The theory of singular perturbations
De Jager, E M
1996-01-01
The subject of this textbook is the mathematical theory of singular perturbations, which despite its respectable history is still in a state of vigorous development. Singular perturbations of cumulative and of boundary layer type are presented. Attention has been given to composite expansions of solutions of initial and boundary value problems for ordinary and partial differential equations, linear as well as quasilinear; also turning points are discussed. The main emphasis lies on several methods of approximation for solutions of singularly perturbed differential equations and on the mathemat
Historical developments in singular perturbations
O'Malley, Robert E
2014-01-01
This engaging text describes the development of singular perturbations, including its history, accumulating literature, and its current status. While the approach of the text is sophisticated, the literature is accessible to a broad audience. A particularly valuable bonus are the historical remarks. These remarks are found throughout the manuscript. They demonstrate the growth of mathematical thinking on this topic by engineers and mathematicians. The book focuses on detailing how the various methods are to be applied. These are illustrated by a number and variety of examples. Readers are expected to have a working knowledge of elementary ordinary differential equations, including some familiarity with power series techniques, and of some advanced calculus. Dr. O'Malley has written a number of books on singular perturbations. This book has developed from many of his works in the field of perturbation theory.
Nonlinearly perturbed semi-Markov processes
Silvestrov, Dmitrii
2017-01-01
The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space. These methods are based on special time-space screening procedures for sequential phase space reduction of semi-Markov processes combined with the systematical use of operational calculus for Laurent asymptotic expansions. Effective recurrent algorithms are composed for getting asymptotic expansions, without and with explicit upper bounds for remainders, for power moments of hitting times, stationary and conditional quasi-stationary distributions for nonlinearly perturbed semi-Markov processes. These results are illustrated by asymptotic expansions for birth-death-type semi-Markov processes, which play an important role in various applications. The book will be a useful contribution to the continuing intensive studies in the area. It is an essential reference for theoretical and applied researchers in the field of stochastic processes and their applications that will cont...
Stability and perturbations of countable Markov maps
Jordan, Thomas; Munday, Sara; Sahlsten, Tuomas
2018-04-01
Let T and , , be countable Markov maps such that the branches of converge pointwise to the branches of T, as . We study the stability of various quantities measuring the singularity (dimension, Hölder exponent etc) of the topological conjugacy between and T when . This is a well-understood problem for maps with finitely-many branches, and the quantities are stable for small ɛ, that is, they converge to their expected values if . For the infinite branch case their stability might be expected to fail, but we prove that even in the infinite branch case the quantity is stable under some natural regularity assumptions on and T (under which, for instance, the Hölder exponent of fails to be stable). Our assumptions apply for example in the case of Gauss map, various Lüroth maps and accelerated Manneville-Pomeau maps when varying the parameter α. For the proof we introduce a mass transportation method from the cusp that allows us to exploit thermodynamical ideas from the finite branch case. Dedicated to the memory of Bernd O Stratmann
Reliable finite element methods for self-adjoint singular perturbation ...
African Journals Online (AJOL)
It is well known that the standard finite element method based on the space Vh of continuous piecewise linear functions is not reliable in solving singular perturbation problems. It is also known that the solution of a two-point boundaryvalue singular perturbation problem admits a decomposition into a regular part and a finite ...
One Critical Case in Singularly Perturbed Control Problems
Sobolev, Vladimir
2017-02-01
The aim of the paper is to describe the special critical case in the theory of singularly perturbed optimal control problems. We reduce the original singularly perturbed problem to a regularized one such that the existence of slow integral manifolds can be established by means of the standard theory. We illustrate our approach by an example of control problem.
Singular perturbation in the physical sciences
Neu, John C
2015-01-01
This book is the testimony of a physical scientist whose language is singular perturbation analysis. Classical mathematical notions, such as matched asymptotic expansions, projections of large dynamical systems onto small center manifolds, and modulation theory of oscillations based either on multiple scales or on averaging/transformation theory, are included. The narratives of these topics are carried by physical examples: Let's say that the moment when we "see" how a mathematical pattern fits a physical problem is like "hitting the ball." Yes, we want to hit the ball. But a powerful stroke includes the follow-through. One intention of this book is to discern in the structure and/or solutions of the equations their geometric and physical content. Through analysis, we come to sense directly the shape and feel of phenomena. The book is structured into a main text of fundamental ideas and a subtext of problems with detailed solutions. Roughly speaking, the former is the initial contact between mathematics and p...
Singular perturbation for nonlinear boundary-value problems
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Rina Ling
1979-01-01
studied. The problem is a model arising in nuclear energy distribution. For large values of the parameter, the differential equations are of the singular-perturbation type and approximations are constructed by the method of matched asymptotic expansions.
Pulses in singularly perturbed reaction-diffusion systems
Veerman, Frederik Willem Johan
2013-01-01
In this thesis, the existence and stability of pulse solutions in two-component, singularly perturbed reaction-diffusion systems is analysed using dynamical systems techniques. New phenomena in very general types of systems emerge when geometrical techniques are applied.
Averaging approximation to singularly perturbed nonlinear stochastic wave equations
Lv, Yan; Roberts, A. J.
2012-06-01
An averaging method is applied to derive effective approximation to a singularly perturbed nonlinear stochastic damped wave equation. Small parameter ν > 0 characterizes the singular perturbation, and να, 0 ⩽ α ⩽ 1/2, parametrizes the strength of the noise. Some scaling transformations and the martingale representation theorem yield the effective approximation, a stochastic nonlinear heat equation, for small ν in the sense of distribution.
Geometric singular perturbation analysis of systems with friction
DEFF Research Database (Denmark)
Bossolini, Elena
This thesis is concerned with the application of geometric singular perturbation theory to mechanical systems with friction. The mathematical background on geometric singular perturbation theory, on the blow-up method, on non-smooth dynamical systems and on regularization is presented. Thereafter...... use a Poincaré compactiﬁcation to study the system near inﬁnity. At inﬁnity, the critical manifold loses hyperbolicity with an exponential rate. We use an adaptation of the blow-up method to recover the hyperbolicity. This enables the identiﬁcation of a new attracting manifold, that organises...... singular, in contrast to the regular stiction solutions that are forward unique. In order to further the understanding of the non-unique dynamics, we introduce a regularization of the model. This gives a singularly perturbed problem that captures the main features of the original discontinuous problem. We...
Two-scale approach to oscillatory singularly perturbed transport equations
Frénod, Emmanuel
2017-01-01
This book presents the classical results of the two-scale convergence theory and explains – using several figures – why it works. It then shows how to use this theory to homogenize ordinary differential equations with oscillating coefficients as well as oscillatory singularly perturbed ordinary differential equations. In addition, it explores the homogenization of hyperbolic partial differential equations with oscillating coefficients and linear oscillatory singularly perturbed hyperbolic partial differential equations. Further, it introduces readers to the two-scale numerical methods that can be built from the previous approaches to solve oscillatory singularly perturbed transport equations (ODE and hyperbolic PDE) and demonstrates how they can be used efficiently. This book appeals to master’s and PhD students interested in homogenization and numerics, as well as to the Iter community.
A Parameter Robust Method for Singularly Perturbed Delay Differential Equations
Directory of Open Access Journals (Sweden)
Erdogan Fevzi
2010-01-01
Full Text Available Uniform finite difference methods are constructed via nonstandard finite difference methods for the numerical solution of singularly perturbed quasilinear initial value problem for delay differential equations. A numerical method is constructed for this problem which involves the appropriate Bakhvalov meshes on each time subinterval. The method is shown to be uniformly convergent with respect to the perturbation parameter. A numerical example is solved using the presented method, and the computed result is compared with exact solution of the problem.
hp-finite element methods for singular perturbations
Melenk, Jens M
2002-01-01
Many partial differential equations arising in practice are parameter-dependent problems that are of singularly perturbed type. Prominent examples include plate and shell models for small thickness in solid mechanics, convection-diffusion problems in fluid mechanics, and equations arising in semi-conductor device modelling. Common features of these problems are layers and, in the case of non-smooth geometries, corner singularities. Mesh design principles for the efficient approximation of both features by the hp-version of the finite element method (hp-FEM) are proposed in this volume. For a class of singularly perturbed problems on polygonal domains, robust exponential convergence of the hp-FEM based on these mesh design principles is established rigorously.
Solitary wave solution to a singularly perturbed generalized Gardner ...
Indian Academy of Sciences (India)
2015-11-27
Home; Journals; Pramana – Journal of Physics; Volume 88; Issue 4. Solitary wave solution to a singularly perturbed generalized ... Proceedings of the International Workshop/Conference on Computational Condensed Matter Physics and Materials Science (IWCCMP-2015). Posted on November 27, 2015. Guest Editors: ...
Transcendental smallness in singularly perturbed equations of volterra type
International Nuclear Information System (INIS)
Bijura, Angelina M.
2003-11-01
The application of different limit processes to a physical problem is an important tool in layer type techniques. Hence the study of initial layer correction functions is of central importance for understanding layer-type problems. It is shown that for singularly perturbed problems of Volterra type, the concept of transcendental smallness is an asymptotic one. Transcendentally small terms may be numerically important. (author)
Robust Monotone Iterates for Nonlinear Singularly Perturbed Boundary Value Problems
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Boglaev Igor
2009-01-01
Full Text Available This paper is concerned with solving nonlinear singularly perturbed boundary value problems. Robust monotone iterates for solving nonlinear difference scheme are constructed. Uniform convergence of the monotone methods is investigated, and convergence rates are estimated. Numerical experiments complement the theoretical results.
Fitted-Stable Finite Difference Method for Singularly Perturbed Two ...
African Journals Online (AJOL)
A fitted-stable central difference method is presented for solving singularly perturbed two point boundary value problems with the boundary layer at one end (left or right) of the interval. A fitting factor is introduced in second order stable central difference scheme (SCD Method) and its value is obtained using the theory of ...
A Schwarz alternating procedure for singular perturbation problems
Energy Technology Data Exchange (ETDEWEB)
Garbey, M. [Universit Claude Bernard Lyon, Villeurbanne (France); Kaper, H.G. [Argonne National Lab., IL (United States)
1994-12-31
The authors show that the Schwarz alternating procedure offers a good algorithm for the numerical solution of singular perturbation problems, provided the domain decomposition is properly designed to resolve the boundary and transition layers. They give sharp estimates for the optimal position of the domain boundaries and present convergence rates of the algorithm for various second-order singular perturbation problems. The splitting of the operator is domain-dependent, and the iterative solution of each subproblem is based on a modified asymptotic expansion of the operator. They show that this asymptotic-induced method leads to a family of efficient massively parallel algorithms and report on implementation results for a turning-point problem and a combustion problem.
Solitary wave solution to a singularly perturbed generalized Gardner ...
Indian Academy of Sciences (India)
2017-03-24
Mar 24, 2017 ... This paper is concerned with the existence of travelling wave solutions to a singularly perturbed gen- eralized Gardner equation .... will be used in §3 for our purpose. For convenience, we use a version of this theory due to Jones [2]. For the system. { x (t) = f (x, y, ε), y (t) = εg(x, y, ε),. (2.1) where x ∈ Rn, y ...
Singular perturbation method for evolution equations in Banach spaces
International Nuclear Information System (INIS)
Mika, J.
1976-01-01
The singular perturbation method is applied to linear evolution equations in Banach spaces containing a small parameter multiplying the time derivative. Outer and inner asymptotic solutions are formulated and the sense in which they converge to the exact solution is rigorously defined. It is then shown that the sum of the two asymptotic solutions converges uniformly to the exact solution. Possible applications to various physical situations are indicated. (Auth.)
Bifurcation for non linear ordinary differential equations with singular perturbation
Directory of Open Access Journals (Sweden)
Safia Acher Spitalier
2016-10-01
Full Text Available We study a family of singularly perturbed ODEs with one parameter and compare their solutions to the ones of the corresponding reduced equations. The interesting characteristic here is that the reduced equations have more than one solution for a given set of initial conditions. Then we consider how those solutions are organized for different values of the parameter. The bifurcation associated to this situation is studied using a minimal set of tools from non standard analysis.
Relaxation periodic solutions of one singular perturbed system with delay
Kashchenko, A. A.
2017-12-01
In this paper, we consider a singularly perturbed system of two differential equations with delay, simulating two coupled oscillators with a nonlinear compactly supported feedback. We reduce studying nonlocal dynamics of initial system to studying dynamics of special finite-dimensional mappings: rough stable (unstable) cycles of these mappings correspond to exponentially orbitally stable (unstable) relaxation solutions of initial problem. We show that dynamics of initial model depends on coupling coefficient crucially. Multistability is proved.
Canard solutions of two-dimensional singularly perturbed systems
Energy Technology Data Exchange (ETDEWEB)
Chen Xianfeng [Department of Mathematics, Shanghai Jiao Tong University, Shanghai 200240 (China)]. E-mail: chenxf@sjtu.edu.cn; Yu Pei [Department of Mathematics, Shanghai Jiao Tong University, Shanghai 200240 (China); Department of Applied Mathematics, University of Western Ontario London, Ont., N6A 5B7 (Canada); Han Maoan [Department of Mathematics, Shanghai Jiao Tong University, Shanghai 200240 (China); Zhang Weijiang [Department of Mathematics, Shanghai Jiao Tong University, Shanghai 200240 (China)
2005-02-01
In this paper, some new lemmas on asymptotic analysis are established. We apply an asymptotic method to study generalized two-dimensional singularly perturbed systems with one parameter, whose critical manifold has an m-22 th-order degenerate extreme point. Certain sufficient conditions are obtained for the existence of canard solutions, which are the extension and correction of some existing results. Finally, one numerical example is given.
Ardema, M. D.
1979-01-01
Singular perturbation techniques are studied for dealing with singular arc problems by analyzing a relatively low-order but otherwise general system. This system encompasses many flight mechanic problems including Goddard's problem and a version of the minimum time-to-climb problem. Boundary layer solutions are constructed which are stable and reach the outer solution in a finite time. A uniformly valid composite solution is then formed from the reduced and boundary layer solutions. The value of the approximate solution is that it is relatively easy to obtain and does not involve singular arcs. To illustrate the utility of the results, the technique is used to obtain an approximate solution of a simplified version of the aircraft minimum time-to-climb problem.
Non-perturbative string theories and singular surfaces
International Nuclear Information System (INIS)
Bochicchio, M.
1990-01-01
Singular surfaces are shown to be dense in the Teichmueller space of all Riemann surfaces and in the grasmannian. This happens because a regular surface of genus h, obtained identifying 2h disks in pairs, can be approximated by a very large genus singular surface with punctures dense in the 2h disks. A scale ε is introduced and the approximate genus is defined as half the number of connected regions covered by punctures of radius ε. The non-perturbative partition function is proposed to be a scaling limit of the partition function on such infinite genus singular surfaces with a weight which is the coupling constant g raised to the approximate genus. For a gaussian model in any space-time dimension the regularized partition function on singular surfaces of infinite genus is the partition function of a two-dimensional lattice gas of charges and monopoles. It is shown that modular invariance of the partition function implies a version of the Dirac quantization condition for the values of the e/m charges. Before the scaling limit the phases of the lattice gas may be classified according to the 't Hooft criteria for the condensation of e/m operators. (orig.)
Lecture notes on mean curvature flow, barriers and singular perturbations
Bellettini, Giovanni
2013-01-01
The aim of the book is to study some aspects of geometric evolutions, such as mean curvature flow and anisotropic mean curvature flow of hypersurfaces. We analyze the origin of such flows and their geometric and variational nature. Some of the most important aspects of mean curvature flow are described, such as the comparison principle and its use in the definition of suitable weak solutions. The anisotropic evolutions, which can be considered as a generalization of mean curvature flow, are studied from the view point of Finsler geometry. Concerning singular perturbations, we discuss the convergence of the Allen–Cahn (or Ginsburg–Landau) type equations to (possibly anisotropic) mean curvature flow before the onset of singularities in the limit problem. We study such kinds of asymptotic problems also in the static case, showing convergence to prescribed curvature-type problems.
Singularly perturbed hyperbolic problems on metric graphs: asymptotics of solutions
Directory of Open Access Journals (Sweden)
Golovaty Yuriy
2017-04-01
Full Text Available We are interested in the evolution phenomena on star-like networks composed of several branches which vary considerably in physical properties. The initial boundary value problem for singularly perturbed hyperbolic differential equation on a metric graph is studied. The hyperbolic equation becomes degenerate on a part of the graph as a small parameter goes to zero. In addition, the rates of degeneration may differ in different edges of the graph. Using the boundary layer method the complete asymptotic expansions of solutions are constructed and justified.
Motion Control of a Quadrotor Aircraft via Singular Perturbations
Directory of Open Access Journals (Sweden)
Salvador González-Vázquez
2013-10-01
Full Text Available In this paper, a new motion controller for a quadrotor aircraft is introduced. A reformulation of the control inputs of the dynamic model is discussed and then the control algorithm is given in a constructive form. The stability proof of the state space origin of the overall closed-loop system relies on the theory of singularly perturbed systems. Numerical simulations corroborate the viability of the proposed control scheme and the conclusions concerning stability. A set of simulations under practical conditions is also presented, where the system is affected by different types of disturbances and nonlinearities such as noise and actuator saturation.
A singularly perturbed SIS model with age structure.
Banasiak, Jacek; Phongi, Eddy Kimba; Lachowicz, Mirosław
2013-06-01
We present a preliminary study of an SIS model with a basic age structure and we focus on a disease with quick turnover, such as influenza or common cold. In such a case the difference between the characteristic demographic and epidemiological times naturally introduces two time scales in the model which makes it singularly perturbed. Using the Tikhonov theorem we prove that for certain classes of initial conditions the nonlinear structured SIS model can be approximated with very good accuracy by lower dimensional linear models.
Shishkin, G. I.
2015-11-01
An initial-boundary value problem is considered for a singularly perturbed parabolic convection-diffusion equation with a perturbation parameter ɛ (ɛ ∈ (0, 1]) multiplying the highest order derivative. The stability of a standard difference scheme based on monotone approximations of the problem on a uniform mesh is analyzed, and the behavior of discrete solutions in the presence of perturbations is examined. The scheme does not converge ɛ-uniformly in the maximum norm as the number of its grid nodes is increased. When the solution of the difference scheme converges, which occurs if N -1 ≪ ɛ and N -1 0 ≪ 1, where N and N 0 are the numbers of grid intervals in x and t, respectively, the scheme is not ɛ-uniformly well conditioned or stable to data perturbations in the grid problem and to computer perturbations. For the standard difference scheme in the presence of data perturbations in the grid problem and/or computer perturbations, conditions on the "parameters" of the difference scheme and of the computer (namely, on ɛ, N, N 0, admissible data perturbations in the grid problem, and admissible computer perturbations) are obtained that ensure the convergence of the perturbed solutions. Additionally, the conditions are obtained under which the perturbed numerical solution has the same order of convergence as the solution of the unperturbed standard difference scheme.
Regularization of the big bang singularity with random perturbations
Belbruno, Edward; Xue, BingKan
2018-03-01
We show how to regularize the big bang singularity in the presence of random perturbations modeled by Brownian motion using stochastic methods. We prove that the physical variables in a contracting universe dominated by a scalar field can be continuously and uniquely extended through the big bang as a function of time to an expanding universe only for a discrete set of values of the equation of state satisfying special co-prime number conditions. This result significantly generalizes a previous result (Xue and Belbruno 2014 Class. Quantum Grav. 31 165002) that did not model random perturbations. This result implies that the extension from a contracting to an expanding universe for the discrete set of co-prime equation of state is robust, which is a surprising result. Implications for a purely expanding universe are discussed, such as a non-smooth, randomly varying scale factor near the big bang.
Infrared singularities of scattering amplitudes in perturbative QCD
Energy Technology Data Exchange (ETDEWEB)
Becher, Thomas [Fermi National Accelerator Laboratory (FNAL), Batavia, IL (United States); Neubert, Matthias [Johannes Gutenberg-Universitaet Mainz, Mainz (Germany)
2013-11-01
An exact formula is derived for the infrared singularities of dimensionally regularized scattering amplitudes in massless QCD with an arbitrary number of legs, valid at any number of loops. It is based on the conjecture that the anomalous-dimension matrix of n-jet operators in soft-collinear effective theory contains only a single non-trivial color structure, whose coefficient is the cusp anomalous dimension of Wilson loops with light-like segments. Its color-diagonal part is characterized by two anomalous dimensions, which are extracted to three-loop order from known perturbative results for the quark and gluon form factors. This allows us to predict the three-loop coefficients of all 1/epsilon^k poles for an arbitrary n-parton scattering amplitudes, generalizing existing two-loop results.
Uniform ergodicities and perturbation bounds of Markov chains on ordered Banach spaces
Erkursun Özcan, Nazife; Mukhamedov, Farrukh
2017-03-01
In this paper, we consider uniformly mean ergodic and uniformly asymptotical stable Markov operators on ordered Banach spaces. In terms of the ergodicity coefficient, we show the equivalence of uniform and weak mean ergodicities of Markov operators. This result allowed us to establish a category theorem for uniformly mean ergodic Markov operators. Furthermore, using properties of the ergodicity coefficient, we develop the perturbation theory for uniformly asymptotical stable Markov chains in the abstract scheme.
Travelling wave solutions for a singularly perturbed Burgers–KdV ...
Indian Academy of Sciences (India)
Abstract. This paper concerns with the existence problem of travelling wave solutions to a singularly perturbed Burgers–KdV equation. For this, we use the dynamical systems approach, specifically, the geometric singular perturbation theory and centre manifold theory. We also numerically show approximations, in particular, ...
On the C(R) stability of uncertain singularly perturbed systems
International Nuclear Information System (INIS)
Sun, Y.-J.
2009-01-01
In this paper, a simple criterion for the C(R) stability of uncertain singularly perturbed systems is proposed. Such a criterion can be easily checked by some algebraic inequality. The upper bound of the singular perturbation parameter ε is also given by estimating the unique positive zero of specific function. Finally, a numerical example is provided to illustrate the main result
Travelling wave solutions for a singularly perturbed Burgers–KdV ...
Indian Academy of Sciences (India)
This paper concerns with the existence problem of travelling wave solutions to a singularly perturbed Burgers–KdV equation. For this, we use the dynamical systems approach, specifically, the geometric singular perturbation theory and centre manifold theory. We also numerically show approximations, in particular, for ...
The method of rigged spaces in singular perturbation theory of self-adjoint operators
Koshmanenko, Volodymyr; Koshmanenko, Nataliia
2016-01-01
This monograph presents the newly developed method of rigged Hilbert spaces as a modern approach in singular perturbation theory. A key notion of this approach is the Lax-Berezansky triple of Hilbert spaces embedded one into another, which specifies the well-known Gelfand topological triple. All kinds of singular interactions described by potentials supported on small sets (like the Dirac δ-potentials, fractals, singular measures, high degree super-singular expressions) admit a rigorous treatment only in terms of the equipped spaces and their scales. The main idea of the method is to use singular perturbations to change inner products in the starting rigged space, and the construction of the perturbed operator by the Berezansky canonical isomorphism (which connects the positive and negative spaces from a new rigged triplet). The approach combines three powerful tools of functional analysis based on the Birman-Krein-Vishik theory of self-adjoint extensions of symmetric operators, the theory of singular quadra...
Singular Perturbation Analysis and Gene Regulatory Networks with Delay
Shlykova, Irina; Ponosov, Arcady
2009-09-01
There are different ways of how to model gene regulatory networks. Differential equations allow for a detailed description of the network's dynamics and provide an explicit model of the gene concentration changes over time. Production and relative degradation rate functions used in such models depend on the vector of steeply sloped threshold functions which characterize the activity of genes. The most popular example of the threshold functions comes from the Boolean network approach, where the threshold functions are given by step functions. The system of differential equations becomes then piecewise linear. The dynamics of this system can be described very easily between the thresholds, but not in the switching domains. For instance this approach fails to analyze stationary points of the system and to define continuous solutions in the switching domains. These problems were studied in [2], [3], but the proposed model did not take into account a time delay in cellular systems. However, analysis of real gene expression data shows a considerable number of time-delayed interactions suggesting that time delay is essential in gene regulation. Therefore, delays may have a great effect on the dynamics of the system presenting one of the critical factors that should be considered in reconstruction of gene regulatory networks. The goal of this work is to apply the singular perturbation analysis to certain systems with delay and to obtain an analog of Tikhonov's theorem, which provides sufficient conditions for constracting the limit system in the delay case.
Modelling, singular perturbation and bifurcation analyses of bitrophic food chains.
Kooi, B W; Poggiale, J C
2018-04-20
Two predator-prey model formulations are studied: for the classical Rosenzweig-MacArthur (RM) model and the Mass Balance (MB) chemostat model. When the growth and loss rate of the predator is much smaller than that of the prey these models are slow-fast systems leading mathematically to singular perturbation problem. In contradiction to the RM-model, the resource for the prey are modelled explicitly in the MB-model but this comes with additional parameters. These parameter values are chosen such that the two models become easy to compare. In both models a transcritical bifurcation, a threshold above which invasion of predator into prey-only system occurs, and the Hopf bifurcation where the interior equilibrium becomes unstable leading to a stable limit cycle. The fast-slow limit cycles are called relaxation oscillations which for increasing differences in time scales leads to the well known degenerated trajectories being concatenations of slow parts of the trajectory and fast parts of the trajectory. In the fast-slow version of the RM-model a canard explosion of the stable limit cycles occurs in the oscillatory region of the parameter space. To our knowledge this type of dynamics has not been observed for the RM-model and not even for more complex ecosystem models. When a bifurcation parameter crosses the Hopf bifurcation point the amplitude of the emerging stable limit cycles increases. However, depending of the perturbation parameter the shape of this limit cycle changes abruptly from one consisting of two concatenated slow and fast episodes with small amplitude of the limit cycle, to a shape with large amplitude of which the shape is similar to the relaxation oscillation, the well known degenerated phase trajectories consisting of four episodes (concatenation of two slow and two fast). The canard explosion point is accurately predicted by using an extended asymptotic expansion technique in the perturbation and bifurcation parameter simultaneously where the small
Directory of Open Access Journals (Sweden)
A New Algorithm Based on the Homotopy Perturbation Method For a Class of Singularly Perturbed Boundary Value Problems
2013-12-01
Full Text Available . In this paper, a new algorithm is presented to approximate the solution of a singularly perturbed boundary value problem with leftlayer based on the homotopy perturbation technique and applying the Laplace transformation. The convergence theorem and the error bound of the proposed method are proved. The method is examined by solving two examples. The results demonstrate the reliability and efficiency of the proposed method.
Yaşar, Emrullah; Yıldırım, Yakup; Zhou, Qin; Moshokoa, Seithuti P.; Ullah, Malik Zaka; Triki, Houria; Biswas, Anjan; Belic, Milivoj
2017-11-01
This paper obtains optical soliton solution to perturbed nonlinear Schrödinger's equation by modified simple equation method. There are four types of nonlinear fibers studied in this paper. They are Anti-cubic law, Quadratic-cubic law, Cubic-quintic-septic law and Triple-power law. Dark and singular soliton solutions are derived. Additional solutions such as singular periodic solutions also fall out of the integration scheme.
Directory of Open Access Journals (Sweden)
Burkhan T. Kalimbetov
2012-01-01
Full Text Available The regularization method is applied for the construction of algorithm for an asymptotical solution for linear singular perturbed systems with the irreversible limit operator. The main idea of this method is based on the analysis of dual singular points of investigated equations and passage in the space of the larger dimension, what reduces to study of systems of first-order partial differential equations with incomplete initial data.
Solitary wave solution to a singularly perturbed generalized Gardner ...
Indian Academy of Sciences (India)
2017-03-24
Mar 24, 2017 ... which is one model in plasma physics and solid physics. [3]. Hamdi et al [4] obtained an exact solitary wave solution to eq. (1.2). They also derived three conserva- tion laws and three invariants of motion for eq. (1.2). [5]. Antonova and Biswas [6] exploited the soliton perturbation theory to eq. (1.2) with γ = 1.
Travelling waves in a singularly perturbed sine-Gordon equation
Derks, Gianne; Doelman, Arjen; van Gils, Stephanus A.; Visser, T.P.P.
2003-01-01
We determine the linearised stability of travelling front solutions of a perturbed sine-Gordon equation. This equation models the long Josephson junction using the RCSJ model for currents across the junction and includes surface resistance for currents along the junction. The travelling waves
Travelling waves in a singularly perturbed sine-Gordon equations
Derks, G.L.A.; Derks, Gianne; Doelman, Arjen; van Gils, Stephanus A.; Visser, T.P.P.
2003-01-01
We determine the linearised stability of travelling front solutions of a perturbed sine-Gordon equation. This equation models the long Josephson junction using the RCSJ model for currents across the junction and includes surface resistance for currents along the junction. The travelling waves
High order singular rank one perturbations of a positive operator
Dijksma, A.; Kurasov, P.; Shondin, Yu.
2005-01-01
In this paper self-adjoint realizations in Hilbert and Pontryagin spaces of the formal expression Lα = L + α〈·, φ〉φ are discussed and compared. Here L is a positive self-adjoint operator in a Hilbert space H with inner product 〈· ,·〉, α is a real parameter, and φ in the rank one perturbation is a
Selberg zeta functions and transfer operators an experimental approach to singular perturbations
Fraczek, Markus Szymon
2017-01-01
This book presents a method for evaluating Selberg zeta functions via transfer operators for the full modular group and its congruence subgroups with characters. Studying zeros of Selberg zeta functions for character deformations allows us to access the discrete spectra and resonances of hyperbolic Laplacians under both singular and non-singular perturbations. Areas in which the theory has not yet been sufficiently developed, such as the spectral theory of transfer operators or the singular perturbation theory of hyperbolic Laplacians, will profit from the numerical experiments discussed in this book. Detailed descriptions of numerical approaches to the spectra and eigenfunctions of transfer operators and to computations of Selberg zeta functions will be of value to researchers active in analysis, while those researchers focusing more on numerical aspects will benefit from discussions of the analytic theory, in particular those concerning the transfer operator method and the spectral theory of hyperbolic spac...
Stability bound analysis of singularly perturbed systems with time-delay
Directory of Open Access Journals (Sweden)
Sun Fengqi
2013-01-01
Full Text Available This paper considers the stability bound problem of singularly perturbed systems with time-delay. Some stability criteria are derived by constructing appropriate Lyapunov-Krasovskii functionals. The proposed criteria are less conservative than the existing ones. Two numerical examples are given to illustrate the advantages and effectiveness of the proposed methods.
Relative Error Model Reduction via Time-Weighted Balanced Stochastic Singular Perturbation
DEFF Research Database (Denmark)
Tahavori, Maryamsadat; Shaker, Hamid Reza
2012-01-01
A new mixed method for relative error model reduction of linear time invariant (LTI) systems is proposed in this paper. This order reduction technique is mainly based upon time-weighted balanced stochastic model reduction method and singular perturbation model reduction technique. Compared...
Greiner, G.; Heesterbeek, J.A.P.; Metz, J.A.J.
1994-01-01
In this paper we present a generalization of a finite dimensional singular perturbation theorem to Banach spaces. From this we obtain sufficient conditions under which a faithful simplification by a time-scale argument is justified for age-structured models of slowly growing populations. An explicit
B-spline solution of a singularly perturbed boundary value problem arising in biology
International Nuclear Information System (INIS)
Lin Bin; Li Kaitai; Cheng Zhengxing
2009-01-01
We use B-spline functions to develop a numerical method for solving a singularly perturbed boundary value problem associated with biology science. We use B-spline collocation method, which leads to a tridiagonal linear system. The accuracy of the proposed method is demonstrated by test problems. The numerical result is found in good agreement with exact solution.
Singular perturbation theory mathematical and analytical techniques with applications to engineering
Johnson, RS
2005-01-01
Written in a form that should enable the relatively inexperienced (or new) worker in the field of singular perturbation theory to learn and apply all the essential ideasDesigned as a learning tool. The numerous examples and set exercises are intended to aid this process.
Directory of Open Access Journals (Sweden)
Xu Liguang
2009-01-01
Full Text Available The exponential stability of singularly perturbed impulsive delay integrodifferential equations (SPIDIDEs is concerned. By establishing an impulsive delay integrodifferential inequality (IDIDI, some sufficient conditions ensuring the exponentially stable of any solution of SPIDIDEs for sufficiently small are obtained. A numerical example shows the effectiveness of our theoretical results.
On Absence of Pure Singular Spectrum of Random Perturbations and in Anderson Model at Low Disorde
Grinshpun, V
2006-01-01
Absence of singular component, with probability one, in the conductivity spectra of bounded random perturbations of multidimensional finite-difference Hamiltonians, is for the first time rigorously established under certain conditions ensuring either absence of pure point, or absence of pure absolutely continuous component in the corresponding regions of spectra. The main technical tool applied is the theory of rank-one perturbations of singular spectra. The respective new result (the non-mixing property) is applied to establish existence and bounds of the (non-empty) pure absolutely continuous component in the spectrum of the Anderson model with bounded random potential in dimension 2 at low disorder. The new (1999) result implies, via the trace-class perturbation analysis, the Anderson model with the unbounded potential to have only pure point spectrum (complete system of localized wave-functions) with probability one in arbitrary dimension. The new technics, based on the resolvent reduction formula, and ex...
Computer difference scheme for a singularly perturbed convection-diffusion equation
Shishkin, G. I.
2014-08-01
The Dirichlet problem for a singularly perturbed ordinary differential convection-diffusion equation with a perturbation parameter ɛ (that takes arbitrary values from the half-open interval (0, 1]) is considered. For this problem, an approach to the construction of a numerical method based on a standard difference scheme on uniform meshes is developed in the case when the data of the grid problem include perturbations and additional perturbations are introduced in the course of the computations on a computer. In the absence of perturbations, the standard difference scheme converges at an (δ st ) rate, where δ st = (ɛ + N -1)-1 N -1 and N + 1 is the number of grid nodes; the scheme is not ɛ-uniformly well conditioned or stable to perturbations of the data. Even if the convergence of the standard scheme is theoretically proved, the actual accuracy of the computed solution in the presence of perturbations degrades with decreasing ɛ down to its complete loss for small ɛ (namely, for ɛ = (δ-2max i, j |δ a {/i j }| + δ-1 max i, j |δ b {/i j }|), where δ = δ st and δ a {/i j }, δ b {/i j } are the perturbations in the coefficients multiplying the second and first derivatives). For the boundary value problem, we construct a computer difference scheme, i.e., a computing system that consists of a standard scheme on a uniform mesh in the presence of controlled perturbations in the grid problem data and a hypothetical computer with controlled computer perturbations. The conditions on admissible perturbations in the grid problem data and on admissible computer perturbations are obtained under which the computer difference scheme converges in the maximum norm for ɛ ∈ (0, 1] at the same rate as the standard scheme in the absence of perturbations.
Directory of Open Access Journals (Sweden)
Huashan Liu
2011-09-01
Full Text Available To deal with the problem of the output feedback tracking (OFT control with bounded torque inputs of robot manipulators, we propose a generalized fuzzy saturated OFT controller based on singular perturbation theory. First, considering the fact that the output toque of joint actuators is limited, a general expression for a class of saturation functions is given to be applied in the control law. Second, to carry out the whole closed‐loop control with only position measurements, linear and nonlinear filters are optionally involved to generate a pseudo signal to surrogate the actual velocity tracking error. As a third contribution, a fuzzy regulator is added to obtain a self‐tuning performance in tackling the disturbances. Moreover, an explicit but strict stability proof of the system based on the stability theory of singularly perturbed systems is presented. Finally, numerical simulations on several sample controllers are implemented to verify the effectiveness of the proposed approach.
Directory of Open Access Journals (Sweden)
Huashan Liu
2011-09-01
Full Text Available To deal with the problem of the output feedback tracking (OFT control with bounded torque inputs of robot manipulators, we propose a generalized fuzzy saturated OFT controller based on singular perturbation theory. First, considering the fact that the output toque of joint actuators is limited, a general expression for a class of saturation functions is given to be applied in the control law. Second, to carry out the whole closed-loop control with only position measurements, linear and nonlinear filters are optionally involved to generate a pseudo signal to surrogate the actual velocity tracking error. As a third contribution, a fuzzy regulator is added to obtain a self-tuning performance in tackling the disturbances. Moreover, an explicit but strict stability proof of the system based on the stability theory of singularly perturbed systems is presented. Finally, numerical simulations on several sample controllers are implemented to verify the effectiveness of the proposed approach.
Mono-implicit Runge Kutta schemes for singularly perturbed delay differential equations
Rihan, Fathalla A.; Al-Salti, Nasser S.
2017-09-01
In this paper, we adapt Mono-Implicit Runge-Kutta schemes for numerical approximations of singularly perturbed delay differential equations. The schemes are developed to reduce the computational cost of the fully implicit method which combine the accuracy of implicit method and efficient implementation. Numerical stability properties of the schemes are investigated. Numerical simulations are provided to show the effectiveness of the method for both stiff and non-stiff initial value problems.
Czech Academy of Sciences Publication Activity Database
Ainsworth, M.; Vejchodský, Tomáš
2011-01-01
Roč. 119, č. 2 (2011), s. 219-243 ISSN 0029-599X R&D Projects: GA AV ČR IAA100760702; GA ČR(CZ) GA102/07/0496 Institutional research plan: CEZ:AV0Z10190503 Keywords : a posteriori error estimates * singularly perturbed problems * reaction-diffusion Subject RIV: BA - General Mathematics Impact factor: 1.321, year: 2011 http://www.springerlink.com/content/d384608709584278/
Czech Academy of Sciences Publication Activity Database
Čelikovský, Sergej; Papáček, Štěpán; Cervantes-Herrera, A.; Ruiz-León, J.
2010-01-01
Roč. 55, č. 3 (2010), s. 767-772 ISSN 0018-9286 R&D Projects: GA ČR(CZ) GA102/08/0186 Institutional research plan: CEZ:AV0Z10750506; CEZ:AV0Z50200510 Keywords : Photosynthetic factory (PSF) * singular perturbation * optimal control Subject RIV: BC - Control Systems Theory Impact factor: 1.950, year: 2010 http://library.utia.cas.cz/separaty/2010/TR/celikovsky-0342103.pdf
Variational Iteration Method for Singular Perturbation Initial Value Problems with Delays
Directory of Open Access Journals (Sweden)
Yongxiang Zhao
2014-01-01
Full Text Available The variational iteration method (VIM is applied to solve singular perturbation initial value problems with delays (SPIVPDs. Some convergence results of VIM for solving SPIVPDs are given. The obtained sequence of iterates is based on the use of general Lagrange multipliers; the multipliers in the functionals can be identified by the variational theory. Moreover, the numerical examples show the efficiency of the method.
Optimal Linear Responses for Markov Chains and Stochastically Perturbed Dynamical Systems
Antown, Fadi; Dragičević, Davor; Froyland, Gary
2018-03-01
The linear response of a dynamical system refers to changes to properties of the system when small external perturbations are applied. We consider the little-studied question of selecting an optimal perturbation so as to (i) maximise the linear response of the equilibrium distribution of the system, (ii) maximise the linear response of the expectation of a specified observable, and (iii) maximise the linear response of the rate of convergence of the system to the equilibrium distribution. We also consider the inhomogeneous, sequential, or time-dependent situation where the governing dynamics is not stationary and one wishes to select a sequence of small perturbations so as to maximise the overall linear response at some terminal time. We develop the theory for finite-state Markov chains, provide explicit solutions for some illustrative examples, and numerically apply our theory to stochastically perturbed dynamical systems, where the Markov chain is replaced by a matrix representation of an approximate annealed transfer operator for the random dynamical system.
Holographic curvature perturbations in a cosmology with a space-like singularity
Energy Technology Data Exchange (ETDEWEB)
Ferreira, Elisa G.M. [Department of Physics, McGill University,3600 University St., Montréal, QC, H3A 2T8 (Canada); Brandenberger, Robert [Department of Physics, McGill University,3600 University St., Montréal, QC, H3A 2T8 (Canada); Institute for Theoretical Studies, ETH Zürich,Clausiusstr. 47, Zürich, CH-8092 (Switzerland)
2016-07-19
We study the evolution of cosmological perturbations in an anti-de-Sitter (AdS) bulk through a cosmological singularity by mapping the dynamics onto the boundary conformal fields theory by means of the AdS/CFT correspondence. We consider a deformed AdS space-time obtained by considering a time-dependent dilaton which induces a curvature singularity in the bulk at a time which we call t=0, and which asymptotically approaches AdS both for large positive and negative times. The boundary field theory becomes free when the bulk curvature goes to infinity. Hence, the evolution of the fluctuations is under better controle on the boundary than in the bulk. To avoid unbounded particle production across the bounce it is necessary to smooth out the curvature singularity at very high curvatures. We show how the bulk cosmological perturbations can be mapped onto boundary gauge field fluctuations. We evolve the latter and compare the spectrum of fluctuations on the infrared scales relevant for cosmological observations before and after the bounce point. We find that the index of the power spectrum of fluctuations is the same before and after the bounce.
Existence of localizing solutions in plasticity via the geometric singular perturbation theory
Lee, Min-Gi
2017-01-31
Shear bands are narrow zones of intense shear observed during plastic deformations of metals at high strain rates. Because they often precede rupture, their study attracted attention as a mechanism of material failure. Here, we aim to reveal the onset of localization into shear bands using a simple model from viscoplasticity. We exploit the properties of scale invariance of the model to construct a family of self-similar focusing solutions that capture the nonlinear mechanism of shear band formation. The key step is to desingularize a reduced system of singular ordinary differential equations and reduce the problem into the construction of a heteroclinic orbit for an autonomous system of three first-order equations. The associated dynamical system has fast and slow time scales, forming a singularly perturbed problem. Geometric singular perturbation theory is applied to this problem to achieve an invariant surface. The flow on the invariant surface is analyzed via the Poincaré--Bendixson theorem to construct a heteroclinic orbit.
Energy Technology Data Exchange (ETDEWEB)
Dotti, Gustavo; Gleiser, Reinaldo J [Facultad de Matematica, AstronomIa y Fisica (FaMAF), Universidad Nacional de Cordoba, Ciudad Universitaria, 5000 Cordoba (Argentina)
2009-11-07
The coupled equations for the scalar modes of the linearized Einstein equations around Schwarzschild's spacetime were reduced by Zerilli to a (1+1) wave equation partial deriv{sup 2}PSI{sub z} /partial derivt{sup 2} +HPSI{sub z} =0, where H= -partial deriv{sup 2} /partial derivx{sup 2} + V(x) is the Zerilli 'Hamiltonian' and x is the tortoise radial coordinate. From its definition, for smooth metric perturbations the field PSI{sub z} is singular at r{sub s} = -6M/(l - 1)(l +2), with l being the mode harmonic number. The equation PSI{sub z} obeys is also singular, since V has a second-order pole at r{sub s}. This is irrelevant to the black hole exterior stability problem, where r > 2M > 0, and r{sub s} < 0, but it introduces a non-trivial problem in the naked singular case where M < 0, then r{sub s} > 0, and the singularity appears in the relevant range of r (0 < r < infinity). We solve this problem by developing a new approach to the evolution of the even mode, based on a new gauge invariant function, PSI-circumflex, that is a regular function of the metric perturbation for any value of M. The relation of PSI-circumflex to PSI{sub z} is provided by an intertwiner operator. The spatial pieces of the (1 + 1) wave equations that PSI-circumflex and PSI{sub z} obey are related as a supersymmetric pair of quantum Hamiltonians H and H-circumflex. For M < 0,H-circumflex has a regular potential and a unique self-adjoint extension in a domain D defined by a physically motivated boundary condition at r = 0. This allows us to address the issue of evolution of gravitational perturbations in this non-globally hyperbolic background. This formulation is used to complete the proof of the linear instability of the Schwarzschild naked singularity, by showing that a previously found unstable mode belongs to a complete basis of H-circumflex in D, and thus is excitable by generic initial data. This is further illustrated by numerically solving the linearized equations for
Hepson, Ozlem Ersoy; Daǧ, Idris
2018-01-01
In this paper, a subdomain Galerkin method is set up to find solutions of singularly perturbed boundary value problems which are used widely in many areas such as chemical reactor theory, aerodynamics, quantum mechanics, reaction-diffusion process, optimal control, etc. A combination of the cubic B-spline base functions as an approximation function is used to build up the presented method over the geometrically graded mesh. Thus finer mesh can be established through the end parts of the problem domain where steep solutions exist.
Realization of non-holonomic constraints and singular perturbation theory for plane dumbbells
Koshkin, Sergiy; Jovanovic, Vojin
2017-10-01
We study the dynamics of pairs of connected masses in the plane, when nonholonomic (knife-edge) constraints are realized by forces of viscous friction, in particular its relation to constrained dynamics, and its approximation by the method of matching asymptotics of singular perturbation theory when the mass to friction ratio is taken as the small parameter. It turns out that long term behaviors of the frictional and constrained systems may differ dramatically no matter how small the perturbation is, and when this happens is not determined by any transparent feature of the equations of motion. The choice of effective time scales for matching asymptotics is also subtle and non-obvious, and secular terms appearing in them can not be dealt with by the classical methods. Our analysis is based on comparison to analytic solutions, and we present a reduction procedure for plane dumbbells that leads to them in some cases.
An evaluation of parallel multigrid as a solver and a preconditioner for singular perturbed problems
Energy Technology Data Exchange (ETDEWEB)
Oosterlee, C.W. [Inst. for Algorithms and Scientific Computing, Sankt Augustin (Germany); Washio, T. [C& C Research Lab., Sankt Augustin (Germany)
1996-12-31
In this paper we try to achieve h-independent convergence with preconditioned GMRES and BiCGSTAB for 2D singular perturbed equations. Three recently developed multigrid methods are adopted as a preconditioner. They are also used as solution methods in order to compare the performance of the methods as solvers and as preconditioners. Two of the multigrid methods differ only in the transfer operators. One uses standard matrix- dependent prolongation operators from. The second uses {open_quotes}upwind{close_quotes} prolongation operators, developed. Both employ the Galerkin coarse grid approximation and an alternating zebra line Gauss-Seidel smoother. The third method is based on the block LU decomposition of a matrix and on an approximate Schur complement. This multigrid variant is presented in. All three multigrid algorithms are algebraic methods.
Optimal control of singularly perturbed nonlinear systems with state-variable inequality constraints
Calise, A. J.; Corban, J. E.
1990-01-01
The established necessary conditions for optimality in nonlinear control problems that involve state-variable inequality constraints are applied to a class of singularly perturbed systems. The distinguishing feature of this class of two-time-scale systems is a transformation of the state-variable inequality constraint, present in the full order problem, to a constraint involving states and controls in the reduced problem. It is shown that, when a state constraint is active in the reduced problem, the boundary layer problem can be of finite time in the stretched time variable. Thus, the usual requirement for asymptotic stability of the boundary layer system is not applicable, and cannot be used to construct approximate boundary layer solutions. Several alternative solution methods are explored and illustrated with simple examples.
Energy Technology Data Exchange (ETDEWEB)
Reinhardt, Hans-Juergen, E-mail: reinhardt@mathematik.uni-siegen.de [Department of Mathematics, University of Siegen, Emmy-Noether-Campus, Walter-Flex-Str. 3, D-57072 Siegen (Germany)
2011-04-01
In this paper singularly perturbed parabolic initial-boundary value problems are considered which, in addition, are illposed. The latter means that at one end of the 1-d spatial domain two conditions (for the solution and its spatial derivative) are given while on the other end the corresponding quantities are to be determined. It is well-known that such problems are illposed in the mathematical sense. Here, in addition, boundary layers may occur which make the problems more difficult. For relatively simple examples numerical experiments have been carried out and numerical results are shown. The Conjugate Gradient Methods is used to find the desired quantities iteratively. It will be explained what has to be done in any iteration step. A regularisation is performed by means of discretization and by determining an optimal final iteration step via a stopping rule.
Manias, Dimitrios
2018-01-08
The dynamics and structure of two turbulent H2/air premixed flames, representative of the corrugated flamelet (Case 1) and thin reaction zone (Case 2) regimes, are analyzed and compared, using the computational singular perturbation (CSP) tools, by incorporating the tangential stretch rate (TSR) approach. First, the analysis is applied to a laminar premixed H2/air flame for reference. Then, a two-dimensional (2D) slice of Case 1 is studied at three time steps, followed by the comparison between two representative 2D slices of Case 1 and Case 2, respectively. Last, statistical analysis is performed on the full three-dimensional domain for the two cases. The dominant reaction and transport processes are identified for each case and the overall role of kinetics/transport is determined.
Singularity of the time-energy uncertainty in adiabatic perturbation and cycloids on a Bloch sphere
Oh, Sangchul; Hu, Xuedong; Nori, Franco; Kais, Sabre
2016-02-01
Adiabatic perturbation is shown to be singular from the exact solution of a spin-1/2 particle in a uniformly rotating magnetic field. Due to a non-adiabatic effect, its quantum trajectory on a Bloch sphere is a cycloid traced by a circle rolling along an adiabatic path. As the magnetic field rotates more and more slowly, the time-energy uncertainty, proportional to the length of the quantum trajectory, calculated by the exact solution is entirely different from the one obtained by the adiabatic path traced by the instantaneous eigenstate. However, the non-adiabatic Aharonov- Anandan geometric phase, measured by the area enclosed by the exact path, approaches smoothly the adiabatic Berry phase, proportional to the area enclosed by the adiabatic path. The singular limit of the time-energy uncertainty and the regular limit of the geometric phase are associated with the arc length and arc area of the cycloid on a Bloch sphere, respectively. Prolate and curtate cycloids are also traced by different initial states outside and inside of the rolling circle, respectively. The axis trajectory of the rolling circle, parallel to the adiabatic path, is shown to be an example of transitionless driving. The non-adiabatic resonance is visualized by the number of cycloid arcs.
Sayevand, K.; Pichaghchi, K.
2018-04-01
In this paper, we were concerned with the description of the singularly perturbed boundary value problems in the scope of fractional calculus. We should mention that, one of the main methods used to solve these problems in classical calculus is the so-called matched asymptotic expansion method. However we shall note that, this was not achievable via the existing classical definitions of fractional derivative, because they do not obey the chain rule which one of the key elements of the matched asymptotic expansion method. In order to accommodate this method to fractional derivative, we employ a relatively new derivative so-called the local fractional derivative. Using the properties of local fractional derivative, we extend the matched asymptotic expansion method to the scope of fractional calculus and introduce a reliable new algorithm to develop approximate solutions of the singularly perturbed boundary value problems of fractional order. In the new method, the original problem is partitioned into inner and outer solution equations. The reduced equation is solved with suitable boundary conditions which provide the terminal boundary conditions for the boundary layer correction. The inner solution problem is next solved as a solvable boundary value problem. The width of the boundary layer is approximated using appropriate resemblance function. Some theoretical results are established and proved. Some illustrating examples are solved and the results are compared with those of matched asymptotic expansion method and homotopy analysis method to demonstrate the accuracy and efficiency of the method. It can be observed that, the proposed method approximates the exact solution very well not only in the boundary layer, but also away from the layer.
Tingas, Efstathios-Alexandros; Hernandez Perez, Francisco; Im, Hong
2017-11-01
The investigation of turbulent flames at higher Reynolds and Karlovitz numbers has been gaining research interest, due to the advances in the computational power that has facilitated the use of direct numerical simulations (DNS). One of the additional challenges associated with highly turbulent premixed flames is the difficulties in identifying the turbulent flame topologies as the flame structures become severely corrugated or even disrupted by the small scale turbulent eddies. In these conditions, the conventional methods using a scalar iso-surface may lead to uncertainties in describing the flame front dynamics. In this study, the computational singular perturbation (CSP) is utilized as an automated tool to identify the flame front topologies based on the dynamical time scales and eigenvalues. In particular, the tangential stretch rate (TSR) approach, an extended generalized method to depict the dynamics of chemical and transport processes, is used for the flame front identification. The CSP/TSR approach and tools are used to compare the flame fronts of two turbulent H2/air premixed flames and to identify their similarities/differences, from a dynamical point of view. The results for two different combustion regimes are analyzed and compared.
Numerical solution of singularity-perturbed two-point boundary-value problems
International Nuclear Information System (INIS)
Masenge, R.W.P.
1993-07-01
Physical processes which involve transportation of slowly diffusing substances in a fast-flowing medium are mathematically modelled by so-called singularly-perturbed second order convection diffusion differential equations in which the convective first order terms dominate over the diffusive second order terms. In general, analytical solutions of such equations are characterized by having sharp solution fronts in some sections of the interior and/or the boundary of the domain of solution. The presence of these (usually very narrow) layer regions in the solution domain makes the task of globally approximating such solutions by standard numerical techniques very difficult. In this expository paper we use a simple one-dimensional prototype problem as a vehicle for analysing the nature of the numerical approximation difficulties involved. In the sequel we present, without detailed derivation, two practical numerical schemes which succeed in varying degrees in numerically resolving the layer of the solution to the prototype problem. (author). 3 refs, 1 fig., 1 tab
Computational singular perturbation analysis of super-knock in SI engines
Jaasim, Mohammed
2018-04-02
Pre-ignition engine cycles leading to super-knock were simulated with a 48 species skeletal iso-octane mechanism to identify the dominant reaction pathways that are present in super-knock. To mimic pre-ignition, a deflagration front was generated via a hot spot that is placed over the piston at close proximity to the end-wall. Computational singular perturbation (CSP) was used to analyze the chemical dynamics at various in-cylinder locations: a point at the center of the cylinder where the deflagration front consumes the air/fuel mixture and two points located at 3 mm from the end-wall where super-knock and mild knock occur. The CSP analysis of the point at the center of the cylinder reveals weak two-stage ignition-like dynamics with a short second stage. At the other points, a pronounced two-stage ignition is displayed with a long second stage. A distinct contribution of formaldehyde (CHO) at the second stage of ignition that adds to fast explosive modes in the super-knock points is not observed in the point at the center. A comparison between knock and super-knock analysis indicates that a similar set of reactions is responsible for the abnormal behavior but the fast explosive time scales are comparatively slower for knock, indicating lower reactivity, which results in the reduced intensity of knock. The analyzed results decoded important reactions responsible for the occurrence of super-knock.
Directory of Open Access Journals (Sweden)
WANG Na
2016-06-01
Full Text Available We consider the singularly perturbed delayed systems of Tichonov′s type with fast and slow variables in a fast bimolecular reaction model. By means of the boundary layer function method, sewing connection and the implicit function theorem, we prove the existence of the solutions of our problems near the degenerate solution for a sufficiently small µ and determine its asymptotic behavior in µ. Meanwhile, the asymptotic expression of the systems is also constructed.
Dinesh Kumar, S.; Nageshwar Rao, R.; Pramod Chakravarthy, P.
2017-11-01
In this paper, we consider a boundary value problem for a singularly perturbed delay differential equation of reaction-diffusion type. We construct an exponentially fitted numerical method using Numerov finite difference scheme, which resolves not only the boundary layers but also the interior layers arising from the delay term. An extensive amount of computational work has been carried out to demonstrate the applicability of the proposed method.
On infrared and mass singularities of perturbative QCD in a quark-gluon plasma
International Nuclear Information System (INIS)
Altherr, T.; Aurenche, P.; Becherrawy, T.
1988-07-01
We discuss the radiative corrections to the production of lepton pairs in a quark-gluon plasma at finite temperature. The real-time formalism is used throughout the calculations. We show that both infrared and mass singularities cancel in the final result. In contrast to the zero-temperature case, no factorization theorem is required to deal with mass singularities
Butuzov, V. F.
2017-06-01
We construct and justify asymptotic expansions of solutions of a singularly perturbed elliptic problem with Dirichlet boundary conditions in the case when the corresponding degenerate equation has a triple root. In contrast to the case of a simple root, the expansion is with respect to fractional (non-integral) powers of the small parameter, the boundary-layer variables have another scaling, and the boundary layer has three zones. This gives rise to essential modifications in the algorithm for constructing the boundary functions. Solutions of the elliptic problem are stationary solutions of the corresponding parabolic problem. We prove that such a stationary solution is asymptotically stable and find its global domain of attraction.
DEFF Research Database (Denmark)
Brøns, Morten; Kristiansen, Kristian Uldall
2017-01-01
A canard explosion is the dramatic change of period and amplitude of a limit cycle of a system of nonlinear ODEs in a very narrow interval of the bifurcation parameter. It occurs in slow–fast systems and is well understood in singular perturbation problems where a small parameter epsilon defines...... the time-scale separation. We present an iterative algorithm for the determination of the canard explosion point which can be applied for a general slow–fast system without an explicit small parameter. We also present assumptions under which the algorithm gives accurate estimates of the canard explosion...
Root System of Singular Perturbations of the Harmonic Oscillator Type Operators
Czech Academy of Sciences Publication Activity Database
Mityagin, B.; Siegl, Petr
2016-01-01
Roč. 106, č. 2 (2016), s. 147-167 ISSN 0377-9017 Institutional support: RVO:61389005 Keywords : non-self-adjoint operators * harmonic oscillator * Riesz basis * quadratic forms * singular petentials Subject RIV: BE - Theoretical Physics Impact factor: 1.671, year: 2016
Li, Zhigang; Wang, Qiaoyun; Lv, Jiangtao; Ma, Zhenhe; Yang, Linjuan
2015-06-01
Spectroscopy is often applied when a rapid quantitative analysis is required, but one challenge is the translation of raw spectra into a final analysis. Derivative spectra are often used as a preliminary preprocessing step to resolve overlapping signals, enhance signal properties, and suppress unwanted spectral features that arise due to non-ideal instrument and sample properties. In this study, to improve quantitative analysis of near-infrared spectra, derivatives of noisy raw spectral data need to be estimated with high accuracy. A new spectral estimator based on singular perturbation technique, called the singular perturbation spectra estimator (SPSE), is presented, and the stability analysis of the estimator is given. Theoretical analysis and simulation experimental results confirm that the derivatives can be estimated with high accuracy using this estimator. Furthermore, the effectiveness of the estimator for processing noisy infrared spectra is evaluated using the analysis of beer spectra. The derivative spectra of the beer and the marzipan are used to build the calibration model using partial least squares (PLS) modeling. The results show that the PLS based on the new estimator can achieve better performance compared with the Savitzky-Golay algorithm and can serve as an alternative choice for quantitative analytical applications.
Singer, A; Gillespie, D; Norbury, J; Eisenberg, R S
2008-01-01
Ion channels are proteins with a narrow hole down their middle that control a wide range of biological function by controlling the flow of spherical ions from one macroscopic region to another. Ion channels do not change their conformation on the biological time scale once they are open, so they can be described by a combination of Poisson and drift-diffusion (Nernst-Planck) equations called PNP in biophysics. We use singular perturbation techniques to analyse the steady-state PNP system for a channel with a general geometry and a piecewise constant permanent charge profile. We construct an outer solution for the case of a constant permanent charge density in three dimensions that is also a valid solution of the one-dimensional system. The asymptotical current-voltage (I-V ) characteristic curve of the device (obtained by the singular perturbation analysis) is shown to be a very good approximation of the numerical I-V curve (obtained by solving the system numerically). The physical constraint of non-negative concentrations implies a unique solution, i.e., for each given applied potential there corresponds a unique electric current (relaxing this constraint yields non-physical multiple solutions for sufficiently large voltages).
Handling The Singularities of The Perturbed Kratzer and Inverted Kratzer Potentials
International Nuclear Information System (INIS)
Nasser, I.; Abdelmonem, M.S.; Abdel-Hady, A.
2011-01-01
The singularities in the Kratzer and inverted Kratzer potentials have been absorbed in the reference Hamiltonian. With the help of the Laguerre basis, the full Hamiltonian becomes tridiagonal. The bound state energies are calculated by diagonalizing the full Hamiltonian matrix. However, the resonance state energies are calculated using the complex rotation method. Our results were found to be in excellent agreement with the exact analytic expressions for these potentials. In addition, we considered adding a squelched harmonic oscillator (SQHO) potential to the Kratzer potential and new results of bound state energies are reported here for the first time
Analytical methods for an elliptic singular perturbation problem In a circle
N.M. Temme (Nico)
2007-01-01
textabstractWe consider an elliptic perturbation problem in a circle by using the analytical solution that is given by a Fourier series with coefficients in terms of modified Bessel functions. By using saddle point methods we construct asymptotic approximations with respect to a small parameter.
Directory of Open Access Journals (Sweden)
D. V. Lukyanenko
2016-01-01
Full Text Available The main objective of the paper is to present a new analytic-numerical approach to singularly perturbed reaction-diﬀusion-advection models with solutions containing moving interior layers (fronts. We describe some methods to generate the dynamic adapted meshes for an eﬃcient numerical solution of such problems. It is based on a priori information about the moving front properties provided by the asymptotic analysis. In particular, for the mesh construction we take into account a priori asymptotic evaluation of the location and speed of the moving front, its width and structure. Our algorithms signiﬁcantly reduce the CPU time and enhance the stability of the numerical process compared with classical approaches.The article is published in the authors’ wording.
Wang, Chengwen; Quan, Long; Zhang, Shijie; Meng, Hongjun; Lan, Yuan
2017-03-01
Hydraulic servomechanism is the typical mechanical/hydraulic double-dynamics coupling system with the high stiffness control and mismatched uncertainties input problems, which hinder direct applications of many advanced control approaches in the hydraulic servo fields. In this paper, by introducing the singular value perturbation theory, the original double-dynamics coupling model of the hydraulic servomechanism was reduced to a integral chain system. So that, the popular ADRC (active disturbance rejection control) technology could be directly applied to the reduced system. In addition, the high stiffness control and mismatched uncertainties input problems are avoided. The validity of the simplified model is analyzed and proven theoretically. The standard linear ADRC algorithm is then developed based on the obtained reduced-order model. Extensive comparative co-simulations and experiments are carried out to illustrate the effectiveness of the proposed method. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.
Directory of Open Access Journals (Sweden)
Cheng Gong
2014-01-01
Full Text Available This paper investigates the H∞ filtering problem of discrete singular Markov jump systems (SMJSs with mode-dependent time delay based on T-S fuzzy model. First, by Lyapunov-Krasovskii functional approach, a delay-dependent sufficient condition on H∞-disturbance attenuation is presented, in which both stability and prescribed H∞ performance are required to be achieved for the filtering-error systems. Then, based on the condition, the delay-dependent H∞ filter design scheme for SMJSs with mode-dependent time delay based on T-S fuzzy model is developed in term of linear matrix inequality (LMI. Finally, an example is given to illustrate the effectiveness of the result.
Non-singular orbital elements for special perturbations in the two-body problem
Baù, Giulio; Bombardelli, Claudio; Peláez, Jesús; Lorenzini, Enrico
2015-12-01
Seven spatial elements and a time element are proposed as the state variables of a new special perturbation method for the two-body problem. The new elements hold for zero eccentricity and inclination and for negative values of the total energy. They are developed by combining a spatial transformation into projective coordinates (as in the Burdet-Ferrándiz regularization) with a time transformation in which the exponent of the orbital radius is equal to one instead of two (as commonly done in the literature). By following this approach, we discover a new linearization of the two-body problem, from which the orbital elements can be generated by the variation of parameters method. The geometrical significance of the spatial quantities is revealed by a new intermediate frame which differs from a local vertical local horizontal frame by one rotation in the instantaneous orbital plane. Four elements parametrize the attitude in space of this frame, which in turn defines the orientation of the orbital plane and fixes the departure direction for the longitude of the propagated body. The remaining three elements determine the motion along the radial unit vector and the orbital longitude. The performance of the method, tested using a series of benchmark orbit propagation scenarios, is extremely good when compared to several regularized formulations, some of which have been modified and improved here for the first time.
Shen, Jianhe; Han, Maoan
2014-08-01
This paper considers the existence and uniformly valid asymptotic approximation of canard solutions in a second-order nonlinear singularly perturbed boundary value problem with a turning point. We get the main results by constructing the asymptotic solution first and then defining a couple of upper and lower solutions suitably on the basis of the asymptotic solution. Two examples are carried out to illustrate and verify the theoretical results.
Singular potentials in quantum mechanics
Energy Technology Data Exchange (ETDEWEB)
Aguilera-Navarro, V.C. [Instituto de Fisica Teorica (IFT), Sao Paulo, SP (Brazil); Koo, E. Ley [Universidad Nacional Autonoma de Mexico, Mexico City (Mexico). Inst. de Fisica
1995-10-01
This paper is a review of some mathematical methods as recently developed and applied to deal with singular potentials in Quantum Mechanics. Regular and singular perturbative methods as well as variational treatments are considered. (author). 25 refs.
Isotopy of Morin singularities
Saji, Kentaro
2015-01-01
We define an equivalence relation called A-isotopy between finitely determined map-germs, which is a strengthened version of A-equivalence. We consider the number of A-isotopy classes of equidimensional Morin singularities, and some other well-known low-dimensional singularities. We also give an application to stable perturbations of simple equi-dimensional map-germs.
Ju, Jinyong; Li, Wei; Wang, Yuqiao; Fan, Mengbao; Yang, Xuefeng
2016-10-28
Effective feedback control requires all state variable information of the system. However, in the translational flexible-link manipulator (TFM) system, it is unrealistic to measure the vibration signals and their time derivative of any points of the TFM by infinite sensors. With the rigid-flexible coupling between the global motion of the rigid base and the elastic vibration of the flexible-link manipulator considered, a two-time scale virtual sensor, which includes the speed observer and the vibration observer, is designed to achieve the estimation for the vibration signals and their time derivative of the TFM, as well as the speed observer and the vibration observer are separately designed for the slow and fast subsystems, which are decomposed from the dynamic model of the TFM by the singular perturbation. Additionally, based on the linear-quadratic differential games, the observer gains of the two-time scale virtual sensor are optimized, which aims to minimize the estimation error while keeping the observer stable. Finally, the numerical calculation and experiment verify the efficiency of the designed two-time scale virtual sensor.
Computing singularly perturbed differential equations
Chatterjee, Sabyasachi; Acharya, Amit; Artstein, Zvi
2018-02-01
A computational tool for coarse-graining nonlinear systems of ordinary differential equations in time is discussed. Three illustrative model examples are worked out that demonstrate the range of capability of the method. This includes the averaging of Hamiltonian as well as dissipative microscopic dynamics whose 'slow' variables, defined in a precise sense, can often display mixed slow-fast response as in relaxation oscillations, and dependence on initial conditions of the fast variables. Also covered is the case where the quasi-static assumption in solid mechanics is violated. The computational tool is demonstrated to capture all of these behaviors in an accurate and robust manner, with significant savings in time. A practically useful strategy for accurately initializing short bursts of microscopic runs for the evolution of slow variables is integral to our scheme, without the requirement that the slow variables determine a unique invariant measure of the microscopic dynamics.
Preconditioning for Singular Perturbation Problems.
1986-08-01
methods for the solution of (1.1) - see (181, [19]. Almost all iterative methods, including the multigrid methods [14] can be cast in the framework of a...techniques", SIAM J. Numer. Anal., Ser. B. 2, 1 (1964). (14] McCormick, S. F., ed., " Multigrid Methods ", SIAM series on Frontiers of Applied Mathematics 5
Regeneration and general Markov chains
Directory of Open Access Journals (Sweden)
Vladimir V. Kalashnikov
1994-01-01
Full Text Available Ergodicity, continuity, finite approximations and rare visits of general Markov chains are investigated. The obtained results permit further quantitative analysis of characteristics, such as, rates of convergence, continuity (measured as a distance between perturbed and non-perturbed characteristics, deviations between Markov chains, accuracy of approximations and bounds on the distribution function of the first visit time to a chosen subset, etc. The underlying techniques use the embedding of the general Markov chain into a wide sense regenerative process with the help of splitting construction.
Kirkwood, James R
2015-01-01
Review of ProbabilityShort HistoryReview of Basic Probability DefinitionsSome Common Probability DistributionsProperties of a Probability DistributionProperties of the Expected ValueExpected Value of a Random Variable with Common DistributionsGenerating FunctionsMoment Generating FunctionsExercisesDiscrete-Time, Finite-State Markov ChainsIntroductionNotationTransition MatricesDirected Graphs: Examples of Markov ChainsRandom Walk with Reflecting BoundariesGamblerâ€™s RuinEhrenfest ModelCentral Problem of Markov ChainsCondition to Ensure a Unique Equilibrium StateFinding the Equilibrium StateTransient and Recurrent StatesIndicator FunctionsPerron-Frobenius TheoremAbsorbing Markov ChainsMean First Passage TimeMean Recurrence Time and the Equilibrium StateFundamental Matrix for Regular Markov ChainsDividing a Markov Chain into Equivalence ClassesPeriodic Markov ChainsReducible Markov ChainsSummaryExercisesDiscrete-Time, Infinite-State Markov ChainsRenewal ProcessesDelayed Renewal ProcessesEquilibrium State f...
Reviving Markov processes and applications
International Nuclear Information System (INIS)
Cai, H.
1988-01-01
In this dissertation we study a procedure which restarts a Markov process when the process is killed by some arbitrary multiplicative functional. The regenerative nature of this revival procedure is characterized through a Markov renewal equation. An interesting duality between the revival procedure and the classical killing operation is found. Under the condition that the multiplicative functional possesses an intensity, the generators of the revival process can be written down explicitly. An intimate connection is also found between the perturbation of the sample path of a Markov process and the perturbation of a generator (in Kato's sense). The applications of the theory include the study of the processes like piecewise-deterministic Markov process, virtual waiting time process and the first entrance decomposition (taboo probability)
Geometric Hamiltonian structures and perturbation theory
International Nuclear Information System (INIS)
Omohundro, S.
1984-08-01
We have been engaged in a program of investigating the Hamiltonian structure of the various perturbation theories used in practice. We describe the geometry of a Hamiltonian structure for non-singular perturbation theory applied to Hamiltonian systems on symplectic manifolds and the connection with singular perturbation techniques based on the method of averaging
Stable computation of generalized singular values
Energy Technology Data Exchange (ETDEWEB)
Drmac, Z.; Jessup, E.R. [Univ. of Colorado, Boulder, CO (United States)
1996-12-31
We study floating-point computation of the generalized singular value decomposition (GSVD) of a general matrix pair (A, B), where A and B are real matrices with the same numbers of columns. The GSVD is a powerful analytical and computational tool. For instance, the GSVD is an implicit way to solve the generalized symmetric eigenvalue problem Kx = {lambda}Mx, where K = A{sup {tau}}A and M = B{sup {tau}}B. Our goal is to develop stable numerical algorithms for the GSVD that are capable of computing the singular value approximations with the high relative accuracy that the perturbation theory says is possible. We assume that the singular values are well-determined by the data, i.e., that small relative perturbations {delta}A and {delta}B (pointwise rounding errors, for example) cause in each singular value {sigma} of (A, B) only a small relative perturbation {vert_bar}{delta}{sigma}{vert_bar}/{sigma}.
Topological resolution of gauge theory singularities
Energy Technology Data Exchange (ETDEWEB)
Saracco, Fabio; Tomasiello, Alessandro; Torroba, Gonzalo
2013-08-21
Some gauge theories with Coulomb branches exhibit singularities in perturbation theory, which are usually resolved by nonperturbative physics. In string theory this corresponds to the resolution of timelike singularities near the core of orientifold planes by effects from F or M theory. We propose a new mechanism for resolving Coulomb branch singularities in three-dimensional gauge theories, based on Chern-Simons interactions. This is illustrated in a supersymmetric S U ( 2 ) Yang-Mills-Chern-Simons theory. We calculate the one-loop corrections to the Coulomb branch of this theory and find a result that interpolates smoothly between the high-energy metric (that would exhibit the singularity) and a regular singularity-free low-energy result. We suggest possible applications to singularity resolution in string theory and speculate a relationship to a similar phenomenon for the orientifold six-plane in massive IIA supergravity.
Topological resolution of gauge theory singularities
Saracco, Fabio; Tomasiello, Alessandro; Torroba, Gonzalo
2013-08-01
Some gauge theories with Coulomb branches exhibit singularities in perturbation theory, which are usually resolved by nonperturbative physics. In string theory this corresponds to the resolution of timelike singularities near the core of orientifold planes by effects from F or M theory. We propose a new mechanism for resolving Coulomb branch singularities in three-dimensional gauge theories, based on Chern-Simons interactions. This is illustrated in a supersymmetric SU(2) Yang-Mills-Chern-Simons theory. We calculate the one-loop corrections to the Coulomb branch of this theory and find a result that interpolates smoothly between the high-energy metric (that would exhibit the singularity) and a regular singularity-free low-energy result. We suggest possible applications to singularity resolution in string theory and speculate a relationship to a similar phenomenon for the orientifold six-plane in massive IIA supergravity.
Singular boundary perturbations of distributed systems
DEFF Research Database (Denmark)
Pedersen, Michael
1990-01-01
Some problems arising in real-life control applications are addressed--namely, problems concerning non-smooth control inputs on the boundary of the spatial domain. The classical variational approach is extended, and sufficient conditions are given for the solutions to continuous functions of time...
Revuz, D
1984-01-01
This is the revised and augmented edition of a now classic book which is an introduction to sub-Markovian kernels on general measurable spaces and their associated homogeneous Markov chains. The first part, an expository text on the foundations of the subject, is intended for post-graduate students. A study of potential theory, the basic classification of chains according to their asymptotic behaviour and the celebrated Chacon-Ornstein theorem are examined in detail. The second part of the book is at a more advanced level and includes a treatment of random walks on general locally compact abelian groups. Further chapters develop renewal theory, an introduction to Martin boundary and the study of chains recurrent in the Harris sense. Finally, the last chapter deals with the construction of chains starting from a kernel satisfying some kind of maximum principle.
Markov processes and controlled Markov chains
Filar, Jerzy; Chen, Anyue
2002-01-01
The general theory of stochastic processes and the more specialized theory of Markov processes evolved enormously in the second half of the last century. In parallel, the theory of controlled Markov chains (or Markov decision processes) was being pioneered by control engineers and operations researchers. Researchers in Markov processes and controlled Markov chains have been, for a long time, aware of the synergies between these two subject areas. However, this may be the first volume dedicated to highlighting these synergies and, almost certainly, it is the first volume that emphasizes the contributions of the vibrant and growing Chinese school of probability. The chapters that appear in this book reflect both the maturity and the vitality of modern day Markov processes and controlled Markov chains. They also will provide an opportunity to trace the connections that have emerged between the work done by members of the Chinese school of probability and the work done by the European, US, Central and South Ameri...
Hidaka, Shohei
2015-01-01
A Markov process, which is constructed recursively, arises in stochastic games with Markov strategies. In this study, we defined a special class of random processes called the recursive Markov process, which has infinitely many states but can be expressed in a closed form. We derive the characteristic equation which the marginal stationary distribution of an arbitrary recursive Markov process needs to satisfy.
Open conformal systems and perturbations of transfer operators
Pollicott, Mark
2017-01-01
The focus of this book is on open conformal dynamical systems corresponding to the escape of a point through an open Euclidean ball. The ultimate goal is to understand the asymptotic behavior of the escape rate as the radius of the ball tends to zero. In the case of hyperbolic conformal systems this has been addressed by various authors. The conformal maps considered in this book are far more general, and the analysis correspondingly more involved. The asymptotic existence of escape rates is proved and they are calculated in the context of (finite or infinite) countable alphabets, uniformly contracting conformal graph-directed Markov systems, and in particular, conformal countable alphabet iterated function systems. These results have direct applications to interval maps, meromorphic maps and rational functions. Towards this goal the authors develop, on a purely symbolic level, a theory of singular perturbations of Perron--Frobenius (transfer) operators associated with countable alphabet subshifts of finite t...
Numerical methods in Markov chain modeling
Philippe, Bernard; Saad, Youcef; Stewart, William J.
1989-01-01
Several methods for computing stationary probability distributions of Markov chains are described and compared. The main linear algebra problem consists of computing an eigenvector of a sparse, usually nonsymmetric, matrix associated with a known eigenvalue. It can also be cast as a problem of solving a homogeneous singular linear system. Several methods based on combinations of Krylov subspace techniques are presented. The performance of these methods on some realistic problems are compared.
The Geometry of Black Hole Singularities
Directory of Open Access Journals (Sweden)
Ovidiu Cristinel Stoica
2014-01-01
Full Text Available Recent results show that important singularities in General Relativity can be naturally described in terms of finite and invariant canonical geometric objects. Consequently, one can write field equations which are equivalent to Einstein's at nonsingular points but, in addition remain well-defined and smooth at singularities. The black hole singularities appear to be less undesirable than it was thought, especially after we remove the part of the singularity due to the coordinate system. Black hole singularities are then compatible with global hyperbolicity and do not make the evolution equations break down, when these are expressed in terms of the appropriate variables. The charged black holes turn out to have smooth potential and electromagnetic fields in the new atlas. Classical charged particles can be modeled, in General Relativity, as charged black hole solutions. Since black hole singularities are accompanied by dimensional reduction, this should affect Feynman's path integrals. Therefore, it is expected that singularities induce dimensional reduction effects in Quantum Gravity. These dimensional reduction effects are very similar to those postulated in some approaches to make Quantum Gravity perturbatively renormalizable. This may provide a way to test indirectly the effects of singularities, otherwise inaccessible.
Statistical analysis of effective singular values in matrix rank determination
Konstantinides, Konstantinos; Yao, Kung
1988-01-01
A major problem in using SVD (singular-value decomposition) as a tool in determining the effective rank of a perturbed matrix is that of distinguishing between significantly small and significantly large singular values to the end, conference regions are derived for the perturbed singular values of matrices with noisy observation data. The analysis is based on the theories of perturbations of singular values and statistical significance test. Threshold bounds for perturbation due to finite-precision and i.i.d. random models are evaluated. In random models, the threshold bounds depend on the dimension of the matrix, the noisy variance, and predefined statistical level of significance. Results applied to the problem of determining the effective order of a linear autoregressive system from the approximate rank of a sample autocorrelation matrix are considered. Various numerical examples illustrating the usefulness of these bounds and comparisons to other previously known approaches are given.
Limits of performance for the model reduction problem of hidden Markov models
Kotsalis, Georgios
2015-12-15
We introduce system theoretic notions of a Hankel operator, and Hankel norm for hidden Markov models. We show how the related Hankel singular values provide lower bounds on the norm of the difference between a hidden Markov model of order n and any lower order approximant of order n̂ < n.
Singular Differential Equations and g-Drazin Invertible Operators
Directory of Open Access Journals (Sweden)
Alrazi Abdeljabbar
2016-01-01
Full Text Available We extend results of Favini, Nashed, and Zhao on singular differential equations using the g-Drazin inverse and the order of a quasinilpotent operator in the sense of Miekka and Nevanlinna. Two classes of singularly perturbed differential equations are studied using the continuity properties of the g-Drazin inverse obtained by Koliha and Rakočević.
Singular Differential Equations and g-Drazin Invertible Operators
Abdeljabbar, Alrazi; Tran, Trung Dinh
2016-01-01
We extend results of Favini, Nashed, and Zhao on singular differential equations using the g-Drazin inverse and the order of a quasinilpotent operator in the sense of Miekka and Nevanlinna. Two classes of singularly perturbed differential equations are studied using the continuity properties of the g-Drazin inverse obtained by Koliha and Rakočević.
Indian Academy of Sciences (India)
. Keywords. Gibbs sampling, Markov Chain. Monte Carlo, Bayesian inference, stationary distribution, conver- gence, image restoration. Arnab Chakraborty. We describe the mathematics behind the Markov. Chain Monte Carlo method of ...
A Parallel Solver for Large-Scale Markov Chains
Czech Academy of Sciences Publication Activity Database
Benzi, M.; Tůma, Miroslav
2002-01-01
Roč. 41, - (2002), s. 135-153 ISSN 0168-9274 R&D Projects: GA AV ČR IAA2030801; GA ČR GA101/00/1035 Keywords : parallel preconditioning * iterative methods * discrete Markov chains * generalized inverses * singular matrices * graph partitioning * AINV * Bi-CGSTAB Subject RIV: BA - General Mathematics Impact factor: 0.504, year: 2002
Quantum propagation across cosmological singularities
Gielen, Steffen; Turok, Neil
2017-05-01
The initial singularity is the most troubling feature of the standard cosmology, which quantum effects are hoped to resolve. In this paper, we study quantum cosmology with conformal (Weyl) invariant matter. We show that it is natural to extend the scale factor to negative values, allowing a large, collapsing universe to evolve across a quantum "bounce" into an expanding universe like ours. We compute the Feynman propagator for Friedmann-Robertson-Walker backgrounds exactly, identifying curious pathologies in the case of curved (open or closed) universes. We then include anisotropies, fixing the operator ordering of the quantum Hamiltonian by imposing covariance under field redefinitions and again finding exact solutions. We show how complex classical solutions allow one to circumvent the singularity while maintaining the validity of the semiclassical approximation. The simplest isotropic universes sit on a critical boundary, beyond which there is qualitatively different behavior, with potential for instability. Additional scalars improve the theory's stability. Finally, we study the semiclassical propagation of inhomogeneous perturbations about the flat, isotropic case, at linear and nonlinear order, showing that, at least at this level, there is no particle production across the bounce. These results form the basis for a promising new approach to quantum cosmology and the resolution of the big bang singularity.
Grabski
2014-01-01
Semi-Markov Processes: Applications in System Reliability and Maintenance is a modern view of discrete state space and continuous time semi-Markov processes and their applications in reliability and maintenance. The book explains how to construct semi-Markov models and discusses the different reliability parameters and characteristics that can be obtained from those models. The book is a useful resource for mathematicians, engineering practitioners, and PhD and MSc students who want to understand the basic concepts and results of semi-Markov process theory. Clearly defines the properties and
Sumner, J G; Fernández-Sánchez, J; Jarvis, P D
2012-04-07
Recent work has discussed the importance of multiplicative closure for the Markov models used in phylogenetics. For continuous-time Markov chains, a sufficient condition for multiplicative closure of a model class is ensured by demanding that the set of rate-matrices belonging to the model class form a Lie algebra. It is the case that some well-known Markov models do form Lie algebras and we refer to such models as "Lie Markov models". However it is also the case that some other well-known Markov models unequivocally do not form Lie algebras (GTR being the most conspicuous example). In this paper, we will discuss how to generate Lie Markov models by demanding that the models have certain symmetries under nucleotide permutations. We show that the Lie Markov models include, and hence provide a unifying concept for, "group-based" and "equivariant" models. For each of two and four character states, the full list of Lie Markov models with maximal symmetry is presented and shown to include interesting examples that are neither group-based nor equivariant. We also argue that our scheme is pleasing in the context of applied phylogenetics, as, for a given symmetry of nucleotide substitution, it provides a natural hierarchy of models with increasing number of parameters. We also note that our methods are applicable to any application of continuous-time Markov chains beyond the initial motivations we take from phylogenetics. Crown Copyright Â© 2011. Published by Elsevier Ltd. All rights reserved.
Geodesic fields with singularities
International Nuclear Information System (INIS)
Kafker, A.H.
1979-01-01
The question considered is whether or not a Riemannian metric can be found to make a given curve field on a closed surface into geodesics. Allowing singularities removes the restriction to Euler characteristic zero. The main results are the following: only two types of isolated singularities can occur in a geodesic field on a surface. No geodsic fields exist on a surface with Euler characteristic less than zero. If the Euler characteristic is zero, such a geodesic field can have only removable singularities. Only a limited number of geodesic fields exist on S 2 and RP 2 . A closed geodesic (perhaps made from several curves and singularities) always appears in such a field
DEFF Research Database (Denmark)
Justesen, Jørn
2005-01-01
A simple construction of two-dimensional (2-D) fields is presented. Rows and columns are outcomes of the same Markov chain. The entropy can be calculated explicitly.......A simple construction of two-dimensional (2-D) fields is presented. Rows and columns are outcomes of the same Markov chain. The entropy can be calculated explicitly....
Ishii, Shihoko
2014-01-01
This book is an introduction to singularities for graduate students and researchers. It is said that algebraic geometry originated in the seventeenth century with the famous work Discours de la méthode pour bien conduire sa raison, et chercher la vérité dans les sciences by Descartes. In that book he introduced coordinates to the study of geometry. After its publication, research on algebraic varieties developed steadily. Many beautiful results emerged in mathematicians’ works. Most of them were about non-singular varieties. Singularities were considered “bad” objects that interfered with knowledge of the structure of an algebraic variety. In the past three decades, however, it has become clear that singularities are necessary for us to have a good description of the framework of varieties. For example, it is impossible to formulate minimal model theory for higher-dimensional cases without singularities. Another example is that the moduli spaces of varieties have natural compactification, the boundar...
String theory and cosmological singularities
Indian Academy of Sciences (India)
time' can have a beginning or end. Well-known examples are singularities inside black holes and initial or final singularities in expanding or contracting universes. In recent times, string theory is providing new perspectives of such singularities ...
Non-singular spiked harmonic oscillator
International Nuclear Information System (INIS)
Aguilera-Navarro, V.C.; Guardiola, R.
1990-01-01
A perturbative study of a class of non-singular spiked harmonic oscillators defined by the hamiltonian H = d sup(2)/dr sup(2) + r sup(2) + λ/r sup(α) in the domain [0,∞] is carried out, in the two extremes of a weak coupling and a strong coupling regimes. A path has been found to connect both expansions for α near 2. (author)
Analytic continuation in perturbative QCD
International Nuclear Information System (INIS)
Caprini, Irinel
2002-01-01
We discuss some attempts to improve standard perturbative expansion in QCD by using the analytic continuation in the momentum and the Borel complex planes. We first analyse the momentum-plane analyticity properties of the Borel-summed Green functions in perturbative QCD and the connection between the Landau singularities and the infrared renormalons. By using the analytic continuation in the Borel complex plane, we propose a new perturbative series replacing the standard expansion in powers of the normalized coupling constant a. The new expansion functions have branch point and essential singularities at the origin of the complex a-plane and divergent Taylor expansions in powers of a. On the other hand the modified expansion of the QCD correlators is convergent under rather conservative conditions. (author)
Ling, Eric
The big bang theory is a model of the universe which makes the striking prediction that the universe began a finite amount of time in the past at the so called "Big Bang singularity." We explore the physical and mathematical justification of this surprising result. After laying down the framework of the universe as a spacetime manifold, we combine physical observations with global symmetrical assumptions to deduce the FRW cosmological models which predict a big bang singularity. Next we prove a couple theorems due to Stephen Hawking which show that the big bang singularity exists even if one removes the global symmetrical assumptions. Lastly, we investigate the conditions one needs to impose on a spacetime if one wishes to avoid a singularity. The ideas and concepts used here to study spacetimes are similar to those used to study Riemannian manifolds, therefore we compare and contrast the two geometries throughout.
Directory of Open Access Journals (Sweden)
Gabriel Martínez-Niconoff
2012-01-01
Full Text Available With the purpose to compare the physical features of the electromagnetic field, we describe the synthesis of optical singularities propagating in the free space and on a metal surface. In both cases the electromagnetic field has a slit-shaped curve as a boundary condition, and the singularities correspond to a shock wave that is a consequence of the curvature of the slit curve. As prototypes, we generate singularities that correspond to fold and cusped regions. We show that singularities in free space may generate bifurcation effects while plasmon fields do not generate these kinds of effects. Experimental results for free-space propagation are presented and for surface plasmon fields, computer simulations are shown.
Directory of Open Access Journals (Sweden)
Hans Schonemann
1996-12-01
Full Text Available Some algorithms for singularity theory and algebraic geometry The use of Grobner basis computations for treating systems of polynomial equations has become an important tool in many areas. This paper introduces of the concept of standard bases (a generalization of Grobner bases and the application to some problems from algebraic geometry. The examples are presented as SINGULAR commands. A general introduction to Grobner bases can be found in the textbook [CLO], an introduction to syzygies in [E] and [St1]. SINGULAR is a computer algebra system for computing information about singularities, for use in algebraic geometry. The basic algorithms in SINGULAR are several variants of a general standard basis algorithm for general monomial orderings (see [GG]. This includes wellorderings (Buchberger algorithm ([B1], [B2] and tangent cone orderings (Mora algorithm ([M1], [MPT] as special cases: It is able to work with non-homogeneous and homogeneous input and also to compute in the localization of the polynomial ring in 0. Recent versions include algorithms to factorize polynomials and a factorizing Grobner basis algorithm. For a complete description of SINGULAR see [Si].
Numerical Approaches to Spacetime Singularities
Directory of Open Access Journals (Sweden)
Beverly K. Berger
1998-05-01
Full Text Available This review updates a previous review article. Numerical explorationof the properties of singularities could, in principle, yield detailed understanding of their nature in physically realistic cases. Examples of numerical investigations into the formation of naked singularities, critical behavior in collapse, passage through the Cauchy horizon, chaos of the Mixmaster singularity, and singularities in spatially inhomogeneous cosmologies are discussed.
Gauge invariance properties and singularity cancellations in a modified PQCD
Cabo-Montes de Oca, Alejandro; Cabo, Alejandro; Rigol, Marcos
2006-01-01
The gauge-invariance properties and singularity elimination of the modified perturbation theory for QCD introduced in previous works, are investigated. The construction of the modified free propagators is generalized to include the dependence on the gauge parameter $\\alpha $. Further, a functional proof of the independence of the theory under the changes of the quantum and classical gauges is given. The singularities appearing in the perturbative expansion are eliminated by properly combining dimensional regularization with the Nakanishi infrared regularization for the invariant functions in the operator quantization of the $\\alpha$-dependent gauge theory. First-order evaluations of various quantities are presented, illustrating the gauge invariance-properties.
Exact Controllability and Perturbation Analysis for Elastic Beams
International Nuclear Information System (INIS)
Moreles, Miguel Angel
2004-01-01
The Rayleigh beam is a perturbation of the Bernoulli-Euler beam. We establish convergence of the solution of the Exact Controllability Problem for the Rayleigh beam to the corresponding solution of the Bernoulli-Euler beam. Convergence is related to a Singular Perturbation Problem. The main tool in solving this perturbation problem is a weak version of a lower bound for hyperbolic polynomials
Singularities in FLRW spacetimes
het Lam, Huibert; Prokopec, Tomislav
2017-12-01
We point out that past-incompleteness of geodesics in FLRW spacetimes does not necessarily imply that these spacetimes start from a singularity. Namely, if a test particle that follows such a trajectory has a non-vanishing velocity, its energy was super-Planckian at some time in the past if it kept following that geodesic. That indicates a breakdown of the particle's description, which is why we should not consider those trajectories for the definition of an initial singularity. When one only considers test particles that do not have this breakdown of their trajectory, it turns out that the only singular FLRW spacetimes are the ones that have a scale parameter that vanishes at some initial time.
1986-04-01
I, - H (2.10 ) 7.,’..,. . . . l- 0{o)/(ca+ Ii (1R)) = X(1- clil {O)/Ca1 + I 1 (iR+)) (2.11) In particular, when IT is an infinite measure...limits * of regenerative sets. Z. Wahrscheinlichkeitstheorie verw,. Gebiete 70, 157-173 (1985). 4. Hoffmann-j6rgensen, J.; Markov sets. Math . Scand. 24...1969). S . Krylov, N.V., Yushkevich, A.A.; Markov random sets. Trans. Mosc. Math . Soc. 13, 127-153 (1965). 6. M1aisonneuve, B, ; Ensembles
Perturbative QCD at finite temperature
International Nuclear Information System (INIS)
Altherr, T.
1989-03-01
We discuss an application of finite temperature QCD to lepton-pair production in a quark-gluon plasma. The perturbative calculation is performed within the realtime formalism. After cancellation of infrared and mass singularities, the corrections at O (α s ) are found to be very small in the region where the mass of the Drell-Yan pair is much larger than the temperature of the plasma. Interesting effects, however, appear at the annihilation threshold of the thermalized quarks
Perturbative spacetimes from Yang-Mills theory
Energy Technology Data Exchange (ETDEWEB)
Luna, Andrés [School of Physics and Astronomy, University of Glasgow,Glasgow G12 8QQ, Scotland (United Kingdom); Monteiro, Ricardo [Theoretical Physics Department, CERN,Geneva (Switzerland); Nicholson, Isobel; Ochirov, Alexander; O’Connell, Donal [Higgs Centre for Theoretical Physics,School of Physics and Astronomy, The University of Edinburgh,Edinburgh EH9 3JZ, Scotland (United Kingdom); Westerberg, Niclas [Institute of Photonics and Quantum Sciences,School of Engineering and Physical Sciences, Heriot-Watt University,Edinburgh (United Kingdom); Higgs Centre for Theoretical Physics,School of Physics and Astronomy, The University of Edinburgh,Edinburgh EH9 3JZ, Scotland (United Kingdom); White, Chris D. [Centre for Research in String Theory,School of Physics and Astronomy, Queen Mary University of London,327 Mile End Road, London E1 4NS (United Kingdom)
2017-04-12
The double copy relates scattering amplitudes in gauge and gravity theories. In this paper, we expand the scope of the double copy to construct spacetime metrics through a systematic perturbative expansion. The perturbative procedure is based on direct calculation in Yang-Mills theory, followed by squaring the numerator of certain perturbative diagrams as specified by the double-copy algorithm. The simplest spherically symmetric, stationary spacetime from the point of view of this procedure is a particular member of the Janis-Newman-Winicour family of naked singularities. Our work paves the way for applications of the double copy to physically interesting problems such as perturbative black-hole scattering.
On adiabatic perturbations in the ekpyrotic scenario
International Nuclear Information System (INIS)
Linde, A.; Mukhanov, V.; Vikman, A.
2010-01-01
In a recent paper, Khoury and Steinhardt proposed a way to generate adiabatic cosmological perturbations with a nearly flat spectrum in a contracting Universe. To produce these perturbations they used a regime in which the equation of state exponentially rapidly changed during a short time interval. Leaving aside the singularity problem and the difficult question about the possibility to transmit these perturbations from a contracting Universe to the expanding phase, we will show that the methods used in Khoury are inapplicable for the description of the cosmological evolution and of the process of generation of perturbations in this scenario
On Markov Chains and Filtrations
Spreij, Peter
1997-01-01
In this paper we rederive some well known results for continuous time Markov processes that live on a finite state space.Martingale techniques are used throughout the paper. Special attention is paid to the construction of a continuous timeMarkov process, when we start from a discrete time Markov chain. The Markov property here holds with respect tofiltrations that need not be minimal.
Indian Academy of Sciences (India)
Home; Journals; Resonance – Journal of Science Education; Volume 19; Issue 9. Singularities in a Teacup: Good Mathematics from Bad Lenses. Rajaram Nityananda. General Article Volume 19 Issue 9 September 2014 pp 787-796. Fulltext. Click here to view fulltext PDF. Permanent link:
Indian Academy of Sciences (India)
Home; Journals; Resonance – Journal of Science Education; Volume 19; Issue 9. Singularities in a Teacup: Good ... Author Affiliations. Rajaram Nityananda1. Azim Premji University, PES Institute of Technology Campus, Pixel Park, B Block, Electronics City, Hosur Road (Beside NICE Road) Bangalore – 560100 ...
Indian Academy of Sciences (India)
IAS Admin
Standard presentations of optics concentrate on ideal systems made for imaging which bring all rays from a point ... One of the standard topics we study in school is the action of a spherical mirror. Figure 1 shows a set of ..... singularities of smooth maps, and the beauty of the mathematics needed to understand them, Arnold ...
CSIR Research Space (South Africa)
Roux, FS
2013-09-01
Full Text Available Roux Presented at the International Conference on Correlation Optics 2013 Chernivtsi, Ukraine 18-20 September 2013 CSIR National Laser Centre, Pretoria, South Africa – p. 1/24 Contents ⊲ Defining Stochastic Singular Optics (SSO) ⊲ Tools of Stochastic...
Pseudospherical surfaces with singularities
DEFF Research Database (Denmark)
Brander, David
2017-01-01
We study a generalization of constant Gauss curvature −1 surfaces in Euclidean 3-space, based on Lorentzian harmonic maps, that we call pseudospherical frontals. We analyse the singularities of these surfaces, dividing them into those of characteristic and non-characteristic type. We give methods...
Singularities in FLRW Spacetimes
Lam, Huibert het; Prokopec, Tom
2017-01-01
We point out that past-incompleteness of geodesics in FLRW spacetimes does not necessarily imply that these spacetimes start from a singularity. Namely, if a test particle that follows such a trajectory has a non-vanishing velocity, its energy was super-Planckian at some time in the past if it kept
Singular limit analysis of a model for earthquake faulting
DEFF Research Database (Denmark)
Bossolini, Elena; Brøns, Morten; Kristiansen, Kristian Uldall
2017-01-01
In this paper we consider the one dimensional spring-block model describing earthquake faulting. By using geometric singular perturbation theory and the blow-up method we provide a detailed description of the periodicity of the earthquake episodes. In particular, the limit cycles arise from...
Universality of mass singularities beyond leading logarithm approximation
International Nuclear Information System (INIS)
Kripfganz, J.
1978-08-01
Lepton pair production is studied in low order QCD perturbation theory. Mass singularities are analyzed. Also non-leading logarithms are found to factorize. This allows the consistent computation of correction terms to the Drell-Yan formula. The same factorization properties remain true in case of polarized initial state hadrons and final state leptons. Working in Coulomb gauge greatly simplifies the calculations. (author)
Fourth order compact finite difference method for solving singularly ...
African Journals Online (AJOL)
A numerical method based on finite difference scheme with uniform mesh is presented for solving singularly perturbed two-point boundary value problems of 1D reaction-diffusion equations. First, the derivatives of the given differential equation is replaced by the finite difference approximations and then, solved by using ...
New singularities in nonrelativistic coupled channel scattering. II. Fourth order
International Nuclear Information System (INIS)
Khuri, N.N.; Tsun Wu, T.
1997-01-01
We consider a two-channel nonrelativistic potential scattering problem, and study perturbation theory in fourth order for the forward amplitude. The main result is that the new singularity demonstrated in second order in the preceding paper I also occurs at the same point in fourth order. Its strength is again that of a pole. copyright 1997 The American Physical Society
Process Algebra and Markov Chains
Brinksma, Hendrik; Hermanns, H.; Brinksma, Hendrik; Hermanns, H.; Katoen, Joost P.
This paper surveys and relates the basic concepts of process algebra and the modelling of continuous time Markov chains. It provides basic introductions to both fields, where we also study the Markov chains from an algebraic perspective, viz. that of Markov chain algebra. We then proceed to study
Kümmerer, Burkhard
These notes give an introduction to some aspects of quantum Markov processes. Quantum Markov processes come into play whenever a mathematical description of irreversible time behaviour of quantum systems is aimed at. Indeed, there is hardly a book on quantum optics without having at least a chapter on quantum Markov processes. However, it is not always easy to recognize the basic concepts of probability theory in families of creation and annihilation operators on Fock space. Therefore, in these lecture notes much emphasis is put on explaining the intuition behind the mathematical machinery of classical and quantum probability. The lectures start with describing how probabilistic intuition is cast into the mathematical language of classical probability (Sects. 4.1-4.3). Later on, we show how this formulation can be extended such as to incorporate the Hilbert space formulation of quantum mechanics (Sects. 4.4,4.5). Quantum Markov processes are constructed and discussed in Sects. 4.6,4.7, and we add some further discussions and examples in Sects. 4.8-4.11.
Indian Academy of Sciences (India)
Home; Journals; Resonance – Journal of Science Education; Volume 7; Issue 3. Markov Chain Monte Carlo - Examples. Arnab Chakraborty. General Article Volume 7 Issue 3 March 2002 pp 25-34. Fulltext. Click here to view fulltext PDF. Permanent link: https://www.ias.ac.in/article/fulltext/reso/007/03/0025-0034. Keywords.
Partially Hidden Markov Models
DEFF Research Database (Denmark)
Forchhammer, Søren Otto; Rissanen, Jorma
1996-01-01
Partially Hidden Markov Models (PHMM) are introduced. They differ from the ordinary HMM's in that both the transition probabilities of the hidden states and the output probabilities are conditioned on past observations. As an illustration they are applied to black and white image compression where...
Geodetic networks of processing by singular decomposition of the configuration matrix
Directory of Open Access Journals (Sweden)
Weiss Gabriel
1996-12-01
Full Text Available The paper present a solution of the Gauss-Markov Model for processing geodetic networks with constraints using singular decomposition of the networks design matrix A. The homogenisation and dehomogenisation of the model needed for this purpose is introduced too. Outputs of the solution are presented by the necessary matrices and upon advantages of this way are discoursed.
Smith, R. M.
1991-01-01
Numerous applications in the area of computer system analysis can be effectively studied with Markov reward models. These models describe the behavior of the system with a continuous-time Markov chain, where a reward rate is associated with each state. In a reliability/availability model, upstates may have reward rate 1 and down states may have reward rate zero associated with them. In a queueing model, the number of jobs of certain type in a given state may be the reward rate attached to that state. In a combined model of performance and reliability, the reward rate of a state may be the computational capacity, or a related performance measure. Expected steady-state reward rate and expected instantaneous reward rate are clearly useful measures of the Markov reward model. More generally, the distribution of accumulated reward or time-averaged reward over a finite time interval may be determined from the solution of the Markov reward model. This information is of great practical significance in situations where the workload can be well characterized (deterministically, or by continuous functions e.g., distributions). The design process in the development of a computer system is an expensive and long term endeavor. For aerospace applications the reliability of the computer system is essential, as is the ability to complete critical workloads in a well defined real time interval. Consequently, effective modeling of such systems must take into account both performance and reliability. This fact motivates our use of Markov reward models to aid in the development and evaluation of fault tolerant computer systems.
International Nuclear Information System (INIS)
Bartlett, R.; Kirtman, B.; Davidson, E.R.
1978-01-01
After noting some advantages of using perturbation theory some of the various types are related on a chart and described, including many-body nonlinear summations, quartic force-field fit for geometry, fourth-order correlation approximations, and a survey of some recent work. Alternative initial approximations in perturbation theory are also discussed. 25 references
Singularities: the Brieskorn anniversary volume
National Research Council Canada - National Science Library
Brieskorn, Egbert; Arnolʹd, V. I; Greuel, G.-M; Steenbrink, J. H. M
1998-01-01
...... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 Main theorem ... 3 Ideals of ideal-unimodal plane curve singularities. . . . . . . . . . . . . . . . References ... Gert-Martin Greuel and Gerhard Pfister...
Terminal singularities, Milnor numbers, and matter in F-theory
Arras, Philipp; Grassi, Antonella; Weigand, Timo
2018-01-01
We initiate a systematic investigation of F-theory on elliptic fibrations with singularities which cannot be resolved without breaking the Calabi-Yau condition, corresponding to Q-factorial terminal singularities. It is the purpose of this paper to elucidate the physical origin of such non-crepant singularities in codimension two and to systematically analyze F-theory compactifications containing such singularities. The singularities reflect the presence of localized matter states from wrapped M2-branes which are not charged under any massless gauge potential. We identify a class of Q-factorial terminal singularities on elliptically fibered Calabi-Yau threefolds for which we can compute the number of uncharged localized hypermultiplets in terms of their associated Milnor numbers. These count the local complex deformations of the singularities. The resulting six-dimensional spectra are shown to be anomaly-free. We exemplify this in a variety of cases, including models with non-perturbative gauge groups with both charged and uncharged localized matter. The underlying mathematics will be discussed further in a forthcoming publication.
String theory and cosmological singularities
Indian Academy of Sciences (India)
Well-known examples are singularities inside black holes and initial or final singularities in expanding or contracting universes. In recent times, string theory is providing new perspectives of such singularities which may lead to an understanding of these in the standard framework of time evolution in quantum mechanics.
Holographic complexity and spacetime singularities
International Nuclear Information System (INIS)
Barbón, José L.F.; Rabinovici, Eliezer
2016-01-01
We study the evolution of holographic complexity in various AdS/CFT models containing cosmological crunch singularities. We find that a notion of complexity measured by extremal bulk volumes tends to decrease as the singularity is approached in CFT time, suggesting that the corresponding quantum states have simpler entanglement structure at the singularity.
Infinitesimal Structure of Singularities
Directory of Open Access Journals (Sweden)
Michael Heller
2017-02-01
Full Text Available Some important problems of general relativity, such as the quantisation of gravity or classical singularity problems, crucially depend on geometry on very small scales. The so-called synthetic differential geometry—a categorical counterpart of the standard differential geometry—provides a tool to penetrate infinitesimally small portions of space-time. We use this tool to show that on any “infinitesimal neighbourhood” the components of the curvature tensor are themselves infinitesimal, and construct a simplified model in which the curvature singularity disappears, owing to this effect. However, one pays a price for this result. Using topoi as a generalisation of spaces requires a weakening of arithmetic (the existence of infinitesimals and of logic (to the intuitionistic logic. Is this too high a price to pay for acquiring a new method of solving unsolved problems in physics? Without trying, we shall never know the answer.
Deformations of surface singularities
Szilárd, ágnes
2013-01-01
The present publication contains a special collection of research and review articles on deformations of surface singularities, that put together serve as an introductory survey of results and methods of the theory, as well as open problems, important examples and connections to other areas of mathematics. The aim is to collect material that will help mathematicians already working or wishing to work in this area to deepen their insight and eliminate the technical barriers in this learning process. This also is supported by review articles providing some global picture and an abundance of examples. Additionally, we introduce some material which emphasizes the newly found relationship with the theory of Stein fillings and symplectic geometry. This links two main theories of mathematics: low dimensional topology and algebraic geometry. The theory of normal surface singularities is a distinguished part of analytic or algebraic geometry with several important results, its own technical machinery, and several op...
Belinski, Vladimir
2018-01-01
Written for researchers focusing on general relativity, supergravity, and cosmology, this is a self-contained exposition of the structure of the cosmological singularity in generic solutions of the Einstein equations, and an up-to-date mathematical derivation of the theory underlying the Belinski–Khalatnikov–Lifshitz (BKL) conjecture on this field. Part I provides a comprehensive review of the theory underlying the BKL conjecture. The generic asymptotic behavior near the cosmological singularity of the gravitational field, and fields describing other kinds of matter, is explained in detail. Part II focuses on the billiard reformulation of the BKL behavior. Taking a general approach, this section does not assume any simplifying symmetry conditions and applies to theories involving a range of matter fields and space-time dimensions, including supergravities. Overall, this book will equip theoretical and mathematical physicists with the theoretical fundamentals of the Big Bang, Big Crunch, Black Hole singula...
Spatial Markov Semigroups Admit Hudson-Parthasarathy Dilations
Skeide, Michael
2008-01-01
For many Markov semigroups dilations in the sense of Hudson and Parthasarathy, that is a dilation which is a cocycle perturbation of a noise, have been constructed with the help of quantum stochastic calculi. In these notes we show that every Markov semigroup on the algebra of all bounded operators on a separable Hilbert space that is spatial in the sense of Arveson, admits a Hudson-Parthasarathy dilation. In a sense, the opposite is also true. The proof is based on general results on the the...
DEFF Research Database (Denmark)
Somchaipeng, Kerawit; Sporring, Jon; Johansen, Peter
2007-01-01
We propose MultiScale Singularity Trees (MSSTs) as a structure to represent images, and we propose an algorithm for image comparison based on comparing MSSTs. The algorithm is tested on 3 public image databases and compared to 2 state-of-theart methods. We conclude that the computational complexity...... of our algorithm only allows for the comparison of small trees, and that the results of our method are comparable with state-of-the-art using much fewer parameters for image representation....
Approximating Markov Chains: What and why
International Nuclear Information System (INIS)
Pincus, S.
1996-01-01
Much of the current study of dynamical systems is focused on geometry (e.g., chaos and bifurcations) and ergodic theory. Yet dynamical systems were originally motivated by an attempt to open-quote open-quote solve,close-quote close-quote or at least understand, a discrete-time analogue of differential equations. As such, numerical, analytical solution techniques for dynamical systems would seem desirable. We discuss an approach that provides such techniques, the approximation of dynamical systems by suitable finite state Markov Chains. Steady state distributions for these Markov Chains, a straightforward calculation, will converge to the true dynamical system steady state distribution, with appropriate limit theorems indicated. Thus (i) approximation by a computable, linear map holds the promise of vastly faster steady state solutions for nonlinear, multidimensional differential equations; (ii) the solution procedure is unaffected by the presence or absence of a probability density function for the attractor, entirely skirting singularity, fractal/multifractal, and renormalization considerations. The theoretical machinery underpinning this development also implies that under very general conditions, steady state measures are weakly continuous with control parameter evolution. This means that even though a system may change periodicity, or become chaotic in its limiting behavior, such statistical parameters as the mean, standard deviation, and tail probabilities change continuously, not abruptly with system evolution. copyright 1996 American Institute of Physics
Approximate quantum Markov chains
Sutter, David
2018-01-01
This book is an introduction to quantum Markov chains and explains how this concept is connected to the question of how well a lost quantum mechanical system can be recovered from a correlated subsystem. To achieve this goal, we strengthen the data-processing inequality such that it reveals a statement about the reconstruction of lost information. The main difficulty in order to understand the behavior of quantum Markov chains arises from the fact that quantum mechanical operators do not commute in general. As a result we start by explaining two techniques of how to deal with non-commuting matrices: the spectral pinching method and complex interpolation theory. Once the reader is familiar with these techniques a novel inequality is presented that extends the celebrated Golden-Thompson inequality to arbitrarily many matrices. This inequality is the key ingredient in understanding approximate quantum Markov chains and it answers a question from matrix analysis that was open since 1973, i.e., if Lieb's triple ma...
Analytic continuation and perturbative expansions in QCD
Czech Academy of Sciences Publication Activity Database
Caprini, I.; Fischer, Jan
2002-01-01
Roč. 24, - (2002), s. 127-135 ISSN 1434-6044 R&D Projects: GA MPO RP-4210/69 Institutional research plan: CEZ:AV0Z1010920 Keywords : perturbative expansion * quantum chromodynamics * infrared ambiguity * essential singularities Subject RIV: BF - Elementary Particles and High Energy Physics Impact factor: 6.162, year: 2002
A relation between non-Markov and Markov processes
International Nuclear Information System (INIS)
Hara, H.
1980-01-01
With the aid of a transformation technique, it is shown that some memory effects in the non-Markov processes can be eliminated. In other words, some non-Markov processes are rewritten in a form obtained by the random walk process; the Markov process. To this end, two model processes which have some memory or correlation in the random walk process are introduced. An explanation of the memory in the processes is given. (orig.)
Markov or not Markov - this should be a question
Bode, Eckhardt; Bickenbach, Frank
2002-01-01
Although it is well known that Markov process theory, frequently applied in the literature on income convergence, imposes some very restrictive assumptions upon the data generating process, these assumptions have generally been taken for granted so far. The present paper proposes, resp. recalls chi-square tests of the Markov property, of spatial independence, and of homogeneity across time and space to assess the reliability of estimated Markov transition matrices. As an illustration we show ...
Entanglement entropy of singular surfaces under relevant deformations in holography
Ghasemi, Mostafa; Parvizi, Shahrokh
2018-02-01
In the vacuum state of a CFT, the entanglement entropy of singular surfaces contains a logarithmic universal term which is only due to the singularity of the entangling surface. We consider the relevant perturbation of a three dimensional CFT for singular entangling surface. We observe that in addition to the universal term due to the entangling surface, there is a new logarithmic term which corresponds to a relevant perturbation of the conformal field theory with a coefficient depending on the scaling dimension of the relevant operator. We also find a new power law divergence in the holographic entanglement entropy. In addition, we study the effect of a relevant perturbation in the Gauss-Bonnet gravity for a singular entangling surface. Again a logarithmic term shows up. This new term is proportional to both the dimension of the relevant operator and the Gauss-Bonnet coupling. We also introduce the renormalized entanglement entropy for a kink region which in the UV limit reduces to a universal positive finite term.
Singularly perturbed Burger-Huxley equation: Analytical solution ...
African Journals Online (AJOL)
user
Huxley equation. The equation contains two terms with nonlinearities, the cubic term and the advection term. Generally, the severe difficulties of two types encounter in solving this problem. The first one ... Nonlinear phenomena occur in a wide variety of scientific applications such as plasma physics, solid state physics, fluid.
Long term behaviour of singularly perturbed parabolic degenerated equation
Faye, Ibrahima; Frenod, Emmanuel; Seck, Diaraf
2011-01-01
In this paper we consider models for short-term, mean-term and long-term morphodynamics of dunes and megariples. We give an existence and uniqueness result for long term dynamics of dunes. This result is based on a time-space periodic solution existence result for degenerated parabolic equation that we set out. Finally the mean-term and long-term models are homogenized.
Singularly perturbed Burger-Huxley equation: Analytical solution ...
African Journals Online (AJOL)
, is used to solve this equation. This method is able to obtain rapidly convergent successive approximations of exact solution without any restrictive approximations or the transformations that may change the physical behaviour of the problem.
Homogenization in time of singularly perturbed mechanical systems
Bornemann, Folkmar
1998-01-01
This book is about the explicit elimination of fast oscillatory scales in dynamical systems, which is important for efficient computer-simulations and our understanding of model hierarchies. The author presents his new direct method, homogenization in time, based on energy principles and weak convergence techniques. How to use this method is shown in several general cases taken from classical and quantum mechanics. The results are applied to special problems from plasma physics, molecular dynamics and quantum chemistry. Background material from functional analysis is provided and explained to make this book accessible for a general audience of graduate students and researchers.
Shocks, singularities and oscillations in nonlinear optics and fluid mechanics
Santo, Daniele; Lannes, David
2017-01-01
The book collects the most relevant results from the INdAM Workshop "Shocks, Singularities and Oscillations in Nonlinear Optics and Fluid Mechanics" held in Rome, September 14-18, 2015. The contributions discuss recent major advances in the study of nonlinear hyperbolic systems, addressing general theoretical issues such as symmetrizability, singularities, low regularity or dispersive perturbations. It also investigates several physical phenomena where such systems are relevant, such as nonlinear optics, shock theory (stability, relaxation) and fluid mechanics (boundary layers, water waves, Euler equations, geophysical flows, etc.). It is a valuable resource for researchers in these fields. .
Singular vectors, predictability and ensemble forecasting for weather and climate
International Nuclear Information System (INIS)
Palmer, T N; Zanna, Laure
2013-01-01
The local instabilities of a nonlinear dynamical system can be characterized by the leading singular vectors of its linearized operator. The leading singular vectors are perturbations with the greatest linear growth and are therefore key in assessing the system’s predictability. In this paper, the analysis of singular vectors for the predictability of weather and climate and ensemble forecasting is discussed. An overview of the role of singular vectors in informing about the error growth rate in numerical models of the atmosphere is given. This is followed by their use in the initialization of ensemble weather forecasts. Singular vectors for the ocean and coupled ocean–atmosphere system in order to understand the predictability of climate phenomena such as ENSO and meridional overturning circulation are reviewed and their potential use to initialize seasonal and decadal forecasts is considered. As stochastic parameterizations are being implemented, some speculations are made about the future of singular vectors for the predictability of weather and climate for theoretical applications and at the operational level. This article is part of a special issue of Journal of Physics A: Mathematical and Theoretical devoted to ‘Lyapunov analysis: from dynamical systems theory to applications’. (review)
Cosmological models without singularities
International Nuclear Information System (INIS)
Petry, W.
1981-01-01
A previously studied theory of gravitation in flat space-time is applied to homogeneous and isotropic cosmological models. There exist two different classes of models without singularities: (i) ever-expanding models, (ii) oscillating models. The first class contains models with hot big bang. For these models there exist at the beginning of the universe-in contrast to Einstein's theory-very high but finite densities of matter and radiation with a big bang of very short duration. After short time these models pass into the homogeneous and isotropic models of Einstein's theory with spatial curvature equal to zero and cosmological constant ALPHA >= O. (author)
Markov Chain Monte Carlo Methods
Indian Academy of Sciences (India)
Keywords. Markov chain; state space; stationary transition probability; stationary distribution; irreducibility; aperiodicity; stationarity; M-H algorithm; proposal distribution; acceptance probability; image processing; Gibbs sampler.
Analysis and design of singular Markovian jump systems
Wang, Guoliang; Yan, Xinggang
2014-01-01
This monograph is an up-to-date presentation of the analysis and design of singular Markovian jump systems (SMJSs) in which the transition rate matrix of the underlying systems is generally uncertain, partially unknown and designed. The problems addressed include stability, stabilization, H∞ control and filtering, observer design, and adaptive control. applications of Markov process are investigated by using Lyapunov theory, linear matrix inequalities (LMIs), S-procedure and the stochastic Barbalat's Lemma, among other techniques.Features of the book include:·???????? study of the stability pr
Plane waves with weak singularities
International Nuclear Information System (INIS)
David, Justin R.
2003-03-01
We study a class of time dependent solutions of the vacuum Einstein equations which are plane waves with weak null singularities. This singularity is weak in the sense that though the tidal forces diverge at the singularity, the rate of divergence is such that the distortion suffered by a freely falling observer remains finite. Among such weak singular plane waves there is a sub-class which does not exhibit large back reaction in the presence of test scalar probes. String propagation in these backgrounds is smooth and there is a natural way to continue the metric beyond the singularity. This continued metric admits string propagation without the string becoming infinitely excited. We construct a one parameter family of smooth metrics which are at a finite distance in the space of metrics from the extended metric and a well defined operator in the string sigma model which resolves the singularity. (author)
Soliton Perturbations, Revisited.
Herman, Russell Leland
Starting with an 'integrable' nonlinear evolution equation, we are investigating perturbations about a one soliton solution, through the inversion of a linear equation for the first order correction. This differs from the methods based on the perturbation of certain 'scattering data', as the proposed method takes place in coordinate space, and not spectral space. The method is tested on several perturbed Korteweg -DeVries equations. The damped KdV equation is studied in detail, resulting in the resolution of the controversy over the shift in the center of the soliton in favor of the results of Karpman and Maslov. Using a finite difference scheme, a numerically induced shift in the damped soliton's position is predicted through the use of perturbation theory. We extend the results of Ott and Sudan for other damped KdV equations, giving expressions for the shift in soliton position and the asymptotic form of the first order correction to the solution. Next we investigate Menyuk's case of a solution consisting of a soliton plus arbitrary initial radiation, which is subject to a Hamiltonian perturbation; and we show that the radiation must start out small. After these preliminary investigations, we turn to the stochastic KdV equation with external Gaussian white noise, zeta(x,t). For the cases of damping and no damping, the averaged soliton asymptotically becomes a Gaussian wave packet, which decays and broadens according to the same power laws as found by Wadati and Akutsu for the noise zeta(t). Next, we investigate the propagation of a modulated KP soliton and compare our results to the work of Chang. We find that singular perturbation theory cannot explain the evolution of this profile, but we can obtain good qualitative results from the solution of the Cauchy problem for the linearized KP equation. The modulations travel away from the soliton peak and decay in time, leaving a stable planar soliton behind. Finally, we discuss the application of the method to the
Volchenkov, Dima; Dawin, Jean René
A system for using dice to compose music randomly is known as the musical dice game. The discrete time MIDI models of 804 pieces of classical music written by 29 composers have been encoded into the transition matrices and studied by Markov chains. Contrary to human languages, entropy dominates over redundancy, in the musical dice games based on the compositions of classical music. The maximum complexity is achieved on the blocks consisting of just a few notes (8 notes, for the musical dice games generated over Bach's compositions). First passage times to notes can be used to resolve tonality and feature a composer.
Residues and duality for singularity categories of isolated Gorenstein singularities
Murfet, Daniel
2009-01-01
We study Serre duality in the singularity category of an isolated Gorenstein singularity and find an explicit formula for the duality pairing in terms of generalised fractions and residues. For hypersurfaces we recover the residue formula of the string theorists Kapustin and Li. These results are obtained from an explicit construction of complete injective resolutions of maximal Cohen-Macaulay modules.
Markov Chain Monte Carlo Methods
Indian Academy of Sciences (India)
time Technical Consultant to. Systat Software Asia-Pacific. (P) Ltd., in Bangalore, where the technical work for the development of the statistical software Systat takes place. His research interests have been in statistical pattern recognition and biostatistics. Keywords. Markov chain, Monte Carlo sampling, Markov chain Monte.
YMCA: Why Markov Chain Algebra?
Bravetti, Mario; Hermanns, H.; Katoen, Joost P.; Aceto, L.; Gordon, A.
2006-01-01
Markov chains are widely used to determine system performance and reliability characteristics. The vast majority of applications considers continuous-time Markov chains (CTMCs). This note motivates how concurrency theory can be extended (as opposed to twisted) to CTMCs. We provide the core
Nonlinear Markov processes: Deterministic case
International Nuclear Information System (INIS)
Frank, T.D.
2008-01-01
Deterministic Markov processes that exhibit nonlinear transition mechanisms for probability densities are studied. In this context, the following issues are addressed: Markov property, conditional probability densities, propagation of probability densities, multistability in terms of multiple stationary distributions, stability analysis of stationary distributions, and basin of attraction of stationary distribution
Markov Chain Monte Carlo Methods
Indian Academy of Sciences (India)
Markov Chain Monte Carlo Methods. 2. The Markov Chain Case. K B Athreya, Mohan Delampady and T Krishnan. K B Athreya is a Professor at. Cornell University. His research interests include mathematical analysis, probability theory and its application and statistics. He enjoys writing for Resonance. His spare time is ...
Markov Chain Monte Carlo Methods
Indian Academy of Sciences (India)
ter of the 20th century, due to rapid developments in computing technology ... early part of this development saw a host of Monte ... These iterative. Monte Carlo procedures typically generate a random se- quence with the Markov property such that the Markov chain is ergodic with a limiting distribution coinciding with the ...
Markov Random Field Surface Reconstruction
DEFF Research Database (Denmark)
Paulsen, Rasmus Reinhold; Bærentzen, Jakob Andreas; Larsen, Rasmus
2010-01-01
A method for implicit surface reconstruction is proposed. The novelty in this paper is the adaption of Markov Random Field regularization of a distance field. The Markov Random Field formulation allows us to integrate both knowledge about the type of surface we wish to reconstruct (the prior) and...
International Nuclear Information System (INIS)
Floriani, Elena; Lima, Ricardo; Ourrad, Ouerdia; Spinelli, Lionel
2016-01-01
Highlights: • The flux through a Markov chain of a conserved quantity (mass) is studied. • Mass is supplied by an external source and ends in the absorbing states of the chain. • Meaningful for modeling open systems whose dynamics has a Markov property. • The analytical expression of mass distribution is given for a constant source. • The expression of mass distribution is given for periodic or random sources. - Abstract: In this paper we study the flux through a finite Markov chain of a quantity, that we will call mass, which moves through the states of the chain according to the Markov transition probabilities. Mass is supplied by an external source and accumulates in the absorbing states of the chain. We believe that studying how this conserved quantity evolves through the transient (non-absorbing) states of the chain could be useful for the modelization of open systems whose dynamics has a Markov property.
Directory of Open Access Journals (Sweden)
Lv Xuezhe
2010-01-01
Full Text Available Abstract The existence and uniqueness of positive solution is obtained for the singular second-order -point boundary value problem for , , , where , , are constants, and can have singularities for and/or and for . The main tool is the perturbation technique and Schauder fixed point theorem.
Gravitational collapse and naked singularities
Indian Academy of Sciences (India)
Recent developments have revealed that there are examples of naked singularity formation in the collapse of physically reasonable matter fields, although the stability of these examples is still uncertain. We propose the concept of `effective naked singularities', which will be quite helpful because general relativity has ...
String theory and cosmological singularities
Indian Academy of Sciences (India)
recent times, string theory is providing new perspectives of such singularities which may lead to an understanding of these in the standard framework of time evolution in quantum mechanics. In this article, we describe some of these approaches. Keywords. String theory; cosmological singularities. PACS Nos 11.25.
Loop quantum cosmology and singularities.
Struyve, Ward
2017-08-15
Loop quantum gravity is believed to eliminate singularities such as the big bang and big crunch singularity. This belief is based on studies of so-called loop quantum cosmology which concerns symmetry-reduced models of quantum gravity. In this paper, the problem of singularities is analysed in the context of the Bohmian formulation of loop quantum cosmology. In this formulation there is an actual metric in addition to the wave function, which evolves stochastically (rather than deterministically as the case of the particle evolution in non-relativistic Bohmian mechanics). Thus a singularity occurs whenever this actual metric is singular. It is shown that in the loop quantum cosmology for a homogeneous and isotropic Friedmann-Lemaître-Robertson-Walker space-time with arbitrary constant spatial curvature and cosmological constant, coupled to a massless homogeneous scalar field, a big bang or big crunch singularity is never obtained. This should be contrasted with the fact that in the Bohmian formulation of the Wheeler-DeWitt theory singularities may exist.
Markov chain Monte Carlo simulation for Bayesian Hidden Markov Models
Chan, Lay Guat; Ibrahim, Adriana Irawati Nur Binti
2016-10-01
A hidden Markov model (HMM) is a mixture model which has a Markov chain with finite states as its mixing distribution. HMMs have been applied to a variety of fields, such as speech and face recognitions. The main purpose of this study is to investigate the Bayesian approach to HMMs. Using this approach, we can simulate from the parameters' posterior distribution using some Markov chain Monte Carlo (MCMC) sampling methods. HMMs seem to be useful, but there are some limitations. Therefore, by using the Mixture of Dirichlet processes Hidden Markov Model (MDPHMM) based on Yau et. al (2011), we hope to overcome these limitations. We shall conduct a simulation study using MCMC methods to investigate the performance of this model.
Markov chains theory and applications
Sericola, Bruno
2013-01-01
Markov chains are a fundamental class of stochastic processes. They are widely used to solve problems in a large number of domains such as operational research, computer science, communication networks and manufacturing systems. The success of Markov chains is mainly due to their simplicity of use, the large number of available theoretical results and the quality of algorithms developed for the numerical evaluation of many metrics of interest.The author presents the theory of both discrete-time and continuous-time homogeneous Markov chains. He carefully examines the explosion phenomenon, the
Quadratic Variation by Markov Chains
DEFF Research Database (Denmark)
Hansen, Peter Reinhard; Horel, Guillaume
We introduce a novel estimator of the quadratic variation that is based on the the- ory of Markov chains. The estimator is motivated by some general results concerning filtering contaminated semimartingales. Specifically, we show that filtering can in prin- ciple remove the effects of market...... microstructure noise in a general framework where little is assumed about the noise. For the practical implementation, we adopt the dis- crete Markov chain model that is well suited for the analysis of financial high-frequency prices. The Markov chain framework facilitates simple expressions and elegant analyti...
Generalized decomposition methods for singular oscillators
International Nuclear Information System (INIS)
Ramos, J.I.
2009-01-01
Generalized decomposition methods based on a Volterra integral equation, the introduction of an ordering parameter and a power series expansion of the solution in terms of the ordering parameter are developed and used to determine the solution and the frequency of oscillation of a singular, nonlinear oscillator with an odd nonlinearity. It is shown that these techniques provide solutions which are free from secularities if the unknown frequency of oscillation is also expanded in power series of the ordering parameter, require that the nonlinearities be analytic functions of their arguments, and, at leading-order, provide the same frequency of oscillation as two-level iterative techniques, the homotopy perturbation method if the constants that appear in the governing equation are expanded in power series of the ordering parameter, and modified artificial parameter - Linstedt-Poincare procedures.
Estimation in autoregressive models with Markov regime
Ríos, Ricardo; Rodríguez, Luis
2005-01-01
In this paper we derive the consistency of the penalized likelihood method for the number state of the hidden Markov chain in autoregressive models with Markov regimen. Using a SAEM type algorithm to estimate the models parameters. We test the null hypothesis of hidden Markov Model against an autoregressive process with Markov regime.
Directory of Open Access Journals (Sweden)
Marco Raberto
Full Text Available In this paper, we outline a model of graph (or network dynamics based on two ingredients. The first ingredient is a Markov chain on the space of possible graphs. The second ingredient is a semi-Markov counting process of renewal type. The model consists in subordinating the Markov chain to the semi-Markov counting process. In simple words, this means that the chain transitions occur at random time instants called epochs. The model is quite rich and its possible connections with algebraic geometry are briefly discussed. Moreover, for the sake of simplicity, we focus on the space of undirected graphs with a fixed number of nodes. However, in an example, we present an interbank market model where it is meaningful to use directed graphs or even weighted graphs.
Bibliometric Application of Markov Chains.
Pao, Miranda Lee; McCreery, Laurie
1986-01-01
A rudimentary description of Markov Chains is presented in order to introduce its use to describe and to predict authors' movements among subareas of the discipline of ethnomusicology. Other possible applications are suggested. (Author)
Entropy: The Markov Ordering Approach
Directory of Open Access Journals (Sweden)
Alexander N. Gorban
2010-05-01
Full Text Available The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant “additivity” properties: (i existence of a monotonic transformation which makes the functional additive with respect to the joining of independent systems and (ii existence of a monotonic transformation which makes the functional additive with respect to the partitioning of the space of states. All Lyapunov functionals for Markov chains which have properties (i and (ii are derived. We describe the most general ordering of the distribution space, with respect to which all continuous-time Markov processes are monotonic (the Markov order. The solution differs significantly from the ordering given by the inequality of entropy growth. For inference, this approach results in a convex compact set of conditionally “most random” distributions.
Singular traces theory and applications
Sukochev, Fedor; Zanin, Dmitriy
2012-01-01
This text is the first complete study and monograph dedicated to singular traces. For mathematical readers the text offers, due to Nigel Kalton's contribution, a complete theory of traces on symmetrically normed ideals of compact operators. For mathematical physicists and other users of Connes' noncommutative geometry the text offers a complete reference to Dixmier traces and the deeper mathematical features of singular traces. An application section explores the consequences of these features, which previously were not discussed in general texts on noncommutative geometry.
Dynkin graphs and quadrilateral singularities
Urabe, Tohsuke
1993-01-01
The study of hypersurface quadrilateral singularities can be reduced to the study of elliptic K3 surfaces with a singular fiber of type I * 0 (superscript *, subscript 0), and therefore these notes consider, besides the topics of the title, such K3 surfaces too. The combinations of rational double points that can occur on fibers in the semi-universal deformations of quadrilateral singularities are examined, to show that the possible combinations can be described by a certain law from the viewpoint of Dynkin graphs. This is equivalent to saying that the possible combinations of singular fibers in elliptic K3 surfaces with a singular fiber of type I * 0 (superscript *, subscript 0) can be described by a certain law using classical Dynkin graphs appearing in the theory of semi-simple Lie groups. Further, a similar description for thecombination of singularities on plane sextic curves is given. Standard knowledge of algebraic geometry at the level of graduate students is expected. A new method based on graphs wil...
Local and nonlocal space-time singularities
International Nuclear Information System (INIS)
Konstantinov, M.Yu.
1985-01-01
The necessity to subdivide the singularities into two classes: local and nonlocal, each of them to be defined independently, is proved. Both classes of the singularities are defined, and the relation between the definitions introduced and the standard definition of singularities, based on space-time, incompleteness, is established. The relation between definitions introduced and theorems on the singularity existence is also established
Edholm, James; Conroy, Aindriú
2017-12-01
We derive the conditions whereby null rays "defocus" within infinite derivative gravity for perturbations around an (A)dS background, and show that it is therefore possible to avoid singularities within this framework. This is in contrast to Einstein's theory of general relativity, where singularities are generated unless the null energy condition is violated. We further extend this to an (A)dS-Bianchi I background metric, and also give an example of a specific perturbation where defocusing is possible given certain conditions.
Gauge-invariance properties and singularity cancellations in a modified PQCD
Energy Technology Data Exchange (ETDEWEB)
Cabo, A. [CERN, Theory Division, Geneva (Switzerland); Instituto de Cibernetica, Matematica y Fisica, Group of Theoretical Physics, La Habana (Cuba); Rigol, M. [University of California, Physics Department, Davis, CA (United States)
2006-07-15
The gauge-invariance properties and singularity elimination of the modified perturbation theory for QCD introduced in previous works are investigated. The construction of the modified free propagators is generalized to include the dependence on the gauge parameter {alpha}. Further, a functional proof of the independence of the theory under the changes of the quantum and classical gauges is given. The singularities appearing in the perturbative expansion are eliminated by properly combining dimensional regularization with the Nakanishi infrared regularization for the invariant functions in the operator quantization of the {alpha}-dependent gauge theory. First-order evaluations of various quantities are presented, illustrating the gauge-invariance properties. (orig.)
Alien calculus and non perturbative effects in Quantum Field Theory
Bellon, Marc P.
2016-12-01
In many domains of physics, methods for dealing with non-perturbative aspects are required. Here, I want to argue that a good approach for this is to work on the Borel transforms of the quantities of interest, the singularities of which give non-perturbative contributions. These singularities in many cases can be largely determined by using the alien calculus developed by Jean Écalle. My main example will be the two point function of a massless theory given as a solution of a renormalization group equation.
Brane singularities and their avoidance
International Nuclear Information System (INIS)
Antoniadis, Ignatios; Cotsakis, Spiros; Klaoudatou, Ifigeneia
2010-01-01
The singularity structure and the corresponding asymptotic behavior of a 3-brane coupled to a scalar field or to a perfect fluid in a five-dimensional bulk is analyzed in full generality using the method of asymptotic splittings. In the case of the scalar field, it is shown that the collapse singularity at a finite distance from the brane can be avoided only at the expense of making the brane world-volume positively or negatively curved. In the case where the bulk field content is parametrized by an analog of perfect fluid with an arbitrary equation of state P = γρ between the 'pressure' P and the 'density' ρ, our results depend crucially on the constant fluid parameter γ. (i) For γ > -1/2, the flat brane solution suffers from a collapse singularity at a finite distance that disappears in the curved case. (ii) For γ < -1, the singularity cannot be avoided and it becomes of the big rip type for a flat brane. (iii) For -1 < γ ≤ -1/2, the surprising result is found that while the curved brane solution is singular, the flat brane is not, opening the possibility for a revival of the self-tuning proposal.
Markov Networks in Evolutionary Computation
Shakya, Siddhartha
2012-01-01
Markov networks and other probabilistic graphical modes have recently received an upsurge in attention from Evolutionary computation community, particularly in the area of Estimation of distribution algorithms (EDAs). EDAs have arisen as one of the most successful experiences in the application of machine learning methods in optimization, mainly due to their efficiency to solve complex real-world optimization problems and their suitability for theoretical analysis. This book focuses on the different steps involved in the conception, implementation and application of EDAs that use Markov networks, and undirected models in general. It can serve as a general introduction to EDAs but covers also an important current void in the study of these algorithms by explaining the specificities and benefits of modeling optimization problems by means of undirected probabilistic models. All major developments to date in the progressive introduction of Markov networks based EDAs are reviewed in the book. Hot current researc...
A 1 + 5-dimensional gravitational-wave solution. Curvature singularity and spacetime singularity
International Nuclear Information System (INIS)
Chen, Yu-Zhu; Li, Wen-Du; Dai, Wu-Sheng
2017-01-01
We solve a 1 + 5-dimensional cylindrical gravitational-wave solution of the Einstein equation, in which there are two curvature singularities. Then we show that one of the curvature singularities can be removed by an extension of the spacetime. The result exemplifies that the curvature singularity is not always a spacetime singularity; in other words, the curvature singularity cannot serve as a criterion for spacetime singularities. (orig.)
A 1 + 5-dimensional gravitational-wave solution. Curvature singularity and spacetime singularity
Energy Technology Data Exchange (ETDEWEB)
Chen, Yu-Zhu [Tianjin University, Department of Physics, Tianjin (China); Li, Wen-Du [Tianjin University, Department of Physics, Tianjin (China); Nankai University, Theoretical Physics Division, Chern Institute of Mathematics, Tianjin (China); Dai, Wu-Sheng [Nankai University, Theoretical Physics Division, Chern Institute of Mathematics, Tianjin (China); Nankai University and Tianjin University, LiuHui Center for Applied Mathematics, Tianjin (China)
2017-12-15
We solve a 1 + 5-dimensional cylindrical gravitational-wave solution of the Einstein equation, in which there are two curvature singularities. Then we show that one of the curvature singularities can be removed by an extension of the spacetime. The result exemplifies that the curvature singularity is not always a spacetime singularity; in other words, the curvature singularity cannot serve as a criterion for spacetime singularities. (orig.)
Markov Models for Handwriting Recognition
Plotz, Thomas
2011-01-01
Since their first inception, automatic reading systems have evolved substantially, yet the recognition of handwriting remains an open research problem due to its substantial variation in appearance. With the introduction of Markovian models to the field, a promising modeling and recognition paradigm was established for automatic handwriting recognition. However, no standard procedures for building Markov model-based recognizers have yet been established. This text provides a comprehensive overview of the application of Markov models in the field of handwriting recognition, covering both hidden
Markov chains and mixing times
Levin, David A; Wilmer, Elizabeth L
2009-01-01
This book is an introduction to the modern approach to the theory of Markov chains. The main goal of this approach is to determine the rate of convergence of a Markov chain to the stationary distribution as a function of the size and geometry of the state space. The authors develop the key tools for estimating convergence times, including coupling, strong stationary times, and spectral methods. Whenever possible, probabilistic methods are emphasized. The book includes many examples and provides brief introductions to some central models of statistical mechanics. Also provided are accounts of r
Ambient cosmology and spacetime singularities
Antoniadis, Ignatios
2015-01-01
We present a new approach to the issues of spacetime singularities and cosmic censorship in general relativity. This is based on the idea that standard 4-dimensional spacetime is the conformal infinity of an ambient metric for the 5-dimensional Einstein equations with fluid sources. We then find that the existence of spacetime singularities in four dimensions is constrained by asymptotic properties of the ambient 5-metric, while the non-degeneracy of the latter crucially depends on cosmic censorship holding on the boundary.
Singularity Theory and its Applications
Stewart, Ian; Mond, David; Montaldi, James
1991-01-01
A workshop on Singularities, Bifuraction and Dynamics was held at Warwick in July 1989, as part of a year-long symposium on Singularity Theory and its applications. The proceedings fall into two halves: Volume I mainly on connections with algebraic geometry and volume II on connections with dynamical systems theory, bifurcation theory and applications in the sciences. The papers are original research, stimulated by the symposium and workshop: All have been refereed and none will appear elsewhere. The main topic of volume II is new methods for the study of bifurcations in nonlinear dynamical systems, and applications of these.
Ambient cosmology and spacetime singularities
Energy Technology Data Exchange (ETDEWEB)
Antoniadis, Ignatios [Bern University, Albert Einstein Center for Fundamental Physics, Institute for Theoretical Physics, Bern (Switzerland); Ecole Polytechnique, Palaiseau (France); Cotsakis, Spiros [CERN, Theory Division, Department of Physics, Geneva 23 (Switzerland); National Technical University, School of Applied Mathematics and Physical Sciences, Athens (Greece)
2015-01-01
We present a new approach to the issues of spacetime singularities and cosmic censorship in general relativity. This is based on the idea that standard 4-dimensional spacetime is the conformal infinity of an ambient metric for the 5-dimensional Einstein equations with fluid sources. We then find that the existence of spacetime singularities in four dimensions is constrained by asymptotic properties of the ambient 5-metric, while the non-degeneracy of the latter crucially depends on cosmic censorship holding on the boundary. (orig.)
Correlation energy for elementary bosons: Physics of the singularity
Energy Technology Data Exchange (ETDEWEB)
Shiau, Shiue-Yuan, E-mail: syshiau@mail.ncku.edu.tw [Department of Physics, National Cheng Kung University, Tainan, 701, Taiwan (China); Combescot, Monique [Institut des NanoSciences de Paris, Université Pierre et Marie Curie, CNRS, 4 place Jussieu, 75005 Paris (France); Chang, Yia-Chung, E-mail: yiachang@gate.sinica.edu.tw [Research Center for Applied Sciences, Academia Sinica, Taipei, 115, Taiwan (China); Department of Physics, National Cheng Kung University, Tainan, 701, Taiwan (China)
2016-04-15
We propose a compact perturbative approach that reveals the physical origin of the singularity occurring in the density dependence of correlation energy: like fermions, elementary bosons have a singular correlation energy which comes from the accumulation, through Feynman “bubble” diagrams, of the same non-zero momentum transfer excitations from the free particle ground state, that is, the Fermi sea for fermions and the Bose–Einstein condensate for bosons. This understanding paves the way toward deriving the correlation energy of composite bosons like atomic dimers and semiconductor excitons, by suggesting Shiva diagrams that have similarity with Feynman “bubble” diagrams, the previous elementary boson approaches, which hide this physics, being inappropriate to do so.
Wentzel-Bardeen singularity in coupled Luttinger liquids: Transport properties
International Nuclear Information System (INIS)
Martin, T.
1994-01-01
The recent progress on 1 D interacting electrons systems and their applications to study the transport properties of quasi one dimensional wires is reviewed. We focus on strongly correlated elections coupled to low energy acoustic phonons in one dimension. The exponents of various response functions are calculated, and their striking sensitivity to the Wentzel-Bardeen singularity is discussed. For the Hubbard model coupled to phonons the equivalent of a phase diagram is established. By increasing the filling factor towards half filling the WB singularity is approached. This in turn suppresses antiferromagnetic fluctuations and drives the system towards the superconducting regime, via a new intermediate (metallic) phase. The implications of this phenomenon on the transport properties of an ideal wire as well as the properties of a wire with weak or strong scattering are analyzed in a perturbative renormalization group calculation. This allows to recover the three regimes predicted from the divergence criteria of the response functions
Markov processes in Thermodynamics and Turbulence
Nickelsen, Daniel
2014-01-01
This thesis deals with Markov processes in stochastic thermodynamics and fully developed turbulence. In the first part of the thesis, a detailed account on the theory of Markov processes is given, forming the mathematical fundament. In the course of developing the theory of continuous Markov processes, stochastic differential equations, the Fokker-Planck equation and Wiener path integrals are introduced and embedded into the class of discontinuous Markov processes. Special attention is pai...
A canonical representation for aggregated Markov processes
Larget, Bret
1998-01-01
A deterministic function of a Markov process is called an aggregated Markov process. We give necessary and sufficient conditions for the equivalence of continuous-time aggregated Markov processes. For both discrete- and continuous-time, we show that any aggregated Markov process which satisfies mild regularity conditions can be directly converted to a canonical representation which is unique for each class of equivalent models, and furthermore, is a minimal parameterization ...
Open Markov Processes and Reaction Networks
Swistock Pollard, Blake Stephen
2017-01-01
We begin by defining the concept of "open" Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain "boundary" states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow…
Continuously monitored barrier options under Markov processes
Mijatović, A.; Pistorius, M.
2011-01-01
In this paper, we present an algorithm for pricing barrier options in one-dimensional Markov models. The approach rests on the construction of an approximating continuous-time Markov chain that closely follows the dynamics of the given Markov model. We illustrate the method by implementing it for a
Consistency and Refinement for Interval Markov Chains
DEFF Research Database (Denmark)
Delahaye, Benoit; Larsen, Kim Guldstrand; Legay, Axel
2012-01-01
Interval Markov Chains (IMC), or Markov Chains with probability intervals in the transition matrix, are the base of a classic specification theory for probabilistic systems [18]. The standard semantics of IMCs assigns to a specification the set of all Markov Chains that satisfy its interval...
Gravitational collapse and naked singularities
Indian Academy of Sciences (India)
We propose the concept of 'effective naked singularities', which will be quite helpful ... If a pressure gradient force is not sufficiently strong, a body can continue collapsing due to its self-gravity. This phenomenon is called gravitational collapse. .... approaches a self-similar solution, which is called a critical solution, and then it.
Interval matrices: Regularity generates singularity
Czech Academy of Sciences Publication Activity Database
Rohn, Jiří; Shary, S.P.
2018-01-01
Roč. 540, 1 March (2018), s. 149-159 ISSN 0024-3795 Institutional support: RVO:67985807 Keywords : interval matrix * regularity * singularity * P-matrix * absolute value equation * diagonally singilarizable matrix Subject RIV: BA - General Mathematics Impact factor: 0.973, year: 2016
Gravitational collapse and naked singularities
Indian Academy of Sciences (India)
Abstract. Gravitational collapse is one of the most striking phenomena in gravitational physics. The cosmic censorship conjecture has provided strong motivation for research in this field. In the absence of a general proof for censorship, many examples have been proposed, in which naked singularity is the outcome of ...
Singularity: Raychaudhuri equation once again
Indian Academy of Sciences (India)
birth of the Universe in a Big Bang. Nothing could be happier and more persuasive than the observation verifying the prediction of theory. This gave rise to a general belief that singularities were inevitable in general relativity (GR) so long as the dynamics were governed by Einstein's equations and more over positive energy ...
String theory and cosmological singularities
Indian Academy of Sciences (India)
of space and time needs revision near these singularities where quantum effects of gravity become important, it is still not clear what structure could replace space ..... The dimensionful parameter μ is a Lagrange multiplier which ensures that the total number of eigenvalues is fixed. 98. Pramana – J. Phys., Vol. 69, No. 1, July ...
Markov Decision Processes in Practice
Boucherie, Richardus J.; van Dijk, N.M.
2017-01-01
It is over 30 years ago since D.J. White started his series of surveys on practical applications of Markov decision processes (MDP), over 20 years after the phenomenal book by Martin Puterman on the theory of MDP, and over 10 years since Eugene A. Feinberg and Adam Shwartz published their Handbook
Adaptive Partially Hidden Markov Models
DEFF Research Database (Denmark)
Forchhammer, Søren Otto; Rasmussen, Tage
1996-01-01
Partially Hidden Markov Models (PHMM) have recently been introduced. The transition and emission probabilities are conditioned on the past. In this report, the PHMM is extended with a multiple token version. The different versions of the PHMM are applied to bi-level image coding....
Markov Chain Monte Carlo Methods
Indian Academy of Sciences (India)
GENERAL ! ARTICLE. Markov Chain Monte Carlo Methods. 3. Statistical Concepts. K B Athreya, Mohan Delampady and T Krishnan. K B Athreya is a Professor at. Cornell University. His research interests include mathematical analysis, probability theory and its application and statistics. He enjoys writing for Resonance.
Markov Chain Monte Carlo Methods
Indian Academy of Sciences (India)
2. The Markov Chain Case. K B Athreya, Mohan Delampady and T Krishnan. K B Athreya is a Professor at. Cornell University. His research interests include mathematical analysis, probability theory and its application and statistics. He enjoys writing for Resonance. His spare time is spent listening to Indian classical music.
Markov Chain Monte Carlo Methods
Indian Academy of Sciences (India)
Systat Software Asia-Pacific. (P) Ltd., in Bangalore, where the technical work for the development of the ... Markov chain structure) with applications to integration including integration in a Bayesian context. In Pa.rt 2, ... The applications of MCMC to Bayesian infer- ence will have to wait for the concluding pa,rt of this series.
Spectral Analysis of a Quantum System with a Double Line Singular Interaction
Czech Academy of Sciences Publication Activity Database
Kondej, S.; Krejčiřík, David
2013-01-01
Roč. 49, č. 4 (2013), s. 831-859 ISSN 0034-5318 R&D Projects: GA ČR GAP203/11/0701 Institutional support: RVO:61389005 Keywords : Schrödinger operator * singular perturbation * spectral analysis * Hardy inequality * resonance Subject RIV: BE - Theoretical Physics Impact factor: 0.614, year: 2013
Initial conditions for cosmological perturbations
Ashtekar, Abhay; Gupt, Brajesh
2017-02-01
Penrose proposed that the big bang singularity should be constrained by requiring that the Weyl curvature vanishes there. The idea behind this past hypothesis is attractive because it constrains the initial conditions for the universe in geometric terms and is not confined to a specific early universe paradigm. However, the precise statement of Penrose’s hypothesis is tied to classical space-times and furthermore restricts only the gravitational degrees of freedom. These are encapsulated only in the tensor modes of the commonly used cosmological perturbation theory. Drawing inspiration from the underlying idea, we propose a quantum generalization of Penrose’s hypothesis using the Planck regime in place of the big bang, and simultaneously incorporating tensor as well as scalar modes. Initial conditions selected by this generalization constrain the universe to be as homogeneous and isotropic in the Planck regime as permitted by the Heisenberg uncertainty relations.
Initial conditions for cosmological perturbations
International Nuclear Information System (INIS)
Ashtekar, Abhay; Gupt, Brajesh
2017-01-01
Penrose proposed that the big bang singularity should be constrained by requiring that the Weyl curvature vanishes there. The idea behind this past hypothesis is attractive because it constrains the initial conditions for the universe in geometric terms and is not confined to a specific early universe paradigm. However, the precise statement of Penrose’s hypothesis is tied to classical space-times and furthermore restricts only the gravitational degrees of freedom. These are encapsulated only in the tensor modes of the commonly used cosmological perturbation theory. Drawing inspiration from the underlying idea, we propose a quantum generalization of Penrose’s hypothesis using the Planck regime in place of the big bang, and simultaneously incorporating tensor as well as scalar modes. Initial conditions selected by this generalization constrain the universe to be as homogeneous and isotropic in the Planck regime as permitted by the Heisenberg uncertainty relations . (paper)
Suramlishvili, Nugzar; Eggers, Jens; Fontelos, Marco
2014-11-01
We are concerned with singularities of the shock fronts of converging perturbed shock waves. Our considerations are based on Whitham's theory of geometrical shock dynamics. The recently developed method of local analysis is applied in order to determine generic singularities. In this case the solutions of partial differential equations describing the geometry of the shock fronts are presented as families of smooth maps with state variables and the set of control parameters dependent on Mach number, time and initial conditions. The space of control parameters of the singularities is analysed, the unfoldings describing the deformations of the canonical germs of shock front singularities are found and corresponding bifurcation diagrams are constructed. Research is supported by the Leverhulme Trust, Grant Number RPG-2012-568.
Remarks on gauge variables and singular Lagrangians
International Nuclear Information System (INIS)
Chela-Flores, J.; Janica-de-la-Torre, R.; Kalnay, A.J.; Rodriguez-Gomez, J.; Rodriguez-Nunez, J.; Tascon, R.
1977-01-01
The relevance is discussed of gauge theory, based on a singular Lagrangian density, to the foundations of field theory. The idea that gauge transformations could change the physics of systems where the Lagrangian is singular is examined. (author)
Converting entropy to curvature perturbations after a cosmic bounce
Energy Technology Data Exchange (ETDEWEB)
Fertig, Angelika; Lehners, Jean-Luc; Mallwitz, Enno; Wilson-Ewing, Edward [Max Planck Institute for Gravitational Physics, Albert Einstein Institute,14476 Potsdam-Golm (Germany)
2016-10-04
We study two-field bouncing cosmologies in which primordial perturbations are created in either an ekpyrotic or a matter-dominated contraction phase. We use a non-singular ghost condensate bounce model to follow the perturbations through the bounce into the expanding phase of the universe. In contrast to the adiabatic perturbations, which on large scales are conserved across the bounce, entropy perturbations can grow significantly during the bounce phase. If they are converted into adiabatic/curvature perturbations after the bounce, they typically form the dominant contribution to the observed temperature fluctuations in the microwave background, which can have several beneficial implications. For ekpyrotic models, this mechanism loosens the constraints on the amplitude of the ekpyrotic potential while naturally suppressing the intrinsic amount of non-Gaussianity. For matter bounce models, the mechanism amplifies the scalar perturbations compared to the associated primordial gravitational waves.
Singularities and Conjugate Points in FLRW Spacetimes
Lam, Huibert het; Prokopec, Tom
2017-01-01
Conjugate points play an important role in the proofs of the singularity theorems of Hawking and Penrose. We examine the relation between singularities and conjugate points in FLRW spacetimes with a singularity. In particular we prove a theorem that when a non-comoving, non-spacelike geodesic in a
Analysis of singularity in redundant manipulators
International Nuclear Information System (INIS)
Watanabe, Koichi
2000-03-01
In the analysis of arm positions and configurations of redundant manipulators, the singularity avoidance problems are important themes. This report presents singularity avoidance computations of a 7 DOF manipulator by using a computer code based on human-arm models. The behavior of the arm escaping from the singular point can be identified satisfactorily through the use of 3-D plotting tools. (author)
Markov constant and quantum instabilities
Czech Academy of Sciences Publication Activity Database
Pelantová, E.; Starosta, Š.; Znojil, Miloslav
2016-01-01
Roč. 49, č. 15 (2016), s. 155201 ISSN 1751-8113 R&D Projects: GA ČR GA16-22945S Institutional support: RVO:61389005 Keywords : renormalizable quantum theories with ghosts * Pais-Uhlenbeck model * singular spectra * square-well model * number theory analysis * physical applications Subject RIV: BE - Theoretical Physics Impact factor: 1.857, year: 2016
Gevrey multiscale expansions of singular solutions of PDEs with cubic nonlinearity
Directory of Open Access Journals (Sweden)
Alberto Lastra
2018-02-01
Full Text Available We study a singularly perturbed PDE with cubic nonlinearity depending on a complex perturbation parameter $\\epsilon$. This is a continuation of the precedent work [22] by the first author. We construct two families of sectorial meromorphic solutions obtained as a small perturbation in $\\epsilon$ of two branches of an algebraic slow curve of the equation in time scale. We show that the nonsingular part of the solutions of each family shares a common formal power series in $\\epsilon$ as Gevrey asymptotic expansion which might be different one to each other, in general.
Singularities formation, structure, and propagation
Eggers, J
2015-01-01
Many key phenomena in physics and engineering are described as singularities in the solutions to the differential equations describing them. Examples covered thoroughly in this book include the formation of drops and bubbles, the propagation of a crack and the formation of a shock in a gas. Aimed at a broad audience, this book provides the mathematical tools for understanding singularities and explains the many common features in their mathematical structure. Part I introduces the main concepts and techniques, using the most elementary mathematics possible so that it can be followed by readers with only a general background in differential equations. Parts II and III require more specialised methods of partial differential equations, complex analysis and asymptotic techniques. The book may be used for advanced fluid mechanics courses and as a complement to a general course on applied partial differential equations.
Energy conditions and spacetime singularities
International Nuclear Information System (INIS)
Tipler, F.J.
1978-01-01
In this paper, a number of theorems are proven which collectively show that singularities will occur in spacetime under weaker energy conditions than the strong energy condition. In particular, the Penrose theorem, which uses only the weak energy condition but which applies only to open universes, is extended to all closed universes which have a Cauchy surface whose universal covering manifold is not a three-sphere. Furthermore, it is shown that the strong energy condition in the Hawking-Penrose theorem can be replaced by the weak energy condition and the assumption that the strong energy condition holds only on the average. In addition, it is demonstrated that if the Universe is closed, then the existence of singularities follows from the averaged strong energy condition alone. It is argued that any globally hyperbolic spacetime which satisfies the weak energy condition and which contains a black hole must be null geodesically incomplete
Numerical Quadrature of Periodic Singular Integral Equations
DEFF Research Database (Denmark)
Krenk, Steen
1978-01-01
This paper presents quadrature formulae for the numerical integration of a singular integral equation with Hilbert kernel. The formulae are based on trigonometric interpolation. By integration a quadrature formula for an integral with a logarithmic singularity is obtained. Finally it is demonstra......This paper presents quadrature formulae for the numerical integration of a singular integral equation with Hilbert kernel. The formulae are based on trigonometric interpolation. By integration a quadrature formula for an integral with a logarithmic singularity is obtained. Finally...... it is demonstrated how a singular integral equation with infinite support can be solved by use of the preceding formulae....
Singular Continuous Floquet Operator for Systems with Increasing Gaps
Bourget, O
2002-01-01
Consider the Floquet operator of a time independent quantum system, periodically perturbed by a rank one kick, acting on a separable Hilbert space: $e^{-iH_0T}e^{-i\\kappa T |\\phi \\ket \\bra \\phi|}$ where $T$ and $\\kappa$ are the period and the coupling constant respectively. Assume the spectrum of the self adjoint operator $H_0$ is pure point, simple, bounded from below and the gaps between the eigenvalues $(\\lambda_n)$ grow like: $\\lambda_{n+1} - \\lambda_{n} \\sim C n^d$ with $d \\geq 2$. Under some hypotheses on the arithmetical nature of the eigenvalues and on the vector $\\phi$, cyclic for $H_0$, we prove the Floquet operator of the perturbed system has purely singular continuous spectrum.
Fundamental solutions of singular SPDEs
Energy Technology Data Exchange (ETDEWEB)
Selesi, Dora, E-mail: dora@dmi.uns.ac.rs [Department of Mathematics and Informatics, University of Novi Sad (Serbia)
2011-07-15
Highlights: > Fundamental solutions of linear SPDEs are constructed. > Wick-convolution product is introduced for the first time. > Fourier transformation maps Wick-convolution into Wick product. > Solutions of linear SPDEs are expressed via Wick-convolution with fundamental solutions. > Stochastic Helmholtz equation is solved. - Abstract: This paper deals with some models of mathematical physics, where random fluctuations are modeled by white noise or other singular Gaussian generalized processes. White noise, as the distributional derivative od Brownian motion, which is the most important case of a Levy process, is defined in the framework of Hida distribution spaces. The Fourier transformation in the framework of singular generalized stochastic processes is introduced and its applications to solving stochastic differential equations involving Wick products and singularities such as the Dirac delta distribution are presented. Explicit solutions are obtained in form of a chaos expansion in the Kondratiev white noise space, while the coefficients of the expansion are tempered distributions. Stochastic differential equations of the form P({omega}, D) Lozenge u(x, {omega}) = A(x, {omega}) are considered, where A is a singular generalized stochastic process and P({omega}, D) is a partial differential operator with random coefficients. We introduce the Wick-convolution operator * which enables us to express the solution as u = s*A Lozenge I{sup Lozenge (-1)}, where s denotes the fundamental solution and I is the unit random variable. In particular, the stochastic Helmholtz equation is solved, which in physical interpretation describes waves propagating with a random speed from randomly appearing point sources.
Why the Singularity Cannot Happen
Modis, Theodore
2012-01-01
The concept of a Singularity as described in Ray Kurzweil's book cannot happen for a number of reasons. One reason is that all natural growth processes that follow exponential patterns eventually reveal themselves to be following S-curves thus excluding runaway situations. The remaining growth potential from Kurzweil's ''knee'', which could be approximated as the moment when an S-curve pattern begins deviating from the corresponding exponential, is a factor of only one order of magnitude grea...
Fundamental solutions of singular SPDEs
International Nuclear Information System (INIS)
Selesi, Dora
2011-01-01
Highlights: → Fundamental solutions of linear SPDEs are constructed. → Wick-convolution product is introduced for the first time. → Fourier transformation maps Wick-convolution into Wick product. → Solutions of linear SPDEs are expressed via Wick-convolution with fundamental solutions. → Stochastic Helmholtz equation is solved. - Abstract: This paper deals with some models of mathematical physics, where random fluctuations are modeled by white noise or other singular Gaussian generalized processes. White noise, as the distributional derivative od Brownian motion, which is the most important case of a Levy process, is defined in the framework of Hida distribution spaces. The Fourier transformation in the framework of singular generalized stochastic processes is introduced and its applications to solving stochastic differential equations involving Wick products and singularities such as the Dirac delta distribution are presented. Explicit solutions are obtained in form of a chaos expansion in the Kondratiev white noise space, while the coefficients of the expansion are tempered distributions. Stochastic differential equations of the form P(ω, D) ◊ u(x, ω) = A(x, ω) are considered, where A is a singular generalized stochastic process and P(ω, D) is a partial differential operator with random coefficients. We introduce the Wick-convolution operator * which enables us to express the solution as u = s*A ◊ I ◊(-1) , where s denotes the fundamental solution and I is the unit random variable. In particular, the stochastic Helmholtz equation is solved, which in physical interpretation describes waves propagating with a random speed from randomly appearing point sources.
On singularities of lattice varieties
Mukherjee, Himadri
2013-01-01
Toric varieties associated with distributive lattices arise as a fibre of a flat degeneration of a Schubert variety in a minuscule. The singular locus of these varieties has been studied by various authors. In this article we prove that the number of diamonds incident on a lattice point $\\a$ in a product of chain lattices is more than or equal to the codimension of the lattice. Using this we also show that the lattice varieties associated with product of chain lattices is smooth.
DEFF Research Database (Denmark)
Kristiansen, Kristian Uldall; Hogan, S. J.
2015-01-01
approach by considering the case of a fold line. We quickly extend a main result of Reves and Seara in a simple manner. Then, for the two-fold singularity, we show that the regularized system only fully retains the features of the singular canards in the piecewise smooth system in the cases when...... the sliding region does not include a full sector of singular canards. In particular, we show that every locally unique primary singular canard persists the regularizing perturbation. For the case of a sector of primary singular canards, we show that the regularized system contains a canard, provided...... a certain nonresonance condition holds. Finally, we provide numerical evidence for the existence of secondary canards near resonance....
Markov chains and mixing times
Levin, David A
2017-01-01
Markov Chains and Mixing Times is a magical book, managing to be both friendly and deep. It gently introduces probabilistic techniques so that an outsider can follow. At the same time, it is the first book covering the geometric theory of Markov chains and has much that will be new to experts. It is certainly THE book that I will use to teach from. I recommend it to all comers, an amazing achievement. -Persi Diaconis, Mary V. Sunseri Professor of Statistics and Mathematics, Stanford University Mixing times are an active research topic within many fields from statistical physics to the theory of algorithms, as well as having intrinsic interest within mathematical probability and exploiting discrete analogs of important geometry concepts. The first edition became an instant classic, being accessible to advanced undergraduates and yet bringing readers close to current research frontiers. This second edition adds chapters on monotone chains, the exclusion process and hitting time parameters. Having both exercises...
Flavour from partially resolved singularities
Energy Technology Data Exchange (ETDEWEB)
Bonelli, G. [International School of Advanced Studies (SISSA) and INFN, Sezione di Trieste, via Beirut 2-4, 34014 Trieste (Italy)]. E-mail: bonelli@sissa.it; Bonora, L. [International School of Advanced Studies (SISSA) and INFN, Sezione di Trieste, via Beirut 2-4, 34014 Trieste (Italy); Ricco, A. [International School of Advanced Studies (SISSA) and INFN, Sezione di Trieste, via Beirut 2-4, 34014 Trieste (Italy)
2006-06-15
In this Letter we study topological open string field theory on D-branes in a IIB background given by non-compact CY geometries O(n)-bar O(-2-n) on P{sup 1} with a singular point at which an extra fiber sits. We wrap N D5-branes on P{sup 1} and M effective D3-branes at singular points, which are actually D5-branes wrapped on a shrinking cycle. We calculate the holomorphic Chern-Simons partition function for the above models in a deformed complex structure and find that it reduces to multi-matrix models with flavour. These are the matrix models whose resolvents have been shown to satisfy the generalized Konishi anomaly equations with flavour. In the n=0 case, corresponding to a partial resolution of the A{sub 2} singularity, the quantum superpotential in the N=1 unitary SYM with one adjoint and M fundamentals is obtained. The n=1 case is also studied and shown to give rise to two-matrix models which for a particular set of couplings can be exactly solved. We explicitly show how to solve such a class of models by a quantum equation of motion technique.
Markov Chain Ontology Analysis (MCOA
Directory of Open Access Journals (Sweden)
Frost H
2012-02-01
Full Text Available Abstract Background Biomedical ontologies have become an increasingly critical lens through which researchers analyze the genomic, clinical and bibliographic data that fuels scientific research. Of particular relevance are methods, such as enrichment analysis, that quantify the importance of ontology classes relative to a collection of domain data. Current analytical techniques, however, remain limited in their ability to handle many important types of structural complexity encountered in real biological systems including class overlaps, continuously valued data, inter-instance relationships, non-hierarchical relationships between classes, semantic distance and sparse data. Results In this paper, we describe a methodology called Markov Chain Ontology Analysis (MCOA and illustrate its use through a MCOA-based enrichment analysis application based on a generative model of gene activation. MCOA models the classes in an ontology, the instances from an associated dataset and all directional inter-class, class-to-instance and inter-instance relationships as a single finite ergodic Markov chain. The adjusted transition probability matrix for this Markov chain enables the calculation of eigenvector values that quantify the importance of each ontology class relative to other classes and the associated data set members. On both controlled Gene Ontology (GO data sets created with Escherichia coli, Drosophila melanogaster and Homo sapiens annotations and real gene expression data extracted from the Gene Expression Omnibus (GEO, the MCOA enrichment analysis approach provides the best performance of comparable state-of-the-art methods. Conclusion A methodology based on Markov chain models and network analytic metrics can help detect the relevant signal within large, highly interdependent and noisy data sets and, for applications such as enrichment analysis, has been shown to generate superior performance on both real and simulated data relative to existing
Markov Chain Ontology Analysis (MCOA).
Frost, H Robert; McCray, Alexa T
2012-02-03
Biomedical ontologies have become an increasingly critical lens through which researchers analyze the genomic, clinical and bibliographic data that fuels scientific research. Of particular relevance are methods, such as enrichment analysis, that quantify the importance of ontology classes relative to a collection of domain data. Current analytical techniques, however, remain limited in their ability to handle many important types of structural complexity encountered in real biological systems including class overlaps, continuously valued data, inter-instance relationships, non-hierarchical relationships between classes, semantic distance and sparse data. In this paper, we describe a methodology called Markov Chain Ontology Analysis (MCOA) and illustrate its use through a MCOA-based enrichment analysis application based on a generative model of gene activation. MCOA models the classes in an ontology, the instances from an associated dataset and all directional inter-class, class-to-instance and inter-instance relationships as a single finite ergodic Markov chain. The adjusted transition probability matrix for this Markov chain enables the calculation of eigenvector values that quantify the importance of each ontology class relative to other classes and the associated data set members. On both controlled Gene Ontology (GO) data sets created with Escherichia coli, Drosophila melanogaster and Homo sapiens annotations and real gene expression data extracted from the Gene Expression Omnibus (GEO), the MCOA enrichment analysis approach provides the best performance of comparable state-of-the-art methods. A methodology based on Markov chain models and network analytic metrics can help detect the relevant signal within large, highly interdependent and noisy data sets and, for applications such as enrichment analysis, has been shown to generate superior performance on both real and simulated data relative to existing state-of-the-art approaches.
Markov processes characterization and convergence
Ethier, Stewart N
2009-01-01
The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists."[A]nyone who works with Markov processes whose state space is uncountably infinite will need this most impressive book as a guide and reference."-American Scientist"There is no question but that space should immediately be reserved for [this] book on the library shelf. Those who aspire to mastery of the contents should also reserve a large number of long winter evenings."-Zentralblatt f?r Mathematik und ihre Grenzgebiete/Mathematics Abstracts"Ethier and Kurtz have produced an excellent treatment of the modern theory of Markov processes that [is] useful both as a reference work and as a graduate textbook."-Journal of Statistical PhysicsMarkov Proce...
Singularities in Free Surface Flows
Thete, Sumeet Suresh
Free surface flows where the shape of the interface separating two or more phases or liquids are unknown apriori, are commonplace in industrial applications and nature. Distribution of drop sizes, coalescence rate of drops, and the behavior of thin liquid films are crucial to understanding and enhancing industrial practices such as ink-jet printing, spraying, separations of chemicals, and coating flows. When a contiguous mass of liquid such as a drop, filament or a film undergoes breakup to give rise to multiple masses, the topological transition is accompanied with a finite-time singularity . Such singularity also arises when two or more masses of liquid merge into each other or coalesce. Thus the dynamics close to singularity determines the fate of about-to-form drops or films and applications they are involved in, and therefore needs to be analyzed precisely. The primary goal of this thesis is to resolve and analyze the dynamics close to singularity when free surface flows experience a topological transition, using a combination of theory, experiments, and numerical simulations. The first problem under consideration focuses on the dynamics following flow shut-off in bottle filling applications that are relevant to pharmaceutical and consumer products industry, using numerical techniques based on Galerkin Finite Element Methods (GFEM). The second problem addresses the dual flow behavior of aqueous foams that are observed in oil and gas fields and estimates the relevant parameters that describe such flows through a series of experiments. The third problem aims at understanding the drop formation of Newtonian and Carreau fluids, computationally using GFEM. The drops are formed as a result of imposed flow rates or expanding bubbles similar to those of piezo actuated and thermal ink-jet nozzles. The focus of fourth problem is on the evolution of thinning threads of Newtonian fluids and suspensions towards singularity, using computations based on GFEM and experimental
Non-singular bounce transitions in the multiverse
Energy Technology Data Exchange (ETDEWEB)
Garriga, Jaume [Departament de Fisica Fonamental i Institut de Ciencies del Cosmos, Universitat de Barcelona, Marti i Franques, 1, 08028, Barcelona (Spain); Vilenkin, Alexander; Zhang, Jun, E-mail: jaume.garriga@ub.edu, E-mail: vilenkin@cosmos.phy.tufts.edu, E-mail: jun.zhang@tufts.edu [Institute of Cosmology, Department of Physics and Astronomy, Tufts University, Medford, MA 02155 (United States)
2013-11-01
According to classical GR, negative-energy (AdS) bubbles in the multiverse terminate in big crunch singularities. It has been conjectured, however, that the fundamental theory may resolve these singularities and replace them by non-singular bounces. Here we explore possible dynamics of such bounces using a simple modification of the Friedmann equation, which ensures that the scale factor bounces when the matter density reaches some critical value ρ{sub c}. This is combined with a simple scalar field 'landscape', where the energy barriers between different vacua are small compared to ρ{sub c}. We find that the bounce typically results in a transition to another vacuum, with a scalar field displacement Δφ ∼ 1 in Planck units. If the new vacuum is AdS, we have another bounce, and so on, until the field finally transits to a positive-energy (de Sitter) vacuum. We also consider perturbations about the homogeneous solution and discuss some of their amplification mechanisms (e.g., tachyonic instability and parametric resonance). For a generic potential, these mechanisms are much less efficient than in models of slow-roll inflation. But the amplification may still be strong enough to cause the bubble to fragment into a mosaic of different vacua.
Mathematical models with singularities a zoo of singular creatures
Torres, Pedro J
2015-01-01
The book aims to provide an unifying view of a variety (a 'zoo') of mathematical models with some kind of singular nonlinearity, in the sense that it becomes infinite when the state variable approaches a certain point. Up to 11 different concrete models are analyzed in separate chapters. Each chapter starts with a discussion of the basic model and its physical significance. Then the main results and typical proofs are outlined, followed by open problems. Each chapter is closed by a suitable list of references. The book may serve as a guide for researchers interested in the modelling of real world processes.
Singular Continuous Floquet Operator for Periodic Quantum Systems
Bourget, O
2004-01-01
Consider the Floquet operator of a time independent quantum system, acting on a separable Hilbert space, periodically perturbed by a rank one kick: $e^{-iH_0T}e^{-i\\kappa T |\\phi\\ket\\bra\\phi|}$ where $T$, $\\kappa$ are respectively the period and the coupling constant and $H_0$ is a pure point self-adjoint operator, bounded from below. Under some hypotheses on the vector $\\phi$, cyclic for $H_0$ we prove the following: If the gaps between the eigenvalues $(\\lambda_n)$ are such that: $\\lambda_{n+1}-\\lambda_{n}\\geq C n^{-\\gamma}$ for some $\\gamma \\in ]0,1[$ and $C>0$, then the Floquet operator of the perturbed system is purely singular continuous T-a.e. If $H_0$ is the Hamiltonian of the one-dimensional rotator on $L^2({\\mathbb R}/T_0{\\mathbb Z})$ and the ratio $2\\pi T/T_0^2$ is irrational, then the Floquet operator is purely singular continuous as soon as $\\kappa T \
On important precursor of singular optics (tutorial)
Polyanskii, Peter V.; Felde, Christina V.; Bogatyryova, Halina V.; Konovchuk, Alexey V.
2018-01-01
The rise of singular optics is usually associated with the seminal paper by J. F. Nye and M. V. Berry [Proc. R. Soc. Lond. A, 336, 165-189 (1974)]. Intense development of this area of modern photonics has started since the early eighties of the XX century due to invention of the interfrence technique for detection and diagnostics of phase singularities, such as optical vortices in complex speckle-structured light fields. The next powerful incentive for formation of singular optics into separate area of the science on light was connectected with discovering of very practical technique for creation of singular optical beams of various kinds on the base of computer-generated holograms. In the eghties and ninetieth of the XX century, singular optics evolved, almost entirely, under the approximation of complete coherency of light field. Only at the threshold of the XXI century, it has been comprehended that the singular-optics approaches can be fruitfully expanded onto partially spatially coherent, partially polarized and polychromatic light fields supporting singularities of new kinds, that has been resulted in establishing of correlation singular optics. Here we show that correlation singular optics has much deeper roots, ascending to "pre-singular" and even pre-laser epoch and associated with the concept of partial coherence and polarization. It is remarcable that correlation singular optics in its present interpretation has forestalled the standard coherent singular optics. This paper is timed to the sixtieth anniversary of the most profound precursor of modern correlation singular optics [J. Opt. Soc. Am., 47, 895-902 (1957)].
Cosmological perturbations in teleparallel Loop Quantum Cosmology
International Nuclear Information System (INIS)
Haro, Jaime
2013-01-01
Cosmological perturbations in Loop Quantum Cosmology (LQC) are usually studied incorporating either holonomy corrections, where the Ashtekar connection is replaced by a suitable sinus function in order to have a well-defined quantum analogue, or inverse-volume corrections coming from the eigenvalues of the inverse-volume operator. In this paper we will develop an alternative approach to calculate cosmological perturbations in LQC based on the fact that, holonomy corrected LQC in the flat Friedmann-Lemaître-Robertson-Walker (FLRW) geometry could be also obtained as a particular case of teleparallel F(T) gravity (teleparallel LQC). The main idea of our approach is to mix the simple bounce provided by holonomy corrections in LQC with the non-singular perturbation equations given by F(T) gravity, in order to obtain a matter bounce scenario as a viable alternative to slow-roll inflation. In our study, we have obtained an scale invariant power spectrum of cosmological perturbations. However, the ratio of tensor to scalar perturbations is of order 1, which does not agree with the current observations. For this reason, we suggest a model where a transition from the matter domination to a quasi de Sitter phase is produced in order to enhance the scalar power spectrum
Markov Chains on Orbits of Permutation Groups
Niepert, Mathias
2014-01-01
We present a novel approach to detecting and utilizing symmetries in probabilistic graphical models with two main contributions. First, we present a scalable approach to computing generating sets of permutation groups representing the symmetries of graphical models. Second, we introduce orbital Markov chains, a novel family of Markov chains leveraging model symmetries to reduce mixing times. We establish an insightful connection between model symmetries and rapid mixing of orbital Markov chai...
Markov Trends in Macroeconomic Time Series
Paap, Richard
1997-01-01
textabstractMany macroeconomic time series are characterised by long periods of positive growth, expansion periods, and short periods of negative growth, recessions. A popular model to describe this phenomenon is the Markov trend, which is a stochastic segmented trend where the slope depends on the value of an unobserved two-state first-order Markov process. The two slopes of the Markov trend describe the growth rates in the two phases of the business cycle. This thesis deals with a Bayesian ...
Spectral methods for quantum Markov chains
International Nuclear Information System (INIS)
Szehr, Oleg
2014-01-01
The aim of this project is to contribute to our understanding of quantum time evolutions, whereby we focus on quantum Markov chains. The latter constitute a natural generalization of the ubiquitous concept of a classical Markov chain to describe evolutions of quantum mechanical systems. We contribute to the theory of such processes by introducing novel methods that allow us to relate the eigenvalue spectrum of the transition map to convergence as well as stability properties of the Markov chain.
A scaling analysis of a cat and mouse Markov chain
Litvak, Nelli; Robert, Philippe
2012-01-01
If ($C_n$) a Markov chain on a discrete state space $S$, a Markov chain ($C_n, M_n$) on the product space $S \\times S$, the cat and mouse Markov chain, is constructed. The first coordinate of this Markov chain behaves like the original Markov chain and the second component changes only when both
Markov and mixed models with applications
DEFF Research Database (Denmark)
Mortensen, Stig Bousgaard
the individual in almost any thinkable way. This project focuses on measuring the eects on sleep in both humans and animals. The sleep process is usually analyzed by categorizing small time segments into a number of sleep states and this can be modelled using a Markov process. For this purpose new methods...... for non-parametric estimation of Markov processes are proposed to give a detailed description of the sleep process during the night. Statistically the Markov models considered for sleep states are closely related to the PK models based on SDEs as both models share the Markov property. When the models...
Symmetry generators in singular theories
International Nuclear Information System (INIS)
Lavrov, P.M.; Tyutin, I.V.
1989-01-01
It is proved that in the singular nondegenerate theories any symmetry of the lagrangian under non-point transformations of lagrangian variables with the open (in the general case) algebra in the hamiltonian approach generates corresponding transformations of canonical variables the generator of which is the Noether charge with respect to the Dirac brackets. On the surface of all constraints these transformations leave the hamiltonian invariant and the algebra of the Noether charges is closed. As a consequence it is shown that the nilpotent BRST charge operator always exists in gauge theories of the general form (if possible anomalies are not taken into account)
The geometry of warped product singularities
Stoica, Ovidiu Cristinel
In this article, the degenerate warped products of singular semi-Riemannian manifolds are studied. They were used recently by the author to handle singularities occurring in General Relativity, in black holes and at the big-bang. One main result presented here is that a degenerate warped product of semi-regular semi-Riemannian manifolds with the warping function satisfying a certain condition is a semi-regular semi-Riemannian manifold. The connection and the Riemann curvature of the warped product are expressed in terms of those of the factor manifolds. Examples of singular semi-Riemannian manifolds which are semi-regular are constructed as warped products. Applications include cosmological models and black holes solutions with semi-regular singularities. Such singularities are compatible with a certain reformulation of the Einstein equation, which in addition holds at semi-regular singularities too.
Fuzzy Stochastic Optimal Guaranteed Cost Control of Bio-Economic Singular Markovian Jump Systems.
Li, Li; Zhang, Qingling; Zhu, Baoyan
2015-11-01
This paper establishes a bio-economic singular Markovian jump model by considering the price of the commodity as a Markov chain. The controller is designed for this system such that its biomass achieves the specified range with the least cost in a finite-time. Firstly, this system is described by Takagi-Sugeno fuzzy model. Secondly, a new design method of fuzzy state-feedback controllers is presented to ensure not only the regularity, nonimpulse, and stochastic singular finite-time boundedness of this kind of systems, but also an upper bound achieved for the cost function in the form of strict linear matrix inequalities. Finally, two examples including a practical example of eel seedling breeding are given to illustrate the merit and usability of the approach proposed in this paper.
Non-singular bounce scenarios in loop quantum cosmology and the effective field description
International Nuclear Information System (INIS)
Cai, Yi-Fu; Wilson-Ewing, Edward
2014-01-01
A non-singular bouncing cosmology is generically obtained in loop quantum cosmology due to non-perturbative quantum gravity effects. A similar picture can be achieved in standard general relativity in the presence of a scalar field with a non-standard kinetic term such that at high energy densities the field evolves into a ghost condensate and causes a non-singular bounce. During the bouncing phase, the perturbations can be stabilized by introducing a Horndeski operator. Taking the matter content to be a dust field and an ekpyrotic scalar field, we compare the dynamics in loop quantum cosmology and in a non-singular bouncing effective field model with a non-standard kinetic term at both the background and perturbative levels. We find that these two settings share many important properties, including the result that they both generate scale-invariant scalar perturbations. This shows that some quantum gravity effects of the very early universe may be mimicked by effective field models
Schmidt games and Markov partitions
Tseng, Jimmy
2009-03-01
Let T be a C2-expanding self-map of a compact, connected, C∞, Riemannian manifold M. We correct a minor gap in the proof of a theorem from the literature: the set of points whose forward orbits are nondense has full Hausdorff dimension. Our correction allows us to strengthen the theorem. Combining the correction with Schmidt games, we generalize the theorem in dimension one: given a point x0 ∈ M, the set of points whose forward orbit closures miss x0 is a winning set. Finally, our key lemma, the no matching lemma, may be of independent interest in the theory of symbolic dynamics or the theory of Markov partitions.
Markov Decision Process Measurement Model.
LaMar, Michelle M
2018-03-01
Within-task actions can provide additional information on student competencies but are challenging to model. This paper explores the potential of using a cognitive model for decision making, the Markov decision process, to provide a mapping between within-task actions and latent traits of interest. Psychometric properties of the model are explored, and simulation studies report on parameter recovery within the context of a simple strategy game. The model is then applied to empirical data from an educational game. Estimates from the model are found to correlate more strongly with posttest results than a partial-credit IRT model based on outcome data alone.
Maximizing entropy over Markov processes
DEFF Research Database (Denmark)
Biondi, Fabrizio; Legay, Axel; Nielsen, Bo Friis
2014-01-01
computation reduces to finding a model of a specification with highest entropy. Entropy maximization for probabilistic process specifications has not been studied before, even though it is well known in Bayesian inference for discrete distributions. We give a characterization of global entropy of a process...... as a reward function, a polynomial algorithm to verify the existence of a system maximizing entropy among those respecting a specification, a procedure for the maximization of reward functions over Interval Markov Chains and its application to synthesize an implementation maximizing entropy. We show how...
Maximizing Entropy over Markov Processes
DEFF Research Database (Denmark)
Biondi, Fabrizio; Legay, Axel; Nielsen, Bo Friis
2013-01-01
computation reduces to finding a model of a specification with highest entropy. Entropy maximization for probabilistic process specifications has not been studied before, even though it is well known in Bayesian inference for discrete distributions. We give a characterization of global entropy of a process...... as a reward function, a polynomial algorithm to verify the existence of an system maximizing entropy among those respecting a specification, a procedure for the maximization of reward functions over Interval Markov Chains and its application to synthesize an implementation maximizing entropy. We show how...
Markov process of muscle motors
International Nuclear Information System (INIS)
Kondratiev, Yu; Pechersky, E; Pirogov, S
2008-01-01
We study a Markov random process describing muscle molecular motor behaviour. Every motor is either bound up with a thin filament or unbound. In the bound state the motor creates a force proportional to its displacement from the neutral position. In both states the motor spends an exponential time depending on the state. The thin filament moves at a velocity proportional to the average of all displacements of all motors. We assume that the time which a motor stays in the bound state does not depend on its displacement. Then one can find an exact solution of a nonlinear equation appearing in the limit of an infinite number of motors
Exact solutions and singularities in string theory
International Nuclear Information System (INIS)
Horowitz, G.T.; Tseytlin, A.A.
1994-01-01
We construct two new classes of exact solutions to string theory which are not of the standard plane wave of gauged WZW type. Many of these solutions have curvature singularities. The first class includes the fundamental string solution, for which the string coupling vanishes near the singularity. This suggests that the singularity may not be removed by quantum corrections. The second class consists of hybrids of plane wave and gauged WZW solutions. We discuss a four-dimensional example in detail
DEKOMPOSISI NILAI SINGULAR PADA SISTEM PENGENALAN WAJAH
Beni Utomo
2012-01-01
Dekomposisi Nilai Singular atau Singular Value Decomposition (SVD)merupakan salah satu cara untuk menyatakan Principal Component Analysis (PCA).PCA sendiri merupakan suatu proses untuk menemukan kontributor-kontributorpenting dari suatu data berdasarkan besaran statistika deviasi standart dan variansi.SVD merupakan proses untuk mendapatkan matriks diagonal yang elementak nolnya merupakan nilai singular yang akarnya merupakan eigenvalue.SVD atas matriks kovarian C berbentuk C = U?V T dengan ma...
Box graphs and singular fibers
International Nuclear Information System (INIS)
Hayashi, Hirotaka; Lawrie, Craig; Morrison, David R.; Schäfer-Nameki, Sakura
2014-01-01
We determine the higher codimension fibers of elliptically fibered Calabi-Yau fourfolds with section by studying the three-dimensional N=2 supersymmetric gauge theory with matter which describes the low energy effective theory of M-theory compactified on the associated Weierstrass model, a singular model of the fourfold. Each phase of the Coulomb branch of this theory corresponds to a particular resolution of the Weierstrass model, and we show that these have a concise description in terms of decorated box graphs based on the representation graph of the matter multiplets, or alternatively by a class of convex paths on said graph. Transitions between phases have a simple interpretation as “flopping' of the path, and in the geometry correspond to actual flop transitions. This description of the phases enables us to enumerate and determine the entire network between them, with various matter representations for all reductive Lie groups. Furthermore, we observe that each network of phases carries the structure of a (quasi-)minuscule representation of a specific Lie algebra. Interpreted from a geometric point of view, this analysis determines the generators of the cone of effective curves as well as the network of flop transitions between crepant resolutions of singular elliptic Calabi-Yau fourfolds. From the box graphs we determine all fiber types in codimensions two and three, and we find new, non-Kodaira, fiber types for E 6 , E 7 and E 8
Naked singularity, firewall, and Hawking radiation.
Zhang, Hongsheng
2017-06-21
Spacetime singularity has always been of interest since the proof of the Penrose-Hawking singularity theorem. Naked singularity naturally emerges from reasonable initial conditions in the collapsing process. A recent interesting approach in black hole information problem implies that we need a firewall to break the surplus entanglements among the Hawking photons. Classically, the firewall becomes a naked singularity. We find some vacuum analytical solutions in R n -gravity of the firewall-type and use these solutions as concrete models to study the naked singularities. By using standard quantum theory, we investigate the Hawking radiation emitted from the black holes with naked singularities. Here we show that the singularity itself does not destroy information. A unitary quantum theory works well around a firewall-type singularity. We discuss the validity of our result in general relativity. Further our result demonstrates that the temperature of the Hawking radiation still can be expressed in the form of the surface gravity divided by 2π. This indicates that a naked singularity may not compromise the Hakwing evaporation process.
Spacetime averaging of exotic singularity universes
International Nuclear Information System (INIS)
Dabrowski, Mariusz P.
2011-01-01
Taking a spacetime average as a measure of the strength of singularities we show that big-rips (type I) are stronger than big-bangs. The former have infinite spacetime averages while the latter have them equal to zero. The sudden future singularities (type II) and w-singularities (type V) have finite spacetime averages. The finite scale factor (type III) singularities for some values of the parameters may have an infinite average and in that sense they may be considered stronger than big-bangs.
Dissipative control for singular impulsive dynamical systems
Directory of Open Access Journals (Sweden)
Li Yang
2012-04-01
Full Text Available The aim of this work is to study the dissipative control problem for singular impulsive dynamical systems. We start by introducing the impulse to the singular systems, and give the definition of the dissipation for singular impulsive dynamical systems. Then we discuss the dissipation of singular impulsive dynamical systems, we obtain some sufficient and necessary conditions for dissipation of these systems by solving some linear matrix inequalities (LMIs. By using this method, we design a state feedback controller to make the closed-loop system dissipative. At last, we testify the feasibility of the method by a numerical example.
On local invariants of singular symplectic forms
Domitrz, Wojciech
2017-04-01
We find a complete set of local invariants of singular symplectic forms with the structurally stable Martinet hypersurface on a 2 n-dimensional manifold. In the C-analytic category this set consists of the Martinet hypersurface Σ2, the restriction of the singular symplectic form ω to TΣ2 and the kernel of ω n - 1 at the point p ∈Σ2. In the R-analytic and smooth categories this set contains one more invariant: the canonical orientation of Σ2. We find the conditions to determine the kernel of ω n - 1 at p by the other invariants. In dimension 4 we find sufficient conditions to determine the equivalence class of a singular symplectic form-germ with the structurally smooth Martinet hypersurface by the Martinet hypersurface and the restriction of the singular symplectic form to it. We also study the singular symplectic forms with singular Martinet hypersurfaces. We prove that the equivalence class of such singular symplectic form-germ is determined by the Martinet hypersurface, the canonical orientation of its regular part and the restriction of the singular symplectic form to its regular part if the Martinet hypersurface is a quasi-homogeneous hypersurface with an isolated singularity.
Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness
Hervé, Loïc
2001-01-01
This book shows how techniques from the perturbation theory of operators, applied to a quasi-compact positive kernel, may be used to obtain limit theorems for Markov chains or to describe stochastic properties of dynamical systems. A general framework for this method is given and then applied to treat several specific cases. An essential element of this work is the description of the peripheral spectra of a quasi-compact Markov kernel and of its Fourier-Laplace perturbations. This is first done in the ergodic but non-mixing case. This work is extended by the second author to the non-ergodic case. The only prerequisites for this book are a knowledge of the basic techniques of probability theory and of notions of elementary functional analysis.
Estimation with Right-Censored Observations Under A Semi-Markov Model.
Zhao, Lihui; Hu, X Joan
2013-06-01
The semi-Markov process often provides a better framework than the classical Markov process for the analysis of events with multiple states. The purpose of this paper is twofold. First, we show that in the presence of right censoring, when the right end-point of the support of the censoring time is strictly less than the right end-point of the support of the semi-Markov kernel, the transition probability of the semi-Markov process is nonidentifiable, and the estimators proposed in the literature are inconsistent in general. We derive the set of all attainable values for the transition probability based on the censored data, and we propose a nonparametric inference procedure for the transition probability using this set. Second, the conventional approach to constructing confidence bands is not applicable for the semi-Markov kernel and the sojourn time distribution. We propose new perturbation resampling methods to construct these confidence bands. Different weights and transformations are explored in the construction. We use simulation to examine our proposals and illustrate them with hospitalization data from a recent cancer survivor study.
System reliability assessment via sensitivity analysis in the Markov chain scheme
International Nuclear Information System (INIS)
Gandini, A.
1988-01-01
Methods for reliability sensitivity analysis in the Markov chain scheme are presented, together with a new formulation which makes use of Generalized Perturbation Theory (GPT) methods. As well known, sensitivity methods are fundamental in system risk analysis, since they allow to identify important components, so to assist the analyst in finding weaknesses in design and operation and in suggesting optimal modifications for system upgrade. The relationship between the GPT sensitivity expression and the Birnbaum importance is also given [fr
Markov-modulated and feedback fluid queues
Scheinhardt, Willem R.W.
1998-01-01
In the last twenty years the field of Markov-modulated fluid queues has received considerable attention. In these models a fluid reservoir receives and/or releases fluid at rates which depend on the actual state of a background Markov chain. In the first chapter of this thesis we give a short
Model Checking Algorithms for Markov Reward Models
Cloth, Lucia; Cloth, L.
2006-01-01
Model checking Markov reward models unites two different approaches of model-based system validation. On the one hand, Markov reward models have a long tradition in model-based performance and dependability evaluation. On the other hand, a formal method like model checking allows for the precise
Inhomogeneous Markov point processes by transformation
DEFF Research Database (Denmark)
Jensen, Eva B. Vedel; Nielsen, Linda Stougaard
2000-01-01
We construct parametrized models for point processes, allowing for both inhomogeneity and interaction. The inhomogeneity is obtained by applying parametrized transformations to homogeneous Markov point processes. An interesting model class, which can be constructed by this transformation approach......, is that of exponential inhomogeneous Markov point processes. Statistical inference For such processes is discussed in some detail....
Quantum Markov Chain Mixing and Dissipative Engineering
DEFF Research Database (Denmark)
Kastoryano, Michael James
2012-01-01
(stationary states). The aim of Markov chain mixing is to obtain (upper and/or lower) bounds on the number of steps it takes for the Markov chain to reach a stationary state. The natural quantum extensions of these notions are density matrices and quantum channels. We set out to develop a general mathematical......This thesis is the fruit of investigations on the extension of ideas of Markov chain mixing to the quantum setting, and its application to problems of dissipative engineering. A Markov chain describes a statistical process where the probability of future events depends only on the state...... framework for studying quantum Markov chain mixing. We introduce two new distance measures into the quantum setting; the quantum $\\chi^2$-divergence and Hilbert's projective metric. With the help of these distance measures, we are able to derive some basic bounds on the the mixing times of quantum channels...
Classification Using Markov Blanket for Feature Selection
DEFF Research Database (Denmark)
Zeng, Yifeng; Luo, Jian
2009-01-01
Selecting relevant features is in demand when a large data set is of interest in a classification task. It produces a tractable number of features that are sufficient and possibly improve the classification performance. This paper studies a statistical method of Markov blanket induction algorithm...... for filtering features and then applies a classifier using the Markov blanket predictors. The Markov blanket contains a minimal subset of relevant features that yields optimal classification performance. We experimentally demonstrate the improved performance of several classifiers using a Markov blanket...... induction as a feature selection method. In addition, we point out an important assumption behind the Markov blanket induction algorithm and show its effect on the classification performance....
Detecting singular weak-dissipation limit for flutter onset in reversible systems
Bigoni, Davide; Misseroni, Diego; Tommasini, Mirko; Kirillov, Oleg N.; Noselli, Giovanni
2018-02-01
A "flutter machine" is introduced for the investigation of a singular interface between the classical and reversible Hopf bifurcations that is theoretically predicted to be generic in nonconservative reversible systems with vanishing dissipation. In particular, such a singular interface exists for the Pflüger viscoelastic column moving in a resistive medium, which is proven by means of the perturbation theory of multiple eigenvalues with the Jordan block. The laboratory setup, consisting of a cantilevered viscoelastic rod loaded by a positional force with nonzero curl produced by dry friction, demonstrates high sensitivity of the classical Hopf bifurcation onset to the ratio between the weak air drag and Kelvin-Voigt damping in the Pflüger column. Thus, the Whitney umbrella singularity is experimentally confirmed, responsible for discontinuities accompanying dissipation-induced instabilities in a broad range of physical contexts.
Markov models and the ensemble Kalman filter for estimation of sorption rates.
Energy Technology Data Exchange (ETDEWEB)
Vugrin, Eric D.; McKenna, Sean Andrew (Sandia National Laboratories, Albuquerque, NM); Vugrin, Kay White
2007-09-01
Non-equilibrium sorption of contaminants in ground water systems is examined from the perspective of sorption rate estimation. A previously developed Markov transition probability model for solute transport is used in conjunction with a new conditional probability-based model of the sorption and desorption rates based on breakthrough curve data. Two models for prediction of spatially varying sorption and desorption rates along a one-dimensional streamline are developed. These models are a Markov model that utilizes conditional probabilities to determine the rates and an ensemble Kalman filter (EnKF) applied to the conditional probability method. Both approaches rely on a previously developed Markov-model of mass transfer, and both models assimilate the observed concentration data into the rate estimation at each observation time. Initial values of the rates are perturbed from the true values to form ensembles of rates and the ability of both estimation approaches to recover the true rates is examined over three different sets of perturbations. The models accurately estimate the rates when the mean of the perturbations are zero, the unbiased case. For the cases containing some bias, addition of the ensemble Kalman filter is shown to improve accuracy of the rate estimation by as much as an order of magnitude.
R.J. Boys; D.A. Henderson
2002-01-01
This paper describes a Bayesian approach to determining the order of a finite state Markov chain whose transition probabilities are themselves governed by a homogeneous finite state Markov chain. It extends previous work on homogeneous Markov chains to more general and applicable hidden Markov models. The method we describe uses a Markov chain Monte Carlo algorithm to obtain samples from the (posterior) distribution for both the order of Markov dependence in the observed sequence and the othe...
Quantum transitions through cosmological singularities
Energy Technology Data Exchange (ETDEWEB)
Bramberger, Sebastian F.; Lehners, Jean-Luc [Max Planck Institute for Gravitational Physics (Albert Einstein Institute), 14476 Potsdam-Golm (Germany); Hertog, Thomas; Vreys, Yannick, E-mail: sebastian.bramberger@aei.mpg.de, E-mail: thomas.hertog@kuleuven.be, E-mail: jlehners@aei.mpg.de, E-mail: yannick.vreys@kuleuven.be [Institute for Theoretical Physics, KU Leuven, 3001 Leuven (Belgium)
2017-07-01
In a quantum theory of cosmology spacetime behaves classically only in limited patches of the configuration space on which the wave function of the universe is defined. Quantum transitions can connect classical evolution in different patches. Working in the saddle point approximation and in minisuperspace we compute quantum transitions connecting inflationary histories across a de Sitter like throat or a singularity. This supplies probabilities for how an inflating universe, when evolved backwards, transitions and branches into an ensemble of histories on the opposite side of a quantum bounce. Generalising our analysis to scalar potentials with negative regions we identify saddle points describing a quantum transition between a classically contracting, crunching ekpyrotic phase and an inflationary universe.
Directory of Open Access Journals (Sweden)
Elvio Alccinelli
2001-07-01
Full Text Available En este artículo pretendemos mostrar que le conjunto de las economías singulares, si bien pequeño desde el punto de vista de la topología y/o desde el punto de vista de la teoría de la medida, tiene importantes efectos en el desarrollo de los regímenes económicos. Es el responsable de los cambios abruptos en los estados de equilibrio y de la multiplicidad de tales estados. Permite además establecer a partir de los tipos de singularidades posibles, una partición del conjunto de economías según tenga lugar uno u otro tipo de singularidad cuya presencia o no, caracteriza el comportamiento posible de la economía en cuestión.
Vector fields on singular varieties
Brasselet, Jean-Paul; Suwa, Tatsuo
2009-01-01
Vector fields on manifolds play a major role in mathematics and other sciences. In particular, the Poincaré-Hopf index theorem gives rise to the theory of Chern classes, key manifold-invariants in geometry and topology. It is natural to ask what is the ‘good’ notion of the index of a vector field, and of Chern classes, if the underlying space becomes singular. The question has been explored by several authors resulting in various answers, starting with the pioneering work of M.-H. Schwartz and R. MacPherson. We present these notions in the framework of the obstruction theory and the Chern-Weil theory. The interplay between these two methods is one of the main features of the monograph.
Cold atoms in singular potentials
International Nuclear Information System (INIS)
Denschlag, J. P.
1998-09-01
We studied both theoretically and experimentally the interaction between cold Li atoms from a magnetic-optical trap (MOT) and a charged or current-carrying wire. With this system, we were able to realize 1/r 2 and 1/r potentials in two dimensions and to observe the motion of cold atoms in both potentials. For an atom in an attractive 1/r 2 potential, there exist no stable trajectories, instead there is a characteristic class of trajectories for which atoms fall into the singularity. We were able to observe this falling of atoms into the center of the potential. Moreover, by probing the singular 1/r 2 potential with atomic clouds of varying size and temperature we extracted scaling properties of the atom-wire interaction. For very cold atoms, and very thin wires the motion of the atoms must be treated quantum mechanically. Here we predict that the absorption cross section for the 1/r 2 potential should exhibit quantum steps. These quantum steps are a manifestation of the quantum mechanical decomposition of plane waves into partial waves. For the second part of this work, we realized a two dimensional 1/r potential for cold atoms. If the potential is attractive, the atoms can be bound and follow Kepler-like orbits around the wire. The motion in the third dimension along the wire is free. We were able to exploit this property and constructed a novel cold atom guide, the 'Kepler guide'. We also demonstrated another type of atom guide (the 'side guide'), by combining the magnetic field of the wire with a homogeneous offset magnetic field. In this case, the atoms are held in a potential 'tube' on the side of the wire. The versatility, simplicity, and scaling properties of this guide make it an interesting technique. (author)
Singular multiparameter dynamic equations with distributional ...
African Journals Online (AJOL)
In this paper, we consider both singular single and several multiparameter second order dynamic equations with distributional potentials on semi-innite time scales. At rst we construct Weyl's theory for the single singular multiparameter dynamic equation with distributional potentials and we prove that the forward jump of at ...
Building Reproducible Science with Singularity Containers
CERN. Geneva
2018-01-01
Michael Bauer first began working with containers at GSI national lab in Darmstadt, Germany, in 2017 while taking a semester off of school at the University of Michigan. Michael met Greg Kurtzer, project lead of Singularity, during his time at GSI and he began contributing heavily to the Singularity project. At the start of summer 2017, Greg hired Michael to work at the ...
Spectral analysis for differential operators with singularities
Directory of Open Access Journals (Sweden)
Vjacheslav Anatoljevich Yurko
2004-01-01
Full Text Available Nonselfadjoint boundary value problems for second-order differential equations on a finite interval with nonintegrable singularities inside the interval are considered under additional sewing conditions for solutions at the singular point. We study properties of the spectrum, prove the completeness of eigen- and associated functions, and investigate the inverse problem of recovering the boundary value problem from its spectral characteristics.
Singularities in the nonisotropic Boltzmann equation
International Nuclear Information System (INIS)
Garibotti, C.R.; Martiarena, M.L.; Zanette, D.
1987-09-01
We consider solutions of the nonlinear Boltzmann equation (NLBE) with anisotropic singular initial conditions, which give a simplified model for the penetration of a monochromatic beam on a rarified target. The NLBE is transformed into an integral equation which is solved iteratively and the evolution of the initial singularities is discussed. (author). 5 refs
Timelike Constant Mean Curvature Surfaces with Singularities
DEFF Research Database (Denmark)
Brander, David; Svensson, Martin
2014-01-01
We use integrable systems techniques to study the singularities of timelike non-minimal constant mean curvature (CMC) surfaces in the Lorentz–Minkowski 3-space. The singularities arise at the boundary of the Birkhoff big cell of the loop group involved. We examine the behavior of the surfaces...
Reasons for singularity in robot teleoperation
DEFF Research Database (Denmark)
Marhenke, Ilka; Fischer, Kerstin; Savarimuthu, Thiusius Rajeeth
2014-01-01
In this paper, the causes for singularity of a robot arm in teleoperation for robot learning from demonstration are analyzed. Singularity is the alignment of robot joints, which prevents the configuration of the inverse kinematics. Inspired by users' own hypotheses, we investigated speed and delay...
On the genericity of spacetime singularities
Indian Academy of Sciences (India)
in terms of the incompleteness of non-space-like geodesics in spacetime. It is possible that such ... outside. The above discussion does not imply the absence of singularity-free solutions to Einstein's equations. ..... spherical collapse also turns out to be a stable feature as implied by the singularity theorems discussed above.
Nietzsche, immortality, singularity and eternal recurrence | Olivier ...
African Journals Online (AJOL)
Moreover, once anything has existed, it is in a certain sense, for Nietzsche, necessary despite its temporal singularity. Therefore, to be able to rise to the task of affirming certain actions or experiences in one's own life, bestows on it not merely this kind of necessary singularity, but what he thought of as 'eternal recurrence' –
Discrete variable representation for singular Hamiltonians
DEFF Research Database (Denmark)
Schneider, B. I.; Nygaard, Nicolai
2004-01-01
We discuss the application of the discrete variable representation (DVR) to Schrodinger problems which involve singular Hamiltonians. Unlike recent authors who invoke transformations to rid the eigenvalue equation of singularities at the cost of added complexity, we show that an approach based...
Singularity is the Future of ICT Research
African Journals Online (AJOL)
PROF. OLIVER OSUAGWA
2014-06-01
Jun 1, 2014 ... tech systems, and how in the near future. Artificial Intelligence may impact our lives, AI, Robotics, nanotechnology, mechatronics are collaborative agents of technological singularity. The singularity is already here! Think of modern houses now remotely controlled from far distances, think of e-commerce and.
Geometric perturbation theory and plasma physics
International Nuclear Information System (INIS)
Omohundro, S.M.
1985-01-01
Modern differential geometric techniques are used to unify the physical asymptotics underlying mechanics, wave theory, and statistical mechanics. The approach gives new insights into the structure of physical theories and is suited to the needs of modern large-scale computer simulation and symbol manipulation systems. A coordinate-free formulation of non-singular perturbation theory is given, from which a new Hamiltonian perturbation structure is derived and related to the unperturbed structure in five different ways. The theory of perturbations in the presence of symmetry is developed, and the method of averaging is related to reduction by a circle-group action. The pseudo-forces and magnetic Poisson bracket terms due to reduction are given a natural asymptotic interpretation. Similar terms due to changing reference frames are related to the method of variation of parameters, which is also given a Hamiltonian formulation. These methods are used to answer a long-standing question posed by Kruskal about nearly periodic systems. The answer leads to a new secular perturbation theory that contains no adhoc elements, which is then applied to gyromotion. Eikonal wave theory is given a Hamiltonian formulation that generalizes Whitham's Lagrangian approach. The evolution of wave action density on ray phase space is given a Hamiltonian structure using a Lie-Poisson bracket. The relationship between dissipative and Hamiltonian systems is discussed. A theory motivated by free electron lasers gives new restrictions on the change of area of projected parallelepipeds under canonical transformations
The Bacterial Sequential Markov Coalescent.
De Maio, Nicola; Wilson, Daniel J
2017-05-01
Bacteria can exchange and acquire new genetic material from other organisms directly and via the environment. This process, known as bacterial recombination, has a strong impact on the evolution of bacteria, for example, leading to the spread of antibiotic resistance across clades and species, and to the avoidance of clonal interference. Recombination hinders phylogenetic and transmission inference because it creates patterns of substitutions (homoplasies) inconsistent with the hypothesis of a single evolutionary tree. Bacterial recombination is typically modeled as statistically akin to gene conversion in eukaryotes, i.e. , using the coalescent with gene conversion (CGC). However, this model can be very computationally demanding as it needs to account for the correlations of evolutionary histories of even distant loci. So, with the increasing popularity of whole genome sequencing, the need has emerged for a faster approach to model and simulate bacterial genome evolution. We present a new model that approximates the coalescent with gene conversion: the bacterial sequential Markov coalescent (BSMC). Our approach is based on a similar idea to the sequential Markov coalescent (SMC)-an approximation of the coalescent with crossover recombination. However, bacterial recombination poses hurdles to a sequential Markov approximation, as it leads to strong correlations and linkage disequilibrium across very distant sites in the genome. Our BSMC overcomes these difficulties, and shows a considerable reduction in computational demand compared to the exact CGC, and very similar patterns in simulated data. We implemented our BSMC model within new simulation software FastSimBac. In addition to the decreased computational demand compared to previous bacterial genome evolution simulators, FastSimBac provides more general options for evolutionary scenarios, allowing population structure with migration, speciation, population size changes, and recombination hotspots. FastSimBac is
Ensemble singular vectors and their use as additive inflation in EnKF
Directory of Open Access Journals (Sweden)
Shu-Chih Yang
2015-07-01
Full Text Available Given an ensemble of forecasts, it is possible to determine the leading ensemble singular vector (ESV, that is, the linear combination of the forecasts that, given the choice of the perturbation norm and forecast interval, will maximise the growth of the perturbations. Because the ESV indicates the directions of the fastest growing forecast errors, we explore the potential of applying the leading ESVs in ensemble Kalman filter (EnKF for correcting fast-growing errors. The ESVs are derived based on a quasi-geostrophic multi-level channel model, and data assimilation experiments are carried out under framework of the local ensemble transform Kalman filter. We confirm that even during the early spin-up starting with random initial conditions, the final ESVs of the first analysis with a 12-h window are strongly related to the background errors. Since initial ensemble singular vectors (IESVs grow much faster than Lyapunov Vectors (LVs, and the final ensemble singular vectors (FESVs are close to convergence to leading LVs, perturbations based on leading IESVs grow faster than those based on FESVs, and are therefore preferable as additive inflation. The IESVs are applied in the EnKF framework for constructing flow-dependent additive perturbations to inflate the analysis ensemble. Compared with using random perturbations as additive inflation, a positive impact from using ESVs is found especially in areas with large growing errors. When an EnKF is ‘cold-started’ from random perturbations and poor initial condition, results indicate that using the ESVs as additive inflation has the advantage of correcting large errors so that the spin-up of the EnKF can be accelerated.
DEFF Research Database (Denmark)
Cappellin, Cecilia; Breinbjerg, Olav; Frandsen, Aksel
2008-01-01
An effective technique for extracting the singularity of plane wave spectra in the computation of antenna aperture fields is proposed. The singular spectrum is first factorized into a product of a finite function and a singular function. The finite function is inverse Fourier transformed...... numerically using the Inverse Fast Fourier Transform, while the singular function is inverse Fourier transformed analytically, using the Weyl-identity, and the two resulting spatial functions are then convolved to produce the antenna aperture field. This article formulates the theory of the singularity...
Second-order singular pertubative theory for gravitational lenses
Alard, C.
2018-03-01
The extension of the singular perturbative approach to the second order is presented in this paper. The general expansion to the second order is derived. The second-order expansion is considered as a small correction to the first-order expansion. Using this approach, it is demonstrated that in practice the second-order expansion is reducible to a first order expansion via a re-definition of the first-order pertubative fields. Even if in usual applications the second-order correction is small the reducibility of the second-order expansion to the first-order expansion indicates a potential degeneracy issue. In general, this degeneracy is hard to break. A useful and simple second-order approximation is the thin source approximation, which offers a direct estimation of the correction. The practical application of the corrections derived in this paper is illustrated by using an elliptical NFW lens model. The second-order pertubative expansion provides a noticeable improvement, even for the simplest case of thin source approximation. To conclude, it is clear that for accurate modelization of gravitational lenses using the perturbative method the second-order perturbative expansion should be considered. In particular, an evaluation of the degeneracy due to the second-order term should be performed, for which the thin source approximation is particularly useful.
Singularity: Scientific containers for mobility of compute.
Directory of Open Access Journals (Sweden)
Gregory M Kurtzer
Full Text Available Here we present Singularity, software developed to bring containers and reproducibility to scientific computing. Using Singularity containers, developers can work in reproducible environments of their choosing and design, and these complete environments can easily be copied and executed on other platforms. Singularity is an open source initiative that harnesses the expertise of system and software engineers and researchers alike, and integrates seamlessly into common workflows for both of these groups. As its primary use case, Singularity brings mobility of computing to both users and HPC centers, providing a secure means to capture and distribute software and compute environments. This ability to create and deploy reproducible environments across these centers, a previously unmet need, makes Singularity a game changing development for computational science.
Biclustering via Sparse Singular Value Decomposition
Lee, Mihee
2010-02-16
Sparse singular value decomposition (SSVD) is proposed as a new exploratory analysis tool for biclustering or identifying interpretable row-column associations within high-dimensional data matrices. SSVD seeks a low-rank, checkerboard structured matrix approximation to data matrices. The desired checkerboard structure is achieved by forcing both the left- and right-singular vectors to be sparse, that is, having many zero entries. By interpreting singular vectors as regression coefficient vectors for certain linear regressions, sparsity-inducing regularization penalties are imposed to the least squares regression to produce sparse singular vectors. An efficient iterative algorithm is proposed for computing the sparse singular vectors, along with some discussion of penalty parameter selection. A lung cancer microarray dataset and a food nutrition dataset are used to illustrate SSVD as a biclustering method. SSVD is also compared with some existing biclustering methods using simulated datasets. © 2010, The International Biometric Society.
Energy Technology Data Exchange (ETDEWEB)
Biswas, Tirthabir [Department of Physics, St. Cloud State University, St. Cloud, MN 56301 U.S.A (United States); Koivisto, Tomi [Institute for Theoretical Physics and Spinoza Institute, Postbus 80.195, 3508 TD Utrecht (Netherlands); Mazumdar, Anupam, E-mail: tbiswas@loyno.edu, E-mail: T.S.Koivisto@uu.nl, E-mail: a.mazumdar@lancaster.ac.uk [Physics Department, Lancaster University, Lancaster, LA1 4YB (United Kingdom)
2010-11-01
One of the greatest problems of standard cosmology is the Big Bang singularity. Previously it has been shown that non-local ghostfree higher-derivative modifications of Einstein gravity in the ultra-violet regime can admit non-singular bouncing solutions. In this paper we study in more details the dynamical properties of the equations of motion for these theories of gravity in presence of positive and negative cosmological constants and radiation. We find stable inflationary attractor solutions in the presence of a positive cosmological constant which renders inflation geodesically complete, while in the presence of a negative cosmological constant a cyclic universe emerges. We also provide an algorithm for tracking the super-Hubble perturbations during the bounce and show that the bouncing solutions are free from any perturbative instability.
Schmidt games and Markov partitions
International Nuclear Information System (INIS)
Tseng, Jimmy
2009-01-01
Let T be a C 2 -expanding self-map of a compact, connected, C ∞ , Riemannian manifold M. We correct a minor gap in the proof of a theorem from the literature: the set of points whose forward orbits are nondense has full Hausdorff dimension. Our correction allows us to strengthen the theorem. Combining the correction with Schmidt games, we generalize the theorem in dimension one: given a point x 0 in M, the set of points whose forward orbit closures miss x 0 is a winning set. Finally, our key lemma, the no matching lemma, may be of independent interest in the theory of symbolic dynamics or the theory of Markov partitions
Singular surfaces in the open field line region of a diverted tokamak
International Nuclear Information System (INIS)
Reiman, A.
1995-05-01
The structure of the open field lines of a slightly nonaxisymmetric, poloidally diverted tokamak is explored by numerical integration of the field line equations for a simple model field. In practice, the nonaxisymmetry could be produced self-consistently by the nonlinear evolution of a free-boundary MHD mode, or it could be produced by field errors, or it could be imposed externally by design. In the presence of a nonaxisymmetric perturbation, the tokamak is shown to develop open field line regions of differing topology separated by singular surfaces. It is argued that the singular surfaces can be expected to play a role analogous to that of rational toroidal flux surfaces, in terms of constraining ideal MHD perturbations and thus constraining the free-energy that can be tapped by ideal MHD instabilities. The possibility of active control of free-boundary instabilities by means of currents driven on the open singular surfaces, which are directly accessible from the divertor plates, is discussed. Also discussed is the possibility of early detection of imminent disruptions through localized measurement of the singular surface currents
32 CFR 1602.22 - Singular and plural.
2010-07-01
....22 Singular and plural. Words importing the singular number shall include the plural number, and words importing the plural number shall include the singular, except where the context clearly indicates...
Automated Lattice Perturbation Theory
Energy Technology Data Exchange (ETDEWEB)
Monahan, Christopher
2014-11-01
I review recent developments in automated lattice perturbation theory. Starting with an overview of lattice perturbation theory, I focus on the three automation packages currently "on the market": HiPPy/HPsrc, Pastor and PhySyCAl. I highlight some recent applications of these methods, particularly in B physics. In the final section I briefly discuss the related, but distinct, approach of numerical stochastic perturbation theory.
Minimal solution for inconsistent singular fuzzy matrix equations
Directory of Open Access Journals (Sweden)
M. Nikuie
2013-10-01
Full Text Available The fuzzy matrix equations $Ailde{X}=ilde{Y}$ is called a singular fuzzy matrix equations while the coefficients matrix of its equivalent crisp matrix equations be a singular matrix. The singular fuzzy matrix equations are divided into two parts: consistent singular matrix equations and inconsistent fuzzy matrix equations. In this paper, the inconsistent singular fuzzy matrix equations is studied and the effect of generalized inverses in finding minimal solution of an inconsistent singular fuzzy matrix equations are investigated.
Finite Markov processes and their applications
Iosifescu, Marius
2007-01-01
A self-contained treatment of finite Markov chains and processes, this text covers both theory and applications. Author Marius Iosifescu, vice president of the Romanian Academy and director of its Center for Mathematical Statistics, begins with a review of relevant aspects of probability theory and linear algebra. Experienced readers may start with the second chapter, a treatment of fundamental concepts of homogeneous finite Markov chain theory that offers examples of applicable models.The text advances to studies of two basic types of homogeneous finite Markov chains: absorbing and ergodic ch
Markov chains analytic and Monte Carlo computations
Graham, Carl
2014-01-01
Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov chains and provides explanations on how to characterize, simulate, and recognize them. Starting with basic notions, this book leads progressively to advanced and recent topics in the field, allowing the reader to master the main aspects of the classical theory. This book also features: Numerous exercises with solutions as well as extended case studies.A detailed and rigorous presentation of Markov chains with discrete time and state space.An appendix presenting probabilistic notions that are nec
Markov chains models, algorithms and applications
Ching, Wai-Ki; Ng, Michael K; Siu, Tak-Kuen
2013-01-01
This new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises, a new focus on management science, new applications of the models, and new examples with applications in financial risk management and modeling of financial data.This book consists of eight chapters. Chapter 1 gives a brief introduction to the classical theory on both discrete and continuous time Markov chains. The relationship between Markov chains of finite states and matrix theory will also be highlighted. Some classical iterative methods
Coding with partially hidden Markov models
DEFF Research Database (Denmark)
Forchhammer, Søren; Rissanen, J.
1995-01-01
Partially hidden Markov models (PHMM) are introduced. They are a variation of the hidden Markov models (HMM) combining the power of explicit conditioning on past observations and the power of using hidden states. (P)HMM may be combined with arithmetic coding for lossless data compression. A general....... The PHMM structure and the conditions of the convergence proof allows for application of the PHMM to image coding. Relations between the PHMM and hidden Markov models (HMM) are treated. Results of coding bi-level images with the PHMM coding scheme is given. The results indicate that the PHMM can adapt...
Joint queue-perturbed and weakly-coupled power control for wireless backbone networks
CSIR Research Space (South Africa)
Olwal, TO
2012-09-01
Full Text Available perturbation and weakly-coupled based power control approach for the WBNs. The ultimate objectives are to increase energy-efficiency and the overal network capacity. In order to achieve these objectives, a Markov chain model is first presented to describe...
A scaling analysis of a cat and mouse Markov chain
Litvak, Nelli; Robert, Philippe
Motivated by an original on-line page-ranking algorithm, starting from an arbitrary Markov chain $(C_n)$ on a discrete state space ${\\cal S}$, a Markov chain $(C_n,M_n)$ on the product space ${\\cal S}^2$, the cat and mouse Markov chain, is constructed. The first coordinate of this Markov chain
Topology of singular fibers of differentiable maps
Saeki, Osamu
2004-01-01
The volume develops a thorough theory of singular fibers of generic differentiable maps. This is the first work that establishes the foundational framework of the global study of singular differentiable maps of negative codimension from the viewpoint of differential topology. The book contains not only a general theory, but also some explicit examples together with a number of very concrete applications. This is a very interesting subject in differential topology, since it shows a beautiful interplay between the usual theory of singularities of differentiable maps and the geometric topology of manifolds.
Quantization function for attractive, singular potential tails
International Nuclear Information System (INIS)
Raab, Patrick N.
2010-01-01
The interaction between atoms and molecules with each other are deep potential wells with attractive, singular tails. Bound state energies are determined by a quantization function according to a simple quantization rule. This function is dominantly determined by the singular potential tail for near-threshold states. General expressions for the low- and high-energy contributions of the singular potential tail to the quantization function, as well as the connection to the scattering length are presented in two and three dimensions. Precise analytical expressions for the quantization function are determined for the case of potential tails proportional to -1/r 4 and -1/r 6 for three dimensions. (orig.)
DEKOMPOSISI NILAI SINGULAR PADA SISTEM PENGENALAN WAJAH
Directory of Open Access Journals (Sweden)
Beni Utomo
2012-11-01
Full Text Available Dekomposisi Nilai Singular atau Singular Value Decomposition (SVDmerupakan salah satu cara untuk menyatakan Principal Component Analysis (PCA.PCA sendiri merupakan suatu proses untuk menemukan kontributor-kontributorpenting dari suatu data berdasarkan besaran statistika deviasi standart dan variansi.SVD merupakan proses untuk mendapatkan matriks diagonal yang elementak nolnya merupakan nilai singular yang akarnya merupakan eigenvalue.SVD atas matriks kovarian C berbentuk C = U?V T dengan matriks U dan Vmemuat eigenvektor yang sudah terurut dari nilai variansi terbesar ke nilai variansiterkecilnya. Variansi terbesar memiliki arti eigenvektor menangkap ciri-ciri yangpaling banyak berubah. Sifat inilah yang dipakai untuk membentuk eigenface.
Odd-parity perturbations of the self-similar LTB spacetime
Energy Technology Data Exchange (ETDEWEB)
Duffy, Emily M; Nolan, Brien C, E-mail: emilymargaret.duffy27@mail.dcu.ie, E-mail: brien.nolan@dcu.ie [School of Mathematical Sciences, Dublin City University, Glasnevin, Dublin 9 (Ireland)
2011-05-21
We consider the behaviour of odd-parity perturbations of those self-similar LemaItre-Tolman-Bondi spacetimes which admit a naked singularity. We find that a perturbation which evolves from initially regular data remains finite on the Cauchy horizon. Finiteness is demonstrated by considering the behaviour of suitable energy norms of the perturbation (and pointwise values of these quantities) on natural spacelike hypersurfaces. This result holds for a general choice of initial data and initial data surface. Finally, we examine the perturbed Weyl scalars in order to provide a physical interpretation of our results. Taken on its own, this result does not support cosmic censorship; however, a full perturbation of this spacetime would include even-parity perturbations, so we cannot conclude that this spacetime is stable to all linear perturbations.
Cirant, Marco
2016-11-22
Here, we prove the existence of smooth solutions for mean-field games with a singular mean-field coupling; that is, a coupling in the Hamilton-Jacobi equation of the form $g(m)=-m^{-\\\\alpha}$. We consider stationary and time-dependent settings. The function $g$ is monotone, but it is not bounded from below. With the exception of the logarithmic coupling, this is the first time that MFGs whose coupling is not bounded from below is examined in the literature. This coupling arises in models where agents have a strong preference for low-density regions. Paradoxically, this causes the agents to spread and prevents the creation of solutions with a very-low density. To prove the existence of solutions, we consider an approximate problem for which the existence of smooth solutions is known. Then, we prove new a priori bounds for the solutions that show that $\\\\frac 1 m$ is bounded. Finally, using a limiting argument, we obtain the existence of solutions. The proof in the stationary case relies on a blow-up argument and in the time-dependent case on new bounds for $m^{-1}$.
Generated dynamics of Markov and quantum processes
Janßen, Martin
2016-01-01
This book presents Markov and quantum processes as two sides of a coin called generated stochastic processes. It deals with quantum processes as reversible stochastic processes generated by one-step unitary operators, while Markov processes are irreversible stochastic processes generated by one-step stochastic operators. The characteristic feature of quantum processes are oscillations, interference, lots of stationary states in bounded systems and possible asymptotic stationary scattering states in open systems, while the characteristic feature of Markov processes are relaxations to a single stationary state. Quantum processes apply to systems where all variables, that control reversibility, are taken as relevant variables, while Markov processes emerge when some of those variables cannot be followed and are thus irrelevant for the dynamic description. Their absence renders the dynamic irreversible. A further aim is to demonstrate that almost any subdiscipline of theoretical physics can conceptually be put in...
Timed Comparisons of Semi-Markov Processes
DEFF Research Database (Denmark)
Pedersen, Mathias Ruggaard; Larsen, Kim Guldstrand; Bacci, Giorgio
2018-01-01
Semi-Markov processes are Markovian processes in which the firing time of transitions is modelled by probabilistic distributions over positive reals interpreted as the probability of firing a transition at a certain moment in time. In this paper we consider the trace-based semantics of semi......-Markov processes, and investigate the question of how to compare two semi-Markov processes with respect to their time-dependent behaviour. To this end, we introduce the relation of being “faster than” between processes and study its algorithmic complexity. Through a connection to probabilistic automata we obtain...... hardness results showing in particular that this relation is undecidable. However, we present an additive approximation algorithm for a time-bounded variant of the faster-than problem over semi-Markov processes with slow residence-time functions, and a coNP algorithm for the exact faster-than problem over...
On Continuous Time Markov Processes in Bargaining
Houba, H.E.D.
2008-01-01
For bilateral stochastic bargaining procedures embedded in stable homogeneous continuous-time Markov processes, we show unusual limit results when time between rounds vanish. Standard convergence results require that some states are instantaneous. © 2008.
Ricin and the assassination of Georgi Markov.
Papaloucas, M; Papaloucas, C; Stergioulas, A
2008-10-01
The purpose of this study was to investigate the dead reasons of Georgi Markov. Georgi Markov, a well known Bulgarian novelist and playwright, dissident of the communist regime in his country, escaped to England where, he dedicated himself in broadcasting from BBC World Service, the Radio Free Europe and the German Deutsche Welle against the communist party and especially against its leader Todor Zhivkov who in a party's meeting told that he wanted Markov silenced for ever. On the 7th September 1978 Markov received a deadly dose of the poison ricin by injection to his thigh by a specially modified umbrella. He died without a final diagnosis a few days later. The autopsy revealed the poisoning. The murderer, in spite of the efforts of the Police, Interpol and Diplomacy still remains unknown.
Frame independent cosmological perturbations
Energy Technology Data Exchange (ETDEWEB)
Prokopec, Tomislav; Weenink, Jan, E-mail: t.prokopec@uu.nl, E-mail: j.g.weenink@uu.nl [Institute for Theoretical Physics and Spinoza Institute, Utrecht University, Leuvenlaan 4, 3585 CE Utrecht (Netherlands)
2013-09-01
We compute the third order gauge invariant action for scalar-graviton interactions in the Jordan frame. We demonstrate that the gauge invariant action for scalar and tensor perturbations on one physical hypersurface only differs from that on another physical hypersurface via terms proportional to the equation of motion and boundary terms, such that the evolution of non-Gaussianity may be called unique. Moreover, we demonstrate that the gauge invariant curvature perturbation and graviton on uniform field hypersurfaces in the Jordan frame are equal to their counterparts in the Einstein frame. These frame independent perturbations are therefore particularly useful in relating results in different frames at the perturbative level. On the other hand, the field perturbation and graviton on uniform curvature hypersurfaces in the Jordan and Einstein frame are non-linearly related, as are their corresponding actions and n-point functions.
Financial Applications of Bivariate Markov Processes
Ortobelli Lozza, Sergio; Angelelli, Enrico; Bianchi, Annamaria
2011-01-01
This paper describes a methodology to approximate a bivariate Markov process by means of a proper Markov chain and presents possible financial applications in portfolio theory, option pricing and risk management. In particular, we first show how to model the joint distribution between market stochastic bounds and future wealth and propose an application to large-scale portfolio problems. Secondly, we examine an application to VaR estimation. Finally, we propose a methodology...
Semi-Markov Arnason-Schwarz models.
King, Ruth; Langrock, Roland
2016-06-01
We consider multi-state capture-recapture-recovery data where observed individuals are recorded in a set of possible discrete states. Traditionally, the Arnason-Schwarz model has been fitted to such data where the state process is modeled as a first-order Markov chain, though second-order models have also been proposed and fitted to data. However, low-order Markov models may not accurately represent the underlying biology. For example, specifying a (time-independent) first-order Markov process involves the assumption that the dwell time in each state (i.e., the duration of a stay in a given state) has a geometric distribution, and hence that the modal dwell time is one. Specifying time-dependent or higher-order processes provides additional flexibility, but at the expense of a potentially significant number of additional model parameters. We extend the Arnason-Schwarz model by specifying a semi-Markov model for the state process, where the dwell-time distribution is specified more generally, using, for example, a shifted Poisson or negative binomial distribution. A state expansion technique is applied in order to represent the resulting semi-Markov Arnason-Schwarz model in terms of a simpler and computationally tractable hidden Markov model. Semi-Markov Arnason-Schwarz models come with only a very modest increase in the number of parameters, yet permit a significantly more flexible state process. Model selection can be performed using standard procedures, and in particular via the use of information criteria. The semi-Markov approach allows for important biological inference to be drawn on the underlying state process, for example, on the times spent in the different states. The feasibility of the approach is demonstrated in a simulation study, before being applied to real data corresponding to house finches where the states correspond to the presence or absence of conjunctivitis. © 2015, The International Biometric Society.
Bayesian analysis of Markov point processes
DEFF Research Database (Denmark)
Berthelsen, Kasper Klitgaard; Møller, Jesper
2006-01-01
Recently Møller, Pettitt, Berthelsen and Reeves introduced a new MCMC methodology for drawing samples from a posterior distribution when the likelihood function is only specified up to a normalising constant. We illustrate the method in the setting of Bayesian inference for Markov point processes...... a partially ordered Markov point process as the auxiliary variable. As the method requires simulation from the "unknown" likelihood, perfect simulation algorithms for spatial point processes become useful....
Markov chains and decision processes for engineers and managers
Sheskin, Theodore J
2010-01-01
Markov Chain Structure and ModelsHistorical NoteStates and TransitionsModel of the WeatherRandom WalksEstimating Transition ProbabilitiesMultiple-Step Transition ProbabilitiesState Probabilities after Multiple StepsClassification of StatesMarkov Chain StructureMarkov Chain ModelsProblemsReferencesRegular Markov ChainsSteady State ProbabilitiesFirst Passage to a Target StateProblemsReferencesReducible Markov ChainsCanonical Form of the Transition MatrixTh
Growth of matter perturbation in quintessence cosmology
Mulki, Fargiza A. M.; Wulandari, Hesti R. T.
2017-01-01
Big bang theory states that universe emerged from singularity with very high temperature and density, then expands homogeneously and isotropically. This theory gives rise standard cosmological principle which declares that universe is homogeneous and isotropic on large scales. However, universe is not perfectly homogeneous and isotropic on small scales. There exist structures starting from clusters, galaxies even to stars and planetary system scales. Cosmological perturbation theory is a fundamental theory that explains the origin of structures. According to this theory, the structures can be regarded as small perturbations in the early universe, which evolves as the universe expands. In addition to the problem of inhomogeneities of the universe, observations of supernovae Ia suggest that our universe is being accelerated. Various models of dark energy have been proposed to explain cosmic acceleration, one of them is cosmological constant. Because of several problems arise from cosmological constant, the alternative models have been proposed, one of these models is quintessence. We reconstruct growth of structure model following quintessence scenario at several epochs of the universe, which is specified by the effective equation of state parameters for each stage. Discussion begins with the dynamics of quintessence, in which exponential potential is analytically derived, which leads to various conditions of the universe. We then focus on scaling and quintessence dominated solutions. Subsequently, we review the basics of cosmological perturbation theory and derive formulas to investigate how matter perturbation evolves with time in subhorizon scales which leads to structure formation, and also analyze the influence of quintessence to the structure formation. From analytical exploration, we obtain the growth rate of matter perturbation and the existence of quintessence as a dark energy that slows down the growth of structure formation of the universe.
Markov properties of solar granulation
Asensio Ramos, A.
2009-01-01
Aims: We estimate the minimum length on which solar granulation can be considered to be a Markovian process. Methods: We measure the variation in the bright difference between two pixels in images of the solar granulation for different distances between the pixels. This scale-dependent data is empirically analyzed to find the minimum scale on which the process can be considered Markovian. Results: The results suggest that the solar granulation can be considered to be a Markovian process on scales longer than r_M=300-500 km. On longer length scales, solar images can be considered to be a Markovian stochastic process that consists of structures of size r_M. Smaller structures exhibit correlations on many scales simultaneously yet cannot be described by a hierarchical cascade in scales. An analysis of the longitudinal magnetic-flux density indicates that it cannot be a Markov process on any scale. Conclusions: The results presented in this paper constitute a stringent test for the realism of numerical magneto-hydrodynamical simulations of solar magneto-convection. In future exhaustive analyse, the non-Markovian properties of the magnetic flux density on all analyzed scales might help us to understand the physical mechanism generating the field that we detect in the solar surface.
Adaptive Markov Chain Monte Carlo
Jadoon, Khan
2016-08-08
A substantial interpretation of electromagnetic induction (EMI) measurements requires quantifying optimal model parameters and uncertainty of a nonlinear inverse problem. For this purpose, an adaptive Bayesian Markov chain Monte Carlo (MCMC) algorithm is used to assess multi-orientation and multi-offset EMI measurements in an agriculture field with non-saline and saline soil. In the MCMC simulations, posterior distribution was computed using Bayes rule. The electromagnetic forward model based on the full solution of Maxwell\\'s equations was used to simulate the apparent electrical conductivity measured with the configurations of EMI instrument, the CMD mini-Explorer. The model parameters and uncertainty for the three-layered earth model are investigated by using synthetic data. Our results show that in the scenario of non-saline soil, the parameters of layer thickness are not well estimated as compared to layers electrical conductivity because layer thicknesses in the model exhibits a low sensitivity to the EMI measurements, and is hence difficult to resolve. Application of the proposed MCMC based inversion to the field measurements in a drip irrigation system demonstrate that the parameters of the model can be well estimated for the saline soil as compared to the non-saline soil, and provide useful insight about parameter uncertainty for the assessment of the model outputs.
Algunas aclaraciones acerca del conocimiento del singular.
Directory of Open Access Journals (Sweden)
Carlos Llano Cifuentes
2013-11-01
Full Text Available Llano tries to explain the main purpose of El Conocimiento del Singular, showing how the individuals about which the book is concerned are basically human individuals: people as decision makers.
Technological Singularity: What Do We Really Know?
Directory of Open Access Journals (Sweden)
Alexey Potapov
2018-04-01
Full Text Available The concept of the technological singularity is frequently reified. Futurist forecasts inferred from this imprecise reification are then criticized, and the reified ideas are incorporated in the core concept. In this paper, I try to disentangle the facts related to the technological singularity from more speculative beliefs about the possibility of creating artificial general intelligence. I use the theory of metasystem transitions and the concept of universal evolution to analyze some misconceptions about the technological singularity. While it may be neither purely technological, nor truly singular, we can predict that the next transition will take place, and that the emerged metasystem will demonstrate exponential growth in complexity with a doubling time of less than half a year, exceeding the complexity of the existing cybernetic systems in few decades.
Topological Signals of Singularities in Ricci Flow
Directory of Open Access Journals (Sweden)
Paul M. Alsing
2017-08-01
Full Text Available We implement methods from computational homology to obtain a topological signal of singularity formation in a selection of geometries evolved numerically by Ricci flow. Our approach, based on persistent homology, produces precise, quantitative measures describing the behavior of an entire collection of data across a discrete sample of times. We analyze the topological signals of geometric criticality obtained numerically from the application of persistent homology to models manifesting singularities under Ricci flow. The results we obtain for these numerical models suggest that the topological signals distinguish global singularity formation (collapse to a round point from local singularity formation (neckpinch. Finally, we discuss the interpretation and implication of these results and future applications.
Approximate Uniqueness Estimates for Singular Correlation Matrices.
Finkbeiner, C. T.; Tucker, L. R.
1982-01-01
The residual variance is often used as an approximation to the uniqueness in factor analysis. An upper bound approximation to the residual variance is presented for the case when the correlation matrix is singular. (Author/JKS)
Finite conformal quantum gravity and spacetime singularities
Modesto, Leonardo; Rachwał, Lesław
2017-12-01
We show that a class of finite quantum non-local gravitational theories is conformally invariant at classical as well as at quantum level. This is actually a range of conformal anomaly-free theories in the spontaneously broken phase of the Weyl symmetry. At classical level we show how the Weyl conformal invariance is able to tame all the spacetime singularities that plague not only Einstein gravity, but also local and weakly non-local higher derivative theories. The latter statement is proved by a singularity theorem that applies to a large class of weakly non-local theories. Therefore, we are entitled to look for a solution of the spacetime singularity puzzle in a missed symmetry of nature, namely the Weyl conformal symmetry. Following the seminal paper by Narlikar and Kembhavi, we provide an explicit construction of singularity-free black hole exact solutions in a class of conformally invariant theories.
Geometric Singularities of the Stokes Problem
Directory of Open Access Journals (Sweden)
Nejmeddine Chorfi
2014-01-01
Full Text Available When the domain is a polygon of ℝ2, the solution of a partial differential equation is written as a sum of a regular part and a linear combination of singular functions. The purpose of this paper is to present explicitly the singular functions of Stokes problem. We prove the Kondratiev method in the case of the crack. We finish by giving some regularity results.
Singularity analysis, Hadamard products, and tree recurrences
Fill, James Allen; Flajolet, Philippe; Kapur, Nevin
2005-02-01
We present a toolbox for extracting asymptotic information on the coefficients of combinatorial generating functions. This toolbox notably includes a treatment of the effect of Hadamard products on singularities in the context of the complex Tauberian technique known as singularity analysis. As a consequence, it becomes possible to unify the analysis of a number of divide-and-conquer algorithms, or equivalently random tree models, including several classical methods for sorting, searching, and dynamically managing equivalence relations.
Observational constraints on cosmological future singularities
Energy Technology Data Exchange (ETDEWEB)
Beltran Jimenez, Jose [Aix Marseille Univ, Universite de Toulon CNRS, CPT, Marseille (France); Lazkoz, Ruth [Euskal Herriko Unibertsitatea, Fisika Teorikoaren eta Zientziaren Historia Saila, Zientzia eta Teknologia Fakultatea, Bilbao (Spain); Saez-Gomez, Diego [Faculdade de Ciencias da Universidade de Lisboa, Departamento de Fisica, Instituto de Astrofisica e Ciencias do Espaco, Lisbon (Portugal); Salzano, Vincenzo [University of Szczecin, Institute of Physics, Szczecin (Poland)
2016-11-15
In this work we consider a family of cosmological models featuring future singularities. This type of cosmological evolution is typical of dark energy models with an equation of state violating some of the standard energy conditions (e.g. the null energy condition). Such a kind of behavior, widely studied in the literature, may arise in cosmologies with phantom fields, theories of modified gravity or models with interacting dark matter/dark energy. We briefly review the physical consequences of these cosmological evolution regarding geodesic completeness and the divergence of tidal forces in order to emphasize under which circumstances the singularities in some cosmological quantities correspond to actual singular spacetimes. We then introduce several phenomenological parameterizations of the Hubble expansion rate to model different singularities existing in the literature and use SN Ia, BAO and H(z) data to constrain how far in the future the singularity needs to be (under some reasonable assumptions on the behavior of the Hubble factor). We show that, for our family of parameterizations, the lower bound for the singularity time cannot be smaller than about 1.2 times the age of the universe, what roughly speaking means ∝2.8 Gyrs from the present time. (orig.)
A non-perturbative approach to the Coleman-Weinberg mechanism in massless scalar QED
International Nuclear Information System (INIS)
Malbouisson, A.P.C.; Nogueira, F.S.; Svaiter, N.F.
1995-08-01
We rederived non-perturbatively the Coleman-Weinberg expression for the effective potential for massless scalar QED. Our result is not restricted to small values of the coupling constants. This shows that the Coleman-Weinberg result can be established beyond the range of perturbation theory. Also, we derive it in a manifestly renormalization group invariant way. It is shown that with the derivation given no Landau ghost singularity arises. The finite temperature case is discussed. (author). 13 refs
Girsanov reweighting for path ensembles and Markov state models
Donati, L.; Hartmann, C.; Keller, B. G.
2017-06-01
The sensitivity of molecular dynamics on changes in the potential energy function plays an important role in understanding the dynamics and function of complex molecules. We present a method to obtain path ensemble averages of a perturbed dynamics from a set of paths generated by a reference dynamics. It is based on the concept of path probability measure and the Girsanov theorem, a result from stochastic analysis to estimate a change of measure of a path ensemble. Since Markov state models (MSMs) of the molecular dynamics can be formulated as a combined phase-space and path ensemble average, the method can be extended to reweight MSMs by combining it with a reweighting of the Boltzmann distribution. We demonstrate how to efficiently implement the Girsanov reweighting in a molecular dynamics simulation program by calculating parts of the reweighting factor "on the fly" during the simulation, and we benchmark the method on test systems ranging from a two-dimensional diffusion process and an artificial many-body system to alanine dipeptide and valine dipeptide in implicit and explicit water. The method can be used to study the sensitivity of molecular dynamics on external perturbations as well as to reweight trajectories generated by enhanced sampling schemes to the original dynamics.
International Nuclear Information System (INIS)
Rong Shu-Jun; Liu Qiu-Yu
2012-01-01
The puma model on the basis of the Lorentz and CPT violation may bring an economical interpretation to the conventional neutrinos oscillation and part of the anomalous oscillations. We study the effect of the perturbation to the puma model. In the case of the first-order perturbation which keeps the (23) interchange symmetry, the mixing matrix element U e3 is always zero. The nonzero mixing matrix element U e3 is obtained in the second-order perturbation that breaks the (23) interchange symmetry. (the physics of elementary particles and fields)
Rong, Shu-Jun; Liu, Qiu-Yu
2012-04-01
The puma model on the basis of the Lorentz and CPT violation may bring an economical interpretation to the conventional neutrinos oscillation and part of the anomalous oscillations. We study the effect of the perturbation to the puma model. In the case of the first-order perturbation which keeps the (23) interchange symmetry, the mixing matrix element Ue3 is always zero. The nonzero mixing matrix element Ue3 is obtained in the second-order perturbation that breaks the (23) interchange symmetry.
On Markov Earth Mover's Distance.
Wei, Jie
2014-10-01
In statistics, pattern recognition and signal processing, it is of utmost importance to have an effective and efficient distance to measure the similarity between two distributions and sequences. In statistics this is referred to as goodness-of-fit problem . Two leading goodness of fit methods are chi-square and Kolmogorov-Smirnov distances. The strictly localized nature of these two measures hinders their practical utilities in patterns and signals where the sample size is usually small. In view of this problem Rubner and colleagues developed the earth mover's distance (EMD) to allow for cross-bin moves in evaluating the distance between two patterns, which find a broad spectrum of applications. EMD-L1 was later proposed to reduce the time complexity of EMD from super-cubic by one order of magnitude by exploiting the special L1 metric. EMD-hat was developed to turn the global EMD to a localized one by discarding long-distance earth movements. In this work, we introduce a Markov EMD (MEMD) by treating the source and destination nodes absolutely symmetrically. In MEMD, like hat-EMD, the earth is only moved locally as dictated by the degree d of neighborhood system. Nodes that cannot be matched locally is handled by dummy source and destination nodes. By use of this localized network structure, a greedy algorithm that is linear to the degree d and number of nodes is then developed to evaluate the MEMD. Empirical studies on the use of MEMD on deterministic and statistical synthetic sequences and SIFT-based image retrieval suggested encouraging performances.
International Nuclear Information System (INIS)
Mueller, A.H.
1986-03-01
A brief review of some of the recent progress in perturbative QCD is given (heavy quark production, small-x physics, minijets and related topics, classical simulations in high energy reactions, coherence and the string effect)
Zircons reveal ancient perturbations
McKenzie, N. Ryan
2017-12-01
A link between CO2 outgassing from carbonatite volcanoes during the Ediacaran and one of the most prominent carbon cycle perturbations in Earth's history is suggested by an analysis of the trace-element composition of detrital zircons.
Introduction to perturbation techniques
Nayfeh, Ali H
2011-01-01
Similarities, differences, advantages and limitations of perturbation techniques are pointed out concisely. The techniques are described by means of examples that consist mainly of algebraic and ordinary differential equations. Each chapter contains a number of exercises.
Toroidal Energy Principle (TEP) and perturbed equilibrium code STB
Zakharov, Leonid; Hu, Di
2016-10-01
The MHD energy principle TEP is presented in terms of perturbations of the vector potential, rather than plasma displacement. This form makes TEP capable to discribe both the ideal plasmas stability and the perturbed equilibria. The functional is expressed in two terms. The first one represents the energy of magnetic field and is calculated using working equilibrium coordinate system. The second term, containing plasma displacement is expressed in the compact form using Hamada coordinates. This representation uses the same combinations of metric coefficients as in the equilibrium calculations. The STB code implements the TEP for both ideal MHD and perturbed equilibria. In the first case, it uses the matching conditions of the ideal MHD. In the second case, the 2-D equilibrium islands are introduced in order to resolve the singularity and match the solutions across the resonant surfaces Partially by (a) US DoE Contract No. DE-AC02-09-CH11466, (b) General Fusion Inc.
Geometric perturbation theory and plasma physics
Energy Technology Data Exchange (ETDEWEB)
Omohundro, S.M.
1985-04-04
Modern differential geometric techniques are used to unify the physical asymptotics underlying mechanics, wave theory and statistical mechanics. The approach gives new insights into the structure of physical theories and is suited to the needs of modern large-scale computer simulation and symbol manipulation systems. A coordinate-free formulation of non-singular perturbation theory is given, from which a new Hamiltonian perturbation structure is derived and related to the unperturbed structure. The theory of perturbations in the presence of symmetry is developed, and the method of averaging is related to reduction by a circle group action. The pseudo-forces and magnetic Poisson bracket terms due to reduction are given a natural asymptotic interpretation. Similar terms due to changing reference frames are related to the method of variation of parameters, which is also given a Hamiltonian formulation. These methods are used to answer a question about nearly periodic systems. The answer leads to a new secular perturbation theory that contains no ad hoc elements. Eikonal wave theory is given a Hamiltonian formulation that generalizes Whitham's Lagrangian approach. The evolution of wave action density on ray phase space is given a Hamiltonian structure using a Lie-Poisson bracket. The relationship between dissipative and Hamiltonian systems is discussed. A new type of attractor is defined which attracts both forward and backward in time and is shown to occur in infinite-dimensional Hamiltonian systems with dissipative behavior. The theory of Smale horseshoes is applied to gyromotion in the neighborhood of a magnetic field reversal and the phenomenon of reinsertion in area-preserving horseshoes is introduced. The central limit theorem is proved by renormalization group techniques. A natural symplectic structure for thermodynamics is shown to arise asymptotically from the maximum entropy formalism.
Geometric perturbation theory and plasma physics
International Nuclear Information System (INIS)
Omohundro, S.M.
1985-01-01
Modern differential geometric techniques are used to unify the physical asymptotics underlying mechanics, wave theory and statistical mechanics. The approach gives new insights into the structure of physical theories and is suited to the needs of modern large-scale computer simulation and symbol manipulation systems. A coordinate-free formulation of non-singular perturbation theory is given, from which a new Hamiltonian perturbation structure is derived and related to the unperturbed structure. The theory of perturbations in the presence of symmetry is developed, and the method of averaging is related to reduction by a circle group action. The pseudo-forces and magnetic Poisson bracket terms due to reduction are given a natural asymptotic interpretation. Similar terms due to changing reference frames are related to the method of variation of parameters, which is also given a Hamiltonian formulation. These methods are used to answer a question about nearly periodic systems. The answer leads to a new secular perturbation theory that contains no ad hoc elements. Eikonal wave theory is given a Hamiltonian formulation that generalizes Whitham's Lagrangian approach. The evolution of wave action density on ray phase space is given a Hamiltonian structure using a Lie-Poisson bracket. The relationship between dissipative and Hamiltonian systems is discussed. A new type of attractor is defined which attracts both forward and backward in time and is shown to occur in infinite-dimensional Hamiltonian systems with dissipative behavior. The theory of Smale horseshoes is applied to gyromotion in the neighborhood of a magnetic field reversal and the phenomenon of reinsertion in area-preserving horseshoes is introduced. The central limit theorem is proved by renormalization group techniques. A natural symplectic structure for thermodynamics is shown to arise asymptotically from the maximum entropy formalism
Singular vector decomposition of the internal variability of the Canadian Regional Climate Model
Energy Technology Data Exchange (ETDEWEB)
Diaconescu, Emilia Paula; Laprise, Rene [University of Quebec at Montreal (UQAM), Department of Earth and Atmospheric Sciences, Canadian Network for Regional Climate Modelling and Diagnostics, P.O. Box 8888, Montreal, QC (Canada); Centre ESCER (Etude et Simulation du Climat a l' Echelle Regionale), Montreal, QC (Canada); Zadra, Ayrton [University of Quebec at Montreal (UQAM), Department of Earth and Atmospheric Sciences, Canadian Network for Regional Climate Modelling and Diagnostics, P.O. Box 8888, Montreal, QC (Canada); Environment Canada, Meteorological Research Division, Montreal, QC (Canada); Centre ESCER (Etude et Simulation du Climat a l' Echelle Regionale), Montreal, QC (Canada)
2012-03-15
Previous studies have shown that Regional Climate Models (RCM) internal variability (IV) fluctuates in time depending on synoptic events. This study focuses on the physical understanding of episodes with rapid growth of IV. An ensemble of 21 simulations, differing only in their initial conditions, was run over North America using version 5 of the Canadian RCM (CRCM). The IV is quantified in terms of energy of CRCM perturbations with respect to a reference simulation. The working hypothesis is that IV is arising through rapidly growing perturbations developed in dynamically unstable regions. If indeed IV is triggered by the growth of unstable perturbations, a large proportion of the CRCM perturbations must project onto the most unstable singular vectors (SVs). A set of ten SVs was computed to identify the orthogonal set of perturbations that provide the maximum growth with respect to the dry total-energy norm during the course of the CRCM ensemble of simulations. CRCM perturbations were then projected onto the subspace of SVs. The analysis of one episode of rapid growth of IV is presented in detail. It is shown that a large part of the IV growth is explained by initially small-amplitude unstable perturbations represented by the ten leading SVs, the SV subspace accounting for over 70% of the CRCM IV growth in 36 h. The projection on the leading SV at final time is greater than the projection on the remaining SVs and there is a high similarity between the CRCM perturbations and the leading SV after 24-36 h tangent-linear model integration. The vertical structure of perturbations revealed that the baroclinic conversion is the dominant process in IV growth for this particular episode. (orig.)
Markov chains for testing redundant software
White, Allan L.; Sjogren, Jon A.
1988-01-01
A preliminary design for a validation experiment has been developed that addresses several problems unique to assuring the extremely high quality of multiple-version programs in process-control software. The procedure uses Markov chains to model the error states of the multiple version programs. The programs are observed during simulated process-control testing, and estimates are obtained for the transition probabilities between the states of the Markov chain. The experimental Markov chain model is then expanded into a reliability model that takes into account the inertia of the system being controlled. The reliability of the multiple version software is computed from this reliability model at a given confidence level using confidence intervals obtained for the transition probabilities during the experiment. An example demonstrating the method is provided.
Consistent Estimation of Partition Markov Models
Directory of Open Access Journals (Sweden)
Jesús E. García
2017-04-01
Full Text Available The Partition Markov Model characterizes the process by a partition L of the state space, where the elements in each part of L share the same transition probability to an arbitrary element in the alphabet. This model aims to answer the following questions: what is the minimal number of parameters needed to specify a Markov chain and how to estimate these parameters. In order to answer these questions, we build a consistent strategy for model selection which consist of: giving a size n realization of the process, finding a model within the Partition Markov class, with a minimal number of parts to represent the process law. From the strategy, we derive a measure that establishes a metric in the state space. In addition, we show that if the law of the process is Markovian, then, eventually, when n goes to infinity, L will be retrieved. We show an application to model internet navigation patterns.
Nonperturbative Quantum Physics from Low-Order Perturbation Theory.
Mera, Héctor; Pedersen, Thomas G; Nikolić, Branislav K
2015-10-02
The Stark effect in hydrogen and the cubic anharmonic oscillator furnish examples of quantum systems where the perturbation results in a certain ionization probability by tunneling processes. Accordingly, the perturbed ground-state energy is shifted and broadened, thus acquiring an imaginary part which is considered to be a paradigm of nonperturbative behavior. Here we demonstrate how the low order coefficients of a divergent perturbation series can be used to obtain excellent approximations to both real and imaginary parts of the perturbed ground state eigenenergy. The key is to use analytic continuation functions with a built-in singularity structure within the complex plane of the coupling constant, which is tailored by means of Bender-Wu dispersion relations. In the examples discussed the analytic continuation functions are Gauss hypergeometric functions, which take as input fourth order perturbation theory and return excellent approximations to the complex perturbed eigenvalue. These functions are Borel consistent and dramatically outperform widely used Padé and Borel-Padé approaches, even for rather large values of the coupling constant.
Singularity hypotheses a scientific and philosophical assessment
Moor, James; Søraker, Johnny; Steinhart, Eric
2012-01-01
Singularity Hypotheses: A Scientific and Philosophical Assessment offers authoritative, jargon-free essays and critical commentaries on accelerating technological progress and the notion of technological singularity. It focuses on conjectures about the intelligence explosion, transhumanism, and whole brain emulation. Recent years have seen a plethora of forecasts about the profound, disruptive impact that is likely to result from further progress in these areas. Many commentators however doubt the scientific rigor of these forecasts, rejecting them as speculative and unfounded. We therefore invited prominent computer scientists, physicists, philosophers, biologists, economists and other thinkers to assess the singularity hypotheses. Their contributions go beyond speculation, providing deep insights into the main issues and a balanced picture of the debate.
Phantom cosmology without Big Rip singularity
Energy Technology Data Exchange (ETDEWEB)
Astashenok, Artyom V. [Baltic Federal University of I. Kant, Department of Theoretical Physics, 236041, 14, Nevsky st., Kaliningrad (Russian Federation); Nojiri, Shin' ichi, E-mail: nojiri@phys.nagoya-u.ac.jp [Department of Physics, Nagoya University, Nagoya 464-8602 (Japan); Kobayashi-Maskawa Institute for the Origin of Particles and the Universe, Nagoya University, Nagoya 464-8602 (Japan); Odintsov, Sergei D. [Department of Physics, Nagoya University, Nagoya 464-8602 (Japan); Institucio Catalana de Recerca i Estudis Avancats - ICREA and Institut de Ciencies de l' Espai (IEEC-CSIC), Campus UAB, Facultat de Ciencies, Torre C5-Par-2a pl, E-08193 Bellaterra (Barcelona) (Spain); Tomsk State Pedagogical University, Tomsk (Russian Federation); Yurov, Artyom V. [Baltic Federal University of I. Kant, Department of Theoretical Physics, 236041, 14, Nevsky st., Kaliningrad (Russian Federation)
2012-03-23
We construct phantom energy models with the equation of state parameter w which is less than -1, w<-1, but finite-time future singularity does not occur. Such models can be divided into two classes: (i) energy density increases with time ('phantom energy' without 'Big Rip' singularity) and (ii) energy density tends to constant value with time ('cosmological constant' with asymptotically de Sitter evolution). The disintegration of bound structure is confirmed in Little Rip cosmology. Surprisingly, we find that such disintegration (on example of Sun-Earth system) may occur even in asymptotically de Sitter phantom universe consistent with observational data. We also demonstrate that non-singular phantom models admit wormhole solutions as well as possibility of Big Trip via wormholes.
Holographic subregion complexity for singular surfaces
Energy Technology Data Exchange (ETDEWEB)
Bakhshaei, Elaheh [Isfahan University of Technology, Department of Physics, Isfahan (Iran, Islamic Republic of); Mollabashi, Ali [Institute for Research in Fundamental Sciences (IPM), School of Physics, Tehran (Iran, Islamic Republic of); Shirzad, Ahmad [Isfahan University of Technology, Department of Physics, Isfahan (Iran, Islamic Republic of); Institute for Research in Fundamental Sciences (IPM), School of Particles and Accelerators, Tehran (Iran, Islamic Republic of)
2017-10-15
Recently holographic prescriptions were proposed to compute the quantum complexity of a given state in the boundary theory. A specific proposal known as 'holographic subregion complexity' is supposed to calculate the complexity of a reduced density matrix corresponding to a static subregion. We study different families of singular subregions in the dual field theory and find the divergence structure and universal terms of holographic subregion complexity for these singular surfaces. We find that there are new universal terms, logarithmic in the UV cut-off, due to the singularities of a family of surfaces including a kink in (2 + 1) dimensions and cones in even dimensional field theories. We also find examples of new divergent terms such as squared logarithm and negative powers times the logarithm of the UV cut-off parameter. (orig.)
Markov processes an introduction for physical scientists
Gillespie, Daniel T
1991-01-01
Markov process theory is basically an extension of ordinary calculus to accommodate functions whos time evolutions are not entirely deterministic. It is a subject that is becoming increasingly important for many fields of science. This book develops the single-variable theory of both continuous and jump Markov processes in a way that should appeal especially to physicists and chemists at the senior and graduate level.Key Features* A self-contained, prgamatic exposition of the needed elements of random variable theory* Logically integrated derviations of the Chapman-Kolmogorov e
Conditioned real self-similar Markov processes
Kyprianou, Andreas E.; Rivero, Víctor M.; Satitkanitkul, Weerapat
2015-01-01
In recent work, Chaumont et al. [9] showed that is possible to condition a stable process with index ${\\alpha} \\in (1,2)$ to avoid the origin. Specifically, they describe a new Markov process which is the Doob h-transform of a stable process and which arises from a limiting procedure in which the stable process is conditioned to have avoided the origin at later and later times. A stable process is a particular example of a real self-similar Markov process (rssMp) and we develop the idea of su...
Detecting Structural Breaks using Hidden Markov Models
DEFF Research Database (Denmark)
Ntantamis, Christos
Testing for structural breaks and identifying their location is essential for econometric modeling. In this paper, a Hidden Markov Model (HMM) approach is used in order to perform these tasks. Breaks are defined as the data points where the underlying Markov Chain switches from one state to another....... The estimation of the HMM is conducted using a variant of the Iterative Conditional Expectation-Generalized Mixture (ICE-GEMI) algorithm proposed by Delignon et al. (1997), that permits analysis of the conditional distributions of economic data and allows for different functional forms across regimes...
Markov decision processes in artificial intelligence
Sigaud, Olivier
2013-01-01
Markov Decision Processes (MDPs) are a mathematical framework for modeling sequential decision problems under uncertainty as well as Reinforcement Learning problems. Written by experts in the field, this book provides a global view of current research using MDPs in Artificial Intelligence. It starts with an introductory presentation of the fundamental aspects of MDPs (planning in MDPs, Reinforcement Learning, Partially Observable MDPs, Markov games and the use of non-classical criteria). Then it presents more advanced research trends in the domain and gives some concrete examples using illustr
Inhomogeneous Markov Models for Describing Driving Patterns
DEFF Research Database (Denmark)
Iversen, Emil Banning; Møller, Jan K.; Morales, Juan Miguel
2017-01-01
. Specifically, an inhomogeneous Markov model that captures the diurnal variation in the use of a vehicle is presented. The model is defined by the time-varying probabilities of starting and ending a trip, and is justified due to the uncertainty associated with the use of the vehicle. The model is fitted to data...... collected from the actual utilization of a vehicle. Inhomogeneous Markov models imply a large number of parameters. The number of parameters in the proposed model is reduced using B-splines....
Predicting Protein Secondary Structure with Markov Models
DEFF Research Database (Denmark)
Fischer, Paul; Larsen, Simon; Thomsen, Claus
2004-01-01
we are considering here, is to predict the secondary structure from the primary one. To this end we train a Markov model on training data and then use it to classify parts of unknown protein sequences as sheets, helices or coils. We show how to exploit the directional information contained...... in the Markov model for this task. Classifications that are purely based on statistical models might not always be biologically meaningful. We present combinatorial methods to incorporate biological background knowledge to enhance the prediction performance....
Markov bridges, bisection and variance reduction
DEFF Research Database (Denmark)
Asmussen, Søren; Hobolth, Asger
Time-continuous Markov jump processes is a popular modelling tool in disciplines ranging from computational finance and operations research to human genetics and genomics. The data is often sampled at discrete points in time, and it can be useful to simulate sample paths between the datapoints....... In this paper we firstly consider the problem of generating sample paths from a continuous-time Markov chain conditioned on the endpoints using a new algorithm based on the idea of bisection. Secondly we study the potential of the bisection algorithm for variance reduction. In particular, examples are presented...
International Nuclear Information System (INIS)
Dasnieres de Veigy, A.; Ouvry, S.; Paris-6 Univ., 75
1992-06-01
The problem of the statistical mechanics of an anyon gas is addressed. A perturbative analysis in the anyonic coupling constant α is reviewed, and the thermodynamical potential is computed at first and second order. An adequate second quantized formalism (field theory at finite temperature) is proposed. At first order in perturbation theory, the results are strikingly simple: only the second virial coefficient close to bosonic statistics is corrected. At second order, however, the complexity of the anyon model appears. One can compute exactly the perturbative correction to each cluster coefficient. However, and contrary to first order, a closed expression for the equation of state seems out of reach. As an illustration, the perturbative expressions of a 3 , a 4 , a 5 and a 6 are given at second order. Finally, using the same formalism, the equation of state of an anyon gas in a constant magnetic field is analyzed at first order in perturbation theory. (K.A.) 16 refs.; 3 figs.; 7 tabs
A comparison of time-homogeneous Markov chain and Markov process multi-state models.
Wan, Lijie; Lou, Wenjie; Abner, Erin; Kryscio, Richard J
2016-01-01
Time-homogeneous Markov models are widely used tools for analyzing longitudinal data about the progression of a chronic disease over time. There are advantages to modeling the true disease progression as a discrete time stationary Markov chain. However, one limitation of this method is its inability to handle uneven follow-up assessments or skipped visits. A continuous time version of a homogeneous Markov process multi-state model could be an alternative approach. In this article, we conduct comparisons of these two methods for unevenly spaced observations. Simulations compare the performance of the two methods and two applications illustrate the results.
Singular vectors for the WN algebras
Ridout, David; Siu, Steve; Wood, Simon
2018-03-01
In this paper, we use free field realisations of the A-type principal, or Casimir, WN algebras to derive explicit formulae for singular vectors in Fock modules. These singular vectors are constructed by applying screening operators to Fock module highest weight vectors. The action of the screening operators is then explicitly evaluated in terms of Jack symmetric functions and their skew analogues. The resulting formulae depend on sequences of pairs of integers that completely determine the Fock module as well as the Jack symmetric functions.
Performance evaluation:= (process algebra + model checking) x Markov chains
Hermanns, H.; Larsen, K.G.; Nielsen, Mogens; Katoen, Joost P.
2001-01-01
Markov chains are widely used in practice to determine system performance and reliability characteristics. The vast majority of applications considers continuous-time Markov chains (CTMCs). This tutorial paper shows how successful model specification and analysis techniques from concurrency theory
Conformal invariance of curvature perturbation
Gong, Jinn-Ouk; Park, Wan Il; Sasaki, Misao; Song, Yong-Seon
2011-01-01
We show that in the single component situation all perturbation variables in the comoving gauge are conformally invariant to all perturbation orders. Generally we identify a special time slicing, the uniform-conformal transformation slicing, where all perturbations are again conformally invariant to all perturbation orders. We apply this result to the delta N formalism, and show its conformal invariance.
Interaction of two singular Lissajous lines in free space.
Chen, Haitao; Gao, Zenghui; Wang, Wanqing
2017-05-20
The interaction of two singular Lissajous lines emergent from a polychromatic vector beam is studied. It is shown that singular Lissajous lines disappear with propagation; meanwhile Lissajous singularities take place. The handedness reversal, the changes in the shape of Lissajous figures, and the degree of polarization of Lissajous singularities, as well as the creation and annihilation of a single singularity, may appear by varying the control parameters. In addition, the transformation of the shape of line h=0, the creation and annihilation of pairs of Lissajous singularities not only with opposite topological charge and same handedness, but also with same degree of polarization, take place with propagation.
Energy Technology Data Exchange (ETDEWEB)
Emery, L.
1999-04-13
Magnet errors and off-center orbits through sextuples perturb the dispersion and beta functions in a storage ring (SR), which affects machine performance. In a large ring such as the Advanced Photon Source (APS), the magnet errors are difficult to determine with beam-based methods. Also the non-zero orbit through sextuples result from user requests for steering at light source points. For expediency, a singular value decomposition (SVD) matrix method analogous to orbit correction was adopted to make global corrections to these functions using strengths of several quadrupoles as correcting elements. The direct response matrix is calculated from the model of the perfect lattice. The inverse is calculated by SVD with a selected number of singular vectors. Resulting improvement in the lattice functions and machine performance will be presented.
International Nuclear Information System (INIS)
Ecker, G.
1996-06-01
After a general introduction to the structure of effective field theories, the main ingredients of chiral perturbation theory are reviewed. Applications include the light quark mass ratios and pion-pion scattering to two-loop accuracy. In the pion-nucleon system, the linear σ model is contrasted with chiral perturbation theory. The heavy-nucleon expansion is used to construct the effective pion-nucleon Lagrangian to third order in the low-energy expansion, with applications to nucleon Compton scattering. (author)
Prediction of Annual Rainfall Pattern Using Hidden Markov Model ...
African Journals Online (AJOL)
ADOWIE PERE
the stochastic processes is an underlying Markov chain, the other stochastic process is an observable stochastic ... Keywords: Markov model, Hidden Markov model, Transition probability, Observation probability, Crop. Production, Annual Rainfall .... with highest value of the forward probability at time. T+1 is taken as ...
Optimal mixing of Markov decision rules for MDP control
van der Laan, D.A.
2011-01-01
In this article we study Markov decision process (MDP) problems with the restriction that at decision epochs, only a finite number of given Markov decision rules are admissible. For example, the set of admissible Markov decision rules D could consist of some easy-implementable decision rules.
On the Markov Chain Monte Carlo (MCMC) method
Indian Academy of Sciences (India)
In this article, we give an introduction to Monte Carlo techniques with special emphasis on. Markov Chain Monte Carlo (MCMC). Since the latter needs Markov chains with state space that is R or Rd and most text books on Markov chains do not discuss such chains, we have included a short appendix that gives basic ...
Bisimulation and Simulation Relations for Markov Chains
Baier, Christel; Hermanns, H.; Katoen, Joost P.; Wolf, Verena; Aceto, L.; Gordon, A.
2006-01-01
Formal notions of bisimulation and simulation relation play a central role for any kind of process algebra. This short paper sketches the main concepts for bisimulation and simulation relations for probabilistic systems, modelled by discrete- or continuous-time Markov chains.
Model Checking Structured Infinite Markov Chains
Remke, Anne Katharina Ingrid
2008-01-01
In the past probabilistic model checking hast mostly been restricted to finite state models. This thesis explores the possibilities of model checking with continuous stochastic logic (CSL) on infinite-state Markov chains. We present an in-depth treatment of model checking algorithms for two special
Hidden Markov Models for Human Genes
DEFF Research Database (Denmark)
Baldi, Pierre; Brunak, Søren; Chauvin, Yves
1997-01-01
We analyse the sequential structure of human genomic DNA by hidden Markov models. We apply models of widely different design: conventional left-right constructs and models with a built-in periodic architecture. The models are trained on segments of DNA sequences extracted such that they cover com...
Generalizing Markov Decision Processes to Imprecise Probabilities
Czech Academy of Sciences Publication Activity Database
Harmanec, David
2002-01-01
Roč. 105, - (2002), s. 199-213 ISSN 0378-3758 Grant - others:Ministry of Education(SG) RP960351 Institutional research plan: AV0Z1030915 Keywords : generalized Markov decission process * sequential decision making * interval utilities Subject RIV: BA - General Mathematics Impact factor: 0.385, year: 2002
Continuity Properties of Distances for Markov Processes
DEFF Research Database (Denmark)
Jaeger, Manfred; Mao, Hua; Larsen, Kim Guldstrand
2014-01-01
In this paper we investigate distance functions on finite state Markov processes that measure the behavioural similarity of non-bisimilar processes. We consider both probabilistic bisimilarity metrics, and trace-based distances derived from standard Lp and Kullback-Leibler distances. Two desirable...
A Martingale Decomposition of Discrete Markov Chains
DEFF Research Database (Denmark)
Hansen, Peter Reinhard
We consider a multivariate time series whose increments are given from a homogeneous Markov chain. We show that the martingale component of this process can be extracted by a filtering method and establish the corresponding martingale decomposition in closed-form. This representation is useful...
Hidden Markov models for labeled sequences
DEFF Research Database (Denmark)
Krogh, Anders Stærmose
1994-01-01
A hidden Markov model for labeled observations, called a class HMM, is introduced and a maximum likelihood method is developed for estimating the parameters of the model. Instead of training it to model the statistics of the training sequences it is trained to optimize recognition. It resembles MMI...
Learning Markov models for stationary system behaviors
DEFF Research Database (Denmark)
Chen, Yingke; Mao, Hua; Jaeger, Manfred
2012-01-01
to a single long observation sequence, and in these situations existing automatic learning methods cannot be applied. In this paper, we adapt algorithms for learning variable order Markov chains from a single observation sequence of a target system, so that stationary system properties can be verified using...
Markov Random Fields on Triangle Meshes
DEFF Research Database (Denmark)
Andersen, Vedrana; Aanæs, Henrik; Bærentzen, Jakob Andreas
2010-01-01
In this paper we propose a novel anisotropic smoothing scheme based on Markov Random Fields (MRF). Our scheme is formulated as two coupled processes. A vertex process is used to smooth the mesh by displacing the vertices according to a MRF smoothness prior, while an independent edge process labels...
Evolving the structure of hidden Markov Models
DEFF Research Database (Denmark)
won, K. J.; Prugel-Bennett, A.; Krogh, A.
2006-01-01
A genetic algorithm (GA) is proposed for finding the structure of hidden Markov Models (HMMs) used for biological sequence analysis. The GA is designed to preserve biologically meaningful building blocks. The search through the space of HMM structures is combined with optimization of the emission...
Revisiting Weak Simulation for Substochastic Markov Chains
DEFF Research Database (Denmark)
Jansen, David N.; Song, Lei; Zhang, Lijun
2013-01-01
of the logic PCTL\\x, and its completeness was conjectured. We revisit this result and show that soundness does not hold in general, but only for Markov chains without divergence. It is refuted for some systems with substochastic distributions. Moreover, we provide a counterexample to completeness...
Pruning Boltzmann networks and hidden Markov models
DEFF Research Database (Denmark)
Pedersen, Morten With; Stork, D.
1996-01-01
Boltzmann chains and hidden Markov models (HMMs), we argue that our method can be applied to HMMs as well. We illustrate pruning on Boltzmann zippers, which are equivalent to two HMMs with cross-connection links. We verify that our second-order approximation preserves the rank ordering of weight saliencies...
A Metrized Duality Theorem for Markov Processes
DEFF Research Database (Denmark)
Kozen, Dexter; Mardare, Radu Iulian; Panangaden, Prakash
2014-01-01
We extend our previous duality theorem for Markov processes by equipping the processes with a pseudometric and the algebras with a notion of metric diameter. We are able to show that the isomorphisms of our previous duality theorem become isometries in this quantitative setting. This opens the way...
Markov Trends in Macroeconomic Time Series
R. Paap (Richard)
1997-01-01
textabstractMany macroeconomic time series are characterised by long periods of positive growth, expansion periods, and short periods of negative growth, recessions. A popular model to describe this phenomenon is the Markov trend, which is a stochastic segmented trend where the slope depends on the
Stability and chaotic dynamics of a perturbed rate gyro
International Nuclear Information System (INIS)
Chen, H.-H.
2006-01-01
An analysis of stability and chaotic dynamics is presented by a single-axis rate gyro subjected to linear feedback control loops. This rate gyro is supposed to be mounted on a space vehicle which undergoes an uncertain angular velocity ω Z (t) around its spin axis and simultaneously acceleration ω-bar X (t) occurs with respect to the output axis. The necessary and sufficient conditions of stability and degeneracy conditions for the autonomous case, whose vehicle undergoes a steady rotation, were provided by Routh-Hurwitz theory. The stability of the nonlinear nonautonomous system was investigated by Liapunov stability and instability theorems. As the electrical time constant is much smaller than the mechanical time constant, the singularly perturbed system can be obtained by the singular perturbation theory. The Liapunov stability of this system by studying the reduced and boundary-layer systems was also analyzed. Using the Melinikov technique, we can give criteria for the existence of chaos in the gyro motion when the vehicle undergoes perturbed harmonic rotation about its spin and output axes
Singular Linear Differential Equations in Two Variables
Braaksma, B.L.J.; Put, M. van der
2008-01-01
The formal and analytic classification of integrable singular linear differential equations has been studied among others by R. Gerard and Y. Sibuya. We provide a simple proof of their main result, namely: For certain irregular systems in two variables there is no Stokes phenomenon, i.e. there is no
A singularity theorem based on spatial averages
Indian Academy of Sciences (India)
Inspired by Raychaudhuri's work, and using the equation named after him as a basic ingredient, a new singularity theorem is proved. Open non-rotating Universes, expanding everywhere with a non-vanishing spatial average of the matter variables, show severe geodesic incompletness in the past. Another way of stating ...
Supersymmetric quantum mechanics under point singularities
International Nuclear Information System (INIS)
Uchino, Takashi; Tsutsui, Izumi
2003-01-01
We provide a systematic study on the possibility of supersymmetry (SUSY) for one-dimensional quantum mechanical systems consisting of a pair of lines R or intervals [-l, l] each having a point singularity. We consider the most general singularities and walls (boundaries) at x = ±l admitted quantum mechanically, using a U(2) family of parameters to specify one singularity and similarly a U(1) family of parameters to specify one wall. With these parameter freedoms, we find that for a certain subfamily the line systems acquire an N = 1 SUSY which can be enhanced to N = 4 if the parameters are further tuned, and that these SUSY are generically broken except for a special case. The interval systems, on the other hand, can accommodate N = 2 or N = 4 SUSY, broken or unbroken, and exhibit a rich variety of (degenerate) spectra. Our SUSY systems include the familiar SUSY systems with the Dirac δ(x)-potential, and hence are extensions of the known SUSY quantum mechanics to those with general point singularities and walls. The self-adjointness of the supercharge in relation to the self-adjointness of the Hamiltonian is also discussed
Resolving curvature singularities in holomorphic gravity
Mantz, C.L.M.; Prokopec, T.
2011-01-01
We formulate a holomorphic theory of gravity and study how the holomorphy symmetry alters the two most important singular solutions of general relativity: black holes and cosmology. We show that typical observers (freely) falling into a holomorphic black hole do not encounter a curvature
Classical resolution of singularities in dilaton cosmologies
Bergshoeff, EA; Collinucci, A; Roest, D; Russo, JG; Townsend, PK
2005-01-01
For models of dilaton gravity with a possible exponential potential, such as the tensor-scalar sector of ITA supergravity, we show how cosmological solutions correspond to trajectories in a 2D Milne space (parametrized by the dilaton and the scale factor). Cosmological singularities correspond to
Mobile communications technology: The singular factor responsible ...
African Journals Online (AJOL)
This paper investigated the factors responsible for the growth of Internet usage on the African continent. The principal finding was that increasing growth of Internet usage is also down to one singular factor: mobile communications technology. The proliferation of mobile phone usage in Africa has resulted in the sustained ...
Polynomial computation of Hankel singular values
Kwakernaak, H.
1992-01-01
A revised and improved version of a polynomial algorithm is presented. It was published by N.J. Young (1990) for the computation of the singular values and vectors of the Hankel operator defined by a linear time-invariant system with a rotational transfer matrix. Tentative numerical experiments
Singular Nonlinear H∞ Optimal Control Problem
Schaft, A.J. van der
1996-01-01
The theory of nonlinear H∞ optimal control for affine nonlinear systems is extended to the more general context of singular H∞ optimal control of nonlinear systems using ideas from the linear H∞ theory. Our approach yields under certain assumptions a necessary and sufficient condition for
Ray tracing in anisotropic media with singularities
Czech Academy of Sciences Publication Activity Database
Vavryčuk, Václav
2001-01-01
Roč. 145, č. 1 (2001), s. 265-276 ISSN 0956-540X R&D Projects: GA ČR GA205/00/1350 Institutional research plan: CEZ:AV0Z3012916 Keywords : anisotropic media * ray tracing * singularities Subject RIV: DC - Siesmology, Volcanology, Earth Structure Impact factor: 1.366, year: 2001
Inverting dedevelopment: geometric singularity theory in embryology
Bookstein, Fred L.; Smith, Bradley R.
2000-10-01
The diffeomorphism model so useful in the biomathematics of normal morphological variability and disease is inappropriate for applications in embryogenesis, where whole coordinate patches are created out of single points. For this application we need a suitable algebra for the creation of something from nothing in a carefully organized geometry: a formalism for parameterizing discrete nondifferentiabilities of invertible functions on Rk, k $GTR 1. One easy way to begin is via the inverse of the development map - call it the dedevelopment map, the deformation backwards in time. Extrapolated, this map will inevitably have singularities at which its derivative is zero. When the dedevelopment map is inverted to face forward in time, the singularities become appropriately isolated infinities of derivative. We have recently introduced growth visualizations via extrapolations to the isolated singularities at which only one directional derivative is zero. Maps inverse to these create new coordinate patches directionally rather than radically. The most generic singularity that suits this purpose is the crease f(x,y) equals (x,x2y+y3), which has already been applied in morphometrics for the description of focal morphogenetic phenomena. We apply it to embryogenesis in the form of its analytic inverse, and demonstrate its power using a priceless new data set of mouse embryos imaged in 3D by micro-MR with voxels smaller than 100micrometers 3.
On the genericity of spacetime singularities
Indian Academy of Sciences (India)
the framework of a general spacetime without any symmetry conditions, in terms of the overall behaviour of .... We now outline the basic idea and the chain of logic behind the proof of a typical singularity theorem ..... a detailed investigation of the dynamics of gravitational collapse within the frame- work of Einstein's theory.
'Footballs', conical singularities, and the Liouville equation
International Nuclear Information System (INIS)
Redi, Michele
2005-01-01
We generalize the football shaped extra dimensions scenario to an arbitrary number of branes. The problem is related to the solution of the Liouville equation with singularities, and explicit solutions are presented for the case of three branes. The tensions of the branes do not need to be tuned with each other but only satisfy mild global constraints
SemiMarkov: An R Package for Parametric Estimation in Multi-State Semi-Markov Models
Listwon, Agnieszka; Saint-Pierre, Philippe
2015-01-01
Multi-state models provide a relevant tool for studying the observations of a continuous-time process at arbitrary times. Markov models are often considered even if semi-Markov are better adapted in various situations. Such models are still not frequently applied mainly due to lack of available software. We have developed the R package SemiMarkov to fit homogeneous semi-Markov models to longitudinal data. The package performs maximum likelihood estimation in a parametric framework where the d...
Efficient Markov Chain Monte Carlo Sampling for Hierarchical Hidden Markov Models
Turek, Daniel; de Valpine, Perry; Paciorek, Christopher J.
2016-01-01
Traditional Markov chain Monte Carlo (MCMC) sampling of hidden Markov models (HMMs) involves latent states underlying an imperfect observation process, and generates posterior samples for top-level parameters concurrently with nuisance latent variables. When potentially many HMMs are embedded within a hierarchical model, this can result in prohibitively long MCMC runtimes. We study combinations of existing methods, which are shown to vastly improve computational efficiency for these hierarchi...
DEFF Research Database (Denmark)
jora, Renata; Schechter, Joseph; Naeem Shahid, M.
2009-01-01
We study the effects of the perturbation which violates the permutation symmetry of three Majorana neutrinos but preserves the well known (23) interchange symmetry. This is done in the presenceof an arbitrary Majorana phase which serves to insure the degeneracy of the three neutrinos...
Generalized Parton Distributions and their Singularities
Energy Technology Data Exchange (ETDEWEB)
Anatoly Radyushkin
2011-04-01
A new approach to building models of generalized parton distributions (GPDs) is discussed that is based on the factorized DD (double distribution) Ansatz within the single-DD formalism. The latter was not used before, because reconstructing GPDs from the forward limit one should start in this case with a very singular function $f(\\beta)/\\beta$ rather than with the usual parton density $f(\\beta)$. This results in a non-integrable singularity at $\\beta=0$ exaggerated by the fact that $f(\\beta)$'s, on their own, have a singular $\\beta^{-a}$ Regge behavior for small $\\beta$. It is shown that the singularity is regulated within the GPD model of Szczepaniak et al., in which the Regge behavior is implanted through a subtracted dispersion relation for the hadron-parton scattering amplitude. It is demonstrated that using proper softening of the quark-hadron vertices in the regions of large parton virtualities results in model GPDs $H(x,\\xi)$ that are finite and continuous at the "border point'' $x=\\xi$. Using a simple input forward distribution, we illustrate the implementation of the new approach for explicit construction of model GPDs. As a further development, a more general method of regulating the $\\beta=0$ singularities is proposed that is based on the separation of the initial single DD $f(\\beta, \\alpha)$ into the "plus'' part $[f(\\beta,\\alpha)]_{+}$ and the $D$-term. It is demonstrated that the "DD+D'' separation method allows to (re)derive GPD sum rules that relate the difference between the forward distribution $f(x)=H(x,0)$ and the border function $H(x,x)$ with the $D$-term function $D(\\alpha)$.
São Carlos Workshop on Real and Complex Singularities
Ruas, Maria
2007-01-01
The São Carlos Workshop on Real and Complex Singularities is the longest running workshop in singularities. It is held every two years and is a key international event for people working in the field. This volume contains papers presented at the eighth workshop, held at the IML, Marseille, July 19–23, 2004. The workshop offers the opportunity to establish the state of the art and to present new trends, new ideas and new results in all of the branches of singularities. This is reflected by the contributions in this book. The main topics discussed are equisingularity of sets and mappings, geometry of singular complex analytic sets, singularities of mappings, characteristic classes, classification of singularities, interaction of singularity theory with some of the new ideas in algebraic geometry imported from theoretical physics, and applications of singularity theory to geometry of surfaces in low dimensional euclidean spaces, to differential equations and to bifurcation theory.
A Note on Inclusion Intervals of Matrix Singular Values
Cui, Shu-Yu; Tian, Gui-Xian
2012-01-01
We establish an inclusion relation between two known inclusion intervals of matrix singular values in some special case. In addition, based on the use of positive scale vectors, a known inclusion interval of matrix singular values is also improved.
PREFACE: Singular interactions in quantum mechanics: solvable models
Dell'Antonio, Gianfausto; Exner, Pavel; Geyler, Vladimir
2005-06-01
editors study a toy model of a decay under the influence of a time-periodic δ potential. E Demiralp describes the spectrum of a spherical harmonic oscillator amended with a concentric family of δ-shell interactions. Another of the editors presents an isoperimetric problem for point interactions arranged at vertices of a polygon. W Huddell and R Hughes show how singular perturbations of a one-dimensional Dirac operator can be approximated by regular potentials, and J Brasche constructs a family of Hamiltonians in which the singular interaction has a more complicated support, namely a Brownian path. Finally, B Pavlov and I Antoniou apply the singular perturbation technique to another classical Hamiltonian, that of a generalized Friedrichs model; no matter that the unperturbed observable is called momentum in their paper. The three papers in the following group are distinguished by the fact that they consider systems which are fully or partially periodic. F Bentosela and M Tater analyse scattering on a crystalline `slab' modelled by point interactions distributed periodically on a finite number of parallel plates. E de Prunelé studies evolution of wavepackets in crystal models of different geometries, and M Avdonin et al discuss a simple model of a spin-dependent scattering on a one-dimensional array of quantum dots. The next group of papers is devoted to a topic which was untouched at the time of the aforementioned first edition, namely quantum graphs, which became a subject of interest after numerous applications of such systems to semiconductor, carbon and other nanostructures. Most contributions here deal with the `usual' model in which the Hamiltonian is a Schrödinger operator supported by the graph. P Kuchment describes spectral properties of such graphs, in particular periodic ones and those with decorations. S Albeverio and K Pankrashkin present a modification of Krein's formula which is suitable for constructing Hamiltonians of quantum graphs using boundary
Fratalocchi, V.; Kok, J. B.W.
2017-01-01
Ethanol is a bio-fuel widely used in engines as a fuel or fuel additive. It is, in particular, attractive because it can be easily produced in high quality from renewable resources. Its properties are of interest in many fields, such as gas turbines applications as well as fuel cells. In the past
Singular point-like perturbations of the Laguerre operator in a Pontryagin space
Dijksma, A; Shondin, Y; Albeverio, S; Elander, N; Everitt, WN; Kurasov, P
2002-01-01
The spectral problem for the Laguerre equation on (0, infinity) with real parameter a in the case 0 1 and /alpha/ not equal 2, 3,..., this function belongs to the
Singular Perturbations and Time Scales in Modeling and Control of Dynamic Systems,
1980-11-01
separate fluctuations within each of the N clases . ihere dmwtiaL r a-c the mcriz A L exptessed as -ven though transition probabilities an-large as 0.2 A...of t. Y. 3er- Salons , Chairman of the Swtesc Control Comnmfittee. Thus work wsi supported a pans by the U. S. Army Rieanth office wider Coet DAAO29
International Nuclear Information System (INIS)
Erba, M.; Mattioli, M.; Segui, J.L.
1997-10-01
This paper addresses the problem of removing sawtooth oscillations from multichannel plasma data in a self-consistent way, thereby preserving transients that have a different physical origin. The technique which does this is called the Generalized Singular Value Decomposition (GSVD), and its properties are discussed. Using the GSVD, we analyze spatially resolved electron temperature measurements from the Tore Supra tokamak, made in transient regimes that are perturbed either by the laser blow-off injection of impurities or by pellet injection. Non-local transport issues are briefly discussed. (author)
Singularities and the geometry of spacetime
Hawking, Stephen
2014-11-01
The aim of this essay is to investigate certain aspects of the geometry of the spacetime manifold in the General Theory of Relativity with particular reference to the occurrence of singularities in cosmological solutions and their relation with other global properties. Section 2 gives a brief outline of Riemannian geometry. In Section 3, the General Theory of Relativity is presented in the form of two postulates and two requirements which are common to it and to the Special Theory of Relativity, and a third requirement, the Einstein field equations, which distinguish it from the Special Theory. There does not seem to be any alternative set of field equations which would not have some undeseriable features. Some exact solutions are described. In Section 4, the physical significance of curvature is investigated using the deviation equation for timelike and null curves. The Riemann tensor is decomposed into the Ricci tensor which represents the gravitational effect at a point of matter at that point and the Welyl tensor which represents the effect at a point of gravitational radiation and matter at other points. The two tensors are related by the Bianchi identities which are presented in a form analogous to the Maxwell equations. Some lemmas are given for the occurrence of conjugate points on timelike and null geodesics and their relation with the variation of timelike and null curves is established. Section 5 is concerned with properties of causal relations between points of spacetime. It is shown that these could be used to determine physically the manifold structure of spacetime if the strong causality assumption held. The concepts of a null horizon and a partial Cauchy surface are introduced and are used to prove a number of lemmas relating to the existence of a timelike curve of maximum length between two sets. In Section 6, the definition of a singularity of spacetime is given in terms of geodesic incompleteness. The various energy assumptions needed to prove
Stability of naked singularity arising in gravitational collapse of Type ...
Indian Academy of Sciences (India)
... )) leads the collapse to the formation of naked singularity. We further prove that the occurrence of such a naked singularity is stable with respect to small changes in the initial data. We remark that though the initial data leading to both black hole (BH) and naked singularity (NS) form a `big' subset of the true initial data set ...
THE EXT RACORPOREAL FERTILIZATION TECHNOLOGIES AND THE SINGULARITY PROBLEMS
Directory of Open Access Journals (Sweden)
S. V. Denysenko
2013-05-01
Full Text Available The peculiarities of modern medicine development connected with the technological and informative singularity are analyzed. The risks of realization of extracorporeal fertilization are examined from positions of development of informative singularity. The warning problems of origin of singularity are discussed on t h e base of t h e newest technologies development.
Positive solutions for higher order singular p-Laplacian boundary ...
Indian Academy of Sciences (India)
of positive solutions for sublinear 2m-th order singular p-Laplacian BVPs on closed interval. Keywords. Positive solution; singular BVPs; sufficient and necessary conditions; p-Laplacian equations. 1. Introduction. In this paper, we are concerned with higher order singular p-Laplacian boundary value problems. ⎧. ⎨. ⎩.
Kalmar, Boldizsar
2006-01-01
We give a Pontryagin-Thom-Szucs type construction for non-positive codimensional singular maps, and obtain results about cobordism and bordism groups of -1 codimensional stable maps with prescribed singular fibers.
Renormalized Lie perturbation theory
International Nuclear Information System (INIS)
Rosengaus, E.; Dewar, R.L.
1981-07-01
A Lie operator method for constructing action-angle transformations continuously connected to the identity is developed for area preserving mappings. By a simple change of variable from action to angular frequency a perturbation expansion is obtained in which the small denominators have been renormalized. The method is shown to lead to the same series as the Lagrangian perturbation method of Greene and Percival, which converges on KAM surfaces. The method is not superconvergent, but yields simple recursion relations which allow automatic algebraic manipulation techniques to be used to develop the series to high order. It is argued that the operator method can be justified by analytically continuing from the complex angular frequency plane onto the real line. The resulting picture is one where preserved primary KAM surfaces are continuously connected to one another
Embedding Dimension Selection for Adaptive Singular Spectrum Analysis of EEG Signal
Directory of Open Access Journals (Sweden)
Shanzhi Xu
2018-02-01
Full Text Available The recorded electroencephalography (EEG signal is often contaminated with different kinds of artifacts and noise. Singular spectrum analysis (SSA is a powerful tool for extracting the brain rhythm from a noisy EEG signal. By analyzing the frequency characteristics of the reconstructed component (RC and the change rate in the trace of the Toeplitz matrix, it is demonstrated that the embedding dimension is related to the frequency bandwidth of each reconstructed component, in consistence with the component mixing in the singular value decomposition step. A method for selecting the embedding dimension is thereby proposed and verified by simulated EEG signal based on the Markov Process Amplitude (MPA EEG Model. Real EEG signal is also collected from the experimental subjects under both eyes-open and eyes-closed conditions. The experimental results show that based on the embedding dimension selection method, the alpha rhythm can be extracted from the real EEG signal by the adaptive SSA, which can be effectively utilized to distinguish between the eyes-open and eyes-closed states.
Degenerate asymptotic perturbation theory
International Nuclear Information System (INIS)
Hunziker, W.; Pillet, C.A.
1983-01-01
Asymptotic Rayleigh-Schroedinger perturbation theory for discrete eigenvalues is developed systematically in the general degenerate case. For this purpose we study the spectral properties of mxm - matrix functions A(kappa) of a complex variable kappa which have an asymptotic expansion ΣAsub(k)kappasup(k) as kappa->0. We show that asymptotic expansions for groups of eigenvalues and for the corresponding spectral projections of A(kappa) can be obtained from the set [Asub(k)] by analytic perturbation theory. Special attention is given to the case where A(kappa) is Borel-summable in some sector originating from kappa=0 with opening angle >π. Here we prove that the asymptotic series describe individual eigenvalues and eigenprojections of A(kappa) which are shown to be holomorphic in S near kappa=0 and Borel summable if Asub(k)sup(*)=Asub(k) for all k. We then fit these results into the scheme of Rayleigh-Schroedinger perturbation theory and we give some examples of asymptotic estimates for Schroedinger operators. (orig.)
Twisting perturbed parafermions
Directory of Open Access Journals (Sweden)
A.V. Belitsky
2017-07-01
Full Text Available The near-collinear expansion of scattering amplitudes in maximally supersymmetric Yang–Mills theory at strong coupling is governed by the dynamics of stings propagating on the five sphere. The pentagon transitions in the operator product expansion which systematize the series get reformulated in terms of matrix elements of branch-point twist operators in the two-dimensional O(6 nonlinear sigma model. The facts that the latter is an asymptotically free field theory and that there exists no local realization of twist fields prevents one from explicit calculation of their scaling dimensions and operator product expansion coefficients. This complication is bypassed making use of the equivalence of the sigma model to the infinite-level limit of WZNW models perturbed by current–current interactions, such that one can use conformal symmetry and conformal perturbation theory for systematic calculations. Presently, to set up the formalism, we consider the O(3 sigma model which is reformulated as perturbed parafermions.
Bayesian inference of the sites of perturbations in metabolic pathways via Markov chain Monte Carlo
Jayawardhana, Bayu; Kell, Douglas B.; Rattray, Magnus
2008-01-01
Motivation: Genetic modifications or pharmaceutical interventions can influence multiple sites in metabolic pathways, and often these are ‘distant’ from the primary effect. In this regard, the ability to identify target and off-target effects of a specific compound or gene therapy is both a major
Singular electrostatic energy of nanoparticle clusters
Qin, Jian; Krapf, Nathan W.; Witten, Thomas A.
2016-02-01
The binding of clusters of metal nanoparticles is partly electrostatic. We address difficulties in calculating the electrostatic energy when high charging energies limit the total charge to a single quantum, entailing unequal potentials on the particles. We show that the energy at small separation h has a singular logarithmic dependence on h . We derive a general form for this energy in terms of the singular capacitance of two spheres in near contact c (h ) , together with nonsingular geometric features of the cluster. Using this form, we determine the energies of various clusters, finding that more compact clusters are more stable. These energies are proposed to be significant for metal-semiconductor binary nanoparticle lattices found experimentally. We sketch how these effects should dictate the relative abundances of metal nanoparticle clusters in nonpolar solvents.
Spectral asymptotics for nonsmooth singular Green operators
DEFF Research Database (Denmark)
Grubb, Gerd
2014-01-01
Singular Green operators G appear typically as boundary correction terms in resolvents for elliptic boundary value problems on a domain Ω ⊂ ℝ n , and more generally they appear in the calculus of pseudodifferential boundary problems. In particular, the boundary term in a Krein resolvent formula...... is a singular Green operator. It is well-known in smooth cases that when G is of negative order −t on a bounded domain, its eigenvalues ors-numbers have the behavior (*)s j (G) ∼ cj −t/(n−1) for j → ∞, governed by the boundary dimension n − 1. In some nonsmooth cases, upper estimates (**)s j (G) ≤ Cj −t/(n−1...
Further holographic investigations of big bang singularities
Energy Technology Data Exchange (ETDEWEB)
Engelhardt, Netta [Department of Physics, UCSB,Santa Barbara, CA 93106 (United States); Hertog, Thomas [Institute for Theoretical Physics, KU Leuven,3001 Leuven (Belgium); Horowitz, Gary T. [Department of Physics, UCSB,Santa Barbara, CA 93106 (United States)
2015-07-09
We further explore the quantum dynamics near past cosmological singularities in anisotropic Kasner-AdS solutions using gauge/gravity duality. The dual description of the bulk evolution involves N=4 super Yang-Mills on the contracting branch of an anisotropic de Sitter space and is well defined. We compute two-point correlators of Yang-Mills operators of large dimensions using spacelike geodesics anchored on the boundary. The correlator between two points separated in a direction with negative Kasner exponent p always exhibits a pole at horizon scales, in any dimension, which we interpret as a dual signature of the classical bulk singularity. This indicates that the geodesic approximation selects a non-normalizable Yang-Mills state.
Further holographic investigations of big bang singularities
Engelhardt, Netta; Hertog, Thomas; Horowitz, Gary T.
2015-07-01
We further explore the quantum dynamics near past cosmological singularities in anisotropic Kasner-AdS solutions using gauge/gravity duality. The dual description of the bulk evolution involves super Yang-Mills on the contracting branch of an anisotropic de Sitter space and is well defined. We compute two-point correlators of Yang-Mills operators of large dimensions using spacelike geodesics anchored on the boundary. The correlator between two points separated in a direction with negative Kasner exponent p always exhibits a pole at horizon scales, in any dimension, which we interpret as a dual signature of the classical bulk singularity. This indicates that the geodesic approximation selects a non-normalizable Yang-Mills state.
Singular tachyon kinks from regular profiles
International Nuclear Information System (INIS)
Copeland, E.J.; Saffin, P.M.; Steer, D.A.
2003-01-01
We demonstrate how Sen's singular kink solution of the Born-Infeld tachyon action can be constructed by taking the appropriate limit of initially regular profiles. It is shown that the order in which different limits are taken plays an important role in determining whether or not such a solution is obtained for a wide class of potentials. Indeed, by introducing a small parameter into the action, we are able circumvent the results of a recent paper which derived two conditions on the asymptotic tachyon potential such that the singular kink could be recovered in the large amplitude limit of periodic solutions. We show that this is explained by the non-commuting nature of two limits, and that Sen's solution is recovered if the order of the limits is chosen appropriately
MARKOV CHAIN PORTFOLIO LIQUIDITY OPTIMIZATION MODEL
Directory of Open Access Journals (Sweden)
Eder Oliveira Abensur
2014-05-01
Full Text Available The international financial crisis of September 2008 and May 2010 showed the importance of liquidity as an attribute to be considered in portfolio decisions. This study proposes an optimization model based on available public data, using Markov chain and Genetic Algorithms concepts as it considers the classic duality of risk versus return and incorporating liquidity costs. The work intends to propose a multi-criterion non-linear optimization model using liquidity based on a Markov chain. The non-linear model was tested using Genetic Algorithms with twenty five Brazilian stocks from 2007 to 2009. The results suggest that this is an innovative development methodology and useful for developing an efficient and realistic financial portfolio, as it considers many attributes such as risk, return and liquidity.
An interlacing theorem for reversible Markov chains
International Nuclear Information System (INIS)
Grone, Robert; Salamon, Peter; Hoffmann, Karl Heinz
2008-01-01
Reversible Markov chains are an indispensable tool in the modeling of a vast class of physical, chemical, biological and statistical problems. Examples include the master equation descriptions of relaxing physical systems, stochastic optimization algorithms such as simulated annealing, chemical dynamics of protein folding and Markov chain Monte Carlo statistical estimation. Very often the large size of the state spaces requires the coarse graining or lumping of microstates into fewer mesoscopic states, and a question of utmost importance for the validity of the physical model is how the eigenvalues of the corresponding stochastic matrix change under this operation. In this paper we prove an interlacing theorem which gives explicit bounds on the eigenvalues of the lumped stochastic matrix. (fast track communication)
Exact solution of the hidden Markov processes
Saakian, David B.
2017-11-01
We write a master equation for the distributions related to hidden Markov processes (HMPs) and solve it using a functional equation. Thus the solution of HMPs is mapped exactly to the solution of the functional equation. For a general case the latter can be solved only numerically. We derive an exact expression for the entropy of HMPs. Our expression for the entropy is an alternative to the ones given before by the solution of integral equations. The exact solution is possible because actually the model can be considered as a generalized random walk on a one-dimensional strip. While we give the solution for the two second-order matrices, our solution can be easily generalized for the L values of the Markov process and M values of observables: We should be able to solve a system of L functional equations in the space of dimension M -1 .
Markov State Model of Ion Assembling Process.
Shevchuk, Roman
2016-05-12
We study the process of ion assembling in aqueous solution by means of molecular dynamics. In this article, we present a method to study many-particle assembly using the Markov state model formalism. We observed that at NaCl concentration higher than 1.49 mol/kg, the system tends to form a big ionic cluster composed of roughly 70-90% of the total number of ions. Using Markov state models, we estimated the average time needed for the system to make a transition from discorded state to a state with big ionic cluster. Our results suggest that the characteristic time to form an ionic cluster is a negative exponential function of the salt concentration. Moreover, we defined and analyzed three different kinetic states of a single ion particle. These states correspond to a different particle location during nucleation process.
Lindeberg theorem for Gibbs–Markov dynamics
Denker, Manfred; Senti, Samuel; Zhang, Xuan
2017-12-01
A dynamical array consists of a family of functions \\{ fn, i: 1≤slant i≤slant k_n, n≥slant 1\\} and a family of initial times \\{τn, i: 1≤slant i≤slant k_n, n≥slant 1\\} . For a dynamical system (X, T) we identify distributional limits for sums of the form for suitable (non-random) constants s_n>0 and an, i\\in { R} . We derive a Lindeberg-type central limit theorem for dynamical arrays. Applications include new central limit theorems for functions which are not locally Lipschitz continuous and central limit theorems for statistical functions of time series obtained from Gibbs–Markov systems. Our results, which hold for more general dynamics, are stated in the context of Gibbs–Markov dynamical systems for convenience.
Markov and Bernstein type inequalities for polynomials
Directory of Open Access Journals (Sweden)
Mohapatra RN
1999-01-01
Full Text Available In an answer to a question raised by chemist Mendeleev, A. Markov proved that if is a real polynomial of degree , then The above inequality which is known as Markov's Inequality is best possible and becomes equality for the Chebyshev polynomial . Few years later, Serge Bernstein needed the analogue of this result for the unit disk in the complex plane instead of the interval and the following is known as Bernstein's Inequality. If is a polynomial of degree then This inequality is also best possible and is attained for , being a complex number. The above two inequalities have been the starting point of a considerable literature in Mathematics and in this article we discuss some of the research centered around these inequalities.
Stochastic Dynamics through Hierarchically Embedded Markov Chains
Vasconcelos, Vítor V.; Santos, Fernando P.; Santos, Francisco C.; Pacheco, Jorge M.
2017-02-01
Studying dynamical phenomena in finite populations often involves Markov processes of significant mathematical and/or computational complexity, which rapidly becomes prohibitive with increasing population size or an increasing number of individual configuration states. Here, we develop a framework that allows us to define a hierarchy of approximations to the stationary distribution of general systems that can be described as discrete Markov processes with time invariant transition probabilities and (possibly) a large number of states. This results in an efficient method for studying social and biological communities in the presence of stochastic effects—such as mutations in evolutionary dynamics and a random exploration of choices in social systems—including situations where the dynamics encompasses the existence of stable polymorphic configurations, thus overcoming the limitations of existing methods. The present formalism is shown to be general in scope, widely applicable, and of relevance to a variety of interdisciplinary problems.
Method of rotations for bilinear singular integrals
Czech Academy of Sciences Publication Activity Database
Diestel, G.; Grafakos, L.; Honzík, Petr; Zengyan, S.; Terwilleger, E.
2011-01-01
Roč. 3, - (2011), s. 99-107 ISSN 1938-9787. [Analysis, Mathematical Physics and Applications. Ixtapa, 01.03.2010-05.03.2010] R&D Projects: GA AV ČR KJB100190901 Institutional research plan: CEZ:AV0Z10190503 Keywords : bilinear singular integrals * bilinear Hilbert transform * Fourier multipliers Subject RIV: BA - General Mathematics http://projecteuclid.org/DPubS?verb=Display&version=1.0&service=UI&handle=euclid.cma/1298670006&page=record
Space-time singularities in Weyl manifolds
Energy Technology Data Exchange (ETDEWEB)
Lobo, I.P. [CAPES Foundation, Ministry of Education of Brazil, Brasilia (Brazil); Sapienza Universita di Roma, Dipartimento di Fisica, Rome (Italy); Barreto, A.B.; Romero, C. [Universidade Federal da Paraiba, Departamento de Fisica, C. Postal 5008, Joao Pessoa, PB (Brazil)
2015-09-15
We extend one of the Hawking-Penrose singularity theorems in general relativity to the case of some scalar-tensor gravity theories in which the scalar field has a geometrical character and space-time has the mathematical structure of a Weyl integrable space-time. We adopt an invariant formalism, so that the extended version of the theorem does not depend on a particular frame. (orig.)
The technological singularity and exponential medicine
Iraj Nabipour; Majid Assadi
2016-01-01
The "technological singularity" is forecasted to occur in 2045. It is a point when non-biological intelligence becomes more intelligent than humans and each generation of intelligent machines re-designs itself smarter. Beyond this point, there is a symbiosis between machines and humans. This co-existence will produce incredible impacts on medicine that its sparkles could be seen in healthcare industry and the future medicine since 2025. Ray Kurzweil, the great futurist, suggested th...
Singular reduction of Nambu-Poisson manifolds
Das, Apurba
The version of Marsden-Ratiu Poisson reduction theorem for Nambu-Poisson manifolds by a regular foliation have been studied by Ibáñez et al. In this paper, we show that this reduction procedure can be extended to the singular case. Under a suitable notion of Hamiltonian flow on the reduced space, we show that a set of Hamiltonians on a Nambu-Poisson manifold can also be reduced.
MRI segmentation study based on wavelet-domain hidden Markov models
International Nuclear Information System (INIS)
Derraz, F.; Beladgham, M.; Benaissa, M.; Khelif, M.
2004-01-01
Full text.The wavelet's transform has emerged as exciting new tool for statistical image processing. The wavelet domain provides a natural setting for many applications in medical imaging and tele medicine area. The interesting properties of wavelet transform have led to a powerful image processing technique based on a simple transformation of individual wavelet coefficient as thought it were dependent of all others. By exploiting the dependencies between wavelet coefficients, a new wavelet domain probability models have been developed based on the hidden Markov probability models. The Wavelet-domain hidden Markov (HMM) models have recently been introduced and successfully applied in image processing area and in particular the Hidden Markov tree (HMT) models. The HMT models can characterize the joint statistics of wavelet coefficients across scales. these models are tree-structured probabilistic graph that captures statistical properties of the coefficient of wavelet transform. Since the HMT is particularly well suited to image containing singularities like edge and ridge, it provides a good classifier for distinguishing between textures of image. Using the inherent tree structure of the wavelet HMT and it fast training and likelihood algorithms, the texture classification at range of different scales. We then fuse these multi scale classifications using Bayesian probabilistic graph to obtain reliable final segmentations. Finally, the compressed image can be segmented directly. In our work, we have applied these models for texture segmenting of compressed MRI images by using the HMT models. By concisely modeling and fusing the statistical behavior of textures at multiple scales, the algorithm developed on HTM models produces an accurate segmentation of texture images yielding a range of segmentation at different scales. One of the most important results is capability of segmenting compressed image without re-expanding, this create a framework for developing joint
Handbook of Markov chain Monte Carlo
Brooks, Steve
2011-01-01
""Handbook of Markov Chain Monte Carlo"" brings together the major advances that have occurred in recent years while incorporating enough introductory material for new users of MCMC. Along with thorough coverage of the theoretical foundations and algorithmic and computational methodology, this comprehensive handbook includes substantial realistic case studies from a variety of disciplines. These case studies demonstrate the application of MCMC methods and serve as a series of templates for the construction, implementation, and choice of MCMC methodology.
Exploring Disease Interactions Using Markov Networks
Haaren, J. Van; Davis, J; Lappenschaar, G.A.M.; Hommersom, A.J.
2013-01-01
Network medicine is an emerging paradigm for studying the co-occurrence between diseases. While diseases are often interlinked through complex patterns, most of the existing work in this area has focused on studying pairwise relationships between diseases. In this paper, we use a state-of-the-art Markov network learning method to learn interactions between musculoskeletal disorders and cardiovascular diseases and compare this to pairwise approaches. Our experimental results confirm that the s...
Markov Chains For Testing Redundant Software
White, Allan L.; Sjogren, Jon A.
1990-01-01
Preliminary design developed for validation experiment that addresses problems unique to assuring extremely high quality of multiple-version programs in process-control software. Approach takes into account inertia of controlled system in sense it takes more than one failure of control program to cause controlled system to fail. Verification procedure consists of two steps: experimentation (numerical simulation) and computation, with Markov model for each step.
Dynamical fluctuations for semi-Markov processes
Czech Academy of Sciences Publication Activity Database
Maes, C.; Netočný, Karel; Wynants, B.
2009-01-01
Roč. 42, č. 36 (2009), 365002/1-365002/21 ISSN 1751-8113 R&D Projects: GA ČR GC202/07/J051 Institutional research plan: CEZ:AV0Z10100520 Keywords : nonequilibrium fluctuations * semi-Markov processes Subject RIV: BM - Solid Matter Physics ; Magnetism Impact factor: 1.577, year: 2009 http://www.iop.org/EJ/abstract/1751-8121/42/36/365002
Operational Markov Condition for Quantum Processes
Pollock, Felix A.; Rodríguez-Rosario, César; Frauenheim, Thomas; Paternostro, Mauro; Modi, Kavan
2018-01-01
We derive a necessary and sufficient condition for a quantum process to be Markovian which coincides with the classical one in the relevant limit. Our condition unifies all previously known definitions for quantum Markov processes by accounting for all potentially detectable memory effects. We then derive a family of measures of non-Markovianity with clear operational interpretations, such as the size of the memory required to simulate a process or the experimental falsifiability of a Markovian hypothesis.
Second Order Optimality in Markov Decision Chains
Czech Academy of Sciences Publication Activity Database
Sladký, Karel
2017-01-01
Roč. 53, č. 6 (2017), s. 1086-1099 ISSN 0023-5954 R&D Projects: GA ČR GA15-10331S Institutional support: RVO:67985556 Keywords : Markov decision chains * second order optimality * optimalilty conditions for transient, discounted and average models * policy and value iterations Subject RIV: BB - Applied Statistics, Operational Research OBOR OECD: Statistics and probability Impact factor: 0.379, year: 2016 http://library.utia.cas.cz/separaty/2017/E/sladky-0485146.pdf
Dirichlet forms and symmetric Markov processes
Oshima, Yoichi; Fukushima, Masatoshi
2010-01-01
Since the publication of the first edition in 1994, this book has attracted constant interests from readers and is by now regarded as a standard reference for the theory of Dirichlet forms. For the present second edition, the authors not only revised the existing text, but also added some new sections as well as several exercises with solutions. The book addresses to researchers and graduate students who wish to comprehend the area of Dirichlet forms and symmetric Markov processes.
Bayesian Posterior Distributions Without Markov Chains
Cole, Stephen R.; Chu, Haitao; Greenland, Sander; Hamra, Ghassan; Richardson, David B.
2012-01-01
Bayesian posterior parameter distributions are often simulated using Markov chain Monte Carlo (MCMC) methods. However, MCMC methods are not always necessary and do not help the uninitiated understand Bayesian inference. As a bridge to understanding Bayesian inference, the authors illustrate a transparent rejection sampling method. In example 1, they illustrate rejection sampling using 36 cases and 198 controls from a case-control study (1976–1983) assessing the relation between residential ex...
Modeling nonhomogeneous Markov processes via time transformation.
Hubbard, R A; Inoue, L Y T; Fann, J R
2008-09-01
Longitudinal studies are a powerful tool for characterizing the course of chronic disease. These studies are usually carried out with subjects observed at periodic visits giving rise to panel data. Under this observation scheme the exact times of disease state transitions and sequence of disease states visited are unknown and Markov process models are often used to describe disease progression. Most applications of Markov process models rely on the assumption of time homogeneity, that is, that the transition rates are constant over time. This assumption is not satisfied when transition rates depend on time from the process origin. However, limited statistical tools are available for dealing with nonhomogeneity. We propose models in which the time scale of a nonhomogeneous Markov process is transformed to an operational time scale on which the process is homogeneous. We develop a method for jointly estimating the time transformation and the transition intensity matrix for the time transformed homogeneous process. We assess maximum likelihood estimation using the Fisher scoring algorithm via simulation studies and compare performance of our method to homogeneous and piecewise homogeneous models. We apply our methodology to a study of delirium progression in a cohort of stem cell transplantation recipients and show that our method identifies temporal trends in delirium incidence and recovery.
Temperature scaling method for Markov chains.
Crosby, Lonnie D; Windus, Theresa L
2009-01-22
The use of ab initio potentials in Monte Carlo simulations aimed at investigating the nucleation kinetics of water clusters is complicated by the computational expense of the potential energy determinations. Furthermore, the common desire to investigate the temperature dependence of kinetic properties leads to an urgent need to reduce the expense of performing simulations at many different temperatures. A method is detailed that allows a Markov chain (obtained via Monte Carlo) at one temperature to be scaled to other temperatures of interest without the need to perform additional large simulations. This Markov chain temperature-scaling (TeS) can be generally applied to simulations geared for numerous applications. This paper shows the quality of results which can be obtained by TeS and the possible quantities which may be extracted from scaled Markov chains. Results are obtained for a 1-D analytical potential for which the exact solutions are known. Also, this method is applied to water clusters consisting of between 2 and 5 monomers, using Dynamical Nucleation Theory to determine the evaporation rate constant for monomer loss. Although ab initio potentials are not utilized in this paper, the benefit of this method is made apparent by using the Dang-Chang polarizable classical potential for water to obtain statistical properties at various temperatures.
Singular inflation from generalized equation of state fluids
Energy Technology Data Exchange (ETDEWEB)
Nojiri, S., E-mail: nojiri@gravity.phys.nagoya-u.ac.jp [Department of Physics, Nagoya University, Nagoya 464-8602 (Japan); Kobayashi-Maskawa Institute for the Origin of Particles and the Universe, Nagoya University, Nagoya 464-8602 (Japan); Odintsov, S.D., E-mail: odintsov@ieec.uab.es [Institut de Ciencies de lEspai (IEEC-CSIC), Campus UAB, Carrer de Can Magrans, s/n, 08193 Cerdanyola del Valles, Barcelona (Spain); ICREA, Passeig Lluîs Companys, 23, 08010 Barcelona (Spain); National Research Tomsk State University, 634050 Tomsk (Russian Federation); Tomsk State Pedagogical University, 634061 Tomsk (Russian Federation); Oikonomou, V.K., E-mail: v.k.oikonomou1979@gmail.com [Department of Theoretical Physics, Aristotle University of Thessaloniki, 54124 Thessaloniki (Greece); National Research Tomsk State University, 634050 Tomsk (Russian Federation); Tomsk State Pedagogical University, 634061 Tomsk (Russian Federation)
2015-07-30
We study models with a generalized inhomogeneous equation of state fluids, in the context of singular inflation, focusing to so-called Type IV singular evolution. In the simplest case, this cosmological fluid is described by an equation of state with constant w, and therefore a direct modification of this constant w fluid is achieved by using a generalized form of an equation of state. We investigate from which models with generalized phenomenological equation of state, a Type IV singular inflation can be generated and what the phenomenological implications of this singularity would be. We support our results with illustrative examples and we also study the impact of the Type IV singularities on the slow-roll parameters and on the observational inflationary indices, showing the consistency with Planck mission results. The unification of singular inflation with singular dark energy era for specific generalized fluids is also proposed.
Stencil method: a Markov model for transport in porous media
Delgoshaie, A. H.; Tchelepi, H.; Jenny, P.
2016-12-01
In porous media the transport of fluid is dominated by flow-field heterogeneity resulting from the underlying transmissibility field. Since the transmissibility is highly uncertain, many realizations of a geological model are used to describe the statistics of the transport phenomena in a Monte Carlo framework. One possible way to avoid the high computational cost of physics-based Monte Carlo simulations is to model the velocity field as a Markov process and use Markov Chain Monte Carlo. In previous works multiple Markov models for discrete velocity processes have been proposed. These models can be divided into two general classes of Markov models in time and Markov models in space. Both of these choices have been shown to be effective to some extent. However some studies have suggested that the Markov property cannot be confirmed for a temporal Markov process; Therefore there is not a consensus about the validity and value of Markov models in time. Moreover, previous spacial Markov models have only been used for modeling transport on structured networks and can not be readily applied to model transport in unstructured networks. In this work we propose a novel approach for constructing a Markov model in time (stencil method) for a discrete velocity process. The results form the stencil method are compared to previously proposed spacial Markov models for structured networks. The stencil method is also applied to unstructured networks and can successfully describe the dispersion of particles in this setting. Our conclusion is that both temporal Markov models and spacial Markov models for discrete velocity processes can be valid for a range of model parameters. Moreover, we show that the stencil model can be more efficient in many practical settings and is suited to model dispersion both on structured and unstructured networks.
Constructing Dynamic Event Trees from Markov Models
International Nuclear Information System (INIS)
Paolo Bucci; Jason Kirschenbaum; Tunc Aldemir; Curtis Smith; Ted Wood
2006-01-01
In the probabilistic risk assessment (PRA) of process plants, Markov models can be used to model accurately the complex dynamic interactions between plant physical process variables (e.g., temperature, pressure, etc.) and the instrumentation and control system that monitors and manages the process. One limitation of this approach that has prevented its use in nuclear power plant PRAs is the difficulty of integrating the results of a Markov analysis into an existing PRA. In this paper, we explore a new approach to the generation of failure scenarios and their compilation into dynamic event trees from a Markov model of the system. These event trees can be integrated into an existing PRA using software tools such as SAPHIRE. To implement our approach, we first construct a discrete-time Markov chain modeling the system of interest by: (a) partitioning the process variable state space into magnitude intervals (cells), (b) using analytical equations or a system simulator to determine the transition probabilities between the cells through the cell-to-cell mapping technique, and, (c) using given failure/repair data for all the components of interest. The Markov transition matrix thus generated can be thought of as a process model describing the stochastic dynamic behavior of the finite-state system. We can therefore search the state space starting from a set of initial states to explore all possible paths to failure (scenarios) with associated probabilities. We can also construct event trees of arbitrary depth by tracing paths from a chosen initiating event and recording the following events while keeping track of the probabilities associated with each branch in the tree. As an example of our approach, we use the simple level control system often used as benchmark in the literature with one process variable (liquid level in a tank), and three control units: a drain unit and two supply units. Each unit includes a separate level sensor to observe the liquid level in the tank
Symmetry and perturbation theory
Gaeta, Giuseppe
A co-chain map for the G invariant De Rham complex -- New examples of trihamiltonian structures linking different Lenard chains -- Wave propagation in an elastic medium: GDS equations -- Parametric excitation in nonlinear dynamics -- Collisionless action-minimizing trajectories for the equivariant 3-body problem in R2 -- The Lagrangian and Hamiltonian formulations for a special class of non-conservative systems -- Shadowing chains of collision orbits for the elliptic 3-body problem -- Similarity reductions of an optical model -- Fold, transcritical and pitchfork singularities for time-reversible systems -- Homographic three-body motions with positive and negative masses -- Remarks on conformal Killing tensors and separation of variables -- A regularity theory for optimal partition problems -- Lambda and mu-symmetries -- Potential symmetries and linearization of some evolution equations -- Periodic solutions for zero mass nonlinear wave equations -- Fundamental covariants in the invariant theory of Killing tensors -- Global geometry of 3-body trajectories with vanishing angular momentum -- The relation between the topological structure of the set of controllable affine systems and topological structures of the set of controllable homogenuous systems in low dimension -- On preservation of action variables for satellite librations in elliptic orbits with account of solar light pressure -- An explicit solution of the (quantum) elliptic Calogero-Sutherland model -- An application of the Melnikov integral to a restricted three body problem -- Reductions of integrable equations and automorphic Lie algebras -- Geometric reduction of Poisson operators -- Closed manifolds admitting metrics with the same geodesics -- A transcritical-flip bifurcation in a model for a robot-arm -- Alignment and the classification of Lorentz-signature tensors -- Renormalization group symmetry and gas dynamics -- Refined computation of hypernormal forms -- New order reductions for Euler
Perturbative quantum chromodynamics
1989-01-01
This book will be of great interest to advanced students and researchers in the area of high energy theoretical physics. Being the most complete and updated review volume on Perturbative QCD, it serves as an extremely useful textbook or reference book. Some of the reviews in this volume are the best that have been written on the subject anywhere. Contents: Factorization of Hard Processes in QCD (J C Collins, D E Soper & G Sterman); Exclusive Processes in Quantum Chromodynamics (S J Brodsky & G P Lepage); Coherence and Physics of QCD Jets (Yu L Dokshitzer, V A Khoze & S I Troyan); Pomeron in Qu
Markov chains and semi-Markov models in time-to-event analysis
Abner, Erin L.; Charnigo, Richard J.; Kryscio, Richard J.
2014-01-01
A variety of statistical methods are available to investigators for analysis of time-to-event data, often referred to as survival analysis. Kaplan-Meier estimation and Cox proportional hazards regression are commonly employed tools but are not appropriate for all studies, particularly in the presence of competing risks and when multiple or recurrent outcomes are of interest. Markov chain models can accommodate censored data, competing risks (informative censoring), multiple outcomes, recurrent outcomes, frailty, and non-constant survival probabilities. Markov chain models, though often overlooked by investigators in time-to-event analysis, have long been used in clinical studies and have widespread application in other fields. PMID:24818062
Derivation of Markov processes that violate detailed balance
Lee, Julian
2018-03-01
Time-reversal symmetry of the microscopic laws dictates that the equilibrium distribution of a stochastic process must obey the condition of detailed balance. However, cyclic Markov processes that do not admit equilibrium distributions with detailed balance are often used to model systems driven out of equilibrium by external agents. I show that for a Markov model without detailed balance, an extended Markov model can be constructed, which explicitly includes the degrees of freedom for the driving agent and satisfies the detailed balance condition. The original cyclic Markov model for the driven system is then recovered as an approximation at early times by summing over the degrees of freedom for the driving agent. I also show that the widely accepted expression for the entropy production in a cyclic Markov model is actually a time derivative of an entropy component in the extended model. Further, I present an analytic expression for the entropy component that is hidden in the cyclic Markov model.
English, Thomas
2005-01-01
A standard tool of reliability analysis used at NASA-JSC is the event tree. An event tree is simply a probability tree, with the probabilities determining the next step through the tree specified at each node. The nodal probabilities are determined by a reliability study of the physical system at work for a particular node. The reliability study performed at a node is typically referred to as a fault tree analysis, with the potential of a fault tree existing.for each node on the event tree. When examining an event tree it is obvious why the event tree/fault tree approach has been adopted. Typical event trees are quite complex in nature, and the event tree/fault tree approach provides a systematic and organized approach to reliability analysis. The purpose of this study was two fold. Firstly, we wanted to explore the possibility that a semi-Markov process can create dependencies between sojourn times (the times it takes to transition from one state to the next) that can decrease the uncertainty when estimating time to failures. Using a generalized semi-Markov model, we studied a four element reliability model and were able to demonstrate such sojourn time dependencies. Secondly, we wanted to study the use of semi-Markov processes to introduce a time variable into the event tree diagrams that are commonly developed in PRA (Probabilistic Risk Assessment) analyses. Event tree end states which change with time are more representative of failure scenarios than are the usual static probability-derived end states.
Analytical Solitons for Langmuir Waves in Plasma Physics with Cubic Nonlinearity and Perturbations
Zhou, Qin; Mirzazadeh, M.
2016-09-01
We presented an analytical study on dynamics of solitons for Langmuir waves in plasma physics. The mathematical model is given by the perturbed nonlinear Schrödinger equation with full nonlinearity and Kerr law nonlinearity. There are three techniques of integrability were employed to extract exact solutions along with the integrability conditions. The topological 1-soliton solutions, singular 1-soliton solutions, and plane wave solution were reported by Ricatti equation expansion approach and then the bright 1-soliton solution, singular 1-soliton solution, periodic singular solutions, and plane wave solution were derived with the help of trial solution method. Finally, based on the G'/G-expansion scheme, we obtained the hyperbolic function travelling wave solution, trigonometric function travelling wave solution, and plane wave solution.
ADAPTIVE LEARNING OF HIDDEN MARKOV MODELS FOR EMOTIONAL SPEECH
Directory of Open Access Journals (Sweden)
A. V. Tkachenia
2014-01-01
Full Text Available An on-line unsupervised algorithm for estimating the hidden Markov models (HMM parame-ters is presented. The problem of hidden Markov models adaptation to emotional speech is solved. To increase the reliability of estimated HMM parameters, a mechanism of forgetting and updating is proposed. A functional block diagram of the hidden Markov models adaptation algorithm is also provided with obtained results, which improve the efficiency of emotional speech recognition.
A Markov Process Inspired Cellular Automata Model of Road Traffic
Wang, Fa; Li, Li; Hu, Jianming; Ji, Yan; Yao, Danya; Zhang, Yi; Jin, Xuexiang; Su, Yuelong; Wei, Zheng
2008-01-01
To provide a more accurate description of the driving behaviors in vehicle queues, a namely Markov-Gap cellular automata model is proposed in this paper. It views the variation of the gap between two consequent vehicles as a Markov process whose stationary distribution corresponds to the observed distribution of practical gaps. The multiformity of this Markov process provides the model enough flexibility to describe various driving behaviors. Two examples are given to show how to specialize i...
The Independence of Markov's Principle in Type Theory
DEFF Research Database (Denmark)
Coquand, Thierry; Mannaa, Bassel
2017-01-01
In this paper, we show that Markov's principle is not derivable in dependent type theory with natural numbers and one universe. One way to prove this would be to remark that Markov's principle does not hold in a sheaf model of type theory over Cantor space, since Markov's principle does not hold...... for the generic point of this model. Instead we design an extension of type theory, which intuitively extends type theory by the addition of a generic point of Cantor space. We then show the consistency of this extension by a normalization argument. Markov's principle does not hold in this extension......, and it follows that it cannot be proved in type theory....
Context Tree Estimation in Variable Length Hidden Markov Models
Dumont, Thierry
2011-01-01
We address the issue of context tree estimation in variable length hidden Markov models. We propose an estimator of the context tree of the hidden Markov process which needs no prior upper bound on the depth of the context tree. We prove that the estimator is strongly consistent. This uses information-theoretic mixture inequalities in the spirit of Finesso and Lorenzo(Consistent estimation of the order for Markov and hidden Markov chains(1990)) and E.Gassiat and S.Boucheron (Optimal error exp...
Deteksi Fraud Menggunakan Metode Model Markov Tersembunyi Pada Proses Bisnis
Directory of Open Access Journals (Sweden)
Andrean Hutama Koosasi
2017-03-01
Full Text Available Model Markov Tersembunyi merupakan sebuah metode statistik berdasarkan Model Markov sederhana yang memodelkan sistem serta membaginya dalam 2 (dua state, state tersembunyi dan state observasi. Dalam pengerjaan tugas akhir ini, penulis mengusulkan penggunaan metode Model Markov Tersembunyi untuk menemukan fraud didalam sebuah pelaksanaan proses bisnis. Dengan penggunaan metode Model Markov Tersembunyi ini, maka pengamatan terhadap elemen penyusun sebuah kasus/kejadian, yakni beberapa aktivitas, akan diperoleh sebuah nilai peluang, yang sekaligus memberikan prediksi terhadap kasus/kejadian tersebut, sebuah fraud atau tidak. Hasil ekpserimen ini menunjukkan bahwa metode yang diusulkan mampu memberikan prediksi akhir dengan evaluasi TPR sebesar 87,5% dan TNR sebesar 99,4%.
Perturbative and Non-Perturbative Aspects of N=8 Supergravity
Ferrara, Sergio
2011-01-01
Some aspects of quantum properties of N=8 supergravity in four dimensions are discussed for non-practitioners. At perturbative level, they include the Weyl trace anomaly as well as composite duality anomalies, the latter being relevant for perturbative finiteness. At non-perturbative level, we briefly review some facts about extremal black holes, their Bekenstein-Hawking entropy and attractor flows for single- and two-centered solutions.
Analytic perturbation theory in analyzing some QCD observables
International Nuclear Information System (INIS)
Shirkov, D.V.
2001-01-01
This paper is devoted to the application of the recently devised ghost-free analytic perturbation theory (APT) for the analysis of some QCD observables. We start with a discussion of the main problem of the perturbative QCD, ghost singularities, and with a resume of its resolving within the APT. By a few examples in various energy and momentum transfer regions (with the flavor number f=3,4 and 5) we demonstrate the effect of the improved convergence of the APT modified perturbative QCD expansion. Our first observation is that in the APT analysis the three-loop contribution (∝α s 3 ) is as a rule numerically inessential. This gives hope for a practical solution of the well-known problem of the asymptotic nature of the common QFT perturbation series. The second result is that the usual perturbative analysis of time-like events with the large π 2 term in the α s 3 coefficient is not adequate at s≤2GeV 2 . In particular, this relates to τ decay. Then for the ''high'' (f=5) region it is shown that the common two-loop (NLO, NLLA) perturbation approximation widely used there (at 10GeV 1/2 s (2) values. Our physical conclusion is that the anti α s (M Z 2 ) value averaged over the f=5 data appreciably differs, left angle anti α s (M Z 2 ) right angle f=5 ≅0.124, from the currently accepted ''world average'' (=0.118). (orig.)
Analytic perturbation theory in analyzing some QCD observables
International Nuclear Information System (INIS)
Shirkov, D.V.
2001-01-01
The paper is devoted to application of recently devised ghost-free Analytic Perturbation Theory (APT) for analysis of some QCD observables. We start with the discussion of the main problem of the perturbative QCD - ghost singularities and with the resume of this trouble solution within the APT. By a few examples in the various energy and momentum transfer regions (with the flavor number f = 3, 4 and 5) we demonstrate the effect of improved convergence of the APT modified perturbative QCD expansion. Our first observation is that in the APT analysis the three-loop contribution (of an order of α s 3 ) is as a rule numerically inessential. This raises hope for practical solving the well-known problem of asymptotic nature of common QFT perturbation series. The second conclusion is that a common perturbative analysis of time-like events with the big π 2 term in the π 2 coefficient is not adequate at s ≤ 2 GeV 2 . In particular, this relates to τ decay. Then, for the 'high' (f = 5) region it is shown that the common two-loop (NLO, NLLA) perturbation approximation widely used there (at 10 GeV ≤ √s ≤ 170 GeV) for analysis of shape/events data contains a systematic negative error of a 1 - 2 per cent level for the extracted α bar s (2) values. Our physical conclusion is that the α bar s (M Z 2 ) value averaged over the f = 5 data s (M Z 2 )> APT; f= 5 ≅ 0.124 appreciably differs from the currently accepted 'world average' (= 0.118)
The Singularity May Never Be Near
Walsh, Toby
2017-01-01
There is both much optimisim and pessimism around artificial intelligence (AI) today. The optimists are investing millions of dollars, and even in some cases billions of dollars into AI. The pessimists, on the other hand, predict that AI will end many things: jobs, warfare, and even the human race. Both the optimists and the pessimists often appeal to the idea of a technological singularity, a point in time where machine intelligence starts to run away, and a new, more in- telligent “species”...
Singularity Structure of Maximally Supersymmetric Scattering Amplitudes
DEFF Research Database (Denmark)
Arkani-Hamed, Nima; Bourjaily, Jacob L.; Cachazo, Freddy
2014-01-01
We present evidence that loop amplitudes in maximally supersymmetric (N=4) Yang-Mills theory (SYM) beyond the planar limit share some of the remarkable structures of the planar theory. In particular, we show that through two loops, the four-particle amplitude in full N=4 SYM has only logarithmic ...... singularities and is free of any poles at infinity—properties closely related to uniform transcendentality and the UV finiteness of the theory. We also briefly comment on implications for maximal (N=8) supergravity theory (SUGRA)....
Clifford wavelets, singular integrals, and Hardy spaces
Mitrea, Marius
1994-01-01
The book discusses the extensions of basic Fourier Analysis techniques to the Clifford algebra framework. Topics covered: construction of Clifford-valued wavelets, Calderon-Zygmund theory for Clifford valued singular integral operators on Lipschitz hyper-surfaces, Hardy spaces of Clifford monogenic functions on Lipschitz domains. Results are applied to potential theory and elliptic boundary value problems on non-smooth domains. The book is self-contained to a large extent and well-suited for graduate students and researchers in the areas of wavelet theory, Harmonic and Clifford Analysis. It will also interest the specialists concerned with the applications of the Clifford algebra machinery to Mathematical Physics.
Dynamic system evolution and markov chain approximation
Directory of Open Access Journals (Sweden)
Roderick V. Nicholas Melnik
1998-01-01
Full Text Available In this paper computational aspects of the mathematical modelling of dynamic system evolution have been considered as a problem in information theory. The construction of mathematical models is treated as a decision making process with limited available information.The solution of the problem is associated with a computational model based on heuristics of a Markov Chain in a discrete space–time of events. A stable approximation of the chain has been derived and the limiting cases are discussed. An intrinsic interconnection of constructive, sequential, and evolutionary approaches in related optimization problems provides new challenges for future work.
Honest Importance Sampling with Multiple Markov Chains.
Tan, Aixin; Doss, Hani; Hobert, James P
2015-01-01
Importance sampling is a classical Monte Carlo technique in which a random sample from one probability density, π 1 , is used to estimate an expectation with respect to another, π . The importance sampling estimator is strongly consistent and, as long as two simple moment conditions are satisfied, it obeys a central limit theorem (CLT). Moreover, there is a simple consistent estimator for the asymptotic variance in the CLT, which makes for routine computation of standard errors. Importance sampling can also be used in the Markov chain Monte Carlo (MCMC) context. Indeed, if the random sample from π 1 is replaced by a Harris ergodic Markov chain with invariant density π 1 , then the resulting estimator remains strongly consistent. There is a price to be paid however, as the computation of standard errors becomes more complicated. First, the two simple moment conditions that guarantee a CLT in the iid case are not enough in the MCMC context. Second, even when a CLT does hold, the asymptotic variance has a complex form and is difficult to estimate consistently. In this paper, we explain how to use regenerative simulation to overcome these problems. Actually, we consider a more general set up, where we assume that Markov chain samples from several probability densities, π 1 , …, π k , are available. We construct multiple-chain importance sampling estimators for which we obtain a CLT based on regeneration. We show that if the Markov chains converge to their respective target distributions at a geometric rate, then under moment conditions similar to those required in the iid case, the MCMC-based importance sampling estimator obeys a CLT. Furthermore, because the CLT is based on a regenerative process, there is a simple consistent estimator of the asymptotic variance. We illustrate the method with two applications in Bayesian sensitivity analysis. The first concerns one-way random effects models under different priors. The second involves Bayesian variable
Markov random fields on triangle meshes
DEFF Research Database (Denmark)
Andersen, Vedrana; Aanæs, Henrik; Bærentzen, Jakob Andreas
2010-01-01
In this paper we propose a novel anisotropic smoothing scheme based on Markov Random Fields (MRF). Our scheme is formulated as two coupled processes. A vertex process is used to smooth the mesh by displacing the vertices according to a MRF smoothness prior, while an independent edge process labels...... mesh edges according to a feature detecting prior. Since we should not smooth across a sharp feature, we use edge labels to control the vertex process. In a Bayesian framework, MRF priors are combined with the likelihood function related to the mesh formation method. The output of our algorithm...
Hybrid Discrete-Continuous Markov Decision Processes
Feng, Zhengzhu; Dearden, Richard; Meuleau, Nicholas; Washington, Rich
2003-01-01
This paper proposes a Markov decision process (MDP) model that features both discrete and continuous state variables. We extend previous work by Boyan and Littman on the mono-dimensional time-dependent MDP to multiple dimensions. We present the principle of lazy discretization, and piecewise constant and linear approximations of the model. Having to deal with several continuous dimensions raises several new problems that require new solutions. In the (piecewise) linear case, we use techniques from partially- observable MDPs (POMDPS) to represent value functions as sets of linear functions attached to different partitions of the state space.
Markov Chain Analysis of Musical Dice Games
Volchenkov, D.; Dawin, J. R.
2012-07-01
A system for using dice to compose music randomly is known as the musical dice game. The discrete time MIDI models of 804 pieces of classical music written by 29 composers have been encoded into the transition matrices and studied by Markov chains. Contrary to human languages, entropy dominates over redundancy, in the musical dice games based on the compositions of classical music. The maximum complexity is achieved on the blocks consisting of just a few notes (8 notes, for the musical dice games generated over Bach's compositions). First passage times to notes can be used to resolve tonality and feature a composer.
Genetic Algorithms Principles Towards Hidden Markov Model
Directory of Open Access Journals (Sweden)
Nabil M. Hewahi
2011-10-01
Full Text Available In this paper we propose a general approach based on Genetic Algorithms (GAs to evolve Hidden Markov Models (HMM. The problem appears when experts assign probability values for HMM, they use only some limited inputs. The assigned probability values might not be accurate to serve in other cases related to the same domain. We introduce an approach based on GAs to find
out the suitable probability values for the HMM to be mostly correct in more cases than what have been used to assign the probability values.
Pseudo-extended Markov chain Monte Carlo
Nemeth, Christopher; Lindsten, Fredrik; Filippone, Maurizio; Hensman, James
2017-01-01
Sampling from the posterior distribution using Markov chain Monte Carlo (MCMC) methods can require an exhaustive number of iterations to fully explore the correct posterior. This is often the case when the posterior of interest is multi-modal, as the MCMC sampler can become trapped in a local mode for a large number of iterations. In this paper, we introduce the pseudo-extended MCMC method as an approach for improving the mixing of the MCMC sampler in complex posterior distributions. The pseu...
Beyond the singularity of the 2-D charged black hole
International Nuclear Information System (INIS)
Giveon, Amit; Rabinovici, Eliezer; Sever, Amit
2003-01-01
Two dimensional charged black holes in string theory can be obtained as exact SL(2,R) x U(1)/U(1) quotient CFTs. The geometry of the quotient is induced from that of the group, and in particular includes regions beyond the black hole singularities. Moreover, wavefunctions in such black holes are obtained from gauge invariant vertex operators in the SL(2,R) CFT, hence their behavior beyond the singularity is determined. When the black hole is charged we find that the wavefunctions are smooth at the singularities. Unlike the uncharged case, scattering waves prepared beyond the singularity are not fully reflected; part of the wave is transmitted through the singularity. Hence, the physics outside the horizon of a charged black hole is sensitive to conditions set behind the past singularity. (author)
Pursell-Shanks type theorems for fewnomial singularities
International Nuclear Information System (INIS)
Khimshiashvili, G.
2006-04-01
We discuss certain situations in which the analytic isomorphism class of an isolated hypersurface singularity is determined by the Lie algebra of derivations of its moduli algebra. Our main attention is given to singularities defined by polynomials with the number of monomials equal to the number of variables. In this context, we indicate several classes of singularities which are classified by the associated Lie algebras. In particular, it is shown that this takes place for isolated singularities defined by binomials in two variables with the Milnor number not less than 7, which implies that simple singularities with Milnor number not less than 7 can be classified by the associated Lie algebras. Similar results are obtained for several other classes of isolated hypersurfaces singularities. A number of related results and open problems are also presented. (author)
Perturbative Noncommutative Regularization
Hawkins, E J
1999-01-01
I propose a nonperturbative regularization of quantum field theories with contact interactions (primarily, scalar field theories). This is given by the geometric quantization of compact Kähler manifolds and generalizes what has already been proposed by Madore, Grosse, Klimčík, and Prešnajder for the two-sphere. I discuss the perturbation theory derived from this regularized model and propose an approximation technique for evaluating the Feynman diagrams. This amounts to a momentum cutoff combined with phase factors at vertices. To illustrate the exact and approximate calculations, I present, as examples, the simplest diagrams for the lf4 model on the spaces S2,S 2×S2 , and CP2 . This regularization fails for noncompact spaces. I give a brief dimensional analysis argument as to why this is so. I also discuss the relevance of the topology of Feynman diagrams to their ultra-violet and infra-red divergence behavior in this model.
Perturbation theory with instantons
International Nuclear Information System (INIS)
Carruthers, P.; Pinsky, S.S.; Zachariasen, F.
1977-05-01
''Perturbation theory'' rules are developed for calculating the effect of instantons in a pure Yang-Mills theory with no fermions, in the ''dilute gas'' approximation in which the N-instanton solution is assumed to be the sum of N widely separated one-instanton solutions. These rules are then used to compute the gluon propagator and proper vertex function including all orders of the instanton interaction but only to lowest order in the gluon coupling. It is to be expected that such an approximation is valid only for momenta q larger than the physical mass μ. The result is that in this regime instantons cause variations in the propagator and vertex of the form (μ 2 /q 2 )/sup -8π 2 b/ where b is the coefficient in the expansion of the β function: β = bg 3 +...
Identify Foot of Continental Slope by singular spectrum and fractal singularity analysis
Li, Q.; Dehler, S.
2012-04-01
Identifying the Foot of Continental Slope (FOCS) plays a critical role in the determination of exclusive economic zone (EEZ) for coastal nations. The FOCS is defined by the Law of the Sea as the point of maximum change of the slope and it is mathematically equivalent to the point which has the maximum curvature value in its vicinity. However, curvature is the second derivative and the calculation of second derivative is a high pass and noise-prone filtering procedure. Therefore, identification of FOCS with curvature analysis methods is often uncertain and erroneous because observed bathymetry profiles or interpolated raster maps commonly include high frequency noises and artifacts, observation errors, and local sharp changes. Effective low-pass filtering methods and robust FOCS indicator algorithms are highly desirable. In this approach, nonlinear singular spectral filtering and singularity FOCS-indicator methods and software tools are developed to address this requirement. The normally used Fourier domain filtering methods decompose signals into Fourier space, composed of a fixed base that depends only on the acquisition interval of the signal; the signal is required to be stationary or at least weak stationary. In contrast to that requirement, the developed singular spectral filtering method constructs orthogonal basis functions dynamically according to different signals, and it does not require the signal to be stationary or weak stationary. Furthermore, singular spectrum analysis (SSA) can assist in designing suitable filters to carefully remove high-frequency local or noise components while reserving useful global and local components according to energy distribution. Geoscientific signals, including morphological ocean bathymetry data, often demonstrate fractal or multifractal properties. With proper definition of scales in the vicinity of a certain point and related measures, it is found that 1-dimensional bathymetry profiles and 2-dimensional raster maps
International Nuclear Information System (INIS)
Astashenok, Artyom V.; Odintsov, Sergei D.
2013-01-01
We confront dark energy models which are currently similar to ΛCDM theory with observational data which include the SNe data, matter density perturbations and baryon acoustic oscillations data. DE cosmology under consideration may evolve to Big Rip, type II or type III future singularity, or to Little Rip or Pseudo-Rip universe. It is shown that matter perturbations data define more precisely the possible deviation from ΛCDM model than consideration of SNe data only. The combined data analysis proves that DE models under consideration are as consistent as ΛCDM model. We demonstrate that growth of matter density perturbations may occur at sufficiently small background density but still before the possible disintegration of bound objects (like clusters of galaxies, galaxies, etc.) in Big Rip, type III singularity, Little Rip or Pseudo-Rip universe. This new effect may bring the future universe to chaotic state well before disintegration or Rip.
Energy Technology Data Exchange (ETDEWEB)
Astashenok, Artyom V., E-mail: artyom.art@gmail.com [Baltic Federal University of I. Kant, Department of Theoretical Physics, 236041, 14, Nevsky st., Kaliningrad (Russian Federation); Odintsov, Sergei D. [Institucio Catalana de Recerca i Estudis Avancats (ICREA), Barcelona (Spain); Institut de Ciencies de l' Espai (CSIC-IEEC), Campus UAB, Torre C5-Par-2a pl, E-08193 Bellaterra (Barcelona) (Spain); Eurasian International Center for Theor. Physics, Eurasian National University, Astana 010008 (Kazakhstan); Tomsk State Pedagogical University, Tomsk (Russian Federation)
2013-01-29
We confront dark energy models which are currently similar to {Lambda}CDM theory with observational data which include the SNe data, matter density perturbations and baryon acoustic oscillations data. DE cosmology under consideration may evolve to Big Rip, type II or type III future singularity, or to Little Rip or Pseudo-Rip universe. It is shown that matter perturbations data define more precisely the possible deviation from {Lambda}CDM model than consideration of SNe data only. The combined data analysis proves that DE models under consideration are as consistent as {Lambda}CDM model. We demonstrate that growth of matter density perturbations may occur at sufficiently small background density but still before the possible disintegration of bound objects (like clusters of galaxies, galaxies, etc.) in Big Rip, type III singularity, Little Rip or Pseudo-Rip universe. This new effect may bring the future universe to chaotic state well before disintegration or Rip.
Quantum singularities in the FRW universe revisited
International Nuclear Information System (INIS)
Letelier, Patricio S.; Pitelli, Joao Paulo M.
2010-01-01
The components of the Riemann tensor in the tetrad basis are quantized and, through the Einstein equation, we find the local expectation value in the ontological interpretation of quantum mechanics of the energy density and pressure of a perfect fluid with equation of state p=(1/3)ρ in the flat Friedmann-Robertson-Walker quantum cosmological model. The quantum behavior of the equation of state and energy conditions are then studied, and it is shown that the energy conditions are violated since the singularity is removed with the introduction of quantum cosmology, but in the classical limit both the equation of state and the energy conditions behave as in the classical model. We also calculate the expectation value of the scale factor for several wave packets in the many-worlds interpretation in order to show the independence of the nonsingular character of the quantum cosmological model with respect to the wave packet representing the wave function of the Universe. It is also shown that, with the introduction of nonnormalizable wave packets, solutions of the Wheeler-DeWitt equation, the singular character of the scale factor, can be recovered in the ontological interpretation.