Exceptional times for the dynamical discrete web

The dynamical discrete web (DyDW), introduced in the recent work of Howitt and Warren, is a system of coalescing simple symmetric one-dimensional random walks which evolve in an extra continuous dynamical time parameter tau. The evolution is by independent updating of the underlying Bernoulli variables indexed by discrete space-time that define the discrete web at any fixed tau. In this paper, we study the existence of exceptional (random) values of tau where the paths of the web do not behave like usual random walks and the Hausdorff dimension of the set of such exceptional tau. Our results are motivated by those about exceptional times for dynamical percolation in high dimension by Haggstrom, Peres and Steif, and in dimension two by Schramm and Steif. The exceptional behavior of the walks in the DyDW is rather different from the situation for the dynamical random walks of Benjamini, Haggstrom, Peres and Steif. For example, we prove that the walk from the origin S(0)(tau) violates the law of the iterated logarithm (LIL) on a set of tau of Hausdorff dimension one. We also discuss how these and other results should extend to the dynamical Brownian web, the natural scaling limit of the DyDW. (C) 2009 Elsevier B.V. All rights reserved.

TESTING STATISTICAL HYPOTHESIS ON RANDOM TREES AND APPLICATIONS TO THE PROTEIN CLASSIFICATION PROBLEM

Efficient automatic protein classification is of central importance in genomic annotation. As an independent way to check the reliability of the classification, we propose a statistical approach to test if two sets of protein domain sequences coming from two families of the Pfam database are significantly different. We model protein sequences as realizations of Variable Length Markov Chains (VLMC) and we use the context trees as a signature of each protein family. Our approach is based on a Kolmogorov-Smirnov-type goodness-of-fit test proposed by Balding et at. [Limit theorems for sequences of random trees (2008), DOI: 10.1007/s11749-008-0092-z]. The test statistic is a supremum over the space of trees of a function of the two samples; its computation grows, in principle, exponentially fast with the maximal number of nodes of the potential trees. We show how to transform this problem into a max-flow over a related graph which can be solved using a Ford-Fulkerson algorithm in polynomial time on that number. We apply the test to 10 randomly chosen protein domain families from the seed of Pfam-A database (high quality, manually curated families). The test shows that the distributions of context trees coming from different families are significantly different. We emphasize that this is a novel mathematical approach to validate the automatic clustering of sequences in any context. We also study the performance of the test via simulations on Galton-Watson related processes.

Gibbs random graphs on point processes

Consider a discrete locally finite subset Gamma of R(d) and the cornplete graph (Gamma, E), with vertices Gamma and edges E. We consider Gibbs measures on the set of sub-graphs with vertices Gamma and edges E` subset of E. The Gibbs interaction acts between open edges having a vertex in common. We study percolation properties of the Gibbs distribution of the graph ensemble. The main results concern percolation properties of the open edges in two cases: (a) when Gamma is sampled from a homogeneous Poisson process; and (b) for a fixed Gamma with sufficiently sparse points. (c) 2010 American Institute of Physics. [doi:10.1063/1.3514605]

Disparity between Multilocus Enzyme Electrophoresis, Microsatellite Markers and Pulsed-Field Gel Electrophoresis in epidemiological tracking of Candida albicans

Various molecular systems are available for epidemiological, genetic, evolutionary, taxonomic and systematic studies of innumerable fungal infections, especially those caused by the opportunistic pathogen C. albicans. A total of 75 independent oral isolates were selected in order to compare Multilocus Enzyme Electrophoresis (MLEE), Electrophoretic Karyotyping (EK) and Microsatellite Markers (Simple Sequence Repeats - SSRs), in their abilities to differentiate and group C. albicans isolates (discriminatory power), and also, to evaluate the concordance and similarity of the groups of strains determined by cluster analysis for each fingerprinting method. Isoenzyme typing was performed using eleven enzyme systems: Adh, Sdh, M1p, Mdh, Idh, Gdh, G6pdh, Asd, Cat, Po, and Lap (data previously published). The EK method consisted of chromosomal DNA separation by pulsed-field gel electrophoresis using a CHEF system. The microsatellite markers were investigated by PCR using three polymorphic loci: EF3, CDC3, and HIS3. Dendrograms were generated by the SAHN method and UPGMA algorithm based on similarity matrices (S(SM)). The discriminatory power of the three methods was over 95%, however a paired analysis among them showed a parity of 19.7-22.4% in the identification of strains. Weak correlation was also observed among the genetic similarity matrices (S(SM)(MLEE) x S(SM)(EK) x S(SM)(SSRs)). Clustering analyses showed a mean of 9 +/- 12.4 isolates per cluster (3.8 +/- 8 isolates/taxon) for MLEE, 6.2 +/- 4.9 isolates per cluster (4 +/- 4.5 isolates/taxon) for SSRs, and 4.1 +/- 2.3 isolates per cluster (2.6 +/- 2.3 isolates/taxon) for EK. A total of 45 (13%), 39(11.2%), 5 (1.4%) and 3 (0.9%) clusters pairs from 347 showed similarity (Si) of 0.1-10%, 10.1-20%, 20.1-30% and 30.1-40%, respectively. Clinical and molecular epidemiological correlation involving the opportunistic pathogen C. albicans may be attributed dependently of each method of genotyping (i.e., MLEE, EK, and SSRs) supplemented with similarity and grouping analysis. Therefore, the use of genotyping systems that give results which offer minimum disparity, or the combination of the results of these systems, can provide greater security and consistency in the determination of strains and their genetic relationships. (C) 2010 Elsevier B.V. All rights reserved.

MODELING SCIENTIFIC AGENTS FOR A BETTER SCIENCE

Science is a fundamental human activity and we trust its results because it has several error-correcting mechanisms. It is subject to experimental tests that are replicated by independent parts. Given the huge amount of information available and the information asymetry between producers and users of knowledge, scientists have to rely on the reports of others. This makes it possible for social effects to influence the scientific community. Here, an Opinion Dynamics agent model is proposed to describe this situation. The influence of Nature through experiments is described as an external field that acts on the experimental agents. We will see that the retirement of old scientists can be fundamental in the acceptance of a new theory. We will also investigate the interplay between social influence and observations. This will allow us to gain insight in the problem of when social effects can have negligible effects in the conclusions of a scientific community and when we should worry about them.

CONCENTRATION FIELDS NEAR AIR-WATER INTERFACES DURING INTERFACIAL MASS TRANSPORT: OXYGEN TRANSPORT AND RANDOM SQUARE WAVE ANALYSIS

Mass transfer across a gas-liquid interface was studied theoretically and experimentally, using transfer of oxygen into water as the gas-liquid system. The experimental results support the conclusions of a theoretical description of the concentration field that uses random square waves approximations. The effect of diffusion over the concentration records was quantified. It is shown that the peak of the normalized rills concentration fluctuation profiles must be lower than 0.5, and that the position of the peak of the rms value is an adequate measure of the thickness of the diffusive layer. The position of the peak is the boundary between the regions more subject to molecular diffusion or to turbulent transport of dissolved mass.

Wavelet-Galerkin method for one-dimensional elastoplasticity and damage problems: Constitutive modeling and computational aspects

This work presents an analysis of the wavelet-Galerkin method for one-dimensional elastoplastic-damage problems. Time-stepping algorithm for non-linear dynamics is presented. Numerical treatment of the constitutive models is developed by the use of return-mapping algorithm. For spacial discretization we can use wavelet-Galerkin method instead of standard finite element method. This approach allows to locate singularities. The discrete formulation developed can be applied to the simulation of one-dimensional problems for elastic-plastic-damage models. (C) 2007 Elsevier Inc. All rights reserved.

Modeling of Distributed Control Systems in Intelligent Building based on Colored Petri Nets

Distributed control systems consist of sensors, actuators and controllers, interconnected by communication networks and are characterized by a high number of concurrent process. This work presents a proposal for a procedure to model and analyze communication networks for distributed control systems in intelligent building. The approach considered for this purpose is based on the characterization of the control system as a discrete event system and application of coloured Petri net as a formal method for specification, analysis and verification of control solutions. With this approach, we develop the models that compose the communication networks for the control systems of intelligent building, which are considered the relationships between the various buildings systems. This procedure provides a structured development of models, facilitating the process of specifying the control algorithm. An application example is presented in order to illustrate the main features of this approach.

Finite element computational modeling of externally bonded CFRP composites flexural behavior in RC beams

This paper focuses on the flexural behavior of RC beams externally strengthened with Carbon Fiber Reinforced Polymers (CFRP) fabric. A non-linear finite element (FE) analysis strategy is proposed to support the beam flexural behavior experimental analysis. A development system (QUEBRA2D/FEMOOP programs) has been used to accomplish the numerical simulation. Appropriate constitutive models for concrete, rebars, CFRP and bond-slip interfaces have been implemented and adjusted to represent the composite system behavior. Interface and truss finite elements have been implemented (discrete and embedded approaches) for the numerical representation of rebars, interfaces and composites.

On the finite element modeling of fatigue crack growth in pressurized cylindrical shells

A methodology for the computational modeling of the fatigue crack growth in pressurized shell structures, based on the finite element method and concepts of Linear Elastic Fracture Mechanics, is presented. This methodology is based on that developed by Potyondy [Potyondy D, Wawrzynek PA, Ingraffea, AR. Discrete crack growth analysis methodology for through crack in pressurized fuselage structures. Int J Numer Methods Eng 1995;38:1633-1644], which consists of using four stress intensity factors, computed from the modified crack integral method, to predict the fatigue propagation life as well as the crack trajectory, which is computed as part of the numerical simulation. Some issues not presented in the study of Potyondy are investigated herein such as the influence of the crack increment size and the number of nodes per element (4 or 9 nodes) on the simulation results by means of a fatigue crack propagation simulation of a Boeing 737 airplane fuselage. The results of this simulation are compared with experimental results and those obtained by Potyondy [1]. (C) 2008 Elsevier Ltd. All rights reserved.

Modeling of Plastic Deformation Effects in Ferromagnetic Thin Films

To explain the magnetic behavior of plastic deformation of thin magnetic films (Fe and permalloy) on an elastic substrate (nitinol), it is noted that unlike in the bulk, the dislocation density does not increase dramatically because of the dimensional constraint. As a result, the resulting residual stress, even though strain hardening is limited, dominates the observed magnetic behavior. Thus, with the field parallel to the stress axis, the compressive residual stress resulting from plastic deformation causes a decrease in remanence and an increase in coercivity; and with the field perpendicular to the stress axis, the resulting compressive residual stress causes an increase in remanence and a decrease in coercivity. These elements have been inserted into the model previously developed for plastic deformation in the bulk, producing the aforementioned behavior, which has been observed experimentally in the films.

Modeling of Effect of Plastic Deformation on Barkhausen Noise and Magnetoacoustic Emission in Iron With 2% Silicon

Before one models the effect of plastic deformation on magnetoacoustic emission (MAE), one must first treat non-180 degrees domain wall motion. In this paper, we take the Alessandro-Beatrice-Bertotti-Montorsi (ABBM) model and modify it to treat non-180 degrees wall motion. We then insert a modified stress-dependent Jiles-Atherton model, which treats plastic deformation, into the modified ABBM model to treat MAE and magnetic Barkhausen noise (HBN). In fitting the dependence of these quantities on plastic deformation, we apply a model for when deformation gets into the stage where dislocation tangles are formed, noting two chief effects, one due to increased density of emission centers owing to increased dislocation density, and the other due to a more gentle increase in the residual stress in the vicinity of the dislocation tangles as deformation is increased.

A Functional Verification Methodology Based on Parameter Domains for Efficient Input Stimuli Generation and Coverage Modeling

Modern Integrated Circuit (IC) design is characterized by a strong trend of Intellectual Property (IP) core integration into complex system-on-chip (SOC) architectures. These cores require thorough verification of their functionality to avoid erroneous behavior in the final device. Formal verification methods are capable of detecting any design bug. However, due to state explosion, their use remains limited to small circuits. Alternatively, simulation-based verification can explore hardware descriptions of any size, although the corresponding stimulus generation, as well as functional coverage definition, must be carefully planned to guarantee its efficacy. In general, static input space optimization methodologies have shown better efficiency and results than, for instance, Coverage Directed Verification (CDV) techniques, although they act on different facets of the monitored system and are not exclusive. This work presents a constrained-random simulation-based functional verification methodology where, on the basis of the Parameter Domains (PD) formalism, irrelevant and invalid test case scenarios are removed from the input space. To this purpose, a tool to automatically generate PD-based stimuli sources was developed. Additionally, we have developed a second tool to generate functional coverage models that fit exactly to the PD-based input space. Both the input stimuli and coverage model enhancements, resulted in a notable testbench efficiency increase, if compared to testbenches with traditional stimulation and coverage scenarios: 22% simulation time reduction when generating stimuli with our PD-based stimuli sources (still with a conventional coverage model), and 56% simulation time reduction when combining our stimuli sources with their corresponding, automatically generated, coverage models.

On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain

We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.

Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.