, B.; Allocca, A.; Altin, P. A.; Anderson, S. B.; Anderson, W. G.; Arai, K.; Araya, M. C.; Arceneaux, C. C.; Areeda, J. S.; Arnaud, N.; Arun, K. G.; Ascenzi, S.; Ashton, G.; Ast, M.; Aston, S. M.; Astone, P.; Aufmuth, P.; Aulbert, C.; Babak, S.; Bacon, P.; Bader, M. K. M.; Baker, P. T.; Baldaccini, F.; Ballardin, G.; Ballmer, S. W.; Barayoga, J. C.; Barclay, S. E.; Barish, B. C.; Barker, R.D.; Barone, F.; Barr, B.; Barsotti, L.; Barsuglia, M.; Barta, D.; Bartlett, J.; Bartos, I.; Bassiri, R.; Basti, A.; Batch, J. C.; Baune, C.; Bavigadda, V.; Bazzan, M.; Bejger, M.; Bell, A. S.; Berger, B. K.; Bergmann, G.; Berry, C. P. L.; Bersanetti, D.; Bertolini, A.; Betzwieser, J.; Bhagwat, S.; Bhandare, R.; Bilenko, I. A.; Billingsley, G.; Birch, M.J.; Birney, R.; Birnholtz, O.; Biscans, S.; Bisht, A.; Bitossi, M.; Biwer, C.; Bizouard, M. A.; Blackburn, J. K.; Blair, C. D.; Blair, D. G.; Blair, R. M.; Bloemen, A.L.S.; Bock, O.; Boer, M.; Bogaert, J.G.; Bogan, C.; Bohe, A.; Bond, T.C; Bondu, F.; Bonnand, R.; Boom, B. A.; Bork, R.; Boschi, V.; Bose, S.; Bouffanais, Y.; Bozzi, A.; Bradaschia, C.; Brady, P. R.; Braginsky, V. B.; Branchesi, M.; Brau, J. E.; Briant, T.; Brillet, A.; Brinkmann, M.; Brisson, V.; Brockill, P.; Broida, J. E.; Brooks, A. F.; Brown, A.D.; Brown, D.; Brown, N. M.; Brunett, S.; Buchanan, C. C.; Buikema, A.; Bulik, T.; Bulten, H. J.; Buonanno, A.; Buskulic, D.; Buy, C.; Byer, R. L.; Cabero, M.; Cadonati, L.; Cagnoli, G.; Cahillane, C.; Bustillo, J. Calderon; Callister, T. A.; Calloni, E.; Camp, J. B.; Cannon, K. C.; Cao, J.; Capano, C. D.; Capocasa, E.; Carbognani, F.; Caride, S.; Diaz, J. Casanueva; Casentini, C.; Caudill, S.; Cavaglia, M.; Cavalier, F.; Cavalieri, R.; Cella, G.; Cepeda, C. B.; Baiardi, L. Cerboni; Cerretani, G.; Cesarini, E.; Chamberlin, S. J.; Chan, M.; Chao, D. S.; Charlton, P.; Chassande-Mottin, E.; Cheeseboro, B. D.; Chen, H. Y.; Chen, Y; Cheng, C.; Chincarini, A.; Chiummo, A.; Cho, H. S.; Cho, M.; Chow, J. H.; Christensen, N.; Chu, Qian; Chua, S. E.; Chung, E.S.; Ciani, G.; Clara, F.; Clark, J. A.; Cleva, F.; Coccia, E.; Cohadon, P. -F.; Colla, A.; Collette, C. G.; Cominsky, L.; Constancio, M., Jr.; Conte, A.; Conti, L.; Cook, D.; Corbitt, T. R.; Cornish, N.; Corsi, A.; Cortese, S.; Costa, A.C.; Coughlin, M. W.; Coughlin, S. B.; Coulon, J. -P.; Countryman, S. T.; Couvares, P.; Cowan, E. E.; Coward, D. M.; Cowart, M. J.; Coyne, D. C.; Coyne, R.; Craig, K.; Creighton, J. D. E.; Cripe, J.; Crowder, S. G.; Cumming, A.; Cunningham, A.L.; Cuoco, E.; Dal Canton, T.; Danilishin, S. L.; D'Antonio, S.; Danzmann, K.; Darman, N. S.; Dasgupta, A.; Costa, C. F. Da Silva; Dattilo, V.; Dave, I.; Davier, M.; Davies, G. S.; Daw, E. J.; Day, R.; De, S.; Debra, D.; Debreczeni, G.; Degallaix, J.; De laurentis, M.; Deleglise, S.; Del Pozzo, W.; Denker, T.; Dent, T.; Dergachev, V.A.; Rosa, R.; DeRosa, R. T.; DeSalvo, R.; Devine, R. C.; Dhurandhar, S.; Diaz, M. C.; Di Fiore, L.; Giovanni, M.G.; Di Girolamo, T.; Di Lieto, A.; Di Pace, S.; Di Palma, I.; Di Virgilio, A.; Dolique, V.; Donovan, F.; Dooley, K. L.; Doravari, S.; Douglas, R.; Downes, T. P.; Drago, M.; Drever, R. W. P.; Driggers, J. C.; Ducrot, M.; Dwyer, S. E.; Edo, T. B.; Edwards, M. C.; Effler, A.; Eggenstein, H. -B.; Ehrens, P.; Eichholz, J.; Eikenberry, S. S.; Engels, W.; Essick, R. C.; Etzel, T.; Evans, T. M.; Evans, T. M.; Everett, R.; Factourovich, M.; Fafone, V.; Fair, H.; Fairhurst, S.; Fan, X.M.; Fang, Q.; Farinon, S.; Farr, B.; Farr, W. M.; Favata, M.; Fays, M.; Fehrmann, H.; Fejer, M. M.; Fenyvesi, E.; Ferrante, I.; Ferreira, E. C.; Ferrini, F.; Fidecaro, F.; Fiori, I.; Fiorucci, D.; Fisher, R. P.; Flaminio, R.; Fletcher, M; Fong, H.; Fournier, J. -D.; Frasca, S.; Frasconi, F.; Frei, Z.; Freise, A.; Frey, R.; Frey, V.; Fritschel, P.; Frolov, V. V.; Fulda, P.; Fyffe, M.; Gabbard, H. A. G.; Gair, J. R.; Gammaitoni, L.; Gaonkar, S. G.; Garufi, F.; Gaur, G.; Gehrels, N.; Gemme, G.; Geng, P.; Genin, E.; Gennai, A.; George, J.; Gergely, L.; Germain, V.; Ghosh, Abhirup; Ghosh, Archisman; Ghosh, S.; Giaime, J. A.; Giardina, K. D.; Giazotto, A.; Gill, K.P.; Glaefke, A.; Goetz, E.; Goetz, R.; Gondan, L.; Gonzalez, Idelmis G.; Castro, J. M. Gonzalez; Gopakumar, A.; Gordon, N. A.; Gorodetsky, M. L.; Gossan, S. E.; Lee-Gosselin, M.; Gouaty, R.; Grado, A.; Graef, C.; Graff, P. B.; Granata, M.; Grant, A.; Gras, S.; Gray, C.M.; Greco, G.; Green, A. C.; Groot, P.; Grote, H.; Grunewald, S.; Guidi, G. M.; Guo, X.; Gupta, A.; Gupta, M. K.; Gushwa, K. E.; Gustafson, E. K.; Gustafson, R.; Hacker, J. J.; Buffoni-Hall, R.; Hall, E. D.; Hamilton-Ayers, M.; Hammond, G.L.; Haney, M.; Hanke, M. M.; Hanks, J.; Hanna, C.; Hannam, M. D.; Hanson, P.J.; Hardwick, T.; Harms, J.; Harry, G. M.; Harry, I. W.; Hart, M. J.; Hartman, M. T.; Haster, C. -J.; Haughian, K.; Healy, J.; Heidmann, A.; Heintze, M. C.; Heitmann, H.; Hello, P.; Hemming, G.; Hendry, M.; Heng, I. S.; Hennig, J.; Henry, J.A.; Heptonstall, A. W.; Heurs, M.; Hild, S.; Hoak, D.; Hofman, D.; Holt, K.; Holz, D. E.; Hopkins, P.; Hough, J.; Houston, E. A.; Howell, E. J.; Hu, Y. M.; Huang, S.; Huerta, E. A.; Huet, D.; Hughey, B.; Husa, S.; Huttner, S. H.; Huynh-Dinh, T.; Indik, N.; Ingram, D. R.; Inta, R.; Isa, H. N.; Isac, J. -M.; Isi, M.; Isogai, T.; Iyer, B. R.; Izumi, K.; Jacqmin, T.; Jang, D.H.; Jani, K.; Jaranowski, P.; Jawahar, S.; Jian, L.; Jimenez-Forteza, F.; Johnson, W.; Johnson-McDaniel, N. K.; Jones, I.D.; Jones, R.; Jonker, R. J. G.; Ju, L.; Haris, K.; Kalaghatgi, C. V.; Kalogera, V.; Kandhasamy, S.; Kang, G.H.; Kanner, J. B.; Kapadia, S. J.; Karki, S.; Karvinen, K. S.; Kasprzack, M.; Katsavounidis, E.; Katzman, W.; Kaufer, S.; Kaur, T.; Kawabe, K.; Kefelian, F.; Kehl, M. S.; Keitel, D.; Kelley, D. B.; Kells, W.; Kennedy, R.E.; Key, J. S.; Khalili, F. Y.; Khan, I.; Khan., S.; Khan, Z.; Khazanov, E. A.; Kijbunchoo, N.; Kim, Chi-Woong; Kim, Chunglee; Kim, J.; Kim, K.; Kim, Namjun; Kim, W.; Kim, Y.M.; Kimbrell, S. J.; King, E. J.; King, P. J.; Kissel, J. S.; Klein, B.; Kleybolte, L.; Klimenko, S.; Koehlenbeck, S. M.; Koley, S.; Kondrashov, V.; Kontos, A.; Korobko, M.; Korth, W. Z.; Kowalska, I.; Kozak, D. B.; Kringel, V.; Krishnan, B.; Krolak, A.; Krueger, C.; Kuehn, G.; Kumar, P.; Kumar, R.; Kuo, L.; Kutynia, A.; Lackey, B. D.; Landry, M.; Lange, J.; Lantz, B.; Lasky, P. D.; Laxen, M.; Lazzarini, A.; Lazzaro, C.; Leaci, P.; Leavey, S.; Lebigot, E. O.; Lee, C.H.; Lee, K.H.; Lee, M.H.; Lee, K.; Lenon, A.; Leonardi, M.; Leong, J. R.; Leroy, N.; Letendre, N.; Levin, Y.; Lewis, J. B.; Li, T. G. F.; Libson, A.; Littenberg, T. B.; Lockerbie, N. A.; Lombardi, A. L.; London, L. T.; Lord, J. E.; Lorenzini, M.; Loriette, V.; Lormand, M.; Losurdo, G.; Lough, J. D.; Lousto, C. O.; Lueck, H.; Lundgren, A. P.; Lynch, R.; Ma, Y.; Machenschalk, B.; MacInnis, M.; Macleod, D. M.; Magana-Sandoval, F.; Zertuche, L. Magana; Magee, R. M.; Majorana, E.; Maksimovic, I.; Malvezzi, V.; Man, N.; Mandel, I.; Mandic, V.; Mangano, V.; Mansell, G. L.; Manske, M.; Mantovani, M.; Marchesoni, F.; Marion, F.; Marka, S.; Marka, Z.; Markosyan, A. S.; Maros, E.; Martelli, F.; Martellini, L.; Martin, I. W.; Martynov, D. V.; Marx, J. N.; Mason, K.; Masserot, A.; Massinger, T. J.; Masso-Reid, M.; Mastrogiovanni, S.; Matichard, F.; Matone, L.; Mavalvala, N.; Mazumder, N.; McCarthy, R.; McClelland, D. E.; McCormick, S.; McGuire, S. C.; McIntyre, G.; McIver, J.; McManus, D. J.; McRae, T.; McWilliams, S. T.; Meacher, D.; Meadors, G. D.; Meidam, J.; Melatos, A.; Mendell, G.; Mercer, R. A.; Merilh, E. L.; Merzougui, M.; Meshkov, S.; Messenger, C.; Messick, C.; Metzdorff, R.; Meyers, P. M.; Mezzani, F.; Miao, H.; Michel, C.; Middleton, H.; Mikhailov, E. E.; Milano, L.; Miller, A. L.; Miller, A. L.; Miller, B.; Miller, J.; Millhouse, M.; Minenkov, Y.; Ming, J.; Mirshekari, S.; Mishra, C.; Mitra, S.; Mitrofanov, V. P.; Mitselmakher, G.; Mittleman, R.; Moggi, A.; Mohan, M.; Mohapatra, S. R. P.; Montani, M.; Moore, B.C.; Moore, J.C.; Moraru, D.; Gutierrez Moreno, M.; Morriss, S. R.; Mossavi, K.; Mours, B.; Mow-Lowry, C. M.; Mueller, G.; Muir, A. W.; Mukherjee, Arunava; Mukherjee, S.D.; Mukherjee, S.; Mukund, N.; Mullavey, A.; Munch, J.; Murphy, D. J.; Murray, P.G.; Mytidis, A.; Nardecchia, I.; Naticchioni, L.; Nayak, R. K.; Nedkova, K.; Nelemans, G.; Nelson, T. J. N.; Gutierrez-Neri, M.; Neunzert, A.; Newton-Howes, G.; Nguyen, T. T.; Nielsen, A. B.; Nissanke, S.; Nitz, A.; Nocera, F.; Nolting, D.; Normandin, M. E. N.; Nuttall, L. K.; Oberling, J.; Ochsner, E.; O'Dell, J.; Oelker, E.; Ogin, G. H.; Oh, J.; Oh, S. H.; Ohme, F.; Oliver, M. B.; Oppermann, P.; Oram, Richard J.; O'Reilly, B.; O'Shaughnessy, R.; Ottaway, D. J.; Overmier, H.; Owen, B. J.; Pai, A.; Pai, S. A.; Palamos, J. R.; Palashov, O.; Palomba, C.; Pal-Singh, A.; Pan, H.; Pankow, C.; Pannarale, F.; Pant, B. C.; Paoletti, F.; Paoli, A.; Papa, M. A.; Paris, H. R.; Parker, W.S; Pascucci, D.; Pasqualetti, A.; Passaquieti, R.; Passuello, D.; Patricelli, B.; Patrick, Z.; Pearlstone, B. L.; Pedraza, M.; Pedurand, R.; Pekowsky, L.; Pele, A.; Penn, S.; Perreca, A.; Perri, L. M.; Pfeiffer, H. P.; Phelps, M.; Piccinni, O. J.; Pichot, M.; Piergiovanni, F.; Pierro, V.; Pillant, G.; Pinard, L.; Pinto, I. M.; Pitkin, M.; Poe, M.; Poggiani, R.; Popolizio, P.; Post, A.; Powell, J.; Prasad, J.; Predoi, V.; Prestegard, T.; Price, L. R.; Prijatelj, M.; Principe, M.; Privitera, S.; Prix, R.; Prodi, G. A.; Prokhorov, L. G.; Puncken, O.; Punturo, M.; Puppo, P.; Puerrer, M.; Qi, H.; Qin, J.; Qiu, S.; Quetschke, V.; Quintero, E. A.; Quitzow-James, R.; Raab, F. J.; Rabeling, D. S.; Radkins, H.; Raffai, P.; Raja, S.; Rajan, C.; Rakhmanov, M.; Rapagnani, P.; Raymond, V.; Razzano, M.; Re, V.; Read, J.; Reed, C. M.; Regimbau, T.; Rei, L.; Reid, S.; Reitze, D. H.; Rew, H.; Reyes, S. D.; Ricci, F.; Riles, K.; Rizzo, D.M.; Robertson, N. A.; Robie, R.; Robinet, F.; Rocchi, A.; Rolland, L.; Rollins, J. G.; Roma, V. J.; Romano, J. D.; Romano, R.; Romanov, G.; Romie, J. H.; Rosinska, D.; Rowan, S.; Ruediger, A.; Ruggi, P.; Ryan, K.A.; Sachdev, P.S.; Sadecki, T.; Sadeghian, L.; Sakellariadou, M.; Salconi, L.; Saleem, M.; Salemi, F.; Samajdar, A.; Sammut, L.; Sanchez, E. J.; Sandberg, V.; Sandeen, B.; Sanders, J. R.; Sassolas, B.; Sathyaprakash, B. S.; Saulson, P. R.; Sauter, O. E. S.; Savage, R. L.; Sawadsky, A.; Schale, P.; Schilling, R.; Schmidt, J; Schmidt, P.; Schnabel, R.B.; Schofield, R. M. S.; Schoenbeck, A.; Schreiber, K.E.C.; Schuette, D.; Schutz, B. F.; Scott, J.; Scott, M.S.; Sellers, D.; Sengupta, A. S.; Sentenac, D.; Sequino, V.; Sergeev, A.; Setyawati, Y.; Shaddock, D. A.; Shaffer, T. J.; Shahriar, M. S.; Shaltev, M.; Shapiro, B.; Shawhan, P.; Sheperd, A.; Shoemaker, D. H.; Shoemaker, D. M.; Siellez, K.; Siemens, X.; Sieniawska, M.; Sigg, D.; Silva, António Dias da; Singer, A; Singer, L. P.; Singh, A.; Singh, R.; Singhal, A.; Sintes, A. M.; Slagmolen, B. J. J.; Smith, R. J. E.; Smith, N.D.; Smith, R. J. E.; Son, E. J.; Sorazu, B.; Sorrentino, F.; Souradeep, T.; Srivastava, A. K.; Staley, A.; Steinke, M.; Steinlechner, J.; Steinlechner, S.; Steinmeyer, D.; Stephens, B. C.; Stevenson-Moore, P.; Stone, J.R.; Strain, K. A.; Straniero, N.; Stratta, G.; Strauss, N. A.; Strigin, S. E.; Sturani, R.; Stuver, A. L.; Summerscales, T. Z.; Sun, L.; Sunil, S.; Sutton, P. J.; Swinkels, B. L.; Szczepanczyk, M. J.; Tacca, M.D.; Talukder, D.; Tanner, D. B.; Tapai, M.; Tarabrin, S. P.; Taracchini, A.; Taylor, W.R.; Theeg, T.; Thirugnanasambandam, M. P.; Thomas, E. G.; Thomas, M.; Thomas, P.; Thorne, K. A.; Thrane, E.; Tiwari, S.; Tiwari, V.; Tokmakov, K. V.; Toland, K.; Tomlinson, C.; Tonelli, M.; Tornasi, Z.; Torres, C. V.; Torrie, C. I.; Toyra, D.; Travasso, F.; Traylor, G.; Trifiro, D.; Tringali, M. C.; Trozzo, L.; Tse, M.; Turconi, M.; Tuyenbayev, D.; Ugolini, D.; Unnikrishnan, C. S.; Urban, A. L.; Usman, S. A.; Vahlbruch, H.; Vajente, G.; Valdes, G.; Vallisneri, M.; van Bakel, N.; Van Beuzekom, Martin; van den Brand, J. F. J.; Van Den Broeck, C.F.F.; Vander-Hyde, D. C.; van der Schaaf, L.; van Heijningen, J. V.; van Veggel, A. A.; Vardaro, M.; Vass, S.; Vasuth, M.; Vaulin, R.; Vecchio, A.; Vedovato, G.; Veitch, J.; Veitch, P.J.; Venkateswara, K.; Verkindt, D.; Vetrano, F.; Vicere, A.; Vinciguerra, S.; Vine, D. J.; Vinet, J. -Y.; Vitale, S.; Vo, T.; Vocca, H.; Vorvick, C.; Voss, D. V.; Vousden, W. D.; Vyatchanin, S. P.; Wade, A. R.; Wade, L. E.; Wade, MT; Walker, M.; Wallace, L.; Walsh, S.; Wang, G.; Wang, H.; Wang, M.; Wang, X.; Wang, Y.; Ward, R. L.; Warner, J.; Was, M.; Weaver, B.; Wei, L. -W.; Weinert, M.; Weinstein, A. J.; Weiss, R.; Wen, L.M.; Wessels, P.; Westphal, T.; Wette, K.; Whelan, J. T.; Whiting, B. F.; Williams, D.R.; Williamson, A. R.; Willis, J. L.; Willke, B.; Wimmer, M. H.; Winkler, W.; Wipf, C. C.; Wittel, H.; Woan, G.; Woehler, J.; Worden, J.; Wright, J.L.; Wu, D.S.; Wu, G.; Yablon, J.; Yam, W.; Yamamoto, H.; Yancey, C. C.; Yu, H.; Yvert, M.; Zadrozny, A.; Zangrando, L.; Zanolin, M.; Zendri, J. -P.; Zevin, M.; Zhang, L.; Zhang, M.; Zhang, Y.; Zhao, C.; Zhou, M.; Zhou, Z.; Zhu, X. J.; Zucker, M. E.; Zuraw, S. E.; Zweizig, J.; Boyle, M.; Hemberger, D.; Kidder, L. E.; Lovelace, G.; Ossokine, S.; Scheel, M.; Szilagyi, B.; Teukolsky, S.

    2016-01-01

    We report the observation of a gravitational-wave signal produced by the coalescence of two stellar-mass black holes. The signal, GW151226, was observed by the twin detectors of the Laser Interferometer Gravitational-Wave Observatory (LIGO) on December 26, 2015 at 03:38:53 UTC. The signal was

  13. Directly comparing GW150914 with numerical solutions of Einstein's equations for binary black hole coalescence

    NARCIS (Netherlands)

    Abbott, B. P.; Abbott, R.; Abbott, T. D.; Abernathy, M. R.; Acernese, F.; Ackley, K.; Adams, C.; Phythian-Adams, A.T.; Addesso, P.; Adhikari, R. X.; Adya, V. B.; Affeldt, C.; Agathos, M.; Agatsuma, K.; Aggarwal, N.T.; Aguiar, O. D.; Aiello, L.; Ain, A.; Ajith, P.; Allen, B.; Allocca, A.; Altin, P. A.; Anderson, S. B.; Anderson, W. G.; Arai, K.; Araya, M. C.; Arceneaux, C. C.; Areeda, J. S.; Arnaud, N.; Arun, K. G.; Ascenzi, S.; Ashton, G.; Ast, M.; Aston, S. M.; Astone, P.; Aufmuth, P.; Aulbert, C.; Babak, S.; Bacon, P.; Bader, M. K. M.; Baker, P. T.; Baldaccini, F.; Ballardin, G.; Ballmer, S. W.; Barayoga, J. C.; Barclay, S. E.; Barish, B. C.; Barker, R.D.; Barone, F.; Barr, B.; Barsotti, L.; Barsuglia, M.; Barta, D.; Bartlett, J.; Bartos, I.; Bassiri, R.; Basti, A.; Batch, J. C.; Baune, C.; Bavigadda, V.; Bazzan, M.; Bejger, M.; Bell, A. S.; Berger, B. K.; Bergmann, G.; Berry, C. P. L.; Bersanetti, D.; Bertolini, A.; Betzwieser, J.; Bhagwat, S.; Bhandare, R.; Bilenko, I. A.; Billingsley, G.; Birch, M.J.; Birney, R.; Biscans, S.; Bisht, A.; Bitossi, M.; Biwer, C.; Bizouard, M. A.; Blackburn, J. K.; Blair, C. D.; Blair, D. G.; Blair, R. M.; Bloemen, A.L.S.; Bock, O.; Boer, M.; Bogaert, J.G.; Bogan, C.; Bohe, A.; Bond, T.C; Bondu, F.; Bonnand, R.; Boom, B. A.; Bork, R.; Boschi, V.; Bose, S.; Bouffanais, Y.; Bozzi, A.; Bradaschia, C.; Brady, P. R.; Braginsky, V. B.; Branchesi, M.; Brau, J. E.; Briant, T.; Brillet, A.; Brinkmann, M.; Brisson, V.; Brockill, P.; Broida, J. E.; Brooks, A. F.; Brown, A.D.; Brown, D.; Brown, N. M.; Brunett, S.; Buchanan, C. C.; Buikema, A.; Bulik, T.; Bulten, H. J.; Buonanno, A.; Buskulic, D.; Buy, C.; Byer, R. L.; Cabero, M.; Cadonati, L.; Cagnoli, G.; Cahillane, C.; Bustillo, J. Calderon; Callister, T. A.; Calloni, E.; Camp, J. B.; Cannon, K. C.; Cao, J.; Capano, C. D.; Capocasa, E.; Carbognani, F.; Caride, S.; Diaz, J. Casanueva; Casentini, C.; Caudill, S.; Cavaglia, M.; Cavalier, F.; Cavalieri, R.; Cella, G.; Cepeda, C. B.; Baiardi, L. Cerboni; Cerretani, G.; Cesarini, E.; Chamberlin, S. J.; Chan, M.; Chao, D. S.; Charlton, P.; Chassande-Mottin, E.; Cheeseboro, B. D.; Chen, H. Y.; Chen, Y; Cheng, C.; Chincarini, A.; Chiummo, A.; Cho, H. S.; Cho, M.; Chow, J. H.; Christensen, N.; Chu, Qian; Chua, S. E.; Chung, E.S.; Ciani, G.; Clara, F.; Clark, J. A.; Cleva, F.; Coccia, E.; Cohadon, P. -F.; Colla, A.; Collette, C. G.; Cominsky, L.; Constancio, M., Jr.; Conte, A.; Conti, L.; Cook, D.; Corbitt, T. R.; Cornish, N.; Corsi, A.; Cortese, S.; Costa, A.C.; Coughlin, M. W.; Coughlin, S. B.; Coulon, J. -P.; Countryman, S. T.; Couvares, P.; Cowan, E. E.; Coward, D. M.; Cowart, M. J.; Coyne, D. C.; Coyne, R.; Craig, K.; Creighton, J. D. E.; Cripe, J.; Crowder, S. G.; Cumming, A.; Cunningham, A.L.; Cuoco, E.; Dal Canton, T.; Danilishin, S. L.; D'Antonio, S.; Danzmann, K.; Darman, N. S.; Dasgupta, A.; Costa, C. F. Da Silva; Dattilo, V.; Dave, I.; Davier, M.; Davies, G. S.; Daw, E. J.; Day, R.; De, S.; Debra, D.; Debreczeni, G.; Degallaix, J.; De laurentis, M.; Deleglise, S.; Del Pozzo, W.; Denker, T.; Dent, T.; Dergachev, V.A.; Rosa, R.; DeRosa, R. T.; DeSalvo, R.; Devine, R. C.; Dhurandhar, S.; Diaz, M. C.; Di Fiore, L.; Giovanni, M.G.; Di Girolamo, T.; Di Lieto, A.; Di Pace, S.; Di Palma, I.; Di Virgilio, A.; Dolique, V.; Donovan, F.; Dooley, K. L.; Doravari, S.; Douglas, R.; Downes, T. P.; Drago, M.; Drever, R. W. P.; Driggers, J. C.; Ducrot, M.; Dwyer, S. E.; Edo, T. B.; Edwards, M. C.; Effler, A.; Eggenstein, H. -B.; Ehrens, P.; Eichholz, J.; Eikenberry, S. S.; Engels, W.; Essick, R. C.; Etzel, T.; Evans, T. M.; Evans, T. M.; Everett, R.; Factourovich, M.; Fafone, V.; Fair, H.; Fan, X.M.; Fang, Q.; Farinon, S.; Farr, B.; Farr, W. M.; Favata, M.; Fays, M.; Fehrmann, H.; Fejer, M. M.; Fenyvesi, E.; Ferrante, I.; Ferreira, E. C.; Ferrini, F.; Fidecaro, F.; Fiori, I.; Fiorucci, D.; Fisher, R. P.; Flaminio, R.; Fletcher, M; Fournier, J. -D.; Frasca, S.; Frasconi, F.; Frei, Z.; Freise, A.; Frey, R.; Frey, V.; Fritschel, P.; Frolov, V. V.; Fulda, P.; Fyffe, M.; Gabbard, H. A. G.; Gair, J. R.; Gammaitoni, L.; Gaonkar, S. G.; Garufi, F.; Gaur, G.; Gehrels, N.; Gemme, G.; Geng, P.; Genin, E.; Gennai, A.; George, J.; Gergely, L.; Germain, V.; Ghosh, Abhirup; Ghosh, Archisman; Ghosh, S.; Giaime, J. A.; Giardina, K. D.; Giazotto, A.; Gill, K.P.; Glaefke, A.; Goetz, E.; Goetz, R.; Gondan, L.; Gonzalez, Idelmis G.; Castro, J. M. Gonzalez; Gopakumar, A.; Gordon, N. A.; Gorodetsky, M. L.; Gossan, S. E.; Lee-Gosselin, M.; Gouaty, R.; Grado, A.; Graef, C.; Graff, P. B.; Granata, M.; Grant, A.; Gras, S.; Gray, C.M.; Greco, G.; Green, A. C.; Groot, P.; Grote, H.; Grunewald, S.; Guidi, G. M.; Guo, X.; Gupta, A.; Gupta, M. K.; Gushwa, K. E.; Gustafson, E. K.; Gustafson, R.; Hacker, J. J.; Buffoni-Hall, R.; Hall, E. D.; Hammond, G.L.; Haney, M.; Hanke, M. M.; Hanks, J.; Hanna, C.; Hanson, P.J.; Hardwick, T.; Harms, J.; Harry, G. M.; Harry, I. W.; Hart, M. J.; Hartman, M. T.; Haster, C. -J.; Haughian, K.; Heidmann, A.; Heintze, M. C.; Heitmann, H.; Hello, P.; Hemming, G.; Hendry, M.; Heng, I. S.; Hennig, J.; Henry, J.A.; Heptonstall, A. W.; Heurs, M.; Hild, S.; Hoak, D.; Hofman, D.; Holt, K.; Holz, D. E.; Hopkins, P.; Hough, J.; Houston, E. A.; Howell, E. J.; Hu, Y. M.; Huang, S.; Huerta, E. A.; Huet, D.; Hughey, B.; Huttner, S. H.; Huynh-Dinh, T.; Indik, N.; Ingram, D. R.; Inta, R.; Isa, H. N.; Isac, J. -M.; Isi, M.; Isogai, T.; Iyer, B. R.; Izumi, K.; Jacqmin, T.; Jang, D.H.; Jani, K.; Jaranowski, P.; Jawahar, S.; Jian, L.; Jimenez-Forteza, F.; Johnson, W.; Jones, I.D.; Jones, R.; Jonker, R. J. G.; Ju, L.; Haris, K.; Kalaghatgi, C. V.; Kalogera, V.; Kandhasamy, S.; Kang, G.H.; Kanner, J. B.; Kapadia, S. J.; Karki, S.; Karvinen, K. S.; Kasprzack, M.; Katsavounidis, E.; Katzman, W.; Kaufer, S.; Kaur, T.; Kawabe, K.; Kefelian, F.; Kehl, M. S.; Keitel, D.; Kelley, D. B.; Kells, W.; Kennedy, R.E.; Key, J. S.; Khalili, F. Y.; Khan, I.; Khan, Z.; Khazanov, E. A.; Kijbunchoo, N.; Kim, Chi-Woong; Kim, Chunglee; Kim, J.; Kim, K.; Kim, Namjun; Kim, W.; Kim, Y.M.; Kimbrell, S. J.; King, E. J.; King, P. J.; Kissel, J. S.; Klein, B.; Kleybolte, L.; Klimenko, S.; Koehlenbeck, S. M.; Koley, S.; Kondrashov, V.; Kontos, A.; Korobko, M.; Korth, W. Z.; Kowalska, I.; Kozak, D. B.; Kringel, V.; Krolak, A.; Krueger, C.; Kuehn, G.; Kumar, P.; Kumar, R.; Kuo, L.; Kutynia, A.; Lackey, B. D.; Landry, M.; Lange, J.; Lantz, B.; Lasky, P. D.; Laxen, M.; Lazzarini, A.; Lazzaro, C.; Leaci, P.; Leavey, S.; Lebigot, E. O.; Lee, C.H.; Lee, K.H.; Lee, M.H.; Lee, K.; Lenon, A.; Leonardi, M.; Leong, J. R.; Leroy, N.; Letendre, N.; Levin, Y.; Lewis, J. B.; Li, T. G. F.; Libson, A.; Littenberg, T. B.; Lockerbie, N. A.; Lombardi, A. L.; Lord, J. E.; Lorenzini, M.; Loriette, V.; Lormand, M.; Losurdo, G.; Lough, J. D.; Lueck, H.; Lundgren, A. P.; Lynch, R.; Ma, Y.; Machenschalk, B.; MacInnis, M.; Macleod, D. M.; Magana-Sandoval, F.; Zertuche, L. Magana; Magee, R. M.; Majorana, E.; Maksimovic, I.; Malvezzi, V.; Man, N.; Mandic, V.; Mangano, V.; Mansell, G. L.; Manske, M.; Mantovani, M.; Marchesoni, F.; Marion, F.; Marka, S.; Marka, Z.; Markosyan, A. S.; Maros, E.; Martelli, F.; Martellini, L.; Martin, I. W.; Martynov, D. V.; Marx, J. N.; Mason, K.; Masserot, A.; Massinger, T. J.; Masso-Reid, M.; Mastrogiovanni, S.; Matichard, F.; Matone, L.; Mavalvala, N.; Mazumder, N.; McCarthy, R.; McClelland, D. E.; McCormick, S.; McGuire, S. C.; McIntyre, G.; McIver, J.; McManus, D. J.; McRae, T.; McWilliams, S. T.; Meacher, D.; Meadors, G. D.; Meidam, J.; Melatos, A.; Mendell, G.; Mercer, R. A.; Merilh, E. L.; Merzougui, M.; Meshkov, S.; Messenger, C.; Messick, C.; Metzdorff, R.; Meyers, P. M.; Mezzani, F.; Miao, H.; Michel, C.; Middleton, H.; Mikhailov, E. E.; Milano, L.; Miller, A. L.; Miller, A. L.; Miller, B.; Miller, J.; Millhouse, M.; Minenkov, Y.; Ming, J.; Mirshekari, S.; Mishra, C.; Mitra, S.; Mitrofanov, V. P.; Mitselmakher, G.; Mittleman, R.; Moggi, A.; Mohan, M.; Mohapatra, S. R. P.; Montani, M.; Moore, B.C.; Moore, J.C.; Moraru, D.; Gutierrez Moreno, M.; Morriss, S. R.; Mossavi, K.; Mours, B.; Mow-Lowry, C. M.; Mueller, G.; Muir, A. W.; Mukherjee, Arunava; Mukherjee, S.D.; Mukherjee, S.; Mukund, N.; Mullavey, A.; Munch, J.; Murphy, D. J.; Murray, P.G.; Mytidis, A.; Nardecchia, I.; Naticchioni, L.; Nayak, R. K.; Nedkova, K.; Nelemans, G.; Nelson, T. J. N.; Gutierrez-Neri, M.; Neunzert, A.; Newton-Howes, G.; Nguyen, T. T.; Nielsen, A. B.; Nissanke, S.; Nitz, A.; Nocera, F.; Nolting, D.; Normandin, M. E. N.; Nuttall, L. K.; Oberling, J.; Ochsner, E.; O'Dell, J.; Oelker, E.; Ogin, G. H.; Oh, J.; Oh, S. H.; Ohme, F.; Oliver, M. B.; Oppermann, P.; Oram, Richard J.; O'Reilly, B.; O'Shaughnessy, R.; Ottaway, D. J.; Overmier, H.; Owen, B. J.; Pai, A.; Pai, S. A.; Palamos, J. R.; Palashov, O.; Palomba, C.; Pal-Singh, A.; Pan, H.; Pankow, C.; Pant, B. C.; Paoletti, F.; Paoli, A.; Papa, M. A.; Paris, H. R.; Parker, W.S; Pascucci, D.; Pasqualetti, A.; Passaquieti, R.; Passuello, D.; Patricelli, B.; Patrick, Z.; Pearlstone, B. L.; Pedraza, M.; Pedurand, R.; Pekowsky, L.; Pele, A.; Penn, S.; Perreca, A.; Perri, L. M.; Phelps, M.; Piccinni, O. J.; Pichot, M.; Piergiovanni, F.; Pierro, V.; Pillant, G.; Pinard, L.; Pinto, I. M.; Pitkin, M.; Poe, M.; Poggiani, R.; Popolizio, P.; Post, A.; Powell, J.; Prasad, J.; Predoi, V.; Prestegard, T.; Price, L. R.; Prijatelj, M.; Principe, M.; Privitera, S.; Prodi, G. A.; Prokhorov, L. G.; Puncken, O.; Punturo, M.; Puppo, P.; Puerrer, M.; Qi, H.; Qin, J.; Qiu, S.; Quetschke, V.; Quintero, E. A.; Quitzow-James, R.; Raab, F. J.; Rabeling, D. S.; Radkins, H.; Raffai, P.; Raja, S.; Rajan, C.; Rakhmanov, M.; Rapagnani, P.; Raymond, V.; Razzano, M.; Re, V.; Read, J.; Reed, C. M.; Regimbau, T.; Rei, L.; Reid, S.; Reitze, D. H.; Rew, H.; Reyes, S. D.; Ricci, F.; Riles, K.; Rizzo, D.M.; Robertson, N. A.; Robie, R.; Robinet, F.; Rocchi, A.; Rolland, L.; Rollins, J. G.; Roma, V. J.; Romano, J. D.; Romano, R.; Romanov, G.; Romie, J. H.; Rosinska, D.; Rowan, S.; Ruediger, A.; Ruggi, P.; Ryan, K.A.; Sachdev, P.S.; Sadecki, T.; Sadeghian, L.; Sakellariadou, M.; Salconi, L.; Saleem, M.; Salemi, F.; Samajdar, A.; Sammut, L.; Sanchez, E. J.; Sandberg, V.; Sandeen, B.; Sanders, J. R.; Sassolas, B.; Saulson, P. R.; Sauter, O. E. S.; Savage, R. L.; Sawadsky, A.; Schale, P.; Schilling, R.; Schmidt, J; Schmidt, P.; Schnabel, R.B.; Schofield, R. M. S.; Schoenbeck, A.; Schreiber, K.E.C.; Schuette, D.; Schutz, B. F.; Scott, J.; Scott, M.S.; Sellers, D.; Sengupta, A. S.; Sentenac, D.; Sequino, V.; Sergeev, A.; Setyawati, Y.; Shaddock, D. A.; Shaffer, T. J.; Shahriar, M. S.; Shaltev, M.; Shapiro, B.; Shawhan, P.; Sheperd, A.; Shoemaker, D. H.; Siellez, K.; Siemens, X.; Sieniawska, M.; Sigg, D.; Silva, António Dias da; Singer, A; Singer, L. P.; Singh, A.; Singh, R.; Singhal, A.; Sintes, A. M.; Slagmolen, B. J. J.; Smith, R. J. E.; Smith, N.D.; Smith, R. J. E.; Son, E. J.; Sorazu, B.; Sorrentino, F.; Souradeep, T.; Srivastava, A. K.; Staley, A.; Steinke, M.; Steinlechner, J.; Steinlechner, S.; Steinmeyer, D.; Stephens, B. C.; Stone, J.R.; Strain, K. A.; Straniero, N.; Stratta, G.; Strauss, N. A.; Strigin, S. E.; Sturani, R.; Stuver, A. L.; Summerscales, T. Z.; Sun, L.; Sunil, S.; Sutton, P. J.; Swinkels, B. L.; Szczepanczyk, M. J.; Tacca, M.D.; Talukder, D.; Tanner, D. B.; Tapai, M.; Tarabrin, S. P.; Taracchini, A.; Taylor, W.R.; Theeg, T.; Thirugnanasambandam, M. P.; Thomas, E. G.; Thomas, M.; Thomas, P.; Thorne, K. A.; Thorne, K. S.; Thrane, E.; Tiwari, S.; Tiwari, V.; Tokmakov, K. V.; Toland, K.; Tomlinson, C.; Tonelli, M.; Tornasi, Z.; Torres, C. V.; Torrie, C. I.; Toyra, D.; Travasso, F.; Traylor, G.; Trifiro, D.; Tringali, M. C.; Trozzo, L.; Tse, M.; Turconi, M.; Tuyenbayev, D.; Ugolini, D.; Unnikrishnan, C. S.; Urban, A. L.; Usman, S. A.; Vahlbruch, H.; Vajente, G.; Valdes, G.; van Bakel, N.; Van Beuzekom, Martin; van den Brand, J. F. J.; Van Den Broeck, C.F.F.; Vander-Hyde, D. C.; van der Schaaf, L.; van Heijningen, J. V.; van Veggel, A. A.; Vardaro, M.; Vass, S.; Vasuth, M.; Vaulin, R.; Vecchio, A.; Vedovato, G.; Veitch, J.; Veitch, P.J.; Venkateswara, K.; Verkindt, D.; Vetrano, F.; Vicere, A.; Vinciguerra, S.; Vine, D. J.; Vinet, J. -Y.; Vitale, S.; Vo, T.; Vocca, H.; Vorvick, C.; Voss, D. V.; Vousden, W. D.; Vyatchanin, S. P.; Wade, A. R.; Wade, L. E.; Wade, MT; Walker, M.; Wallace, L.; Walsh, S.; Wang, G.; Wang, H.; Wang, M.; Wang, X.; Wang, Y.; Ward, R. L.; Warner, J.; Was, M.; Weaver, B.; Wei, L. -W.; Weinert, M.; Weinstein, A. J.; Weiss, R.; Wen, L.M.; Wessels, P.; Westphal, T.; Wette, K.; Whelan, J. T.; Whiting, B. F.; Williams, D.R.; Williamson, A. R.; Willis, J. L.; Willke, B.; Wimmer, M. H.; Winkler, W.; Wipf, C. C.; Wittel, H.; Woan, G.; Woehler, J.; Worden, J.; Wright, J.L.; Wu, D.S.; Wu, G.; Yablon, J.; Yam, W.; Yamamoto, H.; Yancey, C. C.; Yu, H.; Yvert, M.; Zadrozny, A.; Zangrando, L.; Zanolin, M.; Zendri, J. -P.; Zevin, M.; Zhang, L.; Zhang, M.; Zhang, Y.; Zhao, C.; Zhou, M.; Zhou, Z.; Zhu, X. J.; Zucker, M. E.; Zuraw, S. E.; Zweizig, J.; Boyle, M.; Campanelli, M.; Chu, I.W.T.; Clark, M.; Fauchon-Jones, E. J.; Fong, H.; Healy, J.; Hemberger, D.; Hinder, I.; Husa, S.; Kalaghati, C.; Khan., S.; Kidder, L. E.; Kinsey, M.; Laguna, P.; London, L. T.; Lousto, C. O.; Lovelace, G.; Ossokine, S.; Pannarale, F.; Pfeiffer, H. P.; Scheel, M.; Shoemaker, D. M.; Szilagyi, B.; Teukolsky, S.; Vinuales, A. Vano; Zlochower, Y.

    2016-01-01

    We compare GW150914 directly to simulations of coalescing binary black holes in full general relativity, including several performed specifically to reproduce this event. Our calculations go beyond existing semianalytic models, because for all simulations—including sources with two independent,

  14. Theoretical Coalescence: A Method to Develop Qualitative Theory: The Example of Enduring.

    Science.gov (United States)

    Morse, Janice M

    Qualitative research is frequently context bound, lacks generalizability, and is limited in scope. The purpose of this article was to describe a method, theoretical coalescence, that provides a strategy for analyzing complex, high-level concepts and for developing generalizable theory. Theoretical coalescence is a method of theoretical expansion, inductive inquiry, of theory development, that uses data (rather than themes, categories, and published extracts of data) as the primary source for analysis. Here, using the development of the lay concept of enduring as an example, I explore the scientific development of the concept in multiple settings over many projects and link it within the Praxis Theory of Suffering. As comprehension emerges when conducting theoretical coalescence, it is essential that raw data from various different situations be available for reinterpretation/reanalysis and comparison to identify the essential features of the concept. The concept is then reconstructed, with additional inquiry that builds description, and evidence is conducted and conceptualized to create a more expansive concept and theory. By utilizing apparently diverse data sets from different contexts that are linked by certain characteristics, the essential features of the concept emerge. Such inquiry is divergent and less bound by context yet purposeful, logical, and with significant pragmatic implications for practice in nursing and beyond our discipline. Theoretical coalescence is a means by which qualitative inquiry is broadened to make an impact, to accommodate new theoretical shifts and concepts, and to make qualitative research applied and accessible in new ways.

  15. Coalescence of two polarized photons with antiparallel momenta into one on an electron

    International Nuclear Information System (INIS)

    Galynskii, M.V.

    1989-01-01

    The matrix elements have been calculated for the coalescence of two photons with antiparallel momenta and equal frequencies into one on an electron. An explicit expression for the differential probability for the process, with allowance for the polarization of all the particles, has been obtained in the nonrelativistic approximation

  16. Neural Correlates of Visual Aesthetics - Beauty as the Coalescence of Stimulus and Internal State

    NARCIS (Netherlands)

    Jacobs, Richard H. A. H.; Renken, Remco; Cornelissen, Frans W.

    2012-01-01

    How do external stimuli and our internal state coalesce to create the distinctive aesthetic pleasures that give vibrance to human experience? Neuroaesthetics has so far focused on the neural correlates of observing beautiful stimuli compared to neutral or ugly stimuli, or on neural correlates of

  17. Markov Chain Models for the Stochastic Modeling of Pitting Corrosion

    OpenAIRE

    Valor, A.; Caleyo, F.; Alfonso, L.; Velázquez, J. C.; Hallen, J. M.

    2013-01-01

    The stochastic nature of pitting corrosion of metallic structures has been widely recognized. It is assumed that this kind of deterioration retains no memory of the past, so only the current state of the damage influences its future development. This characteristic allows pitting corrosion to be categorized as a Markov process. In this paper, two different models of pitting corrosion, developed using Markov chains, are presented. Firstly, a continuous-time, nonhomogeneous linear growth (pure ...

  18. On almost-periodic points of a topological Markov chain

    International Nuclear Information System (INIS)

    Bogatyi, Semeon A; Redkozubov, Vadim V

    2012-01-01

    We prove that a transitive topological Markov chain has almost-periodic points of all D-periods. Moreover, every D-period is realized by continuously many distinct minimal sets. We give a simple constructive proof of the result which asserts that any transitive topological Markov chain has periodic points of almost all periods, and study the structure of the finite set of positive integers that are not periods.

  19. On mean reward variance in semi-Markov processes

    Czech Academy of Sciences Publication Activity Database

    Sladký, Karel

    2005-01-01

    Roč. 62, č. 3 (2005), s. 387-397 ISSN 1432-2994 R&D Projects: GA ČR(CZ) GA402/05/0115; GA ČR(CZ) GA402/04/1294 Institutional research plan: CEZ:AV0Z10750506 Keywords : Markov and semi-Markov processes with rewards * variance of cumulative reward * asymptotic behaviour Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.259, year: 2005

  20. Reliability estimation of semi-Markov systems: a case study

    International Nuclear Information System (INIS)

    Ouhbi, Brahim; Limnios, Nikolaos

    1997-01-01

    In this article, we are concerned with the estimation of the reliability and the availability of a turbo-generator rotor using a set of data observed in a real engineering situation provided by Electricite De France (EDF). The rotor is modeled by a semi-Markov process, which is used to estimate the rotor's reliability and availability. To do this, we present a method for estimating the semi-Markov kernel from a censored data

  1. Quantum tomography, phase-space observables and generalized Markov kernels

    International Nuclear Information System (INIS)

    Pellonpaeae, Juha-Pekka

    2009-01-01

    We construct a generalized Markov kernel which transforms the observable associated with the homodyne tomography into a covariant phase-space observable with a regular kernel state. Illustrative examples are given in the cases of a 'Schroedinger cat' kernel state and the Cahill-Glauber s-parametrized distributions. Also we consider an example of a kernel state when the generalized Markov kernel cannot be constructed.

  2. Hidden Markov models in automatic speech recognition

    Science.gov (United States)

    Wrzoskowicz, Adam

    1993-11-01

    This article describes a method for constructing an automatic speech recognition system based on hidden Markov models (HMMs). The author discusses the basic concepts of HMM theory and the application of these models to the analysis and recognition of speech signals. The author provides algorithms which make it possible to train the ASR system and recognize signals on the basis of distinct stochastic models of selected speech sound classes. The author describes the specific components of the system and the procedures used to model and recognize speech. The author discusses problems associated with the choice of optimal signal detection and parameterization characteristics and their effect on the performance of the system. The author presents different options for the choice of speech signal segments and their consequences for the ASR process. The author gives special attention to the use of lexical, syntactic, and semantic information for the purpose of improving the quality and efficiency of the system. The author also describes an ASR system developed by the Speech Acoustics Laboratory of the IBPT PAS. The author discusses the results of experiments on the effect of noise on the performance of the ASR system and describes methods of constructing HMM's designed to operate in a noisy environment. The author also describes a language for human-robot communications which was defined as a complex multilevel network from an HMM model of speech sounds geared towards Polish inflections. The author also added mandatory lexical and syntactic rules to the system for its communications vocabulary.

  3. Hidden Markov Model for Stock Selection

    Directory of Open Access Journals (Sweden)

    Nguyet Nguyen

    2015-10-01

    Full Text Available The hidden Markov model (HMM is typically used to predict the hidden regimes of observation data. Therefore, this model finds applications in many different areas, such as speech recognition systems, computational molecular biology and financial market predictions. In this paper, we use HMM for stock selection. We first use HMM to make monthly regime predictions for the four macroeconomic variables: inflation (consumer price index (CPI, industrial production index (INDPRO, stock market index (S&P 500 and market volatility (VIX. At the end of each month, we calibrate HMM’s parameters for each of these economic variables and predict its regimes for the next month. We then look back into historical data to find the time periods for which the four variables had similar regimes with the forecasted regimes. Within those similar periods, we analyze all of the S&P 500 stocks to identify which stock characteristics have been well rewarded during the time periods and assign scores and corresponding weights for each of the stock characteristics. A composite score of each stock is calculated based on the scores and weights of its features. Based on this algorithm, we choose the 50 top ranking stocks to buy. We compare the performances of the portfolio with the benchmark index, S&P 500. With an initial investment of $100 in December 1999, over 15 years, in December 2014, our portfolio had an average gain per annum of 14.9% versus 2.3% for the S&P 500.

  4. Stability and perturbations of countable Markov maps

    Science.gov (United States)

    Jordan, Thomas; Munday, Sara; Sahlsten, Tuomas

    2018-04-01

    Let T and , , be countable Markov maps such that the branches of converge pointwise to the branches of T, as . We study the stability of various quantities measuring the singularity (dimension, Hölder exponent etc) of the topological conjugacy between and T when . This is a well-understood problem for maps with finitely-many branches, and the quantities are stable for small ɛ, that is, they converge to their expected values if . For the infinite branch case their stability might be expected to fail, but we prove that even in the infinite branch case the quantity is stable under some natural regularity assumptions on and T (under which, for instance, the Hölder exponent of fails to be stable). Our assumptions apply for example in the case of Gauss map, various Lüroth maps and accelerated Manneville-Pomeau maps when varying the parameter α. For the proof we introduce a mass transportation method from the cusp that allows us to exploit thermodynamical ideas from the finite branch case. Dedicated to the memory of Bernd O Stratmann

  5. Lectures from Markov processes to Brownian motion

    CERN Document Server

    Chung, Kai Lai

    1982-01-01

    This book evolved from several stacks of lecture notes written over a decade and given in classes at slightly varying levels. In transforming the over­ lapping material into a book, I aimed at presenting some of the best features of the subject with a minimum of prerequisities and technicalities. (Needless to say, one man's technicality is another's professionalism. ) But a text frozen in print does not allow for the latitude of the classroom; and the tendency to expand becomes harder to curb without the constraints of time and audience. The result is that this volume contains more topics and details than I had intended, but I hope the forest is still visible with the trees. The book begins at the beginning with the Markov property, followed quickly by the introduction of option al times and martingales. These three topics in the discrete parameter setting are fully discussed in my book A Course In Probability Theory (second edition, Academic Press, 1974). The latter will be referred to throughout this book ...

  6. Markov branching in the vertex splitting model

    International Nuclear Information System (INIS)

    Stefánsson, Sigurdur Örn

    2012-01-01

    We study a special case of the vertex splitting model which is a recent model of randomly growing trees. For any finite maximum vertex degree D, we find a one parameter model, with parameter α element of [0,1] which has a so-called Markov branching property. When D=∞ we find a two parameter model with an additional parameter γ element of [0,1] which also has this feature. In the case D = 3, the model bears resemblance to Ford's α-model of phylogenetic trees and when D=∞ it is similar to its generalization, the αγ-model. For α = 0, the model reduces to the well known model of preferential attachment. In the case α > 0, we prove convergence of the finite volume probability measures, generated by the growth rules, to a measure on infinite trees which is concentrated on the set of trees with a single spine. We show that the annealed Hausdorff dimension with respect to the infinite volume measure is 1/α. When γ = 0 the model reduces to a model of growing caterpillar graphs in which case we prove that the Hausdorff dimension is almost surely 1/α and that the spectral dimension is almost surely 2/(1 + α). We comment briefly on the distribution of vertex degrees and correlations between degrees of neighbouring vertices

  7. Bayesian posterior distributions without Markov chains.

    Science.gov (United States)

    Cole, Stephen R; Chu, Haitao; Greenland, Sander; Hamra, Ghassan; Richardson, David B

    2012-03-01

    Bayesian posterior parameter distributions are often simulated using Markov chain Monte Carlo (MCMC) methods. However, MCMC methods are not always necessary and do not help the uninitiated understand Bayesian inference. As a bridge to understanding Bayesian inference, the authors illustrate a transparent rejection sampling method. In example 1, they illustrate rejection sampling using 36 cases and 198 controls from a case-control study (1976-1983) assessing the relation between residential exposure to magnetic fields and the development of childhood cancer. Results from rejection sampling (odds ratio (OR) = 1.69, 95% posterior interval (PI): 0.57, 5.00) were similar to MCMC results (OR = 1.69, 95% PI: 0.58, 4.95) and approximations from data-augmentation priors (OR = 1.74, 95% PI: 0.60, 5.06). In example 2, the authors apply rejection sampling to a cohort study of 315 human immunodeficiency virus seroconverters (1984-1998) to assess the relation between viral load after infection and 5-year incidence of acquired immunodeficiency syndrome, adjusting for (continuous) age at seroconversion and race. In this more complex example, rejection sampling required a notably longer run time than MCMC sampling but remained feasible and again yielded similar results. The transparency of the proposed approach comes at a price of being less broadly applicable than MCMC.

  8. Markov source model for printed music decoding

    Science.gov (United States)

    Kopec, Gary E.; Chou, Philip A.; Maltz, David A.

    1995-03-01

    This paper describes a Markov source model for a simple subset of printed music notation. The model is based on the Adobe Sonata music symbol set and a message language of our own design. Chord imaging is the most complex part of the model. Much of the complexity follows from a rule of music typography that requires the noteheads for adjacent pitches to be placed on opposite sides of the chord stem. This rule leads to a proliferation of cases for other typographic details such as dot placement. We describe the language of message strings accepted by the model and discuss some of the imaging issues associated with various aspects of the message language. We also point out some aspects of music notation that appear problematic for a finite-state representation. Development of the model was greatly facilitated by the duality between image synthesis and image decoding. Although our ultimate objective was a music image model for use in decoding, most of the development proceeded by using the evolving model for image synthesis, since it is computationally far less costly to image a message than to decode an image.

  9. Label triangulation

    International Nuclear Information System (INIS)

    May, R.P.

    1983-01-01

    Label Triangulation (LT) with neutrons allows the investigation of the quaternary structure of biological multicomponent complexes under native conditions. Provided that the complex can be fully separated into and reconstituted from its single - protonated and deuterated - components, small angle neutron scattering (SANS) can give selective information on shapes and pair distances of these components. Following basic geometrical rules, the spatial arrangement of the components can be reconstructed from these data. LT has so far been successfully applied to the small and large ribosomal subunits and the transcriptase of E. coli. (author)

  10. NonMarkov Ito Processes with 1- state memory

    Science.gov (United States)

    McCauley, Joseph L.

    2010-08-01

    A Markov process, by definition, cannot depend on any previous state other than the last observed state. An Ito process implies the Fokker-Planck and Kolmogorov backward time partial differential eqns. for transition densities, which in turn imply the Chapman-Kolmogorov eqn., but without requiring the Markov condition. We present a class of Ito process superficially resembling Markov processes, but with 1-state memory. In finance, such processes would obey the efficient market hypothesis up through the level of pair correlations. These stochastic processes have been mislabeled in recent literature as 'nonlinear Markov processes'. Inspired by Doob and Feller, who pointed out that the ChapmanKolmogorov eqn. is not restricted to Markov processes, we exhibit a Gaussian Ito transition density with 1-state memory in the drift coefficient that satisfies both of Kolmogorov's partial differential eqns. and also the Chapman-Kolmogorov eqn. In addition, we show that three of the examples from McKean's seminal 1966 paper are also nonMarkov Ito processes. Last, we show that the transition density of the generalized Black-Scholes type partial differential eqn. describes a martingale, and satisfies the ChapmanKolmogorov eqn. This leads to the shortest-known proof that the Green function of the Black-Scholes eqn. with variable diffusion coefficient provides the so-called martingale measure of option pricing.

  11. Switching Markov chains for a holistic modeling of SIS unavailability

    International Nuclear Information System (INIS)

    Mechri, Walid; Simon, Christophe; BenOthman, Kamel

    2015-01-01

    This paper proposes a holistic approach to model the Safety Instrumented Systems (SIS). The model is based on Switching Markov Chain and integrates several parameters like Common Cause Failure, Imperfect Proof testing, partial proof testing, etc. The basic concepts of Switching Markov Chain applied to reliability analysis are introduced and a model to compute the unavailability for a case study is presented. The proposed Switching Markov Chain allows us to assess the effect of each parameter on the SIS performance. The proposed method ensures the relevance of the results. - Highlights: • A holistic approach to model the unavailability safety systems using Switching Markov chains. • The model integrates several parameters like probability of failure due to the test, the probability of not detecting a failure in a test. • The basic concepts of the Switching Markov Chains are introduced and applied to compute the unavailability for safety systems. • The proposed Switching Markov Chain allows assessing the effect of each parameter on the chemical reactor performance

  12. Prognostics for Steam Generator Tube Rupture using Markov Chain model

    International Nuclear Information System (INIS)

    Kim, Gibeom; Heo, Gyunyoung; Kim, Hyeonmin

    2016-01-01

    This paper will describe the prognostics method for evaluating and forecasting the ageing effect and demonstrate the procedure of prognostics for the Steam Generator Tube Rupture (SGTR) accident. Authors will propose the data-driven method so called MCMC (Markov Chain Monte Carlo) which is preferred to the physical-model method in terms of flexibility and availability. Degradation data is represented as growth of burst probability over time. Markov chain model is performed based on transition probability of state. And the state must be discrete variable. Therefore, burst probability that is continuous variable have to be changed into discrete variable to apply Markov chain model to the degradation data. The Markov chain model which is one of prognostics methods was described and the pilot demonstration for a SGTR accident was performed as a case study. The Markov chain model is strong since it is possible to be performed without physical models as long as enough data are available. However, in the case of the discrete Markov chain used in this study, there must be loss of information while the given data is discretized and assigned to the finite number of states. In this process, original information might not be reflected on prediction sufficiently. This should be noted as the limitation of discrete models. Now we will be studying on other prognostics methods such as GPM (General Path Model) which is also data-driven method as well as the particle filer which belongs to physical-model method and conducting comparison analysis

  13. Probability distributions for Markov chain based quantum walks

    Science.gov (United States)

    Balu, Radhakrishnan; Liu, Chaobin; Venegas-Andraca, Salvador E.

    2018-01-01

    We analyze the probability distributions of the quantum walks induced from Markov chains by Szegedy (2004). The first part of this paper is devoted to the quantum walks induced from finite state Markov chains. It is shown that the probability distribution on the states of the underlying Markov chain is always convergent in the Cesaro sense. In particular, we deduce that the limiting distribution is uniform if the transition matrix is symmetric. In the case of a non-symmetric Markov chain, we exemplify that the limiting distribution of the quantum walk is not necessarily identical with the stationary distribution of the underlying irreducible Markov chain. The Szegedy scheme can be extended to infinite state Markov chains (random walks). In the second part, we formulate the quantum walk induced from a lazy random walk on the line. We then obtain the weak limit of the quantum walk. It is noted that the current quantum walk appears to spread faster than its counterpart-quantum walk on the line driven by the Grover coin discussed in literature. The paper closes with an outlook on possible future directions.

  14. Phylogenetic analysis at deep timescales: unreliable gene trees, bypassed hidden support, and the coalescence/concatalescence conundrum.

    Science.gov (United States)

    Gatesy, John; Springer, Mark S

    2014-11-01

    Large datasets are required to solve difficult phylogenetic problems that are deep in the Tree of Life. Currently, two divergent systematic methods are commonly applied to such datasets: the traditional supermatrix approach (= concatenation) and "shortcut" coalescence (= coalescence methods wherein gene trees and the species tree are not co-estimated). When applied to ancient clades, these contrasting frameworks often produce congruent results, but in recent phylogenetic analyses of Placentalia (placental mammals), this is not the case. A recent series of papers has alternatively disputed and defended the utility of shortcut coalescence methods at deep phylogenetic scales. Here, we examine this exchange in the context of published phylogenomic data from Mammalia; in particular we explore two critical issues - the delimitation of data partitions ("genes") in coalescence analysis and hidden support that emerges with the combination of such partitions in phylogenetic studies. Hidden support - increased support for a clade in combined analysis of all data partitions relative to the support evident in separate analyses of the various data partitions, is a hallmark of the supermatrix approach and a primary rationale for concatenating all characters into a single matrix. In the most extreme cases of hidden support, relationships that are contradicted by all gene trees are supported when all of the genes are analyzed together. A valid fear is that shortcut coalescence methods might bypass or distort character support that is hidden in individual loci because small gene fragments are analyzed in isolation. Given the extensive systematic database for Mammalia, the assumptions and applicability of shortcut coalescence methods can be assessed with rigor to complement a small but growing body of simulation work that has directly compared these methods to concatenation. We document several remarkable cases of hidden support in both supermatrix and coalescence paradigms and argue

  15. Detection of bursts in extracellular spike trains using hidden semi-Markov point process models.

    Science.gov (United States)

    Tokdar, Surya; Xi, Peiyi; Kelly, Ryan C; Kass, Robert E

    2010-08-01

    Neurons in vitro and in vivo have epochs of bursting or "up state" activity during which firing rates are dramatically elevated. Various methods of detecting bursts in extracellular spike trains have appeared in the literature, the most widely used apparently being Poisson Surprise (PS). A natural description of the phenomenon assumes (1) there are two hidden states, which we label "burst" and "non-burst," (2) the neuron evolves stochastically, switching at random between these two states, and (3) within each state the spike train follows a time-homogeneous point process. If in (2) the transitions from non-burst to burst and burst to non-burst states are memoryless, this becomes a hidden Markov model (HMM). For HMMs, the state transitions follow exponential distributions, and are highly irregular. Because observed bursting may in some cases be fairly regular-exhibiting inter-burst intervals with small variation-we relaxed this assumption. When more general probability distributions are used to describe the state transitions the two-state point process model becomes a hidden semi-Markov model (HSMM). We developed an efficient Bayesian computational scheme to fit HSMMs to spike train data. Numerical simulations indicate the method can perform well, sometimes yielding very different results than those based on PS.

  16. A Self-Adaptive Hidden Markov Model for Emotion Classification in Chinese Microblogs

    Directory of Open Access Journals (Sweden)

    Li Liu

    2015-01-01

    we propose a modified version of hidden Markov model (HMM classifier, called self-adaptive HMM, whose parameters are optimized by Particle Swarm Optimization algorithms. Since manually labeling large-scale dataset is difficult, we also employ the entropy to decide whether a new unlabeled tweet shall be contained in the training dataset after being assigned an emotion using our HMM-based approach. In the experiment, we collected about 200,000 Chinese tweets from Sina Weibo. The results show that the F-score of our approach gets 76% on happiness and fear and 65% on anger, surprise, and sadness. In addition, the self-adaptive HMM classifier outperforms Naive Bayes and Support Vector Machine on recognition of happiness, anger, and sadness.

  17. A Coupled Hidden Markov Random Field Model for Simultaneous Face Clustering and Tracking in Videos

    KAUST Repository

    Wu, Baoyuan

    2016-10-25

    Face clustering and face tracking are two areas of active research in automatic facial video processing. They, however, have long been studied separately, despite the inherent link between them. In this paper, we propose to perform simultaneous face clustering and face tracking from real world videos. The motivation for the proposed research is that face clustering and face tracking can provide useful information and constraints to each other, thus can bootstrap and improve the performances of each other. To this end, we introduce a Coupled Hidden Markov Random Field (CHMRF) to simultaneously model face clustering, face tracking, and their interactions. We provide an effective algorithm based on constrained clustering and optimal tracking for the joint optimization of cluster labels and face tracking. We demonstrate significant improvements over state-of-the-art results in face clustering and tracking on several videos.

  18. RJMCMC based Text Placement to Optimize Label Placement and Quantity

    Science.gov (United States)

    Touya, Guillaume; Chassin, Thibaud

    2018-05-01

    Label placement is a tedious task in map design, and its automation has long been a goal for researchers in cartography, but also in computational geometry. Methods that search for an optimal or nearly optimal solution that satisfies a set of constraints, such as label overlapping, have been proposed in the literature. Most of these methods mainly focus on finding the optimal position for a given set of labels, but rarely allow the removal of labels as part of the optimization. This paper proposes to apply an optimization technique called Reversible-Jump Markov Chain Monte Carlo that enables to easily model the removal or addition during the optimization iterations. The method, quite preliminary for now, is tested on a real dataset, and the first results are encouraging.

  19. Maximally reliable Markov chains under energy constraints.

    Science.gov (United States)

    Escola, Sean; Eisele, Michael; Miller, Kenneth; Paninski, Liam

    2009-07-01

    Signal-to-noise ratios in physical systems can be significantly degraded if the outputs of the systems are highly variable. Biological processes for which highly stereotyped signal generations are necessary features appear to have reduced their signal variabilities by employing multiple processing steps. To better understand why this multistep cascade structure might be desirable, we prove that the reliability of a signal generated by a multistate system with no memory (i.e., a Markov chain) is maximal if and only if the system topology is such that the process steps irreversibly through each state, with transition rates chosen such that an equal fraction of the total signal is generated in each state. Furthermore, our result indicates that by increasing the number of states, it is possible to arbitrarily increase the reliability of the system. In a physical system, however, an energy cost is associated with maintaining irreversible transitions, and this cost increases with the number of such transitions (i.e., the number of states). Thus, an infinite-length chain, which would be perfectly reliable, is infeasible. To model the effects of energy demands on the maximally reliable solution, we numerically optimize the topology under two distinct energy functions that penalize either irreversible transitions or incommunicability between states, respectively. In both cases, the solutions are essentially irreversible linear chains, but with upper bounds on the number of states set by the amount of available energy. We therefore conclude that a physical system for which signal reliability is important should employ a linear architecture, with the number of states (and thus the reliability) determined by the intrinsic energy constraints of the system.

  20. Shear-induced Bubble Coalescence in Rhyolitic Melts with Low Vesicularity

    Science.gov (United States)

    Okumura, S.; Nakamura, M.; Tsuchiyama, A.

    2006-12-01

    Development of bubble structure during magma ascent controls the dynamics of volcanic eruption, because the bubble structure influences the magma rheology and permeability, and hence magma degassing. In the flowing magmas, the bubble structure is expected to be changed by shear, as pointed out by some previous studies based on geological observations. However, the development of bubble structure has been experimentally studied only in the isostatic magmas. We have experimentally demonstrated for the first time, the shear-induced development of number density, size and shape of bubbles in a rhyolitic melt. The deformation experiments were performed by using an externally heated, piston-cylinder type apparatus with a rotational piston. At 975°C, natural obsidian (initial water content of 0.5 wt%) having cylindrical shape (ca. 4.7 mm in diameter and 5 mm in length) was vesiculated in the graphite container (ca. 5 and 9 mm in the inner and the outer diameters, respectively, and 5 mm in length), and the vesiculated samples were twisted at various rotational speeds up to 1 rpm. The number density, size and shape of bubbles in the quenched samples were then measured by using the X-ray computed tomography. The size distribution of bubbles shows that the number of larger bubbles increases with the rotational speed and at the outer zone of the samples at which the shear rate is high. In the high shear rate zone, the magnitude of bubble deformation is large. The 3D images of large bubbles clearly indicate that they were formed by coalescence. These results indicate that the degree of bubble coalescence is enhanced with the shear rate. The experimental results also demonstrated that the coalescence of bubbles occur even at low vesicularity (ca. 20 vol.%). Because the shear rate induced in this study (in the order of 0.01 1/s) seems to be produced for magmas ascending in a volcanic conduit, we propose the possibility that the vesiculated magmas undergo bubble coalescence at a

  1. Simulations of plasma heating caused by the coalescence of multiple current loops in a proton-boron fusion plasma

    International Nuclear Information System (INIS)

    Haruki, T.; Yousefi, H. R.; Sakai, J.-I.

    2010-01-01

    Two dimensional particle-in-cell simulations of a dense plasma focus were performed to investigate a plasma heating process caused by the coalescence of multiple current loops in a proton-boron-electron plasma. Recently, it was reported that the electric field produced during the coalescence of two current loops in a proton-boron-electron plasma heats up all plasma species; proton-boron nuclear fusion may therefore be achievable using a dense plasma focus device. Based on this work, the coalescence process for four and eight current loops was investigated. It was found that the return current plays an important role in both the current pinch and the plasma heating. The coalescence of four current loops led to the breakup of the return current from the pinched plasma, resulting in plasma heating. For the coalescence of eight current loops, the plasma was confined by the pinch but the plasma heating was smaller than the two and four loop cases. Therefore the heating associated with current loop coalescence depends on the number of initial current loops. These results are useful for understanding the coalescence of multiple current loops in a proton-boron-electron plasma.

  2. Markov Chain Models for the Stochastic Modeling of Pitting Corrosion

    Directory of Open Access Journals (Sweden)

    A. Valor

    2013-01-01

    Full Text Available The stochastic nature of pitting corrosion of metallic structures has been widely recognized. It is assumed that this kind of deterioration retains no memory of the past, so only the current state of the damage influences its future development. This characteristic allows pitting corrosion to be categorized as a Markov process. In this paper, two different models of pitting corrosion, developed using Markov chains, are presented. Firstly, a continuous-time, nonhomogeneous linear growth (pure birth Markov process is used to model external pitting corrosion in underground pipelines. A closed-form solution of the system of Kolmogorov's forward equations is used to describe the transition probability function in a discrete pit depth space. The transition probability function is identified by correlating the stochastic pit depth mean with the empirical deterministic mean. In the second model, the distribution of maximum pit depths in a pitting experiment is successfully modeled after the combination of two stochastic processes: pit initiation and pit growth. Pit generation is modeled as a nonhomogeneous Poisson process, in which induction time is simulated as the realization of a Weibull process. Pit growth is simulated using a nonhomogeneous Markov process. An analytical solution of Kolmogorov's system of equations is also found for the transition probabilities from the first Markov state. Extreme value statistics is employed to find the distribution of maximum pit depths.

  3. Prediction of inspection intervals using the Markov analysis

    International Nuclear Information System (INIS)

    Rea, R.; Arellano, J.

    2005-01-01

    To solve the unmanageable number of states of Markov of systems that have a great number of components, it is intends a modification to the method of Markov, denominated Markov truncated analysis, in which is assumed that it is worthless the dependence among faults of components. With it the number of states is increased in a lineal way (not exponential) with the number of components of the system, simplifying the analysis vastly. As example, the proposed method was applied to the system HPCS of the CLV considering its 18 main components. It thinks about that each component can take three states: operational, with hidden fault and with revealed fault. Additionally, it takes into account the configuration of the system HPCS by means of a block diagram of dependability to estimate their unavailability at level system. The results of the model here proposed are compared with other methods and approaches used to simplify the Markov analysis. It also intends the modification of the intervals of inspection of three components of the system HPCS. This finishes with base in the developed Markov model and in the maximum time allowed by the code ASME (NUREG-1482) to inspect components of systems that are in reservation in nuclear power plants. (Author)

  4. Benchmarking of a Markov multizone model of contaminant transport.

    Science.gov (United States)

    Jones, Rachael M; Nicas, Mark

    2014-10-01

    A Markov chain model previously applied to the simulation of advection and diffusion process of gaseous contaminants is extended to three-dimensional transport of particulates in indoor environments. The model framework and assumptions are described. The performance of the Markov model is benchmarked against simple conventional models of contaminant transport. The Markov model is able to replicate elutriation predictions of particle deposition with distance from a point source, and the stirred settling of respirable particles. Comparisons with turbulent eddy diffusion models indicate that the Markov model exhibits numerical diffusion in the first seconds after release, but over time accurately predicts mean lateral dispersion. The Markov model exhibits some instability with grid length aspect when turbulence is incorporated by way of the turbulent diffusion coefficient, and advection is present. However, the magnitude of prediction error may be tolerable for some applications and can be avoided by incorporating turbulence by way of fluctuating velocity (e.g. turbulence intensity). © The Author 2014. Published by Oxford University Press on behalf of the British Occupational Hygiene Society.

  5. Automated generation of partial Markov chain from high level descriptions

    International Nuclear Information System (INIS)

    Brameret, P.-A.; Rauzy, A.; Roussel, J.-M.

    2015-01-01

    We propose an algorithm to generate partial Markov chains from high level implicit descriptions, namely AltaRica models. This algorithm relies on two components. First, a variation on Dijkstra's algorithm to compute shortest paths in a graph. Second, the definition of a notion of distance to select which states must be kept and which can be safely discarded. The proposed method solves two problems at once. First, it avoids a manual construction of Markov chains, which is both tedious and error prone. Second, up the price of acceptable approximations, it makes it possible to push back dramatically the exponential blow-up of the size of the resulting chains. We report experimental results that show the efficiency of the proposed approach. - Highlights: • We generate Markov chains from a higher level safety modeling language (AltaRica). • We use a variation on Dijkstra's algorithm to generate partial Markov chains. • Hence we solve two problems: the first problem is the tedious manual construction of Markov chains. • The second problem is the blow-up of the size of the chains, at the cost of decent approximations. • The experimental results highlight the efficiency of the method

  6. Magnetic neutral point stretching and coalescence in tearing-generated magnetohydrodynamic structures

    International Nuclear Information System (INIS)

    Malara, F.; Veltri, P.; Carbone, V.

    1991-01-01

    The time evolution of the instability of a sheet pinch is numerically studied using a sufficiently high ratio of system length to width in order to allow the simultaneous growth of several unstable wavelengths. This numerical simulation provides new insights into the nonlinear development of the tearing instability. Before the instability saturates, the nonlinear interactions among the unstable modes produce local coalescence phenomena that destroy the weaker current pinches and reduce the number of magnetic islands. In contrast with the usual picture, this coalescence is not due to the attraction between the current maxima, but is due to the stretching of the X-neutral points associated with the most intense current pinches. The global perturbation growth rate remains essentially unchanged in time, being of the order of the resistive instability growth rate

  7. Hydrogen-induced crack interaction and coalescence: the role of local crystallographic texture

    Energy Technology Data Exchange (ETDEWEB)

    Caleyo, F.; Hallen, J. M.; Venegas, V. [ESIQIE, Instituto Politecnico Nacional, Mexico, (Mexico); Baudin, T. [Universite de Paris Sud, Orsay, (France)

    2010-07-01

    Hydrogen induced cracking (HIC) is a big concern in pipeline industry specialized in sour service. The strategies to improve HIC resistance of pipeline steel have not been completely efficient. This study investigated the role of grain orientation in the interaction and coalescence of non-coplanar HIC cracks through experimental analysis. HIC samples of pipeline steels (API 5L X46 and ASME-A106) were studied using automated electron backscatter diffraction (EBSD) and orientation imaging microscopy (OIM). The results showed that the microtexture can play a significant role in the coalescence of closely spaced non-coplanar HIC cracks. It was also found that the presence of cleavage planes and slip systems correctly oriented to the mixed-mode stresses can activate low-resistance transgranular paths along in which cracks can merge. It is demonstrated that crystallographic texture must be considered in developing predictive models for the study of the stepwise propagation of HIC cracking in pipeline steels.

  8. Coalescence collision of liquid drops I: Off-center collisions of equal-size drops

    Directory of Open Access Journals (Sweden)

    Alejandro Acevedo-Malavé

    2011-09-01

    Full Text Available The Smoothed Particle Hydrodynamics method (SPH is used here to model off-center collisions of equal-size liquid drops in a three-dimensional space. In this study the Weber number is calculated for several conditions of the droplets dynamics and the velocity vector fields formed inside the drops during the collision process are shown. For the permanent coalescence the evolution of the kinetic and internal energy is shown and also the approaching to equilibrium of the resulting drop. Depending of the Weber number three possible outcomes for the collision of droplets is obtained: permanent coalescence, flocculation and fragmentation. The fragmentation phenomena are modeled and the formation of small satellite drops can be seen. The ligament that is formed follows the “end pinching” mechanism and it is transformed into a flat structure.

  9. Strange and heavy hadrons production from coalescence plus fragmentation in AA collisions at RHIC and LHC

    Science.gov (United States)

    Plumari, Salvatore; Minissale, Vincenzo; Das, Santosh K.; Scardina, Francesco; Greco, Vincenzo

    2018-02-01

    In a coalescence plus fragmentation approach we study the pT spectra of charmed hadrons D0, Ds up to about 10 GeV and the Λ+c /D0 ratio from RHIC to LHC energies. In this study we have included the contribution from decays of heavy hadron resonances and also that due to fragmentation of heavy quarks that are left in the system after coalescence. The pT dependence of the heavy baryon/meson ratios is found to be sensitive to the heavy quark mass. In particular we found that the Λc/D0 is much flatter than the one for light baryon/meson ratio like p/π and Λ/K.

  10. Failure by void coalescence in metallic materials containing primary and secondary voids subject to intense shearing

    DEFF Research Database (Denmark)

    Nielsen, Kim Lau; Tvergaard, Viggo

    2011-01-01

    Failure under intense shearing at close to zero stress triaxiality is widely observed for ductile metallic materials, and is identified in experiments as smeared-out dimples on the fracture surface. Numerical cell-model studies of equal sized voids have revealed that the mechanism governing...... this shear failure mode boils down to the interaction between primary voids which rotate and elongate until coalescence occurs under severe plastic deformation of the internal ligaments. The objective of this paper is to analyze this failure mechanism of primary voids and to study the effect of smaller...... secondary damage that co-exists with or nucleation in the ligaments between larger voids that coalesce during intense shearing. A numerical cell-model study is carried out to gain a parametric understanding of the overall material response for different initial conditions of the two void populations...

  11. Observation of Coalescence Process of Silver Nanospheres During Shape Transformation to Nanoprisms

    Directory of Open Access Journals (Sweden)

    Yu Pyng

    2011-01-01

    Full Text Available Abstract In this report, we observed the growth mechanism and the shape transformation from spherical nanoparticles (diameter ~6 nm to triangular nanoprisms (bisector length ~100 nm. We used a simple direct chemical reduction method and provided evidences for the growth of silver nanoprisms via a coalescence process. Unlike previous reports, our method does not rely upon light, heat, or strong oxidant for the shape transformation. This transformation could be launched by fine-tuning the pH value of the silver colloidal solution. Based on our extensive examination using transmission electron microscopy, we propose a non-point initiated growth mechanism, which is a combination of coalescence and dissolution–recrystallization process during the growth of silver nanoprisms.

  12. Search for gravitational waves from primordial black hole binary coalescences in the galactic halo

    International Nuclear Information System (INIS)

    Abbott, B.; Anderson, S.B.; Araya, M.; Armandula, H.; Asiri, F.; Barish, B.C.; Barnes, M.; Barton, M.A.; Bhawal, B.; Billingsley, G.; Black, E.; Blackburn, K.; Bogue, L.; Bork, R.; Brown, D.A.; Busby, D.; Cardenas, L.; Chandler, A.; Chapsky, J.; Charlton, P.

    2005-01-01

    We use data from the second science run of the LIGO gravitational-wave detectors to search for the gravitational waves from primordial black hole binary coalescence with component masses in the range 0.2-1.0M · . The analysis requires a signal to be found in the data from both LIGO observatories, according to a set of coincidence criteria. No inspiral signals were found. Assuming a spherical halo with core radius 5 kpc extending to 50 kpc containing nonspinning black holes with masses in the range 0.2-1.0M · , we place an observational upper limit on the rate of primordial black hole coalescence of 63 per year per Milky Way halo (MWH) with 90% confidence

  13. GW170817: Implications for the Stochastic Gravitational-Wave Backgroud from Compact Binary Coalescences

    OpenAIRE

    Abbott, B. P.; Abbott, R.; Adhikari, R. X.; Ananyeva, A.; Anderson, S. B.; Appert, S.; Arai, K.; Araya, M. C.; Barayoga, J. C.; Barish, B. C.; Berger, B. K.; Billingsley, G.; Biscans, S.; Blackburn, J. K.; Blair, C. D.

    2018-01-01

    The LIGO Scientific and Virgo Collaborations have announced the event GW170817, the first detection of gravitational waves from the coalescence of two neutron stars. The merger rate of binary neutron stars estimated from this event suggests that distant, unresolvable binary neutron stars create a significant astrophysical stochastic gravitational-wave background. The binary neutron star component will add to the contribution from binary black holes, increasing the amplitude of the total astro...

  14. Impact of 50% Synthesized Iso-Paraffins (SIP) on F-76 Fuel Coalescence

    Science.gov (United States)

    2013-12-16

    petroleum JP-5 and Synthesized Iso-Paraffins (SIP). SIP fuels are made from direct fermentation of sugar into olefinic hydrocarbons. The olefinic...manufactured scaled down filter/coalescer and separator to simulate the performance of a full-scale filter separator system. This test is designed to predict...5 and Synthesized Iso-Paraffins (SIP). SIP fuels are made from direct fermentation of sugar into olefinic hydrocarbons. The olefinic hydrocarbons

  15. Development and validation of models for bubble coalescence and breakup. Final report

    International Nuclear Information System (INIS)

    Liao, Y.; Lucas, D.

    2013-02-01

    A new generalized model for bubble coalescence and breakup has been developed. It is based on physical considerations and takes into account various mechanisms that can lead to bubble coalescence and breakup. First, in a detailed literature review, the available models were compiled and analyzed. It turned out that many of them show a contradictory behaviour. None of these models allows the prediction of the evolution of bubble size distributions along a pipe flow for a wide range of combinations of flow rates of the gas and the liquid phase. The new model has been extensively studied in a simplified Test-Solver. Although this does not cover all details of a developing flow along the pipe, it allows - in contrast to a CFD code - to conduct a large number of variational calculations to investigate the influence of individual sizes and models. Coalescence and breakup cannot be considered separately from other phenomena and models that reflect these phenomena. There are close interactions with the turbulence of the liquid phase and the momentum exchange between phases. Since the dissipation rate of turbulent kinetic energy is a direct input parameter for the new model, the turbulence modelling has been studied very carefully. To validate the model, a special experimental series for air-water flows was used, conducted at the TOPFLOW facility in an 8-meter long DN200 pipe. The data are characterized by high quality and were produced within the TOPFLOW-II project. The test series aims to provide a basis for the work presented here. Predicting the evolution of the bubble size distribution along the pipe could be improved significantly in comparison to the previous standard models for bubble coalescence and breakup implemented in CFX. However some quantitative discrepancies remain. The full model equations as well as an implementation as ''User-FORTRAN'' in CFX are available and can be used for further work on the simulation of poly-disperse bubbly flows.

  16. Coalescence of 3-phenyl-propynenitrile on Cu(111) into interlocking pinwheel chains

    Science.gov (United States)

    Luo, Miaomiao; Lu, Wenhao; Kim, Daeho; Chu, Eric; Wyrick, Jon; Holzke, Connor; Salib, Daniel; Cohen, Kamelia D.; Cheng, Zhihai; Sun, Dezheng; Zhu, Yeming; Einstein, T. L.; Bartels, Ludwig

    2011-10-01

    3-phenyl-propynenitrile (PPN) adsorbs on Cu(111) in a hexagonal network of molecular trimers formed through intermolecular interaction of the cyano group of one molecule with the aromatic ring of its neighbor. Heptamers of trimers coalesce into interlocking pinwheel-shaped structures that, by percolating across islands of the original trimer coverage, create the appearance of gear chains. Density functional theory aids in identifying substrate stress associated with the chemisorption of PPN's acetylene group as the cause of this transition.

  17. Proposal of a calculation methodology for the preliminary design of a coalescing filter

    International Nuclear Information System (INIS)

    Gonzalez Dobrosky, Cintia

    2015-01-01

    Coalescing filters are described which are equipments for capture and recovery of mist most efficient, inexpensive and have fewer limitations of application. The operation, equations and ideal characteristics of filter media of these models are explained. A methodology for design and scale-up of this type of equipment for liquid recovery in gaseous currents is proposed from experimental tests, in order to guide the interested reader in its making. (author) [es

  18. Performance comparison of multi-detector detection statistics in targeted compact binary coalescence GW search

    OpenAIRE

    Haris, K; Pai, Archana

    2016-01-01

    Global network of advanced Interferometric gravitational wave (GW) detectors are expected to be on-line soon. Coherent observation of GW from a distant compact binary coalescence (CBC) with a network of interferometers located in different continents give crucial information about the source such as source location and polarization information. In this paper we compare different multi-detector network detection statistics for CBC search. In maximum likelihood ratio (MLR) based detection appro...

  19. The dynamics of slug trains in volcanic conduits: Evidence for expansion driven slug coalescence

    Science.gov (United States)

    Pering, T. D.; McGonigle, A. J. S.; James, M. R.; Capponi, A.; Lane, S. J.; Tamburello, G.; Aiuppa, A.

    2017-12-01

    Strombolian volcanism is a ubiquitous form of activity, driven by the ascent and bursting of bubbles of slug morphology. Whilst considerable attention has been devoted to understanding the behaviour of individual slugs in this regime, relatively little is known about how inter-slug interactions modify flow conditions. Recently, we reported on high temporal frequency strombolian activity on Etna, in which the larger erupted slug masses were followed by longer intervals before the following explosion than the smaller bursts (Pering et al., 2015). We hypothesised that this behaviour arose from the coalescence of ascending slugs causing a prolonged lag before arrival of the next distinct bubble. Here we consider the potential importance of inter-slug interactions for the dynamics of strombolian volcanism, by reporting on the first study into the behaviour of trains of ascending gas slugs, scaled to the expansion rates in volcanic conduits. This laboratory analogue study illustrates that slugs in trains rise faster than individual slugs, and can be associated with aspects of co-current flow. The work also highlights that coalescence and inter-slug interactions play an important role in modulating slug train behaviour. We also report, for the first time, on slug coalescence driven by vertical expansion of the trailing slug, a process which can occur, even where the leading slug base ascent velocity is greater than that of the trailing slug.

  20. Prediction of crack coalescence of steam generator tubes in nuclear power plants

    International Nuclear Information System (INIS)

    Abou-Hanna, Jeries; McGreevy, Timothy E.; Majumdar, Saurin

    2004-01-01

    Prediction of failure pressures of cracked steam generator tubes of nuclear power plants is an important ingredient in scheduling inspection and repair of tubes. Prediction is usually based on nondestructive evaluation (NDE) of cracks. NDE often reveals two neighboring cracks. If the cracks interact, the tube pressure under which the ligament between the two cracks fails could be much lower than the critical burst pressure of an individual equivalent crack. The ability to accurately predict the ligament failure pressure, called ''coalescence pressure,'' is important. The failure criterion was established by nonlinear finite element model (FEM) analyses of coalescence of two 100% through-wall collinear cracks. The ligament failure is precipitated by local instability of the ligament under plane strain conditions. As a result of this local instability, the ligament thickness in the radial direction decreases abruptly with pressure. Good correlation of FEM analysis results with experimental data obtained at Argonne National Laboratory's Energy Technology Division demonstrated that nonlinear FEM analyses are capable of predicting the coalescence pressure accurately for 100% through-wall cracks. This failure criterion and FEA work have been extended to axial cracks of varying ligament width, crack length, and cases where cracks are offset by axial or circumferential ligaments

  1. An Experimental Study of the Fracture Coalescence Behaviour of Brittle Sandstone Specimens Containing Three Fissures

    Science.gov (United States)

    Yang, S. Q.; Yang, D. S.; Jing, H. W.; Li, Y. H.; Wang, S. Y.

    2012-07-01

    To analyse the fracture coalescence behaviour of rock, rectangular prismatic sandstone specimens (80 × 160 × 30 mm in size) containing three fissures were tested under uniaxial compression. The strength and deformation behaviours of the specimens are first analysed by investigating the effects of the ligament angle β2 on the peak strength, peak strain and crack initiation stress of the specimens. To confirm the sequence of crack coalescence, a photographic monitoring technique is used throughout the entire period of deformation. Based on the results, the relationship between the real-time crack coalescence process and the axial stress-strain curve of brittle sandstone specimens is also developed, and this relationship can be used to evaluate the macroscopic deformation characteristics of pre-cracked rock. The equivalent strain evolution fields of the specimen, with α = β1 = 45° and β2 = 90°, are obtained using the digital image correlation technique and show good agreement with the experimental results of pre-cracked brittle sandstone. These experimental results are expected to improve the understanding of fracture mechanisms and be used in rock engineering with intermittent structures, such as deep underground excavated tunnels.

  2. Using amphiphilic nanostructures to enable long-range ensemble coalescence and surface rejuvenation in dropwise condensation.

    Science.gov (United States)

    Anderson, David M; Gupta, Maneesh K; Voevodin, Andrey A; Hunter, Chad N; Putnam, Shawn A; Tsukruk, Vladimir V; Fedorov, Andrei G

    2012-04-24

    Controlling coalescence events in a heterogeneous ensemble of condensing droplets on a surface is an outstanding fundamental challenge in surface and interfacial sciences, with a broad practical importance in applications ranging from thermal management of high-performance electronic devices to moisture management in high-humidity environments. Nature-inspired superhydrophobic surfaces have been actively explored to enhance heat and mass transfer rates by achieving favorable dynamics during dropwise condensation; however, the effectiveness of such chemically homogeneous surfaces has been limited because condensing droplets tend to form as pinned Wenzel drops rather than mobile Cassie ones. Here, we introduce an amphiphilic nanostructured surface, consisting of a hydrophilic base with hydrophobic tips, which promotes the periodic regeneration of nucleation sites for small droplets, thus rendering the surface self-rejuvenating. This unique amphiphilic nanointerface generates an arrangement of condensed Wenzel droplets that are fluidically linked by a wetted sublayer, promoting previously unobserved coalescence events where numerous droplets simultaneously merge, without direct contact. Such ensemble coalescences rapidly create fresh nucleation sites, thereby shifting the overall population toward smaller droplets and enhancing the rates of mass and heat transfer during condensation.

  3. Coalescence and movement of nanobubbles studied with tapping mode AFM and tip-bubble interaction analysis

    International Nuclear Information System (INIS)

    Bhushan, Bharat; Wang Yuliang; Maali, Abdelhamid

    2008-01-01

    Imaging of a polystyrene (PS) coated silicon wafer immersed in deionized (DI) water was conducted using atomic force microscopy (AFM) in the tapping mode (TMAFM). As reported earlier, spherical cap-like domains, referred to as nanobubbles, were observed to be distributed on the PS surface. Experiments reveal that, in addition to the well-known parameter of scan load, scan speed is also an important parameter which affects nanobubble coalescence. The process of nanobubble coalescence was studied. It was found that during coalescence, small nanobubbles were easily moved and merged into bigger ones. Based on the interaction between the AFM cantilever tip and a bubble in the so-called force modulation mode of TMAFM, bubble height and adhesive force information for a given bubble was extracted. A viscoelastic model is used to obtain the interaction stiffness and damping coefficient, which provides a method to obtain the mechanical properties of nanobubbles. The model was further used to study the effect of surface tension force on attractive interaction force and contact angle hysteresis on the changes of the interaction damping coefficient during tip-bubble interaction.

  4. Numerical-experiment investigation of coalescence of gaseous protogalactic fragments in triple systems

    International Nuclear Information System (INIS)

    Kiseleva, L.G.; Orlov, V.V.

    1988-01-01

    The numerical-experiment approach in the framework of the general gravitational three-body problem has been used to investigate the dynamical evolution of triple systems of gaseous protogalactic fragments. The masses of the fragments are equal, the initial velocities zero. The initial positions were specified by uniform scanning in the region D of all possible initial configurations. Calculations were continued until the first two-body encounter of the fragments. Different values of the fragment radii at this times were considered, namely, r in the interval [0.001, 0.1]d, where d is the mean diameter of the system. It is shown that for such r the pair of gaseous fragments coalesces in the majority of cases (from 50.2% for r = 0.001d to 96.7% for r = 0.1d). The mean specific angular momentum of their relative motion, which becomes spin angular momentum of the coalescence product, is (0.8 +- 1.0)/centered dot/10 29 /root/μl cm 2 sec for the most probable value r = 10l kpc (the masses of the fragments are 5/centered dot/10 10 μM/circled dot/; l and μ are scale factors), this agreeing in order of magnitude with the specific angular momenta of disk galaxies if l, μ /approximately/ 1. For each value of r, a continuous zone of initial configurations corresponding to coalescences is identified in the region D

  5. A heat transfer model for evaporating micro-channel coalescing bubble flow

    International Nuclear Information System (INIS)

    Consolini, L.; Thome, J.R.

    2009-01-01

    The current study presents a one-dimensional model of confined coalescing bubble flow for the prediction of micro-channel convective boiling heat transfer. Coalescing bubble flow has recently been identified as one of the characteristic flow patterns to be found in micro-scale systems, occurring at intermediate vapor qualities between the isolated bubble and the fully annular regimes. As two or more bubbles bond under the action of inertia and surface tension, the passage frequency of the bubble liquid slug pair declines, with a redistribution of liquid among the remaining flow structures. Assuming heat transfer to occur only by conduction through the thin evaporating liquid film surrounding individual bubbles, the present model includes a simplified description of the dynamics of the thin film evaporation process that takes into account the added mass transfer by breakup of the bridging liquid slugs. The new model has been confronted against experimental data taken within the coalescing bubble flow mode that have been identified by a diabatic micro-scale flow pattern map. The comparisons for three different fluids (R-134a, R-236fa and R-245fa) gave encouraging results with 83% of the database predicted within a ± 30% error band. (author)

  6. Understanding Food Labels

    Science.gov (United States)

    ... Healthy eating for girls Understanding food labels Understanding food labels There is lots of info on food ... need to avoid because of food allergies. Other food label terms top In addition to the Nutrition ...

  7. Markov chain modelling of pitting corrosion in underground pipelines

    Energy Technology Data Exchange (ETDEWEB)

    Caleyo, F. [Departamento de Ingenieri' a Metalurgica, ESIQIE, IPN, UPALM Edif. 7, Zacatenco, Mexico D. F. 07738 (Mexico)], E-mail: fcaleyo@gmail.com; Velazquez, J.C. [Departamento de Ingenieri' a Metalurgica, ESIQIE, IPN, UPALM Edif. 7, Zacatenco, Mexico D. F. 07738 (Mexico); Valor, A. [Facultad de Fisica, Universidad de La Habana, San Lazaro y L, Vedado, 10400 La Habana (Cuba); Hallen, J.M. [Departamento de Ingenieri' a Metalurgica, ESIQIE, IPN, UPALM Edif. 7, Zacatenco, Mexico D. F. 07738 (Mexico)

    2009-09-15

    A continuous-time, non-homogenous linear growth (pure birth) Markov process has been used to model external pitting corrosion in underground pipelines. The closed form solution of Kolmogorov's forward equations for this type of Markov process is used to describe the transition probability function in a discrete pit depth space. The identification of the transition probability function can be achieved by correlating the stochastic pit depth mean with the deterministic mean obtained experimentally. Monte-Carlo simulations previously reported have been used to predict the time evolution of the mean value of the pit depth distribution for different soil textural classes. The simulated distributions have been used to create an empirical Markov chain-based stochastic model for predicting the evolution of pitting corrosion depth and rate distributions from the observed properties of the soil. The proposed model has also been applied to pitting corrosion data from pipeline repeated in-line inspections and laboratory immersion experiments.

  8. Influence of credit scoring on the dynamics of Markov chain

    Science.gov (United States)

    Galina, Timofeeva

    2015-11-01

    Markov processes are widely used to model the dynamics of a credit portfolio and forecast the portfolio risk and profitability. In the Markov chain model the loan portfolio is divided into several groups with different quality, which determined by presence of indebtedness and its terms. It is proposed that dynamics of portfolio shares is described by a multistage controlled system. The article outlines mathematical formalization of controls which reflect the actions of the bank's management in order to improve the loan portfolio quality. The most important control is the organization of approval procedure of loan applications. The credit scoring is studied as a control affecting to the dynamic system. Different formalizations of "good" and "bad" consumers are proposed in connection with the Markov chain model.

  9. Markov chain modelling of pitting corrosion in underground pipelines

    International Nuclear Information System (INIS)

    Caleyo, F.; Velazquez, J.C.; Valor, A.; Hallen, J.M.

    2009-01-01

    A continuous-time, non-homogenous linear growth (pure birth) Markov process has been used to model external pitting corrosion in underground pipelines. The closed form solution of Kolmogorov's forward equations for this type of Markov process is used to describe the transition probability function in a discrete pit depth space. The identification of the transition probability function can be achieved by correlating the stochastic pit depth mean with the deterministic mean obtained experimentally. Monte-Carlo simulations previously reported have been used to predict the time evolution of the mean value of the pit depth distribution for different soil textural classes. The simulated distributions have been used to create an empirical Markov chain-based stochastic model for predicting the evolution of pitting corrosion depth and rate distributions from the observed properties of the soil. The proposed model has also been applied to pitting corrosion data from pipeline repeated in-line inspections and laboratory immersion experiments.

  10. Markov chain solution of photon multiple scattering through turbid slabs.

    Science.gov (United States)

    Lin, Ying; Northrop, William F; Li, Xuesong

    2016-11-14

    This work introduces a Markov Chain solution to model photon multiple scattering through turbid slabs via anisotropic scattering process, i.e., Mie scattering. Results show that the proposed Markov Chain model agree with commonly used Monte Carlo simulation for various mediums such as medium with non-uniform phase functions and absorbing medium. The proposed Markov Chain solution method successfully converts the complex multiple scattering problem with practical phase functions into a matrix form and solves transmitted/reflected photon angular distributions by matrix multiplications. Such characteristics would potentially allow practical inversions by matrix manipulation or stochastic algorithms where widely applied stochastic methods such as Monte Carlo simulations usually fail, and thus enable practical diagnostics reconstructions such as medical diagnosis, spray analysis, and atmosphere sciences.

  11. The spectral method and ergodic theorems for general Markov chains

    International Nuclear Information System (INIS)

    Nagaev, S V

    2015-01-01

    We study the ergodic properties of Markov chains with an arbitrary state space and prove a geometric ergodic theorem. The method of the proof is new: it may be described as an operator method. Our main result is an ergodic theorem for Harris-Markov chains in the case when the return time to some fixed set has finite expectation. Our conditions for the transition function are more general than those used by Athreya-Ney and Nummelin. Unlike them, we impose restrictions not on the original transition function but on the transition function of an embedded Markov chain constructed from the return times to the fixed set mentioned above. The proof uses the spectral theory of linear operators on a Banach space

  12. An Application of Graph Theory in Markov Chains Reliability Analysis

    Directory of Open Access Journals (Sweden)

    Pavel Skalny

    2014-01-01

    Full Text Available The paper presents reliability analysis which was realized for an industrial company. The aim of the paper is to present the usage of discrete time Markov chains and the flow in network approach. Discrete Markov chains a well-known method of stochastic modelling describes the issue. The method is suitable for many systems occurring in practice where we can easily distinguish various amount of states. Markov chains are used to describe transitions between the states of the process. The industrial process is described as a graph network. The maximal flow in the network corresponds to the production. The Ford-Fulkerson algorithm is used to quantify the production for each state. The combination of both methods are utilized to quantify the expected value of the amount of manufactured products for the given time period.

  13. Prediction of pipeline corrosion rate based on grey Markov models

    International Nuclear Information System (INIS)

    Chen Yonghong; Zhang Dafa; Peng Guichu; Wang Yuemin

    2009-01-01

    Based on the model that combined by grey model and Markov model, the prediction of corrosion rate of nuclear power pipeline was studied. Works were done to improve the grey model, and the optimization unbiased grey model was obtained. This new model was used to predict the tendency of corrosion rate, and the Markov model was used to predict the residual errors. In order to improve the prediction precision, rolling operation method was used in these prediction processes. The results indicate that the improvement to the grey model is effective and the prediction precision of the new model combined by the optimization unbiased grey model and Markov model is better, and the use of rolling operation method may improve the prediction precision further. (authors)

  14. Prediction of inspection intervals using the Markov analysis; Prediccion de intervalos de inspeccion utilizando analisis de Markov

    Energy Technology Data Exchange (ETDEWEB)

    Rea, R.; Arellano, J. [IIE, Calle Reforma 113, Col. Palmira, Cuernavaca, Morelos (Mexico)]. e-mail: rrea@iie.org.mx

    2005-07-01

    To solve the unmanageable number of states of Markov of systems that have a great number of components, it is intends a modification to the method of Markov, denominated Markov truncated analysis, in which is assumed that it is worthless the dependence among faults of components. With it the number of states is increased in a lineal way (not exponential) with the number of components of the system, simplifying the analysis vastly. As example, the proposed method was applied to the system HPCS of the CLV considering its 18 main components. It thinks about that each component can take three states: operational, with hidden fault and with revealed fault. Additionally, it takes into account the configuration of the system HPCS by means of a block diagram of dependability to estimate their unavailability at level system. The results of the model here proposed are compared with other methods and approaches used to simplify the Markov analysis. It also intends the modification of the intervals of inspection of three components of the system HPCS. This finishes with base in the developed Markov model and in the maximum time allowed by the code ASME (NUREG-1482) to inspect components of systems that are in reservation in nuclear power plants. (Author)

  15. Analyzing the profit-loss sharing contracts with Markov model

    Directory of Open Access Journals (Sweden)

    Imam Wahyudi

    2016-12-01

    Full Text Available The purpose of this paper is to examine how to use first order Markov chain to build a reliable monitoring system for the profit-loss sharing based contracts (PLS as the mode of financing contracts in Islamic bank with censored continuous-time observations. The paper adopts the longitudinal analysis with the first order Markov chain framework. Laplace transform was used with homogenous continuous time assumption, from discretized generator matrix, to generate the transition matrix. Various metrics, i.e.: eigenvalue and eigenvector were used to test the first order Markov chain assumption. Cox semi parametric model was used also to analyze the momentum and waiting time effect as non-Markov behavior. The result shows that first order Markov chain is powerful as a monitoring tool for Islamic banks. We find that waiting time negatively affected present rating downgrade (upgrade significantly. Likewise, momentum covariate showed negative effect. Finally, the result confirms that different origin rating have different movement behavior. The paper explores the potential of Markov chain framework as a risk management tool for Islamic banks. It provides valuable insight and integrative model for banks to manage their borrower accounts. This model can be developed to be a powerful early warning system to identify which borrower needs to be monitored intensively. Ultimately, this model could potentially increase the efficiency, productivity and competitiveness of Islamic banks in Indonesia. The analysis used only rating data. Further study should be able to give additional information about the determinant factors of rating movement of the borrowers by incorporating various factors such as contract-related factors, bank-related factors, borrower-related factors and macroeconomic factors.

  16. Application of Hidden Markov Models in Biomolecular Simulations.

    Science.gov (United States)

    Shukla, Saurabh; Shamsi, Zahra; Moffett, Alexander S; Selvam, Balaji; Shukla, Diwakar

    2017-01-01

    Hidden Markov models (HMMs) provide a framework to analyze large trajectories of biomolecular simulation datasets. HMMs decompose the conformational space of a biological molecule into finite number of states that interconvert among each other with certain rates. HMMs simplify long timescale trajectories for human comprehension, and allow comparison of simulations with experimental data. In this chapter, we provide an overview of building HMMs for analyzing bimolecular simulation datasets. We demonstrate the procedure for building a Hidden Markov model for Met-enkephalin peptide simulation dataset and compare the timescales of the process.

  17. Hidden Markov processes theory and applications to biology

    CERN Document Server

    Vidyasagar, M

    2014-01-01

    This book explores important aspects of Markov and hidden Markov processes and the applications of these ideas to various problems in computational biology. The book starts from first principles, so that no previous knowledge of probability is necessary. However, the work is rigorous and mathematical, making it useful to engineers and mathematicians, even those not interested in biological applications. A range of exercises is provided, including drills to familiarize the reader with concepts and more advanced problems that require deep thinking about the theory. Biological applications are t

  18. Transportation and concentration inequalities for bifurcating Markov chains

    DEFF Research Database (Denmark)

    Penda, S. Valère Bitseki; Escobar-Bach, Mikael; Guillin, Arnaud

    2017-01-01

    We investigate the transportation inequality for bifurcating Markov chains which are a class of processes indexed by a regular binary tree. Fitting well models like cell growth when each individual gives birth to exactly two offsprings, we use transportation inequalities to provide useful...... concentration inequalities.We also study deviation inequalities for the empirical means under relaxed assumptions on the Wasserstein contraction for the Markov kernels. Applications to bifurcating nonlinear autoregressive processes are considered for point-wise estimates of the non-linear autoregressive...

  19. Martingales and Markov chains solved exercises and elements of theory

    CERN Document Server

    Baldi, Paolo; Priouret, Pierre

    2002-01-01

    CONDITIONAL EXPECTATIONSIntroductionDefinition and First PropertiesConditional Expectations and Conditional LawsExercisesSolutionsSTOCHASTIC PROCESSESGeneral FactsStopping TimesExercisesSolutionsMARTINGALESFirst DefinitionsFirst PropertiesThe Stopping TheoremMaximal InequalitiesSquare Integral MartingalesConvergence TheoremsRegular MartingalesExercisesProblemsSolutionsMARKOV CHAINSTransition Matrices, Markov ChainsConstruction and ExistenceComputations on the Canonical ChainPotential OperatorsPassage ProblemsRecurrence, TransienceRecurrent Irreducible ChainsPeriodicityExercisesProblemsSolution

  20. Dynamic modeling of presence of occupants using inhomogeneous Markov chains

    DEFF Research Database (Denmark)

    Andersen, Philip Hvidthøft Delff; Iversen, Anne; Madsen, Henrik

    2014-01-01

    on time of day, and by use of a filter of the observations it is able to capture per-employee sequence dynamics. Simulations using this method are compared with simulations using homogeneous Markov chains and show far better ability to reproduce key properties of the data. The method is based...... on inhomogeneous Markov chains with where the transition probabilities are estimated using generalized linear models with polynomials, B-splines, and a filter of passed observations as inputs. For treating the dispersion of the data series, a hierarchical model structure is used where one model is for low presence...

  1. Markov chain analysis of single spin flip Ising simulations

    International Nuclear Information System (INIS)

    Hennecke, M.

    1997-01-01

    The Markov processes defined by random and loop-based schemes for single spin flip attempts in Monte Carlo simulations of the 2D Ising model are investigated, by explicitly constructing their transition matrices. Their analysis reveals that loops over all lattice sites using a Metropolis-type single spin flip probability often do not define ergodic Markov chains, and have distorted dynamical properties even if they are ergodic. The transition matrices also enable a comparison of the dynamics of random versus loop spin selection and Glauber versus Metropolis probabilities

  2. Hierarchical Multiple Markov Chain Model for Unsupervised Texture Segmentation

    Czech Academy of Sciences Publication Activity Database

    Scarpa, G.; Gaetano, R.; Haindl, Michal; Zerubia, J.

    2009-01-01

    Roč. 18, č. 8 (2009), s. 1830-1843 ISSN 1057-7149 R&D Projects: GA ČR GA102/08/0593 EU Projects: European Commission(XE) 507752 - MUSCLE Institutional research plan: CEZ:AV0Z10750506 Keywords : Classification * texture analysis * segmentation * hierarchical image models * Markov process Subject RIV: BD - Theory of Information Impact factor: 2.848, year: 2009 http://library.utia.cas.cz/separaty/2009/RO/haindl-hierarchical multiple markov chain model for unsupervised texture segmentation.pdf

  3. Quantum Markov processes and applications in many-body systems

    International Nuclear Information System (INIS)

    Temme, P. K.

    2010-01-01

    This thesis is concerned with the investigation of quantum as well as classical Markov processes and their application in the field of strongly correlated many-body systems. A Markov process is a special kind of stochastic process, which is determined by an evolution that is independent of its history and only depends on the current state of the system. The application of Markov processes has a long history in the field of statistical mechanics and classical many-body theory. Not only are Markov processes used to describe the dynamics of stochastic systems, but they predominantly also serve as a practical method that allows for the computation of fundamental properties of complex many-body systems by means of probabilistic algorithms. The aim of this thesis is to investigate the properties of quantum Markov processes, i.e. Markov processes taking place in a quantum mechanical state space, and to gain a better insight into complex many-body systems by means thereof. Moreover, we formulate a novel quantum algorithm which allows for the computation of the thermal and ground states of quantum many-body systems. After a brief introduction to quantum Markov processes we turn to an investigation of their convergence properties. We find bounds on the convergence rate of the quantum process by generalizing geometric bounds found for classical processes. We generalize a distance measure that serves as the basis for our investigations, the chi-square divergence, to non-commuting probability spaces. This divergence allows for a convenient generalization of the detailed balance condition to quantum processes. We then devise the quantum algorithm that can be seen as the natural generalization of the ubiquitous Metropolis algorithm to simulate quantum many-body Hamiltonians. By this we intend to provide further evidence, that a quantum computer can serve as a fully-fledged quantum simulator, which is not only capable of describing the dynamical evolution of quantum systems, but

  4. Detecting Faults By Use Of Hidden Markov Models

    Science.gov (United States)

    Smyth, Padhraic J.

    1995-01-01

    Frequency of false alarms reduced. Faults in complicated dynamic system (e.g., antenna-aiming system, telecommunication network, or human heart) detected automatically by method of automated, continuous monitoring. Obtains time-series data by sampling multiple sensor outputs at discrete intervals of t and processes data via algorithm determining whether system in normal or faulty state. Algorithm implements, among other things, hidden first-order temporal Markov model of states of system. Mathematical model of dynamics of system not needed. Present method is "prior" method mentioned in "Improved Hidden-Markov-Model Method of Detecting Faults" (NPO-18982).

  5. On a Markov chain roulette-type game

    International Nuclear Information System (INIS)

    El-Shehawey, M A; El-Shreef, Gh A

    2009-01-01

    A Markov chain on non-negative integers which arises in a roulette-type game is discussed. The transition probabilities are p 01 = ρ, p Nj = δ Nj , p i,i+W = q, p i,i-1 = p = 1 - q, 1 ≤ W < N, 0 ≤ ρ ≤ 1, N - W < j ≤ N and i = 1, 2, ..., N - W. Using formulae for the determinant of a partitioned matrix, a closed form expression for the solution of the Markov chain roulette-type game is deduced. The present analysis is supported by two mathematical models from tumor growth and war with bargaining

  6. A maximum pseudo-likelihood approach for estimating species trees under the coalescent model

    Directory of Open Access Journals (Sweden)

    Edwards Scott V

    2010-10-01

    Full Text Available Abstract Background Several phylogenetic approaches have been developed to estimate species trees from collections of gene trees. However, maximum likelihood approaches for estimating species trees under the coalescent model are limited. Although the likelihood of a species tree under the multispecies coalescent model has already been derived by Rannala and Yang, it can be shown that the maximum likelihood estimate (MLE of the species tree (topology, branch lengths, and population sizes from gene trees under this formula does not exist. In this paper, we develop a pseudo-likelihood function of the species tree to obtain maximum pseudo-likelihood estimates (MPE of species trees, with branch lengths of the species tree in coalescent units. Results We show that the MPE of the species tree is statistically consistent as the number M of genes goes to infinity. In addition, the probability that the MPE of the species tree matches the true species tree converges to 1 at rate O(M -1. The simulation results confirm that the maximum pseudo-likelihood approach is statistically consistent even when the species tree is in the anomaly zone. We applied our method, Maximum Pseudo-likelihood for Estimating Species Trees (MP-EST to a mammal dataset. The four major clades found in the MP-EST tree are consistent with those in the Bayesian concatenation tree. The bootstrap supports for the species tree estimated by the MP-EST method are more reasonable than the posterior probability supports given by the Bayesian concatenation method in reflecting the level of uncertainty in gene trees and controversies over the relationship of four major groups of placental mammals. Conclusions MP-EST can consistently estimate the topology and branch lengths (in coalescent units of the species tree. Although the pseudo-likelihood is derived from coalescent theory, and assumes no gene flow or horizontal gene transfer (HGT, the MP-EST method is robust to a small amount of HGT in the

  7. Study on the Evolution of Weights on the Market of Competitive Products using Markov Chains

    Directory of Open Access Journals (Sweden)

    Daniel Mihai Amariei

    2016-10-01

    Full Text Available In this paper aims the application through the Markov Process mode, within the software product WinQSB, Markov chain in the establishment of the development on the market of five brands of athletic shoes.

  8. A lattice Boltzmann simulation of coalescence-induced droplet jumping on superhydrophobic surfaces with randomly distributed structures

    Science.gov (United States)

    Zhang, Li-Zhi; Yuan, Wu-Zhi

    2018-04-01

    The motion of coalescence-induced condensate droplets on superhydrophobic surface (SHS) has attracted increasing attention in energy-related applications. Previous researches were focused on regularly rough surfaces. Here a new approach, a mesoscale lattice Boltzmann method (LBM), is proposed and used to model the dynamic behavior of coalescence-induced droplet jumping on SHS with randomly distributed rough structures. A Fast Fourier Transformation (FFT) method is used to generate non-Gaussian randomly distributed rough surfaces with the skewness (Sk), kurtosis (K) and root mean square (Rq) obtained from real surfaces. Three typical spreading states of coalesced droplets are observed through LBM modeling on various rough surfaces, which are found to significantly influence the jumping ability of coalesced droplet. The coalesced droplets spreading in Cassie state or in composite state will jump off the rough surfaces, while the ones spreading in Wenzel state would eventually remain on the rough surfaces. It is demonstrated that the rough surfaces with smaller Sks, larger Rqs and a K at 3.0 are beneficial to coalescence-induced droplet jumping. The new approach gives more detailed insights into the design of SHS.

  9. Coalescence of GaAs on (001) Si nano-trenches based on three-stage epitaxial lateral overgrowth

    Energy Technology Data Exchange (ETDEWEB)

    He, Yunrui; Wang, Jun, E-mail: wangjun12@bupt.edu.cn; Hu, Haiyang; Wang, Qi; Huang, Yongqing; Ren, Xiaomin [State Key Laboratory of Information Photonics and Optical Communications, Beijing University of Posts and Telecommunications, Beijing 100876 (China)

    2015-05-18

    The coalescence of selective area grown GaAs regions has been performed on patterned 1.8 μm GaAs buffer layer on Si via metal-organic chemical vapor deposition. We propose a promising method of three-stage epitaxial lateral overgrowth (ELO) to achieve uniform coalescence and flat surface. Rough surface caused by the coalescence of different growth fronts is smoothened by this method. Low root-mean-square surface roughness of 6.29 nm has been obtained on a 410-nm-thick coalesced ELO GaAs layer. Cross-sectional transmission electron microscope study shows that the coalescence of different growth fronts will induce some new dislocations. However, the coalescence-induced dislocations tend to mutually annihilate and only a small part of them reach the GaAs surface. High optical quality of the ELO GaAs layer has been confirmed by low temperature (77 K) photoluminescence measurements. This research promises a very large scale integration platform for the monolithic integration of GaAs-based device on Si.

  10. The explicit form of the rate function for semi-Markov processes and its contractions

    Science.gov (United States)

    Sughiyama, Yuki; Kobayashi, Testuya J.

    2018-03-01

    We derive the explicit form of the rate function for semi-Markov processes. Here, the ‘random time change trick’ plays an essential role. Also, by exploiting the contraction principle of large deviation theory to the explicit form, we show that the fluctuation theorem (Gallavotti-Cohen symmetry) holds for semi-Markov cases. Furthermore, we elucidate that our rate function is an extension of the level 2.5 rate function for Markov processes to semi-Markov cases.

  11. Issues in Data Labelling

    NARCIS (Netherlands)

    Cowie, Roddy; Cox, Cate; Martin, Jeam-Claude; Batliner, Anton; Heylen, Dirk K.J.; Karpouzis, Kostas; Cowie, Roddy; Pelachaud, Catherine; Petta, Paolo

    2011-01-01

    Labelling emotion databases is not a purely technical matter. It is bound up with theoretical issues. Different issues affect labelling of emotional content, labelling of the signs that convey emotion, and labelling of the relevant context. Linked to these are representational issues, involving time

  12. Berman-Konsowa principle for reversible Markov jump processes

    NARCIS (Netherlands)

    Hollander, den W.Th.F.; Jansen, S.

    2013-01-01

    In this paper we prove a version of the Berman-Konsowa principle for reversible Markov jump processes on Polish spaces. The Berman-Konsowa principle provides a variational formula for the capacity of a pair of disjoint measurable sets. There are two versions, one involving a class of probability

  13. Evaluating The Markov Assumption For Web Usage Mining

    DEFF Research Database (Denmark)

    Jespersen, S.; Pedersen, Torben Bach; Thorhauge, J.

    2003-01-01

    ) model~\\cite{borges99data}. These techniques typically rely on the \\textit{Markov assumption with history depth} $n$, i.e., it is assumed that the next requested page is only dependent on the last $n$ pages visited. This is not always valid, i.e. false browsing patterns may be discovered. However, to our...

  14. Testing the Adequacy of a Semi-Markov Process

    Science.gov (United States)

    2015-09-17

    classical Brownian motion are two common examples of martingales. Submartingales and supermartingales are two extended classes of martingales. They... movements using Semi-Markov processes,” Tourism Management, Vol. 32, No. 4, 2011, pp. 844–851. [4] Titman, A. C. and Sharples, L. D., “Model

  15. Portfolio Optimization in a Semi-Markov Modulated Market

    International Nuclear Information System (INIS)

    Ghosh, Mrinal K.; Goswami, Anindya; Kumar, Suresh K.

    2009-01-01

    We address a portfolio optimization problem in a semi-Markov modulated market. We study both the terminal expected utility optimization on finite time horizon and the risk-sensitive portfolio optimization on finite and infinite time horizon. We obtain optimal portfolios in relevant cases. A numerical procedure is also developed to compute the optimal expected terminal utility for finite horizon problem

  16. Harmonic spectral components in time sequences of Markov correlated events

    Science.gov (United States)

    Mazzetti, Piero; Carbone, Anna

    2017-07-01

    The paper concerns the analysis of the conditions allowing time sequences of Markov correlated events give rise to a line power spectrum having a relevant physical interest. It is found that by specializing the Markov matrix in order to represent closed loop sequences of events with arbitrary distribution, generated in a steady physical condition, a large set of line spectra, covering all possible frequency values, is obtained. The amplitude of the spectral lines is given by a matrix equation based on a generalized Markov matrix involving the Fourier transform of the distribution functions representing the time intervals between successive events of the sequence. The paper is a complement of a previous work where a general expression for the continuous power spectrum was given. In that case the Markov matrix was left in a more general form, thus preventing the possibility of finding line spectra of physical interest. The present extension is also suggested by the interest of explaining the emergence of a broad set of waves found in the electro and magneto-encephalograms, whose frequency ranges from 0.5 to about 40Hz, in terms of the effects produced by chains of firing neurons within the complex neural network of the brain. An original model based on synchronized closed loop sequences of firing neurons is proposed, and a few numerical simulations are reported as an application of the above cited equation.

  17. Elements of the theory of Markov processes and their applications

    CERN Document Server

    Bharucha-Reid, A T

    2010-01-01

    This graduate-level text and reference in probability, with numerous applications to several fields of science, presents nonmeasure-theoretic introduction to theory of Markov processes. The work also covers mathematical models based on the theory, employed in various applied fields. Prerequisites are a knowledge of elementary probability theory, mathematical statistics, and analysis. Appendixes. Bibliographies. 1960 edition.

  18. A Parallel Solver for Large-Scale Markov Chains

    Czech Academy of Sciences Publication Activity Database

    Benzi, M.; Tůma, Miroslav

    2002-01-01

    Roč. 41, - (2002), s. 135-153 ISSN 0168-9274 R&D Projects: GA AV ČR IAA2030801; GA ČR GA101/00/1035 Keywords : parallel preconditioning * iterative methods * discrete Markov chains * generalized inverses * singular matrices * graph partitioning * AINV * Bi-CGSTAB Subject RIV: BA - General Mathematics Impact factor: 0.504, year: 2002

  19. Markov chain model for demersal fish catch analysis in Indonesia

    Science.gov (United States)

    Firdaniza; Gusriani, N.

    2018-03-01

    As an archipelagic country, Indonesia has considerable potential fishery resources. One of the fish resources that has high economic value is demersal fish. Demersal fish is a fish with a habitat in the muddy seabed. Demersal fish scattered throughout the Indonesian seas. Demersal fish production in each Indonesia’s Fisheries Management Area (FMA) varies each year. In this paper we have discussed the Markov chain model for demersal fish yield analysis throughout all Indonesia’s Fisheries Management Area. Data of demersal fish catch in every FMA in 2005-2014 was obtained from Directorate of Capture Fisheries. From this data a transition probability matrix is determined by the number of transitions from the catch that lie below the median or above the median. The Markov chain model of demersal fish catch data was an ergodic Markov chain model, so that the limiting probability of the Markov chain model can be determined. The predictive value of demersal fishing yields was obtained by calculating the combination of limiting probability with average catch results below the median and above the median. The results showed that for 2018 and long-term demersal fishing results in most of FMA were below the median value.

  20. Shape Modelling Using Markov Random Field Restoration of Point Correspondences

    DEFF Research Database (Denmark)

    Paulsen, Rasmus Reinhold; Hilger, Klaus Baggesen

    2003-01-01

    A method for building statistical point distribution models is proposed. The novelty in this paper is the adaption of Markov random field regularization of the correspondence field over the set of shapes. The new approach leads to a generative model that produces highly homogeneous polygonized sh...

  1. On a saddlepoint approximation to the Markov binomial distribution

    DEFF Research Database (Denmark)

    Jensen, Jens Ledet

    A nonstandard saddlepoint approximation to the distribution of a sum of Markov dependent trials is introduced. The relative error of the approximation is studied, not only for the number of summands tending to infinity, but also for the parameter approaching the boundary of its definition range...

  2. Envelopes of Sets of Measures, Tightness, and Markov Control Processes

    International Nuclear Information System (INIS)

    Gonzalez-Hernandez, J.; Hernandez-Lerma, O.

    1999-01-01

    We introduce upper and lower envelopes for sets of measures on an arbitrary topological space, which are then used to give a tightness criterion. These concepts are applied to show the existence of optimal policies for a class of Markov control processes

  3. A Constraint Model for Constrained Hidden Markov Models

    DEFF Research Database (Denmark)

    Christiansen, Henning; Have, Christian Theil; Lassen, Ole Torp

    2009-01-01

    A Hidden Markov Model (HMM) is a common statistical model which is widely used for analysis of biological sequence data and other sequential phenomena. In the present paper we extend HMMs with constraints and show how the familiar Viterbi algorithm can be generalized, based on constraint solving ...

  4. Performance criteria for graph clustering and Markov cluster experiments

    NARCIS (Netherlands)

    S. van Dongen

    2000-01-01

    textabstractIn~[1] a cluster algorithm for graphs was introduced called the Markov cluster algorithm or MCL~algorithm. The algorithm is based on simulation of (stochastic) flow in graphs by means of alternation of two operators, expansion and inflation. The results in~[2] establish an intrinsic

  5. Estimation of the workload correlation in a Markov fluid queue

    NARCIS (Netherlands)

    Kaynar, B.; Mandjes, M.R.H.

    2013-01-01

    This paper considers a Markov fluid queue, focusing on the correlation function of the stationary workload process. A simulation-based computation technique is proposed, which relies on a coupling idea. Then an upper bound on the variance of the resulting estimator is given, which reveals how the

  6. Cascade probabilistic function and the Markov's processes. Chapter 1

    International Nuclear Information System (INIS)

    2002-01-01

    In the Chapter 1 the physical and mathematical descriptions of radiation processes are carried out. The relation of the cascade probabilistic functions (CPF) for electrons, protons, alpha-particles and ions with Markov's chain is shown. The algorithms for CPF calculation with accounting energy losses are given

  7. Indefinite metric, quantum axiomatics, and the Markov property

    International Nuclear Information System (INIS)

    Brownell, F.H.

    1978-01-01

    In answer to a remark of Jauch, a set of axioms for an 'indefinite metric' formulation of quantum electro-dynamics is presented, and the connection with orthocomplementation noted. Here a strict version of the Markov property apparently fails, leading to a novel interpretation. (Auth.)

  8. Optimisation of Hidden Markov Model using Baum–Welch algorithm

    Indian Academy of Sciences (India)

    Home; Journals; Journal of Earth System Science; Volume 126; Issue 1. Optimisation of Hidden Markov Model using Baum–Welch algorithm for prediction of maximum and minimum temperature over Indian Himalaya. J C Joshi Tankeshwar Kumar Sunita Srivastava Divya Sachdeva. Volume 126 Issue 1 February 2017 ...

  9. Hidden Markov Model for quantitative prediction of snowfall

    Indian Academy of Sciences (India)

    A Hidden Markov Model (HMM) has been developed for prediction of quantitative snowfall in Pir-Panjal and Great Himalayan mountain ranges of Indian Himalaya. The model predicts snowfall for two days in advance using daily recorded nine meteorological variables of past 20 winters from 1992–2012. There are six ...

  10. Social security as Markov equilibrium in OLG models: A note

    DEFF Research Database (Denmark)

    Gonzalez Eiras, Martin

    2011-01-01

    I refine and extend the Markov perfect equilibrium of the social security policy game in Forni (2005) for the special case of logarithmic utility. Under the restriction that the policy function be continuous, instead of differentiable, the equilibrium is globally well defined and its dynamics...

  11. Efficient Approximation of Optimal Control for Markov Games

    DEFF Research Database (Denmark)

    Fearnley, John; Rabe, Markus; Schewe, Sven

    2011-01-01

    We study the time-bounded reachability problem for continuous-time Markov decision processes (CTMDPs) and games (CTMGs). Existing techniques for this problem use discretisation techniques to break time into discrete intervals, and optimal control is approximated for each interval separately...

  12. The deviation matrix of a continuous-time Markov chain

    NARCIS (Netherlands)

    Coolen-Schrijner, P.; van Doorn, E.A.

    2001-01-01

    The deviation matrix of an ergodic, continuous-time Markov chain with transition probability matrix $P(.)$ and ergodic matrix $\\Pi$ is the matrix $D \\equiv \\int_0^{\\infty} (P(t)-\\Pi)dt$. We give conditions for $D$ to exist and discuss properties and a representation of $D$. The deviation matrix of a

  13. The deviation matrix of a continuous-time Markov chain

    NARCIS (Netherlands)

    Coolen-Schrijner, Pauline; van Doorn, Erik A.

    2002-01-01

    he deviation matrix of an ergodic, continuous-time Markov chain with transition probability matrix $P(.)$ and ergodic matrix $\\Pi$ is the matrix $D \\equiv \\int_0^{\\infty} (P(t)-\\Pi)dt$. We give conditions for $D$ to exist and discuss properties and a representation of $D$. The deviation matrix of a

  14. Performability assessment by model checking of Markov reward models

    NARCIS (Netherlands)

    Baier, Christel; Cloth, L.; Haverkort, Boudewijn R.H.M.; Hermanns, H.; Katoen, Joost P.

    2010-01-01

    This paper describes efficient procedures for model checking Markov reward models, that allow us to evaluate, among others, the performability of computer-communication systems. We present the logic CSRL (Continuous Stochastic Reward Logic) to specify performability measures. It provides flexibility

  15. A Markov Model for Commen-Cause Failures

    DEFF Research Database (Denmark)

    Platz, Ole

    1984-01-01

    A continuous time four-state Markov chain is shown to cover several of the models that have been used for describing dependencies between failures of components in redundant systems. Among these are the models derived by Marshall and Olkin and by Freund and models for one-out-of-three and two...

  16. Exact goodness-of-fit tests for Markov chains.

    Science.gov (United States)

    Besag, J; Mondal, D

    2013-06-01

    Goodness-of-fit tests are useful in assessing whether a statistical model is consistent with available data. However, the usual χ² asymptotics often fail, either because of the paucity of the data or because a nonstandard test statistic is of interest. In this article, we describe exact goodness-of-fit tests for first- and higher order Markov chains, with particular attention given to time-reversible ones. The tests are obtained by conditioning on the sufficient statistics for the transition probabilities and are implemented by simple Monte Carlo sampling or by Markov chain Monte Carlo. They apply both to single and to multiple sequences and allow a free choice of test statistic. Three examples are given. The first concerns multiple sequences of dry and wet January days for the years 1948-1983 at Snoqualmie Falls, Washington State, and suggests that standard analysis may be misleading. The second one is for a four-state DNA sequence and lends support to the original conclusion that a second-order Markov chain provides an adequate fit to the data. The last one is six-state atomistic data arising in molecular conformational dynamics simulation of solvated alanine dipeptide and points to strong evidence against a first-order reversible Markov chain at 6 picosecond time steps. © 2013, The International Biometric Society.

  17. Some remarks about the thermodynamics of discrete finite Markov chains

    Energy Technology Data Exchange (ETDEWEB)

    Siboni, S. [Trento Univ. (Italy). Facolta` di Ingegneria, Dip. di Ingegneria dei Materiali

    1998-08-01

    The Author propose a simple way to define a Hamiltonian for aperiodic Markov chains and to apply these chains in a thermodynamical context. The basic thermodynamic functions are correspondingly calculated. A quite intriguing and nontrivial application to stochastic automata is also pointed out.

  18. Adiabatic condition and the quantum hitting time of Markov chains

    International Nuclear Information System (INIS)

    Krovi, Hari; Ozols, Maris; Roland, Jeremie

    2010-01-01

    We present an adiabatic quantum algorithm for the abstract problem of searching marked vertices in a graph, or spatial search. Given a random walk (or Markov chain) P on a graph with a set of unknown marked vertices, one can define a related absorbing walk P ' where outgoing transitions from marked vertices are replaced by self-loops. We build a Hamiltonian H(s) from the interpolated Markov chain P(s)=(1-s)P+sP ' and use it in an adiabatic quantum algorithm to drive an initial superposition over all vertices to a superposition over marked vertices. The adiabatic condition implies that, for any reversible Markov chain and any set of marked vertices, the running time of the adiabatic algorithm is given by the square root of the classical hitting time. This algorithm therefore demonstrates a novel connection between the adiabatic condition and the classical notion of hitting time of a random walk. It also significantly extends the scope of previous quantum algorithms for this problem, which could only obtain a full quadratic speedup for state-transitive reversible Markov chains with a unique marked vertex.

  19. Exploring Mass Perception with Markov Chain Monte Carlo

    Science.gov (United States)

    Cohen, Andrew L.; Ross, Michael G.

    2009-01-01

    Several previous studies have examined the ability to judge the relative mass of objects in idealized collisions. With a newly developed technique of psychological Markov chain Monte Carlo sampling (A. N. Sanborn & T. L. Griffiths, 2008), this work explores participants; perceptions of different collision mass ratios. The results reveal…

  20. Model checking conditional CSL for continuous-time Markov chains

    DEFF Research Database (Denmark)

    Gao, Yang; Xu, Ming; Zhan, Naijun

    2013-01-01

    In this paper, we consider the model-checking problem of continuous-time Markov chains (CTMCs) with respect to conditional logic. To the end, we extend Continuous Stochastic Logic introduced in Aziz et al. (2000) [1] to Conditional Continuous Stochastic Logic (CCSL) by introducing a conditional...