Newton`s iterates can converge to non-stationary points

In this note we discuss the convergence of Newton`s method for minimization. We present examples in which the Newton iterates satisfy the Wolfe conditions and the Hessian is positive definite at each step and yet the iterates converge to a non-stationary point. These examples answer a question posed by Fletcher in his 1987 book Practical methods of optimization.

CASPT2 Study of the Potential Energy Surface of the HSO(2) System

The importance of the HSO(2) system in atmospheric and combustion chemistry has motivated several works dedicated to the study of associated structures and chemical reactions. Nevertheless controversy still exists in connection with the reaction SH + O(2) -> H + SO(2) and also related to the role of the HSOO isomers in the potential energy surface (PES). Here we report high-level ab initio calculation for the electronic ground state of the HSO(2) system. Energetic, geometric, and frequency properties for the major stationary states of the PES are reported at the same level of calculations:,CASPT2/aug-cc-pV(T+d)Z. This study introduces three new stationary points (two saddle points and one minimum). These structures allow the connection of the skewed HSOOs and the HSO(2) minima defining new reaction paths for SH + O(2) -> H + SO(2) and SH + O(2) -> OH + SO. In addition, the location of the HSOO isomers in the reaction pathways have been clarified.

Second-order negative-curvature methods for box-constrained and general constrained optimization

A Nonlinear Programming algorithm that converges to second-order stationary points is introduced in this paper. The main tool is a second-order negative-curvature method for box-constrained minimization of a certain class of functions that do not possess continuous second derivatives. This method is used to define an Augmented Lagrangian algorithm of PHR (Powell-Hestenes-Rockafellar) type. Convergence proofs under weak constraint qualifications are given. Numerical examples showing that the new method converges to second-order stationary points in situations in which first-order methods fail are exhibited.

Genericity of Nondegenerate Critical Points and Morse Geodesic Functionals

We consider a family of variational problems on a Hilbert manifold parameterized by an open subset of a Banach manifold, and we discuss the genericity of the nondegeneracy condition for the critical points. Using classical techniques, we prove an abstract genericity result that employs the infinite dimensional Sard-Smale theorem, along the lines of an analogous result of B. White [29]. Applications are given by proving the genericity of metrics without degenerate geodesics between fixed endpoints in general (non compact) semi-Riemannian manifolds, in orthogonally split semi-Riemannian manifolds and in globally hyperbolic Lorentzian manifolds. We discuss the genericity property also in stationary Lorentzian manifolds.

Iteration of closed geodesics in stationary Lorentzian manifolds

Following the lines of Bott in (Commun Pure Appl Math 9:171-206, 1956), we study the Morse index of the iterates of a closed geodesic in stationary Lorentzian manifolds, or, more generally, of a closed Lorentzian geodesic that admits a timelike periodic Jacobi field. Given one such closed geodesic gamma, we prove the existence of a locally constant integer valued map Lambda(gamma) on the unit circle with the property that the Morse index of the iterated gamma(N) is equal, up to a correction term epsilon(gamma) is an element of {0,1}, to the sum of the values of Lambda(gamma) at the N-th roots of unity. The discontinuities of Lambda(gamma) occur at a finite number of points of the unit circle, that are special eigenvalues of the linearized Poincare map of gamma. We discuss some applications of the theory.

Pseudo Focal Points Along Lorentzian Geodesics and Morse Index

Given a Lorentzian manifold (M,g), a geodesic gamma in M and a timelike Jacobi field Y along gamma, we introduce a special class of instants along gamma that we call Y-pseudo conjugate (or focal relatively to some initial orthogonal submanifold). We prove that the Y-pseudo conjugate instants form a finite set, and their number equals the Morse index of (a suitable restriction of) the index form. This gives a Riemannian-like Morse index theorem. As special cases of the theory, we will consider geodesics in stationary and static Lorentzian manifolds, where the Jacobi field Y is obtained as the restriction of a globally defined timelike Killing vector field.

Non-stationary frequency analysis of extreme daily rainfall in Sao Paulo, Brazil

This work is an assessment of frequency of extreme values (EVs) of daily rainfall in the city of Sao Paulo. Brazil, over the period 1933-2005, based on the peaks-over-threshold (POT) and Generalized Pareto Distribution (GPD) approach. Usually. a GPD model is fitted to a sample of POT Values Selected With a constant threshold. However. in this work we use time-dependent thresholds, composed of relatively large p quantities (for example p of 0.97) of daily rainfall amounts computed from all available data. Samples of POT values were extracted with several Values of p. Four different GPD models (GPD-1, GPD-2, GPD-3. and GDP-4) were fitted to each one of these samples by the maximum likelihood (ML) method. The shape parameter was assumed constant for the four models, but time-varying covariates were incorporated into scale parameter of GPD-2. GPD-3, and GPD-4, describing annual cycle in GPD-2. linear trend in GPD-3, and both annual cycle and linear trend in GPD-4. The GPD-1 with constant scale and shape parameters is the simplest model. For identification of the best model among the four models WC used rescaled Akaike Information Criterion (AIC) with second-order bias correction. This criterion isolates GPD-3 as the best model, i.e. the one with positive linear trend in the scale parameter. The slope of this trend is significant compared to the null hypothesis of no trend, for about 98% confidence level. The non-parametric Mann-Kendall test also showed presence of positive trend in the annual frequency of excess over high thresholds. with p-value being virtually zero. Therefore. there is strong evidence that high quantiles of daily rainfall in the city of Sao Paulo have been increasing in magnitude and frequency over time. For example. 0.99 quantiles of daily rainfall amount have increased by about 40 mm between 1933 and 2005. Copyright (C) 2008 Royal Meteorological Society

CspC and CspD are essential for Caulobacter crescentus stationary phase survival

The cold shock response in bacteria involves the expression of low-molecular weight cold shock proteins (CSPs) containing a nucleic acid-binding cold shock domain (CSD), which are known to destabilize secondary structures on mRNAs, facilitating translation at low temperatures. Caulobacter crescentus cspA and cspB are induced upon cold shock, while cspC and cspD are induced during stationary phase. In this work, we determined a new coding sequence for the cspC gene, revealing that it encodes a protein containing two CSDs. The phenotypes of C. crescentus csp mutants were analyzed, and we found that cspC is important for cells to maintain viability during extended periods in stationary phase. Also, cspC and cspCD strains presented altered morphology, with frequent non-viable filamentous cells, and cspCD also showed a pronounced cell death at late stationary phase. In contrast, the cspAB mutant presented increased viability in this phase, which is accompanied by an altered expression of both cspC and cspD, but the triple cspABD mutant loses this characteristic. Taken together, our results suggest that there is a hierarchy of importance among the csp genes regarding stationary phase viability, which is probably achieved by a fine tune balance of the levels of these proteins.

SpdR, a Response Regulator Required for Stationary-Phase Induction of Caulobacter crescentus cspD

The cold shock protein (CSP) family includes small polypeptides that are induced upon temperature downshift and stationary phase. The genome of the alphaproteobacterium Caulobacter crescentus encodes four CSPs, with two being induced by cold shock and two at the onset of stationary phase. In order to identify the environmental signals and cell factors that are involved in cspD expression at stationary phase, we have analyzed cspD transcription during growth under several nutrient conditions. The results showed that expression of cspD was affected by the medium composition and was inversely proportional to the growth rate. The maximum levels of expression were decreased in a spoT mutant, indicating that ppGpp may be involved in the signalization for carbon starvation induction of cspD. A Tn5 mutant library was screened for mutants with reduced cspD expression, and 10 clones that showed at least a 50% reduction in expression were identified. Among these, a strain with a transposon insertion into a response regulator of a two-component system showed no induction of cspD at stationary phase. This protein (SpdR) was able to acquire a phosphate group from its cognate histidine kinase, and gel mobility shift assay and DNase I footprinting experiments showed that it binds to an inverted repeat sequence of the cspD regulatory region. A mutated SpdR with a substitution of the conserved aspartyl residue that is the probable phosphorylation site is unable to bind to the cspD regulatory region and to complement the spdR mutant phenotype.

Using non-homogeneous Poisson models with multiple change-points to estimate the number of ozone exceedances in Mexico City

In this paper, we consider some non-homogeneous Poisson models to estimate the probability that an air quality standard is exceeded a given number of times in a time interval of interest. We assume that the number of exceedances occurs according to a non-homogeneous Poisson process (NHPP). This Poisson process has rate function lambda(t), t >= 0, which depends on some parameters that must be estimated. We take into account two cases of rate functions: the Weibull and the Goel-Okumoto. We consider models with and without change-points. When the presence of change-points is assumed, we may have the presence of either one, two or three change-points, depending of the data set. The parameters of the rate functions are estimated using a Gibbs sampling algorithm. Results are applied to ozone data provided by the Mexico City monitoring network. In a first instance, we assume that there are no change-points present. Depending on the adjustment of the model, we assume the presence of either one, two or three change-points. Copyright (C) 2009 John Wiley & Sons, Ltd.

Aging and stationary properties of non-equilibrium symmetrical three-state models

We consider a non-equilibrium three-state model whose dynamics is Markovian and displays the same symmetry as the three-state Potts model, i.e. the transition rates are invariant under the cyclic permutation of the states. Unlike the Potts model, detailed balance is, in general, not satisfied. The aging and the stationary properties of the model defined on a square lattice are obtained by means of large-scale Monte Carlo simulations. We show that the phase diagram presents a critical line, belonging to the three-state Potts universality class, that ends at a point whose universality class is that of the Voter model. Aging is considered on the critical line, at the Voter point and in the ferromagnetic phase.

Shared information in stationary states at criticality

We consider bipartitions of one-dimensional extended systems whose probability distribution functions describe stationary states of stochastic models. We define estimators of the information shared between the two subsystems. If the correlation length is finite, the estimators stay finite for large system sizes. If the correlation length diverges, so do the estimators. The definition of the estimators is inspired by information theory. We look at several models and compare the behaviors of the estimators in the finite-size scaling limit. Analytical and numerical methods as well as Monte Carlo simulations are used. We show how the finite-size scaling functions change for various phase transitions, including the case where one has conformal invariance.

Protecting clean critical points by local disorder correlations

We show that a broad class of quantum critical points can be stable against locally correlated disorder even if they are unstable against uncorrelated disorder. Although this result seemingly contradicts the Harris criterion, it follows naturally from the absence of a random-mass term in the associated order parameter field theory. We illustrate the general concept with explicit calculations for quantum spin-chain models. Instead of the infinite-randomness physics induced by uncorrelated disorder, we find that weak locally correlated disorder is irrelevant. For larger disorder, we find a line of critical points with unusual properties such as an increase of the entanglement entropy with the disorder strength. We also propose experimental realizations in the context of quantum magnetism and cold-atom physics. Copyright (C) EPLA, 2011

Comparing time-varying autoregressive structures of locally stationary processes

In this paper, a novel statistical test is introduced to compare two locally stationary time series. The proposed approach is a Wald test considering time-varying autoregressive modeling and function projections in adequate spaces. The covariance structure of the innovations may be also time- varying. In order to obtain function estimators for the time- varying autoregressive parameters, we consider function expansions in splines and wavelet bases. Simulation studies provide evidence that the proposed test has a good performance. We also assess its usefulness when applied to a financial time series.

Matrix Representation of the Stationary Measure for the Multispecies TASEP

In this work we construct the stationary measure of the N species totally asymmetric simple exclusion process in a matrix product formulation. We make the connection between the matrix product formulation and the queueing theory picture of Ferrari and Martin. In particular, in the standard representation, the matrices act on the space of queue lengths. For N > 2 the matrices in fact become tensor products of elements of quadratic algebras. This enables us to give a purely algebraic proof of the stationary measure which we present for N=3.