CHARACTERIZATION OF EXPONENTIAL DIVERGENCE OF THE KALMAN FILTER FOR TIME-VARYING SYSTEMS

This paper studies semistability of the recursive Kalman filter in the context of linear time-varying (LTV), possibly nondetectable systems with incorrect noise information. Semistability is a key property, as it ensures that the actual estimation error does not diverge exponentially. We explore structural properties of the filter to obtain a necessary and sufficient condition for the filter to be semistable. The condition does not involve limiting gains nor the solution of Riccati equations, as they can be difficult to obtain numerically and may not exist. We also compare semistability with the notions of stability and stability w.r.t. the initial error covariance, and we show that semistability in a sense makes no distinction between persistent and nonpersistent incorrect noise models, as opposed to stability. In the linear time invariant scenario we obtain algebraic, easy to test conditions for semistability and stability, which complement results available in the context of detectable systems. Illustrative examples are included.

Polar organic marker compounds in atmospheric aerosols during the LBA-SMOCC 2002 biomass burning experiment in Rondonia, Brazil: sources and source processes, time series, diel variations and size distributions

Measurements of polar organic marker compounds were performed on aerosols that were collected at a pasture site in the Amazon basin (Rondonia, Brazil) using a high-volume dichotomous sampler (HVDS) and a Micro-Orifice Uniform Deposit Impactor (MOUDI) within the framework of the 2002 LBA-SMOCC (Large-Scale Biosphere Atmosphere Experiment in Amazonia - Smoke Aerosols, Clouds, Rainfall, and Climate: Aerosols From Biomass Burning Perturb Global and Regional Climate) campaign. The campaign spanned the late dry season (biomass burning), a transition period, and the onset of the wet season (clean conditions). In the present study a more detailed discussion is presented compared to previous reports on the behavior of selected polar marker compounds, including levoglucosan, malic acid, isoprene secondary organic aerosol (SOA) tracers and tracers for fungal spores. The tracer data are discussed taking into account new insights that recently became available into their stability and/or aerosol formation processes. During all three periods, levoglucosan was the most dominant identified organic species in the PM(2.5) size fraction of the HVDS samples. In the dry period levoglucosan reached concentrations of up to 7.5 mu g m(-3) and exhibited diel variations with a nighttime prevalence. It was closely associated with the PM mass in the size-segregated samples and was mainly present in the fine mode, except during the wet period where it peaked in the coarse mode. Isoprene SOA tracers showed an average concentration of 250 ng m(-3) during the dry period versus 157 ng m(-3) during the transition period and 52 ng m(-3) during the wet period. Malic acid and the 2-methyltetrols exhibited a different size distribution pattern, which is consistent with different aerosol formation processes (i.e., gas-to-particle partitioning in the case of malic acid and heterogeneous formation from gas-phase precursors in the case of the 2-methyltetrols). The 2-methyltetrols were mainly associated with the fine mode during all periods, while malic acid was prevalent in the fine mode only during the dry and transition periods, and dominant in the coarse mode during the wet period. The sum of the fungal spore tracers arabitol, mannitol, and erythritol in the PM(2.5) fraction of the HVDS samples during the dry, transition, and wet periods was, on average, 54 ng m(-3), 34 ng m(-3), and 27 ng m(-3), respectively, and revealed minor day/night variation. The mass size distributions of arabitol and mannitol during all periods showed similar patterns and an association with the coarse mode, consistent with their primary origin. The results show that even under the heavy smoke conditions of the dry period a natural background with contributions from bioaerosols and isoprene SOA can be revealed. The enhancement in isoprene SOA in the dry season is mainly attributed to an increased acidity of the aerosols, increased NO(x) concentrations and a decreased wet deposition.

Charged Kaon Interferometric Probes of Space-Time Evolution in Au plus Au Collisions at s(NN)=200 GeV

Bose-Einstein correlations of charged kaons are used to probe Au+Au collisions at s(NN)=200 GeV and are compared to charged pion probes, which have a larger hadronic scattering cross section. Three-dimensional Gaussian source radii are extracted, along with a one-dimensional kaon emission source function. The centrality dependences of the three Gaussian radii are well described by a single linear function of N(part)(1/3) with a zero intercept. Imaging analysis shows a deviation from a Gaussian tail at r greater than or similar to 10 fm, although the bulk emission at lower radius is well described by a Gaussian. The presence of a non-Gaussian tail in the kaon source reaffirms that the particle emission region in a heavy-ion collision is extended, and that similar measurements with pions are not solely due to the decay of long-lived resonances.

Time correlation function in systems with two coexisting biological species

We study a stochastic lattice model describing the dynamics of coexistence of two interacting biological species. The model comprehends the local processes of birth, death, and diffusion of individuals of each species and is grounded on interaction of the predator-prey type. The species coexistence can be of two types: With self-sustained coupled time oscillations of population densities and without oscillations. We perform numerical simulations of the model on a square lattice and analyze the temporal behavior of each species by computing the time correlation functions as well as the spectral densities. This analysis provides an appropriate characterization of the different types of coexistence. It is also used to examine linked population cycles in nature and in experiment.

Experimental observation of a complex periodic window

The existence of a special periodic window in the two-dimensional parameter space of an experimental Chua's circuit is reported. One of the main reasons that makes such a window special is that the observation of one implies that other similar periodic windows must exist for other parameter values. However, such a window has never been experimentally observed, since its size in parameter space decreases exponentially with the period of the periodic attractor. This property imposes clear limitations for its experimental detection.

CMB in a box: Causal structure and the Fourier-Bessel expansion

This paper makes two points. First, we show that the line-of-sight solution to cosmic microwave anisotropies in Fourier space, even though formally defined for arbitrarily large wavelengths, leads to position-space solutions which only depend on the sources of anisotropies inside the past light cone of the observer. This foretold manifestation of causality in position (real) space happens order by order in a series expansion in powers of the visibility gamma = e(-mu), where mu is the optical depth to Thomson scattering. We show that the contributions of order gamma(N) to the cosmic microwave background (CMB) anisotropies are regulated by spacetime window functions which have support only inside the past light cone of the point of observation. Second, we show that the Fourier-Bessel expansion of the physical fields (including the temperature and polarization momenta) is an alternative to the usual Fourier basis as a framework to compute the anisotropies. The viability of the Fourier-Bessel series for treating the CMB is a consequence of the fact that the visibility function becomes exponentially small at redshifts z >> 10(3), effectively cutting off the past light cone and introducing a finite radius inside which initial conditions can affect physical observables measured at our position (x) over right arrow = 0 and time t(0). Hence, for each multipole l there is a discrete tower of momenta k(il) (not a continuum) which can affect physical observables, with the smallest momenta being k(1l) similar to l. The Fourier-Bessel modes take into account precisely the information from the sources of anisotropies that propagates from the initial value surface to the point of observation-no more, no less. We also show that the physical observables (the temperature and polarization maps), and hence the angular power spectra, are unaffected by that choice of basis. This implies that the Fourier-Bessel expansion is the optimal scheme with which one can compute CMB anisotropies.

Transition amplitude for two-time physics

We present the transition amplitude for a particle moving in a space with two times and D space dimensions having an Sp(2, R) local symmetry and an SO(D, 2) rigid symmetry. It was obtained from the BRST-BFV quantization with a unique gauge choice. We show that by constraining the initial and final points of this amplitude to lie on some hypersurface of the D + 2 space the resulting amplitude reproduces well-known systems in lower dimensions. This work provides an alternative way to derive the effects of two-time physics where all the results come from a single transition amplitude.

Numerical evidence against a conjecture on the cover time of planar graphs

We investigate a conjecture on the cover times of planar graphs by means of large Monte Carlo simulations. The conjecture states that the cover time tau (G(N)) of a planar graph G(N) of N vertices and maximal degree d is lower bounded by tau (G(N)) >= C(d)N(lnN)(2) with C(d) = (d/4 pi) tan(pi/d), with equality holding for some geometries. We tested this conjecture on the regular honeycomb (d = 3), regular square (d = 4), regular elongated triangular (d = 5), and regular triangular (d = 6) lattices, as well as on the nonregular Union Jack lattice (d(min) = 4, d(max) = 8). Indeed, the Monte Carlo data suggest that the rigorous lower bound may hold as an equality for most of these lattices, with an interesting issue in the case of the Union Jack lattice. The data for the honeycomb lattice, however, violate the bound with the conjectured constant. The empirical probability distribution function of the cover time for the square lattice is also briefly presented, since very little is known about cover time probability distribution functions in general.

Instability of the time dependent Horava-Witten model

We consider scalar perturbations in the time dependent Horava-Witten model in order to probe its stability. We show that during the nonsingular epoque the model evolves without instabilities until it encounters the curvature singularity where a big crunch is supposed to occur. We compute the frequencies of the scalar field oscillation during the stable period and show how the oscillations can be used to prove the presence of such a singularity.

Evolution of perturbations of squashed Kaluza-Klein black holes: Escape from instability

The squashed Kaluza-Klien (KK) black holes differ from the Schwarzschild black holes with asymptotic flatness or the black strings even at energies for which the KK modes are not excited yet, so that squashed KK black holes open a window in higher dimensions. Another important feature is that the squashed KK black holes are apparently stable and, thereby, let us avoid the Gregory-Laflamme instability. In the present paper, the evolution of scalar and gravitational perturbations in time and frequency domains is considered for these squashed KK black holes. The scalar field perturbations are analyzed for general rotating squashed KK black holes. Gravitational perturbations for the so-called zero mode are shown to be decayed for nonrotating black holes, in concordance with the stability of the squashed KK black holes. The correlation of quasinormal frequencies with the size of extra dimension is discussed.

Closing the window on strongly interacting dark matter with IceCube

We use the recent results on dark matter searches of the 22-string IceCube detector to probe the remaining allowed window for strongly interacting dark matter in the mass range 10(4) < m(X) < 10(15) GeV. We calculate the expected signal in the 22-string IceCube detector from the annihilation of such particles captured in the Sun and compare it to the detected background. As a result, the remaining allowed region in the mass versus cross section parameter space is ruled out. We also show the expected sensitivity of the complete IceCube detector with 86 strings.

Decoherence-free evolution of time-dependent superposition states of two-level systems and thermal effects

In this paper we detail some results advanced in a recent letter [Prado et al., Phys. Rev. Lett. 102, 073008 (2009).] showing how to engineer reservoirs for two-level systems at absolute zero by means of a time-dependent master equation leading to a nonstationary superposition equilibrium state. We also present a general recipe showing how to build nonadiabatic coherent evolutions of a fermionic system interacting with a bosonic mode and investigate the influence of thermal reservoirs at finite temperature on the fidelity of the protected superposition state. Our analytical results are supported by numerical analysis of the full Hamiltonian model.

Equivalence between Redfield- and master-equation approaches for a time-dependent quantum system and coherence control

We present a derivation of the Redfield formalism for treating the dissipative dynamics of a time-dependent quantum system coupled to a classical environment. We compare such a formalism with the master equation approach where the environments are treated quantum mechanically. Focusing on a time-dependent spin-1/2 system we demonstrate the equivalence between both approaches by showing that they lead to the same Bloch equations and, as a consequence, to the same characteristic times T(1) and T(2) (associated with the longitudinal and transverse relaxations, respectively). These characteristic times are shown to be related to the operator-sum representation and the equivalent phenomenological-operator approach. Finally, we present a protocol to circumvent the decoherence processes due to the loss of energy (and thus, associated with T(1)). To this end, we simply associate the time dependence of the quantum system to an easily achieved modulated frequency. A possible implementation of the protocol is also proposed in the context of nuclear magnetic resonance.

Protecting a quantum state from environmental noise by an incompatible finite-time measurement

We show that measurements of finite duration performed on an open two-state system can protect the initial state from a phase-noisy environment, provided the measured observable does not commute with the perturbing interaction. When the measured observable commutes with the environmental interaction, the finite-duration measurement accelerates the rate of decoherence induced by the phase noise. For the description of the measurement of an observable that is incompatible with the interaction between system and environment, we have found an approximate analytical expression, valid at zero temperature and weak coupling with the measuring device. We have tested the validity of the analytical predictions against an exact numerical approach, based on the superoperator-splitting method, that confirms the protection of the initial state of the system. When the coupling between the system and the measuring apparatus increases beyond the range of validity of the analytical approximation, the initial state is still protected by the finite-time measurement, according with the exact numerical calculations.

Physical signatures of discontinuities of the time-dependent exchange-correlation potential

The exact exchange-correlation (XC) potential in time-dependent density-functional theory (TDDFT) is known to develop steps and discontinuities upon change of the particle number in spatially confined regions or isolated subsystems. We demonstrate that the self-interaction corrected adiabatic local-density approximation for the XC potential has this property, using the example of electron loss of a model quantum well system. We then study the influence of the XC potential discontinuity in a real-time simulation of a dissociation process of an asymmetric double quantum well system, and show that it dramatically affects the population of the resulting isolated single quantum wells. This indicates the importance of a proper account of the discontinuities in TDDFT descriptions of ionization, dissociation or charge transfer processes.