Directed Abelian algebras and their application to stochastic models

With each directed acyclic graph (this includes some D-dimensional lattices) one can associate some Abelian algebras that we call directed Abelian algebras (DAAs). On each site of the graph one attaches a generator of the algebra. These algebras depend on several parameters and are semisimple. Using any DAA, one can define a family of Hamiltonians which give the continuous time evolution of a stochastic process. The calculation of the spectra and ground-state wave functions (stationary state probability distributions) is an easy algebraic exercise. If one considers D-dimensional lattices and chooses Hamiltonians linear in the generators, in finite-size scaling the Hamiltonian spectrum is gapless with a critical dynamic exponent z=D. One possible application of the DAA is to sandpile models. In the paper we present this application, considering one- and two-dimensional lattices. In the one-dimensional case, when the DAA conserves the number of particles, the avalanches belong to the random walker universality class (critical exponent sigma(tau)=3/2). We study the local density of particles inside large avalanches, showing a depletion of particles at the source of the avalanche and an enrichment at its end. In two dimensions we did extensive Monte-Carlo simulations and found sigma(tau)=1.780 +/- 0.005.

Free-fall in a uniform gravitational field in noncommutative quantum mechanics

We study the free-fall of a quantum particle in the context of noncommutative quantum mechanics (NCQM). Assuming noncommutativity of the canonical type between the coordinates of a two-dimensional configuration space, we consider a neutral particle trapped in a gravitational well and exactly solve the energy eigenvalue problem. By resorting to experimental data from the GRANIT experiment, in which the first energy levels of freely falling quantum ultracold neutrons were determined, we impose an upper-bound on the noncommutativity parameter. We also investigate the time of flight of a quantum particle moving in a uniform gravitational field in NCQM. This is related to the weak equivalence principle. As we consider stationary, energy eigenstates, i.e., delocalized states, the time of flight must be measured by a quantum clock, suitably coupled to the particle. By considering the clock as a small perturbation, we solve the (stationary) scattering problem associated and show that the time of flight is equal to the classical result, when the measurement is made far from the turning point. This result is interpreted as an extension of the equivalence principle to the realm of NCQM. (C) 2010 American Institute of Physics. [doi:10.1063/1.3466812]

Multiclass Hammersley-Aldous-Diaconis process and multiclass-customer queues

In the Hammersley-Aldous-Diaconis process, infinitely many particles sit in R and at most one particle is allowed at each position. A particle at x, whose nearest neighbor to the right is at y, jumps at rate y - x to a position uniformly distributed in the interval (x, y). The basic coupling between trajectories with different initial configuration induces a process with different classes of particles. We show that the invariant measures for the two-class process can be obtained as follows. First, a stationary M/M/1 queue is constructed as a function of two homogeneous Poisson processes, the arrivals with rate, and the (attempted) services with rate rho > lambda Then put first class particles at the instants of departures (effective services) and second class particles at the instants of unused services. The procedure is generalized for the n-class case by using n - 1 queues in tandem with n - 1 priority types of customers. A multi-line process is introduced; it consists of a coupling (different from Liggett's basic coupling), having as invariant measure the product of Poisson processes. The definition of the multi-line process involves the dual points of the space-time Poisson process used in the graphical construction of the reversed process. The coupled process is a transformation of the multi-line process and its invariant measure is the transformation described above of the product measure.

Hitting and returning to rare events for all alpha-mixing processes

We prove that for any a-mixing stationary process the hitting time of any n-string A(n) converges, when suitably normalized, to an exponential law. We identify the normalization constant lambda(A(n)). A similar statement holds also for the return time. To establish this result we prove two other results of independent interest. First, we show a relation between the rescaled hitting time and the rescaled return time, generalizing a theorem of Haydn, Lacroix and Vaienti. Second, we show that for positive entropy systems, the probability of observing any n-string in n consecutive observations goes to zero as n goes to infinity. (c) 2010 Elsevier B.V. All rights reserved.

Self-organized distribution of periodicity and chaos in an electrochemical oscillator

We report a detailed numerical investigation of a prototype electrochemical oscillator, in terms of high-resolution phase diagrams for an experimentally relevant section of the control (parameter) space. The prototype model consists of a set of three autonomous ordinary differential equations which captures the general features of electrochemical oscillators characterized by a partially hidden negative differential resistance in an N-shaped current-voltage stationary curve. By computing Lyapunov exponents, we provide a detailed discrimination between chaotic and periodic phases of the electrochemical oscillator. Such phases reveal the existence of an intricate structure of domains of periodicity self-organized into a chaotic background. Shrimp-like periodic regions previously observed in other discrete and continuous systems were also observed here, which corroborate the universal nature of the occurrence of such structures. In addition, we have also found a structured period distribution within the order region. Finally we discuss the possible experimental realization of comparable phase diagrams.

Multifractal regime transition in a modified minority game model

The search for more realistic modeling of financial time series reveals several stylized facts of real markets. In this work we focus on the multifractal properties found in price and index signals. Although the usual minority game (MG) models do not exhibit multifractality, we study here one of its variants that does. We show that the nonsynchronous MG models in the nonergodic phase is multifractal and in this sense, together with other stylized facts, constitute a better modeling tool. Using the structure function (SF) approach we detected the stationary and the scaling range of the time series generated by the MG model and, from the linear (non-linear) behavior of the SF we identified the fractal (multifractal) regimes. Finally, using the wavelet transform modulus maxima (WTMM) technique we obtained its multifractal spectrum width for different dynamical regimes. (C) 2009 Elsevier Ltd. All rights reserved.

A Markovian model market-Akerlof`s lemons and the asymmetry of information

In this work we study an agent based model to investigate the role of asymmetric information degrees for market evolution. This model is quite simple and may be treated analytically since the consumers evaluate the quality of a certain good taking into account only the quality of the last good purchased plus her perceptive capacity beta. As a consequence, the system evolves according to a stationary Markov chain. The value of a good offered by the firms increases along with quality according to an exponent alpha, which is a measure of the technology. It incorporates all the technological capacity of the production systems such as education, scientific development and techniques that change the productivity rates. The technological level plays an important role to explain how the asymmetry of information may affect the market evolution in this model. We observe that, for high technological levels, the market can detect adverse selection. The model allows us to compute the maximum asymmetric information degree before the market collapses. Below this critical point the market evolves during a limited period of time and then dies out completely. When beta is closer to 1 (symmetric information), the market becomes more profitable for high quality goods, although high and low quality markets coexist. The maximum asymmetric information level is a consequence of an ergodicity breakdown in the process of quality evaluation. (C) 2011 Elsevier B.V. All rights reserved.

Sensorless synchronization method for thin-film direct optical broadband monitoring system

Optical monitoring systems are necessary to manufacture multilayer thin-film optical filters with low tolerance on spectrum specification. Furthermore, to have better accuracy on the measurement of film thickness, direct monitoring is a must. Direct monitoring implies acquiring spectrum data from the optical component undergoing the film deposition itself, in real time. In making film depositions on surfaces of optical components, the high vacuum evaporator chamber is the most popular equipment. Inside the evaporator, at the top of the chamber, there is a metallic support with several holes where the optical components are assembled. This metallic support has rotary motion to promote film homogenization. To acquire a measurement of the spectrum of the film in deposition, it is necessary to pass a light beam through a glass witness undergoing the film deposition process, and collect a sample of the light beam using a spectrometer. As both the light beam and the light collector are stationary, a synchronization system is required to identify the moment at which the optical component passes through the light beam.

NEX-LMS: A novel adaptive control scheme for harmonic sound quality control

This paper presents a novel adaptive control scheme. with improved convergence rate, for the equalization of harmonic disturbances such as engine noise. First, modifications for improving convergence speed of the standard filtered-X LMS control are described. Equalization capabilities are then implemented, allowing the independent tuning of harmonics. Eventually, by providing the desired order vs. engine speed profiles, the pursued sound quality attributes can be achieved. The proposed control scheme is first demonstrated with a simple secondary path model and, then, experimentally validated with the aid of a vehicle mockup which is excited with engine noise. The engine excitation is provided by a real-time sound quality equivalent engine simulator. Stationary and transient engine excitations are used to assess the control performance. The results reveal that the proposed controller is capable of large order-level reductions (up to 30 dB) for stationary excitation, which allows a comfortable margin for equalization. The same holds for slow run-ups ( > 15s) thanks to the improved convergence rate. This margin, however, gets narrower with shorter run-ups (<= 10s). (c) 2010 Elsevier Ltd. All rights reserved.

A hybrid-mixed finite element formulation for the geometrically exact analysis of three-dimensional framed structures

This paper addresses the development of a hybrid-mixed finite element formulation for the quasi-static geometrically exact analysis of three-dimensional framed structures with linear elastic behavior. The formulation is based on a modified principle of stationary total complementary energy, involving, as independent variables, the generalized vectors of stress-resultants and displacements and, in addition, a set of Lagrange multipliers defined on the element boundaries. The finite element discretization scheme adopted within the framework of the proposed formulation leads to numerical solutions that strongly satisfy the equilibrium differential equations in the elements, as well as the equilibrium boundary conditions. This formulation consists, therefore, in a true equilibrium formulation for large displacements and rotations in space. Furthermore, this formulation is objective, as it ensures invariance of the strain measures under superposed rigid body rotations, and is not affected by the so-called shear-locking phenomenon. Also, the proposed formulation produces numerical solutions which are independent of the path of deformation. To validate and assess the accuracy of the proposed formulation, some benchmark problems are analyzed and their solutions compared with those obtained using the standard two-node displacement/ rotation-based formulation.

Numerical solution of the two-phase expansion of a metastable flashing liquid jet using the dispersion-controlled dissipative scheme

This paper presents a study of the stationary phenomenon of superheated or metastable liquid jets, flashing into a two-dimensional axisymmetric domain, while in the two-phase region. In general, the phenomenon starts off when a high-pressure, high-temperature liquid jet emerges from a small nozzle or orifice expanding into a low-pressure chamber, below its saturation pressure taken at the injection temperature. As the process evolves, crossing the saturation curve, one observes that the fluid remains in the liquid phase reaching a superheated condition. Then, the liquid undergoes an abrupt phase change by means of an oblique evaporation wave. Across this phase change the superheated liquid becomes a two-phase high-speed mixture in various directions, expanding to supersonic velocities. In order to reach the downstream pressure, the supersonic fluid continues to expand, crossing a complex bow shock wave. The balance equations that govern the phenomenon are mass conservation, momentum conservation, and energy conservation, plus an equation-of-state for the substance. A false-transient model is implemented using the shock capturing scheme: dispersion-controlled dissipative (DCD), which was used to calculate the flow conditions as the steady-state condition is reached. Numerical results with computational code DCD-2D vI have been analyzed. Copyright (C) 2009 John Wiley & Sons, Ltd.

Discrete approximation to the global spectrum of the tangent operator for flow past a circular cylinder

This paper deals with the calculation of the discrete approximation to the full spectrum for the tangent operator for the stability problem of the symmetric flow past a circular cylinder. It is also concerned with the localization of the Hopf bifurcation in laminar flow past a cylinder, when the stationary solution loses stability and often becomes periodic in time. The main problem is to determine the critical Reynolds number for which a pair of eigenvalues crosses the imaginary axis. We thus present a divergence-free method, based on a decoupling of the vector of velocities in the saddle-point system from the vector of pressures, allowing the computation of eigenvalues, from which we can deduce the fundamental frequency of the time-periodic solution. The calculation showed that stability is lost through a symmetry-breaking Hopf bifurcation and that the critical Reynolds number is in agreement with the value presented in reported computations. (c) 2007 IMACS. Published by Elsevier B.V. All rights reserved.

Finite Element Analysis and Optimization of a Single-Axis Acoustic Levitator

A finite element analysis and a parametric optimization of single-axis acoustic levitators are presented. The finite element method is used to simulate a levitator consisting of a Langevin ultrasonic transducer with a plane radiating surface and a plane reflector. The transducer electrical impedance, the transducer face displacement, and the acoustic radiation potential that acts on small spheres are determined by the finite element method. The numerical electrical impedance is compared with that acquired experimentally by an impedance analyzer, and the predicted displacement is compared with that obtained by a fiber-optic vibration sensor. The numerical acoustic radiation potential is verified experimentally by placing small spheres in the levitator. The same procedure is used to optimize a levitator consisting of a curved reflector and a concave-faced transducer. The numerical results show that the acoustic radiation force in the new levitator is enhanced 604 times compared with the levitator consisting of a plane transducer and a plane reflector. The optimized levitator is able to levitate 3, 2.5-mm diameter steel spheres with a power consumption of only 0.9 W.

Transient and Steady-State Analysis of the Affine Combination of Two Adaptive Filters

In this paper, we propose an approach to the transient and steady-state analysis of the affine combination of one fast and one slow adaptive filters. The theoretical models are based on expressions for the excess mean-square error (EMSE) and cross-EMSE of the component filters, which allows their application to different combinations of algorithms, such as least mean-squares (LMS), normalized LMS (NLMS), and constant modulus algorithm (CMA), considering white or colored inputs and stationary or nonstationary environments. Since the desired universal behavior of the combination depends on the correct estimation of the mixing parameter at every instant, its adaptation is also taken into account in the transient analysis. Furthermore, we propose normalized algorithms for the adaptation of the mixing parameter that exhibit good performance. Good agreement between analysis and simulation results is always observed.

Route to chaos in a third-order phase-locked loop network

Phase-locked loops (PLLs) are widely used in applications related to control systems and telecommunication networks. Here we show that a single-chain master-slave network of third-order PLLs can exhibit stationary, periodic and chaotic behaviors, when the value of a single parameter is varied. Hopf, period-doubling and saddle-saddle bifurcations are found. Chaos appears in dissipative and non-dissipative conditions. Thus, chaotic behaviors with distinct dynamical features can be generated. A way of encoding binary messages using such a chaos-based communication system is suggested. (C) 2009 Elsevier B.V. All rights reserved.