Smoothed Functional Algorithms for Stochastic Optimization Using q-Gaussian Distributions

Smoothed functional (SF) schemes for gradient estimation are known to be efficient in stochastic optimization algorithms, especially when the objective is to improve the performance of a stochastic system However, the performance of these methods depends on several parameters, such as the choice of a suitable smoothing kernel. Different kernels have been studied in the literature, which include Gaussian, Cauchy, and uniform distributions, among others. This article studies a new class of kernels based on the q-Gaussian distribution, which has gained popularity in statistical physics over the last decade. Though the importance of this family of distributions is attributed to its ability to generalize the Gaussian distribution, we observe that this class encompasses almost all existing smoothing kernels. This motivates us to study SF schemes for gradient estimation using the q-Gaussian distribution. Using the derived gradient estimates, we propose two-timescale algorithms for optimization of a stochastic objective function in a constrained setting with a projected gradient search approach. We prove the convergence of our algorithms to the set of stationary points of an associated ODE. We also demonstrate their performance numerically through simulations on a queuing model.

Directed Nonabelian Sandpile Models on Trees

We define two general classes of nonabelian sandpile models on directed trees (or arborescences), as models of nonequilibrium statistical physics. Unlike usual applications of the well-known abelian sandpile model, these models have the property that sand grains can enter only through specified reservoirs. In the Trickle-down sandpile model, sand grains are allowed to move one at a time. For this model, we show that the stationary distribution is of product form. In the Landslide sandpile model, all the grains at a vertex topple at once, and here we prove formulas for all eigenvalues, their multiplicities, and the rate of convergence to stationarity. The proofs use wreath products and the representation theory of monoids.

Optimal Linear Glauber Model

Contrary to the actual nonlinear Glauber model, the linear Glauber model (LGM) is exactly solvable, although the detailed balance condition is not generally satisfied. This motivates us to address the issue of writing the transition rate () in a best possible linear form such that the mean squared error in satisfying the detailed balance condition is least. The advantage of this work is that, by studying the LGM analytically, we will be able to anticipate how the kinetic properties of an arbitrary Ising system depend on the temperature and the coupling constants. The analytical expressions for the optimal values of the parameters involved in the linear are obtained using a simple Moore-Penrose pseudoinverse matrix. This approach is quite general, in principle applicable to any system and can reproduce the exact results for one dimensional Ising system. In the continuum limit, we get a linear time-dependent Ginzburg-Landau equation from the Glauber's microscopic model of non-conservative dynamics. We analyze the critical and dynamic properties of the model, and show that most of the important results obtained in different studies can be reproduced by our new mathematical approach. We will also show in this paper that the effect of magnetic field can easily be studied within our approach; in particular, we show that the inverse of relaxation time changes quadratically with (weak) magnetic field and that the fluctuation-dissipation theorem is valid for our model.

Effects of Patterned Substrate on Thin Films Simulated by Family Model

Patterned substrate growth has been a subject of much interest. In this work, characteristics of some statistical properties of a film grown on triangular and vicinal substrates using the Family model are studied. Substrate size and tilt angle are varied. It is found that the interface width and the correlation function increase as the roughness of the pattern is increased. The new scaling exponents are calculated and anomalous scaling is obtained. The transient persistence probability does not show a power law relation when the initial surface is sufficiently rough. The initial rough surface also causes multifractal behavior in the model.

A finite variant of the Toom Model

We present results for a finite variant of the one-dimensional Toom model with closed boundaries. We show that the steady state distribution is not of product form, but is nonetheless simple. In particular, we give explicit formulas for the densities and some nearest neighbour correlation functions. We also give exact results for eigenvalues and multiplicities of the transition matrix using the theory of R-trivial monoids in joint work with A. Schilling, B. Steinberg and N. M. Thiery.

Generalized pencils of rays in statistical wave optics

The recently introduced generalized pencil of Sudarshan which gives an exact ray picture of wave optics is analysed in some situations of interest to wave optics. A relationship between ray dispersion and statistical inhomogeneity of the field is obtained. A paraxial approximation which preserves the rectilinear propagation character of the generalized pencils is presented. Under this approximation the pencils can be computed directly from the field conditions on a plane, without the necessity to compute the cross-spectral density function in the entire space as an intermediate quantity. The paraxial results are illustrated with examples. The pencils are shown to exhibit an interesting scaling behaviour in the far-zone. This scaling leads to a natural generalization of the Fraunhofer range criterion and of the classical van Cittert-Zernike theorem to planar sources of arbitrary state of coherence. The recently derived results of radiometry with partially coherent sources are shown to be simple consequences of this scaling.

Statistical properties of turbulence: An overview

We present an introductory overview of several challenging problems in the statistical characterization of turbulence. We provide examples from fluid turbulence in three and two dimensions, from the turbulent advection of passive scalars, turbulence in the one-dimensional Burgers equation, and fluid turbulence in the presence of polymer additives.

Charged-soliton excitations in statistical mechanics

A method is developed for demonstrating how solitons with some internal periodic motion may emerge as elementary excitations in the statistical mechanics of field systems. The procedure is demonstrated in the context of complex scalar fields which can, for appropriate choices of the Lagrangian, yield charge-carrying solitons with such internal motion. The derivation uses the techniques of the steepest-descent method for functional integrals. It is shown that, despite the constraint of some fixed total charge, a gaslike excitation of such charged solitons does emerge.

Structure and representation of correlation functions and the density matrix for a statistical wave field in optics

A systematic structure analysis of the correlation functions of statistical quantum optics is carried out. From a suitably defined auxiliary two‐point function we are able to identify the excited modes in the wave field. The relative simplicity of the higher order correlation functions emerge as a byproduct and the conditions under which these are made pure are derived. These results depend in a crucial manner on the notion of coherence indices and of unimodular coherence indices. A new class of approximate expressions for the density operator of a statistical wave field is worked out based on discrete characteristic sets. These are even more economical than the diagonal coherent state representations. An appreciation of the subtleties of quantum theory obtains. Certain implications for the physics of light beams are cited.

A statistical analysis of audience sound absorption (A)

The absorption produced by the audience in concert halls is considered a random variable. Beranek's proposal [L. L. Beranek, Music, Acoustics and Architecture (Wiley, New York, 1962), p. 543] that audience absorption is proportional to the area they occupy and not to their number is subjected to a statistical hypothesis test. A two variable linear regression model of the absorption with audience area and residual area as regressor variables is postulated for concert halls without added absorptive materials. Since Beranek's contention amounts to the statement that audience absorption is independent of the seating density, the test of the hypothesis lies in categorizing halls by seating density and examining for significant differences among slopes of regression planes of the different categories. Such a test shows that Beranek's hypothesis can be accepted. It is also shown that the audience area is a better predictor of the absorption than the audience number. The absorption coefficients and their 95% confidence limits are given for the audience and residual areas. A critique of the regression model is presented.

Statistical thermodynamics of lattice models in zeolites: Implications of local versus global mean field interactions

The statistical thermodynamics of adsorption in caged zeolites is developed by treating the zeolite as an ensemble of M identical cages or subsystems. Within each cage adsorption is assumed to occur onto a lattice of n identical sites. Expressions for the average occupancy per cage are obtained by minimizing the Helmholtz free energy in the canonical ensemble subject to the constraints of constant M and constant number of adsorbates N. Adsorbate-adsorbate interactions in the Brag-Williams or mean field approximation are treated in two ways. The local mean field approximation (LMFA) is based on the local cage occupancy and the global mean field approximation (GMFA) is based on the average coverage of the ensemble. The GMFA is shown to be equivalent in formulation to treating the zeolite as a collection of interacting single site subsystems. In contrast, the treatment in the LMFA retains the description of the zeolite as an ensemble of identical cages, whose thermodynamic properties are conveniently derived in the grand canonical ensemble. For a z coordinated lattice within the zeolite cage, with epsilon(aa) as the adsorbate-adsorbate interaction parameter, the comparisons for different values of epsilon(aa)(*)=epsilon(aa)z/2kT, and number of sites per cage, n, illustrate that for -1 0. We compare the isotherms predicted with the LMFA with previous GMFA predictions [K. G. Ayappa, C. R. Kamala, and T. A. Abinandanan, J. Chem. Phys. 110, 8714 (1999)] (which incorporates both the site volume reduction and a coverage-dependent epsilon(aa)) for xenon and methane in zeolite NaA. In all cases the predicted isotherms are very similar, with the exception of a small steplike feature present in the LMFA for xenon at higher coverages. (C) 1999 American Institute of Physics. [S0021-9606(99)70333-8].

Top polarization, forward-backward asymmetry, and new physics

We consider how the measurement of top polarization at the Tevatron can be used to characterize and discriminate among different new physics models that have been suggested to explain the anomalous top forward-backward asymmetry reported at the Tevatron. This has the advantage of catching the essence of the parity-violating effect characteristic to the different suggested new physics models. Other observables constructed from these asymmetries are shown to be useful in discriminating between the models, even after taking into account the statistical errors. Finally, we discuss some signals at the 7 TeV LHC.

Statistical properties of entropy-consuming fluctuations in jammed states of laponite suspensions: Fluctuation relations and generalized Gumbel distribution

We report a universal large deviation behavior of spatially averaged global injected power just before the rejuvenation of the jammed state formed by an aging suspension of laponite clay under an applied stress. The probability distribution function (PDF) of these entropy consuming strongly non-Gaussian fluctuations follow an universal large deviation functional form described by the generalized Gumbel (GG) distribution like many other equilibrium and nonequilibrium systems with high degree of correlations but do not obey the Gallavotti-Cohen steady-state fluctuation relation (SSFR). However, far from the unjamming transition (for smaller applied stresses) SSFR is satisfied for both Gaussian as well as non-Gaussian PDF. The observed slow variation of the mean shear rate with system size supports a recent theoretical prediction for observing GG distribution.

Device oriented statistical modeling method for process variability in 45nm analog CMOS technology

With the rapid scaling down of the semiconductor process technology, the process variation aware circuit design has become essential today. Several statistical models have been proposed to deal with the process variation. We propose an accurate BSIM model for handling variability in 45nm CMOS technology. The MOSFET is designed to meet the specification of low standby power technology of International Technology Roadmap for Semiconductors (ITRS).The process parameters variation of annealing temperature, oxide thickness, halo dose and title angle of halo implant are considered for the model development. One parameter variation at a time is considered for developing the model. The model validation is done by performance matching with device simulation results and reported error is less than 10%.© (2012) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.