Interpolation formula between very low and intermediate-to-high damping Kramers escape rates for single-domain ferromagnetic particles

It is shown that the Mel'nikov-Meshkov formalism for bridging the very low damping (VLD) and intermediate-to-high damping (IHD) Kramers escape rates as a function of the dissipation parameter for mechanical particles may be extended to the rotational Brownian motion of magnetic dipole moments of single-domain ferromagnetic particles in nonaxially symmetric potentials of the magnetocrystalline anisotropy so that both regimes of damping, occur. The procedure is illustrated by considering the particular nonaxially symmetric problem of superparamagnetic particles possessing uniaxial anisotropy subject to an external uniform field applied at an angle to the easy axis of magnetization. Here the Mel'nikov-Meshkov treatment is found to be in good agreement with an exact calculation of the smallest eigenvalue of Brown's Fokker-Planck equation, provided the external field is large enough to ensure significant departure from axial symmetry, so that the VLD and IHD formulas for escape rates of magnetic dipoles for nonaxially symmetric potentials are valid.

Positive dilations of piecewise monotonic Markov maps

We provide an explicit formula which gives natural extensions of piecewise monotonic Markov maps defined on an interval of the real line. These maps are exact endomorphisms and define chaotic discrete dynamical systems.

Time operators for one parameter semigroups

We develop two simple approaches to the construction of time operators for semigroups of continuous linear operators in Hilbert spaces provided that the generators of these semigroups are normal operators. The first approach enables us to give explicit formulas (in the spectral representations) both for the time operators and for their eigenfunctions. The other approach provides no explicit formula. However, it enables us to find necessary and sufficient conditions for the existence of time operators for semigroups of continuous linear operators in separable Hilbert spaces with normal generators. Time superoperators corresponding to unitary groups are also discussed.

Analyticity of smooth eigenfunctions and spectral analysis of the Gauss map

We provide a sufficient condition of analyticity of infinitely differentiable eigenfunctions of operators of the form Uf(x) = integral a(x, y) f(b( x, y)) mu(dy) acting on functions f: [u, v] --> C ( evolution operators of one-dimensional dynamical systems and Markov processes have this form). We estimate from below the region of analyticity of the eigenfunctions and apply these results for studying the spectral properties of the Frobenius-Perron operator of the continuous fraction Gauss map. We prove that any infinitely differentiable eigenfunction f of this Frobenius-Perron operator, corresponding to a non-zero eigenvalue admits a (unique) analytic extension to the set C\(-infinity, 1]. Analyzing the spectrum of the Frobenius Perron operator in spaces of smooth functions, we extend significantly the domain of validity of the Mayer and Ropstorff asymptotic formula for the decay of correlations of the Gauss map.

On the Performance of Eigenvalue-Based Cooperative Spectrum Sensing for Cognitive Radio

In this paper, the distribution of the ratio of extreme eigenvalues of a complex Wishart matrix is studied in order to calculate the exact decision threshold as a function of the desired probability of false alarm for the maximum-minimum eigenvalue (MME) detector. In contrast to the asymptotic analysis reported in the literature, we consider a finite number of cooperative receivers and a finite number of samples and derive the exact decision threshold for the probability of false alarm. The proposed exact formulation is further reduced to the case of two receiver-based cooperative spectrum sensing. In addition, an approximate closed-form formula of the exact threshold is derived in terms of a desired probability of false alarm for a special case having equal number of receive antennas and signal samples. Finally, the derived analytical exact decision thresholds are verified with Monte-Carlo simulations. We show that the probability of detection performance using the proposed exact decision thresholds achieves significant performance gains compared to the performance of the asymptotic decision threshold.

Improved Principal Component Monitoring of Large-Scale Processes

This is the first paper that shows and theoretically analyses that the presence of auto-correlation can produce considerable alterations in the Type I and Type II errors in univariate and multivariate statistical control charts. To remove this undesired effect, linear inverse ARMA filter are employed and the application studies in this paper show that false alarms (increased Type I errors) and an insensitive monitoring statistics (increased Type II errors) were eliminated.

Introduction of a Nonlinearity Measure for Principal Component Models

This is the first paper that introduces a nonlinearity test for principal component models. The methodology involves the division of the data space into disjunct regions that are analysed using principal component analysis using the cross-validation principle. Several toy examples have been successfully analysed and the nonlinearity test has subsequently been applied to data from an internal combustion engine.

A variational approach to the relaxation of single domain magnetic particles based on Brown's model

Brown's model for the relaxation of the magnetization of a single domain ferromagnetic particle is considered. This model results in the Fokker-Planck equation of the process. The solution of this equation in the cases of most interest is non- trivial. The probability density of orientations of the magnetization in the Fokker-Planck equation can be expanded in terms of an infinite set of eigenfunctions and their corresponding eigenvalues where these obey a Sturm-Liouville type equation. A variational principle is applied to the solution of this equation in the case of an axially symmetric potential. The first (non-zero) eigenvalue, corresponding to the largest time constant, is considered. From this we obtain two new results. Firstly, an approximate minimising trial function is obtained which allows calculation of a rigorous upper bound. Secondly, a new upper bound formula is derived based on the Euler-Lagrange condition. This leads to very accurate calculation of the eigenvalue but also, interestingly, from this, use of the simplest trial function yields an equivalent result to the correlation time of Coffey et at. and the integral relaxation time of Garanin. (C) 2004 Elsevier B.V. All rights reserved.

Improved Process Monitoring Using Nonlinear Principal Component Models

This paper presents two new approaches for use in complete process monitoring. The firstconcerns the identification of nonlinear principal component models. This involves the application of linear
principal component analysis (PCA), prior to the identification of a modified autoassociative neural network (AAN) as the required nonlinear PCA (NLPCA) model. The benefits are that (i) the number of the reduced set of linear principal components (PCs) is smaller than the number of recorded process variables, and (ii) the set of PCs is better conditioned as redundant information is removed. The result is a new set of input data for a modified neural representation, referred to as a T2T network. The T2T NLPCA model is then used for complete process monitoring, involving fault detection, identification and isolation. The second approach introduces a new variable reconstruction algorithm, developed from the T2T NLPCA model. Variable reconstruction can enhance the findings of the contribution charts still widely used in industry by reconstructing the outputs from faulty sensors to produce more accurate fault isolation. These ideas are illustrated using recorded industrial data relating to developing cracks in an industrial glass melter process. A comparison of linear and nonlinear models, together with the combined use of contribution charts and variable reconstruction, is presented.