Hybrid moving block bootstrap for stochastic simulation of multi-site multi-season streamflows

The Hybrid approach introduced by the authors for at-site modeling of annual and periodic streamflows in earlier works is extended to simulate multi-site multi-season streamflows. It bears significance in integrated river basin planning studies. This hybrid model involves: (i) partial pre-whitening of standardized multi-season streamflows at each site using a parsimonious linear periodic model; (ii) contemporaneous resampling of the resulting residuals with an appropriate block size, using moving block bootstrap (non-parametric, NP) technique; and (iii) post-blackening the bootstrapped innovation series at each site, by adding the corresponding parametric model component for the site, to obtain generated streamflows at each of the sites. It gains significantly by effectively utilizing the merits of both parametric and NP models. It is able to reproduce various statistics, including the dependence relationships at both spatial and temporal levels without using any normalizing transformations and/or adjustment procedures. The potential of the hybrid model in reproducing a wide variety of statistics including the run characteristics, is demonstrated through an application for multi-site streamflow generation in the Upper Cauvery river basin, Southern India. (C) 2004 Elsevier B.V. All rights reserved.

q-Gaussian based Smoothed Functional Algorithms for Stochastic Optimization

The q-Gaussian distribution results from maximizing certain generalizations of Shannon entropy under some constraints. The importance of q-Gaussian distributions stems from the fact that they exhibit power-law behavior, and also generalize Gaussian distributions. In this paper, we propose a Smoothed Functional (SF) scheme for gradient estimation using q-Gaussian distribution, and also propose an algorithm for optimization based on the above scheme. Convergence results of the algorithm are presented. Performance of the proposed algorithm is shown by simulation results on a queuing model.

Smoothed functional and Quasi-Newton algorithms for routing in multi-stage queueing network with constraints

We consider the problem of optimal routing in a multi-stage network of queues with constraints on queue lengths. We develop three algorithms for probabilistic routing for this problem using only the total end-to-end delays. These algorithms use the smoothed functional (SF) approach to optimize the routing probabilities. In our model all the queues are assumed to have constraints on the average queue length. We also propose a novel quasi-Newton based SF algorithm. Policies like Join Shortest Queue or Least Work Left work only for unconstrained routing. Besides assuming knowledge of the queue length at all the queues. If the only information available is the expected end-to-end delay as with our case such policies cannot be used. We also give simulation results showing the performance of the SF algorithms for this problem.

Evaluation of TRMM PR Sampling Error Over a Subtropical Basin Using Bootstrap Technique

Quantitative use of satellite-derived rainfall products for various scientific applications often requires them to be accompanied with an error estimate. Rainfall estimates inferred from low earth orbiting satellites like the Tropical Rainfall Measuring Mission (TRMM) will be subjected to sampling errors of nonnegligible proportions owing to the narrow swath of satellite sensors coupled with a lack of continuous coverage due to infrequent satellite visits. The authors investigate sampling uncertainty of seasonal rainfall estimates from the active sensor of TRMM, namely, Precipitation Radar (PR), based on 11 years of PR 2A25 data product over the Indian subcontinent. In this paper, a statistical bootstrap technique is investigated to estimate the relative sampling errors using the PR data themselves. Results verify power law scaling characteristics of relative sampling errors with respect to space-time scale of measurement. Sampling uncertainty estimates for mean seasonal rainfall were found to exhibit seasonal variations. To give a practical example of the implications of the bootstrap technique, PR relative sampling errors over a subtropical river basin of Mahanadi, India, are examined. Results reveal that the bootstrap technique incurs relative sampling errors < 33% (for the 2 degrees grid), < 36% (for the 1 degrees grid), < 45% (for the 0.5 degrees grid), and < 57% (for the 0.25 degrees grid). With respect to rainfall type, overall sampling uncertainty was found to be dominated by sampling uncertainty due to stratiform rainfall over the basin. The study compares resulting error estimates to those obtained from latin hypercube sampling. Based on this study, the authors conclude that the bootstrap approach can be successfully used for ascertaining relative sampling errors offered by TRMM-like satellites over gauged or ungauged basins lacking in situ validation data. This technique has wider implications for decision making before incorporating microwave orbital data products in basin-scale hydrologic modeling.

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.

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.

Volume conservation issues in incompressible smoothed particle hydrodynamics

A divergence-free velocity field is usually sought in numerical simulations of incompressible fluids. We show that the particle methods that compute a divergence-free velocity field to achieve incompressibility suffer from a volume conservation issue when a finite time-step position update scheme is used. Further, we propose a deformation gradient based approach to arrive at a velocity field that reduces the volume conservation issues in free surface flows and maintains density uniformity in internal flows while retaining the simplicity of first order time updates. (C) 2015 Elsevier Inc. All rights reserved.

Analytic bootstrap at large spin

We use analytic conformal bootstrap methods to determine the anomalous dimensions and OPE coefficients for large spin operators in general conformal field theories in four dimensions containing a scalar operator of conformal dimension Delta(phi). It is known that such theories will contain an in finite sequence of large spin operators with twists approaching 2 Delta(phi) + 2n for each integer n. By considering the case where such operators are separated by a twist gap from other operators at large spin, we analytically determine the n, Delta(phi) dependence of the anomalous dimensions. We find that for all n, the anomalous dimensions are negative for Delta(phi) satisfying the unitarity bound. We further compute the first subleading correction at large spin and show that it becomes universal for large twist. In the limit when n is large, we find exact agreement with the AdS/CFT prediction corresponding to the Eikonal limit of a 2-2 scattering with dominant graviton exchange.

Optimal Parameter Trajectory Estimation in Parameterized SDEs: An Algorithmic Procedure

We consider the problem of estimating the optimal parameter trajectory over a finite time interval in a parameterized stochastic differential equation (SDE), and propose a simulation-based algorithm for this purpose. Towards this end, we consider a discretization of the SDE over finite time instants and reformulate the problem as one of finding an optimal parameter at each of these instants. A stochastic approximation algorithm based on the smoothed functional technique is adapted to this setting for finding the optimal parameter trajectory. A proof of convergence of the algorithm is presented and results of numerical experiments over two different settings are shown. The algorithm is seen to exhibit good performance. We also present extensions of our framework to the case of finding optimal parameterized feedback policies for controlled SDE and present numerical results in this scenario as well.

A Simple Method of Obtaining the Band Strengths in the Electronic Spectra of Diatomic Molecules

Relative band strengths of diatomic molecules for which the product of Franck-Condon factor and r-centroid is approximately equal to 1 for (0,0) band can be determined by a simple method which will be in good agreement with the smoothed array of experimental values.

Molecular Characterization of Sclerospora graminicola, the Incitant of Pearl Millet Downy Mildew Using ISSR Markers

The DNA polymorphism among 22 isolates of Sclerospora graminicola, the causal agent of downy mildew disease of pearl millet was assessed using 20 inter simple sequence repeats (ISSR) primers. The objective of the study was to examine the effectiveness of using ISSR markers for unravelling the extent and pattern of genetic diversity in 22 S. graminicola isolates collected from different host cultivars in different states of India. The 19 functional ISSR primers generated 410 polymorphic bands and revealed 89% polymorphism and were able to distinguish all the 22 isolates. Polymorphic bands used to construct an unweighted pair group method of averages (UPGMA) dendrogram based on Jaccard's co-efficient of similarity and principal coordinate analysis resulted in the formation of four major clusters of 22 isolates. The standardized Nei genetic distance among the 22 isolates ranged from 0.0050 to 0.0206. The UPGMA clustering using the standardized genetic distance matrix resulted in the identification of four clusters of the 22 isolates with bootstrap values ranging from 15 to 100. The 3D-scale data supported the UPGMA results, which resulted into four clusters amounting to 70% variation among each other. However, comparing the two methods show that sub clustering by dendrogram and multi dimensional scaling plot is slightly different. All the S. graminicola isolates had distinct ISSR genotypes and cluster analysis origin. The results of ISSR fingerprints revealed significant level of genetic diversity among the isolates and that ISSR markers could be a powerful tool for fingerprinting and diversity analysis in fungal pathogens.

Nonspecifically bound proteins spin while diffusing along DNA

It is known that DNA-binding proteins can slide along the DNA helix while searching for specific binding sites, but their path of motion remains obscure. Do these proteins undergo simple one-dimensional (1D) translational diffusion, or do they rotate to maintain a specific orientation with respect to the DNA helix? We measured 1D diffusion constants as a function of protein size while maintaining the DNA-protein interface. Using bootstrap analysis of single-molecule diffusion data, we compared the results to theoretical predictions for pure translational motion and rotation-coupled sliding along the DNA. The data indicate that DNA-binding proteins undergo rotation-coupled sliding along the DNA helix and can be described by a model of diffusion along the DNA helix on a rugged free-energy landscape. A similar analysis including the 1D diffusion constants of eight proteins of varying size shows that rotation-coupled sliding is a general phenomenon. The average free-energy barrier for sliding along the DNA was 1.1 +/- 0.2 k(B)T. Such small barriers facilitate rapid search for binding sites.

Discrete parameter simulation optimization algorithms with applications to admission control with dependent service times

We propose certain discrete parameter variants of well known simulation optimization algorithms. Two of these algorithms are based on the smoothed functional (SF) technique while two others are based on the simultaneous perturbation stochastic approximation (SPSA) method. They differ from each other in the way perturbations are obtained and also the manner in which projections and parameter updates are performed. All our algorithms use two simulations and two-timescale stochastic approximation. As an application setting, we consider the important problem of admission control of packets in communication networks under dependent service times. We consider a discrete time slotted queueing model of the system and consider two different scenarios - one where the service times have a dependence on the system state and the other where they depend on the number of arrivals in a time slot. Under our settings, the simulated objective function appears ill-behaved with multiple local minima and a unique global minimum characterized by a sharp dip in the objective function in a small region of the parameter space. We compare the performance of our algorithms on these settings and observe that the two SF algorithms show the best results overall. In fact, in many cases studied, SF algorithms converge to the global minimum.

Optimized Policies for the Retransmission Probabilities in Slotted Aloha

In this paper, we study the behaviour of the slotted Aloha multiple access scheme with a finite number of users under different traffic loads and optimize the retransmission probability q(r) for various settings, cost objectives and policies. First, we formulate the problem as a parameter optimization problem and use certain efficient smoothed functional algorithms for finding the optimal retransmission probability parameter. Next, we propose two classes of multi-level closed-loop feedback policies (for finding in each case the retransmission probability qr that now depends on the current system state) and apply the above algorithms for finding an optimal policy within each class of policies. While one of the policy classes depends on the number of backlogged nodes in the system, the other depends on the number of time slots since the last successful transmission. The latter policies are more realistic as it is difficult to keep track of the number of backlogged nodes at each instant. We investigate the effect of increasing the number of levels in the feedback policies. Wen also investigate the effects of using different cost functions (withn and without penalization) in our algorithms and the corresponding change in the throughput and delay using these. Both of our algorithms use two-timescale stochastic approximation. One of the algorithms uses one simulation while the other uses two simulations of the system. The two-simulation algorithm is seen to perform better than the other algorithm. Optimal multi-level closed-loop policies are seen to perform better than optimal open-loop policies. The performance further improves when more levels are used in the feedback policies.