Kaon B parameter with Wilson fermions

We calculate the kaon B parameter in quenched lattice QCD at beta=6.0 using Wilson fermions at kappa=0.154 and 0.155. We use two kinds of nonlocal (''smeared'') sources for quark propagators to calculate the matrix elements between states of definite momentum. The use of smeared sources yields results with much smaller errors than obtained in previous calculations with Wilson fermions. By combining results for p=(0,0,0) and p=(0,0,1), we show that one can carry out the noperturbative subtraction necessary to remove the dominant lattice artifacts induced by the chiral-symmetry-breaking term in the Wilson action. Our final results are in good agreement with those obtained using staggered fermions. We also present results for B parameters of the DELTAI = 3/2 part of the electromagnetic penguin operators, and preliminary results for B(K) in the presence of two flavors of dynamical quarks.

Thermodynamics and phase equilibria in the system Ga---In using multi-parameter functions

A four and a five-parameter functions are used to analyse and interpret the high and low temperature thermodynamic data and phase equilibria in the Ga-In system.

Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market

We address risk minimizing option pricing in a regime switching market where the floating interest rate depends on a finite state Markov process. The growth rate and the volatility of the stock also depend on the Markov process. Using the minimal martingale measure, we show that the locally risk minimizing prices for certain exotic options satisfy a system of Black-Scholes partial differential equations with appropriate boundary conditions. We find the corresponding hedging strategies and the residual risk. We develop suitable numerical methods to compute option prices.

Strong nonlocalization induced by small scale parameter on terahertz flexural wave dispersion characteristics of a monolayer graphene

This paper presents the strong nonlocal scale effect on the flexural wave propagation in a monolayer graphene sheet. The graphene is modeled as an isotropic plate of one atom thick. Nonlocal governing equation of motion is derived and wave propagation analysis is performed using spectral analysis. The present analysis shows that the flexural wave dispersion in graphene obtained by local and nonlocal elasticity theories is quite different. The nonlocal elasticity calculation shows that the wavenumber escapes to infinite at certain frequency and the corresponding wave velocity tends to zero at that frequency indicating localization and stationary behavior. This behavior is captured in the spectrum and dispersion curves. The cut-off frequency of flexural wave not only depend on the axial wavenumber but also on the nonlocal scaling parameter. The effect of axial wavenumber on the wave behavior in graphene is also discussed in the present manuscript. (C) 2010 Elsevier B.V. All rights reserved.

Generalized State Parameter for Partly Saturated Soils

Studies on compressibility and shear strength aspects are the concern of many investigators concerned with partly saturated soils. In soil engineering connected with partly saturated soils, there are no approaches connecting soil states and stress conditions. The present investigation is essentially a step in this direction. A generalized state parameter, identified with regard to material states is shown to be related to the compressibility and shear strength. The involved parameters are simple and normally determined in routine investigations. The advantage of this approach is that changes in soil states due to external stress conditions and the associated changes in strength can be examined particularly when different types of soils are involved.

Supercritical age-dependent branching Markov processes and their scaling limits

This paper studies the long-time behavior of the empirical distribution of age and normalized position of an age-dependent supercritical branching Markov process. The motion of each individual during its life is a random function of its age. It is shown that the empirical distribution of the age and the normalized position of all individuals alive at time t converges as t -> infinity to a deterministic product measure.

An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes

We develop in this article the first actor-critic reinforcement learning algorithm with function approximation for a problem of control under multiple inequality constraints. We consider the infinite horizon discounted cost framework in which both the objective and the constraint functions are suitable expected policy-dependent discounted sums of certain sample path functions. We apply the Lagrange multiplier method to handle the inequality constraints. Our algorithm makes use of multi-timescale stochastic approximation and incorporates a temporal difference (TD) critic and an actor that makes a gradient search in the space of policy parameters using efficient simultaneous perturbation stochastic approximation (SPSA) gradient estimates. We prove the asymptotic almost sure convergence of our algorithm to a locally optimal policy. (C) 2010 Elsevier B.V. All rights reserved.

Parameter estimation in water-distribution systems by least squares

The weighted-least-squares method using sensitivity-analysis technique is proposed for the estimation of parameters in water-distribution systems. The parameters considered are the Hazen-Williams coefficients for the pipes. The objective function used is the sum of the weighted squares of the differences between the computed and the observed values of the variables. The weighted-least-squares method can elegantly handle multiple loading conditions with mixed types of measurements such as heads and consumptions, different sets and number of measurements for each loading condition, and modifications in the network configuration due to inclusion or exclusion of some pipes affected by valve operations in each loading condition. Uncertainty in parameter estimates can also be obtained. The method is applied for the estimation of parameters in a metropolitan urban water-distribution system in India.

Monte-Carlo estimation of time-dependent statistical characteristics of random dynamical systems

The problem of estimating the time-dependent statistical characteristics of a random dynamical system is studied under two different settings. In the first, the system dynamics is governed by a differential equation parameterized by a random parameter, while in the second, this is governed by a differential equation with an underlying parameter sequence characterized by a continuous time Markov chain. We propose, for the first time in the literature, stochastic approximation algorithms for estimating various time-dependent process characteristics of the system. In particular, we provide efficient estimators for quantities such as the mean, variance and distribution of the process at any given time as well as the joint distribution and the autocorrelation coefficient at different times. A novel aspect of our approach is that we assume that information on the parameter model (i.e., its distribution in the first case and transition probabilities of the Markov chain in the second) is not available in either case. This is unlike most other work in the literature that assumes availability of such information. Also, most of the prior work in the literature is geared towards analyzing the steady-state system behavior of the random dynamical system while our focus is on analyzing the time-dependent statistical characteristics which are in general difficult to obtain. We prove the almost sure convergence of our stochastic approximation scheme in each case to the true value of the quantity being estimated. We provide a general class of strongly consistent estimators for the aforementioned statistical quantities with regular sample average estimators being a specific instance of these. We also present an application of the proposed scheme on a widely used model in population biology. Numerical experiments in this framework show that the time-dependent process characteristics as obtained using our algorithm in each case exhibit excellent agreement with exact results. (C) 2010 Elsevier Inc. All rights reserved.

Optimal management of beaver population using a reduced-order distributed parameter model and single network adaptive critics

Beavers are often found to be in conflict with human interests by creating nuisances like building dams on flowing water (leading to flooding), blocking irrigation canals, cutting down timbers, etc. At the same time they contribute to raising water tables, increased vegetation, etc. Consequently, maintaining an optimal beaver population is beneficial. Because of their diffusion externality (due to migratory nature), strategies based on lumped parameter models are often ineffective. Using a distributed parameter model for beaver population that accounts for their spatial and temporal behavior, an optimal control (trapping) strategy is presented in this paper that leads to a desired distribution of the animal density in a region in the long run. The optimal control solution presented, imbeds the solution for a large number of initial conditions (i.e., it has a feedback form), which is otherwise nontrivial to obtain. The solution obtained can be used in real-time by a nonexpert in control theory since it involves only using the neural networks trained offline. Proper orthogonal decomposition-based basis function design followed by their use in a Galerkin projection has been incorporated in the solution process as a model reduction technique. Optimal solutions are obtained through a "single network adaptive critic" (SNAC) neural-network architecture.

Reduced Order Suboptimal Control Design for a Class of Nonlinear Distributed Parameter Systems Using POD and /spl thetas/-D Techniques

A new computational tool is presented in this paper for suboptimal control design of a class of nonlinear distributed parameter systems. First proper orthogonal decomposition based problem-oriented basis functions are designed, which are then used in a Galerkin projection to come up with a low-order lumped parameter approximation. Next, a suboptimal controller is designed using the emerging /spl thetas/-D technique for lumped parameter systems. This time domain sub-optimal control solution is then mapped back to the distributed domain using the same basis functions, which essentially leads to a closed form solution for the controller in a state feedback form. Numerical results for a real-life nonlinear temperature control problem indicate that the proposed method holds promise as a good suboptimal control design technique for distributed parameter systems.

An optimal dynamic inversion approach for controlling a class of one-dimensional nonlinear distributed parameter systems

Combining the principles of dynamic inversion and optimization theory, a new approach is presented for stable control of a class of one-dimensional nonlinear distributed parameter systems, assuming the availability a continuous actuator in the spatial domain. Unlike the existing approximate-then-design and design-then-approximate techniques, here there is no need of any approximation either of the system dynamics or of the resulting controller. Rather, the control synthesis approach is fairly straight-forward and simple. The controller formulation has more elegance because we can prove the convergence of the controller to its steady state value. To demonstrate the potential of the proposed technique, a real-life temperature control problem for a heat transfer application is solved. It has been demonstrated that a desired temperature profile can be achieved starting from any arbitrary initial temperature profile.

Effect of dynamical asymmetry on the viscosity of a random copolymer melt

The variation of the viscosity as a function of the sequence distribution in an A-B random copolymer melt is determined. The parameters that characterize the random copolymer are the fraction of A monomers f, the parameter lambda which determines the correlation in the monomer identities along a chain and the Flory chi parameter chi(F) which determines the strength of the enthalpic repulsion between monomers of type A and B. For lambda>0, there is a greater probability of finding like monomers at adjacent positions along the chain, and for lambda<0 unlike monomers are more likely to be adjacent to each other. The traditional Markov model for the random copolymer melt is altered to remove ultraviolet divergences in the equations for the renormalized viscosity, and the phase diagram for the modified model has a binary fluid type transition for lambda>0 and does not exhibit a phase transition for lambda<0. A mode coupling analysis is used to determine the renormalization of the viscosity due to the dependence of the bare viscosity on the local concentration field. Due to the dissipative nature of the coupling. there are nonlinearities both in the transport equation and in the noise correlation. The concentration dependence of the transport coefficient presents additional difficulties in the formulation due to the Ito-Stratonovich dilemma, and there is some ambiguity about the choice of the concentration to be used while calculating the noise correlation. In the Appendix, it is shown using a diagrammatic perturbation analysis that the Ito prescription for the calculation of the transport coefficient, when coupled with a causal discretization scheme, provides a consistent formulation that satisfies stationarity and the fluctuation dissipation theorem. This functional integral formalism is used in the present analysis, and consistency is verified for the present problem as well. The upper critical dimension for this type of renormaliaation is 2, and so there is no divergence in the viscosity in the vicinity of a critical point. The results indicate that there is a systematic dependence of the viscosity on lambda and chi(F). The fluctuations tend to increase the viscosity for lambda<0, and decrease the viscosity for lambda>0, and an increase in chi(F) tends to decrease the viscosity. (C) 1996 American Institute of Physics.

Field evaluation of unsaturated hydraulic conductivity models and parameter estimation from retention data

Predictions of two popular closed-form models for unsaturated hydraulic conductivity (K) are compared with in situ measurements made in a sandy loam field soil. Whereas the Van Genuchten model estimates were very close to field measured values, the Brooks-Corey model predictions were higher by about one order of magnitude in the wetter range. Estimation of parameters of the Van Genuchten soil moisture characteristic (SMC) equation, however, involves the use of non-linear regression techniques. The Brooks-Corey SMC equation has the advantage of being amenable to application of linear regression techniques for estimation of its parameters from retention data. A conversion technique, whereby known Brooks-Corey model parameters may be converted into Van Genuchten model parameters, is formulated. The proposed conversion algorithm may be used to obtain the parameters of the preferred Van Genuchten model from in situ retention data, without the use of non-linear regression techniques.

Brownian dynamics simulation of dense binary colloidal mixtures. I. Structural evolution and dynamics

We have carried out Brownian dynamics simulations of binary mixtures of charged colloidal suspensions of two different diameter particles with varying volume fractions phi and charged impurity concentrations n(i). For a given phi, the effective temperature is lowered in many steps by reducing n(i) to see how structure and dynamics evolve. The structural quantities studied are the partial and total pair distribution functions g(tau), the static structure factors, the time average g(<(tau)over bar>), and the Wendt-Abraham parameter. The dynamic quantity is the temporal evolution of the total meansquared displacement (MSD). All these parameters show that by lowering the effective temperature at phi = 0.2, liquid freezes into a body-centered-cubic crystal whereas at phi = 0.3, a glassy state is formed. The MSD at intermediate times shows significant subdiffusive behavior whose time span increases with a reduction in the effective temperature. The mean-squared displacements for the supercooled liquid with phi = 0.3 show staircase behavior indicating a strongly cooperative jump motion of the particles.