The Diffusion Kernel Filter

A particle filter method is presented for the discrete-time filtering problem with nonlinear ItA ` stochastic ordinary differential equations (SODE) with additive noise supposed to be analytically integrable as a function of the underlying vector-Wiener process and time. The Diffusion Kernel Filter is arrived at by a parametrization of small noise-driven state fluctuations within branches of prediction and a local use of this parametrization in the Bootstrap Filter. The method applies for small noise and short prediction steps. With explicit numerical integrators, the operations count in the Diffusion Kernel Filter is shown to be smaller than in the Bootstrap Filter whenever the initial state for the prediction step has sufficiently few moments. The established parametrization is a dual-formula for the analysis of sensitivity to gaussian-initial perturbations and the analysis of sensitivity to noise-perturbations, in deterministic models, showing in particular how the stability of a deterministic dynamics is modeled by noise on short times and how the diffusion matrix of an SODE should be modeled (i.e. defined) for a gaussian-initial deterministic problem to be cast into an SODE problem. From it, a novel definition of prediction may be proposed that coincides with the deterministic path within the branch of prediction whose information entropy at the end of the prediction step is closest to the average information entropy over all branches. Tests are made with the Lorenz-63 equations, showing good results both for the filter and the definition of prediction.

A Hopping Mechanism for Cargo Transport by Molecular Motors on Crowded Microtubules

Most models designed to study the bidirectional movement of cargos as they are driven by molecular motors rely on the idea that motors of different polarities can be coordinated by external agents if arranged into a motor-cargo complex to perform the necessary work Gross, Hither and yon: a review of bidirectional microtubule-based transport (Gross in Phys. Biol. 1:R1-R11, 2004). Although these models have provided us with important insights into these phenomena, there are still many unanswered questions regarding the mechanisms through which the movement of the complex takes place on crowded microtubules. For example (i) how does cargo-binding affect motor motility? and in connection with that-(ii) how does the presence of other motors (and also other cargos) on the microtubule affect the motility of the motor-cargo complex? We discuss these questions from a different perspective. The movement of a cargo is conceived here as a hopping process resulting from the transference of cargo between neighboring motors. In the light of this, we examine the conditions under which cargo might display bidirectional movement even if directed by motors of a single polarity. The global properties of the model in the long-time regime are obtained by mapping the dynamics of the collection of interacting motors and cargos into an asymmetric simple exclusion process (ASEP) which can be resolved using the matrix ansatz introduced by Derrida (Derrida and Evans in Nonequilibrium Statistical Mechanics in One Dimension, pp. 277-304, 1997; Derrida et al. in J. Phys. A 26: 1493-1517, 1993).

Oriented Percolation in One-dimensional 1/vertical bar x-y vertical bar(2) Percolation Models

We consider independent edge percolation models on Z, with edge occupation probabilities. We prove that oriented percolation occurs when beta > 1 provided p is chosen sufficiently close to 1, answering a question posed in Newman and Schulman (Commun. Math. Phys. 104: 547, 1986). The proof is based on multi-scale analysis.

Approach to Equilibrium for a Class of Random Quantum Models of Infinite Range

We consider random generalizations of a quantum model of infinite range introduced by Emch and Radin. The generalizations allow a neat extension from the class l (1) of absolutely summable lattice potentials to the optimal class l (2) of square summable potentials first considered by Khanin and Sinai and generalised by van Enter and van Hemmen. The approach to equilibrium in the case of a Gaussian distribution is proved to be faster than for a Bernoulli distribution for both short-range and long-range lattice potentials. While exponential decay to equilibrium is excluded in the nonrandom l (1) case, it is proved to occur for both short and long range potentials for Gaussian distributions, and for potentials of class l (2) in the Bernoulli case. Open problems are discussed.

A Precise Formulation of the Third Law of Thermodynamics

The third law of thermodynamics is formulated precisely: all points of the state space of zero temperature I""(0) are physically adiabatically inaccessible from the state space of a simple system. In addition to implying the unattainability of absolute zero in finite time (or ""by a finite number of operations""), it admits as corollary, under a continuity assumption, that all points of I""(0) are adiabatically equivalent. We argue that the third law is universally valid for all macroscopic systems which obey the laws of quantum mechanics and/or quantum field theory. We also briefly discuss why a precise formulation of the third law for black holes remains an open problem.

Hierarchical spherical model from a geometric point of view

A continuous version of the hierarchical spherical model at dimension d=4 is investigated. Two limit distributions of the block spin variable X(gamma), normalized with exponents gamma = d + 2 and gamma=d at and above the critical temperature, are established. These results are proven by solving certain evolution equations corresponding to the renormalization group (RG) transformation of the O(N) hierarchical spin model of block size L(d) in the limit L down arrow 1 and N ->infinity. Starting far away from the stationary Gaussian fixed point the trajectories of these dynamical system pass through two different regimes with distinguishable crossover behavior. An interpretation of this trajectories is given by the geometric theory of functions which describe precisely the motion of the Lee-Yang zeroes. The large-N limit of RG transformation with L(d) fixed equal to 2, at the criticality, has recently been investigated in both weak and strong (coupling) regimes by Watanabe (J. Stat. Phys. 115:1669-1713, 2004) . Although our analysis deals only with N = infinity case, it complements various aspects of that work.

The web of connections between tourism companies: Structure and dynamics

Tourism destination networks are amongst the most complex dynamical systems, involving a myriad of human-made and natural resources. In this work we report a complex network-based systematic analysis of the Elba (Italy) tourism destination network, including the characterization of its structure in terms of several traditional measurements, the investigation of its modularity, as well as its comprehensive study in terms of the recently reported superedges approach. In particular, structural (the number of paths of distinct lengths between pairs of nodes, as well as the number of reachable companies) and dynamical features (transition probabilities and the inward/outward activations and accessibilities) are measured and analyzed, leading to a series of important findings related to the interactions between tourism companies. Among the several reported results, it is shown that the type and size of the Companies influence strongly their respective activations and accessibilities, while their geographical position does not seem to matter. It is also shown that the Elba tourism network is largely fragmented and heterogeneous, so that it could benefit from increased integration. (C) 2009 Elsevier B.V. All rights reserved.

The number of open paths in an oriented rho-percolation model

We study the asymptotic properties of the number of open paths of length n in an oriented rho-percolation model. We show that this number is e(n alpha(rho)(1+o(1))) as n ->infinity. The exponent alpha is deterministic, it can be expressed in terms of the free energy of a polymer model, and it can be explicitly computed in some range of the parameters. Moreover, in a restricted range of the parameters, we even show that the number of such paths is n(-1/2)We (n alpha(rho))(1+o(1)) for some nondegenerate random variable W. We build on connections with the model of directed polymers in random environment, and we use techniques and results developed in this context.

Perfect Simulation of a Coupling Achieving the (d)over-bar-distance Between Ordered Pairs of Binary Chains of Infinite Order

We explicitly construct a stationary coupling attaining Ornstein`s (d) over bar -distance between ordered pairs of binary chains of infinite order. Our main tool is a representation of the transition probabilities of the coupled bivariate chain of infinite order as a countable mixture of Markov transition probabilities of increasing order. Under suitable conditions on the loss of memory of the chains, this representation implies that the coupled chain can be represented as a concatenation of i.i.d. sequences of bivariate finite random strings of symbols. The perfect simulation algorithm is based on the fact that we can identify the first regeneration point to the left of the origin almost surely.

Density-Profile Processes Describing Biological Signaling Networks: Almost Sure Convergence to Deterministic Trajectories

We introduce jump processes in R(k), called density-profile processes, to model biological signaling networks. Our modeling setup describes the macroscopic evolution of a finite-size spin-flip model with k types of spins with arbitrary number of internal states interacting through a non-reversible stochastic dynamics. We are mostly interested on the multi-dimensional empirical-magnetization vector in the thermodynamic limit, and prove that, within arbitrary finite time-intervals, its path converges almost surely to a deterministic trajectory determined by a first-order (non-linear) differential equation with explicit bounds on the distance between the stochastic and deterministic trajectories. As parameters of the spin-flip dynamics change, the associated dynamical system may go through bifurcations, associated to phase transitions in the statistical mechanical setting. We present a simple example of spin-flip stochastic model, associated to a synthetic biology model known as repressilator, which leads to a dynamical system with Hopf and pitchfork bifurcations. Depending on the parameter values, the magnetization random path can either converge to a unique stable fixed point, converge to one of a pair of stable fixed points, or asymptotically evolve close to a deterministic orbit in Rk. We also discuss a simple signaling pathway related to cancer research, called p53 module.

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.

Bootstrap percolation on homogeneous trees has 2 phase transitions

We study the threshold theta bootstrap percolation model on the homogeneous tree with degree b + 1, 2 <= theta <= b, and initial density p. It is known that there exists a nontrivial critical value for p, which we call p(f), such that a) for p > p(f), the final bootstrapped configuration is fully occupied for almost every initial configuration, and b) if p < p(f) , then for almost every initial configuration, the final bootstrapped configuration has density of occupied vertices less than 1. In this paper, we establish the existence of a distinct critical value for p, p(c), such that 0 < p(c) < p(f), with the following properties: 1) if p <= p(c), then for almost every initial configuration there is no infinite cluster of occupied vertices in the final bootstrapped configuration; 2) if p > p(c), then for almost every initial configuration there are infinite clusters of occupied vertices in the final bootstrapped configuration. Moreover, we show that 3) for p < p(c), the distribution of the occupied cluster size in the final bootstrapped configuration has an exponential tail; 4) at p = p(c), the expected occupied cluster size in the final bootstrapped configuration is infinite; 5) the probability of percolation of occupied vertices in the final bootstrapped configuration is continuous on [0, p(f)] and analytic on (p(c), p(f) ), admitting an analytic continuation from the right at p (c) and, only in the case theta = b, also from the left at p(f).

A statistical evaluation of the field emission for copper oxide nanostructures

A statistical data analysis methodology was developed to evaluate the field emission properties of many samples of copper oxide nanostructured field emitters. This analysis was largely done in terms of Seppen-Katamuki (SK) charts, field strength and emission current. Some physical and mathematical models were derived to describe the effect of small electric field perturbations in the Fowler-Nordheim (F-N) equation, and then to explain the trend of the data represented in the SK charts. The field enhancement factor and the emission area parameters showed to be very sensitive to variations in the electric field for most of the samples. We have found that the anode-cathode distance is critical in the field emission characterization of samples having a non-rigid nanostructure. (C) 2007 Elsevier B.V. All rights reserved.

Statistical treatment of misalignments in particle accelerators

To know how much misalignment is tolerable for a particle accelerator is an important input for the design of these machines. In particle accelerators the beam must be guided and focused using bending magnets and magnetic lenses, respectively. The alignment of the lenses along a transport line aims to ensure that the beam passes through their optical axes and represents a critical point in the assembly of the machine. There are more and more accelerators in the world, many of which are very small machines. Because the existing literature and programs are mostly targeted for large machines. in this work we describe a method suitable for small machines. This method consists in determining statistically the alignment tolerance in a set of lenses. Differently from the methods used in standard simulation codes for particle accelerators, the statistical method we propose makes it possible to evaluate particle losses as a function of the alignment accuracy of the optical elements in a transport line. Results for 100 key electrons, on the 3.5-m long conforming beam stage of the IFUSP Microtron are presented as an example of use. (C) 2010 Elsevier B.V. All rights reserved.