28 resultados para Feynman-Kac formula Markov semigroups principal eigenvalue


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enin et al. (2000) recently introduced the idea of similarity in the context of birth-death processes. This paper examines the extent to which their results can be extended to arbitrary Markov chains. It is proved that, under a variety of conditions, similar chains are strongly similar in a sense which is described, and it is shown that minimal chains are strongly similar if and only if the corresponding transition-rate matrices are strongly similar. A general framework is given for constructing families of strongly similar chains; it permits the construction of all such chains in the irreducible case.

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In this paper a methodology for integrated multivariate monitoring and control of biological wastewater treatment plants during extreme events is presented. To monitor the process, on-line dynamic principal component analysis (PCA) is performed on the process data to extract the principal components that represent the underlying mechanisms of the process. Fuzzy c-means (FCM) clustering is used to classify the operational state. Performing clustering on scores from PCA solves computational problems as well as increases robustness due to noise attenuation. The class-membership information from FCM is used to derive adequate control set points for the local control loops. The methodology is illustrated by a simulation study of a biological wastewater treatment plant, on which disturbances of various types are imposed. The results show that the methodology can be used to determine and co-ordinate control actions in order to shift the control objective and improve the effluent quality.

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This note presents a method of evaluating the distribution of a path integral for Markov chains on a countable state space.

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Computer simulation of dynamical systems involves a phase space which is the finite set of machine arithmetic. Rounding state values of the continuous system to this grid yields a spatially discrete dynamical system, often with different dynamical behaviour. Discretization of an invertible smooth system gives a system with set-valued negative semitrajectories. As the grid is refined, asymptotic behaviour of the semitrajectories follows probabilistic laws which correspond to a set-valued Markov chain, whose transition probabilities can be explicitly calculated. The results are illustrated for two-dimensional dynamical systems obtained by discretization of fractional linear transformations of the unit disc in the complex plane.

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This paper presents a method of evaluating the expected value of a path integral for a general Markov chain on a countable state space. We illustrate the method with reference to several models, including birth-death processes and the birth, death and catastrophe process. (C) 2002 Elsevier Science Inc. All rights reserved.

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Fault detection and isolation (FDI) are important steps in the monitoring and supervision of industrial processes. Biological wastewater treatment (WWT) plants are difficult to model, and hence to monitor, because of the complexity of the biological reactions and because plant influent and disturbances are highly variable and/or unmeasured. Multivariate statistical models have been developed for a wide variety of situations over the past few decades, proving successful in many applications. In this paper we develop a new monitoring algorithm based on Principal Components Analysis (PCA). It can be seen equivalently as making Multiscale PCA (MSPCA) adaptive, or as a multiscale decomposition of adaptive PCA. Adaptive Multiscale PCA (AdMSPCA) exploits the changing multivariate relationships between variables at different time-scales. Adaptation of scale PCA models over time permits them to follow the evolution of the process, inputs or disturbances. Performance of AdMSPCA and adaptive PCA on a real WWT data set is compared and contrasted. The most significant difference observed was the ability of AdMSPCA to adapt to a much wider range of changes. This was mainly due to the flexibility afforded by allowing each scale model to adapt whenever it did not signal an abnormal event at that scale. Relative detection speeds were examined only summarily, but seemed to depend on the characteristics of the faults/disturbances. The results of the algorithms were similar for sudden changes, but AdMSPCA appeared more sensitive to slower changes.

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This Letter presents a simple formula for the average fidelity between a unitary quantum gate and a general quantum operation on a qudit, generalizing the formula for qubits found by Bowdrey et al. [Phys. Lett. A 294 (2002) 258]. This formula may be useful for experimental determination of average gate fidelity. We also give a simplified proof of a formula due to Horodecki et al. [Phys. Rev. A 60 (1999) 1888], connecting average gate fidelity to entanglement fidelity. (C) 2002 Elsevier Science B.V. All rights reserved.

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The purpose of the present paper was to examine the scope of novel foods in improving and/or preventing the nutritional disorders in different stages of lifespan. First, attempts were made to review the current trend and magnitude of the nutritional problems in each of the stages starting from fetal development to old age. The paper then describes the possible potential role of novel foods in alleviating and/or preventing these nutritional/health problems. The conclusion made is that the novel foods have a great potential for improving the overall nutritional status throughout the lifespan, thereby reducing the risk of early death or disability due to chronic diseases. However, to achieve a noticeable impact of novel foods on public health, efforts are needed to ensure that these foods are available and affordable to the population most at risk.

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Microsatellites were isolated and characterized from Anopheles flavirostris, the principal malaria vector in the Philippines. Fifty of the 150 positive clones sequenced contained mostly dinucleotide microsatellites and only 16 had trinucleotide repeats. We designed primers from the unique sequences flanking 18 microsatellite loci. Of these, 11 loci produced successful amplification and revealed high levels of polymorphism; 86 alleles were detected with allele number ranging from 2 to 16 at each locus. The high allelic variability will make these microsatellite loci very useful for taxonomic and population genetic studies.