Adaptive Mixture Modelling Metropolis Methods for Bayesian Analysis of Non-linear State-Space Models.

We describe a strategy for Markov chain Monte Carlo analysis of non-linear, non-Gaussian state-space models involving batch analysis for inference on dynamic, latent state variables and fixed model parameters. The key innovation is a Metropolis-Hastings method for the time series of state variables based on sequential approximation of filtering and smoothing densities using normal mixtures. These mixtures are propagated through the non-linearities using an accurate, local mixture approximation method, and we use a regenerating procedure to deal with potential degeneracy of mixture components. This provides accurate, direct approximations to sequential filtering and retrospective smoothing distributions, and hence a useful construction of global Metropolis proposal distributions for simulation of posteriors for the set of states. This analysis is embedded within a Gibbs sampler to include uncertain fixed parameters. We give an example motivated by an application in systems biology. Supplemental materials provide an example based on a stochastic volatility model as well as MATLAB code.

Modeling non-harmonic behavior of materials from experimental inelastic neutron scattering and thermal expansion measurements

Based on thermodynamic principles, we derive expressions quantifying the non-harmonic vibrational behavior of materials, which are rigorous yet easily evaluated from experimentally available data for the thermal expansion coefficient and the phonon density of states. These experimentally- derived quantities are valuable to benchmark first-principles theoretical predictions of harmonic and non-harmonic thermal behaviors using perturbation theory, ab initio molecular-dynamics, or Monte-Carlo simulations. We illustrate this analysis by computing the harmonic, dilational, and anharmonic contributions to the entropy, internal energy, and free energy of elemental aluminum and the ordered compound FeSi over a wide range of temperature. Results agree well with previous data in the literature and provide an efficient approach to estimate anharmonic effects in materials.

The synchronization of superparamagnetic beads driven by a micro-magnetic ratchet.

We present theoretical, numerical, and experimental analyses on the non-linear dynamic behavior of superparamagnetic beads exposed to a periodic array of micro-magnets and an external rotating field. The agreement between theoretical and experimental results revealed that non-linear magnetic forcing dynamics are responsible for transitions between phase-locked orbits, sub-harmonic orbits, and closed orbits, representing different mobility regimes of colloidal beads. These results suggest that the non-linear behavior can be exploited to construct a novel colloidal separation device that can achieve effectively infinite separation resolution for different types of beads, by exploiting minor differences in their bead's properties. We also identify a unique set of initial conditions, which we denote the "devil's gate" which can be used to expeditiously identify the full range of mobility for a given bead type.

Dynamical Heterogeneity and Nonlinear Susceptibility in Short-Ranged Attractive Supercooled Liquids

Recent work has demonstrated the strong qualitative differences between the dynamics near a glass transition driven by short-ranged repulsion and one governed by short-ranged attraction. Here, we study in detail the behavior of non-linear, higher-order correlation functions that measure the growth of length scales associated with dynamical heterogeneity in both types of systems. We find that this measure is qualitatively different in the repulsive and attractive cases with regards to the wave vector dependence as well as the time dependence of the standard non-linear four-point dynamical susceptibility. We discuss the implications of these results for the general understanding of dynamical heterogeneity in glass-forming liquids.