Accelerating seismic energy release and evolution of event time and size statistics: Results from two heterogeneous cellular automaton models

The evolution of event time and size statistics in two heterogeneous cellular automaton models of earthquake behavior are studied and compared to the evolution of these quantities during observed periods of accelerating seismic energy release Drier to large earthquakes. The two automata have different nearest neighbor laws, one of which produces self-organized critical (SOC) behavior (PSD model) and the other which produces quasi-periodic large events (crack model). In the PSD model periods of accelerating energy release before large events are rare. In the crack model, many large events are preceded by periods of accelerating energy release. When compared to randomized event catalogs, accelerating energy release before large events occurs more often than random in the crack model but less often than random in the PSD model; it is easier to tell the crack and PSD model results apart from each other than to tell either model apart from a random catalog. The evolution of event sizes during the accelerating energy release sequences in all models is compared to that of observed sequences. The accelerating energy release sequences in the crack model consist of an increase in the rate of events of all sizes, consistent with observations from a small number of natural cases, however inconsistent with a larger number of cases in which there is an increase in the rate of only moderate-sized events. On average, no increase in the rate of events of any size is seen before large events in the PSD model.

Simultaneous observations of ionospheric quasiperiodic scintillations from short and long meridional baselines using VHF transmissions from transit satellites

For the first time it was possible to observe regular quasiperiodic scintillations (QPS) in VHF radio-satellite transmissions from orbiting satellites simultaneously at short (2.1 km) and long (121 km) meridional baselines in the vicinity of a typical mid-latitude station (Brisbane; 27.5degreesS and 152.9degreesE geog. and 35.6degrees invar.lat.), using three sites (St. Lucia-S, Taringa-T in Brisbane and Boreen Pt.-B, north of Brisbane). A few pronounced quasiperiodic (QP) events were recorded showing unambiguous regular structures at the sites which made it possible to deduce a time displacement of the regular fading minimum at S, T and B. The QP structure is highly dependent on the geometry of the ray-path from a satellite to the observer which is manifested as a change of a QP event from symmetrical to non-symmetrical for stations separated by 2.1 km, and to a radical change in the structure of the event over a distance of 121 km. It is suggested the short-duration intense QP events are due to a Fresnel diffraction (or a reflection mechanism) of radio-satellite signals by a single ionospheric irregularity in a form of an ellipsoid with a large ionization gradient along the major axis. The structure of a QP event depends on the angle of viewing of the irregular blob from a radio-satellite. In view of this it is suggested that the reported variety of the ionization formation, responsible for different types of QPS, is only apparent but not real. (C) 2003 Elsevier Science Ltd. All rights reserved.

Dimerlike positional correlation and resonant transmission of electromagnetic waves in aperiodic dielectric multilayers

In this paper, we investigate transmission of electromagnetic wave through aperiodic dielectric multilayers. A generic feature shown is that the mirror symmetry in the system can induce the resonant transmission, which originates from the positional correlations (for example, presence of dimers) in the system. Furthermore, the resonant transmission can be manipulated at a specific wavelength by tuning aperiodic structures with internal symmetry. The theoretical results are experimentally proved in the optical observation of aperiodic SiO2/TiO2 multilayers with internal symmetry. We expect that this feature may have potential applications in optoelectric devices such as the wavelength division multiplexing system.

Accelerating precursory activity within a class of earthquake analogue automata

A statistical fractal automaton model is described which displays two modes of dynamical behaviour. The first mode, termed recurrent criticality, is characterised by quasi-periodic, characteristic events that are preceded by accelerating precursory activity. The second mode is more reminiscent of SOC automata in which large events are not preceded by an acceleration in activity. Extending upon previous studies of statistical fractal automata, a redistribution law is introduced which incorporates two model parameters: a dissipation factor and a stress transfer ratio. Results from a parameter space investigation indicate that a straight line through parameter space marks a transition from recurrent criticality to unpredictable dynamics. Recurrent criticality only occurs for models within one corner of the parameter space. The location of the transition displays a simple dependence upon the fractal correlation dimension of the cell strength distribution. Analysis of stress field evolution indicates that recurrent criticality occurs in models with significant long-range stress correlations. A constant rate of activity is associated with a decorrelated stress field.

Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process

Quasi-birth-and-death (QBD) processes with infinite “phase spaces” can exhibit unusual and interesting behavior. One of the simplest examples of such a process is the two-node tandem Jackson network, with the “phase” giving the state of the first queue and the “level” giving the state of the second queue. In this paper, we undertake an extensive analysis of the properties of this QBD. In particular, we investigate the spectral properties of Neuts’s R-matrix and show that the decay rate of the stationary distribution of the “level” process is not always equal to the convergence norm of R. In fact, we show that we can obtain any decay rate from a certain range by controlling only the transition structure at level zero, which is independent of R. We also consider the sequence of tandem queues that is constructed by restricting the waiting room of the first queue to some finite capacity, and then allowing this capacity to increase to infinity. We show that the decay rates for the finite truncations converge to a value, which is not necessarily the decay rate in the infinite waiting room case. Finally, we show that the probability that the process hits level n before level 0 given that it starts in level 1 decays at a rate which is not necessarily the same as the decay rate for the stationary distribution.

Modulational Instability in Periodic Quadratic Nonlinear Materials

We investigate the modulational instability of plane waves in quadratic nonlinear materials with linear and nonlinear quasi-phase-matching gratings. Exact Floquet calculations, confirmed by numerical simulations, show that the periodicity can drastically alter the gain spectrum but never completely removes the instability. The low-frequency part of the gain spectrum is accurately predicted by an averaged theory and disappears for certain gratings. The high-frequency part is related to the inherent gain of the homogeneous non-phase-matched material and is a consistent spectral feature.

Periodic orbit resonances in layered metals in tilted magnetic fields

The frequency dependence of the interlayer conductivity of a layered Fermi liquid in a magnetic field that is tilted away from the normal to the layers is considered. For both quasi-one- and quasi-two-dimensional systems resonances occur when the frequency is a harmonic of the frequency at which the magnetic field causes the electrons to oscillate on the Fermi surface within the layers. The intensity of the different harmonic resonances varies significantly with the direction of the field. The resonances occur for both coherent and weakly incoherent interlayer transport and so their observation does not imply the existence of a three-dimensional Fermi surface. [S0163-1829(99)51240-X].

New methods for determining quasi-stationary distributions for Markov chains

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.

Periodic electric field enhanced transport through membranes

We examine the mean flux across a homogeneous membrane of a charged tracer subject to an alternating, symmetric voltage waveform. The analysis is based on the Nernst-Planck flux equation, with electric field subject to time dependence only. For low frequency electric fields the quasi steady-state flux can be approximated using the Goldman model, which has exact analytical solutions for tracer concentration and flux. No such closed form solutions can be found for arbitrary frequencies, however we find approximations for high frequency. An approximation formula for the average flux at all frequencies is also obtained from the two limiting approximations. Numerical integration of the governing equation is accomplished by use of the numerical method of lines and is performed for four different voltage waveforms. For the different voltage profiles, comparisons are made with the approximate analytical solutions which demonstrates their applicability. (c) 2005 Elsevier B.V. All rights reserved.

Quasi-stationarity in populations that are subject to large-scale mortality or emigration

We shall examine a model, first studied by Brockwell et al. [Adv Appl Probab 14 (1982) 709.], which can be used to describe the longterm behaviour of populations that are subject to catastrophic mortality or emigration events. Populations can suffer dramatic declines when disease, such as an introduced virus, affects the population, or when food shortages occur, due to overgrazing or fluctuations in rainfall. However, perhaps surprisingly, such populations can survive for long periods and, although they may eventually become extinct, they can exhibit an apparently stationary regime. It is useful to be able to model this behaviour. This is particularly true of the ecological examples that motivated the present study, since, in order to properly manage these populations, it is necessary to be able to predict persistence times and to estimate the conditional probability distribution of population size. We shall see that although our model predicts eventual extinction, the time till extinction can be long and the stationary exhibited by these populations over any reasonable time scale can be explained using a quasistationary distribution. (C) 2001 Elsevier Science Ltd. All rights reserved.

Generalized quasi mode theory of macroscopic canonical quantization in cavity quantum electrodynamics and quantum optics I. Theory

The quasi mode theory of macroscopic quantization in quantum optics and cavity QED developed by Dalton, Barnett and Knight is generalized. This generalization allows for cases in which two or more quasi permittivities, along with their associated mode functions, are needed to describe the classical optics device. It brings problems such as reflection and refraction at a dielectric boundary, the linear coupler, and the coupling of two optical cavities within the scope of the theory. For the most part, the results that are obtained here are simple generalizations of those obtained in previous work. However the coupling constants, which are of great importance in applications of the theory, are shown to contain significant additional terms which cannot be 'guessed' from the simpler forms. The expressions for the coupling constants suggest that the critical factor in determining the strength of coupling between a pair of quasi modes is their degree of spatial overlap. In an accompanying paper a fully quantum theoretic derivation of the laws of reflection and refraction at a boundary is given as an illustration of the generalized theory. The quasi mode picture of this process involves the annihilation of a photon travelling in the incident region quasi mode, and the subsequent creation of a photon in either the incident region or transmitted region quasi modes.

Generalized quasi mode theory of macroscopic canonical quantization in cavity quantum electrodynamics and quantum optics II. Application to reflection and refraction at a dielectric interface

The generalization of the quasi mode theory of macroscopic quantization in quantum optics and cavity QED presented in the previous paper, is applied to provide a fully quantum theoretic derivation of the laws of reflection and refraction at a boundary. The quasi mode picture of this process involves the annihilation of a photon travelling in the incident region quasi mode, and the subsequent creation of a photon in either the incident region or transmitted region quasi modes. The derivation of the laws of reflection and refraction is achieved through the dual application of the quasi mode theory and a quantum scattering theory based on the Heisenberg picture. Formal expressions from scattering theory are given for the reflection and transmission coefficients. The behaviour of the intensity for a localized one photon wave packet coming in at time minus infinity from the incident direction is examined and it is shown that at time plus infinity, the light intensity is only significant where the classical laws of reflection and refraction predict. The occurrence of both refraction and reflection is dependent upon the quasi mode theory coupling constants between incident and transmitted region quasi modes being nonzero, and it is seen that the contributions to such coupling constants come from the overlap of the mode functions in the boundary layer region, as might be expected from a microscopic theory.

A note on quasi-stationary distributions of birth-death processes and the SIS logistic epidemic

For Markov processes on the positive integers with the origin as an absorbing state, Ferrari, Kesten, Martinez and Picco studied the existence of quasi-stationary and limiting conditional distributions by characterizing quasi-stationary distributions as fixed points of a transformation Phi on the space of probability distributions on {1, 2,.. }. In the case of a birth-death process, the components of Phi(nu) can be written down explicitly for any given distribution nu. Using this explicit representation, we will show that Phi preserves likelihood ratio ordering between distributions. A conjecture of Kryscio and Lefevre concerning the quasi-stationary distribution of the SIS logistic epidemic follows as a corollary.

Extinction times for a general birth, death and catastrophe process

The birth, death and catastrophe process is an extension of the birth-death process that incorporates the possibility of reductions in population of arbitrary size. We will consider a general form of this model in which the transition rates are allowed to depend on the current population size in an arbitrary manner. The linear case, where the transition rates are proportional to current population size, has been studied extensively. In particular, extinction probabilities, the expected time to extinction, and the distribution of the population size conditional on nonextinction (the quasi-stationary distribution) have all been evaluated explicitly. However, whilst these characteristics are of interest in the modelling and management of populations, processes with linear rate coefficients represent only a very limited class of models. We address this limitation by allowing for a wider range of catastrophic events. Despite this generalisation, explicit expressions can still be found for the expected extinction times.

Detecting finite bandwidth periodic signals in stationary noise using the signal coherence spectrum

All signals that appear to be periodic have some sort of variability from period to period regardless of how stable they appear to be in a data plot. A true sinusoidal time series is a deterministic function of time that never changes and thus has zero bandwidth around the sinusoid's frequency. A zero bandwidth is impossible in nature since all signals have some intrinsic variability over time. Deterministic sinusoids are used to model cycles as a mathematical convenience. Hinich [IEEE J. Oceanic Eng. 25 (2) (2000) 256-261] introduced a parametric statistical model, called the randomly modulated periodicity (RMP) that allows one to capture the intrinsic variability of a cycle. As with a deterministic periodic signal the RMP can have a number of harmonics. The likelihood ratio test for this model when the amplitudes and phases are known is given in [M.J. Hinich, Signal Processing 83 (2003) 1349-13521. A method for detecting a RMP whose amplitudes and phases are unknown random process plus a stationary noise process is addressed in this paper. The only assumption on the additive noise is that it has finite dependence and finite moments. Using simulations based on a simple RMP model we show a case where the new method can detect the signal when the signal is not detectable in a standard waterfall spectrograrn display. (c) 2005 Elsevier B.V. All rights reserved.