The cross-entropy method for network reliability estimation

Consider a network of unreliable links, modelling for example a communication network. Estimating the reliability of the network-expressed as the probability that certain nodes in the network are connected-is a computationally difficult task. In this paper we study how the Cross-Entropy method can be used to obtain more efficient network reliability estimation procedures. Three techniques of estimation are considered: Crude Monte Carlo and the more sophisticated Permutation Monte Carlo and Merge Process. We show that the Cross-Entropy method yields a speed-up over all three techniques.

Application of the cross-entropy method to the buffer allocation problem in a simulation-based environment

The buffer allocation problem (BAP) is a well-known difficult problem in the design of production lines. We present a stochastic algorithm for solving the BAP, based on the cross-entropy method, a new paradigm for stochastic optimization. The algorithm involves the following iterative steps: (a) the generation of buffer allocations according to a certain random mechanism, followed by (b) the modification of this mechanism on the basis of cross-entropy minimization. Through various numerical experiments we demonstrate the efficiency of the proposed algorithm and show that the method can quickly generate (near-)optimal buffer allocations for fairly large production lines.

Heavy tails, importance sampling and cross-entropy

We consider the problem of estimating P(Yi + (...) + Y-n > x) by importance sampling when the Yi are i.i.d. and heavy-tailed. The idea is to exploit the cross-entropy method as a toot for choosing good parameters in the importance sampling distribution; in doing so, we use the asymptotic description that given P(Y-1 + (...) + Y-n > x), n - 1 of the Yi have distribution F and one the conditional distribution of Y given Y > x. We show in some specific parametric examples (Pareto and Weibull) how this leads to precise answers which, as demonstrated numerically, are close to being variance minimal within the parametric class under consideration. Related problems for M/G/l and GI/G/l queues are also discussed.

The cross-entropy method for continuous multi-extremal optimization

In recent years, the cross-entropy method has been successfully applied to a wide range of discrete optimization tasks. In this paper we consider the cross-entropy method in the context of continuous optimization. We demonstrate the effectiveness of the cross-entropy method for solving difficult continuous multi-extremal optimization problems, including those with non-linear constraints.

Temperature of a trapped unitary Fermi gas at finite entropy

We present theoretical predictions for the equation of state of a harmonically trapped Fermi gas in the unitary limit. Our calculations compare Monte Carlo results with the equation of state of a uniform gas using three distinct perturbation schemes. We show that in experiments the temperature can be usefully calibrated by making use of the entropy, which is invariant during an adiabatic conversion into the weakly interacting limit of molecular BEC. We predict the entropy dependence of the equation of state.

Entropy generation for microscale forced convection: effects of different thermal boundary conditions, velocity slip, temperature jump, viscous dissipation, and duct geometry

This work presents closed form solutions for fully developed temperature distribution and entropy generation due to forced convection in microelectromechanical systems (MEMS) in the Slip-flow regime, for which the Knudsen number lies within the range 0.001

Estimating buffer overflows in three stages using cross-entropy

In this paper we propose a fast adaptive Importance Sampling method for the efficient simulation of buffer overflow probabilities in queueing networks. The method comprises three stages. First we estimate the minimum Cross-Entropy tilting parameter for a small buffer level; next, we use this as a starting value for the estimation of the optimal tilting parameter for the actual (large) buffer level; finally, the tilting parameter just found is used to estimate the overflow probability of interest. We recognize three distinct properties of the method which together explain why the method works well; we conjecture that they hold for quite general queueing networks. Numerical results support this conjecture and demonstrate the high efficiency of the proposed algorithm.

A Novel Nonparametric Density Estimator

We present a novel nonparametric density estimator and a new data-driven bandwidth selection method with excellent properties. The approach is in- spired by the principles of the generalized cross entropy method. The pro- posed density estimation procedure has numerous advantages over the tra- ditional kernel density estimator methods. Firstly, for the first time in the nonparametric literature, the proposed estimator allows for a genuine incor- poration of prior information in the density estimation procedure. Secondly, the approach provides the first data-driven bandwidth selection method that is guaranteed to provide a unique bandwidth for any data. Lastly, simulation examples suggest the proposed approach outperforms the current state of the art in nonparametric density estimation in terms of accuracy and reliability.

Entanglement between a qubit and the environment in the spin-boson model

The quantitative description of the quantum entanglement between a qubit and its environment is considered. Specifically, for the ground state of the spin-boson model, the entropy of entanglement of the spin is calculated as a function of α, the strength of the ohmic coupling to the environment, and ɛ, the level asymmetry. This is done by a numerical renormalization group treatment of the related anisotropic Kondo model. For ɛ=0, the entanglement increases monotonically with α, until it becomes maximal for α→1-. For fixed ɛ>0, the entanglement is a maximum as a function of α for a value, α=αM

Positive selection on an acrosomal sperm protein, M7 lysin, in three species of the mussel genus Mytilus

Marine invertebrate sperm proteins are particularly interesting because they are characterized by positive selection and are likely to be involved in prezyogotic isolation and, thus, speciation. Here, we present the first survey of inter and intraspecific variation of a bivalve sperm protein among a group of species that regularly hybridize in nature. M7 lysin is found in sperm acrosomes of mussels and dissolves the egg vitelline coat, permitting fertilization. We sequenced multiple alleles of the mature protein-coding region of M7 lysin from allopatric populations of mussels in the Mytilus edulis species group (M. edulis, M. galloprovincialis, and M. trossulus). A significant McDonald-Kreitman test showed an excess of fixed amino acid replacing substitutions between species, consistent with positive selection. In addition, Kolmogorov-Smirnov tests showed significant heterogeneity in polymorphism to divergence ratios for both synonymous variation and combined synonymous and non-synonymous variation within M. galloprovincialis. These results indicate that there has been adaptive evolution at M7 lysin and, furthermore, shows that positive selection on sperm proteins can occur even when post-zygotic reproductive isolation is incomplete.

In vivo protein cyclization promoted by a circularly permuted Synechocystis sp PCC6803 DnaB mini-intein

A synthetic Synechocystis sp. PCC6803 DnaB split mini-intein gene was constructed for the in vivo cyclization of recombinant proteins expressed in Escherichia coli. The system was used to cyclize the NH2-terminal domain of E. coli DnaB, the structure of which had been determined previously by NMR spectroscopy. Cyclization was found to proceed efficiently, with little accumulation of precursor, and the product was purified in high yield. The solution structure of cyclic DnaB-N is not significantly different from that of linear DnaB-N and it unfolds reversibly at temperatures similar to14 degreesC higher. Improved hydrogen bonding was observed in the first and last helices, and the length of the last helix was increased, while the 9-amino acid linker used to join the NH2 and COOH termini was found to be highly mobile. The measured thermodynamic stabilization of the structure (DeltaDeltaG approximate to 2 kcal/mol) agrees well with the value estimated from the reduced conformational entropy in the unfolded form. Simple polymer theory can be used to predict likely free energy changes resulting from protein cyclization and how the stabilization depends on the size of the protein and the length of the linker used to connect the termini.

Stabilization of native protein fold by intein-mediated covalent cyclization

A mutant version of the N-terminal domain of Escherichia coli DnaB helicase was used as a model system to assess the stabilization against unfolding gained by covalent cyclization. Cyclization was achieved in vivo by formation of an amide bond between the N and C termini with the help of a split mini-intein. Linear and circular proteins were constructed to be identical in amino acid sequence. Mutagenesis of Phe102 to Glu rendered the protein monomeric even at high concentration. A difference in free energy of unfolding, DeltaDeltaG, between circular and linear protein of 2.3(+/-0.5) kcal mol(-1) was measured at 10degreesC by circular dichroism. A theoretical estimate of the difference in conformational entropy of linear and circular random chains in a three-dimensional cubic lattice model predicted DeltaDeltaG = 2.3 kcal mol(-1), suggesting that stabilization by protein cyclization is driven by the reduced conformational entropy of the unfolded state. Amide-proton exchange rates measured by NMR spectroscopy and mass spectrometry showed a uniform, approximately tenfold decrease of the exchange rates of the most slowly exchanging amide protons, demonstrating that cyclization globally decreases the unfolding rate of the protein. The amide proton exchange was found to follow EX1 kinetics at near-neutral pH, in agreement with an unusually slow refolding I measured by stopped-flow circular dichroism. rate of less than 4 min(-1) The linear and circular proteins differed more in their unfolding than in their folding rates. Global unfolding of the N-terminal domain of E. coli DnaB is thus promoted strongly by spatial separation of the N and C termini, whereas their proximity is much less important for folding. (C) 2005 Elsevier Ltd. All rights reserved.

Thermal analysis, nuclear magnetic resonance spectroscopy, and impedance spectroscopy of N,N-dimethyl-pyrrolidinium iodide: An ionic solid exhibiting rotator phases

N,N-dimethyl-pyrrolidinium iodide has been investigated using differential scanning calorimetry, nuclear magnetic resonance (NMR) spectroscopy, second moment calculations, and impedance spectroscopy. This pyrrolidinium salt exhibits two solid-solid phase transitions, one at 373 K having an entropy change, Delta S, of 38 J mol(-1) K-1 and one at 478 K having Delta S of 5.7 J mol(-1) K-1. The second moment calculations relate the lower temperature transition to a homogenization of the sample in terms of the mobility of the cations, while the high temperature phase transition is within the temperature region of isotropic tumbling of the cations. At higher temperatures a further decrease in the H-1 NMR linewidth is observed which is suggested to be due to diffusion of the cations. (C) 2005 American Institute of Physics.

Limiting conditional distributions for birth-death processes

In a recent paper [16], one of us identified all of the quasi-stationary distributions for a non-explosive, evanescent birth-death process for which absorption is certain, and established conditions for the existence of the corresponding limiting conditional distributions. Our purpose is to extend these results in a number of directions. We shall consider separately two cases depending on whether or not the process is evanescent. In the former case we shall relax the condition that absorption is certain. Furthermore, we shall allow for the possibility that the minimal process might be explosive, so that the transition rates alone will not necessarily determine the birth-death process uniquely. Although we shall be concerned mainly with the minimal process, our most general results hold for any birth-death process whose transition probabilities satisfy both the backward and the forward Kolmogorov differential equations.