Examining random number generators used in stochastic iteration algorithms

This paper investigates random number generators in stochastic iteration algorithms that require infinite uniform sequences. We take a simple model of the general transport equation and solve it with the application of a linear congruential generator, the Mersenne twister, the mother-of-all generators, and a true random number generator based on quantum effects. With this simple model we show that for reasonably contractive operators the theoretically not infinite-uniform sequences perform also well. Finally, we demonstrate the power of stochastic iteration for the solution of the light transport problem.

Enhancing change detection in low-quality surveillance footage using markov random fields

Urban surveillance footage can be of poor quality, partly due to the low quality of the camera and partly due to harsh lighting and heavily reflective scenes. For some computer surveillance tasks very simple change detection is adequate, but sometimes a more detailed change detection mask is desirable, eg, for accurately tracking identity when faced with multiple interacting individuals and in pose-based behaviour recognition. We present a novel technique for enhancing a low-quality change detection into a better segmentation using an image combing estimator in an MRF based model.

Neural networks for identification of nonlinear systems under random piecewise polynomial disturbances

The problem of identification of a nonlinear dynamic system is considered. A two-layer neural network is used for the solution of the problem. Systems disturbed with unmeasurable noise are considered, although it is known that the disturbance is a random piecewise polynomial process. Absorption polynomials and nonquadratic loss functions are used to reduce the effect of this disturbance on the estimates of the optimal memory of the neural-network model.

Small-world effects in lattice stochastic diffusion search

Stochastic Diffusion Search is an efficient probabilistic bestfit search technique, capable of transformation invariant pattern matching. Although inherently parallel in operation it is difficult to implement efficiently in hardware as it requires full inter-agent connectivity. This paper describes a lattice implementation, which, while qualitatively retaining the properties of the original algorithm, restricts connectivity, enabling simpler implementation on parallel hardware. Diffusion times are examined for different network topologies, ranging from ordered lattices, over small-world networks to random graphs.

Induced random fields in the LiHoxY1-xF4 quantum ising magnet in a transverse magnetic field

The LiHoxY1-xF4 magnetic material in a transverse magnetic field Bxx̂ perpendicular to the Ising spin direction has long been used to study tunable quantum phase transitions in a random disordered system. We show that the Bx-induced magnetization along the x̂ direction, combined with the local random dilution-induced destruction of crystalline symmetries, generates, via the predominant dipolar interactions between Ho3+ ions, random fields along the Ising ẑ direction. This identifies LiHoxY1-xF4 in Bx as a new random field Ising system. The random fields explain the rapid decrease of the critical temperature in the diluted ferromagnetic regime and the smearing of the nonlinear susceptibility at the spin-glass transition with increasing Bx and render the Bx-induced quantum criticality in LiHoxY1-xF4 likely inaccessible.

Random orthogonal matrix simulation

This paper introduces a method for simulating multivariate samples that have exact means, covariances, skewness and kurtosis. We introduce a new class of rectangular orthogonal matrix which is fundamental to the methodology and we call these matrices L matrices. They may be deterministic, parametric or data specific in nature. The target moments determine the L matrix then infinitely many random samples with the same exact moments may be generated by multiplying the L matrix by arbitrary random orthogonal matrices. This methodology is thus termed “ROM simulation”. Considering certain elementary types of random orthogonal matrices we demonstrate that they generate samples with different characteristics. ROM simulation has applications to many problems that are resolved using standard Monte Carlo methods. But no parametric assumptions are required (unless parametric L matrices are used) so there is no sampling error caused by the discrete approximation of a continuous distribution, which is a major source of error in standard Monte Carlo simulations. For illustration, we apply ROM simulation to determine the value-at-risk of a stock portfolio.

Crystallization of random aromatic copolyesters containing flexible spacer chains and side-groups

The crystallization behaviour of a series of random copolymers of varying chemical composition is reported. For polymers containing a high proportion of alternating rigid aromatic units and flexible spacers, conventional liquid crystalline and crystalline phase behaviour is observed. The introduction of a substantial fraction of a second shorter rigid unit containing side-chains leads to a broad endotherm in the d.s.c. scan covering some 150°C. Subsequent isothermal crystallization at any point within the broad endotherm leads to the generation of sharp endotherms at temperatures just above the recrystallization temperature. We attribute this behaviour to the crystallization of clusters of molecules containing similar random sequences. Such crystals are non-periodic along the chain direction.

Biaxial optical properties of thermotropic random copolyesters

The optical microstructures of thin sections of two liquid crystalline polymers are examined in the polarizing microscope. The polymers are random copolyesters based on hydroxybenzoic and hydroxynaphthoic acids (B-N), and hydroxybenzoic acid and ethylene terephthalate (B-ET). Sections cut from oriented samples, so as to include the extrusion direction, show microstructures in which there is no apparent preferred orientation of the axes describing the local optical anisotropy. The absence of preferred orientation in the microstructure, despite marked axial alignment of molecular chain segments as demonstrated by X-Ray diffraction, is interpreted in terms of the polymer having biaxial optical properties. The implication of optical biaxiality is that, although the mesophases are nematic, the orientation of the molecules is correlated about three (orthogonal) axes over distances greater than a micron. The structure is classified as a multiaxial nematic.

Symmetry-break in Voronoi tessellations

We analyse in a common framework the properties of the Voronoi tessellations resulting from regular 2D and 3D crystals and those of tessellations generated by Poisson distributions of points, thus joining on symmetry breaking processes and the approach to uniform random distributions of seeds. We perturb crystalline structures in 2D and 3D with a spatial Gaussian noise whose adimensional strength is α and analyse the statistical properties of the cells of the resulting Voronoi tessellations using an ensemble approach. In 2D we consider triangular, square and hexagonal regular lattices, resulting into hexagonal, square and triangular tessellations, respectively. In 3D we consider the simple cubic (SC), body-centred cubic (BCC), and face-centred cubic (FCC) crystals, whose corresponding Voronoi cells are the cube, the truncated octahedron, and the rhombic dodecahedron, respectively. In 2D, for all values α>0, hexagons constitute the most common class of cells. Noise destroys the triangular and square tessellations, which are structurally unstable, as their topological properties are discontinuous in α=0. On the contrary, the honeycomb hexagonal tessellation is topologically stable and, experimentally, all Voronoi cells are hexagonal for small but finite noise with α<0.12. Basically, the same happens in the 3D case, where only the tessellation of the BCC crystal is topologically stable even against noise of small but finite intensity. In both 2D and 3D cases, already for a moderate amount of Gaussian noise (α>0.5), memory of the specific initial unperturbed state is lost, because the statistical properties of the three perturbed regular tessellations are indistinguishable. When α>2, results converge to those of Poisson-Voronoi tessellations. In 2D, while the isoperimetric ratio increases with noise for the perturbed hexagonal tessellation, for the perturbed triangular and square tessellations it is optimised for specific value of noise intensity. The same applies in 3D, where noise degrades the isoperimetric ratio for perturbed FCC and BCC lattices, whereas the opposite holds for perturbed SCC lattices. This allows for formulating a weaker form of the Kelvin conjecture. By analysing jointly the statistical properties of the area and of the volume of the cells, we discover that also the cells shape heavily fluctuates when noise is introduced in the system. In 2D, the geometrical properties of n-sided cells change with α until the Poisson-Voronoi limit is reached for α>2; in this limit the Desch law for perimeters is shown to be not valid and a square root dependence on n is established, which agrees with exact asymptotic results. Anomalous scaling relations are observed between the perimeter and the area in the 2D and between the areas and the volumes of the cells in 3D: except for the hexagonal (2D) and FCC structure (3D), this applies also for infinitesimal noise. In the Poisson-Voronoi limit, the anomalous exponent is about 0.17 in both the 2D and 3D case. A positive anomaly in the scaling indicates that large cells preferentially feature large isoperimetric quotients. As the number of faces is strongly correlated with the sphericity (cells with more faces are bulkier), in 3D it is shown that the anomalous scaling is heavily reduced when we perform power law fits separately on cells with a specific number of faces.