9 resultados para Finite-time stochastic stability
em Duke University
Resumo:
We obtain an upper bound on the time available for quantum computation for a given quantum computer and decohering environment with quantum error correction implemented. First, we derive an explicit quantum evolution operator for the logical qubits and show that it has the same form as that for the physical qubits but with a reduced coupling strength to the environment. Using this evolution operator, we find the trace distance between the real and ideal states of the logical qubits in two cases. For a super-Ohmic bath, the trace distance saturates, while for Ohmic or sub-Ohmic baths, there is a finite time before the trace distance exceeds a value set by the user. © 2010 The American Physical Society.
Resumo:
Numerical approximation of the long time behavior of a stochastic di.erential equation (SDE) is considered. Error estimates for time-averaging estimators are obtained and then used to show that the stationary behavior of the numerical method converges to that of the SDE. The error analysis is based on using an associated Poisson equation for the underlying SDE. The main advantages of this approach are its simplicity and universality. It works equally well for a range of explicit and implicit schemes, including those with simple simulation of random variables, and for hypoelliptic SDEs. To simplify the exposition, we consider only the case where the state space of the SDE is a torus, and we study only smooth test functions. However, we anticipate that the approach can be applied more widely. An analogy between our approach and Stein's method is indicated. Some practical implications of the results are discussed. Copyright © by SIAM. Unauthorized reproduction of this article is prohibited.
Resumo:
We describe a general technique for determining upper bounds on maximal values (or lower bounds on minimal costs) in stochastic dynamic programs. In this approach, we relax the nonanticipativity constraints that require decisions to depend only on the information available at the time a decision is made and impose a "penalty" that punishes violations of nonanticipativity. In applications, the hope is that this relaxed version of the problem will be simpler to solve than the original dynamic program. The upper bounds provided by this dual approach complement lower bounds on values that may be found by simulating with heuristic policies. We describe the theory underlying this dual approach and establish weak duality, strong duality, and complementary slackness results that are analogous to the duality results of linear programming. We also study properties of good penalties. Finally, we demonstrate the use of this dual approach in an adaptive inventory control problem with an unknown and changing demand distribution and in valuing options with stochastic volatilities and interest rates. These are complex problems of significant practical interest that are quite difficult to solve to optimality. In these examples, our dual approach requires relatively little additional computation and leads to tight bounds on the optimal values. © 2010 INFORMS.
Resumo:
We study an optoelectronic time-delay oscillator that displays high-speed chaotic behavior with a flat, broad power spectrum. The chaotic state coexists with a linearly stable fixed point, which, when subjected to a finite-amplitude perturbation, loses stability initially via a periodic train of ultrafast pulses. We derive approximate mappings that do an excellent job of capturing the observed instability. The oscillator provides a simple device for fundamental studies of time-delay dynamical systems and can be used as a building block for ultrawide-band sensor networks.
Resumo:
© 2015, Institute of Mathematical Statistics. All rights reserved.In order to use persistence diagrams as a true statistical tool, it would be very useful to have a good notion of mean and variance for a set of diagrams. In [23], Mileyko and his collaborators made the first study of the properties of the Fréchet mean in (D
Resumo:
We present a theory of hypoellipticity and unique ergodicity for semilinear parabolic stochastic PDEs with "polynomial" nonlinearities and additive noise, considered as abstract evolution equations in some Hilbert space. It is shown that if Hörmander's bracket condition holds at every point of this Hilbert space, then a lower bound on the Malliavin covariance operatorμt can be obtained. Informally, this bound can be read as "Fix any finite-dimensional projection on a subspace of sufficiently regular functions. Then the eigenfunctions of μt with small eigenvalues have only a very small component in the image of Π." We also show how to use a priori bounds on the solutions to the equation to obtain good control on the dependency of the bounds on the Malliavin matrix on the initial condition. These bounds are sufficient in many cases to obtain the asymptotic strong Feller property introduced in [HM06]. One of the main novel technical tools is an almost sure bound from below on the size of "Wiener polynomials," where the coefficients are possibly non-adapted stochastic processes satisfying a Lips chitz condition. By exploiting the polynomial structure of the equations, this result can be used to replace Norris' lemma, which is unavailable in the present context. We conclude by showing that the two-dimensional stochastic Navier-Stokes equations and a large class of reaction-diffusion equations fit the framework of our theory.
Resumo:
A total of 30 undergraduates recalled the same 20 autobiographical memories at two sessions separated by 2 weeks. At each session they dated their memories and rated them on 18 properties commonly studied in autobiographical memory experiments. Individuals showed moderate stability in their ratings on the 18 scales (r approximately .5), with consistency of dating being much higher (r = .96). There was more stability in the individuals' average rating on each scale (r approximately .8), even when the averages were calculated on different memories in the different sessions. The results are consistent with a constructive view of autobiographical memory, in which stable individual differences in cognitive style are important.
Resumo:
The image on the retina may move because the eyes move, or because something in the visual scene moves. The brain is not fooled by this ambiguity. Even as we make saccades, we are able to detect whether visual objects remain stable or move. Here we test whether this ability to assess visual stability across saccades is present at the single-neuron level in the frontal eye field (FEF), an area that receives both visual input and information about imminent saccades. Our hypothesis was that neurons in the FEF report whether a visual stimulus remains stable or moves as a saccade is made. Monkeys made saccades in the presence of a visual stimulus outside of the receptive field. In some trials, the stimulus remained stable, but in other trials, it moved during the saccade. In every trial, the stimulus occupied the center of the receptive field after the saccade, thus evoking a reafferent visual response. We found that many FEF neurons signaled, in the strength and timing of their reafferent response, whether the stimulus had remained stable or moved. Reafferent responses were tuned for the amount of stimulus translation, and, in accordance with human psychophysics, tuning was better (more prevalent, stronger, and quicker) for stimuli that moved perpendicular, rather than parallel, to the saccade. Tuning was sometimes present as well for nonspatial transaccadic changes (in color, size, or both). Our results indicate that FEF neurons evaluate visual stability during saccades and may be general purpose detectors of transaccadic visual change.
Resumo:
Many molecular ecological and evolutionary studies sample wild populations at a single point in time, failing to consider that data they collect represents genetic variation from a potentially unrepresentative snapshot in time. Variation across time in genetic parameters may occur quickly in species that produce multiple generations of offspring per year. However, many studies of rapid contemporary microevolution examine phenotypic trait divergence as opposed to molecular evolutionary divergence. Here, we compare genetic diversity in wild caught populations of Drosophila persimilis and D. pseudoobscura collected 16 years apart at the same time of year and same site at four X-linked and two mitochondrial loci to assess genetic stability. We found no major changes in nucleotide diversity in either species, but we observed a drastic shift in Tajima’s D between D. pseudoobscura timepoints at one locus associated with the increased abundance of a set of related haplotypes. Our data also suggests that D. persimilis may have recently accelerated its demographic expansion. While the changes we observed were modest, this study reinforces the importance of considering potential temporal variation in genetic parameters within single populations over short evolutionary timescales.