28 resultados para Feynman-Kac formula Markov semigroups principal eigenvalue
em University of Queensland eSpace - Australia
Resumo:
We develop results for bifurcation from the principal eigenvalue for certain operators based on the p-Laplacian and containing a superlinear nonlinearity with a critical Sobolev exponent. The main result concerns an asymptotic estimate of the rate at which the solution branch departs from the eigenspace. The method can also be applied for nonpotential operators.
Resumo:
This note gives a theory of state transition matrices for linear systems of fuzzy differential equations. This is used to give a fuzzy version of the classical variation of constants formula. A simple example of a time-independent control system is used to illustrate the methods. While similar problems to the crisp case arise for time-dependent systems, in time-independent cases the calculations are elementary solutions of eigenvalue-eigenvector problems. In particular, for nonnegative or nonpositive matrices, the problems at each level set, can easily be solved in MATLAB to give the level sets of the fuzzy solution. (C) 2002 Elsevier Science B.V. All rights reserved.
Resumo:
We derive necessary and sufficient conditions for the existence of bounded or summable solutions to systems of linear equations associated with Markov chains. This substantially extends a famous result of G. E. H. Reuter, which provides a convenient means of checking various uniqueness criteria for birth-death processes. Our result allows chains with much more general transition structures to be accommodated. One application is to give a new proof of an important result of M. F. Chen concerning upwardly skip-free processes. We then use our generalization of Reuter's lemma to prove new results for downwardly skip-free chains, such as the Markov branching process and several of its many generalizations. This permits us to establish uniqueness criteria for several models, including the general birth, death, and catastrophe process, extended branching processes, and asymptotic birth-death processes, the latter being neither upwardly skip-free nor downwardly skip-free.
Resumo:
We are concerned with determining values of, for which there exist nodal solutions of the boundary value problems u" + ra(t) f(u) = 0, 0 < t < 1, u(O) = u(1) = 0. The proof of our main result is based upon bifurcation techniques.
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The BR algorithm is a novel and efficient method to find all eigenvalues of upper Hessenberg matrices and has never been applied to eigenanalysis for power system small signal stability. This paper analyzes differences between the BR and the QR algorithms with performance comparison in terms of CPU time based on stopping criteria and storage requirement. The BR algorithm utilizes accelerating strategies to improve its performance when computing eigenvalues of narrowly banded, nearly tridiagonal upper Hessenberg matrices. These strategies significantly reduce the computation time at a reasonable level of precision. Compared with the QR algorithm, the BR algorithm requires fewer iteration steps and less storage space without depriving of appropriate precision in solving eigenvalue problems of large-scale power systems. Numerical examples demonstrate the efficiency of the BR algorithm in pursuing eigenanalysis tasks of 39-, 68-, 115-, 300-, and 600-bus systems. Experiment results suggest that the BR algorithm is a more efficient algorithm for large-scale power system small signal stability eigenanalysis.
Resumo:
Two basic representations of principal-agent relationships, the 'state-space' and 'parameterized distribution' formulations, have emerged. Although the state-space formulation appears more natural, analytical studies using this formulation have had limited success. This paper develops a state-space formulation of the moral-hazard problem using a general representation of production under uncertainty. A closed-form solution for the agency-cost problem is derived. Comparative-static results are deduced. Next we solve the principal's problem of selecting the optimal output given the agency-cost function. The analysis is applied to the problem of point-source pollution control. (C) 1998 Published by Elsevier Science S.A. All rights reserved.
Resumo:
Krylov subspace techniques have been shown to yield robust methods for the numerical computation of large sparse matrix exponentials and especially the transient solutions of Markov Chains. The attractiveness of these methods results from the fact that they allow us to compute the action of a matrix exponential operator on an operand vector without having to compute, explicitly, the matrix exponential in isolation. In this paper we compare a Krylov-based method with some of the current approaches used for computing transient solutions of Markov chains. After a brief synthesis of the features of the methods used, wide-ranging numerical comparisons are performed on a power challenge array supercomputer on three different models. (C) 1999 Elsevier Science B.V. All rights reserved.AMS Classification: 65F99; 65L05; 65U05.
Resumo:
We shall study continuous-time Markov chains on the nonnegative integers which are both irreducible and transient, and which exhibit discernible stationarity before drift to infinity sets in. We will show how this 'quasi' stationary behaviour can be modelled using a limiting conditional distribution: specifically, the limiting state probabilities conditional on not having left 0 for the last time. By way of a dual chain, obtained by killing the original process on last exit from 0, we invoke the theory of quasistationarity for absorbing Markov chains. We prove that the conditioned state probabilities of the original chain are equal to the state probabilities of its dual conditioned on non-absorption, thus allowing us to establish the simultaneous existence and then equivalence, of their limiting conditional distributions. Although a limiting conditional distribution for the dual chain is always a quasistationary distribution in the usual sense, a similar statement is not possible for the original chain.
Resumo:
This note considers continuous-time Markov chains whose state space consists of an irreducible class, C, and an absorbing state which is accessible from C. The purpose is to provide results on mu-invariant and mu-subinvariant measures where absorption occurs with probability less than one. In particular, the well-known premise that the mu-invariant measure, m, for the transition rates be finite is replaced by the more natural premise that m be finite with respect to the absorption probabilities. The relationship between mu-invariant measures and quasi-stationary distributions is discussed. (C) 2000 Elsevier Science Ltd. All rights reserved.
Resumo:
We shall be concerned with the problem of determining quasi-stationary distributions for Markovian models directly from their transition rates Q. We shall present simple conditions for a mu-invariant measure m for Q to be mu-invariant for the transition function, so that if m is finite, it can be normalized to produce a quasi-stationary distribution. (C) 2000 Elsevier Science Ltd. All rights reserved.
Resumo:
In this study, we characterize the electrophysiological and morphological properties of spiny principal neurons in the rat lateral amygdala using whole cell recordings in acute brain slices. These neurons exhibited a range of firing properties in response to prolonged current injection. Responses varied from cells that showed full spike frequency adaptation, spiking three to five times, to those that showed no adaptation. The differences in firing patterns were largely explained by the amplitude of the afterhyperpolarization (AHP) that followed spike trains. Cells that showed full spike frequency adaptation had large amplitude slow AHPs, whereas cells that discharged tonically had slow AHPs of much smaller amplitude. During spike trains, all cells showed a similar broadening of their action potentials. Biocytin-filled neurons showed a range of pyramidal-like morphologies, differed in dendritic complexity, had spiny dendrites, and differed in the degree to which they clearly exhibited apical versus basal dendrites. Quantitative analysis revealed no association between cell morphology and firing properties. We conclude that the discharge properties of neurons in the lateral nucleus, in response to somatic current injections, are determined by the differential distribution of ionic conductances rather than through mechanisms that rely on cell morphology.
Resumo:
This paper is concerned with the use of scientific visualization methods for the analysis of feedforward neural networks (NNs). Inevitably, the kinds of data associated with the design and implementation of neural networks are of very high dimensionality, presenting a major challenge for visualization. A method is described using the well-known statistical technique of principal component analysis (PCA). This is found to be an effective and useful method of visualizing the learning trajectories of many learning algorithms such as back-propagation and can also be used to provide insight into the learning process and the nature of the error surface.
Resumo:
Grobner bases have been generalised to polynomials over a commutative ring A in several ways. Here we focus on strong Grobner bases, also known as D-bases. Several authors have shown that strong Grobner bases can be effectively constructed over a principal ideal domain. We show that this extends to any principal ideal ring. We characterise Grobner bases and strong Grobner bases when A is a principal ideal ring. We also give algorithms for computing Grobner bases and strong Grobner bases which generalise known algorithms to principal ideal rings. In particular, we give an algorithm for computing a strong Grobner basis over a finite-chain ring, for example a Galois ring.
Resumo:
The majority of small-cell lung cancers (SCLCs) express p16 but not pRb, Given our previous study showing loss of pRb in Merkel cell carcinoma (MCC)/neuroendocrine carcinoma of the skin and the clinicopathological similarities between SCLC acid MCC, we wished to determine if this was also the case in MCC, Twenty-nine MCC specimens from 23 patients were examined for deletions at 10 loci on 9p and I on 9p. No loss of heterozygosity (LO H) was peen in 9 patients including 2 for which tumour and cell line DNAs were examined. Four patients had LOH for all informative loci on 9p, Ten tumours showed more limited regions of loss on 9p, and from these 2 common regions of deletion were determined, Half of all informative cases had LOH at D95168, the most telomeric marker examined, and 3 specimens showed loss of only D9S168, A second region (InFNA-D9S126) showed L0H in 10(44%) cases, and case MCC26 showed LOH for only D9S126, implicating genes centromeric of the CDKN2A locus. No mutations in the coding regions of p16 were seen in 7 cell lines tested, and reactivity to anti-p16 antibody was seen in all Il tumour specimens examined and in 6 of 7 cell lines from 6 patients. Furthermore, all cell lines examined reacted with anti-p 14' antibody, These results suggest that neither transcript of the CDKN2A locus is the target of deletions on 9p in MCC and imply the existence of tumour-suppressor genes mapping both centromeric and telomeric of this locus. (C) 2001 Wiley-Liss, Inc.