Simple kinetic sensor to structural transitions

Driven nonequilibrium structural phase transformation has been probed using time-varying resistance fluctuations or noise. We demonstrate that the non-Gaussian component (NGC) of noise obtained by evaluating the higher-order statistics of fluctuations, serves as a simple kinetic detector of these phase transitions. Using the Martensite transformation in free-standing wires of nickel-titanium binary alloys as a prototype, we observe clear deviations from the Gaussian background in the transformation zone, indicative of the long-range correlations in the system as the phase transforms. The viability of non-Gaussian statistics as a robust probe to structural phase transition was also confirmed by comparing the results from differential scanning calorimetry measurements. We further studied the response of the NGC to the modifications in the microstructure on repeated thermal cycling, as well as the variations in the temperature-drive rate, and explained the results using established simplistic models based on the different competing time scales. Our experiments (i) suggest an alternative method to estimate the transformation temperature scales with high accuracy and (ii) establish a connection between the material-specific evolution of microstructure to the statistics of its linear response. Since the method depends on an in-built long-range correlation during transformation, it could be portable to other structural transitions, as well as to materials of different physical origin and size.

Anisotropic magnetic couplings and structure-driven canted to collinear transitions in Sr2IrO4 by magnetically constrained noncollinear DFT

We study the canted magnetic state in Sr2IrO4 using fully relativistic density functional theory (DFT) including an on-site Hubbard U correction. A complete magnetic phase diagram with respect to the tetragonal distortion and the rotation of IrO6 octahedra is constructed, revealing the presence of two types of canted to collinear magnetic transitions: a spin-flop transition with increasing tetragonal distortion and a complete quenching of the basal weak ferromagnetic moment below a critical octahedral rotation. Moreover, we put forward a scheme to study the anisotropic magnetic couplings by mapping magnetically constrained noncollinear DFT onto a general spin Hamiltonian. This procedure allows for the simultaneous account and direct control of the lattice, spin, and orbital interactions within a fully ab initio scheme. We compute the isotropic, single site anisotropy and Dzyaloshinskii-Moriya (DM) coupling parameters, and clarify that the origin of the canted magnetic state in Sr2IrO4 arises from the structural distortions and the competition between isotropic exchange and DM interactions.

Optimal threshold policies for admission control in communication networks via discrete parameter stochastic approximation

The problem of admission control of packets in communication networks is studied in the continuous time queueing framework under different classes of service and delayed information feedback. We develop and use a variant of a simulation based two timescale simultaneous perturbation stochastic approximation (SPSA) algorithm for finding an optimal feedback policy within the class of threshold type policies. Even though SPSA has originally been designed for continuous parameter optimization, its variant for the discrete parameter case is seen to work well. We give a proof of the hypothesis needed to show convergence of the algorithm on our setting along with a sketch of the convergence analysis. Extensive numerical experiments with the algorithm are illustrated for different parameter specifications. In particular, we study the effect of feedback delays on the system performance.

Locant: A nature inspired location service for ad hoc networks

An efficient location service is a prerequisite to any robust, effective and precise location information aided Mobile Ad Hoc Network (MANET) routing protocol. Locant, presented in this paper is a nature inspired location service which derives inspiration from the insect colony framework, and it is designed to work with a host of location information aided MANET routing protocols. Using an extensive set of simulation experiments, we have compared the performance of Locant with RLS, SLS and DLS, and found that it has comparable or better performance compared to the above three location services on most metrics and has the least overhead in terms of number of bytes transmitted per location query answered.

Spectroscopic investigations of phase transitions in complex solids

Spectroscopic methods have provided information of seminal importance in understanding phase transitions in solids. After briefly examining some fundamental concept related to phase transitions, we shall discuss several case studies particularly involving the use of vibrational (IR and Raman) spectroscopy. Examples will include both order-disorder and displacive transitions. Under the former are included transitions in nitrates, ammonium halides, alkylammonium salts, plastic state of C60 and superionic conductors (specially CsHSO4). In addition, we shall discuss some aspects of incommensurate phase transitions, the glass transition and electronic phase transitions. Transitions of phosphonitrilic halide tetramers and alkane dicarboxylic acids are also examined

Newton-based stochastic optimization using q-Gaussian smoothed functional algorithms

We present the first q-Gaussian smoothed functional (SF) estimator of the Hessian and the first Newton-based stochastic optimization algorithm that estimates both the Hessian and the gradient of the objective function using q-Gaussian perturbations. Our algorithm requires only two system simulations (regardless of the parameter dimension) and estimates both the gradient and the Hessian at each update epoch using these. We also present a proof of convergence of the proposed algorithm. In a related recent work (Ghoshdastidar, Dukkipati, & Bhatnagar, 2014), we presented gradient SF algorithms based on the q-Gaussian perturbations. Our work extends prior work on SF algorithms by generalizing the class of perturbation distributions as most distributions reported in the literature for which SF algorithms are known to work turn out to be special cases of the q-Gaussian distribution. Besides studying the convergence properties of our algorithm analytically, we also show the results of numerical simulations on a model of a queuing network, that illustrate the significance of the proposed method. In particular, we observe that our algorithm performs better in most cases, over a wide range of q-values, in comparison to Newton SF algorithms with the Gaussian and Cauchy perturbations, as well as the gradient q-Gaussian SF algorithms. (C) 2014 Elsevier Ltd. All rights reserved.

Lack of Critical Slowing Down Suggests that Financial Meltdowns Are Not Critical Transitions, yet Rising Variability Could Signal Systemic Risk

Complex systems inspired analysis suggests a hypothesis that financial meltdowns are abrupt critical transitions that occur when the system reaches a tipping point. Theoretical and empirical studies on climatic and ecological dynamical systems have shown that approach to tipping points is preceded by a generic phenomenon called critical slowing down, i.e. an increasingly slow response of the system to perturbations. Therefore, it has been suggested that critical slowing down may be used as an early warning signal of imminent critical transitions. Whether financial markets exhibit critical slowing down prior to meltdowns remains unclear. Here, our analysis reveals that three major US (Dow Jones Index, S&P 500 and NASDAQ) and two European markets (DAX and FTSE) did not exhibit critical slowing down prior to major financial crashes over the last century. However, all markets showed strong trends of rising variability, quantified by time series variance and spectral function at low frequencies, prior to crashes. These results suggest that financial crashes are not critical transitions that occur in the vicinity of a tipping point. Using a simple model, we argue that financial crashes are likely to be stochastic transitions which can occur even when the system is far away from the tipping point. Specifically, we show that a gradually increasing strength of stochastic perturbations may have caused to abrupt transitions in the financial markets. Broadly, our results highlight the importance of stochastically driven abrupt transitions in real world scenarios. Our study offers rising variability as a precursor of financial meltdowns albeit with a limitation that they may signal false alarms.