WorldWideScience

Sample records for continuous-time quantum walk

  1. Continuous-time quantum walks on star graphs

    International Nuclear Information System (INIS)

    Salimi, S.

    2009-01-01

    In this paper, we investigate continuous-time quantum walk on star graphs. It is shown that quantum central limit theorem for a continuous-time quantum walk on star graphs for N-fold star power graph, which are invariant under the quantum component of adjacency matrix, converges to continuous-time quantum walk on K 2 graphs (complete graph with two vertices) and the probability of observing walk tends to the uniform distribution.

  2. Continuous-time quantum random walks require discrete space

    International Nuclear Information System (INIS)

    Manouchehri, K; Wang, J B

    2007-01-01

    Quantum random walks are shown to have non-intuitive dynamics which makes them an attractive area of study for devising quantum algorithms for long-standing open problems as well as those arising in the field of quantum computing. In the case of continuous-time quantum random walks, such peculiar dynamics can arise from simple evolution operators closely resembling the quantum free-wave propagator. We investigate the divergence of quantum walk dynamics from the free-wave evolution and show that, in order for continuous-time quantum walks to display their characteristic propagation, the state space must be discrete. This behavior rules out many continuous quantum systems as possible candidates for implementing continuous-time quantum random walks

  3. Continuous-time quantum random walks require discrete space

    Science.gov (United States)

    Manouchehri, K.; Wang, J. B.

    2007-11-01

    Quantum random walks are shown to have non-intuitive dynamics which makes them an attractive area of study for devising quantum algorithms for long-standing open problems as well as those arising in the field of quantum computing. In the case of continuous-time quantum random walks, such peculiar dynamics can arise from simple evolution operators closely resembling the quantum free-wave propagator. We investigate the divergence of quantum walk dynamics from the free-wave evolution and show that, in order for continuous-time quantum walks to display their characteristic propagation, the state space must be discrete. This behavior rules out many continuous quantum systems as possible candidates for implementing continuous-time quantum random walks.

  4. Pseudo-Hermitian continuous-time quantum walks

    Energy Technology Data Exchange (ETDEWEB)

    Salimi, S; Sorouri, A, E-mail: shsalimi@uok.ac.i, E-mail: a.sorouri@uok.ac.i [Department of Physics, University of Kurdistan, PO Box 66177-15175, Sanandaj (Iran, Islamic Republic of)

    2010-07-09

    In this paper we present a model exhibiting a new type of continuous-time quantum walk (as a quantum-mechanical transport process) on networks, which is described by a non-Hermitian Hamiltonian possessing a real spectrum. We call it pseudo-Hermitian continuous-time quantum walk. We introduce a method to obtain the probability distribution of walk on any vertex and then study a specific system. We observe that the probability distribution on certain vertices increases compared to that of the Hermitian case. This formalism makes the transport process faster and can be useful for search algorithms.

  5. Continuous-time quantum walks on multilayer dendrimer networks

    Science.gov (United States)

    Galiceanu, Mircea; Strunz, Walter T.

    2016-08-01

    We consider continuous-time quantum walks (CTQWs) on multilayer dendrimer networks (MDs) and their application to quantum transport. A detailed study of properties of CTQWs is presented and transport efficiency is determined in terms of the exact and average return probabilities. The latter depends only on the eigenvalues of the connectivity matrix, which even for very large structures allows a complete analytical solution for this particular choice of network. In the case of MDs we observe an interplay between strong localization effects, due to the dendrimer topology, and good efficiency from the linear segments. We show that quantum transport is enhanced by interconnecting more layers of dendrimers.

  6. Continuous time quantum random walks in free space

    Science.gov (United States)

    Eichelkraut, Toni; Vetter, Christian; Perez-Leija, Armando; Christodoulides, Demetrios; Szameit, Alexander

    2014-05-01

    We show theoretically and experimentally that two-dimensional continuous time coherent random walks are possible in free space, that is, in the absence of any external potential, by properly tailoring the associated initial wave function. These effects are experimentally demonstrated using classical paraxial light. Evidently, the usage of classical beams to explore the dynamics of point-like quantum particles is possible since both phenomena are mathematically equivalent. This in turn makes our approach suitable for the realization of random walks using different quantum particles, including electrons and photons. To study the spatial evolution of a wavefunction theoretically, we consider the one-dimensional paraxial wave equation (i∂z +1/2 ∂x2) Ψ = 0 . Starting with the initially localized wavefunction Ψ (x , 0) = exp [ -x2 / 2σ2 ] J0 (αx) , one can show that the evolution of such Gaussian-apodized Bessel envelopes within a region of validity resembles the probability pattern of a quantum walker traversing a uniform lattice. In order to generate the desired input-field in our experimental setting we shape the amplitude and phase of a collimated light beam originating from a classical HeNe-Laser (633 nm) utilizing a spatial light modulator.

  7. Simulating continuous-time Hamiltonian dynamics by way of a discrete-time quantum walk

    International Nuclear Information System (INIS)

    Schmitz, A.T.; Schwalm, W.A.

    2016-01-01

    Much effort has been made to connect the continuous-time and discrete-time quantum walks. We present a method for making that connection for a general graph Hamiltonian on a bigraph. Furthermore, such a scheme may be adapted for simulating discretized quantum models on a quantum computer. A coin operator is found for the discrete-time quantum walk which exhibits the same dynamics as the continuous-time evolution. Given the spectral decomposition of the graph Hamiltonian and certain restrictions, the discrete-time evolution is solved for explicitly and understood at or near important values of the parameters. Finally, this scheme is connected to past results for the 1D chain. - Highlights: • A discrete-time quantum walk is purposed which approximates a continuous-time quantum walk. • The purposed quantum walk could be used to simulate Hamiltonian dynamics on a quantum computer. • Given the spectra decomposition of the Hamiltonian, the quantum walk is solved explicitly. • The method is demonstrated and connected to previous work done on the 1D chain.

  8. Continuous-Time Classical and Quantum Random Walk on Direct Product of Cayley Graphs

    International Nuclear Information System (INIS)

    Salimi, S.; Jafarizadeh, M. A.

    2009-01-01

    In this paper we define direct product of graphs and give a recipe for obtaining probability of observing particle on vertices in the continuous-time classical and quantum random walk. In the recipe, the probability of observing particle on direct product of graph is obtained by multiplication of probability on the corresponding to sub-graphs, where this method is useful to determining probability of walk on complicated graphs. Using this method, we calculate the probability of continuous-time classical and quantum random walks on many of finite direct product Cayley graphs (complete cycle, complete K n , charter and n-cube). Also, we inquire that the classical state the stationary uniform distribution is reached as t → ∞ but for quantum state is not always satisfied. (general)

  9. Investigation of continuous-time quantum walk via modules of Bose-Mesner and Terwilliger algebras

    International Nuclear Information System (INIS)

    Jafarizadeh, M A; Salimi, S

    2006-01-01

    The continuous-time quantum walk on the underlying graphs of association schemes has been studied, via the algebraic combinatorics structures of association schemes, namely semi-simple modules of their Bose-Mesner and Terwilliger algebras. It is shown that the Terwilliger algebra stratifies the graph into a (d + 1) disjoint union of strata which is different from the stratification based on distance, except for distance regular graphs. In underlying graphs of association schemes, the probability amplitudes and average probabilities are given in terms of dual eigenvalues of association schemes, such that the amplitudes of observing the continuous-time quantum walk on all sites belonging to a given stratum are the same, therefore there are at most (d + 1) different observing probabilities. The importance of association scheme in continuous-time quantum walk is shown by some worked out examples such as arbitrary finite group association schemes followed by symmetric S n , Dihedral D 2m and cyclic groups. At the end it is shown that the highest irreducible representations of Terwilliger algebras pave the way to use the spectral distributions method of Jafarizadeh and Salimi (2005 Preprint quant-ph/0510174) in studying quantum walk on some rather important graphs called distance regular graphs

  10. Coherent exciton transport in dendrimers and continuous-time quantum walks

    Science.gov (United States)

    Mülken, Oliver; Bierbaum, Veronika; Blumen, Alexander

    2006-03-01

    We model coherent exciton transport in dendrimers by continuous-time quantum walks. For dendrimers up to the second generation the coherent transport shows perfect recurrences when the initial excitation starts at the central node. For larger dendrimers, the recurrence ceases to be perfect, a fact which resembles results for discrete quantum carpets. Moreover, depending on the initial excitation site, we find that the coherent transport to certain nodes of the dendrimer has a very low probability. When the initial excitation starts from the central node, the problem can be mapped onto a line which simplifies the computational effort. Furthermore, the long time average of the quantum mechanical transition probabilities between pairs of nodes shows characteristic patterns and allows us to classify the nodes into clusters with identical limiting probabilities. For the (space) average of the quantum mechanical probability to be still or to be again at the initial site, we obtain, based on the Cauchy-Schwarz inequality, a simple lower bound which depends only on the eigenvalue spectrum of the Hamiltonian.

  11. GPU-accelerated algorithms for many-particle continuous-time quantum walks

    Science.gov (United States)

    Piccinini, Enrico; Benedetti, Claudia; Siloi, Ilaria; Paris, Matteo G. A.; Bordone, Paolo

    2017-06-01

    Many-particle continuous-time quantum walks (CTQWs) represent a resource for several tasks in quantum technology, including quantum search algorithms and universal quantum computation. In order to design and implement CTQWs in a realistic scenario, one needs effective simulation tools for Hamiltonians that take into account static noise and fluctuations in the lattice, i.e. Hamiltonians containing stochastic terms. To this aim, we suggest a parallel algorithm based on the Taylor series expansion of the evolution operator, and compare its performances with those of algorithms based on the exact diagonalization of the Hamiltonian or a 4th order Runge-Kutta integration. We prove that both Taylor-series expansion and Runge-Kutta algorithms are reliable and have a low computational cost, the Taylor-series expansion showing the additional advantage of a memory allocation not depending on the precision of calculation. Both algorithms are also highly parallelizable within the SIMT paradigm, and are thus suitable for GPGPU computing. In turn, we have benchmarked 4 NVIDIA GPUs and 3 quad-core Intel CPUs for a 2-particle system over lattices of increasing dimension, showing that the speedup provided by GPU computing, with respect to the OPENMP parallelization, lies in the range between 8x and (more than) 20x, depending on the frequency of post-processing. GPU-accelerated codes thus allow one to overcome concerns about the execution time, and make it possible simulations with many interacting particles on large lattices, with the only limit of the memory available on the device.

  12. Chemical Continuous Time Random Walks

    Science.gov (United States)

    Aquino, T.; Dentz, M.

    2017-12-01

    Traditional methods for modeling solute transport through heterogeneous media employ Eulerian schemes to solve for solute concentration. More recently, Lagrangian methods have removed the need for spatial discretization through the use of Monte Carlo implementations of Langevin equations for solute particle motions. While there have been recent advances in modeling chemically reactive transport with recourse to Lagrangian methods, these remain less developed than their Eulerian counterparts, and many open problems such as efficient convergence and reconstruction of the concentration field remain. We explore a different avenue and consider the question: In heterogeneous chemically reactive systems, is it possible to describe the evolution of macroscopic reactant concentrations without explicitly resolving the spatial transport? Traditional Kinetic Monte Carlo methods, such as the Gillespie algorithm, model chemical reactions as random walks in particle number space, without the introduction of spatial coordinates. The inter-reaction times are exponentially distributed under the assumption that the system is well mixed. In real systems, transport limitations lead to incomplete mixing and decreased reaction efficiency. We introduce an arbitrary inter-reaction time distribution, which may account for the impact of incomplete mixing. This process defines an inhomogeneous continuous time random walk in particle number space, from which we derive a generalized chemical Master equation and formulate a generalized Gillespie algorithm. We then determine the modified chemical rate laws for different inter-reaction time distributions. We trace Michaelis-Menten-type kinetics back to finite-mean delay times, and predict time-nonlocal macroscopic reaction kinetics as a consequence of broadly distributed delays. Non-Markovian kinetics exhibit weak ergodicity breaking and show key features of reactions under local non-equilibrium.

  13. The effect of large decoherence on mixing time in continuous-time quantum walks on long-range interacting cycles

    Energy Technology Data Exchange (ETDEWEB)

    Salimi, S; Radgohar, R, E-mail: shsalimi@uok.ac.i, E-mail: r.radgohar@uok.ac.i [Faculty of Science, Department of Physics, University of Kurdistan, Pasdaran Ave, Sanandaj (Iran, Islamic Republic of)

    2010-01-28

    In this paper, we consider decoherence in continuous-time quantum walks on long-range interacting cycles (LRICs), which are the extensions of the cycle graphs. For this purpose, we use Gurvitz's model and assume that every node is monitored by the corresponding point-contact induced by the decoherence process. Then, we focus on large rates of decoherence and calculate the probability distribution analytically and obtain the lower and upper bounds of the mixing time. Our results prove that the mixing time is proportional to the rate of decoherence and the inverse of the square of the distance parameter (m). This shows that the mixing time decreases with increasing range of interaction. Also, what we obtain for m = 0 is in agreement with Fedichkin, Solenov and Tamon's results [48] for cycle, and we see that the mixing time of CTQWs on cycle improves with adding interacting edges.

  14. Path probabilities of continuous time random walks

    International Nuclear Information System (INIS)

    Eule, Stephan; Friedrich, Rudolf

    2014-01-01

    Employing the path integral formulation of a broad class of anomalous diffusion processes, we derive the exact relations for the path probability densities of these processes. In particular, we obtain a closed analytical solution for the path probability distribution of a Continuous Time Random Walk (CTRW) process. This solution is given in terms of its waiting time distribution and short time propagator of the corresponding random walk as a solution of a Dyson equation. Applying our analytical solution we derive generalized Feynman–Kac formulae. (paper)

  15. Heterogeneous continuous-time random walks

    Science.gov (United States)

    Grebenkov, Denis S.; Tupikina, Liubov

    2018-01-01

    We introduce a heterogeneous continuous-time random walk (HCTRW) model as a versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as porous or disordered media, multiscale or crowded environments, weighted graphs or networks. We derive the exact form of the propagator and investigate the effects of spatiotemporal heterogeneities onto the diffusive dynamics via the spectral properties of the generalized transition matrix. In particular, we show how the distribution of first-passage times changes due to local and global heterogeneities of the medium. The HCTRW formalism offers a unified mathematical language to address various diffusion-reaction problems, with numerous applications in material sciences, physics, chemistry, biology, and social sciences.

  16. Interaction-aided continuous time quantum search

    International Nuclear Information System (INIS)

    Bae, Joonwoo; Kwon, Younghun; Baek, Inchan; Yoon, Dalsun

    2005-01-01

    The continuous quantum search algorithm (based on the Farhi-Gutmann Hamiltonian evolution) is known to be analogous to the Grover (or discrete time quantum) algorithm. Any errors introduced in Grover algorithm are fatal to its success. In the same way the Farhi-Gutmann Hamiltonian algorithm has a severe difficulty when the Hamiltonian is perturbed. In this letter we will show that the interaction term in quantum search Hamiltonian (actually which is in the generalized quantum search Hamiltonian) can save the perturbed Farhi-Gutmann Hamiltonian that should otherwise fail. We note that this fact is quite remarkable since it implies that introduction of interaction can be a way to correct some errors on the continuous time quantum search

  17. Application of continuous-time random walk to statistical arbitrage

    Directory of Open Access Journals (Sweden)

    Sergey Osmekhin

    2015-01-01

    Full Text Available An analytical statistical arbitrage strategy is proposed, where the distribution of the spread is modelled as a continuous-time random walk. Optimal boundaries, computed as a function of the mean and variance of the firstpassage time ofthe spread,maximises an objective function. The predictability of the trading strategy is analysed and contrasted for two forms of continuous-time random walk processes. We found that the waiting-time distribution has a significant impact on the prediction of the expected profit for intraday trading

  18. Coupled continuous time-random walks in quenched random environment

    Science.gov (United States)

    Magdziarz, M.; Szczotka, W.

    2018-02-01

    We introduce a coupled continuous-time random walk with coupling which is characteristic for Lévy walks. Additionally we assume that the walker moves in a quenched random environment, i.e. the site disorder at each lattice point is fixed in time. We analyze the scaling limit of such a random walk. We show that for large times the behaviour of the analyzed process is exactly the same as in the case of uncoupled quenched trap model for Lévy flights.

  19. Efficient quantum walk on a quantum processor

    Science.gov (United States)

    Qiang, Xiaogang; Loke, Thomas; Montanaro, Ashley; Aungskunsiri, Kanin; Zhou, Xiaoqi; O'Brien, Jeremy L.; Wang, Jingbo B.; Matthews, Jonathan C. F.

    2016-01-01

    The random walk formalism is used across a wide range of applications, from modelling share prices to predicting population genetics. Likewise, quantum walks have shown much potential as a framework for developing new quantum algorithms. Here we present explicit efficient quantum circuits for implementing continuous-time quantum walks on the circulant class of graphs. These circuits allow us to sample from the output probability distributions of quantum walks on circulant graphs efficiently. We also show that solving the same sampling problem for arbitrary circulant quantum circuits is intractable for a classical computer, assuming conjectures from computational complexity theory. This is a new link between continuous-time quantum walks and computational complexity theory and it indicates a family of tasks that could ultimately demonstrate quantum supremacy over classical computers. As a proof of principle, we experimentally implement the proposed quantum circuit on an example circulant graph using a two-qubit photonics quantum processor. PMID:27146471

  20. Correlated continuous time random walk and option pricing

    Science.gov (United States)

    Lv, Longjin; Xiao, Jianbin; Fan, Liangzhong; Ren, Fuyao

    2016-04-01

    In this paper, we study a correlated continuous time random walk (CCTRW) with averaged waiting time, whose probability density function (PDF) is proved to follow stretched Gaussian distribution. Then, we apply this process into option pricing problem. Supposing the price of the underlying is driven by this CCTRW, we find this model captures the subdiffusive characteristic of financial markets. By using the mean self-financing hedging strategy, we obtain the closed-form pricing formulas for a European option with and without transaction costs, respectively. At last, comparing the obtained model with the classical Black-Scholes model, we find the price obtained in this paper is higher than that obtained from the Black-Scholes model. A empirical analysis is also introduced to confirm the obtained results can fit the real data well.

  1. Quantum walk computation

    International Nuclear Information System (INIS)

    Kendon, Viv

    2014-01-01

    Quantum versions of random walks have diverse applications that are motivating experimental implementations as well as theoretical studies. Recent results showing quantum walks are “universal for quantum computation” relate to algorithms, to be run on quantum computers. We consider whether an experimental implementation of a quantum walk could provide useful computation before we have a universal quantum computer

  2. Anomalous transport in turbulent plasmas and continuous time random walks

    International Nuclear Information System (INIS)

    Balescu, R.

    1995-01-01

    The possibility of a model of anomalous transport problems in a turbulent plasma by a purely stochastic process is investigated. The theory of continuous time random walks (CTRW's) is briefly reviewed. It is shown that a particular class, called the standard long tail CTRW's is of special interest for the description of subdiffusive transport. Its evolution is described by a non-Markovian diffusion equation that is constructed in such a way as to yield exact values for all the moments of the density profile. The concept of a CTRW model is compared to an exact solution of a simple test problem: transport of charged particles in a fluctuating magnetic field in the limit of infinite perpendicular correlation length. Although the well-known behavior of the mean square displacement proportional to t 1/2 is easily recovered, the exact density profile cannot be modeled by a CTRW. However, the quasilinear approximation of the kinetic equation has the form of a non-Markovian diffusion equation and can thus be generated by a CTRW

  3. Stochastic calculus for uncoupled continuous-time random walks.

    Science.gov (United States)

    Germano, Guido; Politi, Mauro; Scalas, Enrico; Schilling, René L

    2009-06-01

    The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications not only in physics but also in insurance, finance, and economics. A definition is given for a class of stochastic integrals driven by a CTRW, which includes the Itō and Stratonovich cases. An uncoupled CTRW with zero-mean jumps is a martingale. It is proved that, as a consequence of the martingale transform theorem, if the CTRW is a martingale, the Itō integral is a martingale too. It is shown how the definition of the stochastic integrals can be used to easily compute them by Monte Carlo simulation. The relations between a CTRW, its quadratic variation, its Stratonovich integral, and its Itō integral are highlighted by numerical calculations when the jumps in space of the CTRW have a symmetric Lévy alpha -stable distribution and its waiting times have a one-parameter Mittag-Leffler distribution. Remarkably, these distributions have fat tails and an unbounded quadratic variation. In the diffusive limit of vanishing scale parameters, the probability density of this kind of CTRW satisfies the space-time fractional diffusion equation (FDE) or more in general the fractional Fokker-Planck equation, which generalizes the standard diffusion equation, solved by the probability density of the Wiener process, and thus provides a phenomenologic model of anomalous diffusion. We also provide an analytic expression for the quadratic variation of the stochastic process described by the FDE and check it by Monte Carlo.

  4. Efficient quantum circuits for Szegedy quantum walks

    International Nuclear Information System (INIS)

    Loke, T.; Wang, J.B.

    2017-01-01

    A major advantage in using Szegedy’s formalism over discrete-time and continuous-time quantum walks lies in its ability to define a unitary quantum walk by quantizing a Markov chain on a directed or weighted graph. In this paper, we present a general scheme to construct efficient quantum circuits for Szegedy quantum walks that correspond to classical Markov chains possessing transformational symmetry in the columns of the transition matrix. In particular, the transformational symmetry criteria do not necessarily depend on the sparsity of the transition matrix, so this scheme can be applied to non-sparse Markov chains. Two classes of Markov chains that are amenable to this construction are cyclic permutations and complete bipartite graphs, for which we provide explicit efficient quantum circuit implementations. We also prove that our scheme can be applied to Markov chains formed by a tensor product. We also briefly discuss the implementation of Markov chains based on weighted interdependent networks. In addition, we apply this scheme to construct efficient quantum circuits simulating the Szegedy walks used in the quantum Pagerank algorithm for some classes of non-trivial graphs, providing a necessary tool for experimental demonstration of the quantum Pagerank algorithm. - Highlights: • A general theoretical framework for implementing Szegedy walks using quantum circuits. • Explicit efficient quantum circuit implementation of the Szegedy walk for several classes of graphs. • Efficient implementation of Szegedy walks for quantum page-ranking of a certain class of graphs.

  5. Quantum walk on a chimera graph

    Science.gov (United States)

    Xu, Shu; Sun, Xiangxiang; Wu, Jizhou; Zhang, Wei-Wei; Arshed, Nigum; Sanders, Barry C.

    2018-05-01

    We analyse a continuous-time quantum walk on a chimera graph, which is a graph of choice for designing quantum annealers, and we discover beautiful quantum walk features such as localization that starkly distinguishes classical from quantum behaviour. Motivated by technological thrusts, we study continuous-time quantum walk on enhanced variants of the chimera graph and on diminished chimera graph with a random removal of vertices. We explain the quantum walk by constructing a generating set for a suitable subgroup of graph isomorphisms and corresponding symmetry operators that commute with the quantum walk Hamiltonian; the Hamiltonian and these symmetry operators provide a complete set of labels for the spectrum and the stationary states. Our quantum walk characterization of the chimera graph and its variants yields valuable insights into graphs used for designing quantum-annealers.

  6. Complementarity and quantum walks

    International Nuclear Information System (INIS)

    Kendon, Viv; Sanders, Barry C.

    2005-01-01

    We show that quantum walks interpolate between a coherent 'wave walk' and a random walk depending on how strongly the walker's coin state is measured; i.e., the quantum walk exhibits the quintessentially quantum property of complementarity, which is manifested as a tradeoff between knowledge of which path the walker takes vs the sharpness of the interference pattern. A physical implementation of a quantum walk (the quantum quincunx) should thus have an identifiable walker and the capacity to demonstrate the interpolation between wave walk and random walk depending on the strength of measurement

  7. Quantum snake walk on graphs

    International Nuclear Information System (INIS)

    Rosmanis, Ansis

    2011-01-01

    I introduce a continuous-time quantum walk on graphs called the quantum snake walk, the basis states of which are fixed-length paths (snakes) in the underlying graph. First, I analyze the quantum snake walk on the line, and I show that, even though most states stay localized throughout the evolution, there are specific states that most likely move on the line as wave packets with momentum inversely proportional to the length of the snake. Next, I discuss how an algorithm based on the quantum snake walk might potentially be able to solve an extended version of the glued trees problem, which asks to find a path connecting both roots of the glued trees graph. To the best of my knowledge, no efficient quantum algorithm solving this problem is known yet.

  8. Stability of continuous-time quantum filters with measurement imperfections

    Science.gov (United States)

    Amini, H.; Pellegrini, C.; Rouchon, P.

    2014-07-01

    The fidelity between the state of a continuously observed quantum system and the state of its associated quantum filter, is shown to be always a submartingale. The observed system is assumed to be governed by a continuous-time Stochastic Master Equation (SME), driven simultaneously by Wiener and Poisson processes and that takes into account incompleteness and errors in measurements. This stability result is the continuous-time counterpart of a similar stability result already established for discrete-time quantum systems and where the measurement imperfections are modelled by a left stochastic matrix.

  9. Recommender engine for continuous-time quantum Monte Carlo methods

    Science.gov (United States)

    Huang, Li; Yang, Yi-feng; Wang, Lei

    2017-03-01

    Recommender systems play an essential role in the modern business world. They recommend favorable items such as books, movies, and search queries to users based on their past preferences. Applying similar ideas and techniques to Monte Carlo simulations of physical systems boosts their efficiency without sacrificing accuracy. Exploiting the quantum to classical mapping inherent in the continuous-time quantum Monte Carlo methods, we construct a classical molecular gas model to reproduce the quantum distributions. We then utilize powerful molecular simulation techniques to propose efficient quantum Monte Carlo updates. The recommender engine approach provides a general way to speed up the quantum impurity solvers.

  10. Quantum walks, quantum gates, and quantum computers

    International Nuclear Information System (INIS)

    Hines, Andrew P.; Stamp, P. C. E.

    2007-01-01

    The physics of quantum walks on graphs is formulated in Hamiltonian language, both for simple quantum walks and for composite walks, where extra discrete degrees of freedom live at each node of the graph. It is shown how to map between quantum walk Hamiltonians and Hamiltonians for qubit systems and quantum circuits; this is done for both single-excitation and multiexcitation encodings. Specific examples of spin chains, as well as static and dynamic systems of qubits, are mapped to quantum walks, and walks on hyperlattices and hypercubes are mapped to various gate systems. We also show how to map a quantum circuit performing the quantum Fourier transform, the key element of Shor's algorithm, to a quantum walk system doing the same. The results herein are an essential preliminary to a Hamiltonian formulation of quantum walks in which coupling to a dynamic quantum environment is included

  11. Relationship between quantum walks and relativistic quantum mechanics

    International Nuclear Information System (INIS)

    Chandrashekar, C. M.; Banerjee, Subhashish; Srikanth, R.

    2010-01-01

    Quantum walk models have been used as an algorithmic tool for quantum computation and to describe various physical processes. This article revisits the relationship between relativistic quantum mechanics and the quantum walks. We show the similarities of the mathematical structure of the decoupled and coupled forms of the discrete-time quantum walk to that of the Klein-Gordon and Dirac equations, respectively. In the latter case, the coin emerges as an analog of the spinor degree of freedom. Discrete-time quantum walk as a coupled form of the continuous-time quantum walk is also shown by transforming the decoupled form of the discrete-time quantum walk to the Schroedinger form. By showing the coin to be a means to make the walk reversible and that the Dirac-like structure is a consequence of the coin use, our work suggests that the relativistic causal structure is a consequence of conservation of information. However, decoherence (modeled by projective measurements on position space) generates entropy that increases with time, making the walk irreversible and thereby producing an arrow of time. The Lieb-Robinson bound is used to highlight the causal structure of the quantum walk to put in perspective the relativistic structure of the quantum walk, the maximum speed of walk propagation, and earlier findings related to the finite spread of the walk probability distribution. We also present a two-dimensional quantum walk model on a two-state system to which the study can be extended.

  12. Efficient quantum circuits for Szegedy quantum walks

    Science.gov (United States)

    Loke, T.; Wang, J. B.

    2017-07-01

    A major advantage in using Szegedy's formalism over discrete-time and continuous-time quantum walks lies in its ability to define a unitary quantum walk by quantizing a Markov chain on a directed or weighted graph. In this paper, we present a general scheme to construct efficient quantum circuits for Szegedy quantum walks that correspond to classical Markov chains possessing transformational symmetry in the columns of the transition matrix. In particular, the transformational symmetry criteria do not necessarily depend on the sparsity of the transition matrix, so this scheme can be applied to non-sparse Markov chains. Two classes of Markov chains that are amenable to this construction are cyclic permutations and complete bipartite graphs, for which we provide explicit efficient quantum circuit implementations. We also prove that our scheme can be applied to Markov chains formed by a tensor product. We also briefly discuss the implementation of Markov chains based on weighted interdependent networks. In addition, we apply this scheme to construct efficient quantum circuits simulating the Szegedy walks used in the quantum Pagerank algorithm for some classes of non-trivial graphs, providing a necessary tool for experimental demonstration of the quantum Pagerank algorithm.

  13. Quantum walk with one variable absorbing boundary

    International Nuclear Information System (INIS)

    Wang, Feiran; Zhang, Pei; Wang, Yunlong; Liu, Ruifeng; Gao, Hong; Li, Fuli

    2017-01-01

    Quantum walks constitute a promising ingredient in the research on quantum algorithms; consequently, exploring different types of quantum walks is of great significance for quantum information and quantum computation. In this study, we investigate the progress of quantum walks with a variable absorbing boundary and provide an analytical solution for the escape probability (the probability of a walker that is not absorbed by the boundary). We simulate the behavior of escape probability under different conditions, including the reflection coefficient, boundary location, and initial state. Moreover, it is also meaningful to extend our research to the situation of continuous-time and high-dimensional quantum walks. - Highlights: • A novel scheme about quantum walk with variable boundary is proposed. • The analytical results of the survival probability from the absorbing boundary. • The behavior of survival probability under different boundary conditions. • The influence of different initial coin states on the survival probability.

  14. Quantum walks based on an interferometric analogy

    International Nuclear Information System (INIS)

    Hillery, Mark; Bergou, Janos; Feldman, Edgar

    2003-01-01

    There are presently two models for quantum walks on graphs. The ''coined'' walk uses discrete-time steps, and contains, besides the particle making the walk, a second quantum system, the coin, that determines the direction in which the particle will move. The continuous walk operates with continuous time. Here a third model for quantum walks is proposed, which is based on an analogy to optical interferometers. It is a discrete-time model, and the unitary operator that advances the walk one step depends only on the local structure of the graph on which the walk is taking place. This type of walk also allows us to introduce elements, such as phase shifters, that have no counterpart in classical random walks. Several examples are discussed

  15. Quantum trajectories and measurements in continuous time. The diffusive case

    International Nuclear Information System (INIS)

    Barchielli, Alberto; Gregoratti, Matteo

    2009-01-01

    continuous time for quantum systems. The two-level atom is again used to introduce and study an example of feedback based on the observed output. (orig.)

  16. Continuous-time quantum Monte Carlo impurity solvers

    Science.gov (United States)

    Gull, Emanuel; Werner, Philipp; Fuchs, Sebastian; Surer, Brigitte; Pruschke, Thomas; Troyer, Matthias

    2011-04-01

    Continuous-time quantum Monte Carlo impurity solvers are algorithms that sample the partition function of an impurity model using diagrammatic Monte Carlo techniques. The present paper describes codes that implement the interaction expansion algorithm originally developed by Rubtsov, Savkin, and Lichtenstein, as well as the hybridization expansion method developed by Werner, Millis, Troyer, et al. These impurity solvers are part of the ALPS-DMFT application package and are accompanied by an implementation of dynamical mean-field self-consistency equations for (single orbital single site) dynamical mean-field problems with arbitrary densities of states. Program summaryProgram title: dmft Catalogue identifier: AEIL_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEIL_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: ALPS LIBRARY LICENSE version 1.1 No. of lines in distributed program, including test data, etc.: 899 806 No. of bytes in distributed program, including test data, etc.: 32 153 916 Distribution format: tar.gz Programming language: C++ Operating system: The ALPS libraries have been tested on the following platforms and compilers: Linux with GNU Compiler Collection (g++ version 3.1 and higher), and Intel C++ Compiler (icc version 7.0 and higher) MacOS X with GNU Compiler (g++ Apple-version 3.1, 3.3 and 4.0) IBM AIX with Visual Age C++ (xlC version 6.0) and GNU (g++ version 3.1 and higher) compilers Compaq Tru64 UNIX with Compq C++ Compiler (cxx) SGI IRIX with MIPSpro C++ Compiler (CC) HP-UX with HP C++ Compiler (aCC) Windows with Cygwin or coLinux platforms and GNU Compiler Collection (g++ version 3.1 and higher) RAM: 10 MB-1 GB Classification: 7.3 External routines: ALPS [1], BLAS/LAPACK, HDF5 Nature of problem: (See [2].) Quantum impurity models describe an atom or molecule embedded in a host material with which it can exchange electrons. They are basic to nanoscience as

  17. Continuous-time quantum algorithms for unstructured problems

    International Nuclear Information System (INIS)

    Hen, Itay

    2014-01-01

    We consider a family of unstructured optimization problems, for which we propose a method for constructing analogue, continuous-time (not necessarily adiabatic) quantum algorithms that are faster than their classical counterparts. In this family of problems, which we refer to as ‘scrambled input’ problems, one has to find a minimum-cost configuration of a given integer-valued n-bit black-box function whose input values have been scrambled in some unknown way. Special cases within this set of problems are Grover’s search problem of finding a marked item in an unstructured database, certain random energy models, and the functions of the Deutsch–Josza problem. We consider a couple of examples in detail. In the first, we provide an O(1) deterministic analogue quantum algorithm to solve the seminal problem of Deutsch and Josza, in which one has to determine whether an n-bit boolean function is constant (gives 0 on all inputs or 1 on all inputs) or balanced (returns 0 on half the input states and 1 on the other half). We also study one variant of the random energy model, and show that, as one might expect, its minimum energy configuration can be found quadratically faster with a quantum adiabatic algorithm than with classical algorithms. (paper)

  18. Quantum walks with infinite hitting times

    International Nuclear Information System (INIS)

    Krovi, Hari; Brun, Todd A.

    2006-01-01

    Hitting times are the average time it takes a walk to reach a given final vertex from a given starting vertex. The hitting time for a classical random walk on a connected graph will always be finite. We show that, by contrast, quantum walks can have infinite hitting times for some initial states. We seek criteria to determine if a given walk on a graph will have infinite hitting times, and find a sufficient condition, which for discrete time quantum walks is that the degeneracy of the evolution operator be greater than the degree of the graph. The set of initial states which give an infinite hitting time form a subspace. The phenomenon of infinite hitting times is in general a consequence of the symmetry of the graph and its automorphism group. Using the irreducible representations of the automorphism group, we derive conditions such that quantum walks defined on this graph must have infinite hitting times for some initial states. In the case of the discrete walk, if this condition is satisfied the walk will have infinite hitting times for any choice of a coin operator, and we give a class of graphs with infinite hitting times for any choice of coin. Hitting times are not very well defined for continuous time quantum walks, but we show that the idea of infinite hitting-time walks naturally extends to the continuous time case as well

  19. Continuous-time random walk as a guide to fractional Schroedinger equation

    International Nuclear Information System (INIS)

    Lenzi, E. K.; Ribeiro, H. V.; Mukai, H.; Mendes, R. S.

    2010-01-01

    We argue that the continuous-time random walk approach may be a useful guide to extend the Schroedinger equation in order to incorporate nonlocal effects, avoiding the inconsistencies raised by Jeng et al. [J. Math. Phys. 51, 062102 (2010)]. As an application, we work out a free particle in a half space, obtaining the time dependent solution by considering an arbitrary initial condition.

  20. Spatial search by quantum walk

    International Nuclear Information System (INIS)

    Childs, Andrew M.; Goldstone, Jeffrey

    2004-01-01

    Grover's quantum search algorithm provides a way to speed up combinatorial search, but is not directly applicable to searching a physical database. Nevertheless, Aaronson and Ambainis showed that a database of N items laid out in d spatial dimensions can be searched in time of order √(N) for d>2, and in time of order √(N) poly(log N) for d=2. We consider an alternative search algorithm based on a continuous-time quantum walk on a graph. The case of the complete graph gives the continuous-time search algorithm of Farhi and Gutmann, and other previously known results can be used to show that √(N) speedup can also be achieved on the hypercube. We show that full √(N) speedup can be achieved on a d-dimensional periodic lattice for d>4. In d=4, the quantum walk search algorithm takes time of order √(N) poly(log N), and in d<4, the algorithm does not provide substantial speedup

  1. The continuous time random walk, still trendy: fifty-year history, state of art and outlook

    Science.gov (United States)

    Kutner, Ryszard; Masoliver, Jaume

    2017-03-01

    In this article we demonstrate the very inspiring role of the continuous-time random walk (CTRW) formalism, the numerous modifications permitted by its flexibility, its various applications, and the promising perspectives in the various fields of knowledge. A short review of significant achievements and possibilities is given. However, this review is still far from completeness. We focused on a pivotal role of CTRWs mainly in anomalous stochastic processes discovered in physics and beyond. This article plays the role of an extended announcement of the Eur. Phys. J. B Special Issue [open-calls-for-papers/123-epj-b/1090-ctrw-50-years-on">http://epjb.epj.org/open-calls-for-papers/123-epj-b/1090-ctrw-50-years-on] containing articles which show incredible possibilities of the CTRWs. Contribution to the Topical Issue "Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.

  2. Continuous-Time Random Walk with multi-step memory: an application to market dynamics

    Science.gov (United States)

    Gubiec, Tomasz; Kutner, Ryszard

    2017-11-01

    An extended version of the Continuous-Time Random Walk (CTRW) model with memory is herein developed. This memory involves the dependence between arbitrary number of successive jumps of the process while waiting times between jumps are considered as i.i.d. random variables. This dependence was established analyzing empirical histograms for the stochastic process of a single share price on a market within the high frequency time scale. Then, it was justified theoretically by considering bid-ask bounce mechanism containing some delay characteristic for any double-auction market. Our model appeared exactly analytically solvable. Therefore, it enables a direct comparison of its predictions with their empirical counterparts, for instance, with empirical velocity autocorrelation function. Thus, the present research significantly extends capabilities of the CTRW formalism. Contribution to the Topical Issue "Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.

  3. On properties of continuous-time random walks with non-Poissonian jump-times

    International Nuclear Information System (INIS)

    Villarroel, Javier; Montero, Miquel

    2009-01-01

    The usual development of the continuous-time random walk (CTRW) proceeds by assuming that the present is one of the jumping times. Under this restrictive assumption integral equations for the propagator and mean escape times have been derived. We generalize these results to the case when the present is an arbitrary time by recourse to renewal theory. The case of Erlang distributed times is analyzed in detail. Several concrete examples are considered.

  4. Efficient quantum circuit implementation of quantum walks

    International Nuclear Information System (INIS)

    Douglas, B. L.; Wang, J. B.

    2009-01-01

    Quantum walks, being the quantum analog of classical random walks, are expected to provide a fruitful source of quantum algorithms. A few such algorithms have already been developed, including the 'glued trees' algorithm, which provides an exponential speedup over classical methods, relative to a particular quantum oracle. Here, we discuss the possibility of a quantum walk algorithm yielding such an exponential speedup over possible classical algorithms, without the use of an oracle. We provide examples of some highly symmetric graphs on which efficient quantum circuits implementing quantum walks can be constructed and discuss potential applications to quantum search for marked vertices along these graphs.

  5. The quantum Levy walk

    International Nuclear Information System (INIS)

    Caceres, Manuel O; Nizama, Marco

    2010-01-01

    We introduce the quantum Levy walk to study transport and decoherence in a quantum random model. We have derived from second-order perturbation theory the quantum master equation for a Levy-like particle that moves along a lattice through scale-free hopping while interacting with a thermal bath of oscillators. The general evolution of the quantum Levy particle has been solved for different preparations of the system. We examine the evolution of the quantum purity, the localized correlation and the probability to be in a lattice site, all of them leading to important conclusions concerning quantum irreversibility and decoherence features. We prove that the quantum thermal mean-square displacement is finite under a constraint that is different when compared to the classical Weierstrass random walk. We prove that when the mean-square displacement is infinite the density of state has a complex null-set inside the Brillouin zone. We show the existence of a critical behavior in the continuous eigenenergy which is related to its non-differentiability and self-affine characteristics. In general, our approach allows us to study analytically quantum fluctuations and decoherence in a long-range hopping model.

  6. Relation between random walks and quantum walks

    Science.gov (United States)

    Boettcher, Stefan; Falkner, Stefan; Portugal, Renato

    2015-05-01

    Based on studies of four specific networks, we conjecture a general relation between the walk dimensions dw of discrete-time random walks and quantum walks with the (self-inverse) Grover coin. In each case, we find that dw of the quantum walk takes on exactly half the value found for the classical random walk on the same geometry. Since walks on homogeneous lattices satisfy this relation trivially, our results for heterogeneous networks suggest that such a relation holds irrespective of whether translational invariance is maintained or not. To develop our results, we extend the renormalization-group analysis (RG) of the stochastic master equation to one with a unitary propagator. As in the classical case, the solution ρ (x ,t ) in space and time of this quantum-walk equation exhibits a scaling collapse for a variable xdw/t in the weak limit, which defines dw and illuminates fundamental aspects of the walk dynamics, e.g., its mean-square displacement. We confirm the collapse for ρ (x ,t ) in each case with extensive numerical simulation. The exact values for dw themselves demonstrate that RG is a powerful complementary approach to study the asymptotics of quantum walks that weak-limit theorems have not been able to access, such as for systems lacking translational symmetries beyond simple trees.

  7. Saddlepoint approximation to the distribution of the total distance of the continuous time random walk

    Science.gov (United States)

    Gatto, Riccardo

    2017-12-01

    This article considers the random walk over Rp, with p ≥ 2, where a given particle starts at the origin and moves stepwise with uniformly distributed step directions and step lengths following a common distribution. Step directions and step lengths are independent. The case where the number of steps of the particle is fixed and the more general case where it follows an independent continuous time inhomogeneous counting process are considered. Saddlepoint approximations to the distribution of the distance from the position of the particle to the origin are provided. Despite the p-dimensional nature of the random walk, the computations of the saddlepoint approximations are one-dimensional and thus simple. Explicit formulae are derived with dimension p = 3: for uniformly and exponentially distributed step lengths, for fixed and for Poisson distributed number of steps. In these situations, the high accuracy of the saddlepoint approximations is illustrated by numerical comparisons with Monte Carlo simulation. Contribution to the "Topical Issue: Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.

  8. Quantum walks and search algorithms

    CERN Document Server

    Portugal, Renato

    2013-01-01

    This book addresses an interesting area of quantum computation called quantum walks, which play an important role in building quantum algorithms, in particular search algorithms. Quantum walks are the quantum analogue of classical random walks. It is known that quantum computers have great power for searching unsorted databases. This power extends to many kinds of searches, particularly to the problem of finding a specific location in a spatial layout, which can be modeled by a graph. The goal is to find a specific node knowing that the particle uses the edges to jump from one node to the next. This book is self-contained with main topics that include: Grover's algorithm, describing its geometrical interpretation and evolution by means of the spectral decomposition of the evolution operater Analytical solutions of quantum walks on important graphs like line, cycles, two-dimensional lattices, and hypercubes using Fourier transforms Quantum walks on generic graphs, describing methods to calculate the limiting d...

  9. Quantum random walks using quantum accelerator modes

    International Nuclear Information System (INIS)

    Ma, Z.-Y.; Burnett, K.; D'Arcy, M. B.; Gardiner, S. A.

    2006-01-01

    We discuss the use of high-order quantum accelerator modes to achieve an atom optical realization of a biased quantum random walk. We first discuss how one can create coexistent quantum accelerator modes, and hence how momentum transfer that depends on the atoms' internal state can be achieved. When combined with microwave driving of the transition between the states, a different type of atomic beam splitter results. This permits the realization of a biased quantum random walk through quantum accelerator modes

  10. Continuous-time random walks on networks with vertex- and time-dependent forcing.

    Science.gov (United States)

    Angstmann, C N; Donnelly, I C; Henry, B I; Langlands, T A M

    2013-08-01

    We have investigated the transport of particles moving as random walks on the vertices of a network, subject to vertex- and time-dependent forcing. We have derived the generalized master equations for this transport using continuous time random walks, characterized by jump and waiting time densities, as the underlying stochastic process. The forcing is incorporated through a vertex- and time-dependent bias in the jump densities governing the random walking particles. As a particular case, we consider particle forcing proportional to the concentration of particles on adjacent vertices, analogous to self-chemotactic attraction in a spatial continuum. Our algebraic and numerical studies of this system reveal an interesting pair-aggregation pattern formation in which the steady state is composed of a high concentration of particles on a small number of isolated pairs of adjacent vertices. The steady states do not exhibit this pair aggregation if the transport is random on the vertices, i.e., without forcing. The manifestation of pair aggregation on a transport network may thus be a signature of self-chemotactic-like forcing.

  11. Physical implementation of quantum walks

    CERN Document Server

    Manouchehri, Kia

    2013-01-01

    Given the extensive application of random walks in virtually every science related discipline, we may be at the threshold of yet another problem solving paradigm with the advent of quantum walks. Over the past decade, quantum walks have been explored for their non-intuitive dynamics, which may hold the key to radically new quantum algorithms. This growing interest has been paralleled by a flurry of research into how one can implement quantum walks in laboratories. This book presents numerous proposals as well as actual experiments for such a physical realization, underpinned by a wide range of

  12. Skyrmion burst and multiple quantum walk in thin ferromagnetic films

    International Nuclear Information System (INIS)

    Ezawa, Motohiko

    2011-01-01

    We propose a new type of quantum walk in thin ferromagnetic films. A giant Skyrmion collapses to a singular point in a thin ferromagnetic film, emitting spin waves, when external magnetic field is increased beyond the critical one. After the collapse the remnant is a quantum walker carrying spin S. We determine its time evolution and show the diffusion process is a continuous-time quantum walk. We also analyze an interference of two quantum walkers after two Skyrmion bursts. The system presents a new type of quantum walk for S>1/2, where a quantum walker breaks into 2S quantum walkers. -- Highlights: → A giant Skyrmion collapses to a singular point by applying strong magnetic field. → Quantum walk is realized in thin ferromagnetic films by Skyrmion collapsing. → Quantum walks for S=1/2 and 1 are exact solvable, where S represents the spin. → Quantum walks for >1/2 presents a new type of quantum walks, i.e., 'multiple quantum walks'. → Skyrmion bursts which occur simultaneously exhibit an interference as a manifestation of quantum walk.

  13. Continuous time random walk: Galilei invariance and relation for the nth moment

    International Nuclear Information System (INIS)

    Fa, Kwok Sau

    2011-01-01

    We consider a decoupled continuous time random walk model with a generic waiting time probability density function (PDF). For the force-free case we derive an integro-differential diffusion equation which is related to the Galilei invariance for the probability density. We also derive a general relation which connects the nth moment in the presence of any external force to the second moment without external force, i.e. it is valid for any waiting time PDF. This general relation includes the generalized second Einstein relation, which connects the first moment in the presence of any external force to the second moment without any external force. These expressions for the first two moments are verified by using several kinds of the waiting time PDF. Moreover, we present new anomalous diffusion behaviours for a waiting time PDF given by a product of power-law and exponential function.

  14. Continuous-time random walks with reset events. Historical background and new perspectives

    Science.gov (United States)

    Montero, Miquel; Masó-Puigdellosas, Axel; Villarroel, Javier

    2017-09-01

    In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant drift: the process moves in a fixed direction between the reset events, either by the effect of the random jumps, or by the action of a deterministic bias. However, the orientation of its motion is randomly determined after each restart. As a result of these alternating dynamics, interesting properties do emerge. General formulas for the propagator as well as for two extreme statistics, the survival probability and the mean first-passage time, are also derived. The rigor of these analytical results is verified by numerical estimations, for particular but illuminating examples.

  15. Anomalous dispersion in correlated porous media: a coupled continuous time random walk approach

    Science.gov (United States)

    Comolli, Alessandro; Dentz, Marco

    2017-09-01

    We study the causes of anomalous dispersion in Darcy-scale porous media characterized by spatially heterogeneous hydraulic properties. Spatial variability in hydraulic conductivity leads to spatial variability in the flow properties through Darcy's law and thus impacts on solute and particle transport. We consider purely advective transport in heterogeneity scenarios characterized by broad distributions of heterogeneity length scales and point values. Particle transport is characterized in terms of the stochastic properties of equidistantly sampled Lagrangian velocities, which are determined by the flow and conductivity statistics. The persistence length scales of flow and transport velocities are imprinted in the spatial disorder and reflect the distribution of heterogeneity length scales. Particle transitions over the velocity length scales are kinematically coupled with the transition time through velocity. We show that the average particle motion follows a coupled continuous time random walk (CTRW), which is fully parameterized by the distribution of flow velocities and the medium geometry in terms of the heterogeneity length scales. The coupled CTRW provides a systematic framework for the investigation of the origins of anomalous dispersion in terms of heterogeneity correlation and the distribution of conductivity point values. We derive analytical expressions for the asymptotic scaling of the moments of the spatial particle distribution and first arrival time distribution (FATD), and perform numerical particle tracking simulations of the coupled CTRW to capture the full average transport behavior. Broad distributions of heterogeneity point values and lengths scales may lead to very similar dispersion behaviors in terms of the spatial variance. Their mechanisms, however are very different, which manifests in the distributions of particle positions and arrival times, which plays a central role for the prediction of the fate of dissolved substances in

  16. Disorder and decoherence in coined quantum walks

    International Nuclear Information System (INIS)

    Zhang Rong; Qin Hao; Tang Bao; Xue Peng

    2013-01-01

    This article aims to provide a review on quantum walks. Starting form a basic idea of discrete-time quantum walks, we will review the impact of disorder and decoherence on the properties of quantum walks. The evolution of the standard quantum walks is deterministic and disorder introduces randomness to the whole system and change interference pattern leading to the localization effect. Whereas, decoherence plays the role of transmitting quantum walks to classical random walks. (topical review - quantum information)

  17. A lattice-model representation of continuous-time random walks

    International Nuclear Information System (INIS)

    Campos, Daniel; Mendez, Vicenc

    2008-01-01

    We report some ideas for constructing lattice models (LMs) as a discrete approach to the reaction-dispersal (RD) or reaction-random walks (RRW) models. The analysis of a rather general class of Markovian and non-Markovian processes, from the point of view of their wavefront solutions, let us show that in some regimes their macroscopic dynamics (front speed) turns out to be different from that by classical reaction-diffusion equations, which are often used as a mean-field approximation to the problem. So, the convenience of a more general framework as that given by the continuous-time random walks (CTRW) is claimed. Here we use LMs as a numerical approach in order to support that idea, while in previous works our discussion was restricted to analytical models. For the two specific cases studied here, we derive and analyze the mean-field expressions for our LMs. As a result, we are able to provide some links between the numerical and analytical approaches studied

  18. A lattice-model representation of continuous-time random walks

    Energy Technology Data Exchange (ETDEWEB)

    Campos, Daniel [School of Mathematics, Department of Applied Mathematics, University of Manchester, Manchester M60 1QD (United Kingdom); Mendez, Vicenc [Grup de Fisica Estadistica, Departament de Fisica, Universitat Autonoma de Barcelona, 08193 Bellaterra (Barcelona) (Spain)], E-mail: daniel.campos@uab.es, E-mail: vicenc.mendez@uab.es

    2008-02-29

    We report some ideas for constructing lattice models (LMs) as a discrete approach to the reaction-dispersal (RD) or reaction-random walks (RRW) models. The analysis of a rather general class of Markovian and non-Markovian processes, from the point of view of their wavefront solutions, let us show that in some regimes their macroscopic dynamics (front speed) turns out to be different from that by classical reaction-diffusion equations, which are often used as a mean-field approximation to the problem. So, the convenience of a more general framework as that given by the continuous-time random walks (CTRW) is claimed. Here we use LMs as a numerical approach in order to support that idea, while in previous works our discussion was restricted to analytical models. For the two specific cases studied here, we derive and analyze the mean-field expressions for our LMs. As a result, we are able to provide some links between the numerical and analytical approaches studied.

  19. Quantum walks with entangled coins

    International Nuclear Information System (INIS)

    Venegas-Andraca, S E; Ball, J L; Burnett, K; Bose, S

    2005-01-01

    We present a mathematical formalism for the description of un- restricted quantum walks with entangled coins and one walker. The numerical behaviour of such walks is examined when using a Bell state as the initial coin state, with two different coin operators, two different shift operators, and one walker. We compare and contrast the performance of these quantum walks with that of a classical random walk consisting of one walker and two maximally correlated coins as well as quantum walks with coins sharing different degrees of entanglement. We illustrate that the behaviour of our walk with entangled coins can be very different in comparison to the usual quantum walk with a single coin. We also demonstrate that simply by changing the shift operator, we can generate widely different distributions. We also compare the behaviour of quantum walks with maximally entangled coins with that of quantum walks with non-entangled coins. Finally, we show that the use of different shift operators on two and three qubit coins leads to different position probability distributions in one- and two-dimensional graphs

  20. Superior memory efficiency of quantum devices for the simulation of continuous-time stochastic processes

    Science.gov (United States)

    Elliott, Thomas J.; Gu, Mile

    2018-03-01

    Continuous-time stochastic processes pervade everyday experience, and the simulation of models of these processes is of great utility. Classical models of systems operating in continuous-time must typically track an unbounded amount of information about past behaviour, even for relatively simple models, enforcing limits on precision due to the finite memory of the machine. However, quantum machines can require less information about the past than even their optimal classical counterparts to simulate the future of discrete-time processes, and we demonstrate that this advantage extends to the continuous-time regime. Moreover, we show that this reduction in the memory requirement can be unboundedly large, allowing for arbitrary precision even with a finite quantum memory. We provide a systematic method for finding superior quantum constructions, and a protocol for analogue simulation of continuous-time renewal processes with a quantum machine.

  1. A continuous time random walk model for Darcy-scale anomalous transport in heterogeneous porous media.

    Science.gov (United States)

    Comolli, Alessandro; Hakoun, Vivien; Dentz, Marco

    2017-04-01

    Achieving the understanding of the process of solute transport in heterogeneous porous media is of crucial importance for several environmental and social purposes, ranging from aquifers contamination and remediation, to risk assessment in nuclear waste repositories. The complexity of this aim is mainly ascribable to the heterogeneity of natural media, which can be observed at all the scales of interest, from pore scale to catchment scale. In fact, the intrinsic heterogeneity of porous media is responsible for the arising of the well-known non-Fickian footprints of transport, including heavy-tailed breakthrough curves, non-Gaussian spatial density profiles and the non-linear growth of the mean squared displacement. Several studies investigated the processes through which heterogeneity impacts the transport properties, which include local modifications to the advective-dispersive motion of solutes, mass exchanges between some mobile and immobile phases (e.g. sorption/desorption reactions or diffusion into solid matrix) and spatial correlation of the flow field. In the last decades, the continuous time random walk (CTRW) model has often been used to describe solute transport in heterogenous conditions and to quantify the impact of point heterogeneity, spatial correlation and mass transfer on the average transport properties [1]. Open issues regarding this approach are the possibility to relate measurable properties of the medium to the parameters of the model, as well as its capability to provide predictive information. In a recent work [2] the authors have shed new light on understanding the relationship between Lagrangian and Eulerian dynamics as well as on their evolution from arbitrary initial conditions. On the basis of these results, we derive a CTRW model for the description of Darcy-scale transport in d-dimensional media characterized by spatially random permeability fields. The CTRW approach models particle velocities as a spatial Markov process, which is

  2. Occupation times and ergodicity breaking in biased continuous time random walks

    International Nuclear Information System (INIS)

    Bel, Golan; Barkai, Eli

    2005-01-01

    Continuous time random walk (CTRW) models are widely used to model diffusion in condensed matter. There are two classes of such models, distinguished by the convergence or divergence of the mean waiting time. Systems with finite average sojourn time are ergodic and thus Boltzmann-Gibbs statistics can be applied. We investigate the statistical properties of CTRW models with infinite average sojourn time; in particular, the occupation time probability density function is obtained. It is shown that in the non-ergodic phase the distribution of the occupation time of the particle on a given lattice point exhibits bimodal U or trimodal W shape, related to the arcsine law. The key points are as follows. (a) In a CTRW with finite or infinite mean waiting time, the distribution of the number of visits on a lattice point is determined by the probability that a member of an ensemble of particles in equilibrium occupies the lattice point. (b) The asymmetry parameter of the probability distribution function of occupation times is related to the Boltzmann probability and to the partition function. (c) The ensemble average is given by Boltzmann-Gibbs statistics for either finite or infinite mean sojourn time, when detailed balance conditions hold. (d) A non-ergodic generalization of the Boltzmann-Gibbs statistical mechanics for systems with infinite mean sojourn time is found

  3. Backward jump continuous-time random walk: An application to market trading

    Science.gov (United States)

    Gubiec, Tomasz; Kutner, Ryszard

    2010-10-01

    The backward jump modification of the continuous-time random walk model or the version of the model driven by the negative feedback was herein derived for spatiotemporal continuum in the context of a share price evolution on a stock exchange. In the frame of the model, we described stochastic evolution of a typical share price on a stock exchange with a moderate liquidity within a high-frequency time scale. The model was validated by satisfactory agreement of the theoretical velocity autocorrelation function with its empirical counterpart obtained for the continuous quotation. This agreement is mainly a result of a sharp backward correlation found and considered in this article. This correlation is a reminiscence of such a bid-ask bounce phenomenon where backward price jump has the same or almost the same length as preceding jump. We suggested that this correlation dominated the dynamics of the stock market with moderate liquidity. Although assumptions of the model were inspired by the market high-frequency empirical data, its potential applications extend beyond the financial market, for instance, to the field covered by the Le Chatelier-Braun principle of contrariness.

  4. Fluctuations around equilibrium laws in ergodic continuous-time random walks.

    Science.gov (United States)

    Schulz, Johannes H P; Barkai, Eli

    2015-06-01

    We study occupation time statistics in ergodic continuous-time random walks. Under thermal detailed balance conditions, the average occupation time is given by the Boltzmann-Gibbs canonical law. But close to the nonergodic phase, the finite-time fluctuations around this mean are large and nontrivial. They exhibit dual time scaling and distribution laws: the infinite density of large fluctuations complements the Lévy-stable density of bulk fluctuations. Neither of the two should be interpreted as a stand-alone limiting law, as each has its own deficiency: the infinite density has an infinite norm (despite particle conservation), while the stable distribution has an infinite variance (although occupation times are bounded). These unphysical divergences are remedied by consistent use and interpretation of both formulas. Interestingly, while the system's canonical equilibrium laws naturally determine the mean occupation time of the ergodic motion, they also control the infinite and Lévy-stable densities of fluctuations. The duality of stable and infinite densities is in fact ubiquitous for these dynamics, as it concerns the time averages of general physical observables.

  5. Continuous time random walk analysis of solute transport in fractured porous media

    Energy Technology Data Exchange (ETDEWEB)

    Cortis, Andrea; Cortis, Andrea; Birkholzer, Jens

    2008-06-01

    The objective of this work is to discuss solute transport phenomena in fractured porous media, where the macroscopic transport of contaminants in the highly permeable interconnected fractures can be strongly affected by solute exchange with the porous rock matrix. We are interested in a wide range of rock types, with matrix hydraulic conductivities varying from almost impermeable (e.g., granites) to somewhat permeable (e.g., porous sandstones). In the first case, molecular diffusion is the only transport process causing the transfer of contaminants between the fractures and the matrix blocks. In the second case, additional solute transfer occurs as a result of a combination of advective and dispersive transport mechanisms, with considerable impact on the macroscopic transport behavior. We start our study by conducting numerical tracer experiments employing a discrete (microscopic) representation of fractures and matrix. Using the discrete simulations as a surrogate for the 'correct' transport behavior, we then evaluate the accuracy of macroscopic (continuum) approaches in comparison with the discrete results. However, instead of using dual-continuum models, which are quite often used to account for this type of heterogeneity, we develop a macroscopic model based on the Continuous Time Random Walk (CTRW) framework, which characterizes the interaction between the fractured and porous rock domains by using a probability distribution function of residence times. A parametric study of how CTRW parameters evolve is presented, describing transport as a function of the hydraulic conductivity ratio between fractured and porous domains.

  6. Upscaling solute transport in naturally fractured porous media with the continuous time random walk method

    Energy Technology Data Exchange (ETDEWEB)

    Geiger, S.; Cortis, A.; Birkholzer, J.T.

    2010-04-01

    Solute transport in fractured porous media is typically 'non-Fickian'; that is, it is characterized by early breakthrough and long tailing and by nonlinear growth of the Green function-centered second moment. This behavior is due to the effects of (1) multirate diffusion occurring between the highly permeable fracture network and the low-permeability rock matrix, (2) a wide range of advection rates in the fractures and, possibly, the matrix as well, and (3) a range of path lengths. As a consequence, prediction of solute transport processes at the macroscale represents a formidable challenge. Classical dual-porosity (or mobile-immobile) approaches in conjunction with an advection-dispersion equation and macroscopic dispersivity commonly fail to predict breakthrough of fractured porous media accurately. It was recently demonstrated that the continuous time random walk (CTRW) method can be used as a generalized upscaling approach. Here we extend this work and use results from high-resolution finite element-finite volume-based simulations of solute transport in an outcrop analogue of a naturally fractured reservoir to calibrate the CTRW method by extracting a distribution of retention times. This procedure allows us to predict breakthrough at other model locations accurately and to gain significant insight into the nature of the fracture-matrix interaction in naturally fractured porous reservoirs with geologically realistic fracture geometries.

  7. Universal quantum computation by discontinuous quantum walk

    International Nuclear Information System (INIS)

    Underwood, Michael S.; Feder, David L.

    2010-01-01

    Quantum walks are the quantum-mechanical analog of random walks, in which a quantum ''walker'' evolves between initial and final states by traversing the edges of a graph, either in discrete steps from node to node or via continuous evolution under the Hamiltonian furnished by the adjacency matrix of the graph. We present a hybrid scheme for universal quantum computation in which a quantum walker takes discrete steps of continuous evolution. This ''discontinuous'' quantum walk employs perfect quantum-state transfer between two nodes of specific subgraphs chosen to implement a universal gate set, thereby ensuring unitary evolution without requiring the introduction of an ancillary coin space. The run time is linear in the number of simulated qubits and gates. The scheme allows multiple runs of the algorithm to be executed almost simultaneously by starting walkers one time step apart.

  8. Experimental two-dimensional quantum walk on a photonic chip.

    Science.gov (United States)

    Tang, Hao; Lin, Xiao-Feng; Feng, Zhen; Chen, Jing-Yuan; Gao, Jun; Sun, Ke; Wang, Chao-Yue; Lai, Peng-Cheng; Xu, Xiao-Yun; Wang, Yao; Qiao, Lu-Feng; Yang, Ai-Lin; Jin, Xian-Min

    2018-05-01

    Quantum walks, in virtue of the coherent superposition and quantum interference, have exponential superiority over their classical counterpart in applications of quantum searching and quantum simulation. The quantum-enhanced power is highly related to the state space of quantum walks, which can be expanded by enlarging the photon number and/or the dimensions of the evolution network, but the former is considerably challenging due to probabilistic generation of single photons and multiplicative loss. We demonstrate a two-dimensional continuous-time quantum walk by using the external geometry of photonic waveguide arrays, rather than the inner degree of freedoms of photons. Using femtosecond laser direct writing, we construct a large-scale three-dimensional structure that forms a two-dimensional lattice with up to 49 × 49 nodes on a photonic chip. We demonstrate spatial two-dimensional quantum walks using heralded single photons and single photon-level imaging. We analyze the quantum transport properties via observing the ballistic evolution pattern and the variance profile, which agree well with simulation results. We further reveal the transient nature that is the unique feature for quantum walks of beyond one dimension. An architecture that allows a quantum walk to freely evolve in all directions and at a large scale, combining with defect and disorder control, may bring up powerful and versatile quantum walk machines for classically intractable problems.

  9. Quantum walks on quotient graphs

    International Nuclear Information System (INIS)

    Krovi, Hari; Brun, Todd A.

    2007-01-01

    A discrete-time quantum walk on a graph Γ is the repeated application of a unitary evolution operator to a Hilbert space corresponding to the graph. If this unitary evolution operator has an associated group of symmetries, then for certain initial states the walk will be confined to a subspace of the original Hilbert space. Symmetries of the original graph, given by its automorphism group, can be inherited by the evolution operator. We show that a quantum walk confined to the subspace corresponding to this symmetry group can be seen as a different quantum walk on a smaller quotient graph. We give an explicit construction of the quotient graph for any subgroup H of the automorphism group and illustrate it with examples. The automorphisms of the quotient graph which are inherited from the original graph are the original automorphism group modulo the subgroup H used to construct it. The quotient graph is constructed by removing the symmetries of the subgroup H from the original graph. We then analyze the behavior of hitting times on quotient graphs. Hitting time is the average time it takes a walk to reach a given final vertex from a given initial vertex. It has been shown in earlier work [Phys. Rev. A 74, 042334 (2006)] that the hitting time for certain initial states of a quantum walks can be infinite, in contrast to classical random walks. We give a condition which determines whether the quotient graph has infinite hitting times given that they exist in the original graph. We apply this condition for the examples discussed and determine which quotient graphs have infinite hitting times. All known examples of quantum walks with hitting times which are short compared to classical random walks correspond to systems with quotient graphs much smaller than the original graph; we conjecture that the existence of a small quotient graph with finite hitting times is necessary for a walk to exhibit a quantum speedup

  10. A continuous-time random-walk approach to the Cole-Davidson dielectric response of dipolar liquids

    DEFF Research Database (Denmark)

    Szabat, B.; Langner, K. M.; Klösgen-Buchkremer, Beate Maria

    2004-01-01

    We show how the Cole-Davidson relaxation response, characteristic of alcoholic systems, can be derived within the framework of the continuous-time random walk (CTRW). Using the random-variable formalism, we indicate that the high-frequency power law of dielectric spectra is determined by the heavy...

  11. A continuous-time random-walk approach to the Cole-Davidson dielectric response of dipolar liquids

    DEFF Research Database (Denmark)

    Szabat, Bozena; Langner, Karol M.; Klösgen, Beate Maria

    2005-01-01

    We show how the Cole-Davidson relaxation response, characteristic of alcoholic systems, can be derived within the framework of the continuous-time random walk 4CTRW). Using the random-variable formalism, we indicate that the high-frequency power law of dielectric spectra is determined by the heav...

  12. Analysis of absorbing times of quantum walks

    International Nuclear Information System (INIS)

    Yamasaki, Tomohiro; Kobayashi, Hirotada; Imai, Hiroshi

    2003-01-01

    Quantum walks are expected to provide useful algorithmic tools for quantum computation. This paper introduces absorbing probability and time of quantum walks and gives both numerical simulation results and theoretical analyses on Hadamard walks on the line and symmetric walks on the hypercube from the viewpoint of absorbing probability and time

  13. Diffusion of epicenters of earthquake aftershocks, Omori's law, and generalized continuous-time random walk models

    International Nuclear Information System (INIS)

    Helmstetter, A.; Sornette, D.

    2002-01-01

    The epidemic-type aftershock sequence (ETAS) model is a simple stochastic process modeling seismicity, based on the two best-established empirical laws, the Omori law (power-law decay ∼1/t 1+θ of seismicity after an earthquake) and Gutenberg-Richter law (power-law distribution of earthquake energies). In order to describe also the space distribution of seismicity, we use in addition a power-law distribution ∼1/r 1+μ of distances between triggered and triggering earthquakes. The ETAS model has been studied for the last two decades to model real seismicity catalogs and to obtain short-term probabilistic forecasts. Here, we present a mapping between the ETAS model and a class of CTRW (continuous time random walk) models, based on the identification of their corresponding master equations. This mapping allows us to use the wealth of results previously obtained on anomalous diffusion of CTRW. After translating into the relevant variable for the ETAS model, we provide a classification of the different regimes of diffusion of seismic activity triggered by a mainshock. Specifically, we derive the relation between the average distance between aftershocks and the mainshock as a function of the time from the mainshock and of the joint probability distribution of the times and locations of the aftershocks. The different regimes are fully characterized by the two exponents θ and μ. Our predictions are checked by careful numerical simulations. We stress the distinction between the 'bare' Omori law describing the seismic rate activated directly by a mainshock and the 'renormalized' Omori law taking into account all possible cascades from mainshocks to aftershocks of aftershock of aftershock, and so on. In particular, we predict that seismic diffusion or subdiffusion occurs and should be observable only when the observed Omori exponent is less than 1, because this signals the operation of the renormalization of the bare Omori law, also at the origin of seismic diffusion in

  14. Continuous-time random-walk model for anomalous diffusion in expanding media

    Science.gov (United States)

    Le Vot, F.; Abad, E.; Yuste, S. B.

    2017-09-01

    Expanding media are typical in many different fields, e.g., in biology and cosmology. In general, a medium expansion (contraction) brings about dramatic changes in the behavior of diffusive transport properties such as the set of positional moments and the Green's function. Here, we focus on the characterization of such effects when the diffusion process is described by the continuous-time random-walk (CTRW) model. As is well known, when the medium is static this model yields anomalous diffusion for a proper choice of the probability density function (pdf) for the jump length and the waiting time, but the behavior may change drastically if a medium expansion is superimposed on the intrinsic random motion of the diffusing particle. For the case where the jump length and the waiting time pdfs are long-tailed, we derive a general bifractional diffusion equation which reduces to a normal diffusion equation in the appropriate limit. We then study some particular cases of interest, including Lévy flights and subdiffusive CTRWs. In the former case, we find an analytical exact solution for the Green's function (propagator). When the expansion is sufficiently fast, the contribution of the diffusive transport becomes irrelevant at long times and the propagator tends to a stationary profile in the comoving reference frame. In contrast, for a contracting medium a competition between the spreading effect of diffusion and the concentrating effect of contraction arises. In the specific case of a subdiffusive CTRW in an exponentially contracting medium, the latter effect prevails for sufficiently long times, and all the particles are eventually localized at a single point in physical space. This "big crunch" effect, totally absent in the case of normal diffusion, stems from inefficient particle spreading due to subdiffusion. We also derive a hierarchy of differential equations for the moments of the transport process described by the subdiffusive CTRW model in an expanding medium

  15. Continuous-time random-walk model for anomalous diffusion in expanding media.

    Science.gov (United States)

    Le Vot, F; Abad, E; Yuste, S B

    2017-09-01

    Expanding media are typical in many different fields, e.g., in biology and cosmology. In general, a medium expansion (contraction) brings about dramatic changes in the behavior of diffusive transport properties such as the set of positional moments and the Green's function. Here, we focus on the characterization of such effects when the diffusion process is described by the continuous-time random-walk (CTRW) model. As is well known, when the medium is static this model yields anomalous diffusion for a proper choice of the probability density function (pdf) for the jump length and the waiting time, but the behavior may change drastically if a medium expansion is superimposed on the intrinsic random motion of the diffusing particle. For the case where the jump length and the waiting time pdfs are long-tailed, we derive a general bifractional diffusion equation which reduces to a normal diffusion equation in the appropriate limit. We then study some particular cases of interest, including Lévy flights and subdiffusive CTRWs. In the former case, we find an analytical exact solution for the Green's function (propagator). When the expansion is sufficiently fast, the contribution of the diffusive transport becomes irrelevant at long times and the propagator tends to a stationary profile in the comoving reference frame. In contrast, for a contracting medium a competition between the spreading effect of diffusion and the concentrating effect of contraction arises. In the specific case of a subdiffusive CTRW in an exponentially contracting medium, the latter effect prevails for sufficiently long times, and all the particles are eventually localized at a single point in physical space. This "big crunch" effect, totally absent in the case of normal diffusion, stems from inefficient particle spreading due to subdiffusion. We also derive a hierarchy of differential equations for the moments of the transport process described by the subdiffusive CTRW model in an expanding medium

  16. Fermionic entanglement via quantum walks in quantum dots

    Science.gov (United States)

    Melnikov, Alexey A.; Fedichkin, Leonid E.

    2018-02-01

    Quantum walks are fundamentally different from random walks due to the quantum superposition property of quantum objects. Quantum walk process was found to be very useful for quantum information and quantum computation applications. In this paper we demonstrate how to use quantum walks as a tool to generate high-dimensional two-particle fermionic entanglement. The generated entanglement can survive longer in the presence of depolorazing noise due to the periodicity of quantum walk dynamics. The possibility to create two distinguishable qudits in a system of tunnel-coupled semiconductor quantum dots is discussed.

  17. Quantum simulation of a quantum stochastic walk

    Science.gov (United States)

    Govia, Luke C. G.; Taketani, Bruno G.; Schuhmacher, Peter K.; Wilhelm, Frank K.

    2017-03-01

    The study of quantum walks has been shown to have a wide range of applications in areas such as artificial intelligence, the study of biological processes, and quantum transport. The quantum stochastic walk (QSW), which allows for incoherent movement of the walker, and therefore, directionality, is a generalization on the fully coherent quantum walk. While a QSW can always be described in Lindblad formalism, this does not mean that it can be microscopically derived in the standard weak-coupling limit under the Born-Markov approximation. This restricts the class of QSWs that can be experimentally realized in a simple manner. To circumvent this restriction, we introduce a technique to simulate open system evolution on a fully coherent quantum computer, using a quantum trajectories style approach. We apply this technique to a broad class of QSWs, and show that they can be simulated with minimal experimental resources. Our work opens the path towards the experimental realization of QSWs on large graphs with existing quantum technologies.

  18. Continuous Time Random Walk and different diffusive regimes - doi: 10.4025/actascitechnol.v34i2.11521

    Directory of Open Access Journals (Sweden)

    Haroldo Valetin Ribeiro

    2012-03-01

    Full Text Available We investigate how it is possible to obtain different diffusive regimes from the Continuous Time Random Walk (CTRW approach performing suitable changes for the waiting time and jumping distributions in order to get two or more regimes for the same diffusive process. We also obtain diffusion-like equations related to these processes and investigate the connection of the results with anomalous diffusion. 

  19. Quantum Walks for Computer Scientists

    CERN Document Server

    Venegas-Andraca, Salvador

    2008-01-01

    Quantum computation, one of the latest joint ventures between physics and the theory of computation, is a scientific field whose main goals include the development of hardware and algorithms based on the quantum mechanical properties of those physical systems used to implement such algorithms. Solving difficult tasks (for example, the Satisfiability Problem and other NP-complete problems) requires the development of sophisticated algorithms, many of which employ stochastic processes as their mathematical basis. Discrete random walks are a popular choice among those stochastic processes. Inspir

  20. Non-Markovian decoherent quantum walks

    International Nuclear Information System (INIS)

    Xue Peng; Zhang Yong-Sheng

    2013-01-01

    Quantum walks act in obviously different ways from their classical counterparts, but decoherence will lessen and close this gap between them. To understand this process, it is necessary to investigate the evolution of quantum walks under different decoherence situations. In this article, we study a non-Markovian decoherent quantum walk on a line. In a short time regime, the behavior of the walk deviates from both ideal quantum walks and classical random walks. The position variance as a measure of the quantum walk collapses and revives for a short time, and tends to have a linear relation with time. That is, the walker's behavior shows a diffusive spread over a long time limit, which is caused by non-Markovian dephasing affecting the quantum correlations between the quantum walker and his coin. We also study both quantum discord and measurement-induced disturbance as measures of the quantum correlations, and observe both collapse and revival in the short time regime, and the tendency to be zero in the long time limit. Therefore, quantum walks with non-Markovian decoherence tend to have diffusive spreading behavior over long time limits, while in the short time regime they oscillate between ballistic and diffusive spreading behavior, and the quantum correlation collapses and revives due to the memory effect

  1. Equivalence of Szegedy's and coined quantum walks

    Science.gov (United States)

    Wong, Thomas G.

    2017-09-01

    Szegedy's quantum walk is a quantization of a classical random walk or Markov chain, where the walk occurs on the edges of the bipartite double cover of the original graph. To search, one can simply quantize a Markov chain with absorbing vertices. Recently, Santos proposed two alternative search algorithms that instead utilize the sign-flip oracle in Grover's algorithm rather than absorbing vertices. In this paper, we show that these two algorithms are exactly equivalent to two algorithms involving coined quantum walks, which are walks on the vertices of the original graph with an internal degree of freedom. The first scheme is equivalent to a coined quantum walk with one walk step per query of Grover's oracle, and the second is equivalent to a coined quantum walk with two walk steps per query of Grover's oracle. These equivalences lie outside the previously known equivalence of Szegedy's quantum walk with absorbing vertices and the coined quantum walk with the negative identity operator as the coin for marked vertices, whose precise relationships we also investigate.

  2. Full revivals in 2D quantum walks

    International Nuclear Information System (INIS)

    Stefanak, M; Jex, I; Kollar, B; Kiss, T

    2010-01-01

    Recurrence of a random walk is described by the Polya number. For quantum walks, recurrence is understood as the return of the walker to the origin, rather than the full revival of its quantum state. Localization for two-dimensional quantum walks is known to exist in the sense of non-vanishing probability distribution in the asymptotic limit. We show, on the example of the 2D Grover walk, that one can exploit the effect of localization to construct stationary solutions. Moreover, we find full revivals of a quantum state with a period of two steps. We prove that there cannot be longer cycles for a four-state quantum walk. Stationary states and revivals result from interference, which has no counterpart in classical random walks.

  3. Lively quantum walks on cycles

    International Nuclear Information System (INIS)

    Sadowski, Przemysław; Miszczak, Jarosław Adam; Ostaszewski, Mateusz

    2016-01-01

    We introduce a family of quantum walks on cycles parametrized by their liveliness, defined by the ability to execute a long-range move. We investigate the behaviour of the probability distribution and time-averaged probability distribution. We show that the liveliness parameter, controlling the magnitude of the additional long-range move, has a direct impact on the periodicity of the limiting distribution. We also show that the introduced model provides a method for network exploration which is robust against trapping. (paper)

  4. Exploring topological phases with quantum walks

    International Nuclear Information System (INIS)

    Kitagawa, Takuya; Rudner, Mark S.; Berg, Erez; Demler, Eugene

    2010-01-01

    The quantum walk was originally proposed as a quantum-mechanical analog of the classical random walk, and has since become a powerful tool in quantum information science. In this paper, we show that discrete-time quantum walks provide a versatile platform for studying topological phases, which are currently the subject of intense theoretical and experimental investigations. In particular, we demonstrate that recent experimental realizations of quantum walks with cold atoms, photons, and ions simulate a nontrivial one-dimensional topological phase. With simple modifications, the quantum walk can be engineered to realize all of the topological phases, which have been classified in one and two dimensions. We further discuss the existence of robust edge modes at phase boundaries, which provide experimental signatures for the nontrivial topological character of the system.

  5. Transport properties of the continuous-time random walk with a long-tailed waiting-time density

    International Nuclear Information System (INIS)

    Weissman, H.; Havlin, S.; Weiss, G.H.

    1989-01-01

    The authors derive asymptotic properties of the propagator p(r, t) of a continuous-time random walk (CTRW) in which the waiting time density has the asymptotic form ψ(t) ∼ T α /t α+1 when t >> T and 0 = ∫ 0 ∞ τψ(τ)dτ is finite. One is that the asymptotic behavior of p(0, t) is demonstrated by the waiting time at the origin rather than by the dimension. The second difference is that in the presence of a field p(r, t) no longer remains symmetric around a moving peak. Rather, it is shown that the peak of this probability always occurs at r = 0, and the effect of the field is to break the symmetry that occurs when < ∞. Finally, they calculate similar properties, although in not such great detail, for the case in which the single-step jump probabilities themselves have an infinite mean

  6. Entanglement in coined quantum walks on regular graphs

    International Nuclear Information System (INIS)

    Carneiro, Ivens; Loo, Meng; Xu, Xibai; Girerd, Mathieu; Kendon, Viv; Knight, Peter L

    2005-01-01

    Quantum walks, both discrete (coined) and continuous time, form the basis of several recent quantum algorithms. Here we use numerical simulations to study the properties of discrete, coined quantum walks. We investigate the variation in the entanglement between the coin and the position of the particle by calculating the entropy of the reduced density matrix of the coin. We consider both dynamical evolution and asymptotic limits for coins of dimensions from two to eight on regular graphs. For low coin dimensions, quantum walks which spread faster (as measured by the mean square deviation of their distribution from uniform) also exhibit faster convergence towards the asymptotic value of the entanglement between the coin and particle's position. For high-dimensional coins, the DFT coin operator is more efficient at spreading than the Grover coin. We study the entanglement of the coin on regular finite graphs such as cycles, and also show that on complete bipartite graphs, a quantum walk with a Grover coin is always periodic with period four. We generalize the 'glued trees' graph used by Childs et al (2003 Proc. STOC, pp 59-68) to higher branching rate (fan out) and verify that the scaling with branching rate and with tree depth is polynomial

  7. Continuous time random walk model with asymptotical probability density of waiting times via inverse Mittag-Leffler function

    Science.gov (United States)

    Liang, Yingjie; Chen, Wen

    2018-04-01

    The mean squared displacement (MSD) of the traditional ultraslow diffusion is a logarithmic function of time. Recently, the continuous time random walk model is employed to characterize this ultraslow diffusion dynamics by connecting the heavy-tailed logarithmic function and its variation as the asymptotical waiting time density. In this study we investigate the limiting waiting time density of a general ultraslow diffusion model via the inverse Mittag-Leffler function, whose special case includes the traditional logarithmic ultraslow diffusion model. The MSD of the general ultraslow diffusion model is analytically derived as an inverse Mittag-Leffler function, and is observed to increase even more slowly than that of the logarithmic function model. The occurrence of very long waiting time in the case of the inverse Mittag-Leffler function has the largest probability compared with the power law model and the logarithmic function model. The Monte Carlo simulations of one dimensional sample path of a single particle are also performed. The results show that the inverse Mittag-Leffler waiting time density is effective in depicting the general ultraslow random motion.

  8. Continuous-Time Random Walk Models of DNA Electrophoresis in a Post Array: II. Mobility and Sources of Band Broadening

    Science.gov (United States)

    Olson, Daniel W.; Dutta, Sarit; Laachi, Nabil; Tian, Mingwei; Dorfman, Kevin D.

    2011-01-01

    Using the two-state, continuous-time random walk model, we develop expressions for the mobility and the plate height during DNA electrophoresis in an ordered post array that delineate the contributions due to (i) the random distance between collisions and (ii) the random duration of a collision. These contributions are expressed in terms of the means and variances of the underlying stochastic processes, which we evaluate from a large ensemble of Brownian dynamics simulations performed using different electric fields and molecular weights in a hexagonal array of 1 μm posts with a 3 μm center-to-center distance. If we fix the molecular weight, we find that the collision frequency governs the mobility. In contrast, the average collision duration is the most important factor for predicting the mobility as a function of DNA size at constant Péclet number. The plate height is reasonably well-described by a single post rope-over-pulley model, provided that the extension of the molecule is small. Our results only account for dispersion inside the post array and thus represent a theoretical lower bound on the plate height in an actual device. PMID:21290387

  9. Correlated continuous time random walks: combining scale-invariance with long-range memory for spatial and temporal dynamics

    International Nuclear Information System (INIS)

    Schulz, Johannes H P; Chechkin, Aleksei V; Metzler, Ralf

    2013-01-01

    Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through scale-free forms of the jump length and/or waiting time distributions by virtue of the generalized central limit theorem. Here we present a modified version of recently proposed correlated CTRW processes, where we incorporate a power-law correlated noise on the level of both jump length and waiting time dynamics. We obtain a very general stochastic model, that encompasses key features of several paradigmatic models of anomalous diffusion: discontinuous, scale-free displacements as in Lévy flights, scale-free waiting times as in subdiffusive CTRWs, and the long-range temporal correlations of fractional Brownian motion (FBM). We derive the exact solutions for the single-time probability density functions and extract the scaling behaviours. Interestingly, we find that different combinations of the model parameters lead to indistinguishable shapes of the emerging probability density functions and identical scaling laws. Our model will be useful for describing recent experimental single particle tracking data that feature a combination of CTRW and FBM properties. (paper)

  10. Quantum random-walk search algorithm

    International Nuclear Information System (INIS)

    Shenvi, Neil; Whaley, K. Birgitta; Kempe, Julia

    2003-01-01

    Quantum random walks on graphs have been shown to display many interesting properties, including exponentially fast hitting times when compared with their classical counterparts. However, it is still unclear how to use these novel properties to gain an algorithmic speedup over classical algorithms. In this paper, we present a quantum search algorithm based on the quantum random-walk architecture that provides such a speedup. It will be shown that this algorithm performs an oracle search on a database of N items with O(√(N)) calls to the oracle, yielding a speedup similar to other quantum search algorithms. It appears that the quantum random-walk formulation has considerable flexibility, presenting interesting opportunities for development of other, possibly novel quantum algorithms

  11. Transient modeling of non-Fickian transport and first-order reaction using continuous time random walk

    Science.gov (United States)

    Burnell, Daniel K.; Hansen, Scott K.; Xu, Jie

    2017-09-01

    Contaminants in groundwater may experience a broad spectrum of velocities and multiple rates of mass transfer between mobile and immobile zones during transport. These conditions may lead to non-Fickian plume evolution which is not well described by the advection-dispersion equation (ADE). Simultaneously, many groundwater contaminants are degraded by processes that may be modeled as first-order decay. It is now known that non-Fickian transport and reaction are intimately coupled, with reaction affecting the transport operator. However, closed-form solutions for these important scenarios have not been published for use in applications. In this paper, we present four new Green's function analytic solutions in the uncoupled, uncorrelated continuous time random walk (CTRW) framework for reactive non-Fickian transport, corresponding to the quartet of conservative tracer solutions presented by Kreft and Zuber (1978) for Fickian transport. These consider pulse injection for both resident and flux concentration combined with detection in both resident and flux concentration. A pair of solutions for resident concentration temporal pulses with detection in both flux and resident concentration is also presented. We also derive the relationship between flux and resident concentration for non-Fickian transport with first-order reaction for this CTRW formulation. An explicit discussion of employment of the new solutions to model transport with arbitrary upgradient boundary conditions as well as mobile-immobile mass transfer is then presented. Using the new solutions, we show that first-order reaction has no effect on the anomalous spatial spreading rate of concentration profiles, but produces breakthrough curves at fixed locations that appear to have been generated by Fickian transport. Under the assumption of a Pareto CTRW transition distribution, we present a variety of numerical simulations including results showing coherence of our analytic solutions and CTRW particle

  12. Anomalous stress diffusion, Omori's law and Continuous Time Random Walk in the 2010 Efpalion aftershock sequence (Corinth rift, Greece)

    Science.gov (United States)

    Michas, Georgios; Vallianatos, Filippos; Karakostas, Vassilios; Papadimitriou, Eleftheria; Sammonds, Peter

    2014-05-01

    Efpalion aftershock sequence occurred in January 2010, when an M=5.5 earthquake was followed four days later by another strong event (M=5.4) and numerous aftershocks (Karakostas et al., 2012). This activity interrupted a 15 years period of low to moderate earthquake occurrence in Corinth rift, where the last major event was the 1995 Aigion earthquake (M=6.2). Coulomb stress analysis performed in previous studies (Karakostas et al., 2012; Sokos et al., 2012; Ganas et al., 2013) indicated that the second major event and most of the aftershocks were triggered due to stress transfer. The aftershocks production rate decays as a power-law with time according to the modified Omori law (Utsu et al., 1995) with an exponent larger than one for the first four days, while after the occurrence of the second strong event the exponent turns to unity. We consider the earthquake sequence as a point process in time and space and study its spatiotemporal evolution considering a Continuous Time Random Walk (CTRW) model with a joint probability density function of inter-event times and jumps between the successive earthquakes (Metzler and Klafter, 2000). Jump length distribution exhibits finite variance, whereas inter-event times scale as a q-generalized gamma distribution (Michas et al., 2013) with a long power-law tail. These properties are indicative of a subdiffusive process in terms of CTRW. Additionally, the mean square displacement of aftershocks is constant with time after the occurrence of the first event, while it changes to a power-law with exponent close to 0.15 after the second major event, illustrating a slow diffusive process. During the first four days aftershocks cluster around the epicentral area of the second major event, while after that and taking as a reference the second event, the aftershock zone is migrating slowly with time to the west near the epicentral area of the first event. This process is much slower from what would be expected from normal diffusion, a

  13. Quantum logic using correlated one-dimensional quantum walks

    Science.gov (United States)

    Lahini, Yoav; Steinbrecher, Gregory R.; Bookatz, Adam D.; Englund, Dirk

    2018-01-01

    Quantum Walks are unitary processes describing the evolution of an initially localized wavefunction on a lattice potential. The complexity of the dynamics increases significantly when several indistinguishable quantum walkers propagate on the same lattice simultaneously, as these develop non-trivial spatial correlations that depend on the particle's quantum statistics, mutual interactions, initial positions, and the lattice potential. We show that even in the simplest case of a quantum walk on a one dimensional graph, these correlations can be shaped to yield a complete set of compact quantum logic operations. We provide detailed recipes for implementing quantum logic on one-dimensional quantum walks in two general cases. For non-interacting bosons—such as photons in waveguide lattices—we find high-fidelity probabilistic quantum gates that could be integrated into linear optics quantum computation schemes. For interacting quantum-walkers on a one-dimensional lattice—a situation that has recently been demonstrated using ultra-cold atoms—we find deterministic logic operations that are universal for quantum information processing. The suggested implementation requires minimal resources and a level of control that is within reach using recently demonstrated techniques. Further work is required to address error-correction.

  14. A Rout to Protect Quantum Gates constructed via quantum walks from Noises.

    Science.gov (United States)

    Du, Yi-Mu; Lu, Li-Hua; Li, You-Quan

    2018-05-08

    The continuous-time quantum walk on a one-dimensional graph of odd number of sites with an on-site potential at the center is studied. We show that such a quantum-walk system can construct an X-gate of a single qubit as well as a control gate for two qubits, when the potential is much larger than the hopping strength. We investigate the decoherence effect and find that the coherence time can be enhanced by either increasing the number of sites on the graph or the ratio of the potential to the hopping strength, which is expected to motivate the design of the quantum gate with long coherence time. We also suggest several experimental proposals to realize such a system.

  15. Analysis of coined quantum walks with renormalization

    Science.gov (United States)

    Boettcher, Stefan; Li, Shanshan

    2018-01-01

    We introduce a framework to analyze quantum algorithms with the renormalization group (RG). To this end, we present a detailed analysis of the real-space RG for discrete-time quantum walks on fractal networks and show how deep insights into the analytic structure as well as generic results about the long-time behavior can be extracted. The RG flow for such a walk on a dual Sierpinski gasket and a Migdal-Kadanoff hierarchical network is obtained explicitly from elementary algebraic manipulations, after transforming the unitary evolution equation into Laplace space. Unlike for classical random walks, we find that the long-time asymptotics for the quantum walk requires consideration of a diverging number of Laplace poles, which we demonstrate exactly for the closed-form solution available for the walk on a one-dimensional loop. In particular, we calculate the probability of the walk to overlap with its starting position, which oscillates with a period that scales as NdwQ/df with system size N . While the largest Jacobian eigenvalue λ1 of the RG flow merely reproduces the fractal dimension, df=log2λ1 , the asymptotic analysis shows that the second Jacobian eigenvalue λ2 becomes essential to determine the dimension of the quantum walk via dwQ=log2√{λ1λ2 } . We trace this fact to delicate cancellations caused by unitarity. We obtain identical relations for other networks, although the details of the RG analysis may exhibit surprisingly distinct features. Thus, our conclusions—which trivially reproduce those for regular lattices with translational invariance with df=d and dwQ=1 —appear to be quite general and likely apply to networks beyond those studied here.

  16. On the physical realizability of quantum stochastic walks

    Science.gov (United States)

    Taketani, Bruno; Govia, Luke; Schuhmacher, Peter; Wilhelm, Frank

    Quantum walks are a promising framework that can be used to both understand and implement quantum information processing tasks. The recently developed quantum stochastic walk combines the concepts of a quantum walk and a classical random walk through open system evolution of a quantum system, and have been shown to have applications in as far reaching fields as artificial intelligence. However, nature puts significant constraints on the kind of open system evolutions that can be realized in a physical experiment. In this work, we discuss the restrictions on the allowed open system evolution, and the physical assumptions underpinning them. We then introduce a way to circumvent some of these restrictions, and simulate a more general quantum stochastic walk on a quantum computer, using a technique we call quantum trajectories on a quantum computer. We finally describe a circuit QED approach to implement discrete time quantum stochastic walks.

  17. Quantum centrality testing on directed graphs via P T -symmetric quantum walks

    Science.gov (United States)

    Izaac, J. A.; Wang, J. B.; Abbott, P. C.; Ma, X. S.

    2017-09-01

    Various quantum-walk-based algorithms have been proposed to analyze and rank the centrality of graph vertices. However, issues arise when working with directed graphs: the resulting non-Hermitian Hamiltonian leads to nonunitary dynamics, and the total probability of the quantum walker is no longer conserved. In this paper, we discuss a method for simulating directed graphs using P T -symmetric quantum walks, allowing probability-conserving nonunitary evolution. This method is equivalent to mapping the directed graph to an undirected, yet weighted, complete graph over the same vertex set, and can be extended to cover interdependent networks of directed graphs. Previous work has shown centrality measures based on the continuous-time quantum walk provide an eigenvectorlike quantum centrality; using the P T -symmetric framework, we extend these centrality algorithms to directed graphs with a significantly reduced Hilbert space compared to previous proposals. In certain cases, this centrality measure provides an advantage over classical algorithms used in network analysis, for example, by breaking vertex rank degeneracy. Finally, we perform a statistical analysis over ensembles of random graphs, and show strong agreement with the classical PageRank measure on directed acyclic graphs.

  18. Implementing quantum walks using orbital angular momentum of classical light

    CSIR Research Space (South Africa)

    Goyal, SK

    2013-06-01

    Full Text Available –5]. This speed up gained in quantum walks promises ad- vantages when applied in quantum computation for cer- tain classes of quantum algorithms [6], for example, quan- tum search algorithms [7, 8]. Quantum walks have also been used to analyze energy transport...

  19. Quantum mechanics by walking 1. Foundations

    International Nuclear Information System (INIS)

    Pade, Jochen

    2012-01-01

    Quantum mechanics by walking introduces to the foundations of non-relativistic quantum mechanics. This book applies to studyings of teaching physics as well as all studyings of physics, who look for an appropriate, easy, fresh, and modern approach to the field. In the present first volume the essential principles of quantum mechanics are worked out. in order to be able to develop their mathematical formulation as fastly and clearly as possible, systematically between wave mechanics and algebraic presentation is changed. Beside themes, which are traditionally in textbooks of quantum mechanics, extensively actual aspects like interaction-free quantum measurement, neutrino oscillations, or quantum cryptography are considered as well as fundamental problems and epistemological questions discussed, as they occur in connection with the measurement process. The list of the postulates of quantum mechanics closes this volume; they form the framework for the extensions and applications, which are discussed in the second volume. The required mathematical aids are introduced step by step. In the appendix the most important mathematical tools are compactly collected, so that supplementing literature can be far reachingly abandoned. Furthermore in the appendix supplementing themes are deepened as for instance the Quantum Zeno effect or delayed-choice experiments.

  20. Weak limits for quantum random walks

    International Nuclear Information System (INIS)

    Grimmett, Geoffrey; Janson, Svante; Scudo, Petra F.

    2004-01-01

    We formulate and prove a general weak limit theorem for quantum random walks in one and more dimensions. With X n denoting position at time n, we show that X n /n converges weakly as n→∞ to a certain distribution which is absolutely continuous and of bounded support. The proof is rigorous and makes use of Fourier transform methods. This approach simplifies and extends certain preceding derivations valid in one dimension that make use of combinatorial and path integral methods

  1. Quantum random walks and their convergence to Evans–Hudson ...

    Indian Academy of Sciences (India)

    Quantum dynamical semigroup; Evans–Hudson flow; quantum random walk. 1. Introduction. The aim of this article is to investigate convergence of random walks on von Neumann algebra to Evans–Hudson flows. Here the random walks and Evans–Hudson flows are gene- ralizations of classical Markov chains and Markov ...

  2. History dependent quantum random walks as quantum lattice gas automata

    Energy Technology Data Exchange (ETDEWEB)

    Shakeel, Asif, E-mail: asif.shakeel@gmail.com, E-mail: dmeyer@math.ucsd.edu, E-mail: plove@haverford.edu; Love, Peter J., E-mail: asif.shakeel@gmail.com, E-mail: dmeyer@math.ucsd.edu, E-mail: plove@haverford.edu [Department of Physics, Haverford College, Haverford, Pennsylvania 19041 (United States); Meyer, David A., E-mail: asif.shakeel@gmail.com, E-mail: dmeyer@math.ucsd.edu, E-mail: plove@haverford.edu [Department of Mathematics, University of California/San Diego, La Jolla, California 92093-0112 (United States)

    2014-12-15

    Quantum Random Walks (QRW) were first defined as one-particle sectors of Quantum Lattice Gas Automata (QLGA). Recently, they have been generalized to include history dependence, either on previous coin (internal, i.e., spin or velocity) states or on previous position states. These models have the goal of studying the transition to classicality, or more generally, changes in the performance of quantum walks in algorithmic applications. We show that several history dependent QRW can be identified as one-particle sectors of QLGA. This provides a unifying conceptual framework for these models in which the extra degrees of freedom required to store the history information arise naturally as geometrical degrees of freedom on the lattice.

  3. Continuous-time quantum walk on an extended star graph: Trapping and superradiance transition

    Science.gov (United States)

    Yalouz, Saad; Pouthier, Vincent

    2018-02-01

    A tight-binding model is introduced for describing the dynamics of an exciton on an extended star graph whose central node is occupied by a trap. On this graph, the exciton dynamics is governed by two kinds of eigenstates: many eigenstates are associated with degenerate real eigenvalues insensitive to the trap, whereas three decaying eigenstates characterized by complex energies contribute to the trapping process. It is shown that the excitonic population absorbed by the trap depends on the size of the graph, only. By contrast, both the size parameters and the absorption rate control the dynamics of the trapping. When these parameters are judiciously chosen, the efficiency of the transfer is optimized resulting in the minimization of the absorption time. Analysis of the eigenstates reveals that such a feature arises around the superradiance transition. Moreover, depending on the size of the network, two situations are highlighted where the transport efficiency is either superoptimized or suboptimized.

  4. Decoherence in two-dimensional quantum walks

    International Nuclear Information System (INIS)

    Oliveira, A. C.; Portugal, R.; Donangelo, R.

    2006-01-01

    We analyze the decoherence in quantum walks in two-dimensional lattices generated by broken-link-type noise. In this type of decoherence, the links of the lattice are randomly broken with some given constant probability. We obtain the evolution equation for a quantum walker moving on two-dimensional (2D) lattices subject to this noise, and we point out how to generalize for lattices in more dimensions. In the nonsymmetric case, when the probability of breaking links in one direction is different from the probability in the perpendicular direction, we have obtained a nontrivial result. If one fixes the link-breaking probability in one direction, and gradually increases the probability in the other direction from 0 to 1, the decoherence initially increases until it reaches a maximum value, and then it decreases. This means that, in some cases, one can increase the noise level and still obtain more coherence. Physically, this can be explained as a transition from a decoherent 2D walk to a coherent 1D walk

  5. Quantum Walks on the Line with Phase Parameters

    Science.gov (United States)

    Villagra, Marcos; Nakanishi, Masaki; Yamashita, Shigeru; Nakashima, Yasuhiko

    In this paper, a study on discrete-time coined quantum walks on the line is presented. Clear mathematical foundations are still lacking for this quantum walk model. As a step toward this objective, the following question is being addressed: Given a graph, what is the probability that a quantum walk arrives at a given vertex after some number of steps? This is a very natural question, and for random walks it can be answered by several different combinatorial arguments. For quantum walks this is a highly non-trivial task. Furthermore, this was only achieved before for one specific coin operator (Hadamard operator) for walks on the line. Even considering only walks on lines, generalizing these computations to a general SU(2) coin operator is a complex task. The main contribution is a closed-form formula for the amplitudes of the state of the walk (which includes the question above) for a general symmetric SU(2) operator for walks on the line. To this end, a coin operator with parameters that alters the phase of the state of the walk is defined. Then, closed-form solutions are computed by means of Fourier analysis and asymptotic approximation methods. We also present some basic properties of the walk which can be deducted using weak convergence theorems for quantum walks. In particular, the support of the induced probability distribution of the walk is calculated. Then, it is shown how changing the parameters in the coin operator affects the resulting probability distribution.

  6. Searching via walking: How to find a marked clique of a complete graph using quantum walks

    International Nuclear Information System (INIS)

    Hillery, Mark; Reitzner, Daniel; Buzek, Vladimir

    2010-01-01

    We show how a quantum walk can be used to find a marked edge or a marked complete subgraph of a complete graph. We employ a version of a quantum walk, the scattering walk, which lends itself to experimental implementation. The edges are marked by adding elements to them that impart a specific phase shift to the particle as it enters or leaves the edge. If the complete graph has N vertices and the subgraph has K vertices, the particle becomes localized on the subgraph in O(N/K) steps. This leads to a quantum search that is quadratically faster than a corresponding classical search. We show how to implement the quantum walk using a quantum circuit and a quantum oracle, which allows us to specify the resources needed for a quantitative comparison of the efficiency of classical and quantum searches--the number of oracle calls.

  7. 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.

  8. Quantum walk on the line as an interference phenomenon

    International Nuclear Information System (INIS)

    Knight, Peter L.; Roldan, Eugenio; Sipe, J. E.

    2003-01-01

    We show that the coined quantum walk on a line can be understood as an interference phenomenon, can be classically implemented, and indeed already has been. The walk is essentially two independent walks associated with the different coin sides, coupled only at initiation. There is a simple analogy between the evolution of walker positions and the propagation of light in a dispersive optical fiber

  9. An effective Hamiltonian approach to quantum random walk

    Indian Academy of Sciences (India)

    2017-02-09

    Feb 9, 2017 ... Abstract. In this article we present an effective Hamiltonian approach for discrete time quantum random walk. A form of the Hamiltonian for one-dimensional quantum walk has been prescribed, utilizing the fact that Hamil- tonians are generators of time translations. Then an attempt has been made to ...

  10. Fractional scaling of quantum walks on percolation lattices

    International Nuclear Information System (INIS)

    Kendon, Viv; Knott, Paul; Leung, Godfrey; Bailey, Joe

    2011-01-01

    Quantum walks can be used to model processes such as transport in spin chains and bio-molecules. The enhanced spreading and mixing properties of quantum walks compared with their classical counterparts have been well-studied on regular structures and also shown to be sensitive to defects and imperfections. Using numerical simulation, we study the spreading properties of quantum walks on percolation lattices for both bond and site percolation. The randomly missing edges or sites provide a controlled amount of disorder in the regular Cartesian lattice. In one dimension (the line) we introduce a simple model of quantum tunneling to allow the walk to proceed past the missing edges or sites. This allows the quantum walk to spread faster than a classical random walk for short times, but at longer times the disorder localises the quantum walk. In two dimensions, we observe fractional scaling of the spreading with the number of steps of the walk. For percolation above the 85% level, we obtain faster spreading than classical random walks on the full lattice.

  11. Quantum Walk in Terms of Quantum Bernoulli Noise and Quantum Central Limit Theorem for Quantum Bernoulli Noise

    Directory of Open Access Journals (Sweden)

    Caishi Wang

    2018-01-01

    Full Text Available As a unitary quantum walk with infinitely many internal degrees of freedom, the quantum walk in terms of quantum Bernoulli noise (recently introduced by Wang and Ye shows a rather classical asymptotic behavior, which is quite different from the case of the usual quantum walks with a finite number of internal degrees of freedom. In this paper, we further examine the structure of the walk. By using the Fourier transform on the state space of the walk, we obtain a formula that links the moments of the walk’s probability distributions directly with annihilation and creation operators on Bernoulli functionals. We also prove some other results on the structure of the walk. Finally, as an application of these results, we establish a quantum central limit theorem for the annihilation and creation operators themselves.

  12. Parrondo's game using a discrete-time quantum walk

    International Nuclear Information System (INIS)

    Chandrashekar, C.M.; Banerjee, Subhashish

    2011-01-01

    We present a new form of a Parrondo game using discrete-time quantum walk on a line. The two players A and B with different quantum coins operators, individually losing the game can develop a strategy to emerge as joint winners by using their coins alternatively, or in combination for each step of the quantum walk evolution. We also present a strategy for a player A (B) to have a winning probability more than player B (A). Significance of the game strategy in information theory and physical applications are also discussed. - Highlights: → Novel form of Parrondo's game on a single particle discrete-time quantum walk. → Strategies for players to emerge as individual winners or as joint winners. → General framework for controlling and using quantum walk with multiple coins. → Strategies can be used in algorithms and situations involving directed motion.

  13. Neutrino oscillations in discrete-time quantum walk framework

    Energy Technology Data Exchange (ETDEWEB)

    Mallick, Arindam; Mandal, Sanjoy; Chandrashekar, C.M. [C. I. T. Campus, The Institute of Mathematical Sciences, Chennai (India); Homi Bhabha National Institute, Training School Complex, Mumbai (India)

    2017-02-15

    Here we present neutrino oscillation in the framework of quantum walks. Starting from a one spatial dimensional discrete-time quantum walk we present a scheme of evolutions that will simulate neutrino oscillation. The set of quantum walk parameters which is required to reproduce the oscillation probability profile obtained in both, long range and short range neutrino experiment is explicitly presented. Our scheme to simulate three-generation neutrino oscillation from quantum walk evolution operators can be physically realized in any low energy experimental set-up with access to control a single six-level system, a multiparticle three-qubit or a qubit-qutrit system. We also present the entanglement between spins and position space, during neutrino propagation that will quantify the wave function delocalization around instantaneous average position of the neutrino. This work will contribute towards understanding neutrino oscillation in the framework of the quantum information perspective. (orig.)

  14. Isotropic quantum walks on lattices and the Weyl equation

    Science.gov (United States)

    D'Ariano, Giacomo Mauro; Erba, Marco; Perinotti, Paolo

    2017-12-01

    We present a thorough classification of the isotropic quantum walks on lattices of dimension d =1 ,2 ,3 with a coin system of dimension s =2 . For d =3 there exist two isotropic walks, namely, the Weyl quantum walks presented in the work of D'Ariano and Perinotti [G. M. D'Ariano and P. Perinotti, Phys. Rev. A 90, 062106 (2014), 10.1103/PhysRevA.90.062106], resulting in the derivation of the Weyl equation from informational principles. The present analysis, via a crucial use of isotropy, is significantly shorter and avoids a superfluous technical assumption, making the result completely general.

  15. Quantum walks in brain microtubules--a biomolecular basis for quantum cognition?

    Science.gov (United States)

    Hameroff, Stuart

    2014-01-01

    Cognitive decisions are best described by quantum mathematics. Do quantum information devices operate in the brain? What would they look like? Fuss and Navarro () describe quantum lattice registers in which quantum superpositioned pathways interact (compute/integrate) as 'quantum walks' akin to Feynman's path integral in a lattice (e.g. the 'Feynman quantum chessboard'). Simultaneous alternate pathways eventually reduce (collapse), selecting one particular pathway in a cognitive decision, or choice. This paper describes how quantum walks in a Feynman chessboard are conceptually identical to 'topological qubits' in brain neuronal microtubules, as described in the Penrose-Hameroff 'Orch OR' theory of consciousness. Copyright © 2013 Cognitive Science Society, Inc.

  16. Quantum walk on a line with two entangled particles

    International Nuclear Information System (INIS)

    Omar, Y.; Paunkovic, N.; Sheridan, L.; Bose, S.; Mateus, P.

    2005-01-01

    Full text: We introduce the concept of a quantum walk with two particles and study it for the case of a discrete time walk on a line. A quantum walk with more than one particle may contain entanglement, thus offering a resource unavailable in the classical scenario and which can present interesting advantages. In this work, we show how the entanglement and the relative phase between the states describing the coin degree of freedom of each particle will influence the evolution of the quantum walk. In particular, the probability to find at least one particle in a certain position after N steps of the walk, as well as the average distance between the two particles, can be larger or smaller than the case of two unentangled particles, depending on the initial conditions we choose. This resource can then be tuned according to our needs, in particular to enhance a given application (algorithmic or other) based on a quantum walk. Experimental implementations are briefly discussed. (author)

  17. Mixing times in quantum walks on two-dimensional grids

    International Nuclear Information System (INIS)

    Marquezino, F. L.; Portugal, R.; Abal, G.

    2010-01-01

    Mixing properties of discrete-time quantum walks on two-dimensional grids with toruslike boundary conditions are analyzed, focusing on their connection to the complexity of the corresponding abstract search algorithm. In particular, an exact expression for the stationary distribution of the coherent walk over odd-sided lattices is obtained after solving the eigenproblem for the evolution operator for this particular graph. The limiting distribution and mixing time of a quantum walk with a coin operator modified as in the abstract search algorithm are obtained numerically. On the basis of these results, the relation between the mixing time of the modified walk and the running time of the corresponding abstract search algorithm is discussed.

  18. One-dimensional quantum walk with a moving boundary

    International Nuclear Information System (INIS)

    Kwek, Leong Chuan; Setiawan

    2011-01-01

    Quantum walks are interesting models with potential applications to quantum algorithms and physical processes such as photosynthesis. In this paper, we study two models of one-dimensional quantum walks, namely, quantum walks with a moving absorbing wall and quantum walks with one stationary and one moving absorbing wall. For the former, we calculate numerically the survival probability, the rate of change of average position, and the rate of change of standard deviation of the particle's position in the long time limit for different wall velocities. Moreover, we also study the asymptotic behavior and the dependence of the survival probability on the initial particle's state. While for the latter, we compute the absorption probability of the right stationary wall for different velocities and initial positions of the left wall boundary. The results for these two models are compared with those obtained for the classical model. The difference between the results obtained for the quantum and classical models can be attributed to the difference in the probability distributions.

  19. Decoherence in optimized quantum random-walk search algorithm

    International Nuclear Information System (INIS)

    Zhang Yu-Chao; Bao Wan-Su; Wang Xiang; Fu Xiang-Qun

    2015-01-01

    This paper investigates the effects of decoherence generated by broken-link-type noise in the hypercube on an optimized quantum random-walk search algorithm. When the hypercube occurs with random broken links, the optimized quantum random-walk search algorithm with decoherence is depicted through defining the shift operator which includes the possibility of broken links. For a given database size, we obtain the maximum success rate of the algorithm and the required number of iterations through numerical simulations and analysis when the algorithm is in the presence of decoherence. Then the computational complexity of the algorithm with decoherence is obtained. The results show that the ultimate effect of broken-link-type decoherence on the optimized quantum random-walk search algorithm is negative. (paper)

  20. A short walk in quantum probability

    Science.gov (United States)

    Hudson, Robin

    2018-04-01

    This is a personal survey of aspects of quantum probability related to the Heisenberg commutation relation for canonical pairs. Using the failure, in general, of non-negativity of the Wigner distribution for canonical pairs to motivate a more satisfactory quantum notion of joint distribution, we visit a central limit theorem for such pairs and a resulting family of quantum planar Brownian motions which deform the classical planar Brownian motion, together with a corresponding family of quantum stochastic areas. This article is part of the themed issue `Hilbert's sixth problem'.

  1. A short walk in quantum probability.

    Science.gov (United States)

    Hudson, Robin

    2018-04-28

    This is a personal survey of aspects of quantum probability related to the Heisenberg commutation relation for canonical pairs. Using the failure, in general, of non-negativity of the Wigner distribution for canonical pairs to motivate a more satisfactory quantum notion of joint distribution, we visit a central limit theorem for such pairs and a resulting family of quantum planar Brownian motions which deform the classical planar Brownian motion, together with a corresponding family of quantum stochastic areas.This article is part of the themed issue 'Hilbert's sixth problem'. © 2018 The Author(s).

  2. Wigner formula of rotation matrices and quantum walks

    International Nuclear Information System (INIS)

    Miyazaki, Takahiro; Katori, Makoto; Konno, Norio

    2007-01-01

    Quantization of a random-walk model is performed by giving a qudit (a multicomponent wave function) to a walker at site and by introducing a quantum coin, which is a matrix representation of a unitary transformation. In quantum walks, the qudit of the walker is mixed according to the quantum coin at each time step, when the walker hops to other sites. As special cases of the quantum walks driven by high-dimensional quantum coins generally studied by Brun, Carteret, and Ambainis, we study the models obtained by choosing rotation as the unitary transformation, whose matrix representations determine quantum coins. We show that Wigner's (2j+1)-dimensional unitary representations of rotations with half-integers j's are useful to analyze the probability laws of quantum walks. For any value of half-integer j, convergence of all moments of walker's pseudovelocity in the long-time limit is proved. It is generally shown for the present models that, if (2j+1) is even, the probability measure of limit distribution is given by a superposition of (2j+1)/2 terms of scaled Konno's density functions, and if (2j+1) is odd, it is a superposition of j terms of scaled Konno's density functions and a Dirac's delta function at the origin. For the two-, three-, and four-component models, the probability densities of limit distributions are explicitly calculated and their dependence on the parameters of quantum coins and on the initial qudit of walker is completely determined. Comparison with computer simulation results is also shown

  3. Counting statistics of many-particle quantum walks

    Science.gov (United States)

    Mayer, Klaus; Tichy, Malte C.; Mintert, Florian; Konrad, Thomas; Buchleitner, Andreas

    2011-06-01

    We study quantum walks of many noninteracting particles on a beam splitter array as a paradigmatic testing ground for the competition of single- and many-particle interference in a multimode system. We derive a general expression for multimode particle-number correlation functions, valid for bosons and fermions, and infer pronounced signatures of many-particle interferences in the counting statistics.

  4. Counting statistics of many-particle quantum walks

    International Nuclear Information System (INIS)

    Mayer, Klaus; Tichy, Malte C.; Buchleitner, Andreas; Mintert, Florian; Konrad, Thomas

    2011-01-01

    We study quantum walks of many noninteracting particles on a beam splitter array as a paradigmatic testing ground for the competition of single- and many-particle interference in a multimode system. We derive a general expression for multimode particle-number correlation functions, valid for bosons and fermions, and infer pronounced signatures of many-particle interferences in the counting statistics.

  5. Averaging in SU(2) open quantum random walk

    International Nuclear Information System (INIS)

    Ampadu Clement

    2014-01-01

    We study the average position and the symmetry of the distribution in the SU(2) open quantum random walk (OQRW). We show that the average position in the central limit theorem (CLT) is non-uniform compared with the average position in the non-CLT. The symmetry of distribution is shown to be even in the CLT

  6. Averaging in SU(2) open quantum random walk

    Science.gov (United States)

    Clement, Ampadu

    2014-03-01

    We study the average position and the symmetry of the distribution in the SU(2) open quantum random walk (OQRW). We show that the average position in the central limit theorem (CLT) is non-uniform compared with the average position in the non-CLT. The symmetry of distribution is shown to be even in the CLT.

  7. Random walks of a quantum particle on a circle

    International Nuclear Information System (INIS)

    Fjeldsoe, N.; Midtdal, J.; Ravndal, F.

    1987-07-01

    When the quantum planar rotor is put on a lattice, its dynamics can be approximated by random walks on a circle. This allows for fast and accurate Monto Carlo simulations to determine the topological charge of different configurations of the system and thereby the Θ-dependency of the lowest energy levels

  8. Partition-based discrete-time quantum walks

    Science.gov (United States)

    Konno, Norio; Portugal, Renato; Sato, Iwao; Segawa, Etsuo

    2018-04-01

    We introduce a family of discrete-time quantum walks, called two-partition model, based on two equivalence-class partitions of the computational basis, which establish the notion of local dynamics. This family encompasses most versions of unitary discrete-time quantum walks driven by two local operators studied in literature, such as the coined model, Szegedy's model, and the 2-tessellable staggered model. We also analyze the connection of those models with the two-step coined model, which is driven by the square of the evolution operator of the standard discrete-time coined walk. We prove formally that the two-step coined model, an extension of Szegedy model for multigraphs, and the two-tessellable staggered model are unitarily equivalent. Then, selecting one specific model among those families is a matter of taste not generality.

  9. Quantum walk with a four-dimensional coin

    International Nuclear Information System (INIS)

    Hamilton, Craig S; Gabris, Aurel; Jex, Igor; Barnett, Stephen M

    2011-01-01

    We examine the physical implementation of a discrete time quantum walk with a four-dimensional coin. Our quantum walker is a photon moving repeatedly through a time delay loop, with time being our position space. The quantum coin is implemented using the internal states of the photon: the polarization and two of the orbital angular momentum states. We demonstrate how to implement this physically and what components would be needed. We then illustrate some of the results that could be obtained by performing the experiment.

  10. Random walks, critical phenomena, and triviality in quantum field theory

    International Nuclear Information System (INIS)

    Fernandez, R.; Froehlich, J.; Sokal, A.D.

    1992-01-01

    The subject of this book is equilibrium statistical mechanics - in particular the theory of critical phenomena - and quantum field theory. A general review of the theory of critical phenomena in spin systems, field theories, and random-walk and random-surface models is presented. Among the more technical topics treated in this book, the central theme is the use of random-walk representations as a tool to derive correlation inequalities. The consequences of these inequalities for critical-exponent theory and the triviality question in quantum field theory are expounded in detail. The book contains some previously unpublished results. It addresses both the researcher and the graduate student in modern statistical mechanics and quantum field theory. (orig.)

  11. Quantum chemistry by random walk: Higher accuracy

    International Nuclear Information System (INIS)

    Anderson, J.B.

    1980-01-01

    The random walk method of solving the Schroedinger equation is extended to allow the calculation of eigenvalues of atomic and molecular systems with higher accuracy. The combination of direct calculation of the difference delta between a true wave function psi and a trial wave function psi/sub o/ with importance sampling greatly reduces systematic and statistical error. The method is illustrated with calculations for ground-state hydrogen and helium atoms using trial wave functions from variational calculations. The energies obtained are 20 to 100 times more accurate than those of the corresponding variational calculations

  12. A Novel Algorithm of Quantum Random Walk in Server Traffic Control and Task Scheduling

    Directory of Open Access Journals (Sweden)

    Dong Yumin

    2014-01-01

    Full Text Available A quantum random walk optimization model and algorithm in network cluster server traffic control and task scheduling is proposed. In order to solve the problem of server load balancing, we research and discuss the distribution theory of energy field in quantum mechanics and apply it to data clustering. We introduce the method of random walk and illuminate what the quantum random walk is. Here, we mainly research the standard model of one-dimensional quantum random walk. For the data clustering problem of high dimensional space, we can decompose one m-dimensional quantum random walk into m one-dimensional quantum random walk. In the end of the paper, we compare the quantum random walk optimization method with GA (genetic algorithm, ACO (ant colony optimization, and SAA (simulated annealing algorithm. In the same time, we prove its validity and rationality by the experiment of analog and simulation.

  13. A Solution of Time Dependent Schrodinger Equation by Quantum Walk

    International Nuclear Information System (INIS)

    Sekino, Hideo; Kawahata, Masayuki; Hamada, Shinji

    2012-01-01

    Time Dependent Schroedinger Equation (TDSE) with an initial Gaussian distribution, is solved by a discrete time/space Quantum Walk (QW) representing consecutive operations corresponding to a dot product of Pauli matrix and momentum operators. We call it as Schroedinger Walk (SW). Though an Hadamard Walk (HW) provides same dynamics of the probability distribution for delta-function-like initial distributions as that of the SW with a delta-function-like initial distribution, the former with a Gaussian initial distribution leads to a solution for advection of the probability distribution; the initial distribution splits into two distinctive distributions moving in opposite directions. Both mechanisms are analysed by investigating the evolution of the both amplitude components. Decoherence of the oscillating amplitudes in central region is found to be responsible for the splitting of the probability distribution in the HW.

  14. Stopping time of a one-dimensional bounded quantum walk

    International Nuclear Information System (INIS)

    Luo Hao; Zhang Peng; Zhan Xiang; Xue Peng

    2016-01-01

    The stopping time of a one-dimensional bounded classical random walk (RW) is defined as the number of steps taken by a random walker to arrive at a fixed boundary for the first time. A quantum walk (QW) is a non-trivial generalization of RW, and has attracted a great deal of interest from researchers working in quantum physics and quantum information. In this paper, we develop a method to calculate the stopping time for a one-dimensional QW. Using our method, we further compare the properties of stopping time for QW and RW. We find that the mean value of the stopping time is the same for both of these problems. However, for short times, the probability for a walker performing a QW to arrive at the boundary is larger than that for a RW. This means that, although the mean stopping time of a quantum and classical walker are the same, the quantum walker has a greater probability of arriving at the boundary earlier than the classical walker. (paper)

  15. Zak Phase in Discrete-Time Quantum Walks

    OpenAIRE

    Puentes, G.; Santillán, O.

    2015-01-01

    We report on a simple scheme that may present a non-trivial geometric Zak phase ($\\Phi_{Zak}$) structure, which is based on a discrete-time quantum walk architecture. By detecting the Zak phase difference between two trajectories connecting adjacent Dirac points where the quasi-energy gap closes for opposite values of quasi-momentum ($k$), it is possible to identify geometric invariants. These geometric invariants correspond to $|\\Phi_{Zak}^{+(-)}-\\Phi_{Zak}^{-(+)}|=\\pi$ and $|\\Phi_{Zak}^{+(-...

  16. The quantum walk search algorithm: Factors affecting efficiency

    OpenAIRE

    Lovett, Neil B.; Everitt, Matthew; Heath, Robert M.; Kendon, Viv

    2011-01-01

    We numerically study the quantum walk search algorithm of Shenvi, Kempe and Whaley [PRA \\textbf{67} 052307] and the factors which affect its efficiency in finding an individual state from an unsorted set. Previous work has focused purely on the effects of the dimensionality of the dataset to be searched. Here, we consider the effects of interpolating between dimensions, connectivity of the dataset, and the possibility of disorder in the underlying substrate: all these factors affect the effic...

  17. Quantum Chemistry via Walks in Determinant Space

    Energy Technology Data Exchange (ETDEWEB)

    Umrigar, Cyrus J. [Cornell Univ., Ithaca, NY (United States)

    2016-01-05

    There are many chemical questions of practical interest to the DOE that could be answered if there were an electronic structure method that provided consistently accurate results for all systems at an affordable computational cost. The coupled cluster method with single, double and perturbative triple excitations (CCSD(T)) is the most frequently used high-order method, but it has known deficiencies, e.g., in the description of stretched bonds. The full configuration interaction (FCI) method is the most robust method for treating electronic correlations, but it is little used because its computational cost scales exponentially in the size of the system. The largest calculation that has been done to date employed 10 billion determinants. In this regard, there was a major advance in 2010. The Alavi group at Cambridge University developed a stochastic approach to FCI --- combining it with ideas from quantum Monte Carlo (QMC) --- called FCIQMC, that allows one to go to a far larger number of determinants in certain circumstances. The computational cost is exponential in the system and basis size but with a much reduced exponent compared to conventional FCI. In this project Umrigar's group made several major improvements to the FCIQMC method that increased its efficiency by many orders of magnitude. In addition this project resulted in a cross-fertilization of ideas between the FCIQMC method, the older phaseless auxilliary-field quantum Monte Carlo (AFQMC) method developed by Zhang and Krakauer (two of the PI's of this project), and symmetry-restored wavefunctions developed by Scuseria (also a PI of this project).

  18. Decoherence and quantum walks: Anomalous diffusion and ballistic tails

    International Nuclear Information System (INIS)

    Prokof'ev, N. V.; Stamp, P. C. E.

    2006-01-01

    The common perception is that strong coupling to the environment will always render the evolution of the system density matrix quasiclassical (in fact, diffusive) in the long time limit. We present here a counterexample, in which a particle makes quantum transitions between the sites of a d-dimensional hypercubic lattice while strongly coupled to a bath of two-level systems that 'record' the transitions. The long-time evolution of an initial wave packet is found to be most unusual: the mean square displacement of the particle density matrix shows long-range ballistic behavior, with 2 >∼t 2 , but simultaneously a kind of weakly localized behavior near the origin. This result may have important implications for the design of quantum computing algorithms, since it describes a class of quantum walks

  19. Exact solutions and symmetry analysis for the limiting probability distribution of quantum walks

    International Nuclear Information System (INIS)

    Xu, Xin-Ping; Ide, Yusuke

    2016-01-01

    In the literature, there are numerous studies of one-dimensional discrete-time quantum walks (DTQWs) using a moving shift operator. However, there is no exact solution for the limiting probability distributions of DTQWs on cycles using a general coin or swapping shift operator. In this paper, we derive exact solutions for the limiting probability distribution of quantum walks using a general coin and swapping shift operator on cycles for the first time. Based on the exact solutions, we show how to generate symmetric quantum walks and determine the condition under which a symmetric quantum walk appears. Our results suggest that choosing various coin and initial state parameters can achieve a symmetric quantum walk. By defining a quantity to measure the variation of symmetry, deviation and mixing time of symmetric quantum walks are also investigated.

  20. Exact solutions and symmetry analysis for the limiting probability distribution of quantum walks

    Energy Technology Data Exchange (ETDEWEB)

    Xu, Xin-Ping, E-mail: xuxp@mail.ihep.ac.cn [School of Physical Science and Technology, Soochow University, Suzhou 215006 (China); Ide, Yusuke [Department of Information Systems Creation, Faculty of Engineering, Kanagawa University, Yokohama, Kanagawa, 221-8686 (Japan)

    2016-10-15

    In the literature, there are numerous studies of one-dimensional discrete-time quantum walks (DTQWs) using a moving shift operator. However, there is no exact solution for the limiting probability distributions of DTQWs on cycles using a general coin or swapping shift operator. In this paper, we derive exact solutions for the limiting probability distribution of quantum walks using a general coin and swapping shift operator on cycles for the first time. Based on the exact solutions, we show how to generate symmetric quantum walks and determine the condition under which a symmetric quantum walk appears. Our results suggest that choosing various coin and initial state parameters can achieve a symmetric quantum walk. By defining a quantity to measure the variation of symmetry, deviation and mixing time of symmetric quantum walks are also investigated.

  1. Correlation effects in a discrete quantum random walk

    International Nuclear Information System (INIS)

    Stang, J B; Rezakhani, A T; Sanders, B C

    2009-01-01

    We introduce memory-dependent discrete-time quantum random walk models by adding uncorrelated memory terms and also by modifying the Hamiltonian of the walker to include couplings with memory-keeping agents. We next study numerically the correlation effects in these models. We also propose a correlation exponent as a relevant and promising tool for investigation of correlation or memory (hence non-Markovian) effects. Our analysis can easily be applied to more realistic models in which different regimes may emerge because of competition between different underlying physical mechanisms

  2. Quantum walks, deformed relativity and Hopf algebra symmetries.

    Science.gov (United States)

    Bisio, Alessandro; D'Ariano, Giacomo Mauro; Perinotti, Paolo

    2016-05-28

    We show how the Weyl quantum walk derived from principles in D'Ariano & Perinotti (D'Ariano & Perinotti 2014Phys. Rev. A90, 062106. (doi:10.1103/PhysRevA.90.062106)), enjoying a nonlinear Lorentz symmetry of dynamics, allows one to introduce Hopf algebras for position and momentum of the emerging particle. We focus on two special models of Hopf algebras-the usual Poincaré and theκ-Poincaré algebras. © 2016 The Author(s).

  3. Tailoring discrete quantum walk dynamics via extended initial conditions

    Energy Technology Data Exchange (ETDEWEB)

    Valcarcel, German J de; Roldan, Eugenio [Departament d' Optica, Universitat de Valencia, Dr Moliner 50, 46100-Burjassot, Spain, EU (Spain); Romanelli, Alejandro, E-mail: german.valcarcel@uv.es, E-mail: eugenio.roldan@uv.es, E-mail: alejo@fing.edu.uy [Instituto de Fisica, Facultad de IngenierIa, Universidad de la Republica, CC 30, CP 11000, Montevideo (Uruguay)

    2010-12-15

    We study the evolution of initially extended distributions in the coined quantum walk (QW) on the line. By analysing the dispersion relation of the process, continuous wave equations are derived whose form depends on the initial distribution shape. In particular, for a class of initial conditions, the evolution is dictated by the Schroedinger equation of a free particle. As that equation also governs paraxial optical diffraction, all of the phenomenology of the latter can be implemented in the QW. This allows us, in particular, to devise an initially extended condition leading to a uniform probability distribution whose width increases linearly with time, with increasing homogeneity.

  4. Tailoring discrete quantum walk dynamics via extended initial conditions

    International Nuclear Information System (INIS)

    Valcarcel, German J de; Roldan, Eugenio; Romanelli, Alejandro

    2010-01-01

    We study the evolution of initially extended distributions in the coined quantum walk (QW) on the line. By analysing the dispersion relation of the process, continuous wave equations are derived whose form depends on the initial distribution shape. In particular, for a class of initial conditions, the evolution is dictated by the Schroedinger equation of a free particle. As that equation also governs paraxial optical diffraction, all of the phenomenology of the latter can be implemented in the QW. This allows us, in particular, to devise an initially extended condition leading to a uniform probability distribution whose width increases linearly with time, with increasing homogeneity.

  5. Trapping photons on the line: controllable dynamics of a quantum walk

    Science.gov (United States)

    Xue, Peng; Qin, Hao; Tang, Bao

    2014-04-01

    Optical interferometers comprising birefringent-crystal beam displacers, wave plates, and phase shifters serve as stable devices for simulating quantum information processes such as heralded coined quantum walks. Quantum walks are important for quantum algorithms, universal quantum computing circuits, quantum transport in complex systems, and demonstrating intriguing nonlinear dynamical quantum phenomena. We introduce fully controllable polarization-independent phase shifters in optical pathes in order to realize site-dependent phase defects. The effectiveness of our interferometer is demonstrated through realizing single-photon quantum-walk dynamics in one dimension. By applying site-dependent phase defects, the translational symmetry of an ideal standard quantum walk is broken resulting in localization effect in a quantum walk architecture. The walk is realized for different site-dependent phase defects and coin settings, indicating the strength of localization signature depends on the level of phase due to site-dependent phase defects and coin settings and opening the way for the implementation of a quantum-walk-based algorithm.

  6. Quantum walks and orbital states of a Weyl particle

    International Nuclear Information System (INIS)

    Katori, Makoto; Fujino, Soichi; Konno, Norio

    2005-01-01

    The time-evolution equation of a one-dimensional quantum walker is exactly mapped to the three-dimensional Weyl equation for a zero-mass particle with spin 1/2, in which each wave number k of the walker's wave function is mapped to a point q(k) in the three-dimensional momentum space and q(k) makes a planar orbit as k changes its value in [-π,π). The integration over k providing the real-space wave function for a quantum walker corresponds to considering an orbital state of a Weyl particle, which is defined as a superposition (curvilinear integration) of the energy-momentum eigenstates of a free Weyl equation along the orbit. Konno's novel distribution function of a quantum walker's pseudovelocities in the long-time limit is fully controlled by the shape of the orbit and how the orbit is embedded in the three-dimensional momentum space. The family of orbital states can be regarded as a geometrical representation of the unitary group U(2) and the present study will propose a new group-theoretical point of view for quantum-walk problems

  7. Creating cat states in one-dimensional quantum walks using delocalized initial states

    International Nuclear Information System (INIS)

    Zhang, Wei-Wei; Gao, Fei; Goyal, Sandeep K; Sanders, Barry C; Simon, Christoph

    2016-01-01

    Cat states are coherent quantum superpositions of macroscopically distinct states and are useful for understanding the boundary between the classical and the quantum world. Due to their macroscopic nature, cat states are difficult to prepare in physical systems. We propose a method to create cat states in one-dimensional quantum walks using delocalized initial states of the walker. Since the quantum walks can be performed on any quantum system, our proposal enables a platform-independent realization of the cat states. We further show that the linear dispersion relation of the effective quantum walk Hamiltonian, which governs the dynamics of the delocalized states, is responsible for the formation of the cat states. We analyze the robustness of these states against environmental interactions and present methods to control and manipulate the cat states in the photonic implementation of quantum walks. (paper)

  8. Experimental simulation and limitations of quantum walks with trapped ions

    International Nuclear Information System (INIS)

    Matjeschk, R; Schneider, Ch; Enderlein, M; Huber, T; Schmitz, H; Glueckert, J; Schaetz, T

    2012-01-01

    We examine the prospects of discrete quantum walks (QWs) with trapped ions. In particular, we analyze in detail the limitations of the protocol of Travaglione and Milburn (2002 Phys. Rev. A 65 032310) that has been implemented by several experimental groups in recent years. Based on the first realization in our group (Schmitz et al 2009 Phys. Rev. Lett. 103 090504), we investigate the consequences of leaving the scope of the approximations originally made, such as the Lamb-Dicke approximation. We explain the consequential deviations from the idealized QW for different experimental realizations and an increasing number of steps by taking into account higher-order terms of the quantum evolution. It turns out that these already become significant after a few steps, which is confirmed by experimental results and is currently limiting the scalability of this approach. Finally, we propose a new scheme using short laser pulses, derived from a protocol from the field of quantum computation. We show that this scheme is not subject to the above-mentioned restrictions and analytically and numerically evaluate its limitations, based on a realistic implementation with our specific setup. Implementing the protocol with state-of-the-art techniques should allow for substantially increasing the number of steps to 100 and beyond and should be extendable to higher-dimensional QWs. (paper)

  9. Scattering quantum random-walk search with errors

    International Nuclear Information System (INIS)

    Gabris, A.; Kiss, T.; Jex, I.

    2007-01-01

    We analyze the realization of a quantum-walk search algorithm in a passive, linear optical network. The specific model enables us to consider the effect of realistic sources of noise and losses on the search efficiency. Photon loss uniform in all directions is shown to lead to the rescaling of search time. Deviation from directional uniformity leads to the enhancement of the search efficiency compared to uniform loss with the same average. In certain cases even increasing loss in some of the directions can improve search efficiency. We show that while we approach the classical limit of the general search algorithm by introducing random phase fluctuations, its utility for searching is lost. Using numerical methods, we found that for static phase errors the averaged search efficiency displays a damped oscillatory behavior that asymptotically tends to a nonzero value

  10. Disordered-quantum-walk-induced localization of a Bose-Einstein condensate

    International Nuclear Information System (INIS)

    Chandrashekar, C. M.

    2011-01-01

    We present an approach to induce localization of a Bose-Einstein condensate in a one-dimensional lattice under the influence of unitary quantum-walk evolution using disordered quantum coin operation. We introduce a discrete-time quantum-walk model in which the interference effect is modified to diffuse or strongly localize the probability distribution of the particle by assigning a different set of coin parameters picked randomly for each step of the walk, respectively. Spatial localization of the particle or state is explained by comparing the variance of the probability distribution of the quantum walk in position space using disordered coin operation to that of the walk using an identical coin operation for each step. Due to the high degree of control over quantum coin operation and most of the system parameters, ultracold atoms in an optical lattice offer opportunities to implement a disordered quantum walk that is unitary and induces localization. Here we present a scheme to use a Bose-Einstein condensate that can be evolved to the superposition of its internal states in an optical lattice and control the dynamics of atoms to observe localization. This approach can be adopted to any other physical system in which controlled disordered quantum walk can be implemented.

  11. A Spectral Analysis of Discrete-Time Quantum Walks Related to the Birth and Death Chains

    Science.gov (United States)

    Ho, Choon-Lin; Ide, Yusuke; Konno, Norio; Segawa, Etsuo; Takumi, Kentaro

    2018-04-01

    In this paper, we consider a spectral analysis of discrete time quantum walks on the path. For isospectral coin cases, we show that the time averaged distribution and stationary distributions of the quantum walks are described by the pair of eigenvalues of the coins as well as the eigenvalues and eigenvectors of the corresponding random walks which are usually referred as the birth and death chains. As an example of the results, we derive the time averaged distribution of so-called Szegedy's walk which is related to the Ehrenfest model. It is represented by Krawtchouk polynomials which is the eigenvectors of the model and includes the arcsine law.

  12. Observation of quasiperiodic dynamics in a one-dimensional quantum walk of single photons in space

    Science.gov (United States)

    Xue, Peng; Qin, Hao; Tang, Bao; Sanders, Barry C.

    2014-05-01

    We realize the quasi-periodic dynamics of a quantum walker over 2.5 quasi-periods by realizing the walker as a single photon passing through a quantum-walk optical-interferometer network. We introduce fully controllable polarization-independent phase shifters in each optical path to realize arbitrary site-dependent phase shifts, and employ large clear-aperture beam displacers, while maintaining high-visibility interference, to enable 10 quantum-walk steps to be reached. By varying the half-wave-plate setting, we control the quantum-coin bias thereby observing a transition from quasi-periodic dynamics to ballistic diffusion.

  13. Quantum quincunx for walk on circles in phase space with indirect coin flip

    International Nuclear Information System (INIS)

    Xue Peng; Sanders, Barry C

    2008-01-01

    The quincunx, or Galton board, has a long history as a tool for demonstrating and investigating random walk processes, but a quantum quincunx (QQ) for demonstrating a coined quantum walk (QW) is yet to be realized experimentally. We propose a variant of the QQ in cavity quantum electrodynamics, designed to eliminate the onerous requirement of directly flipping the coin. Instead, we propose driving the cavity in such a way that cavity field displacements are minimized and the coin is effectively flipped via this indirect process. An effect of this indirect flipping is that the walker's location is no longer confined to a single circle in the planar phase space, but we show that the phase distribution nonetheless shows quadratic enhancement of phase diffusion for the quantum versus classical walk despite this small complication. Thus our scheme leads to coined QW behaviour in cavity quantum electrodynamics without the need to flip the coin directly

  14. Path-sum solution of the Weyl quantum walk in 3 + 1 dimensions

    Science.gov (United States)

    D'Ariano, G. M.; Mosco, N.; Perinotti, P.; Tosini, A.

    2017-10-01

    We consider the Weyl quantum walk in 3+1 dimensions, that is a discrete-time walk describing a particle with two internal degrees of freedom moving on a Cayley graph of the group , which in an appropriate regime evolves according to Weyl's equation. The Weyl quantum walk was recently derived as the unique unitary evolution on a Cayley graph of that is homogeneous and isotropic. The general solution of the quantum walk evolution is provided here in the position representation, by the analytical expression of the propagator, i.e. transition amplitude from a node of the graph to another node in a finite number of steps. The quantum nature of the walk manifests itself in the interference of the paths on the graph joining the given nodes. The solution is based on the binary encoding of the admissible paths on the graph and on the semigroup structure of the walk transition matrices. This article is part of the themed issue `Second quantum revolution: foundational questions'.

  15. Experimental Quantum-Walk Revival with a Time-Dependent Coin

    Science.gov (United States)

    Xue, P.; Zhang, R.; Qin, H.; Zhan, X.; Bian, Z. H.; Li, J.; Sanders, Barry C.

    2015-04-01

    We demonstrate a quantum walk with time-dependent coin bias. With this technique we realize an experimental single-photon one-dimensional quantum walk with a linearly ramped time-dependent coin flip operation and thereby demonstrate two periodic revivals of the walker distribution. In our beam-displacer interferometer, the walk corresponds to movement between discretely separated transverse modes of the field serving as lattice sites, and the time-dependent coin flip is effected by implementing a different angle between the optical axis of half-wave plate and the light propagation at each step. Each of the quantum-walk steps required to realize a revival comprises two sequential orthogonal coin-flip operators, with one coin having constant bias and the other coin having a time-dependent ramped coin bias, followed by a conditional translation of the walker.

  16. Two-particle quantum walks applied to the graph isomorphism problem

    International Nuclear Information System (INIS)

    Gamble, John King; Friesen, Mark; Zhou Dong; Joynt, Robert; Coppersmith, S. N.

    2010-01-01

    We show that the quantum dynamics of interacting and noninteracting quantum particles are fundamentally different in the context of solving a particular computational problem. Specifically, we consider the graph isomorphism problem, in which one wishes to determine whether two graphs are isomorphic (related to each other by a relabeling of the graph vertices), and focus on a class of graphs with particularly high symmetry called strongly regular graphs (SRGs). We study the Green's functions that characterize the dynamical evolution single-particle and two-particle quantum walks on pairs of nonisomorphic SRGs and show that interacting particles can distinguish nonisomorphic graphs that noninteracting particles cannot. We obtain the following specific results. (1) We prove that quantum walks of two noninteracting particles, fermions or bosons, cannot distinguish certain pairs of nonisomorphic SRGs. (2) We demonstrate numerically that two interacting bosons are more powerful than single particles and two noninteracting particles, in that quantum walks of interacting bosons distinguish all nonisomorphic pairs of SRGs that we examined. By utilizing high-throughput computing to perform over 500 million direct comparisons between evolution operators, we checked all tabulated pairs of nonisomorphic SRGs, including graphs with up to 64 vertices. (3) By performing a short-time expansion of the evolution operator, we derive distinguishing operators that provide analytic insight into the power of the interacting two-particle quantum walk.

  17. Robust quantum state engineering through coherent localization in biased-coin quantum walks

    Energy Technology Data Exchange (ETDEWEB)

    Majury, Helena [Queen' s University, Centre for Secure Information Technologies (CSIT), Belfast (United Kingdom); Queen' s University, Centre for Theoretical Atomic, Molecular and Optical Physics, School of Mathematics and Physics, Belfast (United Kingdom); Boutari, Joelle [University of Oxford, Clarendon Laboratory, Oxford (United Kingdom); O' Sullivan, Elizabeth [Queen' s University, Centre for Secure Information Technologies (CSIT), Belfast (United Kingdom); Ferraro, Alessandro; Paternostro, Mauro [Queen' s University, Centre for Theoretical Atomic, Molecular and Optical Physics, School of Mathematics and Physics, Belfast (United Kingdom)

    2018-12-15

    We address the performance of a coin-biased quantum walk as a generator for non-classical position states of the walker. We exploit a phenomenon of coherent localization in the position space - resulting from the choice of small values of the coin parameter and assisted by post-selection - to engineer large-size coherent superpositions of position states of the walker. The protocol that we design appears to be remarkably robust against both the actual value taken by the coin parameter and strong dephasing-like noise acting on the spatial degree of freedom. We finally illustrate a possible linear-optics implementation of our proposal, suitable for both bulk and integrated-optics platforms. (orig.)

  18. Localization and recurrence of a quantum walk in a periodic potential on a line

    International Nuclear Information System (INIS)

    Chou Chung-I; Ho Choon-Lin

    2014-01-01

    We present a numerical study of a model of quantum walk in a periodic potential on a line. We take the simple view that different potentials have different affects on the way in which the coin state of the walker is changed. For simplicity and definiteness, we assume that the walker's coin state is unaffected at sites without the potential, and rotated in an unbiased way according to the Hadamard matrix at sites with the potential. This is the simplest and most natural model of a quantum walk in a periodic potential with two coins. Six generic cases of such quantum walks are studied numerically. It is found that, of the six cases, four cases display significant localization effect where the walker is confined in the neighborhood of the origin for a sufficiently long time. Associated with such a localization effect is the recurrence of the probability of the walker returning to the neighborhood of the origin. (general)

  19. Experimental implementation of a quantum random-walk search algorithm using strongly dipolar coupled spins

    International Nuclear Information System (INIS)

    Lu Dawei; Peng Xinhua; Du Jiangfeng; Zhu Jing; Zou Ping; Yu Yihua; Zhang Shanmin; Chen Qun

    2010-01-01

    An important quantum search algorithm based on the quantum random walk performs an oracle search on a database of N items with O(√(phN)) calls, yielding a speedup similar to the Grover quantum search algorithm. The algorithm was implemented on a quantum information processor of three-qubit liquid-crystal nuclear magnetic resonance (NMR) in the case of finding 1 out of 4, and the diagonal elements' tomography of all the final density matrices was completed with comprehensible one-dimensional NMR spectra. The experimental results agree well with the theoretical predictions.

  20. Alternate two-dimensional quantum walk with a single-qubit coin

    International Nuclear Information System (INIS)

    Di Franco, C.; Busch, Th.; Mc Gettrick, M.; Machida, T.

    2011-01-01

    We have recently proposed a two-dimensional quantum walk where the requirement of a higher dimensionality of the coin space is substituted with the alternance of the directions in which the walker can move [C. Di Franco, M. Mc Gettrick, and Th. Busch, Phys. Rev. Lett. 106, 080502 (2011)]. For a particular initial state of the coin, this walk is able to perfectly reproduce the spatial probability distribution of the nonlocalized case of the Grover walk. Here, we present a more detailed proof of this equivalence. We also extend the analysis to other initial states in order to provide a more complete picture of our walk. We show that this scheme outperforms the Grover walk in the generation of x-y spatial entanglement for any initial condition, with the maximum entanglement obtained in the case of the particular aforementioned state. Finally, the equivalence is generalized to wider classes of quantum walks and a limit theorem for the alternate walk in this context is presented.

  1. Efficient tests for equivalence of hidden Markov processes and quantum random walks

    NARCIS (Netherlands)

    U. Faigle; A. Schönhuth (Alexander)

    2011-01-01

    htmlabstractWhile two hidden Markov process (HMP) resp.~quantum random walk (QRW) parametrizations can differ from one another, the stochastic processes arising from them can be equivalent. Here a polynomial-time algorithm is presented which can determine equivalence of two HMP parametrizations

  2. An Infinite Family of Circulant Graphs with Perfect State Transfer in Discrete Quantum Walks

    OpenAIRE

    Zhan, Hanmeng

    2017-01-01

    We study perfect state transfer in a discrete quantum walk. In particular, we show that there are infinitely many $4$-regular circulant graphs that admit perfect state transfer between antipodal vertices. To the best of our knowledge, previously there was no infinite family of $k$-regular graphs with perfect state transfer, for any $k\\ge 3$.

  3. Quantum stochastic walks on networks for decision-making

    Science.gov (United States)

    Martínez-Martínez, Ismael; Sánchez-Burillo, Eduardo

    2016-03-01

    Recent experiments report violations of the classical law of total probability and incompatibility of certain mental representations when humans process and react to information. Evidence shows promise of a more general quantum theory providing a better explanation of the dynamics and structure of real decision-making processes than classical probability theory. Inspired by this, we show how the behavioral choice-probabilities can arise as the unique stationary distribution of quantum stochastic walkers on the classical network defined from Luce’s response probabilities. This work is relevant because (i) we provide a very general framework integrating the positive characteristics of both quantum and classical approaches previously in confrontation, and (ii) we define a cognitive network which can be used to bring other connectivist approaches to decision-making into the quantum stochastic realm. We model the decision-maker as an open system in contact with her surrounding environment, and the time-length of the decision-making process reveals to be also a measure of the process’ degree of interplay between the unitary and irreversible dynamics. Implementing quantum coherence on classical networks may be a door to better integrate human-like reasoning biases in stochastic models for decision-making.

  4. Quantum stochastic walks on networks for decision-making.

    Science.gov (United States)

    Martínez-Martínez, Ismael; Sánchez-Burillo, Eduardo

    2016-03-31

    Recent experiments report violations of the classical law of total probability and incompatibility of certain mental representations when humans process and react to information. Evidence shows promise of a more general quantum theory providing a better explanation of the dynamics and structure of real decision-making processes than classical probability theory. Inspired by this, we show how the behavioral choice-probabilities can arise as the unique stationary distribution of quantum stochastic walkers on the classical network defined from Luce's response probabilities. This work is relevant because (i) we provide a very general framework integrating the positive characteristics of both quantum and classical approaches previously in confrontation, and (ii) we define a cognitive network which can be used to bring other connectivist approaches to decision-making into the quantum stochastic realm. We model the decision-maker as an open system in contact with her surrounding environment, and the time-length of the decision-making process reveals to be also a measure of the process' degree of interplay between the unitary and irreversible dynamics. Implementing quantum coherence on classical networks may be a door to better integrate human-like reasoning biases in stochastic models for decision-making.

  5. Distributed synthesis in continuous time

    DEFF Research Database (Denmark)

    Hermanns, Holger; Krčál, Jan; Vester, Steen

    2016-01-01

    We introduce a formalism modelling communication of distributed agents strictly in continuous-time. Within this framework, we study the problem of synthesising local strategies for individual agents such that a specified set of goal states is reached, or reached with at least a given probability....... The flow of time is modelled explicitly based on continuous-time randomness, with two natural implications: First, the non-determinism stemming from interleaving disappears. Second, when we restrict to a subclass of non-urgent models, the quantitative value problem for two players can be solved in EXPTIME....... Indeed, the explicit continuous time enables players to communicate their states by delaying synchronisation (which is unrestricted for non-urgent models). In general, the problems are undecidable already for two players in the quantitative case and three players in the qualitative case. The qualitative...

  6. Simulation of quantum systems with random walks: A new algorithm for charged systems

    International Nuclear Information System (INIS)

    Ceperley, D.

    1983-01-01

    Random walks with branching have been used to calculate exact properties of the ground state of quantum many-body systems. In this paper, a more general Green's function identity is derived which relates the potential energy, a trial wavefunction, and a trial density matrix to the rules of a branched random walk. It is shown that an efficient algorithm requires a good trial wavefunction, a good trial density matrix, and a good sampling of this density matrix. An accurate density matrix is constructed for Coulomb systems using the path integral formula. The random walks from this new algorithm diffuse through phase space an order of magnitude faster than the previous Green's Function Monte Carlo method. In contrast to the simple diffusion Monte Carlo algorithm, it is exact method. Representative results are presented for several molecules

  7. Quantum mechanics by walking 1. Foundations; Quantenmechanik zu Fuss 1. Grundlagen

    Energy Technology Data Exchange (ETDEWEB)

    Pade, Jochen [Oldenburg Univ. (Germany)

    2012-11-01

    Quantum mechanics by walking introduces to the foundations of non-relativistic quantum mechanics. This book applies to studyings of teaching physics as well as all studyings of physics, who look for an appropriate, easy, fresh, and modern approach to the field. In the present first volume the essential principles of quantum mechanics are worked out. in order to be able to develop their mathematical formulation as fastly and clearly as possible, systematically between wave mechanics and algebraic presentation is changed. Beside themes, which are traditionally in textbooks of quantum mechanics, extensively actual aspects like interaction-free quantum measurement, neutrino oscillations, or quantum cryptography are considered as well as fundamental problems and epistemological questions discussed, as they occur in connection with the measurement process. The list of the postulates of quantum mechanics closes this volume; they form the framework for the extensions and applications, which are discussed in the second volume. The required mathematical aids are introduced step by step. In the appendix the most important mathematical tools are compactly collected, so that supplementing literature can be far reachingly abandoned. Furthermore in the appendix supplementing themes are deepened as for instance the Quantum Zeno effect or delayed-choice experiments.

  8. Distribution of chirality in the quantum walk: Markov process and entanglement

    International Nuclear Information System (INIS)

    Romanelli, Alejandro

    2010-01-01

    The asymptotic behavior of the quantum walk on the line is investigated, focusing on the probability distribution of chirality independently of position. It is shown analytically that this distribution has a longtime limit that is stationary and depends on the initial conditions. This result is unexpected in the context of the unitary evolution of the quantum walk as it is usually linked to a Markovian process. The asymptotic value of the entanglement between the coin and the position is determined by the chirality distribution. For given asymptotic values of both the entanglement and the chirality distribution, it is possible to find the corresponding initial conditions within a particular class of spatially extended Gaussian distributions.

  9. The area distribution of two-dimensional random walks and non-Hermitian Hofstadter quantum mechanics

    International Nuclear Information System (INIS)

    Matveenko, Sergey; Ouvry, Stéphane

    2014-01-01

    When random walks on a square lattice are biased horizontally to move solely to the right, the probability distribution of their algebraic area can be obtained exactly (Mashkevich and Ouvry 2009 J. Stat. Phys. 137 71). We explicitly map this biased classical random system onto a non-Hermitian Hofstadter-like quantum model where a charged particle on a square lattice coupled to a perpendicular magnetic field hops only to the right. For the commensurate case, when the magnetic flux per unit cell is rational, an exact solution of the quantum model is obtained. The periodicity of the lattice allows one to relate traces of the Nth power of the Hamiltonian to probability distribution generating functions of biased walks of length N. (paper)

  10. Effects of systematic phase errors on optimized quantum random-walk search algorithm

    International Nuclear Information System (INIS)

    Zhang Yu-Chao; Bao Wan-Su; Wang Xiang; Fu Xiang-Qun

    2015-01-01

    This study investigates the effects of systematic errors in phase inversions on the success rate and number of iterations in the optimized quantum random-walk search algorithm. Using the geometric description of this algorithm, a model of the algorithm with phase errors is established, and the relationship between the success rate of the algorithm, the database size, the number of iterations, and the phase error is determined. For a given database size, we obtain both the maximum success rate of the algorithm and the required number of iterations when phase errors are present in the algorithm. Analyses and numerical simulations show that the optimized quantum random-walk search algorithm is more robust against phase errors than Grover’s algorithm. (paper)

  11. Limitations of discrete-time quantum walk on a one-dimensional infinite chain

    Science.gov (United States)

    Lin, Jia-Yi; Zhu, Xuanmin; Wu, Shengjun

    2018-04-01

    How well can we manipulate the state of a particle via a discrete-time quantum walk? We show that the discrete-time quantum walk on a one-dimensional infinite chain with coin operators that are independent of the position can only realize product operators of the form eiξ A ⊗1p, which cannot change the position state of the walker. We present a scheme to construct all possible realizations of all the product operators of the form eiξ A ⊗1p. When the coin operators are dependent on the position, we show that the translation operators on the position can not be realized via a DTQW with coin operators that are either the identity operator 1 or the Pauli operator σx.

  12. Novel pseudo-random number generator based on quantum random walks

    Science.gov (United States)

    Yang, Yu-Guang; Zhao, Qian-Qian

    2016-02-01

    In this paper, we investigate the potential application of quantum computation for constructing pseudo-random number generators (PRNGs) and further construct a novel PRNG based on quantum random walks (QRWs), a famous quantum computation model. The PRNG merely relies on the equations used in the QRWs, and thus the generation algorithm is simple and the computation speed is fast. The proposed PRNG is subjected to statistical tests such as NIST and successfully passed the test. Compared with the representative PRNG based on quantum chaotic maps (QCM), the present QRWs-based PRNG has some advantages such as better statistical complexity and recurrence. For example, the normalized Shannon entropy and the statistical complexity of the QRWs-based PRNG are 0.999699456771172 and 1.799961178212329e-04 respectively given the number of 8 bits-words, say, 16Mbits. By contrast, the corresponding values of the QCM-based PRNG are 0.999448131481064 and 3.701210794388818e-04 respectively. Thus the statistical complexity and the normalized entropy of the QRWs-based PRNG are closer to 0 and 1 respectively than those of the QCM-based PRNG when the number of words of the analyzed sequence increases. It provides a new clue to construct PRNGs and also extends the applications of quantum computation.

  13. Novel pseudo-random number generator based on quantum random walks.

    Science.gov (United States)

    Yang, Yu-Guang; Zhao, Qian-Qian

    2016-02-04

    In this paper, we investigate the potential application of quantum computation for constructing pseudo-random number generators (PRNGs) and further construct a novel PRNG based on quantum random walks (QRWs), a famous quantum computation model. The PRNG merely relies on the equations used in the QRWs, and thus the generation algorithm is simple and the computation speed is fast. The proposed PRNG is subjected to statistical tests such as NIST and successfully passed the test. Compared with the representative PRNG based on quantum chaotic maps (QCM), the present QRWs-based PRNG has some advantages such as better statistical complexity and recurrence. For example, the normalized Shannon entropy and the statistical complexity of the QRWs-based PRNG are 0.999699456771172 and 1.799961178212329e-04 respectively given the number of 8 bits-words, say, 16Mbits. By contrast, the corresponding values of the QCM-based PRNG are 0.999448131481064 and 3.701210794388818e-04 respectively. Thus the statistical complexity and the normalized entropy of the QRWs-based PRNG are closer to 0 and 1 respectively than those of the QCM-based PRNG when the number of words of the analyzed sequence increases. It provides a new clue to construct PRNGs and also extends the applications of quantum computation.

  14. Quantum walks

    CSIR Research Space (South Africa)

    Sephton, Bereneice

    2017-12-01

    Full Text Available stream_source_info Sephton_19967_2017.pdf.txt stream_content_type text/plain stream_size 36951 Content-Encoding UTF-8 stream_name Sephton_19967_2017.pdf.txt Content-Type text/plain; charset=UTF-8 d at a, p in gi n g th... e w at er c o lu m n a n d re co rd in g it s te m p er at u re a n d t h e ve lo ci ti es o f it s cu rr en ts . � e d at a ar e st o re d i n t h e d ev ic es , p at ie n tl y w ai ti n g fo r sc ie n ti st s to c al l t h e...

  15. Coherent chemical kinetics as quantum walks. II. Radical-pair reactions in Arabidopsis thaliana

    Science.gov (United States)

    Chia, A.; Górecka, A.; Kurzyński, P.; Paterek, T.; Kaszlikowski, D.

    2016-03-01

    We apply the quantum-walk approach proposed in the preceding paper [A. Chia et al., preceding paper, Phys. Rev. E 93, 032407 (2016), 10.1103/PhysRevE.93.032407] to a radical-pair reaction where realistic estimates for the intermediate transition rates are available. The well-known average hitting time from quantum walks can be adopted as a measure of how quickly the reaction occurs and we calculate this for varying degrees of dephasing in the radical pair. The time for the radical pair to react to a product is found to be independent of the amount of dephasing introduced, even in the limit of no dephasing where the transient population dynamics exhibits strong coherent oscillations. This can be seen to arise from the existence of a rate-limiting step in the reaction and we argue that in such examples, a purely classical model based on rate equations can be used for estimating the time scale of the reaction but not necessarily its population dynamics.

  16. Dynamical continuous time random Lévy flights

    Science.gov (United States)

    Liu, Jian; Chen, Xiaosong

    2016-03-01

    The Lévy flights' diffusive behavior is studied within the framework of the dynamical continuous time random walk (DCTRW) method, while the nonlinear friction is introduced in each step. Through the DCTRW method, Lévy random walker in each step flies by obeying the Newton's Second Law while the nonlinear friction f(v) = - γ0v - γ2v3 being considered instead of Stokes friction. It is shown that after introducing the nonlinear friction, the superdiffusive Lévy flights converges, behaves localization phenomenon with long time limit, but for the Lévy index μ = 2 case, it is still Brownian motion.

  17. Analytical solutions for quantum walks on 1D chain with different shift operators

    International Nuclear Information System (INIS)

    Xu, Xin-Ping; Zhang, Xiao-Kun; Ide, Yusuke; Konno, Norio

    2014-01-01

    In this paper, we study the discrete-time quantum walks on 1D Chain with the moving and swapping shift operators. We derive analytical solutions for the eigenvalues and eigenstates of the evolution operator U -hat using the Chebyshev polynomial technique, and calculate the long-time averaged probabilities for the two different shift operators respectively. It is found that the probability distributions for the moving and swapping shift operators display completely different characteristics. For the moving shift operator, the probability distribution exhibits high symmetry where the probabilities at mirror positions are equal. The probabilities are inversely proportional to the system size N and approach to zero as N→∞. On the contrary, for the swapping shift operator, the probability distribution is not symmetric, the probability distribution approaches to a power-law stationary distribution as N→∞ under certain coin parameter condition. We show that such power-law stationary distribution is determined by the eigenstates of the eigenvalues ±1 and calculate the intrinsic probability for different starting positions. Our findings suggest that the eigenstates corresponding to eigenvalues ±1 play an important role for the swapping shift operator. - Highlights: • QWs on 1D chain with the moving and swapping operators are studied for the first time. • We derive analytical results for the probability distribution for the two operators. •We compare the dynamics of QWs with two different shift operators. • We find the particular eigenvalues ±1 play an important role for the dynamics. • We use the Chebyshev technique to treat the problem

  18. Parameter Estimation in Continuous Time Domain

    Directory of Open Access Journals (Sweden)

    Gabriela M. ATANASIU

    2016-12-01

    Full Text Available This paper will aim to presents the applications of a continuous-time parameter estimation method for estimating structural parameters of a real bridge structure. For the purpose of illustrating this method two case studies of a bridge pile located in a highly seismic risk area are considered, for which the structural parameters for the mass, damping and stiffness are estimated. The estimation process is followed by the validation of the analytical results and comparison with them to the measurement data. Further benefits and applications for the continuous-time parameter estimation method in civil engineering are presented in the final part of this paper.

  19. a Continuous-Time Positive Linear System

    Directory of Open Access Journals (Sweden)

    Kyungsup Kim

    2013-01-01

    Full Text Available This paper discusses a computational method to construct positive realizations with sparse matrices for continuous-time positive linear systems with multiple complex poles. To construct a positive realization of a continuous-time system, we use a Markov sequence similar to the impulse response sequence that is used in the discrete-time case. The existence of the proposed positive realization can be analyzed with the concept of a polyhedral convex cone. We provide a constructive algorithm to compute positive realizations with sparse matrices of some positive systems under certain conditions. A sufficient condition for the existence of a positive realization, under which the proposed constructive algorithm works well, is analyzed.

  20. Stochastic volatility of volatility in continuous time

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole; Veraart, Almut

    This paper introduces the concept of stochastic volatility of volatility in continuous time and, hence, extends standard stochastic volatility (SV) models to allow for an additional source of randomness associated with greater variability in the data. We discuss how stochastic volatility...... of volatility can be defined both non-parametrically, where we link it to the quadratic variation of the stochastic variance process, and parametrically, where we propose two new SV models which allow for stochastic volatility of volatility. In addition, we show that volatility of volatility can be estimated...

  1. Survival probability in a one-dimensional quantum walk on a trapped lattice

    International Nuclear Information System (INIS)

    Goenuelol, Meltem; Aydiner, Ekrem; Shikano, Yutaka; Muestecaplioglu, Oezguer E

    2011-01-01

    The dynamics of the survival probability of quantum walkers on a one-dimensional lattice with random distribution of absorbing immobile traps is investigated. The survival probability of quantum walkers is compared with that of classical walkers. It is shown that the time dependence of the survival probability of quantum walkers has a piecewise stretched exponential character depending on the density of traps in numerical and analytical observations. The crossover between the quantum analogues of the Rosenstock and Donsker-Varadhan behavior is identified.

  2. Expectation propagation for continuous time stochastic processes

    International Nuclear Information System (INIS)

    Cseke, Botond; Schnoerr, David; Sanguinetti, Guido; Opper, Manfred

    2016-01-01

    We consider the inverse problem of reconstructing the posterior measure over the trajectories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive approximations to the posterior distributions of single time marginals using variational approximate inference, giving rise to an expectation propagation type algorithm. For non-linear diffusion processes, this is achieved by leveraging moment closure approximations. We then show how the approximation can be extended to a wide class of discrete-state Markov jump processes by making use of the chemical Langevin equation. Our empirical results show that the proposed method is computationally efficient and provides good approximations for these classes of inverse problems. (paper)

  3. Quantum group random walks in strongly correlated 2+1 D spin systems

    International Nuclear Information System (INIS)

    Protogenov, A.P.; Rostovtsev, Yu.V.; Verbus, V.A.

    1994-06-01

    We consider the temporal evolution of strong correlated degrees of freedom in 2+1 D spin systems using the Wilson operator eigenvalues as variables. It is shown that the quantum-group diffusion equation at deformation parameter q being the k-th root of unity has the polynomial solution of degree k. (author). 20 refs, 1 tab

  4. Sensitivity of quantum walks to a boundary of two-dimensional lattices: approaches based on the CGMV method and topological phases

    International Nuclear Information System (INIS)

    Endo, Takako; Konno, Norio; Obuse, Hideaki; Segawa, Etsuo

    2017-01-01

    In this paper, we treat quantum walks in a two-dimensional lattice with cutting edges along a straight boundary introduced by Asboth and Edge (2015 Phys. Rev . A 91 022324) in order to study one-dimensional edge states originating from topological phases of matter and to obtain collateral evidence of how a quantum walker reacts to the boundary. Firstly, we connect this model to the CMV matrix, which provides a 5-term recursion relation of the Laurent polynomial associated with spectral measure on the unit circle. Secondly, we explicitly derive the spectra of bulk and edge states of the quantum walk with the boundary using spectral analysis of the CMV matrix. Thirdly, while topological numbers of the model studied so far are well-defined only when gaps in the bulk spectrum exist, we find a new topological number defined only when there are no gaps in the bulk spectrum. We confirm that the existence of the spectrum for edge states derived from the CMV matrix is consistent with the prediction from a bulk-edge correspondence using topological numbers calculated in the cases where gaps in the bulk spectrum do or do not exist. Finally, we show how the edge states contribute to the asymptotic behavior of the quantum walk through limit theorems of the finding probability. Conversely, we also propose a differential equation using this limit distribution whose solution is the underlying edge state. (paper)

  5. Correlated continuous-time random walks—scaling limits and Langevin picture

    International Nuclear Information System (INIS)

    Magdziarz, Marcin; Metzler, Ralf; Szczotka, Wladyslaw; Zebrowski, Piotr

    2012-01-01

    In this paper we analyze correlated continuous-time random walks introduced recently by Tejedor and Metzler (2010 J. Phys. A: Math. Theor. 43 082002). We obtain the Langevin equations associated with this process and the corresponding scaling limits of their solutions. We prove that the limit processes are self-similar and display anomalous dynamics. Moreover, we extend the model to include external forces. Our results are confirmed by Monte Carlo simulations

  6. A continuous-time control model on production planning network ...

    African Journals Online (AJOL)

    A continuous-time control model on production planning network. DEA Omorogbe, MIU Okunsebor. Abstract. In this paper, we give a slightly detailed review of Graves and Hollywood model on constant inventory tactical planning model for a job shop. The limitations of this model are pointed out and a continuous time ...

  7. Continuous Time Modeling of the Cross-Lagged Panel Design

    NARCIS (Netherlands)

    Oud, J.H.L.

    2002-01-01

    Since Newton (1642-1727) continuous time modeling by means of differential equations is the standard approach of dynamic phenomena in natural science. It is argued that most processes in behavioral science also unfold in continuous time and should be analyzed accordingly. After dealing with the

  8. Integral-Value Models for Outcomes over Continuous Time

    DEFF Research Database (Denmark)

    Harvey, Charles M.; Østerdal, Lars Peter

    Models of preferences between outcomes over continuous time are important for individual, corporate, and social decision making, e.g., medical treatment, infrastructure development, and environmental regulation. This paper presents a foundation for such models. It shows that conditions on prefere...... on preferences between real- or vector-valued outcomes over continuous time are satisfied if and only if the preferences are represented by a value function having an integral form......Models of preferences between outcomes over continuous time are important for individual, corporate, and social decision making, e.g., medical treatment, infrastructure development, and environmental regulation. This paper presents a foundation for such models. It shows that conditions...

  9. 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.

  10. Unifying Pore Network Modeling, Continuous Time Random Walk Theory and Experiment - Accomplishments and Future Directions

    Science.gov (United States)

    Bijeljic, B.

    2008-05-01

    This talk will describe and highlight the advantages offered by a methodology that unifies pore network modeling, CTRW theory and experiment in description of solute dispersion in porous media. Solute transport in a porous medium is characterized by the interplay of advection and diffusion (described by Peclet number, Pe) that cause spreading of solute particles. This spreading is traditionally described by dispersion coefficients, D, defined by σ 2 = 2Dt, where σ 2 is the variance of the solute position and t is the time. Using a pore-scale network model based on particle tracking, the rich Peclet- number dependence of dispersion coefficient is predicted from first principles and is shown to compare well with experimental data for restricted diffusion, transition, power-law and mechanical dispersion regimes in the asymptotic limit. In the asymptotic limit D is constant and can be used in an averaged advection-dispersion equation. However, it is highly important to recognize that, until the velocity field is fully sampled, the particle transport is non-Gaussian and D possesses temporal or spatial variation. Furthermore, temporal probability density functions (PDF) of tracer particles are studied in pore networks and an excellent agreement for the spectrum of transition times for particles from pore to pore is obtained between network model results and CTRW theory. Based on the truncated power-law interpretation of PDF-s, the physical origin of the power-law scaling of dispersion coefficient vs. Peclet number has been explained for unconsolidated porous media, sands and a number of sandstones, arriving at the same conclusion from numerical network modelling, analytic CTRW theory and experiment. Future directions for further applications of the methodology presented are discussed in relation to the scale- dependent solute dispersion and reactive transport. Significance of pre-asymptotic dispersion in porous media is addressed from pore-scale upwards and the impact of heterogeneity is discussed. The length traveled by solute plumes before Gaussian behaviour is reached increases with an increase in heterogeneity and/or Pe. This opens up the question on the nature of dispersion in natural systems where the heterogeneities at the larger scales will profoundly increase the range of velocities in the aquifer, thus considerably delaying the asymptotic approach to Gaussian behaviour. As a consequence, the asymptotic behaviour might not be reached at the field scale.

  11. Price Formation Modelling by Continuous-Time Random Walk: An Empirical Study

    Directory of Open Access Journals (Sweden)

    Frédéric Délèze

    2015-01-01

    Full Text Available Markovian and non-Markovian\tmodels are presented to\tmodel the futures\tmarket price formation.\tWe show that\tthe\twaiting-time\tand\tthe\tsurvival\tprobabilities\thave\ta\tsignificant\timpact\ton\tthe\tprice\tdynamics.\tThis\tstudy tests\tanalytical\tsolutions\tand\tpresent\tnumerical\tresults for the\tprobability\tdensity function\tof the\tcontinuoustime random\twalk\tusing\ttick-by-tick\tquotes\tprices\tfor\tthe\tDAX\t30\tindex\tfutures.

  12. Comparing classical and quantum PageRanks

    Science.gov (United States)

    Loke, T.; Tang, J. W.; Rodriguez, J.; Small, M.; Wang, J. B.

    2017-01-01

    Following recent developments in quantum PageRanking, we present a comparative analysis of discrete-time and continuous-time quantum-walk-based PageRank algorithms. Relative to classical PageRank and to different extents, the quantum measures better highlight secondary hubs and resolve ranking degeneracy among peripheral nodes for all networks we studied in this paper. For the discrete-time case, we investigated the periodic nature of the walker's probability distribution for a wide range of networks and found that the dominant period does not grow with the size of these networks. Based on this observation, we introduce a new quantum measure using the maximum probabilities of the associated walker during the first couple of periods. This is particularly important, since it leads to a quantum PageRanking scheme that is scalable with respect to network size.

  13. Lévy walks

    Science.gov (United States)

    Zaburdaev, V.; Denisov, S.; Klafter, J.

    2015-04-01

    Random walk is a fundamental concept with applications ranging from quantum physics to econometrics. Remarkably, one specific model of random walks appears to be ubiquitous across many fields as a tool to analyze transport phenomena in which the dispersal process is faster than dictated by Brownian diffusion. The Lévy-walk model combines two key features, the ability to generate anomalously fast diffusion and a finite velocity of a random walker. Recent results in optics, Hamiltonian chaos, cold atom dynamics, biophysics, and behavioral science demonstrate that this particular type of random walk provides significant insight into complex transport phenomena. This review gives a self-consistent introduction to Lévy walks, surveys their existing applications, including latest advances, and outlines further perspectives.

  14. Continuous Time Structural Equation Modeling with R Package ctsem

    Directory of Open Access Journals (Sweden)

    Charles C. Driver

    2017-04-01

    Full Text Available We introduce ctsem, an R package for continuous time structural equation modeling of panel (N > 1 and time series (N = 1 data, using full information maximum likelihood. Most dynamic models (e.g., cross-lagged panel models in the social and behavioural sciences are discrete time models. An assumption of discrete time models is that time intervals between measurements are equal, and that all subjects were assessed at the same intervals. Violations of this assumption are often ignored due to the difficulty of accounting for varying time intervals, therefore parameter estimates can be biased and the time course of effects becomes ambiguous. By using stochastic differential equations to estimate an underlying continuous process, continuous time models allow for any pattern of measurement occasions. By interfacing to OpenMx, ctsem combines the flexible specification of structural equation models with the enhanced data gathering opportunities and improved estimation of continuous time models. ctsem can estimate relationships over time for multiple latent processes, measured by multiple noisy indicators with varying time intervals between observations. Within and between effects are estimated simultaneously by modeling both observed covariates and unobserved heterogeneity. Exogenous shocks with different shapes, group differences, higher order diffusion effects and oscillating processes can all be simply modeled. We first introduce and define continuous time models, then show how to specify and estimate a range of continuous time models using ctsem.

  15. On Transaction-Cost Models in Continuous-Time Markets

    Directory of Open Access Journals (Sweden)

    Thomas Poufinas

    2015-04-01

    Full Text Available Transaction-cost models in continuous-time markets are considered. Given that investors decide to buy or sell at certain time instants, we study the existence of trading strategies that reach a certain final wealth level in continuous-time markets, under the assumption that transaction costs, built in certain recommended ways, have to be paid. Markets prove to behave in manners that resemble those of complete ones for a wide variety of transaction-cost types. The results are important, but not exclusively, for the pricing of options with transaction costs.

  16. A continuous time formulation of the Regge calculus

    International Nuclear Information System (INIS)

    Brewin, Leo

    1988-01-01

    A complete continuous time formulation of the Regge calculus is presented by developing the associated continuous time Regge action. It is shown that the time constraint is, by way of the Bianchi identities conserved by the evolution equations. This analysis leads to an explicit first integral for each of the evolution equations. The dynamical equations of the theory are therefore reduced to a set of first-order differential equations. In this formalism the time constraints reduce to a simple sum of the integration constants. This result is unique to the Regge calculus-there does not appear to be a complete set of first integrals available for the vacuum Einstein equations. (author)

  17. Fermion bag approach to Hamiltonian lattice field theories in continuous time

    Science.gov (United States)

    Huffman, Emilie; Chandrasekharan, Shailesh

    2017-12-01

    We extend the idea of fermion bags to Hamiltonian lattice field theories in the continuous time formulation. Using a class of models we argue that the temperature is a parameter that splits the fermion dynamics into small spatial regions that can be used to identify fermion bags. Using this idea we construct a continuous time quantum Monte Carlo algorithm and compute critical exponents in the 3 d Ising Gross-Neveu universality class using a single flavor of massless Hamiltonian staggered fermions. We find η =0.54 (6 ) and ν =0.88 (2 ) using lattices up to N =2304 sites. We argue that even sizes up to N =10 ,000 sites should be accessible with supercomputers available today.

  18. Alzheimer random walk

    Science.gov (United States)

    Odagaki, Takashi; Kasuya, Keisuke

    2017-09-01

    Using the Monte Carlo simulation, we investigate a memory-impaired self-avoiding walk on a square lattice in which a random walker marks each of sites visited with a given probability p and makes a random walk avoiding the marked sites. Namely, p = 0 and p = 1 correspond to the simple random walk and the self-avoiding walk, respectively. When p> 0, there is a finite probability that the walker is trapped. We show that the trap time distribution can well be fitted by Stacy's Weibull distribution b(a/b){a+1}/{b}[Γ({a+1}/{b})]-1x^a\\exp(-a/bx^b)} where a and b are fitting parameters depending on p. We also find that the mean trap time diverges at p = 0 as p- α with α = 1.89. In order to produce sufficient number of long walks, we exploit the pivot algorithm and obtain the mean square displacement and its Flory exponent ν(p) as functions of p. We find that the exponent determined for 1000 step walks interpolates both limits ν(0) for the simple random walk and ν(1) for the self-avoiding walk as [ ν(p) - ν(0) ] / [ ν(1) - ν(0) ] = pβ with β = 0.388 when p ≪ 0.1 and β = 0.0822 when p ≫ 0.1. Contribution to the Topical Issue "Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.

  19. Incomplete Continuous-time Securities Markets with Stochastic Income Volatility

    DEFF Research Database (Denmark)

    Christensen, Peter Ove; Larsen, Kasper

    2014-01-01

    We derive closed-form solutions for the equilibrium interest rate and market price of risk processes in an incomplete continuous-time market with uncertainty generated by Brownian motions. The economy has a finite number of heterogeneous exponential utility investors, who receive partially...

  20. Continuous time modeling of panel data by means of SEM

    NARCIS (Netherlands)

    Oud, J.H.L.; Delsing, M.J.M.H.; Montfort, C.A.G.M.; Oud, J.H.L.; Satorra, A.

    2010-01-01

    After a brief history of continuous time modeling and its implementation in panel analysis by means of structural equation modeling (SEM), the problems of discrete time modeling are discussed in detail. This is done by means of the popular cross-lagged panel design. Next, the exact discrete model

  1. Identification of continuous-time systems from samples of input ...

    Indian Academy of Sciences (India)

    Abstract. This paper presents an introductory survey of the methods that have been developed for identification of continuous-time systems from samples of input±output data. The two basic approaches may be described as (i) the indirect method, where first a discrete-time model is estimated from the sampled data and then ...

  2. Incomplete Continuous-Time Securities Markets with Stochastic Income Volatility

    DEFF Research Database (Denmark)

    Christensen, Peter Ove; Larsen, Kasper

    In an incomplete continuous-time securities market governed by Brownian motions, we derive closed-form solutions for the equilibrium risk-free rate and equity premium processes. The economy has a finite number of heterogeneous exponential utility investors, who receive partially unspanned income ...

  3. 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

  4. 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

  5. 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...

  6. Noise Simulation of Continuous-Time ΣΔ Modulators

    International Nuclear Information System (INIS)

    Arias, J.; Quintanilla, L.; Bisbal, D.; San Pablo, J.; Enriquez, L.; Vicente, J.; Barbolla, J.

    2005-01-01

    In this work, an approach for the simulation of the effect of noise sources in the performance of continuous-time ΔΣ modulators is presented. Electrical noise including thermal noise, 1/f noise and clock jitter are included in a simulation program and their impact on the system performance is analyzed

  7. A mean-variance frontier in discrete and continuous time

    NARCIS (Netherlands)

    Bekker, Paul A.

    2004-01-01

    The paper presents a mean-variance frontier based on dynamic frictionless investment strategies in continuous time. The result applies to a finite number of risky assets whose price process is given by multivariate geometric Brownian motion with deterministically varying coefficients. The derivation

  8. Stability and the structure of continuous-time economic models

    NARCIS (Netherlands)

    Nieuwenhuis, H.J.; Schoonbeek, L.

    In this paper we investigate the relationship between the stability of macroeconomic, or macroeconometric, continuous-time models and the structure of the matrices appearing in these models. In particular, we concentrate on dominant-diagonal structures. We derive general stability results for models

  9. A stochastic surplus production model in continuous time

    DEFF Research Database (Denmark)

    Pedersen, Martin Wæver; Berg, Casper Willestofte

    2017-01-01

    surplus production model in continuous time (SPiCT), which in addition to stock dynamics also models the dynamics of the fisheries. This enables error in the catch process to be reflected in the uncertainty of estimated model parameters and management quantities. Benefits of the continuous-time state......Surplus production modelling has a long history as a method for managing data-limited fish stocks. Recent advancements have cast surplus production models as state-space models that separate random variability of stock dynamics from error in observed indices of biomass. We present a stochastic......-space model formulation include the ability to provide estimates of exploitable biomass and fishing mortality at any point in time from data sampled at arbitrary and possibly irregular intervals. We show in a simulation that the ability to analyse subannual data can increase the effective sample size...

  10. A mean-variance frontier in discrete and continuous time

    OpenAIRE

    Bekker, Paul A.

    2004-01-01

    The paper presents a mean-variance frontier based on dynamic frictionless investment strategies in continuous time. The result applies to a finite number of risky assets whose price process is given by multivariate geometric Brownian motion with deterministically varying coefficients. The derivation is based on the solution for the frontier in discrete time. Using the same multiperiod framework as Li and Ng (2000), I provide an alternative derivation and an alternative formulation of the solu...

  11. Continuous Time Portfolio Selection under Conditional Capital at Risk

    Directory of Open Access Journals (Sweden)

    Gordana Dmitrasinovic-Vidovic

    2010-01-01

    Full Text Available Portfolio optimization with respect to different risk measures is of interest to both practitioners and academics. For there to be a well-defined optimal portfolio, it is important that the risk measure be coherent and quasiconvex with respect to the proportion invested in risky assets. In this paper we investigate one such measure—conditional capital at risk—and find the optimal strategies under this measure, in the Black-Scholes continuous time setting, with time dependent coefficients.

  12. Continuous-Time Symmetric Hopfield Nets are Computationally Universal

    Czech Academy of Sciences Publication Activity Database

    Šíma, Jiří; Orponen, P.

    2003-01-01

    Roč. 15, č. 3 (2003), s. 693-733 ISSN 0899-7667 R&D Projects: GA AV ČR IAB2030007; GA ČR GA201/02/1456 Institutional research plan: AV0Z1030915 Keywords : continuous-time Hopfield network * Liapunov function * analog computation * computational power * Turing universality Subject RIV: BA - General Mathematics Impact factor: 2.747, year: 2003

  13. Parallel algorithms for simulating continuous time Markov chains

    Science.gov (United States)

    Nicol, David M.; Heidelberger, Philip

    1992-01-01

    We have previously shown that the mathematical technique of uniformization can serve as the basis of synchronization for the parallel simulation of continuous-time Markov chains. This paper reviews the basic method and compares five different methods based on uniformization, evaluating their strengths and weaknesses as a function of problem characteristics. The methods vary in their use of optimism, logical aggregation, communication management, and adaptivity. Performance evaluation is conducted on the Intel Touchstone Delta multiprocessor, using up to 256 processors.

  14. Estimation of Continuous Time Models in Economics: an Overview

    OpenAIRE

    Clifford R. Wymer

    2009-01-01

    The dynamics of economic behaviour is often developed in theory as a continuous time system. Rigorous estimation and testing of such systems, and the analysis of some aspects of their properties, is of particular importance in distinguishing between competing hypotheses and the resulting models. The consequences for the international economy during the past eighteen months of failures in the financial sector, and particularly the banking sector, make it essential that the dynamics of financia...

  15. Nine Walks

    DEFF Research Database (Denmark)

    2013-01-01

    Based on studies of, among others, the Situationists and their theories regarding walks as an artistic method and expression nine master students from “Studio Constructing an Archive”, Aarhus School of Architecture, Denmark performed nine walks as part of the exhibition. These walks relate...... to the students’ individual mappings of Behind the Green Door, its structure and content. They highlight a number of motifs found in the exhibition which are of particular interest to the students. The walks represented reflections on the walk as an artistic method and expression. Each walk is an individual...

  16. Martingale Regressions for a Continuous Time Model of Exchange Rates

    OpenAIRE

    Guo, Zi-Yi

    2017-01-01

    One of the daunting problems in international finance is the weak explanatory power of existing theories of the nominal exchange rates, the so-called “foreign exchange rate determination puzzle”. We propose a continuous-time model to study the impact of order flow on foreign exchange rates. The model is estimated by a newly developed econometric tool based on a time-change sampling from calendar to volatility time. The estimation results indicate that the effect of order flow on exchange rate...

  17. Price discovery in a continuous-time setting

    DEFF Research Database (Denmark)

    Dias, Gustavo Fruet; Fernandes, Marcelo; Scherrer, Cristina

    We formulate a continuous-time price discovery model in which the price discovery measure varies (stochastically) at daily frequency. We estimate daily measures of price discovery using a kernel-based OLS estimator instead of running separate daily VECM regressions as standard in the literature. We...... show that our estimator is not only consistent, but also outperforms the standard daily VECM in finite samples. We illustrate our theoretical findings by studying the price discovery process of 10 actively traded stocks in the U.S. from 2007 to 2013....

  18. Discrete and continuous time dynamic mean-variance analysis

    OpenAIRE

    Reiss, Ariane

    1999-01-01

    Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...

  19. Discrete time and continuous time dynamic mean-variance analysis

    OpenAIRE

    Reiss, Ariane

    1999-01-01

    Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...

  20. Fractional quantum mechanics on networks: Long-range dynamics and quantum transport.

    Science.gov (United States)

    Riascos, A P; Mateos, José L

    2015-11-01

    In this paper we study the quantum transport on networks with a temporal evolution governed by the fractional Schrödinger equation. We generalize the dynamics based on continuous-time quantum walks, with transitions to nearest neighbors on the network, to the fractional case that allows long-range displacements. By using the fractional Laplacian matrix of a network, we establish a formalism that combines a long-range dynamics with the quantum superposition of states; this general approach applies to any type of connected undirected networks, including regular, random, and complex networks, and can be implemented from the spectral properties of the Laplacian matrix. We study the fractional dynamics and its capacity to explore the network by means of the transition probability, the average probability of return, and global quantities that characterize the efficiency of this quantum process. As a particular case, we explore analytically these quantities for circulant networks such as rings, interacting cycles, and complete graphs.

  1. Random walk on random walks

    NARCIS (Netherlands)

    Hilário, M.; Hollander, den W.Th.F.; Sidoravicius, V.; Soares dos Santos, R.; Teixeira, A.

    2014-01-01

    In this paper we study a random walk in a one-dimensional dynamic random environment consisting of a collection of independent particles performing simple symmetric random walks in a Poisson equilibrium with density ¿¿(0,8). At each step the random walk performs a nearest-neighbour jump, moving to

  2. Quantum quincunx in cavity quantum electrodynamics

    International Nuclear Information System (INIS)

    Sanders, Barry C.; Bartlett, Stephen D.; Tregenna, Ben; Knight, Peter L.

    2003-01-01

    We introduce the quantum quincunx, which physically demonstrates the quantum walk and is analogous to Galton's quincunx for demonstrating the random walk by employing gravity to draw pellets through pegs on a board, thereby yielding a binomial distribution of final peg locations. In contradistinction to the theoretical studies of quantum walks over orthogonal lattice states, we introduce quantum walks over nonorthogonal lattice states (specifically, coherent states on a circle) to demonstrate that the key features of a quantum walk are observable albeit for strict parameter ranges. A quantum quincunx may be realized with current cavity quantum electrodynamics capabilities, and precise control over decoherence in such experiments allows a remarkable decrease in the position noise, or spread, with increasing decoherence

  3. Random walks and diffusion on networks

    Science.gov (United States)

    Masuda, Naoki; Porter, Mason A.; Lambiotte, Renaud

    2017-11-01

    Random walks are ubiquitous in the sciences, and they are interesting from both theoretical and practical perspectives. They are one of the most fundamental types of stochastic processes; can be used to model numerous phenomena, including diffusion, interactions, and opinions among humans and animals; and can be used to extract information about important entities or dense groups of entities in a network. Random walks have been studied for many decades on both regular lattices and (especially in the last couple of decades) on networks with a variety of structures. In the present article, we survey the theory and applications of random walks on networks, restricting ourselves to simple cases of single and non-adaptive random walkers. We distinguish three main types of random walks: discrete-time random walks, node-centric continuous-time random walks, and edge-centric continuous-time random walks. We first briefly survey random walks on a line, and then we consider random walks on various types of networks. We extensively discuss applications of random walks, including ranking of nodes (e.g., PageRank), community detection, respondent-driven sampling, and opinion models such as voter models.

  4. Nonequilibrium thermodynamic potentials for continuous-time Markov chains.

    Science.gov (United States)

    Verley, Gatien

    2016-01-01

    We connect the rare fluctuations of an equilibrium (EQ) process and the typical fluctuations of a nonequilibrium (NE) stationary process. In the framework of large deviation theory, this observation allows us to introduce NE thermodynamic potentials. For continuous-time Markov chains, we identify the relevant pairs of conjugated variables and propose two NE ensembles: one with fixed dynamics and fluctuating time-averaged variables, and another with fixed time-averaged variables, but a fluctuating dynamics. Accordingly, we show that NE processes are equivalent to conditioned EQ processes ensuring that NE potentials are Legendre dual. We find a variational principle satisfied by the NE potentials that reach their maximum in the NE stationary state and whose first derivatives produce the NE equations of state and second derivatives produce the NE Maxwell relations generalizing the Onsager reciprocity relations.

  5. Language Emptiness of Continuous-Time Parametric Timed Automata

    DEFF Research Database (Denmark)

    Benes, Nikola; Bezdek, Peter; Larsen, Kim Guldstrand

    2015-01-01

    Parametric timed automata extend the standard timed automata with the possibility to use parameters in the clock guards. In general, if the parameters are real-valued, the problem of language emptiness of such automata is undecidable even for various restricted subclasses. We thus focus on the case...... where parameters are assumed to be integer-valued, while the time still remains continuous. On the one hand, we show that the problem remains undecidable for parametric timed automata with three clocks and one parameter. On the other hand, for the case with arbitrary many clocks where only one......-time semantics only. To the best of our knowledge, this is the first positive result in the case of continuous-time and unbounded integer parameters, except for the rather simple case of single-clock automata....

  6. A Continuous-Time Model for Valuing Foreign Exchange Options

    Directory of Open Access Journals (Sweden)

    James J. Kung

    2013-01-01

    Full Text Available This paper makes use of stochastic calculus to develop a continuous-time model for valuing European options on foreign exchange (FX when both domestic and foreign spot rates follow a generalized Wiener process. Using the dollar/euro exchange rate as input for parameter estimation and employing our FX option model as a yardstick, we find that the traditional Garman-Kohlhagen FX option model, which assumes constant spot rates, values incorrectly calls and puts for different values of the ratio of exchange rate to exercise price. Specifically, it undervalues calls when the ratio is between 0.70 and 1.08, and it overvalues calls when the ratio is between 1.18 and 1.30, whereas it overvalues puts when the ratio is between 0.70 and 0.82, and it undervalues puts when the ratio is between 0.86 and 1.30.

  7. Theoretical issues in quantum computing: Graph isomorphism, PageRank, and Hamiltonian determination

    Science.gov (United States)

    Rudinger, Kenneth Michael

    This thesis explores several theoretical questions pertaining to quantum computing. First we examine several questions regarding multi-particle quantum random walk-based algorithms for the graph isomorphism problem. We find that there exists a non-trivial difference between continuous-time walks of one and two non-interacting particles as compared to non-interacting walks of three or more particles, in that the latter are able to distinguish many strongly regular graphs (SRGs), a class of graphs with many graph pairs that are difficult to distinguish. We demonstrate analytically where this distinguishing power comes from, and we show numerically that three-particle and four-particle non-interacting continuous-time walks can distinguish many pairs of strongly regular graphs. We additionally show that this distinguishing power, while it grows with particle number, is bounded, so that no continuous-time non-interacting walk of fixed particle number can distinguish all strongly regular graphs. We then investigate the relationship between continuous-time and discrete-time walks, in the context of the graph isomorphism problem. While it has been previously demonstrated numerically that discrete-time walks of non-interacting particles can distinguish some SRGs, we demonstrate where this distinguishing power comes from. We also show that while no continuous-time non-interacting walk of fixed particle number can distinguish SRGs, it remains a possibility that such a discrete-time walk could, leaving open the possibility of a non-trivial difference between discrete-time and continuous-time walks. The last piece of our work on graph isomorphism examines limitations on certain kinds of continuous-time walk-based algorithms for distinguishing graphs. We show that a very general class of continuous-time walk algorithms, with a broad class of allowable interactions, cannot distinguish all graphs. We next consider a previously-proposed quantum adiabatic algorithm for computing the

  8. Chaos and unpredictability in evolution of cooperation in continuous time

    Science.gov (United States)

    You, Taekho; Kwon, Minji; Jo, Hang-Hyun; Jung, Woo-Sung; Baek, Seung Ki

    2017-12-01

    Cooperators benefit others with paying costs. Evolution of cooperation crucially depends on the cost-benefit ratio of cooperation, denoted as c . In this work, we investigate the infinitely repeated prisoner's dilemma for various values of c with four of the representative memory-one strategies, i.e., unconditional cooperation, unconditional defection, tit-for-tat, and win-stay-lose-shift. We consider replicator dynamics which deterministically describes how the fraction of each strategy evolves over time in an infinite-sized well-mixed population in the presence of implementation error and mutation among the four strategies. Our finding is that this three-dimensional continuous-time dynamics exhibits chaos through a bifurcation sequence similar to that of a logistic map as c varies. If mutation occurs with rate μ ≪1 , the position of the bifurcation sequence on the c axis is numerically found to scale as μ0.1, and such sensitivity to μ suggests that mutation may have nonperturbative effects on evolutionary paths. It demonstrates how the microscopic randomness of the mutation process can be amplified to macroscopic unpredictability by evolutionary dynamics.

  9. Inverse Ising problem in continuous time: A latent variable approach

    Science.gov (United States)

    Donner, Christian; Opper, Manfred

    2017-12-01

    We consider the inverse Ising problem: the inference of network couplings from observed spin trajectories for a model with continuous time Glauber dynamics. By introducing two sets of auxiliary latent random variables we render the likelihood into a form which allows for simple iterative inference algorithms with analytical updates. The variables are (1) Poisson variables to linearize an exponential term which is typical for point process likelihoods and (2) Pólya-Gamma variables, which make the likelihood quadratic in the coupling parameters. Using the augmented likelihood, we derive an expectation-maximization (EM) algorithm to obtain the maximum likelihood estimate of network parameters. Using a third set of latent variables we extend the EM algorithm to sparse couplings via L1 regularization. Finally, we develop an efficient approximate Bayesian inference algorithm using a variational approach. We demonstrate the performance of our algorithms on data simulated from an Ising model. For data which are simulated from a more biologically plausible network with spiking neurons, we show that the Ising model captures well the low order statistics of the data and how the Ising couplings are related to the underlying synaptic structure of the simulated network.

  10. A continuous-time neural model for sequential action.

    Science.gov (United States)

    Kachergis, George; Wyatte, Dean; O'Reilly, Randall C; de Kleijn, Roy; Hommel, Bernhard

    2014-11-05

    Action selection, planning and execution are continuous processes that evolve over time, responding to perceptual feedback as well as evolving top-down constraints. Existing models of routine sequential action (e.g. coffee- or pancake-making) generally fall into one of two classes: hierarchical models that include hand-built task representations, or heterarchical models that must learn to represent hierarchy via temporal context, but thus far lack goal-orientedness. We present a biologically motivated model of the latter class that, because it is situated in the Leabra neural architecture, affords an opportunity to include both unsupervised and goal-directed learning mechanisms. Moreover, we embed this neurocomputational model in the theoretical framework of the theory of event coding (TEC), which posits that actions and perceptions share a common representation with bidirectional associations between the two. Thus, in this view, not only does perception select actions (along with task context), but actions are also used to generate perceptions (i.e. intended effects). We propose a neural model that implements TEC to carry out sequential action control in hierarchically structured tasks such as coffee-making. Unlike traditional feedforward discrete-time neural network models, which use static percepts to generate static outputs, our biological model accepts continuous-time inputs and likewise generates non-stationary outputs, making short-timescale dynamic predictions. © 2014 The Author(s) Published by the Royal Society. All rights reserved.

  11. Coaction versus reciprocity in continuous-time models of cooperation.

    Science.gov (United States)

    van Doorn, G Sander; Riebli, Thomas; Taborsky, Michael

    2014-09-07

    Cooperating animals frequently show closely coordinated behaviours organized by a continuous flow of information between interacting partners. Such real-time coaction is not captured by the iterated prisoner's dilemma and other discrete-time reciprocal cooperation games, which inherently feature a delay in information exchange. Here, we study the evolution of cooperation when individuals can dynamically respond to each other's actions. We develop continuous-time analogues of iterated-game models and describe their dynamics in terms of two variables, the propensity of individuals to initiate cooperation (altruism) and their tendency to mirror their partner's actions (coordination). These components of cooperation stabilize at an evolutionary equilibrium or show oscillations, depending on the chosen payoff parameters. Unlike reciprocal altruism, cooperation by coaction does not require that those willing to initiate cooperation pay in advance for uncertain future benefits. Correspondingly, we show that introducing a delay to information transfer between players is equivalent to increasing the cost of cooperation. Cooperative coaction can therefore evolve much more easily than reciprocal cooperation. When delays entirely prevent coordination, we recover results from the discrete-time alternating prisoner's dilemma, indicating that coaction and reciprocity are connected by a continuum of opportunities for real-time information exchange. Copyright © 2014 Elsevier Ltd. All rights reserved.

  12. Echocardiography as an indication of continuous-time cardiac quiescence

    Science.gov (United States)

    Wick, C. A.; Auffermann, W. F.; Shah, A. J.; Inan, O. T.; Bhatti, P. T.; Tridandapani, S.

    2016-07-01

    Cardiac computed tomography (CT) angiography using prospective gating requires that data be acquired during intervals of minimal cardiac motion to obtain diagnostic images of the coronary vessels free of motion artifacts. This work is intended to assess B-mode echocardiography as a continuous-time indication of these quiescent periods to determine if echocardiography can be used as a cost-efficient, non-ionizing modality to develop new prospective gating techniques for cardiac CT. These new prospective gating approaches will not be based on echocardiography itself but on CT-compatible modalities derived from the mechanics of the heart (e.g. seismocardiography and impedance cardiography), unlike the current standard electrocardiogram. To this end, echocardiography and retrospectively-gated CT data were obtained from ten patients with varied cardiac conditions. CT reconstructions were made throughout the cardiac cycle. Motion of the interventricular septum (IVS) was calculated from both echocardiography and CT reconstructions using correlation-based, deviation techniques. The IVS was chosen because it (1) is visible in echocardiography images, whereas the coronary vessels generally are not, and (2) has been shown to be a suitable indicator of cardiac quiescence. Quiescent phases were calculated as the minima of IVS motion and CT volumes were reconstructed for these phases. The diagnostic quality of the CT reconstructions from phases calculated from echocardiography and CT data was graded on a four-point Likert scale by a board-certified radiologist fellowship-trained in cardiothoracic radiology. Using a Wilcoxon signed-rank test, no significant difference in the diagnostic quality of the coronary vessels was found between CT volumes reconstructed from echocardiography- and CT-selected phases. Additionally, there was a correlation of 0.956 between the echocardiography- and CT-selected phases. This initial work suggests that B-mode echocardiography can be used as a

  13. Pedestrian Walking Behavior Revealed through a Random Walk Model

    Directory of Open Access Journals (Sweden)

    Hui Xiong

    2012-01-01

    Full Text Available This paper applies method of continuous-time random walks for pedestrian flow simulation. In the model, pedestrians can walk forward or backward and turn left or right if there is no block. Velocities of pedestrian flow moving forward or diffusing are dominated by coefficients. The waiting time preceding each jump is assumed to follow an exponential distribution. To solve the model, a second-order two-dimensional partial differential equation, a high-order compact scheme with the alternating direction implicit method, is employed. In the numerical experiments, the walking domain of the first one is two-dimensional with two entrances and one exit, and that of the second one is two-dimensional with one entrance and one exit. The flows in both scenarios are one way. Numerical results show that the model can be used for pedestrian flow simulation.

  14. Random walk through fractal environments

    International Nuclear Information System (INIS)

    Isliker, H.; Vlahos, L.

    2003-01-01

    We analyze random walk through fractal environments, embedded in three-dimensional, permeable space. Particles travel freely and are scattered off into random directions when they hit the fractal. The statistical distribution of the flight increments (i.e., of the displacements between two consecutive hittings) is analytically derived from a common, practical definition of fractal dimension, and it turns out to approximate quite well a power-law in the case where the dimension D F of the fractal is less than 2, there is though, always a finite rate of unaffected escape. Random walks through fractal sets with D F ≤2 can thus be considered as defective Levy walks. The distribution of jump increments for D F >2 is decaying exponentially. The diffusive behavior of the random walk is analyzed in the frame of continuous time random walk, which we generalize to include the case of defective distributions of walk increments. It is shown that the particles undergo anomalous, enhanced diffusion for D F F >2 is normal for large times, enhanced though for small and intermediate times. In particular, it follows that fractals generated by a particular class of self-organized criticality models give rise to enhanced diffusion. The analytical results are illustrated by Monte Carlo simulations

  15. Quantum

    CERN Document Server

    Al-Khalili, Jim

    2003-01-01

    In this lively look at quantum science, a physicist takes you on an entertaining and enlightening journey through the basics of subatomic physics. Along the way, he examines the paradox of quantum mechanics--beautifully mathematical in theory but confoundingly unpredictable in the real world. Marvel at the Dual Slit experiment as a tiny atom passes through two separate openings at the same time. Ponder the peculiar communication of quantum particles, which can remain in touch no matter how far apart. Join the genius jewel thief as he carries out a quantum measurement on a diamond without ever touching the object in question. Baffle yourself with the bizzareness of quantum tunneling, the equivalent of traveling partway up a hill, only to disappear then reappear traveling down the opposite side. With its clean, colorful layout and conversational tone, this text will hook you into the conundrum that is quantum mechanics.

  16. Control Theoretical Expression of Quantum Systems And Lower Bound of Finite Horizon Quantum Algorithms

    OpenAIRE

    Yanagisawa, Masahiro

    2007-01-01

    We provide a control theoretical method for a computational lower bound of quantum algorithms based on quantum walks of a finite time horizon. It is shown that given a quantum network, there exists a control theoretical expression of the quantum system and the transition probability of the quantum walk is related to a norm of the associated transfer function.

  17. Mesoscopic description of random walks on combs

    Science.gov (United States)

    Méndez, Vicenç; Iomin, Alexander; Campos, Daniel; Horsthemke, Werner

    2015-12-01

    Combs are a simple caricature of various types of natural branched structures, which belong to the category of loopless graphs and consist of a backbone and branches. We study continuous time random walks on combs and present a generic method to obtain their transport properties. The random walk along the branches may be biased, and we account for the effect of the branches by renormalizing the waiting time probability distribution function for the motion along the backbone. We analyze the overall diffusion properties along the backbone and find normal diffusion, anomalous diffusion, and stochastic localization (diffusion failure), respectively, depending on the characteristics of the continuous time random walk along the branches, and compare our analytical results with stochastic simulations.

  18. A continuous-time/discrete-time mixed audio-band sigma delta ADC

    International Nuclear Information System (INIS)

    Liu Yan; Hua Siliang; Wang Donghui; Hou Chaohuan

    2011-01-01

    This paper introduces a mixed continuous-time/discrete-time, single-loop, fourth-order, 4-bit audio-band sigma delta ADC that combines the benefits of continuous-time and discrete-time circuits, while mitigating the challenges associated with continuous-time design. Measurement results show that the peak SNR of this ADC reaches 100 dB and the total power consumption is less than 30 mW. (semiconductor integrated circuits)

  19. Quantum potential theory

    CERN Document Server

    Schürmann, Michael

    2008-01-01

    This volume contains the revised and completed notes of lectures given at the school "Quantum Potential Theory: Structure and Applications to Physics," held at the Alfried-Krupp-Wissenschaftskolleg in Greifswald from February 26 to March 10, 2007. Quantum potential theory studies noncommutative (or quantum) analogs of classical potential theory. These lectures provide an introduction to this theory, concentrating on probabilistic potential theory and it quantum analogs, i.e. quantum Markov processes and semigroups, quantum random walks, Dirichlet forms on C* and von Neumann algebras, and boundary theory. Applications to quantum physics, in particular the filtering problem in quantum optics, are also presented.

  20. Accurate Lithium-ion battery parameter estimation with continuous-time system identification methods

    International Nuclear Information System (INIS)

    Xia, Bing; Zhao, Xin; Callafon, Raymond de; Garnier, Hugues; Nguyen, Truong; Mi, Chris

    2016-01-01

    Highlights: • Continuous-time system identification is applied in Lithium-ion battery modeling. • Continuous-time and discrete-time identification methods are compared in detail. • The instrumental variable method is employed to further improve the estimation. • Simulations and experiments validate the advantages of continuous-time methods. - Abstract: The modeling of Lithium-ion batteries usually utilizes discrete-time system identification methods to estimate parameters of discrete models. However, in real applications, there is a fundamental limitation of the discrete-time methods in dealing with sensitivity when the system is stiff and the storage resolutions are limited. To overcome this problem, this paper adopts direct continuous-time system identification methods to estimate the parameters of equivalent circuit models for Lithium-ion batteries. Compared with discrete-time system identification methods, the continuous-time system identification methods provide more accurate estimates to both fast and slow dynamics in battery systems and are less sensitive to disturbances. A case of a 2"n"d-order equivalent circuit model is studied which shows that the continuous-time estimates are more robust to high sampling rates, measurement noises and rounding errors. In addition, the estimation by the conventional continuous-time least squares method is further improved in the case of noisy output measurement by introducing the instrumental variable method. Simulation and experiment results validate the analysis and demonstrate the advantages of the continuous-time system identification methods in battery applications.

  1. Integrating Continuous-Time and Discrete-Event Concepts in Process Modelling, Simulation and Control

    NARCIS (Netherlands)

    Beek, van D.A.; Gordijn, S.H.F.; Rooda, J.E.; Ertas, A.

    1995-01-01

    Currently, modelling of systems in the process industry requires the use of different specification languages for the specification of the discrete-event and continuous-time subsystems. In this way, models are restricted to individual subsystems of either a continuous-time or discrete-event nature.

  2. Allegheny County Walk Scores

    Data.gov (United States)

    Allegheny County / City of Pittsburgh / Western PA Regional Data Center — Walk Score measures the walkability of any address using a patented system developed by the Walk Score company. For each 2010 Census Tract centroid, Walk Score...

  3. Toe Walking in Children

    Science.gov (United States)

    ... prone to damage and weaken over time. This diagnosis might be more likely if your child initially walked normally before starting to toe walk. Autism. Toe walking has been linked to autism spectrum ...

  4. Exponential stability of continuous-time and discrete-time bidirectional associative memory networks with delays

    International Nuclear Information System (INIS)

    Liang Jinling; Cao Jinde

    2004-01-01

    First, convergence of continuous-time Bidirectional Associative Memory (BAM) neural networks are studied. By using Lyapunov functionals and some analysis technique, the delay-independent sufficient conditions are obtained for the networks to converge exponentially toward the equilibrium associated with the constant input sources. Second, discrete-time analogues of the continuous-time BAM networks are formulated and studied. It is shown that the convergence characteristics of the continuous-time systems are preserved by the discrete-time analogues without any restriction imposed on the uniform discretionary step size. An illustrative example is given to demonstrate the effectiveness of the obtained results

  5. Simulation of quantum dynamics with integrated photonics

    Science.gov (United States)

    Sansoni, Linda; Sciarrino, Fabio; Mataloni, Paolo; Crespi, Andrea; Ramponi, Roberta; Osellame, Roberto

    2012-12-01

    In recent years, quantum walks have been proposed as promising resources for the simulation of physical quantum systems. In fact it is widely adopted to simulate quantum dynamics. Up to now single particle quantum walks have been experimentally demonstrated by different approaches, while only few experiments involving many-particle quantum walks have been realized. Here we simulate the 2-particle dynamics on a discrete time quantum walk, built on an array of integrated waveguide beam splitters. The polarization independence of the quantum walk circuit allowed us to exploit the polarization entanglement to encode the symmetry of the two-photon wavefunction, thus the bunching-antibunching behavior of non interacting bosons and fermions has been simulated. We have also characterized the possible distinguishability and decoherence effects arising in such a structure. This study is necessary in view of the realization of a quantum simulator based on an integrated optical array built on a large number of beam splitters.

  6. CMOS continuous-time adaptive equalizers for high-speed serial links

    CERN Document Server

    Gimeno Gasca, Cecilia; Aldea Chagoyen, Concepción

    2015-01-01

    This book introduces readers to the design of adaptive equalization solutions integrated in standard CMOS technology for high-speed serial links. Since continuous-time equalizers offer various advantages as an alternative to discrete-time equalizers at multi-gigabit rates, this book provides a detailed description of continuous-time adaptive equalizers design - both at transistor and system levels-, their main characteristics and performances. The authors begin with a complete review and analysis of the state of the art of equalizers for wireline applications, describing why they are necessary, their types, and their main applications. Next, theoretical fundamentals of continuous-time adaptive equalizers are explored. Then, new structures are proposed to implement the different building blocks of the adaptive equalizer: line equalizer, loop-filters, power comparator, etc.  The authors demonstrate the design of a complete low-power, low-voltage, high-speed, continuous-time adaptive equalizer. Finally, a cost-...

  7. Dynamics of continuous-time bidirectional associative memory neural networks with impulses and their discrete counterparts

    International Nuclear Information System (INIS)

    Huo Haifeng; Li Wantong

    2009-01-01

    This paper is concerned with the global stability characteristics of a system of equations modelling the dynamics of continuous-time bidirectional associative memory neural networks with impulses. Sufficient conditions which guarantee the existence of a unique equilibrium and its exponential stability of the networks are obtained. For the goal of computation, discrete-time analogues of the corresponding continuous-time bidirectional associative memory neural networks with impulses are also formulated and studied. Our results show that the above continuous-time and discrete-time systems with impulses preserve the dynamics of the networks without impulses when we make some modifications and impose some additional conditions on the systems, the convergence characteristics dynamics of the networks are preserved by both continuous-time and discrete-time systems with some restriction imposed on the impulse effect.

  8. A Random Walk Picture of Basketball

    Science.gov (United States)

    Gabel, Alan; Redner, Sidney

    2012-02-01

    We analyze NBA basketball play-by-play data and found that scoring is well described by a weakly-biased, anti-persistent, continuous-time random walk. The time between successive scoring events follows an exponential distribution, with little memory between events. We account for a wide variety of statistical properties of scoring, such as the distribution of the score difference between opponents and the fraction of game time that one team is in the lead.

  9. Elastic LiDAR Fusion: Dense Map-Centric Continuous-Time SLAM

    OpenAIRE

    Park, Chanoh; Moghadam, Peyman; Kim, Soohwan; Elfes, Alberto; Fookes, Clinton; Sridharan, Sridha

    2017-01-01

    The concept of continuous-time trajectory representation has brought increased accuracy and efficiency to multi-modal sensor fusion in modern SLAM. However, regardless of these advantages, its offline property caused by the requirement of global batch optimization is critically hindering its relevance for real-time and life-long applications. In this paper, we present a dense map-centric SLAM method based on a continuous-time trajectory to cope with this problem. The proposed system locally f...

  10. Exploratory Study for Continuous-time Parameter Estimation of Ankle Dynamics

    Science.gov (United States)

    Kukreja, Sunil L.; Boyle, Richard D.

    2014-01-01

    Recently, a parallel pathway model to describe ankle dynamics was proposed. This model provides a relationship between ankle angle and net ankle torque as the sum of a linear and nonlinear contribution. A technique to identify parameters of this model in discrete-time has been developed. However, these parameters are a nonlinear combination of the continuous-time physiology, making insight into the underlying physiology impossible. The stable and accurate estimation of continuous-time parameters is critical for accurate disease modeling, clinical diagnosis, robotic control strategies, development of optimal exercise protocols for longterm space exploration, sports medicine, etc. This paper explores the development of a system identification technique to estimate the continuous-time parameters of ankle dynamics. The effectiveness of this approach is assessed via simulation of a continuous-time model of ankle dynamics with typical parameters found in clinical studies. The results show that although this technique improves estimates, it does not provide robust estimates of continuous-time parameters of ankle dynamics. Due to this we conclude that alternative modeling strategies and more advanced estimation techniques be considered for future work.

  11. Fire-Walking

    Science.gov (United States)

    Willey, David

    2010-01-01

    This article gives a brief history of fire-walking and then deals with the physics behind fire-walking. The author has performed approximately 50 fire-walks, took the data for the world's hottest fire-walk and was, at one time, a world record holder for the longest fire-walk (www.dwilley.com/HDATLTW/Record_Making_Firewalks.html). He currently…

  12. Robust model predictive control for constrained continuous-time nonlinear systems

    Science.gov (United States)

    Sun, Tairen; Pan, Yongping; Zhang, Jun; Yu, Haoyong

    2018-02-01

    In this paper, a robust model predictive control (MPC) is designed for a class of constrained continuous-time nonlinear systems with bounded additive disturbances. The robust MPC consists of a nonlinear feedback control and a continuous-time model-based dual-mode MPC. The nonlinear feedback control guarantees the actual trajectory being contained in a tube centred at the nominal trajectory. The dual-mode MPC is designed to ensure asymptotic convergence of the nominal trajectory to zero. This paper extends current results on discrete-time model-based tube MPC and linear system model-based tube MPC to continuous-time nonlinear model-based tube MPC. The feasibility and robustness of the proposed robust MPC have been demonstrated by theoretical analysis and applications to a cart-damper springer system and a one-link robot manipulator.

  13. Random walk of passive tracers among randomly moving obstacles

    OpenAIRE

    Gori, Matteo; Donato, Irene; Floriani, Elena; Nardecchia, Ilaria; Pettini, Marco

    2016-01-01

    Background: This study is mainly motivated by the need of understanding how the diffusion behaviour of a biomolecule (or even of a larger object) is affected by other moving macromolecules, organelles, and so on, inside a living cell, whence the possibility of understanding whether or not a randomly walking biomolecule is also subject to a long-range force field driving it to its target. Method: By means of the Continuous Time Random Walk (CTRW) technique the topic of random walk in random en...

  14. Randomized random walk on a random walk

    International Nuclear Information System (INIS)

    Lee, P.A.

    1983-06-01

    This paper discusses generalizations of the model introduced by Kehr and Kunter of the random walk of a particle on a one-dimensional chain which in turn has been constructed by a random walk procedure. The superimposed random walk is randomised in time according to the occurrences of a stochastic point process. The probability of finding the particle in a particular position at a certain instant is obtained explicitly in the transform domain. It is found that the asymptotic behaviour for large time of the mean-square displacement of the particle depends critically on the assumed structure of the basic random walk, giving a diffusion-like term for an asymmetric walk or a square root law if the walk is symmetric. Many results are obtained in closed form for the Poisson process case, and these agree with those given previously by Kehr and Kunter. (author)

  15. Optimization of Modulator and Circuits for Low Power Continuous-Time Delta-Sigma ADC

    DEFF Research Database (Denmark)

    Marker-Villumsen, Niels; Bruun, Erik

    2014-01-01

    This paper presents a new optimization method for achieving a minimum current consumption in a continuous-time Delta-Sigma analog-to-digital converter (ADC). The method is applied to a continuous-time modulator realised with active-RC integrators and with a folded-cascode operational transconduc...... levels are swept. Based on the results of the circuit analysis, for each modulator combination the summed current consumption of the 1st integrator and quantizer of the ADC is determined. By also sweeping the partitioning of the noise power for the different circuit parts, the optimum modulator...

  16. STATISTICAL ANALYSIS OF NOTATIONAL AFL DATA USING CONTINUOUS TIME MARKOV CHAINS

    Directory of Open Access Journals (Sweden)

    Denny Meyer

    2006-12-01

    Full Text Available Animal biologists commonly use continuous time Markov chain models to describe patterns of animal behaviour. In this paper we consider the use of these models for describing AFL football. In particular we test the assumptions for continuous time Markov chain models (CTMCs, with time, distance and speed values associated with each transition. Using a simple event categorisation it is found that a semi-Markov chain model is appropriate for this data. This validates the use of Markov Chains for future studies in which the outcomes of AFL matches are simulated

  17. Photonic Quantum Information Processing

    International Nuclear Information System (INIS)

    Walther, P.

    2012-01-01

    The advantage of the photon's mobility makes optical quantum system ideally suited for delegated quantum computation. I will present results for the realization for a measurement-based quantum network in a client-server environment, where quantum information is securely communicated and computed. Related to measurement-based quantum computing I will discuss a recent experiment showing that quantum discord can be used as resource for the remote state preparation, which might shine new light on the requirements for quantum-enhanced information processing. Finally, I will briefly review recent photonic quantum simulation experiments of four frustrated Heisenberg-interactions spins and present an outlook of feasible simulation experiments with more complex interactions or random walk structures. As outlook I will discuss the current status of new quantum technology for improving the scalability of photonic quantum systems by using superconducting single-photon detectors and tailored light-matter interactions. (author)

  18. Metastability of Reversible Random Walks in Potential Fields

    Science.gov (United States)

    Landim, C.; Misturini, R.; Tsunoda, K.

    2015-09-01

    Let be an open and bounded subset of , and let be a twice continuously differentiable function. Denote by the discretization of , , and denote by the continuous-time, nearest-neighbor, random walk on which jumps from to at rate . We examine in this article the metastable behavior of among the wells of the potential F.

  19. Relative entropy and waiting time for continuous-time Markov processes

    NARCIS (Netherlands)

    Chazottes, J.R.; Giardinà, C.; Redig, F.H.J.

    2006-01-01

    For discrete-time stochastic processes, there is a close connection between return (resp. waiting) times and entropy (resp. relative entropy). Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one needs a reference measure on

  20. Continuous time Black-Scholes equation with transaction costs in subdiffusive fractional Brownian motion regime

    Science.gov (United States)

    Wang, Jun; Liang, Jin-Rong; Lv, Long-Jin; Qiu, Wei-Yuan; Ren, Fu-Yao

    2012-02-01

    In this paper, we study the problem of continuous time option pricing with transaction costs by using the homogeneous subdiffusive fractional Brownian motion (HFBM) Z(t)=X(Sα(t)), 0transaction costs of replicating strategies. We also give the total transaction costs.

  1. From discrete-time models to continuous-time, asynchronous modeling of financial markets

    NARCIS (Netherlands)

    Boer, Katalin; Kaymak, Uzay; Spiering, Jaap

    2007-01-01

    Most agent-based simulation models of financial markets are discrete-time in nature. In this paper, we investigate to what degree such models are extensible to continuous-time, asynchronous modeling of financial markets. We study the behavior of a learning market maker in a market with information

  2. From Discrete-Time Models to Continuous-Time, Asynchronous Models of Financial Markets

    NARCIS (Netherlands)

    K. Boer-Sorban (Katalin); U. Kaymak (Uzay); J. Spiering (Jaap)

    2006-01-01

    textabstractMost agent-based simulation models of financial markets are discrete-time in nature. In this paper, we investigate to what degree such models are extensible to continuous-time, asynchronous modelling of financial markets. We study the behaviour of a learning market maker in a market with

  3. A sixth-order continuous-time bandpass sigma-delta modulator for digital radio IF

    NARCIS (Netherlands)

    Engelen, van J.A.E.P.; Plassche, van de R.J.; Stikvoort, E.F.; Venes, A.G.W.

    1999-01-01

    This paper presents a sixth-order continuous-time bandpass sigma-delta modulator (SDM) for analog-to-digital conversion of intermediate-frequency signals. An important aspect in the design of this SDM is the stability analysis using the describing function method. The key to the analysis is the

  4. Stylised facts of financial time series and hidden Markov models in continuous time

    DEFF Research Database (Denmark)

    Nystrup, Peter; Madsen, Henrik; Lindström, Erik

    2015-01-01

    presents an extension to continuous time where it is possible to increase the number of states with a linear rather than quadratic growth in the number of parameters. The possibility of increasing the number of states leads to a better fit to both the distributional and temporal properties of daily returns....

  5. Computing continuous-time Markov chains as transformers of unbounded observables

    DEFF Research Database (Denmark)

    Danos, Vincent; Heindel, Tobias; Garnier, Ilias

    2017-01-01

    The paper studies continuous-time Markov chains (CTMCs) as transformers of real-valued functions on their state space, considered as generalised predicates and called observables. Markov chains are assumed to take values in a countable state space S; observables f: S → ℝ may be unbounded...

  6. Assessment of bidirectional influences between family relationships and adolescent problem behavior: Discrete versus continuous time analysis

    NARCIS (Netherlands)

    Delsing, M.J.M.H.; Oud, J.H.L.; Bruyn, E.E.J. De

    2005-01-01

    In family research, bidirectional influences between the family and the individual are usually analyzed in discrete time. Results from discrete time analysis, however, have been shown to be highly dependent on the length of the observation interval. Continuous time analysis using stochastic

  7. Measurement of average continuous-time structure of a bond and ...

    African Journals Online (AJOL)

    The expected continuous-time structure of a bond and bond's interest rate risk in an investment settings was studied. We determined the expected number of years an investor or manager will wait until the stock comes to maturity. The expected principal amount to be paid back per stock at time 't' was determined, while ...

  8. Lyapunov stability robust analysis and robustness design for linear continuous-time systems

    NARCIS (Netherlands)

    Luo, J.S.; Johnson, A.; Bosch, van den P.P.J.

    1995-01-01

    The linear continuous-time systems to be discussed are described by state space models with structured time-varying uncertainties. First, the explicit maximal perturbation bound for maintaining quadratic Lyapunov stability of the closed-loop systems is presented. Then, a robust design method is

  9. A mathematical approach for evaluating Markov models in continuous time without discrete-event simulation.

    Science.gov (United States)

    van Rosmalen, Joost; Toy, Mehlika; O'Mahony, James F

    2013-08-01

    Markov models are a simple and powerful tool for analyzing the health and economic effects of health care interventions. These models are usually evaluated in discrete time using cohort analysis. The use of discrete time assumes that changes in health states occur only at the end of a cycle period. Discrete-time Markov models only approximate the process of disease progression, as clinical events typically occur in continuous time. The approximation can yield biased cost-effectiveness estimates for Markov models with long cycle periods and if no half-cycle correction is made. The purpose of this article is to present an overview of methods for evaluating Markov models in continuous time. These methods use mathematical results from stochastic process theory and control theory. The methods are illustrated using an applied example on the cost-effectiveness of antiviral therapy for chronic hepatitis B. The main result is a mathematical solution for the expected time spent in each state in a continuous-time Markov model. It is shown how this solution can account for age-dependent transition rates and discounting of costs and health effects, and how the concept of tunnel states can be used to account for transition rates that depend on the time spent in a state. The applied example shows that the continuous-time model yields more accurate results than the discrete-time model but does not require much computation time and is easily implemented. In conclusion, continuous-time Markov models are a feasible alternative to cohort analysis and can offer several theoretical and practical advantages.

  10. More Adults Are Walking

    Centers for Disease Control (CDC) Podcasts

    This podcast is based on the August 2012 CDC Vital Signs report. While more adults are walking, only half get the recommended amount of physical activity. Listen to learn how communities, employers, and individuals may help increase walking.

  11. Random walk to a nonergodic equilibrium concept

    Science.gov (United States)

    Bel, G.; Barkai, E.

    2006-01-01

    Random walk models, such as the trap model, continuous time random walks, and comb models, exhibit weak ergodicity breaking, when the average waiting time is infinite. The open question is, what statistical mechanical theory replaces the canonical Boltzmann-Gibbs theory for such systems? In this paper a nonergodic equilibrium concept is investigated, for a continuous time random walk model in a potential field. In particular we show that in the nonergodic phase the distribution of the occupation time of the particle in a finite region of space approaches U- or W-shaped distributions related to the arcsine law. We show that when conditions of detailed balance are applied, these distributions depend on the partition function of the problem, thus establishing a relation between the nonergodic dynamics and canonical statistical mechanics. In the ergodic phase the distribution function of the occupation times approaches a δ function centered on the value predicted based on standard Boltzmann-Gibbs statistics. The relation of our work to single-molecule experiments is briefly discussed.

  12. System Level Design of a Continuous-Time Delta-Sigma Modulator for Portable Ultrasound Scanners

    DEFF Research Database (Denmark)

    Llimos Muntal, Pere; Færch, Kjartan; Jørgensen, Ivan Harald Holger

    2015-01-01

    In this paper the system level design of a continuous-time ∆Σ modulator for portable ultrasound scanners is presented. The overall required signal-to-noise ratio (SNR) is derived to be 42 dB and the sampling frequency used is 320 MHz for an oversampling ratio of 16. In order to match these requir......, based on high-level VerilogA simulations, the performance of the ∆Σ modulator versus various block performance parameters is presented as trade-off curves. Based on these results, the block specifications are derived.......In this paper the system level design of a continuous-time ∆Σ modulator for portable ultrasound scanners is presented. The overall required signal-to-noise ratio (SNR) is derived to be 42 dB and the sampling frequency used is 320 MHz for an oversampling ratio of 16. In order to match...

  13. Anticontrol of chaos in continuous-time systems via time-delay feedback.

    Science.gov (United States)

    Wang, Xiao Fan; Chen, Guanrong; Yu, Xinghuo

    2000-12-01

    In this paper, a systematic design approach based on time-delay feedback is developed for anticontrol of chaos in a continuous-time system. This anticontrol method can drive a finite-dimensional, continuous-time, autonomous system from nonchaotic to chaotic, and can also enhance the existing chaos of an originally chaotic system. Asymptotic analysis is used to establish an approximate relationship between a time-delay differential equation and a discrete map. Anticontrol of chaos is then accomplished based on this relationship and the differential-geometry control theory. Several examples are given to verify the effectiveness of the methodology and to illustrate the systematic design procedure. (c) 2000 American Institute of Physics.

  14. Continuous time sigma delta ADC design and non-idealities analysis

    International Nuclear Information System (INIS)

    Yuan Jun; Chen Zhenhai; Yang Yintang; Zhang Zhaofeng; Wu Jun; Wang Chao; Qian Wenrong

    2011-01-01

    A wide bandwidth continuous time sigma delta ADC is implemented in 130 nm CMOS. A detailed non-idealities analysis (excess loop delay, clock jitter, finite gain and GBW, comparator offset and DAC mismatch) is performed developed in Matlab/Simulink. This design is targeted for wide bandwidth applications such as video or wireless base-stations. Athird-order continuous time sigma delta modulator comprises a third-order RC operational-amplifier-based loop filter and 3-bit internal quantizer operated at 512 MHz clock frequency. The sigma delta ADC achieves 60 dB SNR and 59.3 dB SNDR over a 16-MHz signal band at an OSR of 16. The power consumption of the CT sigma delta modulator is 22 mW from the 1.2-V supply. (semiconductor integrated circuits)

  15. Summary statistics for end-point conditioned continuous-time Markov chains

    DEFF Research Database (Denmark)

    Hobolth, Asger; Jensen, Jens Ledet

    Continuous-time Markov chains are a widely used modelling tool. Applications include DNA sequence evolution, ion channel gating behavior and mathematical finance. We consider the problem of calculating properties of summary statistics (e.g. mean time spent in a state, mean number of jumps between...... two states and the distribution of the total number of jumps) for discretely observed continuous time Markov chains. Three alternative methods for calculating properties of summary statistics are described and the pros and cons of the methods are discussed. The methods are based on (i) an eigenvalue...... decomposition of the rate matrix, (ii) the uniformization method, and (iii) integrals of matrix exponentials. In particular we develop a framework that allows for analyses of rather general summary statistics using the uniformization method....

  16. Mean-variance Optimal Reinsurance-investment Strategy in Continuous Time

    Directory of Open Access Journals (Sweden)

    Daheng Peng

    2017-10-01

    Full Text Available In this paper, Lagrange method is used to solve the continuous-time mean-variance reinsurance-investment problem. Proportional reinsurance, multiple risky assets and risk-free asset are considered synthetically in the optimal strategy for insurers. By solving the backward stochastic differential equation for the Lagrange multiplier, we get the mean-variance optimal reinsurance-investment strategy and its effective frontier in explicit forms.

  17. Continuous time Boolean modeling for biological signaling: application of Gillespie algorithm.

    OpenAIRE

    Stoll, Gautier; Viara, Eric; Barillot, Emmanuel; Calzone, Laurence

    2012-01-01

    Abstract Mathematical modeling is used as a Systems Biology tool to answer biological questions, and more precisely, to validate a network that describes biological observations and predict the effect of perturbations. This article presents an algorithm for modeling biological networks in a discrete framework with continuous time. Background There exist two major types of mathematical modeling approaches: (1) quantitative modeling, representing various chemical species concentrations by real...

  18. Time inconsistency and reputation in monetary policy: a strategic model in continuous time

    OpenAIRE

    Li, Jingyuan; Tian, Guoqiang

    2005-01-01

    This article develops a model to examine the equilibrium behavior of the time inconsistency problem in a continuous time economy with stochastic and endogenized dis- tortion. First, the authors introduce the notion of sequentially rational equilibrium, and show that the time inconsistency problem may be solved with trigger reputation strategies for stochastic setting. The conditions for the existence of sequentially rational equilibrium are provided. Then, the concept of sequen...

  19. Global dissipativity of continuous-time recurrent neural networks with time delay

    International Nuclear Information System (INIS)

    Liao Xiaoxin; Wang Jun

    2003-01-01

    This paper addresses the global dissipativity of a general class of continuous-time recurrent neural networks. First, the concepts of global dissipation and global exponential dissipation are defined and elaborated. Next, the sets of global dissipativity and global exponentially dissipativity are characterized using the parameters of recurrent neural network models. In particular, it is shown that the Hopfield network and cellular neural networks with or without time delays are dissipative systems

  20. Numerical detection of unstable periodic orbits in continuous-time dynamical systems with chaotic behaviors

    Directory of Open Access Journals (Sweden)

    Y. Saiki

    2007-09-01

    Full Text Available An infinite number of unstable periodic orbits (UPOs are embedded in a chaotic system which models some complex phenomenon. Several algorithms which extract UPOs numerically from continuous-time chaotic systems have been proposed. In this article the damped Newton-Raphson-Mees algorithm is reviewed, and some important techniques and remarks concerning the practical numerical computations are exemplified by employing the Lorenz system.

  1. A continuous time model of the bandwagon effect in collective action

    OpenAIRE

    Arieh Gavious; Shlomo Mizrahi

    2001-01-01

    The paper offers a complex and systematic model of the bandwagon effect in collective action using continuous time equations. The model treats the bandwagon effect as a process influenced by ratio between the mobilization efforts of social activists and the resources invested by the government to counteract this activity. The complex modeling approach makes it possible to identify the conditions for specific types of the bandwagon effect, and determines the scope of that effect. Relying on ce...

  2. A comparison of numerical methods for the solution of continuous-time DSGE models

    DEFF Research Database (Denmark)

    Parra-Alvarez, Juan Carlos

    This paper evaluates the accuracy of a set of techniques that approximate the solution of continuous-time DSGE models. Using the neoclassical growth model I compare linear-quadratic, perturbation and projection methods. All techniques are applied to the HJB equation and the optimality conditions...... parameters of the model and suggest the use of projection methods when a high degree of accuracy is required....

  3. System of delay difference equations with continuous time with lag function between two known functions

    Directory of Open Access Journals (Sweden)

    Hajnalka Péics

    2016-08-01

    Full Text Available The asymptotic behavior of solutions of the system of difference equations with continuous time and lag function between two known real functions is studied. The cases when the lag function is between two linear delay functions, between two power delay functions and between two constant delay functions are observed and illustrated by examples. The asymptotic estimates of solutions of the considered system are obtained.

  4. Distributed Optimization Design of Continuous-Time Multiagent Systems With Unknown-Frequency Disturbances.

    Science.gov (United States)

    Wang, Xinghu; Hong, Yiguang; Yi, Peng; Ji, Haibo; Kang, Yu

    2017-05-24

    In this paper, a distributed optimization problem is studied for continuous-time multiagent systems with unknown-frequency disturbances. A distributed gradient-based control is proposed for the agents to achieve the optimal consensus with estimating unknown frequencies and rejecting the bounded disturbance in the semi-global sense. Based on convex optimization analysis and adaptive internal model approach, the exact optimization solution can be obtained for the multiagent system disturbed by exogenous disturbances with uncertain parameters.

  5. Physical time scale in kinetic Monte Carlo simulations of continuous-time Markov chains.

    Science.gov (United States)

    Serebrinsky, Santiago A

    2011-03-01

    We rigorously establish a physical time scale for a general class of kinetic Monte Carlo algorithms for the simulation of continuous-time Markov chains. This class of algorithms encompasses rejection-free (or BKL) and rejection (or "standard") algorithms. For rejection algorithms, it was formerly considered that the availability of a physical time scale (instead of Monte Carlo steps) was empirical, at best. Use of Monte Carlo steps as a time unit now becomes completely unnecessary.

  6. Stability Tests of Positive Fractional Continuous-time Linear Systems with Delays

    Directory of Open Access Journals (Sweden)

    Tadeusz Kaczorek

    2013-06-01

    Full Text Available Necessary and sufficient conditions for the asymptotic stability of positive fractional continuous-time linear systems with many delays are established. It is shown that: 1 the asymptotic stability of the positive fractional system is independent of their delays, 2 the checking of the asymptotic stability of the positive fractional systems with delays can be reduced to checking of the asymptotic stability of positive standard linear systems without delays.

  7. Global stabilization of linear continuous time-varying systems with bounded controls

    International Nuclear Information System (INIS)

    Phat, V.N.

    2004-08-01

    This paper deals with the problem of global stabilization of a class of linear continuous time-varying systems with bounded controls. Based on the controllability of the nominal system, a sufficient condition for the global stabilizability is proposed without solving any Riccati differential equation. Moreover, we give sufficient conditions for the robust stabilizability of perturbation/uncertain linear time-varying systems with bounded controls. (author)

  8. Mean-variance Optimal Reinsurance-investment Strategy in Continuous Time

    OpenAIRE

    Daheng Peng; Fang Zhang

    2017-01-01

    In this paper, Lagrange method is used to solve the continuous-time mean-variance reinsurance-investment problem. Proportional reinsurance, multiple risky assets and risk-free asset are considered synthetically in the optimal strategy for insurers. By solving the backward stochastic differential equation for the Lagrange multiplier, we get the mean-variance optimal reinsurance-investment strategy and its effective frontier in explicit forms.

  9. Continuous-Time Mean-Variance Portfolio Selection under the CEV Process

    OpenAIRE

    Ma, Hui-qiang

    2014-01-01

    We consider a continuous-time mean-variance portfolio selection model when stock price follows the constant elasticity of variance (CEV) process. The aim of this paper is to derive an optimal portfolio strategy and the efficient frontier. The mean-variance portfolio selection problem is formulated as a linearly constrained convex program problem. By employing the Lagrange multiplier method and stochastic optimal control theory, we obtain the optimal portfolio strategy and mean-variance effici...

  10. A new continuous-time formulation for scheduling crude oil operations

    International Nuclear Information System (INIS)

    Reddy, P. Chandra Prakash; Karimi, I.A.; Srinivasan, R.

    2004-01-01

    In today's competitive business climate characterized by uncertain oil markets, responding effectively and speedily to market forces, while maintaining reliable operations, is crucial to a refinery's bottom line. Optimal crude oil scheduling enables cost reduction by using cheaper crudes intelligently, minimizing crude changeovers, and avoiding ship demurrage. So far, only discrete-time formulations have stood up to the challenge of this important, nonlinear problem. A continuous-time formulation would portend numerous advantages, however, existing work in this area has just begun to scratch the surface. In this paper, we present the first complete continuous-time mixed integer linear programming (MILP) formulation for the short-term scheduling of operations in a refinery that receives crude from very large crude carriers via a high-volume single buoy mooring pipeline. This novel formulation accounts for real-world operational practices. We use an iterative algorithm to eliminate the crude composition discrepancy that has proven to be the Achilles heel for existing formulations. While it does not guarantee global optimality, the algorithm needs only MILP solutions and obtains excellent maximum-profit schedules for industrial problems with up to 7 days of scheduling horizon. We also report the first comparison of discrete- vs. continuous-time formulations for this complex problem. (Author)

  11. Optimal control of nonlinear continuous-time systems in strict-feedback form.

    Science.gov (United States)

    Zargarzadeh, Hassan; Dierks, Travis; Jagannathan, Sarangapani

    2015-10-01

    This paper proposes a novel optimal tracking control scheme for nonlinear continuous-time systems in strict-feedback form with uncertain dynamics. The optimal tracking problem is transformed into an equivalent optimal regulation problem through a feedforward adaptive control input that is generated by modifying the standard backstepping technique. Subsequently, a neural network-based optimal control scheme is introduced to estimate the cost, or value function, over an infinite horizon for the resulting nonlinear continuous-time systems in affine form when the internal dynamics are unknown. The estimated cost function is then used to obtain the optimal feedback control input; therefore, the overall optimal control input for the nonlinear continuous-time system in strict-feedback form includes the feedforward plus the optimal feedback terms. It is shown that the estimated cost function minimizes the Hamilton-Jacobi-Bellman estimation error in a forward-in-time manner without using any value or policy iterations. Finally, optimal output feedback control is introduced through the design of a suitable observer. Lyapunov theory is utilized to show the overall stability of the proposed schemes without requiring an initial admissible controller. Simulation examples are provided to validate the theoretical results.

  12. Generalization bounds of ERM-based learning processes for continuous-time Markov chains.

    Science.gov (United States)

    Zhang, Chao; Tao, Dacheng

    2012-12-01

    Many existing results on statistical learning theory are based on the assumption that samples are independently and identically distributed (i.i.d.). However, the assumption of i.i.d. samples is not suitable for practical application to problems in which samples are time dependent. In this paper, we are mainly concerned with the empirical risk minimization (ERM) based learning process for time-dependent samples drawn from a continuous-time Markov chain. This learning process covers many kinds of practical applications, e.g., the prediction for a time series and the estimation of channel state information. Thus, it is significant to study its theoretical properties including the generalization bound, the asymptotic convergence, and the rate of convergence. It is noteworthy that, since samples are time dependent in this learning process, the concerns of this paper cannot (at least straightforwardly) be addressed by existing methods developed under the sample i.i.d. assumption. We first develop a deviation inequality for a sequence of time-dependent samples drawn from a continuous-time Markov chain and present a symmetrization inequality for such a sequence. By using the resultant deviation inequality and symmetrization inequality, we then obtain the generalization bounds of the ERM-based learning process for time-dependent samples drawn from a continuous-time Markov chain. Finally, based on the resultant generalization bounds, we analyze the asymptotic convergence and the rate of convergence of the learning process.

  13. A New Continuous-Time Equality-Constrained Optimization to Avoid Singularity.

    Science.gov (United States)

    Quan, Quan; Cai, Kai-Yuan

    2016-02-01

    In equality-constrained optimization, a standard regularity assumption is often associated with feasible point methods, namely, that the gradients of constraints are linearly independent. In practice, the regularity assumption may be violated. In order to avoid such a singularity, a new projection matrix is proposed based on which a feasible point method to continuous-time, equality-constrained optimization is developed. First, the equality constraint is transformed into a continuous-time dynamical system with solutions that always satisfy the equality constraint. Second, a new projection matrix without singularity is proposed to realize the transformation. An update (or say a controller) is subsequently designed to decrease the objective function along the solutions of the transformed continuous-time dynamical system. The invariance principle is then applied to analyze the behavior of the solution. Furthermore, the proposed method is modified to address cases in which solutions do not satisfy the equality constraint. Finally, the proposed optimization approach is applied to three examples to demonstrate its effectiveness.

  14. Optimal Quantum Spatial Search on Random Temporal Networks.

    Science.gov (United States)

    Chakraborty, Shantanav; Novo, Leonardo; Di Giorgio, Serena; Omar, Yasser

    2017-12-01

    To investigate the performance of quantum information tasks on networks whose topology changes in time, we study the spatial search algorithm by continuous time quantum walk to find a marked node on a random temporal network. We consider a network of n nodes constituted by a time-ordered sequence of Erdös-Rényi random graphs G(n,p), where p is the probability that any two given nodes are connected: After every time interval τ, a new graph G(n,p) replaces the previous one. We prove analytically that, for any given p, there is always a range of values of τ for which the running time of the algorithm is optimal, i.e., O(sqrt[n]), even when search on the individual static graphs constituting the temporal network is suboptimal. On the other hand, there are regimes of τ where the algorithm is suboptimal even when each of the underlying static graphs are sufficiently connected to perform optimal search on them. From this first study of quantum spatial search on a time-dependent network, it emerges that the nontrivial interplay between temporality and connectivity is key to the algorithmic performance. Moreover, our work can be extended to establish high-fidelity qubit transfer between any two nodes of the network. Overall, our findings show that one can exploit temporality to achieve optimal quantum information tasks on dynamical random networks.

  15. Optimal Quantum Spatial Search on Random Temporal Networks

    Science.gov (United States)

    Chakraborty, Shantanav; Novo, Leonardo; Di Giorgio, Serena; Omar, Yasser

    2017-12-01

    To investigate the performance of quantum information tasks on networks whose topology changes in time, we study the spatial search algorithm by continuous time quantum walk to find a marked node on a random temporal network. We consider a network of n nodes constituted by a time-ordered sequence of Erdös-Rényi random graphs G (n ,p ), where p is the probability that any two given nodes are connected: After every time interval τ , a new graph G (n ,p ) replaces the previous one. We prove analytically that, for any given p , there is always a range of values of τ for which the running time of the algorithm is optimal, i.e., O (√{n }), even when search on the individual static graphs constituting the temporal network is suboptimal. On the other hand, there are regimes of τ where the algorithm is suboptimal even when each of the underlying static graphs are sufficiently connected to perform optimal search on them. From this first study of quantum spatial search on a time-dependent network, it emerges that the nontrivial interplay between temporality and connectivity is key to the algorithmic performance. Moreover, our work can be extended to establish high-fidelity qubit transfer between any two nodes of the network. Overall, our findings show that one can exploit temporality to achieve optimal quantum information tasks on dynamical random networks.

  16. Detectability of Granger causality for subsampled continuous-time neurophysiological processes.

    Science.gov (United States)

    Barnett, Lionel; Seth, Anil K

    2017-01-01

    Granger causality is well established within the neurosciences for inference of directed functional connectivity from neurophysiological data. These data usually consist of time series which subsample a continuous-time biophysiological process. While it is well known that subsampling can lead to imputation of spurious causal connections where none exist, less is known about the effects of subsampling on the ability to reliably detect causal connections which do exist. We present a theoretical analysis of the effects of subsampling on Granger-causal inference. Neurophysiological processes typically feature signal propagation delays on multiple time scales; accordingly, we base our analysis on a distributed-lag, continuous-time stochastic model, and consider Granger causality in continuous time at finite prediction horizons. Via exact analytical solutions, we identify relationships among sampling frequency, underlying causal time scales and detectability of causalities. We reveal complex interactions between the time scale(s) of neural signal propagation and sampling frequency. We demonstrate that detectability decays exponentially as the sample time interval increases beyond causal delay times, identify detectability "black spots" and "sweet spots", and show that downsampling may potentially improve detectability. We also demonstrate that the invariance of Granger causality under causal, invertible filtering fails at finite prediction horizons, with particular implications for inference of Granger causality from fMRI data. Our analysis emphasises that sampling rates for causal analysis of neurophysiological time series should be informed by domain-specific time scales, and that state-space modelling should be preferred to purely autoregressive modelling. On the basis of a very general model that captures the structure of neurophysiological processes, we are able to help identify confounds, and offer practical insights, for successful detection of causal connectivity

  17. Numerical solution of continuous-time DSGE models under Poisson uncertainty

    DEFF Research Database (Denmark)

    Posch, Olaf; Trimborn, Timo

    We propose a simple and powerful method for determining the transition process in continuous-time DSGE models under Poisson uncertainty numerically. The idea is to transform the system of stochastic differential equations into a system of functional differential equations of the retarded type. We...... classes of models. We illustrate the algorithm simulating both the stochastic neoclassical growth model and the Lucas model under Poisson uncertainty which is motivated by the Barro-Rietz rare disaster hypothesis. We find that, even for non-linear policy functions, the maximum (absolute) error is very...

  18. On the rate of convergence in von Neumann's ergodic theorem with continuous time

    International Nuclear Information System (INIS)

    Kachurovskii, A G; Reshetenko, Anna V

    2010-01-01

    The rate of convergence in von Neumann's mean ergodic theorem is studied for continuous time. The condition that the rate of convergence of the ergodic averages be of power-law type is shown to be equivalent to requiring that the spectral measure of the corresponding dynamical system have a power-type singularity at 0. This forces the estimates for the convergence rate in the above ergodic theorem to be necessarily spectral. All the results obtained have obvious exact analogues for wide-sense stationary processes. Bibliography: 7 titles.

  19. Continuous-Time Mean-Variance Portfolio Selection with Random Horizon

    International Nuclear Information System (INIS)

    Yu, Zhiyong

    2013-01-01

    This paper examines the continuous-time mean-variance optimal portfolio selection problem with random market parameters and random time horizon. Treating this problem as a linearly constrained stochastic linear-quadratic optimal control problem, I explicitly derive the efficient portfolios and efficient frontier in closed forms based on the solutions of two backward stochastic differential equations. Some related issues such as a minimum variance portfolio and a mutual fund theorem are also addressed. All the results are markedly different from those in the problem with deterministic exit time. A key part of my analysis involves proving the global solvability of a stochastic Riccati equation, which is interesting in its own right

  20. Continuous-Time Mean-Variance Portfolio Selection with Random Horizon

    Energy Technology Data Exchange (ETDEWEB)

    Yu, Zhiyong, E-mail: yuzhiyong@sdu.edu.cn [Shandong University, School of Mathematics (China)

    2013-12-15

    This paper examines the continuous-time mean-variance optimal portfolio selection problem with random market parameters and random time horizon. Treating this problem as a linearly constrained stochastic linear-quadratic optimal control problem, I explicitly derive the efficient portfolios and efficient frontier in closed forms based on the solutions of two backward stochastic differential equations. Some related issues such as a minimum variance portfolio and a mutual fund theorem are also addressed. All the results are markedly different from those in the problem with deterministic exit time. A key part of my analysis involves proving the global solvability of a stochastic Riccati equation, which is interesting in its own right.

  1. Finite-Time Stability and Controller Design of Continuous-Time Polynomial Fuzzy Systems

    Directory of Open Access Journals (Sweden)

    Xiaoxing Chen

    2017-01-01

    Full Text Available Finite-time stability and stabilization problem is first investigated for continuous-time polynomial fuzzy systems. The concept of finite-time stability and stabilization is given for polynomial fuzzy systems based on the idea of classical references. A sum-of-squares- (SOS- based approach is used to obtain the finite-time stability and stabilization conditions, which include some classical results as special cases. The proposed conditions can be solved with the help of powerful Matlab toolbox SOSTOOLS and a semidefinite-program (SDP solver. Finally, two numerical examples and one practical example are employed to illustrate the validity and effectiveness of the provided conditions.

  2. Continuous time modelling of dynamical spatial lattice data observed at sparsely distributed times

    DEFF Research Database (Denmark)

    Rasmussen, Jakob Gulddahl; Møller, Jesper

    2007-01-01

    Summary. We consider statistical and computational aspects of simulation-based Bayesian inference for a spatial-temporal model based on a multivariate point process which is only observed at sparsely distributed times. The point processes are indexed by the sites of a spatial lattice......, and they exhibit spatial interaction. For specificity we consider a particular dynamical spatial lattice data set which has previously been analysed by a discrete time model involving unknown normalizing constants. We discuss the advantages and disadvantages of using continuous time processes compared...... with discrete time processes in the setting of the present paper as well as other spatial-temporal situations....

  3. A 10 MHz Bandwidth Continuous-Time Delta-Sigma Modulator for Portable Ultrasound Scanners

    DEFF Research Database (Denmark)

    Llimos Muntal, Pere; Jørgensen, Ivan Harald Holger; Bruun, Erik

    2016-01-01

    comparator and a pull-down clocked latch. The feedback signal is generated with voltage DACs based on transmission gates. Using this implementation, a small and low-power solution required for portable ultrasound scanner applications is achieved. The modulator has a bandwidth of 10 MHz with an oversampling......A fourth-order 1-bit continuous-time delta-sigma modulator designed in a 65 nm process for portable ultrasound scanners is presented in this paper. The loop filter consists of RCintegrators, with programmable capacitor arrays and resistors, and the quantizer is implemented with a high-speed clocked...

  4. A Continuous-Time Agency Model of Optimal Contracting and Capital Structure

    OpenAIRE

    Peter M. DeMarzo; Yuliy Sannikov

    2004-01-01

    We consider a principal-agent model in which the agent needs to raise capital from the principal to finance a project. Our model is based on DeMarzo and Fishman (2003), except that the agent's cash flows are given by a Brownian motion with drift in continuous time. The difficulty in writing an appropriate financial contract in this setting is that the agent can conceal and divert cash flows for his own consumption rather than pay back the principal. Alternatively, the agent may reduce the mea...

  5. Finite-Time H∞ Filtering for Linear Continuous Time-Varying Systems with Uncertain Observations

    Directory of Open Access Journals (Sweden)

    Huihong Zhao

    2012-01-01

    Full Text Available This paper is concerned with the finite-time H∞ filtering problem for linear continuous time-varying systems with uncertain observations and ℒ2-norm bounded noise. The design of finite-time H∞ filter is equivalent to the problem that a certain indefinite quadratic form has a minimum and the filter is such that the minimum is positive. The quadratic form is related to a Krein state-space model according to the Krein space linear estimation theory. By using the projection theory in Krein space, the finite-time H∞ filtering problem is solved. A numerical example is given to illustrate the performance of the H∞ filter.

  6. Forecasting the Global Mean Sea Level, a Continuous-Time State-Space Approach

    DEFF Research Database (Denmark)

    Boldrini, Lorenzo

    In this paper we propose a continuous-time, Gaussian, linear, state-space system to model the relation between global mean sea level (GMSL) and the global mean temperature (GMT), with the aim of making long-term projections for the GMSL. We provide a justification for the model specification based......) and the temperature reconstruction from Hansen et al. (2010). We compare the forecasting performance of the proposed specification to the procedures developed in Rahmstorf (2007b) and Vermeer and Rahmstorf (2009). Finally, we compute projections for the sea-level rise conditional on the 21st century SRES temperature...

  7. An Equivalent LMI Representation of Bounded Real Lemma for Continuous-Time Systems

    Directory of Open Access Journals (Sweden)

    Xie Wei

    2008-01-01

    Full Text Available Abstract An equivalent linear matrix inequality (LMI representation of bounded real lemma (BRL for linear continuous-time systems is introduced. As to LTI system including polytopic-type uncertainties, by using a parameter-dependent Lyapunov function, there are several LMIs-based formulations for the analysis and synthesis of performance. All of these representations only provide us with different sufficient conditions. Compared with previous methods, this new representation proposed here provides us the possibility to obtain better results. Finally, some numerical examples are illustrated to show the effectiveness of proposed method.

  8. Continuous-time digital front-ends for multistandard wireless transmission

    CERN Document Server

    Nuyts, Pieter A J; Dehaene, Wim

    2014-01-01

    This book describes the design of fully digital multistandard transmitter front-ends which can directly drive one or more switching power amplifiers, thus eliminating all other analog components.  After reviewing different architectures, the authors focus on polar architectures using pulse width modulation (PWM), which are entirely based on unclocked delay lines and other continuous-time digital hardware.  As a result, readers are enabled to shift accuracy concerns from the voltage domain to the time domain, to coincide with submicron CMOS technology scaling.  The authors present different architectural options and compare them, based on their effect on the signal and spectrum quality.  Next, a high-level theoretical analysis of two different PWM-based architectures – baseband PWM and RF PWM – is made.  On the circuit level, traditional digital components and design techniques are revisited from the point of view of continuous-time digital circuits.  Important design criteria are identified and diff...

  9. Continuous time modelling with individually varying time intervals for oscillating and non-oscillating processes.

    Science.gov (United States)

    Voelkle, Manuel C; Oud, Johan H L

    2013-02-01

    When designing longitudinal studies, researchers often aim at equal intervals. In practice, however, this goal is hardly ever met, with different time intervals between assessment waves and different time intervals between individuals being more the rule than the exception. One of the reasons for the introduction of continuous time models by means of structural equation modelling has been to deal with irregularly spaced assessment waves (e.g., Oud & Delsing, 2010). In the present paper we extend the approach to individually varying time intervals for oscillating and non-oscillating processes. In addition, we show not only that equal intervals are unnecessary but also that it can be advantageous to use unequal sampling intervals, in particular when the sampling rate is low. Two examples are provided to support our arguments. In the first example we compare a continuous time model of a bivariate coupled process with varying time intervals to a standard discrete time model to illustrate the importance of accounting for the exact time intervals. In the second example the effect of different sampling intervals on estimating a damped linear oscillator is investigated by means of a Monte Carlo simulation. We conclude that it is important to account for individually varying time intervals, and encourage researchers to conceive of longitudinal studies with different time intervals within and between individuals as an opportunity rather than a problem. © 2012 The British Psychological Society.

  10. Relay selection in cooperative communication systems over continuous time-varying fading channel

    Directory of Open Access Journals (Sweden)

    Ke Geng

    2017-02-01

    Full Text Available In this paper, we study relay selection under outdated channel state information (CSI in a decode-and-forward (DF cooperative system. Unlike previous researches on cooperative communication under outdated CSI, we consider that the channel varies continuously over time, i.e., the channel not only changes between relay selection and data transmission but also changes during data transmission. Thus the level of accuracy of the CSI used in relay selection degrades with data transmission. We first evaluate the packet error rate (PER of the cooperative system under continuous time-varying fading channel, and find that the PER performance deteriorates more seriously under continuous time-varying fading channel than when the channel is assumed to be constant during data transmission. Then, we propose a repeated relay selection (RRS strategy to improve the PER performance, in which the forwarded data is divided into multiple segments and relay is reselected before the transmission of each segment based on the updated CSI. Finally, we propose a combined relay selection (CRS strategy which takes advantage of three different relay selection strategies to further mitigate the impact of outdated CSI.

  11. Stochastic Games for Continuous-Time Jump Processes Under Finite-Horizon Payoff Criterion

    Energy Technology Data Exchange (ETDEWEB)

    Wei, Qingda, E-mail: weiqd@hqu.edu.cn [Huaqiao University, School of Economics and Finance (China); Chen, Xian, E-mail: chenxian@amss.ac.cn [Peking University, School of Mathematical Sciences (China)

    2016-10-15

    In this paper we study two-person nonzero-sum games for continuous-time jump processes with the randomized history-dependent strategies under the finite-horizon payoff criterion. The state space is countable, and the transition rates and payoff functions are allowed to be unbounded from above and from below. Under the suitable conditions, we introduce a new topology for the set of all randomized Markov multi-strategies and establish its compactness and metrizability. Then by constructing the approximating sequences of the transition rates and payoff functions, we show that the optimal value function for each player is a unique solution to the corresponding optimality equation and obtain the existence of a randomized Markov Nash equilibrium. Furthermore, we illustrate the applications of our main results with a controlled birth and death system.

  12. Mixed-integrator-based bi-quad cell for designing a continuous time filter

    International Nuclear Information System (INIS)

    Chen Yong; Zhou Yumei

    2010-01-01

    A new mixed-integrator-based bi-quad cell is proposed. An alternative synthesis mechanism of complex poles is proposed compared with source-follower-based bi-quad cells which is designed applying the positive feedback technique. Using the negative feedback technique to combine different integrators, the proposed bi-quad cell synthesizes complex poles for designing a continuous time filter. It exhibits various advantages including compact topology, high gain, no parasitic pole, no CMFB circuit, and high capability. The fourth-order Butterworth lowpass filter using the proposed cells has been fabricated in 0.18 μm CMOS technology. The active area occupied by the filter with test buffer is only 200 x 170 μm 2 . The proposed filter consumes a low power of 201 μW and achieves a 68.5 dB dynamic range. (semiconductor integrated circuits)

  13. Stabilization of Continuous-Time Random Switching Systems via a Fault-Tolerant Controller

    Directory of Open Access Journals (Sweden)

    Guoliang Wang

    2017-01-01

    Full Text Available This paper focuses on the stabilization problem of continuous-time random switching systems via exploiting a fault-tolerant controller, where the dwell time of each subsystem consists of a fixed part and random part. It is known from the traditional design methods that the computational complexity of LMIs related to the quantity of fault combination is very large; particularly system dimension or amount of subsystems is large. In order to reduce the number of the used fault combinations, new sufficient LMI conditions for designing such a controller are established by a robust approach, which are fault-free and could be solved directly. Moreover, the fault-tolerant stabilization realized by a mode-independent controller is considered and suitably applied to a practical case without mode information. Finally, a numerical example is used to demonstrate the effectiveness and superiority of the proposed methods.

  14. New readout integrated circuit using continuous time fixed pattern noise correction

    Science.gov (United States)

    Dupont, Bertrand; Chammings, G.; Rapellin, G.; Mandier, C.; Tchagaspanian, M.; Dupont, Benoit; Peizerat, A.; Yon, J. J.

    2008-04-01

    LETI has been involved in IRFPA development since 1978; the design department (LETI/DCIS) has focused its work on new ROIC architecture since many years. The trend is to integrate advanced functions into the CMOS design to achieve cost efficient sensors production. Thermal imaging market is today more and more demanding of systems with instant ON capability and low power consumption. The purpose of this paper is to present the latest developments of fixed pattern noise continuous time correction. Several architectures are proposed, some are based on hardwired digital processing and some are purely analog. Both are using scene based algorithms. Moreover a new method is proposed for simultaneous correction of pixel offsets and sensitivities. In this scope, a new architecture of readout integrated circuit has been implemented; this architecture is developed with 0.18μm CMOS technology. The specification and the application of the ROIC are discussed in details.

  15. A toolbox for safety instrumented system evaluation based on improved continuous-time Markov chain

    Science.gov (United States)

    Wardana, Awang N. I.; Kurniady, Rahman; Pambudi, Galih; Purnama, Jaka; Suryopratomo, Kutut

    2017-08-01

    Safety instrumented system (SIS) is designed to restore a plant into a safe condition when pre-hazardous event is occur. It has a vital role especially in process industries. A SIS shall be meet with safety requirement specifications. To confirm it, SIS shall be evaluated. Typically, the evaluation is calculated by hand. This paper presents a toolbox for SIS evaluation. It is developed based on improved continuous-time Markov chain. The toolbox supports to detailed approach of evaluation. This paper also illustrates an industrial application of the toolbox to evaluate arch burner safety system of primary reformer. The results of the case study demonstrates that the toolbox can be used to evaluate industrial SIS in detail and to plan the maintenance strategy.

  16. An Expectation Maximization Algorithm to Model Failure Times by Continuous-Time Markov Chains

    Directory of Open Access Journals (Sweden)

    Qihong Duan

    2010-01-01

    Full Text Available In many applications, the failure rate function may present a bathtub shape curve. In this paper, an expectation maximization algorithm is proposed to construct a suitable continuous-time Markov chain which models the failure time data by the first time reaching the absorbing state. Assume that a system is described by methods of supplementary variables, the device of stage, and so on. Given a data set, the maximum likelihood estimators of the initial distribution and the infinitesimal transition rates of the Markov chain can be obtained by our novel algorithm. Suppose that there are m transient states in the system and that there are n failure time data. The devised algorithm only needs to compute the exponential of m×m upper triangular matrices for O(nm2 times in each iteration. Finally, the algorithm is applied to two real data sets, which indicates the practicality and efficiency of our algorithm.

  17. Impulsive Control for Continuous-Time Markov Decision Processes: A Linear Programming Approach

    Energy Technology Data Exchange (ETDEWEB)

    Dufour, F., E-mail: dufour@math.u-bordeaux1.fr [Bordeaux INP, IMB, UMR CNRS 5251 (France); Piunovskiy, A. B., E-mail: piunov@liv.ac.uk [University of Liverpool, Department of Mathematical Sciences (United Kingdom)

    2016-08-15

    In this paper, we investigate an optimization problem for continuous-time Markov decision processes with both impulsive and continuous controls. We consider the so-called constrained problem where the objective of the controller is to minimize a total expected discounted optimality criterion associated with a cost rate function while keeping other performance criteria of the same form, but associated with different cost rate functions, below some given bounds. Our model allows multiple impulses at the same time moment. The main objective of this work is to study the associated linear program defined on a space of measures including the occupation measures of the controlled process and to provide sufficient conditions to ensure the existence of an optimal control.

  18. From Walras’ auctioneer to continuous time double auctions: a general dynamic theory of supply and demand

    Science.gov (United States)

    Donier, J.; Bouchaud, J.-P.

    2016-12-01

    In standard Walrasian auctions, the price of a good is defined as the point where the supply and demand curves intersect. Since both curves are generically regular, the response to small perturbations is linearly small. However, a crucial ingredient is absent of the theory, namely transactions themselves. What happens after they occur? To answer the question, we develop a dynamic theory for supply and demand based on agents with heterogeneous beliefs. When the inter-auction time is infinitely long, the Walrasian mechanism is recovered. When transactions are allowed to happen in continuous time, a peculiar property emerges: close to the price, supply and demand vanish quadratically, which we empirically confirm on the Bitcoin. This explains why price impact in financial markets is universally observed to behave as the square root of the excess volume. The consequences are important, as they imply that the very fact of clearing the market makes prices hypersensitive to small fluctuations.

  19. Offset-Free Direct Power Control of DFIG Under Continuous-Time Model Predictive Control

    DEFF Research Database (Denmark)

    Errouissi, Rachid; Al-Durra, Ahmed; Muyeen, S.M.

    2017-01-01

    This paper presents a robust continuous-time model predictive direct power control for doubly fed induction generator (DFIG). The proposed approach uses Taylor series expansion to predict the stator current in the synchronous reference frame over a finite time horizon. The predicted stator current...... is directly used to compute the required rotor voltage in order to minimize the difference between the actual stator currents and their references over the predictive time. However, as the proposed strategy is sensitive to parameter variations and external disturbances, a disturbance observer is embedded...... into the control loop to remove the steady-state error of the stator current. It turns out that the steady-state and the transient performances can be identified by simple design parameters. In this paper, the reference of the stator current is directly calculated from the desired stator active and reactive powers...

  20. A Random Parameter Model for Continuous-Time Mean-Variance Asset-Liability Management

    Directory of Open Access Journals (Sweden)

    Hui-qiang Ma

    2015-01-01

    Full Text Available We consider a continuous-time mean-variance asset-liability management problem in a market with random market parameters; that is, interest rate, appreciation rates, and volatility rates are considered to be stochastic processes. By using the theories of stochastic linear-quadratic (LQ optimal control and backward stochastic differential equations (BSDEs, we tackle this problem and derive optimal investment strategies as well as the mean-variance efficient frontier analytically in terms of the solution of BSDEs. We find that the efficient frontier is still a parabola in a market with random parameters. Comparing with the existing results, we also find that the liability does not affect the feasibility of the mean-variance portfolio selection problem. However, in an incomplete market with random parameters, the liability can not be fully hedged.

  1. Continuous-Time Mean-Variance Portfolio Selection under the CEV Process

    Directory of Open Access Journals (Sweden)

    Hui-qiang Ma

    2014-01-01

    Full Text Available We consider a continuous-time mean-variance portfolio selection model when stock price follows the constant elasticity of variance (CEV process. The aim of this paper is to derive an optimal portfolio strategy and the efficient frontier. The mean-variance portfolio selection problem is formulated as a linearly constrained convex program problem. By employing the Lagrange multiplier method and stochastic optimal control theory, we obtain the optimal portfolio strategy and mean-variance efficient frontier analytically. The results show that the mean-variance efficient frontier is still a parabola in the mean-variance plane, and the optimal strategies depend not only on the total wealth but also on the stock price. Moreover, some numerical examples are given to analyze the sensitivity of the efficient frontier with respect to the elasticity parameter and to illustrate the results presented in this paper. The numerical results show that the price of risk decreases as the elasticity coefficient increases.

  2. An approach to the drone fleet survivability assessment based on a stochastic continues-time model

    Science.gov (United States)

    Kharchenko, Vyacheslav; Fesenko, Herman; Doukas, Nikos

    2017-09-01

    An approach and the algorithm to the drone fleet survivability assessment based on a stochastic continues-time model are proposed. The input data are the number of the drones, the drone fleet redundancy coefficient, the drone stability and restoration rate, the limit deviation from the norms of the drone fleet recovery, the drone fleet operational availability coefficient, the probability of the drone failure-free operation, time needed for performing the required tasks by the drone fleet. The ways for improving the recoverable drone fleet survivability taking into account amazing factors of system accident are suggested. Dependencies of the drone fleet survivability rate both on the drone stability and the number of the drones are analysed.

  3. Stochastic Games for Continuous-Time Jump Processes Under Finite-Horizon Payoff Criterion

    International Nuclear Information System (INIS)

    Wei, Qingda; Chen, Xian

    2016-01-01

    In this paper we study two-person nonzero-sum games for continuous-time jump processes with the randomized history-dependent strategies under the finite-horizon payoff criterion. The state space is countable, and the transition rates and payoff functions are allowed to be unbounded from above and from below. Under the suitable conditions, we introduce a new topology for the set of all randomized Markov multi-strategies and establish its compactness and metrizability. Then by constructing the approximating sequences of the transition rates and payoff functions, we show that the optimal value function for each player is a unique solution to the corresponding optimality equation and obtain the existence of a randomized Markov Nash equilibrium. Furthermore, we illustrate the applications of our main results with a controlled birth and death system.

  4. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework

    International Nuclear Information System (INIS)

    Zhou, X.Y.; Li, D.

    2000-01-01

    This paper is concerned with a continuous-time mean-variance portfolio selection model that is formulated as a bicriteria optimization problem. The objective is to maximize the expected terminal return and minimize the variance of the terminal wealth. By putting weights on the two criteria one obtains a single objective stochastic control problem which is however not in the standard form due to the variance term involved. It is shown that this nonstandard problem can be 'embedded' into a class of auxiliary stochastic linear-quadratic (LQ) problems. The stochastic LQ control model proves to be an appropriate and effective framework to study the mean-variance problem in light of the recent development on general stochastic LQ problems with indefinite control weighting matrices. This gives rise to the efficient frontier in a closed form for the original portfolio selection problem

  5. Adaptive near-optimal neuro controller for continuous-time nonaffine nonlinear systems with constrained input.

    Science.gov (United States)

    Esfandiari, Kasra; Abdollahi, Farzaneh; Talebi, Heidar Ali

    2017-09-01

    In this paper, an identifier-critic structure is introduced to find an online near-optimal controller for continuous-time nonaffine nonlinear systems having saturated control signal. By employing two Neural Networks (NNs), the solution of Hamilton-Jacobi-Bellman (HJB) equation associated with the cost function is derived without requiring a priori knowledge about system dynamics. Weights of the identifier and critic NNs are tuned online and simultaneously such that unknown terms are approximated accurately and the control signal is kept between the saturation bounds. The convergence of NNs' weights, identification error, and system states is guaranteed using Lyapunov's direct method. Finally, simulation results are performed on two nonlinear systems to confirm the effectiveness of the proposed control strategy. Copyright © 2017 Elsevier Ltd. All rights reserved.

  6. Reinforcement learning for adaptive optimal control of unknown continuous-time nonlinear systems with input constraints

    Science.gov (United States)

    Yang, Xiong; Liu, Derong; Wang, Ding

    2014-03-01

    In this paper, an adaptive reinforcement learning-based solution is developed for the infinite-horizon optimal control problem of constrained-input continuous-time nonlinear systems in the presence of nonlinearities with unknown structures. Two different types of neural networks (NNs) are employed to approximate the Hamilton-Jacobi-Bellman equation. That is, an recurrent NN is constructed to identify the unknown dynamical system, and two feedforward NNs are used as the actor and the critic to approximate the optimal control and the optimal cost, respectively. Based on this framework, the action NN and the critic NN are tuned simultaneously, without the requirement for the knowledge of system drift dynamics. Moreover, by using Lyapunov's direct method, the weights of the action NN and the critic NN are guaranteed to be uniformly ultimately bounded, while keeping the closed-loop system stable. To demonstrate the effectiveness of the present approach, simulation results are illustrated.

  7. Comparison of methods for calculating conditional expectations of sufficient statistics for continuous time Markov chains

    DEFF Research Database (Denmark)

    Tataru, Paula Cristina; Hobolth, Asger

    2011-01-01

    past evolutionary events (exact times and types of changes) are unaccessible and the past must be inferred from DNA sequence data observed in the present. RESULTS: We describe and implement three algorithms for computing linear combinations of expected values of the sufficient statistics, conditioned......BACKGROUND: Continuous time Markov chains (CTMCs) is a widely used model for describing the evolution of DNA sequences on the nucleotide, amino acid or codon level. The sufficient statistics for CTMCs are the time spent in a state and the number of changes between any two states. In applications...... of the algorithms is available at www.birc.au.dk/~paula/. CONCLUSIONS: We use two different models to analyze the accuracy and eight experiments to investigate the speed of the three algorithms. We find that they have similar accuracy and that EXPM is the slowest method. Furthermore we find that UNI is usually...

  8. Fitting timeseries by continuous-time Markov chains: A quadratic programming approach

    International Nuclear Information System (INIS)

    Crommelin, D.T.; Vanden-Eijnden, E.

    2006-01-01

    Construction of stochastic models that describe the effective dynamics of observables of interest is an useful instrument in various fields of application, such as physics, climate science, and finance. We present a new technique for the construction of such models. From the timeseries of an observable, we construct a discrete-in-time Markov chain and calculate the eigenspectrum of its transition probability (or stochastic) matrix. As a next step we aim to find the generator of a continuous-time Markov chain whose eigenspectrum resembles the observed eigenspectrum as closely as possible, using an appropriate norm. The generator is found by solving a minimization problem: the norm is chosen such that the object function is quadratic and convex, so that the minimization problem can be solved using quadratic programming techniques. The technique is illustrated on various toy problems as well as on datasets stemming from simulations of molecular dynamics and of atmospheric flows

  9. Estimating the continuous-time dynamics of energy and fat metabolism in mice.

    Science.gov (United States)

    Guo, Juen; Hall, Kevin D

    2009-09-01

    The mouse has become the most popular organism for investigating molecular mechanisms of body weight regulation. But understanding the physiological context by which a molecule exerts its effect on body weight requires knowledge of energy intake, energy expenditure, and fuel selection. Furthermore, measurements of these variables made at an isolated time point cannot explain why body weight has its present value since body weight is determined by the past history of energy and macronutrient imbalance. While food intake and body weight changes can be frequently measured over several weeks (the relevant time scale for mice), correspondingly frequent measurements of energy expenditure and fuel selection are not currently feasible. To address this issue, we developed a mathematical method based on the law of energy conservation that uses the measured time course of body weight and food intake to estimate the underlying continuous-time dynamics of energy output and net fat oxidation. We applied our methodology to male C57BL/6 mice consuming various ad libitum diets during weight gain and loss over several weeks and present the first continuous-time estimates of energy output and net fat oxidation rates underlying the observed body composition changes. We show that transient energy and fat imbalances in the first several days following a diet switch can account for a significant fraction of the total body weight change. We also discovered a time-invariant curve relating body fat and fat-free masses in male C57BL/6 mice, and the shape of this curve determines how diet, fuel selection, and body composition are interrelated.

  10. Modeling commodity salam contract between two parties for discrete and continuous time series

    Science.gov (United States)

    Hisham, Azie Farhani Badrol; Jaffar, Maheran Mohd

    2017-08-01

    In order for Islamic finance to remain competitive as the conventional, there needs a new development of Islamic compliance product such as Islamic derivative that can be used to manage the risk. However, under syariah principles and regulations, all financial instruments must not be conflicting with five syariah elements which are riba (interest paid), rishwah (corruption), gharar (uncertainty or unnecessary risk), maysir (speculation or gambling) and jahl (taking advantage of the counterparty's ignorance). This study has proposed a traditional Islamic contract namely salam that can be built as an Islamic derivative product. Although a lot of studies has been done on discussing and proposing the implementation of salam contract as the Islamic product however they are more into qualitative and law issues. Since there is lack of quantitative study of salam contract being developed, this study introduces mathematical models that can value the appropriate salam price for a commodity salam contract between two parties. In modeling the commodity salam contract, this study has modified the existing conventional derivative model and come out with some adjustments to comply with syariah rules and regulations. The cost of carry model has been chosen as the foundation to develop the commodity salam model between two parties for discrete and continuous time series. However, the conventional time value of money results from the concept of interest that is prohibited in Islam. Therefore, this study has adopted the idea of Islamic time value of money which is known as the positive time preference, in modeling the commodity salam contract between two parties for discrete and continuous time series.

  11. High on walking

    DEFF Research Database (Denmark)

    Woythal, Bente Martinsen; Haahr, Anita; Dreyer, Pia

    2018-01-01

    a leg, and people who live with Parkinson’s disease. The analysis of the data is inspired by Paul Ricoeur’s philosophy of interpretation. Four themes were identified: (a) I feel high in two ways; (b) Walking has to be automatic; (c) Every Monday, I walk with the girls in the park; and (d) I dream...

  12. James Watt's Leicester Walk

    OpenAIRE

    Bell, Kathleen

    2016-01-01

    a poem in which James Watt, inventor of the separate condenser, walks through contemporary Leicester (his route is from Bonners Lane and alongside the canal, taking in the Statue of Liberty on its traffic island near Sage Road). It is derived from the exercise of taking a character for a walk,

  13. More Adults Are Walking

    Centers for Disease Control (CDC) Podcasts

    2012-07-31

    This podcast is based on the August 2012 CDC Vital Signs report. While more adults are walking, only half get the recommended amount of physical activity. Listen to learn how communities, employers, and individuals may help increase walking.  Created: 7/31/2012 by Centers for Disease Control and Prevention (CDC).   Date Released: 8/7/2012.

  14. Stability Analysis of Continuous-Time and Discrete-Time Quaternion-Valued Neural Networks With Linear Threshold Neurons.

    Science.gov (United States)

    Chen, Xiaofeng; Song, Qiankun; Li, Zhongshan; Zhao, Zhenjiang; Liu, Yurong

    2018-07-01

    This paper addresses the problem of stability for continuous-time and discrete-time quaternion-valued neural networks (QVNNs) with linear threshold neurons. Applying the semidiscretization technique to the continuous-time QVNNs, the discrete-time analogs are obtained, which preserve the dynamical characteristics of their continuous-time counterparts. Via the plural decomposition method of quaternion, homeomorphic mapping theorem, as well as Lyapunov theorem, some sufficient conditions on the existence, uniqueness, and global asymptotical stability of the equilibrium point are derived for the continuous-time QVNNs and their discrete-time analogs, respectively. Furthermore, a uniform sufficient condition on the existence, uniqueness, and global asymptotical stability of the equilibrium point is obtained for both continuous-time QVNNs and their discrete-time version. Finally, two numerical examples are provided to substantiate the effectiveness of the proposed results.

  15. Neuromorphic walking gait control.

    Science.gov (United States)

    Still, Susanne; Hepp, Klaus; Douglas, Rodney J

    2006-03-01

    We present a neuromorphic pattern generator for controlling the walking gaits of four-legged robots which is inspired by central pattern generators found in the nervous system and which is implemented as a very large scale integrated (VLSI) chip. The chip contains oscillator circuits that mimic the output of motor neurons in a strongly simplified way. We show that four coupled oscillators can produce rhythmic patterns with phase relationships that are appropriate to generate all four-legged animal walking gaits. These phase relationships together with frequency and duty cycle of the oscillators determine the walking behavior of a robot driven by the chip, and they depend on a small set of stationary bias voltages. We give analytic expressions for these dependencies. This chip reduces the complex, dynamic inter-leg control problem associated with walking gait generation to the problem of setting a few stationary parameters. It provides a compact and low power solution for walking gait control in robots.

  16. Biomechanical analysis of rollator walking

    DEFF Research Database (Denmark)

    Alkjaer, T; Larsen, Peter K; Pedersen, Gitte

    2006-01-01

    The rollator is a very popular walking aid. However, knowledge about how a rollator affects the walking patterns is limited. Thus, the purpose of the study was to investigate the biomechanical effects of walking with and without a rollator on the walking pattern in healthy subjects.......The rollator is a very popular walking aid. However, knowledge about how a rollator affects the walking patterns is limited. Thus, the purpose of the study was to investigate the biomechanical effects of walking with and without a rollator on the walking pattern in healthy subjects....

  17. Unifying Pore Network Modeling, Continuous Time Random Walk (CTRW) Theory and Experiment to Describe Impact of Spatial Heterogeneities on Solute Dispersion at Multiple Length-scales

    Science.gov (United States)

    Bijeljic, B.; Blunt, M. J.; Rhodes, M. E.

    2009-04-01

    This talk will describe and highlight the advantages offered by a novel methodology that unifies pore network modeling, CTRW theory and experiment in description of solute dispersion in porous media. Solute transport in a porous medium is characterized by the interplay of advection and diffusion (described by Peclet number, Pe) that cause dispersion of solute particles. Dispersion is traditionally described by dispersion coefficients, D, that are commonly calculated from the spatial moments of the plume. Using a pore-scale network model based on particle tracking, the rich Peclet-number dependence of dispersion coefficient is predicted from first principles and is shown to compare well with experimental data for restricted diffusion, transition, power-law and mechanical dispersion regimes in the asymptotic limit. In the asymptotic limit D is constant and can be used in an averaged advection-dispersion equation. However, it is highly important to recognize that, until the velocity field is fully sampled, the particle transport is non-Gaussian and D possesses temporal or spatial variation. Furthermore, temporal probability density functions (PDF) of tracer particles are studied in pore networks and an excellent agreement for the spectrum of transition times for particles from pore to pore is obtained between network model results and CTRW theory. Based on the truncated power-law interpretation of PDF-s, the physical origin of the power-law scaling of dispersion coefficient vs. Peclet number has been explained for unconsolidated porous media, sands and a number of sandstones, arriving at the same conclusion from numerical network modelling, analytic CTRW theory and experiment. The length traveled by solute plumes before Gaussian behaviour is reached increases with an increase in heterogeneity and/or Pe. This opens up the question on the nature of dispersion in natural systems where the heterogeneities at the larger scales will significantly increase the range of velocities in the reservoir, thus significantly delaying the asymptotic approach to Gaussian behaviour. As a consequence, the asymptotic behaviour might not be reached at the field scale. This is illustrated by the multi-scale approach in which transport at core, gridblock and field scale is viewed as a series of particle transitions between discrete nodes governed by probability distributions. At each scale of interest a distribution that represents transport physics (and the heterogeneity) is used as an input to model a subsequent reservoir scale. The extensions to reactive transport are discussed.

  18. Continuous time Boolean modeling for biological signaling: application of Gillespie algorithm.

    Science.gov (United States)

    Stoll, Gautier; Viara, Eric; Barillot, Emmanuel; Calzone, Laurence

    2012-08-29

    Mathematical modeling is used as a Systems Biology tool to answer biological questions, and more precisely, to validate a network that describes biological observations and predict the effect of perturbations. This article presents an algorithm for modeling biological networks in a discrete framework with continuous time. There exist two major types of mathematical modeling approaches: (1) quantitative modeling, representing various chemical species concentrations by real numbers, mainly based on differential equations and chemical kinetics formalism; (2) and qualitative modeling, representing chemical species concentrations or activities by a finite set of discrete values. Both approaches answer particular (and often different) biological questions. Qualitative modeling approach permits a simple and less detailed description of the biological systems, efficiently describes stable state identification but remains inconvenient in describing the transient kinetics leading to these states. In this context, time is represented by discrete steps. Quantitative modeling, on the other hand, can describe more accurately the dynamical behavior of biological processes as it follows the evolution of concentration or activities of chemical species as a function of time, but requires an important amount of information on the parameters difficult to find in the literature. Here, we propose a modeling framework based on a qualitative approach that is intrinsically continuous in time. The algorithm presented in this article fills the gap between qualitative and quantitative modeling. It is based on continuous time Markov process applied on a Boolean state space. In order to describe the temporal evolution of the biological process we wish to model, we explicitly specify the transition rates for each node. For that purpose, we built a language that can be seen as a generalization of Boolean equations. Mathematically, this approach can be translated in a set of ordinary differential

  19. Vibration analysis diagnostics by continuous-time models: A case study

    International Nuclear Information System (INIS)

    Pedregal, Diego J.; Carmen Carnero, Ma.

    2009-01-01

    In this paper a forecasting system in condition monitoring is developed based on vibration signals in order to improve the diagnosis of a certain critical equipment at an industrial plant. The system is based on statistical models capable of forecasting the state of the equipment combined with a cost model consisting of defining the time of preventive replacement when the minimum of the expected cost per unit of time is reached in the future. The most relevant features of the system are that (i) it is developed for bivariate signals; (ii) the statistical models are set up in a continuous-time framework, due to the specific nature of the data; and (iii) it has been developed from scratch for a real case study and may be generalised to other pieces of equipment. The system is thoroughly tested on the equipment available, showing its correctness with the data in a statistical sense and its capability of producing sensible results for the condition monitoring programme

  20. Vibration analysis diagnostics by continuous-time models: A case study

    Energy Technology Data Exchange (ETDEWEB)

    Pedregal, Diego J. [Escuela Tecnica Superior de Ingenieros Industriales, Universidad de Castilla-La Mancha, 13071 Ciudad Real (Spain)], E-mail: Diego.Pedregal@uclm.es; Carmen Carnero, Ma. [Escuela Tecnica Superior de Ingenieros Industriales, Universidad de Castilla-La Mancha, 13071 Ciudad Real (Spain)], E-mail: Carmen.Carnero@uclm.es

    2009-02-15

    In this paper a forecasting system in condition monitoring is developed based on vibration signals in order to improve the diagnosis of a certain critical equipment at an industrial plant. The system is based on statistical models capable of forecasting the state of the equipment combined with a cost model consisting of defining the time of preventive replacement when the minimum of the expected cost per unit of time is reached in the future. The most relevant features of the system are that (i) it is developed for bivariate signals; (ii) the statistical models are set up in a continuous-time framework, due to the specific nature of the data; and (iii) it has been developed from scratch for a real case study and may be generalised to other pieces of equipment. The system is thoroughly tested on the equipment available, showing its correctness with the data in a statistical sense and its capability of producing sensible results for the condition monitoring programme.

  1. Integral reinforcement learning for continuous-time input-affine nonlinear systems with simultaneous invariant explorations.

    Science.gov (United States)

    Lee, Jae Young; Park, Jin Bae; Choi, Yoon Ho

    2015-05-01

    This paper focuses on a class of reinforcement learning (RL) algorithms, named integral RL (I-RL), that solve continuous-time (CT) nonlinear optimal control problems with input-affine system dynamics. First, we extend the concepts of exploration, integral temporal difference, and invariant admissibility to the target CT nonlinear system that is governed by a control policy plus a probing signal called an exploration. Then, we show input-to-state stability (ISS) and invariant admissibility of the closed-loop systems with the policies generated by integral policy iteration (I-PI) or invariantly admissible PI (IA-PI) method. Based on these, three online I-RL algorithms named explorized I-PI and integral Q -learning I, II are proposed, all of which generate the same convergent sequences as I-PI and IA-PI under the required excitation condition on the exploration. All the proposed methods are partially or completely model free, and can simultaneously explore the state space in a stable manner during the online learning processes. ISS, invariant admissibility, and convergence properties of the proposed methods are also investigated, and related with these, we show the design principles of the exploration for safe learning. Neural-network-based implementation methods for the proposed schemes are also presented in this paper. Finally, several numerical simulations are carried out to verify the effectiveness of the proposed methods.

  2. Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time

    KAUST Repository

    Kelly, D. T B

    2014-09-22

    The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations associated with the filter, which are required to make a useable algorithm in practice, are derived in an ad hoc fashion. The aim of this paper is to initiate the development of a systematic analysis of the EnKF, in particular to do so for small ensemble size. The perspective is to view the method as a state estimator, and not as an algorithm which approximates the true filtering distribution. The perturbed observation version of the algorithm is studied, without and with variance inflation. Without variance inflation well-posedness of the filter is established; with variance inflation accuracy of the filter, with respect to the true signal underlying the data, is established. The algorithm is considered in discrete time, and also for a continuous time limit arising when observations are frequent and subject to large noise. The underlying dynamical model, and assumptions about it, is sufficiently general to include the Lorenz \\'63 and \\'96 models, together with the incompressible Navier-Stokes equation on a two-dimensional torus. The analysis is limited to the case of complete observation of the signal with additive white noise. Numerical results are presented for the Navier-Stokes equation on a two-dimensional torus for both complete and partial observations of the signal with additive white noise.

  3. Continuous-Time Public Good Contribution Under Uncertainty: A Stochastic Control Approach

    International Nuclear Information System (INIS)

    Ferrari, Giorgio; Riedel, Frank; Steg, Jan-Henrik

    2017-01-01

    In this paper we study continuous-time stochastic control problems with both monotone and classical controls motivated by the so-called public good contribution problem. That is the problem of n economic agents aiming to maximize their expected utility allocating initial wealth over a given time period between private consumption and irreversible contributions to increase the level of some public good. We investigate the corresponding social planner problem and the case of strategic interaction between the agents, i.e. the public good contribution game. We show existence and uniqueness of the social planner’s optimal policy, we characterize it by necessary and sufficient stochastic Kuhn–Tucker conditions and we provide its expression in terms of the unique optional solution of a stochastic backward equation. Similar stochastic first order conditions prove to be very useful for studying any Nash equilibria of the public good contribution game. In the symmetric case they allow us to prove (qualitative) uniqueness of the Nash equilibrium, which we again construct as the unique optional solution of a stochastic backward equation. We finally also provide a detailed analysis of the so-called free rider effect.

  4. Continuous-time interval model identification of blood glucose dynamics for type 1 diabetes

    Science.gov (United States)

    Kirchsteiger, Harald; Johansson, Rolf; Renard, Eric; del Re, Luigi

    2014-07-01

    While good physiological models of the glucose metabolism in type 1 diabetic patients are well known, their parameterisation is difficult. The high intra-patient variability observed is a further major obstacle. This holds for data-based models too, so that no good patient-specific models are available. Against this background, this paper proposes the use of interval models to cover the different metabolic conditions. The control-oriented models contain a carbohydrate and insulin sensitivity factor to be used for insulin bolus calculators directly. Available clinical measurements were sampled on an irregular schedule which prompts the use of continuous-time identification, also for the direct estimation of the clinically interpretable factors mentioned above. An identification method is derived and applied to real data from 28 diabetic patients. Model estimation was done on a clinical data-set, whereas validation results shown were done on an out-of-clinic, everyday life data-set. The results show that the interval model approach allows a much more regular estimation of the parameters and avoids physiologically incompatible parameter estimates.

  5. Continuous-Time Public Good Contribution Under Uncertainty: A Stochastic Control Approach

    Energy Technology Data Exchange (ETDEWEB)

    Ferrari, Giorgio, E-mail: giorgio.ferrari@uni-bielefeld.de; Riedel, Frank, E-mail: frank.riedel@uni-bielefeld.de; Steg, Jan-Henrik, E-mail: jsteg@uni-bielefeld.de [Bielefeld University, Center for Mathematical Economics (Germany)

    2017-06-15

    In this paper we study continuous-time stochastic control problems with both monotone and classical controls motivated by the so-called public good contribution problem. That is the problem of n economic agents aiming to maximize their expected utility allocating initial wealth over a given time period between private consumption and irreversible contributions to increase the level of some public good. We investigate the corresponding social planner problem and the case of strategic interaction between the agents, i.e. the public good contribution game. We show existence and uniqueness of the social planner’s optimal policy, we characterize it by necessary and sufficient stochastic Kuhn–Tucker conditions and we provide its expression in terms of the unique optional solution of a stochastic backward equation. Similar stochastic first order conditions prove to be very useful for studying any Nash equilibria of the public good contribution game. In the symmetric case they allow us to prove (qualitative) uniqueness of the Nash equilibrium, which we again construct as the unique optional solution of a stochastic backward equation. We finally also provide a detailed analysis of the so-called free rider effect.

  6. EVALUATING CONTINUOUS-TIME SLAM USING A PREDEFINED TRAJECTORY PROVIDED BY A ROBOTIC ARM

    Directory of Open Access Journals (Sweden)

    B. Koch

    2017-09-01

    Full Text Available Recently published approaches to SLAM algorithms process laser sensor measurements and output a map as a point cloud of the environment. Often the actual precision of the map remains unclear, since SLAMalgorithms apply local improvements to the resulting map. Unfortunately, it is not trivial to compare the performance of SLAMalgorithms objectively, especially without an accurate ground truth. This paper presents a novel benchmarking technique that allows to compare a precise map generated with an accurate ground truth trajectory to a map with a manipulated trajectory which was distorted by different forms of noise. The accurate ground truth is acquired by mounting a laser scanner on an industrial robotic arm. The robotic arm is moved on a predefined path while the position and orientation of the end-effector tool are monitored. During this process the 2D profile measurements of the laser scanner are recorded in six degrees of freedom and afterwards used to generate a precise point cloud of the test environment. For benchmarking, an offline continuous-time SLAM algorithm is subsequently applied to remove the inserted distortions. Finally, it is shown that the manipulated point cloud is reversible to its previous state and is slightly improved compared to the original version, since small errors that came into account by imprecise assumptions, sensor noise and calibration errors are removed as well.

  7. Continuous-time modeling of cell fate determination in Arabidopsis flowers

    Directory of Open Access Journals (Sweden)

    Angenent Gerco C

    2010-07-01

    Full Text Available Abstract Background The genetic control of floral organ specification is currently being investigated by various approaches, both experimentally and through modeling. Models and simulations have mostly involved boolean or related methods, and so far a quantitative, continuous-time approach has not been explored. Results We propose an ordinary differential equation (ODE model that describes the gene expression dynamics of a gene regulatory network that controls floral organ formation in the model plant Arabidopsis thaliana. In this model, the dimerization of MADS-box transcription factors is incorporated explicitly. The unknown parameters are estimated from (known experimental expression data. The model is validated by simulation studies of known mutant plants. Conclusions The proposed model gives realistic predictions with respect to independent mutation data. A simulation study is carried out to predict the effects of a new type of mutation that has so far not been made in Arabidopsis, but that could be used as a severe test of the validity of the model. According to our predictions, the role of dimers is surprisingly important. Moreover, the functional loss of any dimer leads to one or more phenotypic alterations.

  8. Learning a Continuous-Time Streaming Video QoE Model.

    Science.gov (United States)

    Ghadiyaram, Deepti; Pan, Janice; Bovik, Alan C

    2018-05-01

    Over-the-top adaptive video streaming services are frequently impacted by fluctuating network conditions that can lead to rebuffering events (stalling events) and sudden bitrate changes. These events visually impact video consumers' quality of experience (QoE) and can lead to consumer churn. The development of models that can accurately predict viewers' instantaneous subjective QoE under such volatile network conditions could potentially enable the more efficient design of quality-control protocols for media-driven services, such as YouTube, Amazon, Netflix, and so on. However, most existing models only predict a single overall QoE score on a given video and are based on simple global video features, without accounting for relevant aspects of human perception and behavior. We have created a QoE evaluator, called the time-varying QoE Indexer, that accounts for interactions between stalling events, analyzes the spatial and temporal content of a video, predicts the perceptual video quality, models the state of the client-side data buffer, and consequently predicts continuous-time quality scores that agree quite well with human opinion scores. The new QoE predictor also embeds the impact of relevant human cognitive factors, such as memory and recency, and their complex interactions with the video content being viewed. We evaluated the proposed model on three different video databases and attained standout QoE prediction performance.

  9. Low Power Continuous-Time Delta-Sigma ADC with Current Output DAC

    DEFF Research Database (Denmark)

    Marker-Villumsen, Niels; Jørgensen, Ivan Harald Holger; Bruun, Erik

    2015-01-01

    The paper presents a continuous-time (CT) DeltaSigma (∆Σ) analog-to-digital converter (ADC) using a current output digital-to-analog converter (DAC) for the feedback. From circuit analysis it is shown that using a current output DAC makes it possible to relax the noise requirements of the 1st...... integrator of the loopfilter, and thereby reduce the current consumption. Furthermore, the noise of the current output DAC being dependent on the ADC input signal level, enabling a dynamic range that is larger than the peak signal-to-noise ratio (SNR). The current output DAC is used in a 3rd order multibit...... CT ∆Σ ADC for audio applications, designed in a 0.18 µm CMOS process, with active-RC integrators, a 7-level Flash ADC quantizer and current output DAC for the feedback. From simulations the ADC achieves a dynamic range of 95.0 dB in the audio band, with a current consumption of 284 µA for a 1.7 V...

  10. A joint logistic regression and covariate-adjusted continuous-time Markov chain model.

    Science.gov (United States)

    Rubin, Maria Laura; Chan, Wenyaw; Yamal, Jose-Miguel; Robertson, Claudia Sue

    2017-12-10

    The use of longitudinal measurements to predict a categorical outcome is an increasingly common goal in research studies. Joint models are commonly used to describe two or more models simultaneously by considering the correlated nature of their outcomes and the random error present in the longitudinal measurements. However, there is limited research on joint models with longitudinal predictors and categorical cross-sectional outcomes. Perhaps the most challenging task is how to model the longitudinal predictor process such that it represents the true biological mechanism that dictates the association with the categorical response. We propose a joint logistic regression and Markov chain model to describe a binary cross-sectional response, where the unobserved transition rates of a two-state continuous-time Markov chain are included as covariates. We use the method of maximum likelihood to estimate the parameters of our model. In a simulation study, coverage probabilities of about 95%, standard deviations close to standard errors, and low biases for the parameter values show that our estimation method is adequate. We apply the proposed joint model to a dataset of patients with traumatic brain injury to describe and predict a 6-month outcome based on physiological data collected post-injury and admission characteristics. Our analysis indicates that the information provided by physiological changes over time may help improve prediction of long-term functional status of these severely ill subjects. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

  11. Comparison of methods for calculating conditional expectations of sufficient statistics for continuous time Markov chains.

    Science.gov (United States)

    Tataru, Paula; Hobolth, Asger

    2011-12-05

    Continuous time Markov chains (CTMCs) is a widely used model for describing the evolution of DNA sequences on the nucleotide, amino acid or codon level. The sufficient statistics for CTMCs are the time spent in a state and the number of changes between any two states. In applications past evolutionary events (exact times and types of changes) are unaccessible and the past must be inferred from DNA sequence data observed in the present. We describe and implement three algorithms for computing linear combinations of expected values of the sufficient statistics, conditioned on the end-points of the chain, and compare their performance with respect to accuracy and running time. The first algorithm is based on an eigenvalue decomposition of the rate matrix (EVD), the second on uniformization (UNI), and the third on integrals of matrix exponentials (EXPM). The implementation in R of the algorithms is available at http://www.birc.au.dk/~paula/. We use two different models to analyze the accuracy and eight experiments to investigate the speed of the three algorithms. We find that they have similar accuracy and that EXPM is the slowest method. Furthermore we find that UNI is usually faster than EVD.

  12. Comparison of methods for calculating conditional expectations of sufficient statistics for continuous time Markov chains

    Directory of Open Access Journals (Sweden)

    Tataru Paula

    2011-12-01

    Full Text Available Abstract Background Continuous time Markov chains (CTMCs is a widely used model for describing the evolution of DNA sequences on the nucleotide, amino acid or codon level. The sufficient statistics for CTMCs are the time spent in a state and the number of changes between any two states. In applications past evolutionary events (exact times and types of changes are unaccessible and the past must be inferred from DNA sequence data observed in the present. Results We describe and implement three algorithms for computing linear combinations of expected values of the sufficient statistics, conditioned on the end-points of the chain, and compare their performance with respect to accuracy and running time. The first algorithm is based on an eigenvalue decomposition of the rate matrix (EVD, the second on uniformization (UNI, and the third on integrals of matrix exponentials (EXPM. The implementation in R of the algorithms is available at http://www.birc.au.dk/~paula/. Conclusions We use two different models to analyze the accuracy and eight experiments to investigate the speed of the three algorithms. We find that they have similar accuracy and that EXPM is the slowest method. Furthermore we find that UNI is usually faster than EVD.

  13. A Continuous-Time Delta-Sigma ADC for Portable Ultrasound Scanners

    DEFF Research Database (Denmark)

    Llimos Muntal, Pere; Jørgensen, Ivan Harald Holger; Bruun, Erik

    2017-01-01

    A fully differential fourth-order 1-bit continuous-time delta-sigma ADC designed in a 65nm process for portable ultrasound scanners is presented in this paper. The circuit design, implementation and measurements on the fabricated die are shown. The loop filter consists of RC-integrators, programmable...... capacitor arrays, resistors and voltage feedback DACs. The quantizer contains a pulse generator, a high-speed clocked comparator and a pull-down clocked latch to ensure constant delay in the feedback loop. Using this implementation, a small and low-power solution required for portable ultrasound scanner...... applications is achieved. The converter has a supply voltage of 1.2V, a bandwidth of 10MHz and an oversampling ratio of 16 leading to an operating frequency of 320MHz. The design occupies a die area of 0.0175mm2. Simulations with extracted parasitics show a SNR of 45.2dB and a current consumption of 489 µ...

  14. A low power CMOS 3.3 Gbps continuous-time adaptive equalizer for serial link

    International Nuclear Information System (INIS)

    Ju Hao; Zhou Yumei; Zhao Jianzhong

    2011-01-01

    This paper describes using a high-speed continuous-time analog adaptive equalizer as the front-end of a receiver for a high-speed serial interface, which is compliant with many serial communication specifications such as USB2.0, PCI-E2.0 and Rapid IO. The low and high frequency loops are merged to decrease the effect of delay between the two paths, in addition, the infinite input impedance facilitates the cascade stages in order to improve the high frequency boosting gain. The implemented circuit architecture could facilitate the wide frequency range from 1 to 3.3 Gbps with different length FR4-PCB traces, which brings as much as 25 dB loss. The replica control circuits are injected to provide a convenient way to regulate common-mode voltage for full differential operation. In addition, AC coupling is adopted to suppress the common input from the forward stage. A prototype chip was fabricated in 0.18-μm 1P6M mixed-signal CMOS technology. The actual area is 0.6 x 0.57 mm 2 and the analog equalizer operates up to 3.3 Gbps over FR4-PCB trace with 25 dB loss. The overall power dissipation is approximately 23.4 mW. (semiconductor integrated circuits)

  15. A low power CMOS 3.3 Gbps continuous-time adaptive equalizer for serial link

    Science.gov (United States)

    Hao, Ju; Yumei, Zhou; Jianzhong, Zhao

    2011-09-01

    This paper describes using a high-speed continuous-time analog adaptive equalizer as the front-end of a receiver for a high-speed serial interface, which is compliant with many serial communication specifications such as USB2.0, PCI-E2.0 and Rapid IO. The low and high frequency loops are merged to decrease the effect of delay between the two paths, in addition, the infinite input impedance facilitates the cascade stages in order to improve the high frequency boosting gain. The implemented circuit architecture could facilitate the wide frequency range from 1 to 3.3 Gbps with different length FR4-PCB traces, which brings as much as 25 dB loss. The replica control circuits are injected to provide a convenient way to regulate common-mode voltage for full differential operation. In addition, AC coupling is adopted to suppress the common input from the forward stage. A prototype chip was fabricated in 0.18-μm 1P6M mixed-signal CMOS technology. The actual area is 0.6 × 0.57 mm2 and the analog equalizer operates up to 3.3 Gbps over FR4-PCB trace with 25 dB loss. The overall power dissipation is approximately 23.4 mW.

  16. Optimal Compensation with Hidden Action and Lump-Sum Payment in a Continuous-Time Model

    International Nuclear Information System (INIS)

    Cvitanic, Jaksa; Wan, Xuhu; Zhang Jianfeng

    2009-01-01

    We consider a problem of finding optimal contracts in continuous time, when the agent's actions are unobservable by the principal, who pays the agent with a one-time payoff at the end of the contract. We fully solve the case of quadratic cost and separable utility, for general utility functions. The optimal contract is, in general, a nonlinear function of the final outcome only, while in the previously solved cases, for exponential and linear utility functions, the optimal contract is linear in the final output value. In a specific example we compute, the first-best principal's utility is infinite, while it becomes finite with hidden action, which is increasing in value of the output. In the second part of the paper we formulate a general mathematical theory for the problem. We apply the stochastic maximum principle to give necessary conditions for optimal contracts. Sufficient conditions are hard to establish, but we suggest a way to check sufficiency using non-convex optimization

  17. Evaluating Continuous-Time Slam Using a Predefined Trajectory Provided by a Robotic Arm

    Science.gov (United States)

    Koch, B.; Leblebici, R.; Martell, A.; Jörissen, S.; Schilling, K.; Nüchter, A.

    2017-09-01

    Recently published approaches to SLAM algorithms process laser sensor measurements and output a map as a point cloud of the environment. Often the actual precision of the map remains unclear, since SLAMalgorithms apply local improvements to the resulting map. Unfortunately, it is not trivial to compare the performance of SLAMalgorithms objectively, especially without an accurate ground truth. This paper presents a novel benchmarking technique that allows to compare a precise map generated with an accurate ground truth trajectory to a map with a manipulated trajectory which was distorted by different forms of noise. The accurate ground truth is acquired by mounting a laser scanner on an industrial robotic arm. The robotic arm is moved on a predefined path while the position and orientation of the end-effector tool are monitored. During this process the 2D profile measurements of the laser scanner are recorded in six degrees of freedom and afterwards used to generate a precise point cloud of the test environment. For benchmarking, an offline continuous-time SLAM algorithm is subsequently applied to remove the inserted distortions. Finally, it is shown that the manipulated point cloud is reversible to its previous state and is slightly improved compared to the original version, since small errors that came into account by imprecise assumptions, sensor noise and calibration errors are removed as well.

  18. Online adaptive optimal control for continuous-time nonlinear systems with completely unknown dynamics

    Science.gov (United States)

    Lv, Yongfeng; Na, Jing; Yang, Qinmin; Wu, Xing; Guo, Yu

    2016-01-01

    An online adaptive optimal control is proposed for continuous-time nonlinear systems with completely unknown dynamics, which is achieved by developing a novel identifier-critic-based approximate dynamic programming algorithm with a dual neural network (NN) approximation structure. First, an adaptive NN identifier is designed to obviate the requirement of complete knowledge of system dynamics, and a critic NN is employed to approximate the optimal value function. Then, the optimal control law is computed based on the information from the identifier NN and the critic NN, so that the actor NN is not needed. In particular, a novel adaptive law design method with the parameter estimation error is proposed to online update the weights of both identifier NN and critic NN simultaneously, which converge to small neighbourhoods around their ideal values. The closed-loop system stability and the convergence to small vicinity around the optimal solution are all proved by means of the Lyapunov theory. The proposed adaptation algorithm is also improved to achieve finite-time convergence of the NN weights. Finally, simulation results are provided to exemplify the efficacy of the proposed methods.

  19. A policy iteration approach to online optimal control of continuous-time constrained-input systems.

    Science.gov (United States)

    Modares, Hamidreza; Naghibi Sistani, Mohammad-Bagher; Lewis, Frank L

    2013-09-01

    This paper is an effort towards developing an online learning algorithm to find the optimal control solution for continuous-time (CT) systems subject to input constraints. The proposed method is based on the policy iteration (PI) technique which has recently evolved as a major technique for solving optimal control problems. Although a number of online PI algorithms have been developed for CT systems, none of them take into account the input constraints caused by actuator saturation. In practice, however, ignoring these constraints leads to performance degradation or even system instability. In this paper, to deal with the input constraints, a suitable nonquadratic functional is employed to encode the constraints into the optimization formulation. Then, the proposed PI algorithm is implemented on an actor-critic structure to solve the Hamilton-Jacobi-Bellman (HJB) equation associated with this nonquadratic cost functional in an online fashion. That is, two coupled neural network (NN) approximators, namely an actor and a critic are tuned online and simultaneously for approximating the associated HJB solution and computing the optimal control policy. The critic is used to evaluate the cost associated with the current policy, while the actor is used to find an improved policy based on information provided by the critic. Convergence to a close approximation of the HJB solution as well as stability of the proposed feedback control law are shown. Simulation results of the proposed method on a nonlinear CT system illustrate the effectiveness of the proposed approach. Copyright © 2013 ISA. All rights reserved.

  20. Walking to health.

    Science.gov (United States)

    Morris, J N; Hardman, A E

    1997-05-01

    Walking is a rhythmic, dynamic, aerobic activity of large skeletal muscles that confers the multifarious benefits of this with minimal adverse effects. Walking, faster than customary, and regularly in sufficient quantity into the 'training zone' of over 70% of maximal heart rate, develops and sustains physical fitness: the cardiovascular capacity and endurance (stamina) for bodily work and movement in everyday life that also provides reserves for meeting exceptional demands. Muscles of the legs, limb girdle and lower trunk are strengthened and the flexibility of their cardinal joints preserved; posture and carriage may improve. Any amount of walking, and at any pace, expends energy. Hence the potential, long term, of walking for weight control. Dynamic aerobic exercise, as in walking, enhances a multitude of bodily processes that are inherent in skeletal muscle activity, including the metabolism of high density lipoproteins and insulin/glucose dynamics. Walking is also the most common weight-bearing activity, and there are indications at all ages of an increase in related bone strength. The pleasurable and therapeutic, psychological and social dimensions of walking, whilst evident, have been surprisingly little studied. Nor has an economic assessment of the benefits and costs of walking been attempted. Walking is beneficial through engendering improved fitness and/or greater physiological activity and energy turnover. Two main modes of such action are distinguished as: (i) acute, short term effects of the exercise; and (ii) chronic, cumulative adaptations depending on habitual activity over weeks and months. Walking is often included in studies of exercise in relation to disease but it has seldom been specifically tested. There is, nevertheless, growing evidence of gains in the prevention of heart attack and reduction of total death rates, in the treatment of hypertension, intermittent claudication and musculoskeletal disorders, and in rehabilitation after heart

  1. The Act of Walking

    DEFF Research Database (Denmark)

    Vestergaard, Maria Quvang Harck; Olesen, Mette; Helmer, Pernille Falborg

    2014-01-01

    ’ of mobility (Jensen 2013:111) such as the urban environment, and the infrastructures. Walking has indeed also a ‘software dimension’ as an embodied performance that trigger the human senses (Jensen 2013) and which is closely related to the habitus and identity of the individual (Halprin 1963). The individual......The ability to walk in an area is, in the existing literature, often explained by the physical structures like building density and the presence of facilities in an area, and it is often termed ‘walkability’ (Patton 2007; Forsyth and Southworth 2008; Krizek, Handy and Forsyth 2009; Johnson 2003......; Frumkin 2002). The term ‘walkability’ focuses on how the physical structures in the urban environment can promote walking, and how this potentially eases issues of public health and liveability in our cities (Krizek et al. 2009). However, the study of walking should not be reduced merely to the ‘hardware...

  2. Minimal Walking Technicolor

    DEFF Research Database (Denmark)

    Foadi, Roshan; Frandsen, Mads Toudal; A. Ryttov, T.

    2007-01-01

    Different theoretical and phenomenological aspects of the Minimal and Nonminimal Walking Technicolor theories have recently been studied. The goal here is to make the models ready for collider phenomenology. We do this by constructing the low energy effective theory containing scalars......, pseudoscalars, vector mesons and other fields predicted by the minimal walking theory. We construct their self-interactions and interactions with standard model fields. Using the Weinberg sum rules, opportunely modified to take into account the walking behavior of the underlying gauge theory, we find...... interesting relations for the spin-one spectrum. We derive the electroweak parameters using the newly constructed effective theory and compare the results with the underlying gauge theory. Our analysis is sufficiently general such that the resulting model can be used to represent a generic walking technicolor...

  3. Walking - Sensing - Participation

    DEFF Research Database (Denmark)

    Bødker, Mads; Meinhardt, Nina Dam; Browning, David

    2014-01-01

    Building on ethnographic research and social theory in the field of ‘mobilities’, this workshop paper suggests that field work based on simply walking with people entails a form of embodied participation that informs technological interventions by creating a space within which to address a wider ...... set of experiential or ‘felt’ qualities of living with mobile technologies. Moving from reflections on the value of walking with people, the paper outlines some affordances of a smartphone application built to capture place experiences through walking.......Building on ethnographic research and social theory in the field of ‘mobilities’, this workshop paper suggests that field work based on simply walking with people entails a form of embodied participation that informs technological interventions by creating a space within which to address a wider...

  4. What Is Walking Pneumonia?

    Science.gov (United States)

    ... different from regular pneumonia? Answers from Eric J. Olson, M.D. Walking pneumonia is an informal term ... be treated with an antibiotic. With Eric J. Olson, M.D. Goldman L, et al., eds. Mycoplasma ...

  5. walk over ℤ

    Directory of Open Access Journals (Sweden)

    Philippe Leroux

    2005-01-01

    walk over ℤ can be described from a coassociative coalgebra. Relationships between this coalgebra and the set of periodic orbits of the classical chaotic system x↦2x mod⁡1, x∈[0,1], are also given.

  6. Two Legged Walking Robot

    OpenAIRE

    Kraus, V.

    2015-01-01

    The aim of this work is to construct a two-legged wirelessly controlled walking robot. This paper describes the construction of the robot, its control electronics, and the solution of the wireless control. The article also includes a description of the application to control the robot. The control electronics of the walking robot are built using the development kit Arduino Mega, which is enhanced with WiFi module allowing the wireless control, a set of ultrasonic sensors for detecting obstacl...

  7. Discrete- vs. Continuous-Time Modeling of Unequally Spaced Experience Sampling Method Data

    Directory of Open Access Journals (Sweden)

    Silvia de Haan-Rietdijk

    2017-10-01

    Full Text Available The Experience Sampling Method is a common approach in psychological research for collecting intensive longitudinal data with high ecological validity. One characteristic of ESM data is that it is often unequally spaced, because the measurement intervals within a day are deliberately varied, and measurement continues over several days. This poses a problem for discrete-time (DT modeling approaches, which are based on the assumption that all measurements are equally spaced. Nevertheless, DT approaches such as (vector autoregressive modeling are often used to analyze ESM data, for instance in the context of affective dynamics research. There are equivalent continuous-time (CT models, but they are more difficult to implement. In this paper we take a pragmatic approach and evaluate the practical relevance of the violated model assumption in DT AR(1 and VAR(1 models, for the N = 1 case. We use simulated data under an ESM measurement design to investigate the bias in the parameters of interest under four different model implementations, ranging from the true CT model that accounts for all the exact measurement times, to the crudest possible DT model implementation, where even the nighttime is treated as a regular interval. An analysis of empirical affect data illustrates how the differences between DT and CT modeling can play out in practice. We find that the size and the direction of the bias in DT (VAR models for unequally spaced ESM data depend quite strongly on the true parameter in addition to data characteristics. Our recommendation is to use CT modeling whenever possible, especially now that new software implementations have become available.

  8. Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time

    International Nuclear Information System (INIS)

    Kelly, D T B; Stuart, A M; Law, K J H

    2014-01-01

    The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations associated with the filter, which are required to make a useable algorithm in practice, are derived in an ad hoc fashion. The aim of this paper is to initiate the development of a systematic analysis of the EnKF, in particular to do so for small ensemble size. The perspective is to view the method as a state estimator, and not as an algorithm which approximates the true filtering distribution. The perturbed observation version of the algorithm is studied, without and with variance inflation. Without variance inflation well-posedness of the filter is established; with variance inflation accuracy of the filter, with respect to the true signal underlying the data, is established. The algorithm is considered in discrete time, and also for a continuous time limit arising when observations are frequent and subject to large noise. The underlying dynamical model, and assumptions about it, is sufficiently general to include the Lorenz '63 and '96 models, together with the incompressible Navier–Stokes equation on a two-dimensional torus. The analysis is limited to the case of complete observation of the signal with additive white noise. Numerical results are presented for the Navier–Stokes equation on a two-dimensional torus for both complete and partial observations of the signal with additive white noise. (paper)

  9. Child mortality inequalities across Rwanda districts: a geoadditive continuous-time survival analysis

    Directory of Open Access Journals (Sweden)

    François Niragire

    2017-05-01

    Full Text Available Child survival programmes are efficient when they target the most significant and area-specific factors. This study aimed to assess the key determinants and spatial variation of child mortality at the district level in Rwanda. Data from the 2010 Rwanda Demographic and Health Survey were analysed for 8817 live births that occurred during five years preceding the survey. Out of the children born, 433 had died before survey interviews were carried out. A full Bayesian geo-additive continuous-time hazard model enabled us to maximise data utilisation and hence improve the accuracy of our estimates. The results showed substantial district- level spatial variation in childhood mortality in Rwanda. District-specific spatial characteristics were particularly associated with higher death hazards in two districts: Musanze and Nyabihu. The model estimates showed that there were lower death rates among children from households of medium and high economic status compared to those from low-economic status households. Factors, such as four antenatal care visits, delivery at a health facility, prolonged breastfeeding and mothers younger than 31 years were associated with lower child death rates. Long preceding birth intervals were also associated with fewer hazards. For these reasons, programmes aimed at reducing child mortality gaps between districts in Rwanda should target maternal factors and take into consideration district-specific spatial characteristics. Further, child survival gains require strengthening or scaling-up of existing programmes pertaining to access to, and utilisation of maternal and child health care services as well as reduction of the household gap in the economic status.

  10. Child mortality inequalities across Rwanda districts: a geoadditive continuous-time survival analysis.

    Science.gov (United States)

    Niragire, François; Achia, Thomas N O; Lyambabaje, Alexandre; Ntaganira, Joseph

    2017-05-11

    Child survival programmes are efficient when they target the most significant and area-specific factors. This study aimed to assess the key determinants and spatial variation of child mortality at the district level in Rwanda. Data from the 2010 Rwanda Demographic and Health Survey were analysed for 8817 live births that occurred during five years preceding the survey. Out of the children born, 433 had died before survey interviews were carried out. A full Bayesian geo-additive continuous-time hazard model enabled us to maximise data utilisation and hence improve the accuracy of our estimates. The results showed substantial district- level spatial variation in childhood mortality in Rwanda. District-specific spatial characteristics were particularly associated with higher death hazards in two districts: Musanze and Nyabihu. The model estimates showed that there were lower death rates among children from households of medium and high economic status compared to those from low-economic status households. Factors, such as four antenatal care visits, delivery at a health facility, prolonged breastfeeding and mothers younger than 31 years were associated with lower child death rates. Long preceding birth intervals were also associated with fewer hazards. For these reasons, programmes aimed at reducing child mortality gaps between districts in Rwanda should target maternal factors and take into consideration district-specific spatial characteristics. Further, child survival gains require strengthening or scaling-up of existing programmes pertaining to access to, and utilisation of maternal and child health care services as well as reduction of the household gap in the economic status.

  11. Fitting and interpreting continuous-time latent Markov models for panel data.

    Science.gov (United States)

    Lange, Jane M; Minin, Vladimir N

    2013-11-20

    Multistate models characterize disease processes within an individual. Clinical studies often observe the disease status of individuals at discrete time points, making exact times of transitions between disease states unknown. Such panel data pose considerable modeling challenges. Assuming the disease process progresses accordingly, a standard continuous-time Markov chain (CTMC) yields tractable likelihoods, but the assumption of exponential sojourn time distributions is typically unrealistic. More flexible semi-Markov models permit generic sojourn distributions yet yield intractable likelihoods for panel data in the presence of reversible transitions. One attractive alternative is to assume that the disease process is characterized by an underlying latent CTMC, with multiple latent states mapping to each disease state. These models retain analytic tractability due to the CTMC framework but allow for flexible, duration-dependent disease state sojourn distributions. We have developed a robust and efficient expectation-maximization algorithm in this context. Our complete data state space consists of the observed data and the underlying latent trajectory, yielding computationally efficient expectation and maximization steps. Our algorithm outperforms alternative methods measured in terms of time to convergence and robustness. We also examine the frequentist performance of latent CTMC point and interval estimates of disease process functionals based on simulated data. The performance of estimates depends on time, functional, and data-generating scenario. Finally, we illustrate the interpretive power of latent CTMC models for describing disease processes on a dataset of lung transplant patients. We hope our work will encourage wider use of these models in the biomedical setting. Copyright © 2013 John Wiley & Sons, Ltd.

  12. Asymmetric continuous-time neural networks without local traps for solving constraint satisfaction problems.

    Directory of Open Access Journals (Sweden)

    Botond Molnár

    Full Text Available There has been a long history of using neural networks for combinatorial optimization and constraint satisfaction problems. Symmetric Hopfield networks and similar approaches use steepest descent dynamics, and they always converge to the closest local minimum of the energy landscape. For finding global minima additional parameter-sensitive techniques are used, such as classical simulated annealing or the so-called chaotic simulated annealing, which induces chaotic dynamics by addition of extra terms to the energy landscape. Here we show that asymmetric continuous-time neural networks can solve constraint satisfaction problems without getting trapped in non-solution attractors. We concentrate on a model solving Boolean satisfiability (k-SAT, which is a quintessential NP-complete problem. There is a one-to-one correspondence between the stable fixed points of the neural network and the k-SAT solutions and we present numerical evidence that limit cycles may also be avoided by appropriately choosing the parameters of the model. This optimal parameter region is fairly independent of the size and hardness of instances, this way parameters can be chosen independently of the properties of problems and no tuning is required during the dynamical process. The model is similar to cellular neural networks already used in CNN computers. On an analog device solving a SAT problem would take a single operation: the connection weights are determined by the k-SAT instance and starting from any initial condition the system searches until finding a solution. In this new approach transient chaotic behavior appears as a natural consequence of optimization hardness and not as an externally induced effect.

  13. Reinforcement learning using a continuous time actor-critic framework with spiking neurons.

    Directory of Open Access Journals (Sweden)

    Nicolas Frémaux

    2013-04-01

    Full Text Available Animals repeat rewarded behaviors, but the physiological basis of reward-based learning has only been partially elucidated. On one hand, experimental evidence shows that the neuromodulator dopamine carries information about rewards and affects synaptic plasticity. On the other hand, the theory of reinforcement learning provides a framework for reward-based learning. Recent models of reward-modulated spike-timing-dependent plasticity have made first steps towards bridging the gap between the two approaches, but faced two problems. First, reinforcement learning is typically formulated in a discrete framework, ill-adapted to the description of natural situations. Second, biologically plausible models of reward-modulated spike-timing-dependent plasticity require precise calculation of the reward prediction error, yet it remains to be shown how this can be computed by neurons. Here we propose a solution to these problems by extending the continuous temporal difference (TD learning of Doya (2000 to the case of spiking neurons in an actor-critic network operating in continuous time, and with continuous state and action representations. In our model, the critic learns to predict expected future rewards in real time. Its activity, together with actual rewards, conditions the delivery of a neuromodulatory TD signal to itself and to the actor, which is responsible for action choice. In simulations, we show that such an architecture can solve a Morris water-maze-like navigation task, in a number of trials consistent with reported animal performance. We also use our model to solve the acrobot and the cartpole problems, two complex motor control tasks. Our model provides a plausible way of computing reward prediction error in the brain. Moreover, the analytically derived learning rule is consistent with experimental evidence for dopamine-modulated spike-timing-dependent plasticity.

  14. A continuous time-resolved measure decoded from EEG oscillatory activity predicts working memory task performance.

    Science.gov (United States)

    Astrand, Elaine

    2018-06-01

    Working memory (WM), crucial for successful behavioral performance in most of our everyday activities, holds a central role in goal-directed behavior. As task demands increase, inducing higher WM load, maintaining successful behavioral performance requires the brain to work at the higher end of its capacity. Because it is depending on both external and internal factors, individual WM load likely varies in a continuous fashion. The feasibility to extract such a continuous measure in time that correlates to behavioral performance during a working memory task remains unsolved. Multivariate pattern decoding was used to test whether a decoder constructed from two discrete levels of WM load can generalize to produce a continuous measure that predicts task performance. Specifically, a linear regression with L2-regularization was chosen with input features from EEG oscillatory activity recorded from healthy participants while performing the n-back task, [Formula: see text]. The feasibility to extract a continuous time-resolved measure that correlates positively to trial-by-trial working memory task performance is demonstrated (r  =  0.47, p  performance before action (r  =  0.49, p  <  0.05). We show that the extracted continuous measure enables to study the temporal dynamics of the complex activation pattern of WM encoding during the n-back task. Specifically, temporally precise contributions of different spectral features are observed which extends previous findings of traditional univariate approaches. These results constitute an important contribution towards a wide range of applications in the field of cognitive brain-machine interfaces. Monitoring mental processes related to attention and WM load to reduce the risk of committing errors in high-risk environments could potentially prevent many devastating consequences or using the continuous measure as neurofeedback opens up new possibilities to develop novel rehabilitation techniques for

  15. Quantum independent increment processes

    CERN Document Server

    Franz, Uwe

    2006-01-01

    This is the second of two volumes containing the revised and completed notes of lectures given at the school "Quantum Independent Increment Processes: Structure and Applications to Physics". This school was held at the Alfried-Krupp-Wissenschaftskolleg in Greifswald in March, 2003, and supported by the Volkswagen Foundation. The school gave an introduction to current research on quantum independent increment processes aimed at graduate students and non-specialists working in classical and quantum probability, operator algebras, and mathematical physics. The present second volume contains the following lectures: "Random Walks on Finite Quantum Groups" by Uwe Franz and Rolf Gohm, "Quantum Markov Processes and Applications in Physics" by Burkhard Kümmerer, Classical and Free Infinite Divisibility and Lévy Processes" by Ole E. Barndorff-Nielsen, Steen Thorbjornsen, and "Lévy Processes on Quantum Groups and Dual Groups" by Uwe Franz.

  16. Random walk of passive tracers among randomly moving obstacles.

    Science.gov (United States)

    Gori, Matteo; Donato, Irene; Floriani, Elena; Nardecchia, Ilaria; Pettini, Marco

    2016-04-14

    This study is mainly motivated by the need of understanding how the diffusion behavior of a biomolecule (or even of a larger object) is affected by other moving macromolecules, organelles, and so on, inside a living cell, whence the possibility of understanding whether or not a randomly walking biomolecule is also subject to a long-range force field driving it to its target. By means of the Continuous Time Random Walk (CTRW) technique the topic of random walk in random environment is here considered in the case of a passively diffusing particle among randomly moving and interacting obstacles. The relevant physical quantity which is worked out is the diffusion coefficient of the passive tracer which is computed as a function of the average inter-obstacles distance. The results reported here suggest that if a biomolecule, let us call it a test molecule, moves towards its target in the presence of other independently interacting molecules, its motion can be considerably slowed down.

  17. A continuous time-resolved measure decoded from EEG oscillatory activity predicts working memory task performance

    Science.gov (United States)

    Astrand, Elaine

    2018-06-01

    Objective. Working memory (WM), crucial for successful behavioral performance in most of our everyday activities, holds a central role in goal-directed behavior. As task demands increase, inducing higher WM load, maintaining successful behavioral performance requires the brain to work at the higher end of its capacity. Because it is depending on both external and internal factors, individual WM load likely varies in a continuous fashion. The feasibility to extract such a continuous measure in time that correlates to behavioral performance during a working memory task remains unsolved. Approach. Multivariate pattern decoding was used to test whether a decoder constructed from two discrete levels of WM load can generalize to produce a continuous measure that predicts task performance. Specifically, a linear regression with L2-regularization was chosen with input features from EEG oscillatory activity recorded from healthy participants while performing the n-back task, n\\in [1,2] . Main results. The feasibility to extract a continuous time-resolved measure that correlates positively to trial-by-trial working memory task performance is demonstrated (r  =  0.47, p  <  0.05). It is furthermore shown that this measure allows to predict task performance before action (r  =  0.49, p  <  0.05). We show that the extracted continuous measure enables to study the temporal dynamics of the complex activation pattern of WM encoding during the n-back task. Specifically, temporally precise contributions of different spectral features are observed which extends previous findings of traditional univariate approaches. Significance. These results constitute an important contribution towards a wide range of applications in the field of cognitive brain–machine interfaces. Monitoring mental processes related to attention and WM load to reduce the risk of committing errors in high-risk environments could potentially prevent many devastating consequences or

  18. Walking the Everyday

    Directory of Open Access Journals (Sweden)

    Matthew Bissen

    2014-11-01

    Full Text Available Since 2010, @matthewalking (Bissen, 2013 has published real-time public texts of walks in the city. This text-based Twitter feed has developed a narrative of a particular everyday life and developed a space of interface with others that represents a centering of perspective within an urban landscape. Walking the city provides a spatial, tactile, social, and embodied knowledge of the environment as each of us emerges into a space, orients ourselves, and determines a path that is highly localized, but is in connection with distant spaces and cultures. According to Ben Jacks in “Walking the City: Manhattan Projects,” “for urban dwellers and designers, walking is a fundamental tool for laying claim to, understanding, and shaping a livable city. Walking yields bodily knowing, recovers place memory, creates narrative, prioritizes human scale, and reconnects people to places” (75. @matthewalking’s walks, at times for as long as 5 hours, attempt to center an experience of an urban existence in a spatial narrative of the city that at once prioritizes a connection to place, but also is projected outward into a mediated relationship with others. The project is a series of unbounded walks, or dérives (drift, through the city that are logged on Twitter and traced to create an archive map of a set of particular urban experiences. The dérive concept as outlined in “The Theory of the Dérive,” by Guy Debord is when “one or more persons during a certain period drop their relations, their work and leisure activities, and all their other usual motives for movement and action, and let themselves be drawn by the attractions of the terrain and the encounters they find there” (62.

  19. Walks on SPR neighborhoods.

    Science.gov (United States)

    Caceres, Alan Joseph J; Castillo, Juan; Lee, Jinnie; St John, Katherine

    2013-01-01

    A nearest-neighbor-interchange (NNI)-walk is a sequence of unrooted phylogenetic trees, T1, T2, . . . , T(k) where each consecutive pair of trees differs by a single NNI move. We give tight bounds on the length of the shortest NNI-walks that visit all trees in a subtree-prune-and-regraft (SPR) neighborhood of a given tree. For any unrooted, binary tree, T, on n leaves, the shortest walk takes Θ(n²) additional steps more than the number of trees in the SPR neighborhood. This answers Bryant’s Second Combinatorial Challenge from the Phylogenetics Challenges List, the Isaac Newton Institute, 2011, and the Penny Ante Problem List, 2009.

  20. Fitness Club / Nordic Walking

    CERN Multimedia

    Fitness Club

    2011-01-01

    Nordic Walking at CERN Enrollments are open for Nordic Walking courses and outings at CERN. Classes will be on Tuesdays as of 20 September, and outings for the more experienced will be on Thursdays as of 15 September. We meet at the CERN Club barracks car park (near entrance A). • 18:00 to 19:00 on 20 & 27 September, as well as 4 & 11 October. Check out our schedule and rates and enroll at: http://cern.ch/club-fitness Hope to see you among us! CERN Fitness Club fitness.club@cern.ch  

  1. Physiological aspect walking and Nordic walking as adequate kinetic activities.

    OpenAIRE

    BENEŠ, Václav

    2010-01-01

    This bachelor thesis on the topic of The Physiological Aspect of Walking and Nordic Walking as an adequate physical activity focuses on chosen physiological changes of an organism during a five-month training cycle. In the theoretical part I describe the physiological changes of organism during a regularly repeated strain, and also the technique of walking, Nordic walking and health benefits of these activities are defined here. The research part of the thesis describes the measurement method...

  2. Record statistics of a strongly correlated time series: random walks and Lévy flights

    Science.gov (United States)

    Godrèche, Claude; Majumdar, Satya N.; Schehr, Grégory

    2017-08-01

    We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a Lévy flight on a line. After a brief survey of the theory of records for independent and identically distributed random variables, we focus on random walks. During the last few years, it was indeed realized that random walks are a very useful ‘laboratory’ to test the effects of correlations on the record statistics. We start with the simple one-dimensional random walk with symmetric jumps (both continuous and discrete) and discuss in detail the statistics of the number of records, as well as of the ages of the records, i.e. the lapses of time between two successive record breaking events. Then we review the results that were obtained for a wide variety of random walk models, including random walks with a linear drift, continuous time random walks, constrained random walks (like the random walk bridge) and the case of multiple independent random walkers. Finally, we discuss further observables related to records, like the record increments, as well as some questions raised by physical applications of record statistics, like the effects of measurement error and noise.

  3. Walking to transit.

    Science.gov (United States)

    2011-12-01

    Using a real-life setting, WalkBostons project focused on developing and testing techniques to broaden the scope and range of public participation in transportation planning in a large neighborhood in Boston. The team explored methods of seeking o...

  4. Walking along water

    DEFF Research Database (Denmark)

    Rasmussen, Mattias Borg

    2014-01-01

    Steep slopes, white peaks and deep valleys make up the Andes. As phenomenologists of landscape have told us, different people have different landscapes. By moving across the terrain, walking along, we might get a sense of how this has been carved out by the movement of wind and water, tectonics...

  5. Walking and Sensing Mobile Lives

    DEFF Research Database (Denmark)

    Bødker, Mads; Meinhardt, Nina Dam

    In this position paper, we discuss how mindful walking with people allow us to explore sensory aspects of mobile lives that are typically absent from research. We present an app that aids researchers collect impressions from a walk.......In this position paper, we discuss how mindful walking with people allow us to explore sensory aspects of mobile lives that are typically absent from research. We present an app that aids researchers collect impressions from a walk....

  6. Continuous-Time Semi-Markov Models in Health Economic Decision Making : An Illustrative Example in Heart Failure Disease Management

    NARCIS (Netherlands)

    Cao, Qi; Buskens, Erik; Feenstra, Talitha; Jaarsma, Tiny; Hillege, Hans; Postmus, Douwe

    Continuous-time state transition models may end up having large unwieldy structures when trying to represent all relevant stages of clinical disease processes by means of a standard Markov model. In such situations, a more parsimonious, and therefore easier-to-grasp, model of a patient's disease

  7. A Monte Carlo study of time-aggregation in continuous-time and discrete-time parametric hazard models.

    NARCIS (Netherlands)

    Hofstede, ter F.; Wedel, M.

    1998-01-01

    This study investigates the effects of time aggregation in discrete and continuous-time hazard models. A Monte Carlo study is conducted in which data are generated according to various continuous and discrete-time processes, and aggregated into daily, weekly and monthly intervals. These data are

  8. Time-aggregation effects on the baseline of continuous-time and discrete-time hazard models

    NARCIS (Netherlands)

    ter Hofstede, F.; Wedel, M.

    In this study we reinvestigate the effect of time-aggregation for discrete- and continuous-time hazard models. We reanalyze the results of a previous Monte Carlo study by ter Hofstede and Wedel (1998), in which the effects of time-aggregation on the parameter estimates of hazard models were

  9. Kineziologická charakteristika Nordic Walking

    OpenAIRE

    Pospíšilová, Petra

    2009-01-01

    Title: Functional a physiological characteristics of Nordic Walking Purposes: The aim of the thesis is to describe and summarize current knowledge about Nordic Walking Methods: Literature analysis Key words: Nordic Walking, free bipedal walk, health benefits, functional indicator changes

  10. The open quantum Brownian motions

    International Nuclear Information System (INIS)

    Bauer, Michel; Bernard, Denis; Tilloy, Antoine

    2014-01-01

    Using quantum parallelism on random walks as the original seed, we introduce new quantum stochastic processes, the open quantum Brownian motions. They describe the behaviors of quantum walkers—with internal degrees of freedom which serve as random gyroscopes—interacting with a series of probes which serve as quantum coins. These processes may also be viewed as the scaling limit of open quantum random walks and we develop this approach along three different lines: the quantum trajectory, the quantum dynamical map and the quantum stochastic differential equation. We also present a study of the simplest case, with a two level system as an internal gyroscope, illustrating the interplay between the ballistic and diffusive behaviors at work in these processes. Notation H z : orbital (walker) Hilbert space, C Z in the discrete, L 2 (R) in the continuum H c : internal spin (or gyroscope) Hilbert space H sys =H z ⊗H c : system Hilbert space H p : probe (or quantum coin) Hilbert space, H p =C 2 ρ t tot : density matrix for the total system (walker + internal spin + quantum coins) ρ-bar t : reduced density matrix on H sys : ρ-bar t =∫dxdy ρ-bar t (x,y)⊗|x〉 z 〈y| ρ-hat t : system density matrix in a quantum trajectory: ρ-hat t =∫dxdy ρ-hat t (x,y)⊗|x〉 z 〈y|. If diagonal and localized in position: ρ-hat t =ρ t ⊗|X t 〉 z 〈X t | ρ t : internal density matrix in a simple quantum trajectory X t : walker position in a simple quantum trajectory B t : normalized Brownian motion ξ t , ξ t † : quantum noises (paper)

  11. Spin, statistics, and geometry of random walks

    International Nuclear Information System (INIS)

    Jaroszewicz, T.; Kurzepa, P.S.

    1991-01-01

    The authors develop and unify two complementary descriptions of propagation of spinning particles: the directed random walk representation and the spin factor approach. Working in an arbitrary number of dimensions D, they first represent the Dirac propagator in terms of a directed random walk. They then derive the general and explicit form of the gauge connection describing parallel transport of spin and investigate the resulting quantum-mechanical problem of a particle moving on a sphere in the field of a nonabelian SO(D-1) monopole. This construction, generalizing Polyakov's results, enables them to prove the equivalence of the random walk and path-integral (spin factor) representation. As an alternative, they construct and discuss various Wess-Zumino-Witten forms of the spin factor. They clarify the role played by the coupling between the particle's spin and translational degrees of freedom in establishing the geometrical properties of particle's paths in spacetime. To this end, they carefully define and evaluate Hausdorff dimensions of bosonic and fermionic sample paths, in the covariant as well as nonrelativistic formulations. Finally, as an application of the developed formalism, they give an intuitive spacetime interpretation of chiral anomalies in terms of the geometry of fermion trajectories

  12. [Walking abnormalities in children].

    Science.gov (United States)

    Segawa, Masaya

    2010-11-01

    Walking is a spontaneous movement termed locomotion that is promoted by activation of antigravity muscles by serotonergic (5HT) neurons. Development of antigravity activity follows 3 developmental epochs of the sleep-wake (S-W) cycle and is modulated by particular 5HT neurons in each epoch. Activation of antigravity activities occurs in the first epoch (around the age of 3 to 4 months) as restriction of atonia in rapid eye movement (REM) stage and development of circadian S-W cycle. These activities strengthen in the second epoch, with modulation of day-time sleep and induction of crawling around the age of 8 months and induction of walking by 1 year. Around the age of 1 year 6 months, absence of guarded walking and interlimb cordination is observed along with modulation of day-time sleep to once in the afternoon. Bipedal walking in upright position occurs in the third epoch, with development of a biphasic S-W cycle by the age of 4-5 years. Patients with infantile autism (IA), Rett syndrome (RTT), or Tourette syndrome (TS) show failure in the development of the first, second, or third epoch, respectively. Patients with IA fail to develop interlimb coordination; those with RTT, crawling and walking; and those with TS, walking in upright posture. Basic pathophysiology underlying these condition is failure in restricting atonia in REM stage; this induces dysfunction of the pedunculopontine nucleus and consequently dys- or hypofunction of the dopamine (DA) neurons. DA hypofunction in the developing brain, associated with compensatory upward regulation of the DA receptors causes psychobehavioral disorders in infancy (IA), failure in synaptogenesis in the frontal cortex and functional development of the motor and associate cortexes in late infancy through the basal ganglia (RTT), and failure in functional development of the prefrontal cortex through the basal ganglia (TS). Further, locomotion failure in early childhood causes failure in development of functional

  13. Quantum optics

    National Research Council Canada - National Science Library

    Agarwal, G. S

    2013-01-01

    .... Focusing on applications of quantum optics, the textbook covers recent developments such as engineering of quantum states, quantum optics on a chip, nano-mechanical mirrors, quantum entanglement...

  14. Nordic Walking Classes

    CERN Multimedia

    Fitness Club

    2015-01-01

    Four classes of one hour each are held on Tuesdays. RDV barracks parking at Entrance A, 10 minutes before class time. Spring Course 2015: 05.05/12.05/19.05/26.05 Prices 40 CHF per session + 10 CHF club membership 5 CHF/hour pole rental Check out our schedule and enroll at: https://espace.cern.ch/club-fitness/Lists/Nordic%20Walking/NewForm.aspx? Hope to see you among us! fitness.club@cern.ch

  15. Ways of Walking

    DEFF Research Database (Denmark)

    Eslambolchilar, Parisa; Bødker, Mads; Chamberlain, Alan

    2016-01-01

    It seems logical to argue that mobile computing technologies are intended for use "on-the-go." However, on closer inspection, the use of mobile technologies pose a number of challenges for users who are mobile, particularly moving around on foot. In engaging with such mobile technologies and thei......It seems logical to argue that mobile computing technologies are intended for use "on-the-go." However, on closer inspection, the use of mobile technologies pose a number of challenges for users who are mobile, particularly moving around on foot. In engaging with such mobile technologies...... and their envisaged development, we argue that interaction designers must increasingly consider a multitude of perspectives that relate to walking in order to frame design problems appropriately. In this paper, we consider a number of perspectives on walking, and we discuss how these may inspire the design of mobile...... technologies. Drawing on insights from non-representational theory, we develop a partial vocabulary with which to engage with qualities of pedestrian mobility, and we outline how taking more mindful approaches to walking may enrich and inform the design space of handheld technologies....

  16. Nuclide transport of decay chain in the fractured rock medium: a model using continuous time Markov process

    International Nuclear Information System (INIS)

    Younmyoung Lee; Kunjai Lee

    1995-01-01

    A model using continuous time Markov process for nuclide transport of decay chain of arbitrary length in the fractured rock medium has been developed. Considering the fracture in the rock matrix as a finite number of compartments, the transition probability for nuclide from the transition intensity between and out of the compartments is represented utilizing Chapman-Kolmogorov equation, with which the expectation and the variance of nuclide distribution for the fractured rock medium could be obtained. A comparison between continuous time Markov process model and available analytical solutions for the nuclide transport of three decay chains without rock matrix diffusion has been made showing comparatively good agreement. Fittings with experimental breakthrough curves obtained with nonsorbing materials such as NaLS and uranine in the artificial fractured rock are also made. (author)

  17. An introduction to continuous-time stochastic processes theory, models, and applications to finance, biology, and medicine

    CERN Document Server

    Capasso, Vincenzo

    2015-01-01

    This textbook, now in its third edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics include: * Markov processes * Stochastic differential equations * Arbitrage-free markets and financial derivatives * Insurance risk * Population dynamics, and epidemics * Agent-based models New to the Third Edition: * Infinitely divisible distributions * Random measures * Levy processes * Fractional Brownian motion * Ergodic theory * Karhunen-Loeve expansion * Additional applications * Additional  exercises * Smoluchowski  approximation of  Langevin systems An Introduction to Continuous-Time Stochastic Processes, Third Editio...

  18. A Design Methodology for Power-efficient Continuous-time Sigma-Delta A/D Converters

    DEFF Research Database (Denmark)

    Nielsen, Jannik Hammel; Bruun, Erik

    2003-01-01

    In this paper we present a design methodology for optimizing the power consumption of continuous-time (CT) ΣΔ A/D converters. A method for performance prediction for ΣΔ A/D converters is presented. Estimation of analog and digital power consumption is derived and employed to predict the most power...... bits performance. Expected power consumption for the prototype is approx. 170 μW....

  19. Subgeometric Ergodicity Analysis of Continuous-Time Markov Chains under Random-Time State-Dependent Lyapunov Drift Conditions

    Directory of Open Access Journals (Sweden)

    Mokaedi V. Lekgari

    2014-01-01

    Full Text Available We investigate random-time state-dependent Foster-Lyapunov analysis on subgeometric rate ergodicity of continuous-time Markov chains (CTMCs. We are mainly concerned with making use of the available results on deterministic state-dependent drift conditions for CTMCs and on random-time state-dependent drift conditions for discrete-time Markov chains and transferring them to CTMCs.

  20. Development of a Computer-aided Learning System for Graphical Analysis of Continuous-Time Control Systems

    Directory of Open Access Journals (Sweden)

    J. F. Opadiji

    2010-06-01

    Full Text Available We present the development and deployment process of a computer-aided learning tool which serves as a training aid for undergraduate control engineering courses. We show the process of algorithm construction and implementation of the software which is also aimed at teaching software development at undergraduate level. The scope of this project is limited to graphical analysis of continuous-time control systems.

  1. On the speed towards the mean for continuous time autoregressive moving average processes with applications to energy markets

    International Nuclear Information System (INIS)

    Benth, Fred Espen; Taib, Che Mohd Imran Che

    2013-01-01

    We extend the concept of half life of an Ornstein–Uhlenbeck process to Lévy-driven continuous-time autoregressive moving average processes with stochastic volatility. The half life becomes state dependent, and we analyze its properties in terms of the characteristics of the process. An empirical example based on daily temperatures observed in Petaling Jaya, Malaysia, is presented, where the proposed model is estimated and the distribution of the half life is simulated. The stationarity of the dynamics yield futures prices which asymptotically tend to constant at an exponential rate when time to maturity goes to infinity. The rate is characterized by the eigenvalues of the dynamics. An alternative description of this convergence can be given in terms of our concept of half life. - Highlights: • The concept of half life is extended to Levy-driven continuous time autoregressive moving average processes • The dynamics of Malaysian temperatures are modeled using a continuous time autoregressive model with stochastic volatility • Forward prices on temperature become constant when time to maturity tends to infinity • Convergence in time to maturity is at an exponential rate given by the eigenvalues of the model temperature model

  2. A hierarchical model for estimating the spatial distribution and abundance of animals detected by continuous-time recorders.

    Directory of Open Access Journals (Sweden)

    Robert M Dorazio

    Full Text Available Several spatial capture-recapture (SCR models have been developed to estimate animal abundance by analyzing the detections of individuals in a spatial array of traps. Most of these models do not use the actual dates and times of detection, even though this information is readily available when using continuous-time recorders, such as microphones or motion-activated cameras. Instead most SCR models either partition the period of trap operation into a set of subjectively chosen discrete intervals and ignore multiple detections of the same individual within each interval, or they simply use the frequency of detections during the period of trap operation and ignore the observed times of detection. Both practices make inefficient use of potentially important information in the data.We developed a hierarchical SCR model to estimate the spatial distribution and abundance of animals detected with continuous-time recorders. Our model includes two kinds of point processes: a spatial process to specify the distribution of latent activity centers of individuals within the region of sampling and a temporal process to specify temporal patterns in the detections of individuals. We illustrated this SCR model by analyzing spatial and temporal patterns evident in the camera-trap detections of tigers living in and around the Nagarahole Tiger Reserve in India. We also conducted a simulation study to examine the performance of our model when analyzing data sets of greater complexity than the tiger data.Our approach provides three important benefits: First, it exploits all of the information in SCR data obtained using continuous-time recorders. Second, it is sufficiently versatile to allow the effects of both space use and behavior of animals to be specified as functions of covariates that vary over space and time. Third, it allows both the spatial distribution and abundance of individuals to be estimated, effectively providing a species distribution model, even in

  3. Rugged Walking Robot

    Science.gov (United States)

    Larimer, Stanley J.; Lisec, Thomas R.; Spiessbach, Andrew J.

    1990-01-01

    Proposed walking-beam robot simpler and more rugged than articulated-leg walkers. Requires less data processing, and uses power more efficiently. Includes pair of tripods, one nested in other. Inner tripod holds power supplies, communication equipment, computers, instrumentation, sampling arms, and articulated sensor turrets. Outer tripod holds mast on which antennas for communication with remote control site and video cameras for viewing local and distant terrain mounted. Propels itself by raising, translating, and lowering tripods in alternation. Steers itself by rotating raised tripod on turntable.

  4. Random walk loop soup

    OpenAIRE

    Lawler, Gregory F.; Ferreras, José A. Trujillo

    2004-01-01

    The Brownian loop soup introduced in Lawler and Werner (2004) is a Poissonian realization from a sigma-finite measure on unrooted loops. This measure satisfies both conformal invariance and a restriction property. In this paper, we define a random walk loop soup and show that it converges to the Brownian loop soup. In fact, we give a strong approximation result making use of the strong approximation result of Koml\\'os, Major, and Tusn\\'ady. To make the paper self-contained, we include a proof...

  5. A mathematical nature walk

    CERN Document Server

    Adam, John A

    2009-01-01

    How heavy is that cloud? Why can you see farther in rain than in fog? Why are the droplets on that spider web spaced apart so evenly? If you have ever asked questions like these while outdoors, and wondered how you might figure out the answers, this is a book for you. An entertaining and informative collection of fascinating puzzles from the natural world around us, A Mathematical Nature Walk will delight anyone who loves nature or math or both. John Adam presents ninety-six questions about many common natural phenomena--and a few uncommon ones--and then shows how to answer them using mostly b

  6. LMI-based stability and performance conditions for continuous-time nonlinear systems in Takagi-Sugeno's form.

    Science.gov (United States)

    Lam, H K; Leung, Frank H F

    2007-10-01

    This correspondence presents the stability analysis and performance design of the continuous-time fuzzy-model-based control systems. The idea of the nonparallel-distributed-compensation (non-PDC) control laws is extended to the continuous-time fuzzy-model-based control systems. A nonlinear controller with non-PDC control laws is proposed to stabilize the continuous-time nonlinear systems in Takagi-Sugeno's form. To produce the stability-analysis result, a parameter-dependent Lyapunov function (PDLF) is employed. However, two difficulties are usually encountered: 1) the time-derivative terms produced by the PDLF will complicate the stability analysis and 2) the stability conditions are not in the form of linear-matrix inequalities (LMIs) that aid the design of feedback gains. To tackle the first difficulty, the time-derivative terms are represented by some weighted-sum terms in some existing approaches, which will increase the number of stability conditions significantly. In view of the second difficulty, some positive-definitive terms are added in order to cast the stability conditions into LMIs. In this correspondence, the favorable properties of the membership functions and nonlinear control laws, which allow the introduction of some free matrices, are employed to alleviate the two difficulties while retaining the favorable properties of PDLF-based approach. LMI-based stability conditions are derived to ensure the system stability. Furthermore, based on a common scalar performance index, LMI-based performance conditions are derived to guarantee the system performance. Simulation examples are given to illustrate the effectiveness of the proposed approach.

  7. Random-walk enzymes

    Science.gov (United States)

    Mak, Chi H.; Pham, Phuong; Afif, Samir A.; Goodman, Myron F.

    2015-09-01

    Enzymes that rely on random walk to search for substrate targets in a heterogeneously dispersed medium can leave behind complex spatial profiles of their catalyzed conversions. The catalytic signatures of these random-walk enzymes are the result of two coupled stochastic processes: scanning and catalysis. Here we develop analytical models to understand the conversion profiles produced by these enzymes, comparing an intrusive model, in which scanning and catalysis are tightly coupled, against a loosely coupled passive model. Diagrammatic theory and path-integral solutions of these models revealed clearly distinct predictions. Comparison to experimental data from catalyzed deaminations deposited on single-stranded DNA by the enzyme activation-induced deoxycytidine deaminase (AID) demonstrates that catalysis and diffusion are strongly intertwined, where the chemical conversions give rise to new stochastic trajectories that were absent if the substrate DNA was homogeneous. The C →U deamination profiles in both analytical predictions and experiments exhibit a strong contextual dependence, where the conversion rate of each target site is strongly contingent on the identities of other surrounding targets, with the intrusive model showing an excellent fit to the data. These methods can be applied to deduce sequence-dependent catalytic signatures of other DNA modification enzymes, with potential applications to cancer, gene regulation, and epigenetics.

  8. A low-power 10-bit continuous-time CMOS ΣΔ A/D converter

    DEFF Research Database (Denmark)

    Nielsen, Jannik Hammel; Bruun, Erik

    2004-01-01

    This paper presents the design of a third-order low-pass ΣΔ analog-to-digital converter (ADC) employing a continuous-time (CT) loop filter. The loop filter is implemented using Gm - C integrators, where the transconductors are implemented using CMOS transistors only. System level as well...... as transistor level design issues for power efficiency is discussed. A prototype ΣΔ ADC intended for weak biological signals restricted to bandwidths below 4 kHz has been manufactured in a standard 0.35 μm CMOS technology. The ADC has a measured resolution of 10 bits and a dynamic range (DR) of 67 d...

  9. Novel delay-distribution-dependent stability analysis for continuous-time recurrent neural networks with stochastic delay

    International Nuclear Information System (INIS)

    Wang Shen-Quan; Feng Jian; Zhao Qing

    2012-01-01

    In this paper, the problem of delay-distribution-dependent stability is investigated for continuous-time recurrent neural networks (CRNNs) with stochastic delay. Different from the common assumptions on time delays, it is assumed that the probability distribution of the delay taking values in some intervals is known a priori. By making full use of the information concerning the probability distribution of the delay and by using a tighter bounding technique (the reciprocally convex combination method), less conservative asymptotic mean-square stable sufficient conditions are derived in terms of linear matrix inequalities (LMIs). Two numerical examples show that our results are better than the existing ones. (general)

  10. Robust Adaptive Dynamic Programming of Two-Player Zero-Sum Games for Continuous-Time Linear Systems.

    Science.gov (United States)

    Fu, Yue; Fu, Jun; Chai, Tianyou

    2015-12-01

    In this brief, an online robust adaptive dynamic programming algorithm is proposed for two-player zero-sum games of continuous-time unknown linear systems with matched uncertainties, which are functions of system outputs and states of a completely unknown exosystem. The online algorithm is developed using the policy iteration (PI) scheme with only one iteration loop. A new analytical method is proposed for convergence proof of the PI scheme. The sufficient conditions are given to guarantee globally asymptotic stability and suboptimal property of the closed-loop system. Simulation studies are conducted to illustrate the effectiveness of the proposed method.

  11. A New Approach to Rational Discrete-Time Approximations to Continuous-Time Fractional-Order Systems

    OpenAIRE

    Matos , Carlos; Ortigueira , Manuel ,

    2012-01-01

    Part 10: Signal Processing; International audience; In this paper a new approach to rational discrete-time approximations to continuous fractional-order systems of the form 1/(sα+p) is proposed. We will show that such fractional-order LTI system can be decomposed into sub-systems. One has the classic behavior and the other is similar to a Finite Impulse Response (FIR) system. The conversion from continuous-time to discrete-time systems will be done using the Laplace transform inversion integr...

  12. Quantum Erasure: Quantum Interference Revisited

    OpenAIRE

    Walborn, Stephen P.; Cunha, Marcelo O. Terra; Pádua, Sebastião; Monken, Carlos H.

    2005-01-01

    Recent experiments in quantum optics have shed light on the foundations of quantum physics. Quantum erasers - modified quantum interference experiments - show that quantum entanglement is responsible for the complementarity principle.

  13. Random walks on the braid group B3 and magnetic translations in hyperbolic geometry

    International Nuclear Information System (INIS)

    Voituriez, Raphaeel

    2002-01-01

    We study random walks on the three-strand braid group B 3 , and in particular compute the drift, or average topological complexity of a random braid, as well as the probability of trivial entanglement. These results involve the study of magnetic random walks on hyperbolic graphs (hyperbolic Harper-Hofstadter problem), what enables to build a faithful representation of B 3 as generalized magnetic translation operators for the problem of a quantum particle on the hyperbolic plane

  14. A Perron-Frobenius Type of Theorem for Quantum Operations

    Science.gov (United States)

    Lagro, Matthew; Yang, Wei-Shih; Xiong, Sheng

    2017-10-01

    We define a special class of quantum operations we call Markovian and show that it has the same spectral properties as a corresponding Markov chain. We then consider a convex combination of a quantum operation and a Markovian quantum operation and show that under a norm condition its spectrum has the same properties as in the conclusion of the Perron-Frobenius theorem if its Markovian part does. Moreover, under a compatibility condition of the two operations, we show that its limiting distribution is the same as the corresponding Markov chain. We apply our general results to partially decoherent quantum random walks with decoherence strength 0 ≤ p ≤ 1. We obtain a quantum ergodic theorem for partially decoherent processes. We show that for 0 < p ≤ 1, the limiting distribution of a partially decoherent quantum random walk is the same as the limiting distribution for the classical random walk.

  15. SIMULATION FROM ENDPOINT-CONDITIONED, CONTINUOUS-TIME MARKOV CHAINS ON A FINITE STATE SPACE, WITH APPLICATIONS TO MOLECULAR EVOLUTION.

    Science.gov (United States)

    Hobolth, Asger; Stone, Eric A

    2009-09-01

    Analyses of serially-sampled data often begin with the assumption that the observations represent discrete samples from a latent continuous-time stochastic process. The continuous-time Markov chain (CTMC) is one such generative model whose popularity extends to a variety of disciplines ranging from computational finance to human genetics and genomics. A common theme among these diverse applications is the need to simulate sample paths of a CTMC conditional on realized data that is discretely observed. Here we present a general solution to this sampling problem when the CTMC is defined on a discrete and finite state space. Specifically, we consider the generation of sample paths, including intermediate states and times of transition, from a CTMC whose beginning and ending states are known across a time interval of length T. We first unify the literature through a discussion of the three predominant approaches: (1) modified rejection sampling, (2) direct sampling, and (3) uniformization. We then give analytical results for the complexity and efficiency of each method in terms of the instantaneous transition rate matrix Q of the CTMC, its beginning and ending states, and the length of sampling time T. In doing so, we show that no method dominates the others across all model specifications, and we give explicit proof of which method prevails for any given Q, T, and endpoints. Finally, we introduce and compare three applications of CTMCs to demonstrate the pitfalls of choosing an inefficient sampler.

  16. A continuous time delay-difference type model (CTDDM) applied to stock assessment of the southern Atlantic albacore Thunnus alalunga

    Institute of Scientific and Technical Information of China (English)

    LIAO Baochao; LIU Qun; ZHANG Kui; Abdul BASET; Aamir Mahmood MEMON; Khadim Hussain MEMON; HAN Yanan

    2016-01-01

    A continuous time delay-difference model (CTDDM) has been established that considers continuous time delays of biological processes.The southern Atlantic albacore (Thunnus alalunga) stock is the one of the commercially important tuna population in the marine world.The age structured production model (ASPM) and the surplus production model (SPM) have already been used to assess the albacore stock.However,the ASPM requires detailed biological information and the SPM lacks the biological realism.In this study,we focus on applying a CTDDM to the southern Atlantic albacore (T.alalunga) species,which provides an alternative method to assess this fishery.It is the first time that CTDDM has been provided for assessing the Atlantic albacore (T.alalunga) fishery.CTDDM obtained the 80% confidence interval of MSY (maximum sustainable yield) of(21510 t,23118 t).The catch in 2011 (24100 t) is higher than the MSY values and the relative fishing mortality ratio (F2011/FMSY) is higher than 1.0.The results of CTDDM were analyzed to verify the proposed methodology and provide reference information for the sustainable management of the southern Atlantic albacore stock.The CTDDM treats the recruitment,the growth,and the mortality rates as all varying continuously over time and fills gaps between ASPM and SPM in this stock assessment.

  17. High Performance Microaccelerometer with Wafer-level Hermetic Packaged Sensing Element and Continuous-time BiCMOS Interface Circuit

    International Nuclear Information System (INIS)

    Ko, Hyoungho; Park, Sangjun; Paik, Seung-Joon; Choi, Byoung-doo; Park, Yonghwa; Lee, Sangmin; Kim, Sungwook; Lee, Sang Chul; Lee, Ahra; Yoo, Kwangho; Lim, Jaesang; Cho, Dong-il

    2006-01-01

    A microaccelerometer with highly reliable, wafer-level packaged MEMS sensing element and fully differential, continuous time, low noise, BiCMOS interface circuit is fabricated. The MEMS sensing element is fabricated on a (111)-oriented SOI wafer by using the SBM (Sacrificial/Bulk Micromachining) process. To protect the silicon structure of the sensing element and enhance the reliability, a wafer level hermetic packaging process is performed by using a silicon-glass anodic bonding process. The interface circuit is fabricated using 0.8 μm BiCMOS process. The capacitance change of the MEMS sensing element is amplified by the continuous-time, fully-differential transconductance input amplifier. A chopper-stabilization architecture is adopted to reduce low-frequency noise including 1/f noise. The fabricated microaccelerometer has the total noise equivalent acceleration of 0.89 μg/√Hz, the bias instability of 490 μg, the input range of ±10 g, and the output nonlinearity of ±0.5 %FSO

  18. Kinematic control of walking.

    Science.gov (United States)

    Lacquaniti, F; Ivanenko, Y P; Zago, M

    2002-10-01

    The planar law of inter-segmental co-ordination we described may emerge from the coupling of neural oscillators between each other and with limb mechanical oscillators. Muscle contraction intervenes at variable times to re-excite the intrinsic oscillations of the system when energy is lost. The hypothesis that a law of coordinative control results from a minimal active tuning of the passive inertial and viscoelastic coupling among limb segments is congruent with the idea that movement has evolved according to minimum energy criteria (1, 8). It is known that multi-segment motion of mammals locomotion is controlled by a network of coupled oscillators (CPGs, see 18, 33, 37). Flexible combination of unit oscillators gives rise to different forms of locomotion. Inter-oscillator coupling can be modified by changing the synaptic strength (or polarity) of the relative spinal connections. As a result, unit oscillators can be coupled in phase, out of phase, or with a variable phase, giving rise to different behaviors, such as speed increments or reversal of gait direction (from forward to backward). Supra-spinal centers may drive or modulate functional sets of coordinating interneurons to generate different walking modes (or gaits). Although it is often assumed that CPGs control patterns of muscle activity, an equally plausible hypothesis is that they control patterns of limb segment motion instead (22). According to this kinematic view, each unit oscillator would directly control a limb segment, alternately generating forward and backward oscillations of the segment. Inter-segmental coordination would be achieved by coupling unit oscillators with a variable phase. Inter-segmental kinematic phase plays the role of global control variable previously postulated for the network of central oscillators. In fact, inter-segmental phase shifts systematically with increasing speed both in man (4) and cat (38). Because this phase-shift is correlated with the net mechanical power

  19. Walking Tips for Older Adults

    Science.gov (United States)

    ... you can continue your walking program. Don’t let a cane or walker stop you It’s OK to use your cane or walker if you already have one. These can improve your balance and help take the load off painful joints. Aim for the right pace Try to walk as fast as you ...

  20. walk around Irkutsk

    Directory of Open Access Journals (Sweden)

    Elena Grigoryeva

    2011-08-01

    Full Text Available It is noteworthy that this country develops through two types of events: either through a jubilee or through a catastrophe.It seems that Irkutsk Airport will be built only after the next crash. At least the interest to this problem returns regularly after sad events, and this occurs almost half a century (a jubilee, too! – the Council of Ministers decided to relocate the Airport away from the city as long ago as 1962. The Airport does not relate to the topic of this issue, but an attentive reader understands that it is our Carthage, and that the Airport should be relocated. The Romans coped with it faster and more effectively.Back to Irkutsk’s jubilee, we should say that we will do without blare of trumpets. We will just make an unpretentious walk around the city in its summer 350. Each our route covers new (some of them have been completed by the jubilee and old buildings, some of them real monuments. All these buildings are integrated into public spaces of different quality and age.We will also touch on the problems, for old houses, especially the wooden ones often provoke a greedy developer to demolish or to burn them down. Thus a primitive thrift estimates an output of additional square meters. Not to mention how attractive it is to seize public spaces without demolition or without reallocation of the dwellers. Or, rather, the one who is to preserve, to cherish and to improve such houses for the good of the citizens never speaks about this sensitive issue. So we have to do it.Walking is a no-hurry genre, unlike the preparation for the celebration. Walking around the city you like is a pleasant and cognitive process. It will acquaint the architects with the works of their predecessors and colleagues. We hope that such a walk may be interesting for Irkutsk citizens and visitors, too. Isn’t it interesting to learn “at first hand” the intimate details of the restoration of the Trubetskoys’ estate

  1. Walking for art's sake

    CERN Multimedia

    2005-01-01

    The man who compared himself to a proton ! On 20 May, Gianni Motti went down into the LHC tunnel and walked around the 27 kilometres of the underground ring at an average, unaccelerated pace of 5 kph. This was an artistic rather than an athletic performance, aimed at drawing a parallel between the fantastic speed of the beams produced by the future accelerator and the leisurely stroll of a human. The artist, who hails from Lombardy, was accompanied by cameraman Ivo Zanetti, who filmed the event from start to finish, and physicist Jean-Pierre Merlo. The first part of the film can be seen at the Villa Bernasconi, 8 route du Grand-Lancy, Grand Lancy, until 26 June.

  2. Walking for art's sake

    CERN Multimedia

    2005-01-01

      The man who compared himself to a proton ! On 20 May, Gianni Motti went down into the LHC tunnel and walked around the 27 kilometres of the underground ring at an average, unaccelerated pace of 5 kph. This was an artistic rather than an athletic performance, aimed at drawing a parallel between the fantastic speed of the beams produced by the future accelerator and the leisurely stroll of a human. The artist, who hails from Lombardy, was accompanied by cameraman Ivo Zanetti, who filmed the event from start to finish, and physicist Jean-Pierre Merlo. The first part of the film can be seen at the Villa Bernasconi, 8 route du Grand-Lancy, Grand Lancy, until 26 June.

  3. On the pertinence to Physics of random walks induced by random dynamical systems: a survey

    International Nuclear Information System (INIS)

    Petritis, Dimitri

    2016-01-01

    Let be an abstract space and a denumerable (finite or infinite) alphabet. Suppose that is a family of functions such that for all we have and a family of transformations . The pair (( S_a)_a , ( p_a)_a ) is termed an iterated function system with place dependent probabilities. Such systems can be thought as generalisations of random dynamical systems. As a matter of fact, suppose we start from a given ; we pick then randomly, with probability p_a (x) , the transformation S_a and evolve to S_a (x) . We are interested in the behaviour of the system when the iteration continues indefinitely. Random walks of the above type are omnipresent in both classical and quantum Physics. To give a small sample of occurrences we mention: random walks on the affine group, random walks on Penrose lattices, random walks on partially directed lattices, evolution of density matrices induced by repeated quantum measurements, quantum channels, quantum random walks, etc. In this article, we review some basic properties of such systems and provide with a pathfinder in the extensive bibliography (both on mathematical and physical sides) where the main results have been originally published. (paper)

  4. Human treadmill walking needs attention

    Directory of Open Access Journals (Sweden)

    Daniel Olivier

    2006-08-01

    Full Text Available Abstract Background The aim of the study was to assess the attentional requirements of steady state treadmill walking in human subjects using a dual task paradigm. The extent of decrement of a secondary (cognitive RT task provides a measure of the attentional resources required to maintain performance of the primary (locomotor task. Varying the level of difficulty of the reaction time (RT task is used to verify the priority of allocation of attentional resources. Methods 11 healthy adult subjects were required to walk while simultaneously performing a RT task. Participants were instructed to bite a pressure transducer placed in the mouth as quickly as possible in response to an unpredictable electrical stimulation applied on the back of the neck. Each subject was tested under five different experimental conditions: simple RT task alone and while walking, recognition RT task alone and while walking, walking alone. A foot switch system composed of a pressure sensitive sensor was placed under the heel and forefoot of each foot to determine the gait cycle duration. Results Gait cycle duration was unchanged (p > 0.05 by the addition of the RT task. Regardless of the level of difficulty of the RT task, the RTs were longer during treadmill walking than in sitting conditions (p 0.05 was found between the attentional demand of the walking task and the decrement of performance found in the RT task under varying levels of difficulty. This finding suggests that the healthy subjects prioritized the control of walking at the expense of cognitive performance. Conclusion We conclude that treadmill walking in young adults is not a purely automatic task. The methodology and outcome measures used in this study provide an assessment of the attentional resources required by walking on the treadmill at a steady state.

  5. Walking drawings and walking ability in children with cerebral palsy.

    Science.gov (United States)

    Chong, Jimmy; Mackey, Anna H; Stott, N Susan; Broadbent, Elizabeth

    2013-06-01

    To investigate whether drawings of the self walking by children with cerebral palsy (CP) were associated with walking ability and illness perceptions. This was an exploratory study in 52 children with CP (M:F = 28:24), mean age 11.1 years (range 5-18), who were attending tertiary level outpatient clinics. Children were asked to draw a picture of themselves walking. Drawing size and content was used to investigate associations with clinical walk tests and children's own perceptions of their CP assessed using a CP version of the Brief Illness Perception Questionnaire. Larger drawings of the self were associated with less distance traveled, higher emotional responses to CP, and lower perceptions of pain or discomfort, independent of age. A larger self-to-overall drawing height ratio was related to walking less distance. Drawings of the self confined within buildings and the absence of other figures were also associated with reduced walking ability. Drawing size and content can reflect walking ability, as well as symptom perceptions and distress. Drawings may be useful for clinicians to use with children with cerebral palsy to aid discussion about their condition. PsycINFO Database Record (c) 2013 APA, all rights reserved.

  6. Application of Stochastic Automata Networks for Creation of Continuous Time Markov Chain Models of Voltage Gating of Gap Junction Channels

    Directory of Open Access Journals (Sweden)

    Mindaugas Snipas

    2015-01-01

    Full Text Available The primary goal of this work was to study advantages of numerical methods used for the creation of continuous time Markov chain models (CTMC of voltage gating of gap junction (GJ channels composed of connexin protein. This task was accomplished by describing gating of GJs using the formalism of the stochastic automata networks (SANs, which allowed for very efficient building and storing of infinitesimal generator of the CTMC that allowed to produce matrices of the models containing a distinct block structure. All of that allowed us to develop efficient numerical methods for a steady-state solution of CTMC models. This allowed us to accelerate CPU time, which is necessary to solve CTMC models, ∼20 times.

  7. Event-Based Impulsive Control of Continuous-Time Dynamic Systems and Its Application to Synchronization of Memristive Neural Networks.

    Science.gov (United States)

    Zhu, Wei; Wang, Dandan; Liu, Lu; Feng, Gang

    2017-08-18

    This paper investigates exponential stabilization of continuous-time dynamic systems (CDSs) via event-based impulsive control (EIC) approaches, where the impulsive instants are determined by certain state-dependent triggering condition. The global exponential stability criteria via EIC are derived for nonlinear and linear CDSs, respectively. It is also shown that there is no Zeno-behavior for the concerned closed loop control system. In addition, the developed event-based impulsive scheme is applied to the synchronization problem of master and slave memristive neural networks. Furthermore, a self-triggered impulsive control scheme is developed to avoid continuous communication between the master system and slave system. Finally, two numerical simulation examples are presented to illustrate the effectiveness of the proposed event-based impulsive controllers.

  8. Estimation of non-linear continuous time models for the heat exchange dynamics of building integrated photovoltaic modules

    DEFF Research Database (Denmark)

    Jimenez, M.J.; Madsen, Henrik; Bloem, J.J.

    2008-01-01

    This paper focuses on a method for linear or non-linear continuous time modelling of physical systems using discrete time data. This approach facilitates a more appropriate modelling of more realistic non-linear systems. Particularly concerning advanced building components, convective and radiati...... that a description of the non-linear heat transfer is essential. The resulting model is a non-linear first order stochastic differential equation for the heat transfer of the PV component....... heat interchanges are non-linear effects and represent significant contributions in a variety of components such as photovoltaic integrated facades or roofs and those using these effects as passive cooling strategies, etc. Since models are approximations of the physical system and data is encumbered...

  9. Parameters and Fractional Differentiation Orders Estimation for Linear Continuous-Time Non-Commensurate Fractional Order Systems

    KAUST Repository

    Belkhatir, Zehor; Laleg-Kirati, Taous-Meriem

    2017-01-01

    This paper proposes a two-stage estimation algorithm to solve the problem of joint estimation of the parameters and the fractional differentiation orders of a linear continuous-time fractional system with non-commensurate orders. The proposed algorithm combines the modulating functions and the first-order Newton methods. Sufficient conditions ensuring the convergence of the method are provided. An error analysis in the discrete case is performed. Moreover, the method is extended to the joint estimation of smooth unknown input and fractional differentiation orders. The performance of the proposed approach is illustrated with different numerical examples. Furthermore, a potential application of the algorithm is proposed which consists in the estimation of the differentiation orders of a fractional neurovascular model along with the neural activity considered as input for this model.

  10. The Relationships between Individualism, Nationalism, Ethnocentrism, and Authoritarianism in Flanders: A Continuous Time-Structural Equation Modeling Approach.

    Science.gov (United States)

    Angraini, Yenni; Toharudin, Toni; Folmer, Henk; Oud, Johan H L

    2014-01-01

    This article analyzes the relationships among nationalism (N), individualism (I), ethnocentrism (E), and authoritarianism (A) in continuous time (CT), estimated as a structural equation model. The analysis is based on the General Election Study for Flanders, Belgium, for 1991, 1995, and 1999. We find reciprocal effects between A and E and between E and I as well as a unidirectional effect from A on I. We furthermore find relatively small, but significant, effects from both I and E on N but no effect from A on N or from N on any of the other variables. Because of its central role in the N-I-E-A complex, mitigation of authoritarianism has the largest potential to reduce the spread of nationalism, ethnocentrism, and racism in Flanders.

  11. The Green-Kubo formula, autocorrelation function and fluctuation spectrum for finite Markov chains with continuous time

    Energy Technology Data Exchange (ETDEWEB)

    Chen Yong; Chen Xi; Qian Minping [School of Mathematical Sciences, Peking University, Beijing 100871 (China)

    2006-03-17

    A general form of the Green-Kubo formula, which describes the fluctuations pertaining to all the steady states whether equilibrium or non-equilibrium, for a system driven by a finite Markov chain with continuous time (briefly, MC) {l_brace}{xi}{sub t}{r_brace}, is shown. The equivalence of different forms of the Green-Kubo formula is exploited. We also look at the differences in terms of the autocorrelation function and the fluctuation spectrum between the equilibrium state and the non-equilibrium steady state. Also, if the MC is in the non-equilibrium steady state, we can always find a complex function {psi}, such that the fluctuation spectrum of {l_brace}{phi}({xi}{sub t}){r_brace} is non-monotonous in [0, + {infinity})

  12. Finite-Time Robust H∞ Control for Uncertain Linear Continuous-Time Singular Systems with Exogenous Disturbances

    Directory of Open Access Journals (Sweden)

    Songlin Wo

    2018-01-01

    Full Text Available Singular systems arise in a great deal of domains of engineering and can be used to solve problems which are more difficult and more extensive than regular systems to solve. Therefore, in this paper, the definition of finite-time robust H∞ control for uncertain linear continuous-time singular systems is presented. The problem we address is to design a robust state feedback controller which can deal with the singular system with time-varying norm-bounded exogenous disturbance, such that the singular system is finite-time robust bounded (FTRB with disturbance attenuation γ. Sufficient conditions for the existence of solutions to this problem are obtained in terms of linear matrix equalities (LMIs. When these LMIs are feasible, the desired robust controller is given. A detailed solving method is proposed for the restricted linear matrix inequalities. Finally, examples are given to show the validity of the methodology.

  13. Application of Stochastic Automata Networks for Creation of Continuous Time Markov Chain Models of Voltage Gating of Gap Junction Channels

    Science.gov (United States)

    Pranevicius, Henrikas; Pranevicius, Mindaugas; Pranevicius, Osvaldas; Bukauskas, Feliksas F.

    2015-01-01

    The primary goal of this work was to study advantages of numerical methods used for the creation of continuous time Markov chain models (CTMC) of voltage gating of gap junction (GJ) channels composed of connexin protein. This task was accomplished by describing gating of GJs using the formalism of the stochastic automata networks (SANs), which allowed for very efficient building and storing of infinitesimal generator of the CTMC that allowed to produce matrices of the models containing a distinct block structure. All of that allowed us to develop efficient numerical methods for a steady-state solution of CTMC models. This allowed us to accelerate CPU time, which is necessary to solve CTMC models, ∼20 times. PMID:25705700

  14. Parameters and Fractional Differentiation Orders Estimation for Linear Continuous-Time Non-Commensurate Fractional Order Systems

    KAUST Repository

    Belkhatir, Zehor

    2017-05-31

    This paper proposes a two-stage estimation algorithm to solve the problem of joint estimation of the parameters and the fractional differentiation orders of a linear continuous-time fractional system with non-commensurate orders. The proposed algorithm combines the modulating functions and the first-order Newton methods. Sufficient conditions ensuring the convergence of the method are provided. An error analysis in the discrete case is performed. Moreover, the method is extended to the joint estimation of smooth unknown input and fractional differentiation orders. The performance of the proposed approach is illustrated with different numerical examples. Furthermore, a potential application of the algorithm is proposed which consists in the estimation of the differentiation orders of a fractional neurovascular model along with the neural activity considered as input for this model.

  15. The Green-Kubo formula, autocorrelation function and fluctuation spectrum for finite Markov chains with continuous time

    International Nuclear Information System (INIS)

    Chen Yong; Chen Xi; Qian Minping

    2006-01-01

    A general form of the Green-Kubo formula, which describes the fluctuations pertaining to all the steady states whether equilibrium or non-equilibrium, for a system driven by a finite Markov chain with continuous time (briefly, MC) {ξ t }, is shown. The equivalence of different forms of the Green-Kubo formula is exploited. We also look at the differences in terms of the autocorrelation function and the fluctuation spectrum between the equilibrium state and the non-equilibrium steady state. Also, if the MC is in the non-equilibrium steady state, we can always find a complex function ψ, such that the fluctuation spectrum of {φ(ξ t )} is non-monotonous in [0, + ∞)

  16. Design of an ultra low power third order continuous time current mode ΣΔ modulator for WLAN applications.

    Science.gov (United States)

    Behzadi, Kobra; Baghelani, Masoud

    2014-05-01

    This paper presents a third order continuous time current mode ΣΔ modulator for WLAN 802.11b standard applications. The proposed circuit utilized feedback architecture with scaled and optimized DAC coefficients. At circuit level, we propose a modified cascade current mirror integrator with reduced input impedance which results in more bandwidth and linearity and hence improves the dynamic range. Also, a very fast and precise novel dynamic latch based current comparator is introduced with low power consumption. This ultra fast comparator facilitates increasing the sampling rate toward GHz frequencies. The modulator exhibits dynamic range of more than 60 dB for 20 MHz signal bandwidth and OSR of 10 while consuming only 914 μW from 1.8 V power supply. The FoM of the modulator is calculated from two different methods, and excellent performance is achieved for proposed modulator.

  17. A new approach of optimal control for a class of continuous-time chaotic systems by an online ADP algorithm

    Science.gov (United States)

    Song, Rui-Zhuo; Xiao, Wen-Dong; Wei, Qing-Lai

    2014-05-01

    We develop an online adaptive dynamic programming (ADP) based optimal control scheme for continuous-time chaotic systems. The idea is to use the ADP algorithm to obtain the optimal control input that makes the performance index function reach an optimum. The expression of the performance index function for the chaotic system is first presented. The online ADP algorithm is presented to achieve optimal control. In the ADP structure, neural networks are used to construct a critic network and an action network, which can obtain an approximate performance index function and the control input, respectively. It is proven that the critic parameter error dynamics and the closed-loop chaotic systems are uniformly ultimately bounded exponentially. Our simulation results illustrate the performance of the established optimal control method.

  18. Quantum optics

    National Research Council Canada - National Science Library

    Agarwal, G. S

    2013-01-01

    ..., quantum metrology, spin squeezing, control of decoherence and many other key topics. Readers are guided through the principles of quantum optics and their uses in a wide variety of areas including quantum information science and quantum mechanics...

  19. From Pauli Matrices to Quantum Ito Formula

    International Nuclear Information System (INIS)

    Pautrat, Yan

    2005-01-01

    This paper answers important questions raised by the recent description, by Attal, of a robust and explicit method to approximate basic objects of quantum stochastic calculus on bosonic Fock space by analogues on the state space of quantum spin chains. The existence of that method justifies a detailed investigation of discrete-time quantum stochastic calculus. Here we fully define and study that theory and obtain in particular a discrete-time quantum Ito formula, which one can see as summarizing the commutation relations of Pauli matrices.An apparent flaw in that approximation method is the difference in the quantum Ito formulas, discrete and continuous, which suggests that the discrete quantum stochastic calculus differs fundamentally from the continuous one and is therefore not a suitable object to approximate subtle phenomena. We show that flaw is only apparent by proving that the continuous-time quantum Ito formula is actually a consequence of its discrete-time counterpart

  20. Big power from walking

    Science.gov (United States)

    Illenberger, Patrin K.; Madawala, Udaya K.; Anderson, Iain A.

    2016-04-01

    Dielectric Elastomer Generators (DEG) offer an opportunity to capture the energy otherwise wasted from human motion. By integrating a DEG into the heel of standard footwear, it is possible to harness this energy to power portable devices. DEGs require substantial auxiliary systems which are commonly large, heavy and inefficient. A unique challenge for these low power generators is the combination of high voltage and low current. A void exists in the semiconductor market for devices that can meet these requirements. Until these become available, existing devices must be used in an innovative way to produce an effective DEG system. Existing systems such as the Bi-Directional Flyback (BDFB) and Self Priming Circuit (SPC) are an excellent example of this. The BDFB allows full charging and discharging of the DEG, improving power gained. The SPC allows fully passive voltage boosting, removing the priming source and simplifying the electronics. This paper outlines the drawbacks and benefits of active and passive electronic solutions for maximizing power from walking.

  1. The Dead Walk

    Directory of Open Access Journals (Sweden)

    Bill Phillips

    2014-02-01

    Full Text Available Monsters have always enjoyed a significant presence in the human imagination, and religion was instrumental in replacing the physical horror they engendered with that of a moral threat. Zombies, however, are amoral – their motivation purely instinctive and arbitrary, yet they are, perhaps, the most loathed of all contemporary monsters. One explanation for this lies in the theory of the uncanny valley, proposed by robotics engineer Masahiro Mori. According to the theory, we reserve our greatest fears for those things which seem most human, yet are not – such as dead bodies. Such a reaction is most likely a survival mechanism to protect us from danger and disease – a mechanism even more essential when the dead rise up and walk. From their beginnings zombies have reflected western societies’ greatest fears – be they of revolutionary Haitians, women, or communists. In recent years the rise in the popularity of the zombie in films, books and television series reflects our fears for the planet, the economy, and of death itself

  2. Walking around to grasp interaction

    DEFF Research Database (Denmark)

    Lykke, Marianne; Jantzen, Christian

    2013-01-01

    The paper presents experiences from a study using walk-alongs to provide insight into museum visitors’ experience with interactive features of sound art installations. The overall goal of the study was to learn about the participants’ opinions and feelings about the possibility of interaction...... with the sound installations. The aim was to gain an understanding of the role of the in-teraction, if interaction makes a difference for the understanding of the sound art. 30 walking interviews were carried out at ZKM, Karlsruhe with a total of 57 museum guests, individuals or groups. During the walk......-alongs the research-ers acted as facilitators and partners in the engagement with the sound installa-tions. The study provided good insight into advantages and challenges with the walk-along method, for instance the importance of shared, embodied sensing of space for the understanding of the experience. The common...

  3. Quantum Instantons and Quantum Chaos

    OpenAIRE

    Jirari, H.; Kröger, H.; Luo, X. Q.; Moriarty, K. J. M.; Rubin, S. G.

    1999-01-01

    Based on a closed form expression for the path integral of quantum transition amplitudes, we suggest rigorous definitions of both, quantum instantons and quantum chaos. As an example we compute the quantum instanton of the double well potential.

  4. A study on the stochastic model for nuclide transport in the fractured porous rock using continuous time Markov process

    International Nuclear Information System (INIS)

    Lee, Youn Myoung

    1995-02-01

    As a newly approaching model, a stochastic model using continuous time Markov process for nuclide decay chain transport of arbitrary length in the fractured porous rock medium has been proposed, by which the need for solving a set of partial differential equations corresponding to various sets of side conditions can be avoided. Once the single planar fracture in the rock matrix is represented by a series of finite number of compartments having region wise constant parameter values in them, the medium is continuous in view of various processes associated with nuclide transport but discrete in medium space and such geologic system is assumed to have Markov property, since the Markov process requires that only the present value of the time dependent random variable be known to determine the future value of random variable, nuclide transport in the medium can then be modeled as a continuous time Markov process. Processes that are involved in nuclide transport are advective transport due to groundwater flow, diffusion into the rock matrix, adsorption onto the wall of the fracture and within the pores in the rock matrix, and radioactive decay chain. The transition probabilities for nuclide from the transition intensities between and out of the compartments are represented utilizing Chapman-Kolmogorov equation, through which the expectation and the variance of nuclide distribution for each compartment or the fractured rock medium can be obtained. Some comparisons between Markov process model developed in this work and available analytical solutions for one-dimensional layered porous medium, fractured medium with rock matrix diffusion, and porous medium considering three member nuclide decay chain without rock matrix diffusion have been made showing comparatively good agreement for all cases. To verify the model developed in this work another comparative study was also made by fitting the experimental data obtained with NaLS and uranine running in the artificial fractured

  5. Quantum metrology

    International Nuclear Information System (INIS)

    Xiang Guo-Yong; Guo Guang-Can

    2013-01-01

    The statistical error is ineluctable in any measurement. Quantum techniques, especially with the development of quantum information, can help us squeeze the statistical error and enhance the precision of measurement. In a quantum system, there are some quantum parameters, such as the quantum state, quantum operator, and quantum dimension, which have no classical counterparts. So quantum metrology deals with not only the traditional parameters, but also the quantum parameters. Quantum metrology includes two important parts: measuring the physical parameters with a precision beating the classical physics limit and measuring the quantum parameters precisely. In this review, we will introduce how quantum characters (e.g., squeezed state and quantum entanglement) yield a higher precision, what the research areas are scientists most interesting in, and what the development status of quantum metrology and its perspectives are. (topical review - quantum information)

  6. Diffusion quantum Monte Carlo for molecules

    International Nuclear Information System (INIS)

    Lester, W.A. Jr.

    1986-07-01

    A quantum mechanical Monte Carlo method has been used for the treatment of molecular problems. The imaginary-time Schroedinger equation written with a shift in zero energy [E/sub T/ - V(R)] can be interpreted as a generalized diffusion equation with a position-dependent rate or branching term. Since diffusion is the continuum limit of a random walk, one may simulate the Schroedinger equation with a function psi (note, not psi 2 ) as a density of ''walks.'' The walks undergo an exponential birth and death as given by the rate term. 16 refs., 2 tabs

  7. Quantum transport with long-range steps on Watts-Strogatz networks

    Science.gov (United States)

    Wang, Yan; Xu, Xin-Jian

    2016-07-01

    We study transport dynamics of quantum systems with long-range steps on the Watts-Strogatz network (WSN) which is generated by rewiring links of the regular ring. First, we probe physical systems modeled by the discrete nonlinear schrödinger (DNLS) equation. Using the localized initial condition, we compute the time-averaged occupation probability of the initial site, which is related to the nonlinearity, the long-range steps and rewiring links. Self-trapping transitions occur at large (small) nonlinear parameters for coupling ɛ=-1 (1), as long-range interactions are intensified. The structure disorder induced by random rewiring, however, has dual effects for ɛ=-1 and inhibits the self-trapping behavior for ɛ=1. Second, we investigate continuous-time quantum walks (CTQW) on the regular ring ruled by the discrete linear schrödinger (DLS) equation. It is found that only the presence of the long-range steps does not affect the efficiency of the coherent exciton transport, while only the allowance of random rewiring enhances the partial localization. If both factors are considered simultaneously, localization is greatly strengthened, and the transport becomes worse.

  8. Quantum return probability of a system of N non-interacting lattice fermions

    Science.gov (United States)

    Krapivsky, P. L.; Luck, J. M.; Mallick, K.

    2018-02-01

    We consider N non-interacting fermions performing continuous-time quantum walks on a one-dimensional lattice. The system is launched from a most compact configuration where the fermions occupy neighboring sites. We calculate exactly the quantum return probability (sometimes referred to as the Loschmidt echo) of observing the very same compact state at a later time t. Remarkably, this probability depends on the parity of the fermion number—it decays as a power of time for even N, while for odd N it exhibits periodic oscillations modulated by a decaying power law. The exponent also slightly depends on the parity of N, and is roughly twice smaller than what it would be in the continuum limit. We also consider the same problem, and obtain similar results, in the presence of an impenetrable wall at the origin constraining the particles to remain on the positive half-line. We derive closed-form expressions for the amplitudes of the power-law decay of the return probability in all cases. The key point in the derivation is the use of Mehta integrals, which are limiting cases of the Selberg integral.

  9. Quantum Distinction: Quantum Distinctiones!

    OpenAIRE

    Zeps, Dainis

    2009-01-01

    10 pages; How many distinctions, in Latin, quantum distinctiones. We suggest approach of anthropic principle based on anthropic reference system which should be applied equally both in theoretical physics and in mathematics. We come to principle that within reference system of life subject of mathematics (that of thinking) should be equated with subject of physics (that of nature). For this reason we enter notions of series of distinctions, quantum distinction, and argue that quantum distinct...

  10. Quantum Hash function and its application to privacy amplification in quantum key distribution, pseudo-random number generation and image encryption

    Science.gov (United States)

    Yang, Yu-Guang; Xu, Peng; Yang, Rui; Zhou, Yi-Hua; Shi, Wei-Min

    2016-01-01

    Quantum information and quantum computation have achieved a huge success during the last years. In this paper, we investigate the capability of quantum Hash function, which can be constructed by subtly modifying quantum walks, a famous quantum computation model. It is found that quantum Hash function can act as a hash function for the privacy amplification process of quantum key distribution systems with higher security. As a byproduct, quantum Hash function can also be used for pseudo-random number generation due to its inherent chaotic dynamics. Further we discuss the application of quantum Hash function to image encryption and propose a novel image encryption algorithm. Numerical simulations and performance comparisons show that quantum Hash function is eligible for privacy amplification in quantum key distribution, pseudo-random number generation and image encryption in terms of various hash tests and randomness tests. It extends the scope of application of quantum computation and quantum information.

  11. Quantum Hash function and its application to privacy amplification in quantum key distribution, pseudo-random number generation and image encryption

    Science.gov (United States)

    Yang, Yu-Guang; Xu, Peng; Yang, Rui; Zhou, Yi-Hua; Shi, Wei-Min

    2016-01-01

    Quantum information and quantum computation have achieved a huge success during the last years. In this paper, we investigate the capability of quantum Hash function, which can be constructed by subtly modifying quantum walks, a famous quantum computation model. It is found that quantum Hash function can act as a hash function for the privacy amplification process of quantum key distribution systems with higher security. As a byproduct, quantum Hash function can also be used for pseudo-random number generation due to its inherent chaotic dynamics. Further we discuss the application of quantum Hash function to image encryption and propose a novel image encryption algorithm. Numerical simulations and performance comparisons show that quantum Hash function is eligible for privacy amplification in quantum key distribution, pseudo-random number generation and image encryption in terms of various hash tests and randomness tests. It extends the scope of application of quantum computation and quantum information. PMID:26823196

  12. An Improved Continuous-Time Model Predictive Control of Permanent Magnetic Synchronous Motors for a Wide-Speed Range

    Directory of Open Access Journals (Sweden)

    Dandan Su

    2017-12-01

    Full Text Available This paper proposes an improved continuous-time model predictive control (CTMPC of permanent magnetic synchronous motors (PMSMs for a wide-speed range, including the constant torque region and the flux-weakening (FW region. In the constant torque region, the mathematic models of PMSMs in dq-axes are decoupled without the limitation of DC-link voltage. However, in the FW region, the mathematic models of PMSMs in dq-axes are cross-coupled together with the limitation of DC-link voltage. A nonlinear PMSMs mathematic model in the FW region is presented based on the voltage angle. The solving of the nonlinear mathematic model of PMSMs in FW region will lead to heavy computation load for digital signal processing (DSP. To overcome such a problem, a linearization method of the voltage angle is also proposed to reduce the computation load. The selection of transiting points between the constant torque region and FW regions is researched to improve the performance of the driven system. Compared with the proportional integral (PI controller, the proposed CTMPC has obvious advantages in dealing with systems’ nonlinear constraints and improving system performance by restraining overshoot current under step torque changing. Both simulation and experimental results confirm the effectiveness of the proposed method in achieving good steady-state performance and smooth switching between the constant torque and FW regions.

  13. A Wireless Fiber Photometry System Based on a High-Precision CMOS Biosensor With Embedded Continuous-Time Modulation.

    Science.gov (United States)

    Khiarak, Mehdi Noormohammadi; Martianova, Ekaterina; Bories, Cyril; Martel, Sylvain; Proulx, Christophe D; De Koninck, Yves; Gosselin, Benoit

    2018-06-01

    Fluorescence biophotometry measurements require wide dynamic range (DR) and high-sensitivity laboratory apparatus. Indeed, it is often very challenging to accurately resolve the small fluorescence variations in presence of noise and high-background tissue autofluorescence. There is a great need for smaller detectors combining high linearity, high sensitivity, and high-energy efficiency. This paper presents a new biophotometry sensor merging two individual building blocks, namely a low-noise sensing front-end and a order continuous-time modulator (CTSDM), into a single module for enabling high-sensitivity and high energy-efficiency photo-sensing. In particular, a differential CMOS photodetector associated with a differential capacitive transimpedance amplifier-based sensing front-end is merged with an incremental order 1-bit CTSDM to achieve a large DR, low hardware complexity, and high-energy efficiency. The sensor leverages a hardware sharing strategy to simplify the implementation and reduce power consumption. The proposed CMOS biosensor is integrated within a miniature wireless head mountable prototype for enabling biophotometry with a single implantable fiber in the brain of live mice. The proposed biophotometry sensor is implemented in a 0.18- CMOS technology, consuming from a 1.8- supply voltage, while achieving a peak dynamic range of over a 50- input bandwidth, a sensitivity of 24 mV/nW, and a minimum detectable current of 2.46- at a 20- sampling rate.

  14. Neural-Fuzzy Digital Strategy of Continuous-Time Nonlinear Systems Using Adaptive Prediction and Random-Local-Optimization Design

    Directory of Open Access Journals (Sweden)

    Zhi-Ren Tsai

    2013-01-01

    Full Text Available A tracking problem, time-delay, uncertainty and stability analysis of a predictive control system are considered. The predictive control design is based on the input and output of neural plant model (NPM, and a recursive fuzzy predictive tracker has scaling factors which limit the value zone of measured data and cause the tuned parameters to converge to obtain a robust control performance. To improve the further control performance, the proposed random-local-optimization design (RLO for a model/controller uses offline initialization to obtain a near global optimal model/controller. Other issues are the considerations of modeling error, input-delay, sampling distortion, cost, greater flexibility, and highly reliable digital products of the model-based controller for the continuous-time (CT nonlinear system. They are solved by a recommended two-stage control design with the first-stage (offline RLO and second-stage (online adaptive steps. A theorizing method is then put forward to replace the sensitivity calculation, which reduces the calculation of Jacobin matrices of the back-propagation (BP method. Finally, the feedforward input of reference signals helps the digital fuzzy controller improve the control performance, and the technique works to control the CT systems precisely.

  15. Online Solution of Two-Player Zero-Sum Games for Continuous-Time Nonlinear Systems With Completely Unknown Dynamics.

    Science.gov (United States)

    Fu, Yue; Chai, Tianyou

    2016-12-01

    Regarding two-player zero-sum games of continuous-time nonlinear systems with completely unknown dynamics, this paper presents an online adaptive algorithm for learning the Nash equilibrium solution, i.e., the optimal policy pair. First, for known systems, the simultaneous policy updating algorithm (SPUA) is reviewed. A new analytical method to prove the convergence is presented. Then, based on the SPUA, without using a priori knowledge of any system dynamics, an online algorithm is proposed to simultaneously learn in real time either the minimal nonnegative solution of the Hamilton-Jacobi-Isaacs (HJI) equation or the generalized algebraic Riccati equation for linear systems as a special case, along with the optimal policy pair. The approximate solution to the HJI equation and the admissible policy pair is reexpressed by the approximation theorem. The unknown constants or weights of each are identified simultaneously by resorting to the recursive least square method. The convergence of the online algorithm to the optimal solutions is provided. A practical online algorithm is also developed. Simulation results illustrate the effectiveness of the proposed method.

  16. A Hybrid Secure Scheme for Wireless Sensor Networks against Timing Attacks Using Continuous-Time Markov Chain and Queueing Model.

    Science.gov (United States)

    Meng, Tianhui; Li, Xiaofan; Zhang, Sha; Zhao, Yubin

    2016-09-28

    Wireless sensor networks (WSNs) have recently gained popularity for a wide spectrum of applications. Monitoring tasks can be performed in various environments. This may be beneficial in many scenarios, but it certainly exhibits new challenges in terms of security due to increased data transmission over the wireless channel with potentially unknown threats. Among possible security issues are timing attacks, which are not prevented by traditional cryptographic security. Moreover, the limited energy and memory resources prohibit the use of complex security mechanisms in such systems. Therefore, balancing between security and the associated energy consumption becomes a crucial challenge. This paper proposes a secure scheme for WSNs while maintaining the requirement of the security-performance tradeoff. In order to proceed to a quantitative treatment of this problem, a hybrid continuous-time Markov chain (CTMC) and queueing model are put forward, and the tradeoff analysis of the security and performance attributes is carried out. By extending and transforming this model, the mean time to security attributes failure is evaluated. Through tradeoff analysis, we show that our scheme can enhance the security of WSNs, and the optimal rekeying rate of the performance and security tradeoff can be obtained.

  17. Reinforcement-Learning-Based Robust Controller Design for Continuous-Time Uncertain Nonlinear Systems Subject to Input Constraints.

    Science.gov (United States)

    Liu, Derong; Yang, Xiong; Wang, Ding; Wei, Qinglai

    2015-07-01

    The design of stabilizing controller for uncertain nonlinear systems with control constraints is a challenging problem. The constrained-input coupled with the inability to identify accurately the uncertainties motivates the design of stabilizing controller based on reinforcement-learning (RL) methods. In this paper, a novel RL-based robust adaptive control algorithm is developed for a class of continuous-time uncertain nonlinear systems subject to input constraints. The robust control problem is converted to the constrained optimal control problem with appropriately selecting value functions for the nominal system. Distinct from typical action-critic dual networks employed in RL, only one critic neural network (NN) is constructed to derive the approximate optimal control. Meanwhile, unlike initial stabilizing control often indispensable in RL, there is no special requirement imposed on the initial control. By utilizing Lyapunov's direct method, the closed-loop optimal control system and the estimated weights of the critic NN are proved to be uniformly ultimately bounded. In addition, the derived approximate optimal control is verified to guarantee the uncertain nonlinear system to be stable in the sense of uniform ultimate boundedness. Two simulation examples are provided to illustrate the effectiveness and applicability of the present approach.

  18. Big Data Challenges of High-Dimensional Continuous-Time Mean-Variance Portfolio Selection and a Remedy.

    Science.gov (United States)

    Chiu, Mei Choi; Pun, Chi Seng; Wong, Hoi Ying

    2017-08-01

    Investors interested in the global financial market must analyze financial securities internationally. Making an optimal global investment decision involves processing a huge amount of data for a high-dimensional portfolio. This article investigates the big data challenges of two mean-variance optimal portfolios: continuous-time precommitment and constant-rebalancing strategies. We show that both optimized portfolios implemented with the traditional sample estimates converge to the worst performing portfolio when the portfolio size becomes large. The crux of the problem is the estimation error accumulated from the huge dimension of stock data. We then propose a linear programming optimal (LPO) portfolio framework, which applies a constrained ℓ 1 minimization to the theoretical optimal control to mitigate the risk associated with the dimensionality issue. The resulting portfolio becomes a sparse portfolio that selects stocks with a data-driven procedure and hence offers a stable mean-variance portfolio in practice. When the number of observations becomes large, the LPO portfolio converges to the oracle optimal portfolio, which is free of estimation error, even though the number of stocks grows faster than the number of observations. Our numerical and empirical studies demonstrate the superiority of the proposed approach. © 2017 Society for Risk Analysis.

  19. Quantum complexity of graph and algebraic problems

    International Nuclear Information System (INIS)

    Doern, Sebastian

    2008-01-01

    This thesis is organized as follows: In Chapter 2 we give some basic notations, definitions and facts from linear algebra, graph theory, group theory and quantum computation. In Chapter 3 we describe three important methods for the construction of quantum algorithms. We present the quantum search algorithm by Grover, the quantum amplitude amplification and the quantum walk search technique by Magniez et al. These three tools are the basis for the development of our new quantum algorithms for graph and algebra problems. In Chapter 4 we present two tools for proving quantum query lower bounds. We present the quantum adversary method by Ambainis and the polynomial method introduced by Beals et al. The quantum adversary tool is very useful to prove good lower bounds for many graph and algebra problems. The part of the thesis containing the original results is organized in two parts. In the first part we consider the graph problems. In Chapter 5 we give a short summary of known quantum graph algorithms. In Chapter 6 to 8 we study the complexity of our new algorithms for matching problems, graph traversal and independent set problems on quantum computers. In the second part of our thesis we present new quantum algorithms for algebraic problems. In Chapter 9 to 10 we consider group testing problems and prove quantum complexity bounds for important problems from linear algebra. (orig.)

  20. Quantum complexity of graph and algebraic problems

    Energy Technology Data Exchange (ETDEWEB)

    Doern, Sebastian

    2008-02-04

    This thesis is organized as follows: In Chapter 2 we give some basic notations, definitions and facts from linear algebra, graph theory, group theory and quantum computation. In Chapter 3 we describe three important methods for the construction of quantum algorithms. We present the quantum search algorithm by Grover, the quantum amplitude amplification and the quantum walk search technique by Magniez et al. These three tools are the basis for the development of our new quantum algorithms for graph and algebra problems. In Chapter 4 we present two tools for proving quantum query lower bounds. We present the quantum adversary method by Ambainis and the polynomial method introduced by Beals et al. The quantum adversary tool is very useful to prove good lower bounds for many graph and algebra problems. The part of the thesis containing the original results is organized in two parts. In the first part we consider the graph problems. In Chapter 5 we give a short summary of known quantum graph algorithms. In Chapter 6 to 8 we study the complexity of our new algorithms for matching problems, graph traversal and independent set problems on quantum computers. In the second part of our thesis we present new quantum algorithms for algebraic problems. In Chapter 9 to 10 we consider group testing problems and prove quantum complexity bounds for important problems from linear algebra. (orig.)

  1. Random walks and a simple chirally invariant lattice Hamiltonian without fermion doubling

    International Nuclear Information System (INIS)

    Belyea, C.I.

    1992-01-01

    It is shown that there is a simple chirally-invariant lattice Hamiltonian for fermions which is doubling-free but non-Hermitian and which may be valuable in lattice Hamiltonian studies of quantum chromodynamics. A connection is established between the existence of random walk representations of spinor propagators and this doubling-free formulation, in analogy with Wilson fermions. 15 refs

  2. Continuous-Time Semi-Markov Models in Health Economic Decision Making: An Illustrative Example in Heart Failure Disease Management.

    Science.gov (United States)

    Cao, Qi; Buskens, Erik; Feenstra, Talitha; Jaarsma, Tiny; Hillege, Hans; Postmus, Douwe

    2016-01-01

    Continuous-time state transition models may end up having large unwieldy structures when trying to represent all relevant stages of clinical disease processes by means of a standard Markov model. In such situations, a more parsimonious, and therefore easier-to-grasp, model of a patient's disease progression can often be obtained by assuming that the future state transitions do not depend only on the present state (Markov assumption) but also on the past through time since entry in the present state. Despite that these so-called semi-Markov models are still relatively straightforward to specify and implement, they are not yet routinely applied in health economic evaluation to assess the cost-effectiveness of alternative interventions. To facilitate a better understanding of this type of model among applied health economic analysts, the first part of this article provides a detailed discussion of what the semi-Markov model entails and how such models can be specified in an intuitive way by adopting an approach called vertical modeling. In the second part of the article, we use this approach to construct a semi-Markov model for assessing the long-term cost-effectiveness of 3 disease management programs for heart failure. Compared with a standard Markov model with the same disease states, our proposed semi-Markov model fitted the observed data much better. When subsequently extrapolating beyond the clinical trial period, these relatively large differences in goodness-of-fit translated into almost a doubling in mean total cost and a 60-d decrease in mean survival time when using the Markov model instead of the semi-Markov model. For the disease process considered in our case study, the semi-Markov model thus provided a sensible balance between model parsimoniousness and computational complexity. © The Author(s) 2015.

  3. Mechanical design of walking machines.

    Science.gov (United States)

    Arikawa, Keisuke; Hirose, Shigeo

    2007-01-15

    The performance of existing actuators, such as electric motors, is very limited, be it power-weight ratio or energy efficiency. In this paper, we discuss the method to design a practical walking machine under this severe constraint with focus on two concepts, the gravitationally decoupled actuation (GDA) and the coupled drive. The GDA decouples the driving system against the gravitational field to suppress generation of negative power and improve energy efficiency. On the other hand, the coupled drive couples the driving system to distribute the output power equally among actuators and maximize the utilization of installed actuator power. First, we depict the GDA and coupled drive in detail. Then, we present actual machines, TITAN-III and VIII, quadruped walking machines designed on the basis of the GDA, and NINJA-I and II, quadruped wall walking machines designed on the basis of the coupled drive. Finally, we discuss walking machines that travel on three-dimensional terrain (3D terrain), which includes the ground, walls and ceiling. Then, we demonstrate with computer simulation that we can selectively leverage GDA and coupled drive by walking posture control.

  4. Sub-ballistic behavior in the quantum kicked rotor

    Energy Technology Data Exchange (ETDEWEB)

    Romanelli, A. [Instituto de Fisica, Facultad de Ingenieria, Universidad de la Republica, C.C. 30, C.P. 11000, Montevideo (Uruguay)]. E-mail: alejo@fing.edu.uy; Auyuanet, A. [Instituto de Fisica, Facultad de Ingenieria, Universidad de la Republica, C.C. 30, C.P. 11000, Montevideo (Uruguay)]. E-mail: auyuanet@fing.edu.uy; Siri, R. [Instituto de Fisica, Facultad de Ingenieria, Universidad de la Republica, C.C. 30, C.P. 11000, Montevideo (Uruguay)]. E-mail: rsiri@fing.edu.uy; Micenmacher, V. [Instituto de Fisica, Facultad de Ingenieria, Universidad de la Republica, C.C. 30, C.P. 11000, Montevideo (Uruguay)]. E-mail: vmd@fing.edu.uy

    2007-05-28

    We study the resonances of the quantum kicked rotor subjected to an excitation that follows an aperiodic Fibonacci prescription. In such a case the secondary resonances show a sub-ballistic behavior like the quantum walk with the same aperiodic prescription for the coin. The principal resonances maintain the well-known ballistic behavior.

  5. Sub-ballistic behavior in the quantum kicked rotor

    International Nuclear Information System (INIS)

    Romanelli, A.; Auyuanet, A.; Siri, R.; Micenmacher, V.

    2007-01-01

    We study the resonances of the quantum kicked rotor subjected to an excitation that follows an aperiodic Fibonacci prescription. In such a case the secondary resonances show a sub-ballistic behavior like the quantum walk with the same aperiodic prescription for the coin. The principal resonances maintain the well-known ballistic behavior

  6. Who walks? Factors associated with walking behavior in disabled older women with and without self-reported walking difficulty.

    Science.gov (United States)

    Simonsick, E M; Guralnik, J M; Fried, L P

    1999-06-01

    To determine how severity of walking difficulty and sociodemographic, psychosocial, and health-related factors influence walking behavior in disabled older women. Cross-sectional analyses of baseline data from the Women's Health and Aging Study (WHAS). An urban community encompassing 12 contiguous zip code areas in the eastern portion of Baltimore City and part of Baltimore County, Maryland. A total of 920 moderately to severely disabled community-resident women, aged 65 years and older, identified from an age-stratified random sample of Medicare beneficiaries. Walking behavior was defined as minutes walked for exercise and total blocks walked per week. Independent variables included self-reported walking difficulty, sociodemographic factors, psychological status (depression, mastery, anxiety, and cognition), and health-related factors (falls and fear of falling, fatigue, vision and balance problems, weight, smoking, and cane use). Walking at least 8 blocks per week was strongly negatively related to severity of walking difficulty. Independent of difficulty level, older age, black race, fatigue, obesity, and cane use were also negatively associated with walking; living alone and high mastery had a positive association with walking. Even among functionally limited women, sociocultural, psychological, and health-related factors were independently associated with walking behavior. Thus, programs aimed at improving walking ability need to address these factors in addition to walking difficulties to maximize participation and compliance.

  7. Single and Dual Task Walking

    Directory of Open Access Journals (Sweden)

    Natalie de Bruin

    2010-01-01

    Full Text Available This study explored the viability and efficacy of integrating cadence-matched, salient music into a walking intervention for patients with Parkinson's disease (PD. Twenty-two people with PD were randomised to a control (CTRL, n=11 or experimental (MUSIC, n=11 group. MUSIC subjects walked with an individualised music playlist three times a week for the intervention period. Playlists were designed to meet subject's musical preferences. In addition, the tempo of the music closely matched (±10–15 bpm the subject's preferred cadence. CTRL subjects continued with their regular activities during the intervention. The effects of training accompanied by “walking songs” were evaluated using objective measures of gait score. The MUSIC group improved gait velocity, stride time, cadence, and motor symptom severity following the intervention. This is the first study to demonstrate that music listening can be safely implemented amongst PD patients during home exercise.

  8. Walking the history of healthcare.

    Science.gov (United States)

    Black, Nick

    2007-12-01

    The history of healthcare is complex, confusing and contested. In Walking London's medical history the story of how health services developed from medieval times to the present day is told through seven walks. The book also aims to help preserve our legacy, as increasingly former healthcare buildings are converted to other uses, and to enhance understanding of the current challenges we face in trying to improve healthcare in the 21st century. Each walk has a theme, ranging from the way hospitals merge or move and the development of primary care to how key healthcare trades became professions and the competition between the church, Crown and City for control of healthcare. While recognising the contributions of the 'great men of medicine', the book takes as much interest in the six ambulance stations built by the London County Council (1915) as the grandest teaching hospitals.

  9. Quantum memory Quantum memory

    Science.gov (United States)

    Le Gouët, Jean-Louis; Moiseev, Sergey

    2012-06-01

    Interaction of quantum radiation with multi-particle ensembles has sparked off intense research efforts during the past decade. Emblematic of this field is the quantum memory scheme, where a quantum state of light is mapped onto an ensemble of atoms and then recovered in its original shape. While opening new access to the basics of light-atom interaction, quantum memory also appears as a key element for information processing applications, such as linear optics quantum computation and long-distance quantum communication via quantum repeaters. Not surprisingly, it is far from trivial to practically recover a stored quantum state of light and, although impressive progress has already been accomplished, researchers are still struggling to reach this ambitious objective. This special issue provides an account of the state-of-the-art in a fast-moving research area that makes physicists, engineers and chemists work together at the forefront of their discipline, involving quantum fields and atoms in different media, magnetic resonance techniques and material science. Various strategies have been considered to store and retrieve quantum light. The explored designs belong to three main—while still overlapping—classes. In architectures derived from photon echo, information is mapped over the spectral components of inhomogeneously broadened absorption bands, such as those encountered in rare earth ion doped crystals and atomic gases in external gradient magnetic field. Protocols based on electromagnetic induced transparency also rely on resonant excitation and are ideally suited to the homogeneous absorption lines offered by laser cooled atomic clouds or ion Coulomb crystals. Finally off-resonance approaches are illustrated by Faraday and Raman processes. Coupling with an optical cavity may enhance the storage process, even for negligibly small atom number. Multiple scattering is also proposed as a way to enlarge the quantum interaction distance of light with matter. The

  10. Intermittent random walks: transport regimes and implications on search strategies

    International Nuclear Information System (INIS)

    Gomez Portillo, Ignacio; Campos, Daniel; Méndez, Vicenç

    2011-01-01

    We construct a transport model for particles that alternate rests of random duration and flights with random velocities. The model provides a balance equation for the mesoscopic particle density obtained from the continuous-time random walk framework. By assuming power laws for the distributions of waiting times and flight durations (for any velocity distribution with finite moments) we have found that the model can yield all the transport regimes ranging from subdiffusion to ballistic depending on the values of the characteristic exponents of the distributions. In addition, if the exponents satisfy a simple relationship it is shown how the competition between the tails of the distributions gives rise to a diffusive transport. Finally, we explore how the details of this intermittent transport process affect the success probability in an optimal search problem where an individual searcher looks for a target distributed (heterogeneously) in space. All the results are conveniently checked with numerical simulations

  11. Pedagogies of the Walking Dead

    Directory of Open Access Journals (Sweden)

    Michael A. Peters

    2016-04-01

    Full Text Available This paper investigates the trope of the zombie and the recent upsurge in popular culture surrounding the figure of the zombie described as the “walking dead”. We investigate this trope and figure as a means of analyzing the “pedagogy of the walking dead” with particular attention to the crisis of education in the era of neoliberal capitalism. In particular we examine the professionalization and responsibilization of teachers in the new regulative environment and ask whether there is any room left for the project of critical education.

  12. Reserves Represented by Random Walks

    International Nuclear Information System (INIS)

    Filipe, J A; Ferreira, M A M; Andrade, M

    2012-01-01

    The reserves problem is studied through models based on Random Walks. Random walks are a classical particular case in the analysis of stochastic processes. They do not appear only to study reserves evolution models. They are also used to build more complex systems and as analysis instruments, in a theoretical feature, of other kind of systems. In this work by studying the reserves, the main objective is to see and guarantee that pensions funds get sustainable. Being the use of these models considering this goal a classical approach in the study of pensions funds, this work concluded about the problematic of reserves. A concrete example is presented.

  13. Randomness at the root of things 1: Random walks

    Science.gov (United States)

    Ogborn, Jon; Collins, Simon; Brown, Mick

    2003-09-01

    This is the first of a pair of articles about randomness in physics. In this article, we use some variations on the idea of a `random walk' to consider first the path of a particle in Brownian motion, and then the random variation to be expected in radioactive decay. The arguments are set in the context of the general importance of randomness both in physics and in everyday life. We think that the ideas could usefully form part of students' A-level work on random decay and quantum phenomena, as well as being good for their general education. In the second article we offer a novel and simple approach to Poisson sequences.

  14. Quantum stochastics

    CERN Document Server

    Chang, Mou-Hsiung

    2015-01-01

    The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theory has trailed far behind. Although highly appealing, the quantum theory has a steep learning curve, requiring tools from both probability and analysis and a facility for combining the two viewpoints. This book is a systematic, self-contained account of the core of quantum probability and quantum stochastic processes for graduate students and researchers. The only assumed background is knowledge of the basic theory of Hilbert spaces, bounded linear operators, and classical Markov processes. From there, the book introduces additional tools from analysis, and then builds the quantum probability framework needed to support applications to quantum control and quantum information and communication. These include quantum noise, quantum stochastic calculus, stochastic quantum differential equations, quantum Markov semigrou...

  15. Walk Score(TM), Perceived Neighborhood Walkability, and walking in the US.

    Science.gov (United States)

    Tuckel, Peter; Milczarski, William

    2015-03-01

    To investigate both the Walk Score(TM) and a self-reported measure of neighborhood walkability ("Perceived Neighborhood Walkability") as estimators of transport and recreational walking among Americans. The study is based upon a survey of a nationally-representative sample of 1224 American adults. The survey gauged walking for both transport and recreation and included a self-reported measure of neighborhood walkability and each respondent's Walk Score(TM). Binary logistic and linear regression analyses were performed on the data. The Walk Score(TM) is associated with walking for transport, but not recreational walking nor total walking. Perceived Neighborhood Walkability is associated with transport, recreational and total walking. Perceived Neighborhood Walkability captures the experiential nature of walking more than the Walk Score(TM).

  16. Adults' Daily Walking for Travel and Leisure: Interaction Between Attitude Toward Walking and the Neighborhood Environment.

    Science.gov (United States)

    Yang, Yong; Diez-Roux, Ana V

    2017-09-01

    Studies on how the interaction of psychological and environmental characteristics influences walking are limited, and the results are inconsistent. Our aim is to examine how the attitude toward walking and neighborhood environments interacts to influence walking. Cross-sectional phone and mail survey. Participants randomly sampled from 6 study sites including Los Angeles, Chicago, Baltimore, Minneapolis, Manhattan, and Bronx Counties in New York City, and Forsyth and Davidson Counties in North Carolina. The final sample consisted of 2621 persons from 2011 to 2012. Total minutes of walking for travel or leisure, attitude toward walking, and perceptions of the neighborhood environments were self-reported. Street Smart (SS) Walk Score (a measure of walkability derived from a variety of geographic data) was obtained for each residential location. Linear regression models adjusting for age, gender, race/ethnicity, education, and income. Attitude toward walking was positively associated with walking for both purposes. Walking for travel was significantly associated with SS Walk Score, whereas walking for leisure was not. The SS Walk Score and selected perceived environment characteristics were associated with walking in people with a very positive attitude toward walking but were not associated with walking in people with a less positive attitude. Attitudes toward walking and neighborhood environments interact to affect walking behavior.

  17. Effects of Nordic walking and walking on spatiotemporal gait parameters and ground reaction force.

    Science.gov (United States)

    Park, Seung Kyu; Yang, Dae Jung; Kang, Yang Hun; Kim, Je Ho; Uhm, Yo Han; Lee, Yong Seon

    2015-09-01

    [Purpose] The purpose of this study was to investigate the effects of Nordic walking and walking on spatiotemporal gait parameters and ground reaction force. [Subjects] The subjects of this study were 30 young adult males, who were divided into a Nordic walking group of 15 subjects and a walking group of 15 subjects. [Methods] To analyze the spatiotemporal parameters and ground reaction force during walking in the two groups, the six-camera Vicon MX motion analysis system was used. The subjects were asked to walk 12 meters using the more comfortable walking method for them between Nordic walking and walking. After they walked 12 meters more than 10 times, their most natural walking patterns were chosen three times and analyzed. To determine the pole for Nordic walking, each subject's height was multiplied by 0.68. We then measured the spatiotemporal gait parameters and ground reaction force. [Results] Compared with the walking group, the Nordic walking group showed an increase in cadence, stride length, and step length, and a decrease in stride time, step time, and vertical ground reaction force. [Conclusion] The results of this study indicate that Nordic walking increases the stride and can be considered as helping patients with diseases affecting their gait. This demonstrates that Nordic walking is more effective in improving functional capabilities by promoting effective energy use and reducing the lower limb load, because the weight of the upper and lower limbs is dispersed during Nordic walking.

  18. Quantum Computing

    OpenAIRE

    Scarani, Valerio

    1998-01-01

    The aim of this thesis was to explain what quantum computing is. The information for the thesis was gathered from books, scientific publications, and news articles. The analysis of the information revealed that quantum computing can be broken down to three areas: theories behind quantum computing explaining the structure of a quantum computer, known quantum algorithms, and the actual physical realizations of a quantum computer. The thesis reveals that moving from classical memor...

  19. Quantum Malware

    OpenAIRE

    Wu, Lian-Ao; Lidar, Daniel A.

    2005-01-01

    When quantum communication networks proliferate they will likely be subject to a new type of attack: by hackers, virus makers, and other malicious intruders. Here we introduce the concept of "quantum malware" to describe such human-made intrusions. We offer a simple solution for storage of quantum information in a manner which protects quantum networks from quantum malware. This solution involves swapping the quantum information at random times between the network and isolated, distributed an...

  20. Quantumness beyond quantum mechanics

    International Nuclear Information System (INIS)

    Sanz, Ángel S

    2012-01-01

    Bohmian mechanics allows us to understand quantum systems in the light of other quantum traits than the well-known ones (coherence, diffraction, interference, tunnelling, discreteness, entanglement, etc.). Here the discussion focusses precisely on two of these interesting aspects, which arise when quantum mechanics is thought within this theoretical framework: the non-crossing property, which allows for distinguishability without erasing interference patterns, and the possibility to define quantum probability tubes, along which the probability remains constant all the way. Furthermore, taking into account this hydrodynamic-like description as a link, it is also shown how this knowledge (concepts and ideas) can be straightforwardly transferred to other fields of physics (for example, the transmission of light along waveguides).

  1. Nonlinear Dynamics In Quantum Physics -- Quantum Chaos and Quantum Instantons

    OpenAIRE

    Kröger, H.

    2003-01-01

    We discuss the recently proposed quantum action - its interpretation, its motivation, its mathematical properties and its use in physics: quantum mechanical tunneling, quantum instantons and quantum chaos.

  2. More Adults Are Walking PSA (:60)

    Centers for Disease Control (CDC) Podcasts

    This 60 second PSA is based on the August 2012 CDC Vital Signs report. While more adults are walking, only half get the recommended amount of physical activity. Listen to learn how communities, employers, and individuals may help increase walking.

  3. Minnesota Walk-In Access Sites

    Data.gov (United States)

    Minnesota Department of Natural Resources — The Minnesota Walk-In Access site (WIA) GIS data represents areas of private land that have been made open to the public for the purpose of walk-in (foot travel)...

  4. Beam Walking in Special Education

    Science.gov (United States)

    Broadhead, Geoffrey D.

    1974-01-01

    An experimental test on beam walking (for balance), administered to 189 minimally brain injured and 226 educable mentally retarded (EMR) 8- to 13-year-old children, yielded results such as reliability estimates for the mean of three trials were high and there was greater performance reliability for EMR children. (MC)

  5. Successful Statewide Walking Program Websites

    Science.gov (United States)

    Teran, Bianca Maria; Hongu, Nobuko

    2012-01-01

    Statewide Extension walking programs are making an effort to increase physical activity levels in America. An investigation of all 20 of these programs revealed that 14 use websites as marketing and educational tools, which could prove useful as the popularity of Internet communities continues to grow. Website usability information and an analysis…

  6. Constraining walking and custodial technicolor

    DEFF Research Database (Denmark)

    Foadi, Roshan; Frandsen, Mads Toudal; Sannino, Francesco

    2008-01-01

    We show how to constrain the physical spectrum of walking technicolor models via precision measurements and modified Weinberg sum rules. We also study models possessing a custodial symmetry for the S parameter at the effective Lagrangian level-custodial technicolor-and argue that these models...

  7. Thermophoresis as persistent random walk

    International Nuclear Information System (INIS)

    Plyukhin, A.V.

    2009-01-01

    In a simple model of a continuous random walk a particle moves in one dimension with the velocity fluctuating between +v and -v. If v is associated with the thermal velocity of a Brownian particle and allowed to be position dependent, the model accounts readily for the particle's drift along the temperature gradient and recovers basic results of the conventional thermophoresis theory.

  8. Nine walks (photo series / web page)

    OpenAIRE

    Robinson, Andrew

    2015-01-01

    'Nine Walks' is a body of work resulting from my engagement with the Media Arts Research Walking Group at Sheffield Hallam University who are exploring the role of walking in as a social, developmental and production space for the creative arts. / My participation in the walking group is an extension of my investigation of the journey as a creative, conceptual and contemplative space for photography which in turn reflects an interest in the role of the accident, instinct and intuition and the...

  9. Treadmill walking with body weight support

    OpenAIRE

    Aaslund, Mona Kristin

    2012-01-01

    Background: Rehabilitating walking in patients post-stroke with safe, task-specific, intensive training of sufficient duration, can be challenging. Body weight supported treadmill training (BWSTT) has been proposed as an effective method to meet these challenges and may therefore have benefits over training overground walking. However, walking characteristics should not be aggravated during BWSTT or require a long familiarisation time compared to overground walking. Objectives: To investi...

  10. Walking pattern classification and walking distance estimation algorithms using gait phase information.

    Science.gov (United States)

    Wang, Jeen-Shing; Lin, Che-Wei; Yang, Ya-Ting C; Ho, Yu-Jen

    2012-10-01

    This paper presents a walking pattern classification and a walking distance estimation algorithm using gait phase information. A gait phase information retrieval algorithm was developed to analyze the duration of the phases in a gait cycle (i.e., stance, push-off, swing, and heel-strike phases). Based on the gait phase information, a decision tree based on the relations between gait phases was constructed for classifying three different walking patterns (level walking, walking upstairs, and walking downstairs). Gait phase information was also used for developing a walking distance estimation algorithm. The walking distance estimation algorithm consists of the processes of step count and step length estimation. The proposed walking pattern classification and walking distance estimation algorithm have been validated by a series of experiments. The accuracy of the proposed walking pattern classification was 98.87%, 95.45%, and 95.00% for level walking, walking upstairs, and walking downstairs, respectively. The accuracy of the proposed walking distance estimation algorithm was 96.42% over a walking distance.

  11. KidsWalk-to-School: A Guide To Promote Walking to School.

    Science.gov (United States)

    Center for Chronic Disease Prevention and Health Promotion (DHHS/CDC), Atlanta, GA.

    This guide encourages people to create safe walking and biking routes to school, promoting four issues: physically active travel, safe and walkable routes to school, crime prevention, and health environments. The chapters include: "KidsWalk-to-School: A Guide to Promote Walking to School" (Is there a solution? Why is walking to school important?…

  12. A METHODOLOGY FOR THE CHOICE OF THE BEST FITTING CONTINUOUS-TIME STOCHASTIC MODELS OF CRUDE OIL PRICE: THE CASE OF RUSSIA

    Directory of Open Access Journals (Sweden)

    Hamidreza Mostafaei

    2013-01-01

    Full Text Available In this study, it has been attempted to select the best continuous- time stochastic model, in order to describe and forecast the oil price of Russia, by information and statistics about oil price that has been available for oil price in the past. For this purpose, method of The Maximum Likelihood Estimation is implemented for estimation of the parameters of continuous-time stochastic processes. The result of unit root test with a structural break, reveals that time series of the crude oil price is a stationary series. The simulation of continuous-time stochastic processes and the mean square error between the simulated prices and the market ones shows that the Geometric Brownian Motion is the best model for the Russian crude oil price.

  13. Development of independent walking in toddlers

    NARCIS (Netherlands)

    Ivanenko, Yuri P; Dominici, Nadia; Lacquaniti, Francesco

    Surprisingly, despite millions of years of bipedal walking evolution, the gravity-related pendulum mechanism of walking does not seem to be implemented at the onset of independent walking, requiring each toddler to develop it. We discuss the precursor of the mature locomotor pattern in infants as an

  14. Walking Beliefs in Women With Fibromyalgia: Clinical Profile and Impact on Walking Behavior.

    Science.gov (United States)

    Peñacoba, Cecilia; Pastor, María-Ángeles; López-Roig, Sofía; Velasco, Lilian; Lledo, Ana

    2017-10-01

    Although exercise is essential for the treatment of fibromyalgia, adherence is low. Walking, as a form of physical exercise, has significant advantages. The aim of this article is to describe, in 920 women with fibromyalgia, the prevalence of certain walking beliefs and analyze their effects both on the walking behavior itself and on the associated symptoms when patients walk according to a clinically recommended way. The results highlight the high prevalence of beliefs related to pain and fatigue as walking-inhibitors. In the whole sample, beliefs are associated with an increased perception that comorbidity prevents walking, and with higher levels of pain and fatigue. In patients who walk regularly, beliefs are only associated with the perception that comorbidity prevents them from walking. It is necessary to promote walking according to the established way (including breaks to prevent fatigue) and to implement interventions on the most prevalent beliefs that inhibit walking.

  15. To Walk or Not to Walk?: The Hierarchy of Walking Needs

    Science.gov (United States)

    Alfonzo, Mariela

    2005-01-01

    The multitude of quality of life problems associated with declining walking rates has impelled researchers from various disciplines to identify factors related to this behavior change. Currently, this body of research is in need of a transdisciplinary, multilevel theoretical model that can help explain how individual, group, regional, and…

  16. Quantum phase transition of the transverse-field quantum Ising model on scale-free networks.

    Science.gov (United States)

    Yi, Hangmo

    2015-01-01

    I investigate the quantum phase transition of the transverse-field quantum Ising model in which nearest neighbors are defined according to the connectivity of scale-free networks. Using a continuous-time quantum Monte Carlo simulation method and the finite-size scaling analysis, I identify the quantum critical point and study its scaling characteristics. For the degree exponent λ=6, I obtain results that are consistent with the mean-field theory. For λ=4.5 and 4, however, the results suggest that the quantum critical point belongs to a non-mean-field universality class. Further simulations indicate that the quantum critical point remains mean-field-like if λ>5, but it continuously deviates from the mean-field theory as λ becomes smaller.

  17. Quantum mechanics

    International Nuclear Information System (INIS)

    Anon.

    1990-01-01

    The book is on quantum mechanics. The emphasis is on the basic concepts and the methodology. The chapters include: Breakdown of classical concepts; Quantum mechanical concepts; Basic postulates of quantum mechanics; solution of problems in quantum mechanics; Simple harmonic oscillator; and Angular Momentum

  18. Quantum matter

    International Nuclear Information System (INIS)

    Buechler, Hans Peter; Calcarco, Tommaso; Dressel, Martin

    2008-01-01

    The following topics are dealt with: Artificial atoms and molecules, tailored from solids, fractional flux quanta, molecular magnets, controlled interaction in quantum gases, the theory of quantum correlations in mott matter, cold gases, and mesoscopic systems, Bose-Einstein condensates on the chip, on the route to the quantum computer, a quantum computer in diamond. (HSI)

  19. Quantum fluctuations

    International Nuclear Information System (INIS)

    Reynaud, S.; Giacobino, S.; Zinn-Justin, J.

    1997-01-01

    This course is dedicated to present in a pedagogical manner the recent developments in peculiar fields concerned by quantum fluctuations: quantum noise in optics, light propagation through dielectric media, sub-Poissonian light generated by lasers and masers, quantum non-demolition measurements, quantum electrodynamics applied to cavities and electrical circuits involving superconducting tunnel junctions. (A.C.)

  20. Quantum radar

    CERN Document Server

    Lanzagorta, Marco

    2011-01-01

    This book offers a concise review of quantum radar theory. Our approach is pedagogical, making emphasis on the physics behind the operation of a hypothetical quantum radar. We concentrate our discussion on the two major models proposed to date: interferometric quantum radar and quantum illumination. In addition, this book offers some new results, including an analytical study of quantum interferometry in the X-band radar region with a variety of atmospheric conditions, a derivation of a quantum radar equation, and a discussion of quantum radar jamming.This book assumes the reader is familiar w