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.

Finite-size particles, advection, and chaos: A collective phenomenon of intermittent bursting

We consider finite-size particles colliding elastically, advected by a chaotic flow. The collisionless dynamics has a quasiperiodic attractor and particles are advected towards this attractor. We show in this work that the collisions have dramatic effects in the system's dynamics, giving rise to collective phenomena not found in the one-particle dynamics. In particular, the collisions induce a kind of instability, in which particles abruptly spread out from the vicinity of the attractor, reaching the neighborhood of a coexisting chaotic saddle, in an autoexcitable regime. This saddle, not present in the dynamics of a single particle, emerges due to the collective particle interaction. We argue that this phenomenon is general for advected, interacting particles in chaotic flows.

Pressure of massless hot scalar theory in the boundary effective theory framework

We use the boundary effective theory approach to thermal field theory in order to calculate the pressure of a system of massless scalar fields with quartic interaction. The method naturally separates the infrared physics, and is essentially nonperturbative. To lowest order, the main ingredient is the solution of the free Euler-Lagrange equation with nontrivial (time) boundary conditions. We derive a resummed pressure, which is in good agreement with recent calculations found in the literature, following a very direct and compact procedure.

Dynamical estimates of chaotic systems from Poincare recurrences

We show a function that fits well the probability density of return times between two consecutive visits of a chaotic trajectory to finite size regions in phase space. It deviates from the exponential statistics by a small power-law term, a term that represents the deterministic manifestation of the dynamics. We also show how one can quickly and easily estimate the Kolmogorov-Sinai entropy and the short-term correlation function by realizing observations of high probable returns. Our analyses are performed numerically in the Henon map and experimentally in a Chua's circuit. Finally, we discuss how our approach can be used to treat the data coming from experimental complex systems and for technological applications. (C) 2009 American Institute of Physics. [doi: 10.1063/1.3263943]

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.

Power-law creep behavior of a semiflexible chain

Rheological properties of adherent cells are essential for their physiological functions, and microrheological measurements on living cells have shown that their viscoelastic responses follow a weak power law over a wide range of time scales. This power law is also influenced by mechanical prestress borne by the cytoskeleton, suggesting that cytoskeletal prestress determines the cell's viscoelasticity, but the biophysical origins of this behavior are largely unknown. We have recently developed a stochastic two-dimensional model of an elastically joined chain that links the power-law rheology to the prestress. Here we use a similar approach to study the creep response of a prestressed three-dimensional elastically jointed chain as a viscoelastic model of semiflexible polymers that comprise the prestressed cytoskeletal lattice. Using a Monte Carlo based algorithm, we show that numerical simulations of the chain's creep behavior closely correspond to the behavior observed experimentally in living cells. The power-law creep behavior results from a finite-speed propagation of free energy from the chain's end points toward the center of the chain in response to an externally applied stretching force. The property that links the power law to the prestress is the chain's stiffening with increasing prestress, which originates from entropic and enthalpic contributions. These results indicate that the essential features of cellular rheology can be explained by the viscoelastic behaviors of individual semiflexible polymers of the cytoskeleton.

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.

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.

Hard thermal loops in static external fields

We examine, in the imaginary-time formalism, the high temperature behavior of n-point thermal loops in static Yang-Mills and gravitational fields. We show that in this regime, any hard thermal loop gives the same leading contribution as the one obtained by evaluating the loop integral at zero external energies and momenta.

Quantum reflection: The invisible quantum barrier

We construct an invisible quantum barrier which represents the phenomenon of quantum reflection using available data on atom-wall and Bose-Einstein-condensate-wall reflection. We use the Abel equation to invert the data. The resulting invisible quantum barrier is double valued in both axes. We study this invisible barrier in the case of atom and Bose-Einstein condensate (BEC) reflection from a solid silicon surface. A time-dependent, one-spatial-dimension Gross-Pitaevskii equation is solved for the BEC case. We found that the BEC behaves very similarly to the single atom except for size effects, which manifest themselves in a maximum in the reflectivity at small distances from the wall. The effect of the atom-atom interaction on the BEC reflection and correspondingly on the invisible barrier is found to be appreciable at low velocities and comparable to the finite-size effect. The trapping of an ultracold atom or BEC between two walls is discussed.

Identified particle production, azimuthal anisotropy, and interferometry measurements in Au plus Au collisions at root s(NN)=9.2 GeV

We present the first measurements of identified hadron production, azimuthal anisotropy, and pion interferometry from Au + Au collisions below the nominal injection energy at the BNL Relativistic Heavy-Ion Collider (RHIC) facility. The data were collected using the large acceptance solenoidal tracker at RHIC (STAR) detector at root s(NN) = 9.2 GeV from a test run of the collider in the year 2008. Midrapidity results on multiplicity density dN/dy in rapidity y, average transverse momentum < p(T)>, particle ratios, elliptic flow, and Hanbury-Brown-Twiss (HBT) radii are consistent with the corresponding results at similar root s(NN) from fixed-target experiments. Directed flow measurements are presented for both midrapidity and forward-rapidity regions. Furthermore the collision centrality dependence of identified particle dN/dy, < p(T)>, and particle ratios are discussed. These results also demonstrate that the capabilities of the STAR detector, although optimized for root s(NN) = 200 GeV, are suitable for the proposed QCD critical-point search and exploration of the QCD phase diagram at RHIC.

Neutral pion production in Au plus Au collisions at root s(NN)=200 GeV

The results of midrapidity (0 < y < 0.8) neutral pion spectra over an extended transverse momentum range (1 < p(T) < 12 GeV/c) in root s(NN) = 200 GeV Au + Au collisions, measured by the STAR experiment, are presented. The neutral pions are reconstructed from photons measured either by the STAR Barrel Electro-Magnetic Calorimeter or by the Time Projection Chamber via tracking of conversion electron-positron pairs. Our measurements are compared to previously published pi(+/-) and pi(0) results. The nuclear modification factors R(CP) and R(AA) of pi(0) are also presented as a function of p(T). In the most central Au + Au collisions, the binary collision scaled pi(0) yield at high p(T) is suppressed by a factor of about 5 compared to the expectation from the yield of p + p collisions. Such a large suppression is in agreement with previous observations for light quark mesons and is consistent with the scenario that partons suffer considerable energy loss in the dense medium formed in central nucleus-nucleus collisions at the Relativistic Heavy Ion Collider.

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.