A performance lower bound for quadratic timing recovery accounting for the symbol transition density

The symbol transition density in a digitally modulated signal affects the performance of practical synchronization schemes designed for timing recovery. This paper focuses on the derivation of simple performance limits for the estimation of the time delay of a noisy linearly modulated signal in the presence of various degrees of symbol correlation produced by the varioustransition densities in the symbol streams. The paper develops high- and low-signal-to-noise ratio (SNR) approximations of the so-called (Gaussian) unconditional Cramér–Rao bound (UCRB),as well as general expressions that are applicable in all ranges of SNR. The derived bounds are valid only for the class of quadratic, non-data-aided (NDA) timing recovery schemes. To illustrate the validity of the derived bounds, they are compared with the actual performance achieved by some well-known quadratic NDA timing recovery schemes. The impact of the symbol transitiondensity on the classical threshold effect present in NDA timing recovery schemes is also analyzed. Previous work on performancebounds for timing recovery from various authors is generalized and unified in this contribution.

Adaptive Continuous time Markov Chain Approximation Model to General Jump-Diusions

We propose a non-equidistant Q rate matrix formula and an adaptive numerical algorithm for a continuous time Markov chain to approximate jump-diffusions with affine or non-affine functional specifications. Our approach also accommodates state-dependent jump intensity and jump distribution, a flexibility that is very hard to achieve with other numerical methods. The Kolmogorov-Smirnov test shows that the proposed Markov chain transition density converges to the one given by the likelihood expansion formula as in Ait-Sahalia (2008). We provide numerical examples for European stock option pricing in Black and Scholes (1973), Merton (1976) and Kou (2002).

The equivalent-weights particle filter in a high-dimensional system

In general, particle filters need large numbers of model runs in order to avoid filter degeneracy in high-dimensional systems. The recently proposed, fully nonlinear equivalent-weights particle filter overcomes this requirement by replacing the standard model transition density with two different proposal transition densities. The first proposal density is used to relax all particles towards the high-probability regions of state space as defined by the observations. The crucial second proposal density is then used to ensure that the majority of particles have equivalent weights at observation time. Here, the performance of the scheme in a high, 65 500 dimensional, simplified ocean model is explored. The success of the equivalent-weights particle filter in matching the true model state is shown using the mean of just 32 particles in twin experiments. It is of particular significance that this remains true even as the number and spatial variability of the observations are changed. The results from rank histograms are less easy to interpret and can be influenced considerably by the parameter values used. This article also explores the sensitivity of the performance of the scheme to the chosen parameter values and the effect of using different model error parameters in the truth compared with the ensemble model runs.

Electronic spectroscopy of biomolecules in solution: fluorescein dianion in water

A combined and sequential Monte Carlo-quantum mechanics methodology is used to describe the electronic absorption spectrum of the fluorescein dianion in water. Different sets of 100 statistically relevant configurations composed of the solute and several solvent molecules are sampled from the Monte Carlo simulation for a posteriori quantum mechanical calculations of the spectra. In the largest case the configurations are composed of fluorescein and 90 explicit water molecules embedded in the electrostatic field of all remaining water molecules within a distance of 11.3 angstrom. These configurations include 305 atoms and 842 valence electrons, justifying the use of a semi-empirical approach. The electronic spectrum is then calculated using the INDO/CIS method. The solvatochromic shift of fluorescein in water, compared with in isolation, is calculated using the discrete and explicit solvent models. The use of electrostatically embedded explicit water molecules, in INDO/CIS calculations, gives a good description of the spectral shift of the fluorescein dianion in aqueous environment. The results are verified to converge both statistically and with respect to the number of explicit solvent molecules used.

Estimadores do tipo núcleo para a densidade de transição de uma cadeia de markov com espaço de estados geral

In this work, we studied the strong consistency for a class of estimates for a transition density of a Markov chain with general state space E ⊂ Rd. The strong ergodicity of the estimates for the density transition is obtained from the strong consistency of the kernel estimates for both the marginal density p(:) of the chain and the joint density q(., .). In this work the Markov chain is supposed to be homogeneous, uniformly ergodic and possessing a stationary density p(.,.)

Excitonic couplings and electronic coherence in bridged naphthalene dimers

The electronic excitations of naphthalene and a family of bridged naphthalene dimers are calculated and analyzed by using the Collective Electronic Oscillator method combined with the oblique Lanczos algorithm. All experimentally observed trends in absorption profiles and radiative lifetimes are reproduced. Each electronic excitation is linked to the corresponding real-space transition density matrix, which represents the motions of electrons and holes created in the molecule by photon absorption. Two-dimensional plots of these matrices help visualize the degree of exciton localization and explain the dependence of the electronic interaction between chromophores on their separation.

Boundary Harnack Principle for Stable-Like Processes

Thesis (Ph.D.)--University of Washington, 2016-06

Monte Carlo Algorithm for Solving Integral Equations with Polynomial Non-Linearity. Parallel Implementation

An iterative Monte Carlo algorithm for evaluating linear functionals of the solution of integral equations with polynomial non-linearity is proposed and studied. The method uses a simulation of branching stochastic processes. It is proved that the mathematical expectation of the introduced random variable is equal to a linear functional of the solution. The algorithm uses the so-called almost optimal density function. Numerical examples are considered. Parallel implementation of the algorithm is also realized using the package ATHAPASCAN as an environment for parallel realization.The computational results demonstrate high parallel efficiency of the presented algorithm and give a good solution when almost optimal density function is used as a transition density.

Monte Carlo Study of Particle Transport Problem in Air Pollution

2002 Mathematics Subject Classification: 65C05.

Analyzing the n→π* Electronic Transition of Formaldehyde in Water. A Sequential Monte Carlo/Time-Dependent Density Functional Theory

The n→π* absorption transition of formaldehyde in water is analyzed using combined and sequential classical Monte Carlo (MC) simulations and quantum mechanics (QM) calculations. MC simulations generate the liquid solute-solvent structures for subsequent QM calculations. Using time-dependent density functional theory in a localized set of gaussian basis functions (TD-DFT/6-311++G(d,p)) calculations are made on statistically relevant configurations to obtain the average solvatochromic shift. All results presented here use the electrostatic embedding of the solvent. The statistically converged average result obtained of 2300 cm-1 is compared to previous theoretical results available. Analysis is made of the effective dipole moment of the hydrogen-bonded shell and how it could be held responsible for the polarization of the solvent molecules in the outer solvation shells.

Metastable liquid-liquid phase transition in a single-component system with only one crystal phase and no density anomaly

We investigate the phase behavior of a single-component system in three dimensions with spherically-symmetric, pairwise-additive, soft-core interactions with an attractive well at a long distance, a repulsive soft-core shoulder at an intermediate distance, and a hard-core repulsion at a short distance, similar to potentials used to describe liquid systems such as colloids, protein solutions, or liquid metals. We showed [Nature (London) 409, 692 (2001)] that, even with no evidence of the density anomaly, the phase diagram has two first-order fluid-fluid phase transitions, one ending in a gas¿low-density-liquid (LDL) critical point, and the other in a gas¿high-density-liquid (HDL) critical point, with a LDL-HDL phase transition at low temperatures. Here we use integral equation calculations to explore the three-parameter space of the soft-core potential and perform molecular dynamics simulations in the interesting region of parameters. For the equilibrium phase diagram, we analyze the structure of the crystal phase and find that, within the considered range of densities, the structure is independent of the density. Then, we analyze in detail the fluid metastable phases and, by explicit thermodynamic calculation in the supercooled phase, we show the absence of the density anomaly. We suggest that this absence is related to the presence of only one stable crystal structure.

Incommensurate spin-density-wave and metal-insulator transition in the one-dimensional periodic Anderson model

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Synthesis and properties of branched polyethylene/high-density polyethylene blends using a homogeneous binary catalyst system composed of early and late transition metal complexes

Branched polyethylene/high-density polyethylene blends (BPE/HDPE) with a wide range of molecular weights, melt flow indexes (MFI), and intrinsic viscosity were prepared using the homogeneous binary catalyst system composed by Ni(alpha-diimine)Cl-2 (1) (alpha-diimine = 1,4-bis(2,6-diisopropylphenyl)-acenaphthenediimine) and {Tp(Ms*)} TiCl3 (2) (Tp(Ms*)=hydridobis(3-mesitylpyrazol-1-yl)(5-mesityl-pyrazol-1-yl)) activated with MAO and/or TIBA in hexane at two different polymerization temperatures (30 and 55 degreesC) and by varying the nickel loading molar fraction (x(Ni)). At all Temperatures, a non-linear correlation between the x(Ni) and the productivity was observed, suggesting the occurrence of a synergistic effect between the nickel and the titanium catalyst precursors, which is more pronounced at 55 degreesC. The molecular weight of the BPE/HDPE blends considerably decreases with increasing Al/M molar ratio. The melt flow indexes (MFI) and intrinsic viscosities (eta) are strongly affected by x(Ni), but the melting temperatures are nearly constant, 132 +/- 3 degreesC. Dynamic mechanical thermal analysis (DMTA) shows the formation of different polymeric materials where the stiffness vanes according, to the x(Ni) and temperature used in the polymerization reaction. The surface morphology of the BPE/HDPE blends studied by scanning electron microscopy (SEM) revealed a low miscibility between the PE phases resulting in the formation of a sandwich structure after etching with o-xylene.

Ethanol and Water Adsorption on Close-Packed 3d, 4d, and 5d Transition-Metal Surfaces: A Density Functional Theory Investigation with van der Waals Correction

Nowadays, there is a great interest in the economic success of direct ethanol fuel cells; however, our atomistic understanding of the designing of stable and low-cost catalysts for the steam reforming of ethanol is still far from satisfactory, in particular due to the large number of undesirable intermediates. In this study, we will report a first-principles investigation of the adsorption properties of ethanol and water at low coverage on close-packed transition-metal (TM) surfaces, namely, Fe(110), Co(0001), Ni(111), Cu(111), Ru(0001), Rh(111), Pd(111), Ag(111), Os(0001), Ir(111), Pt(111), and Au(111), employing density functional theory (DFT) calculations. We employed the generalized gradient approximation with the formulation proposed by Perdew, Burke, and Erzenholf (PBE) to the exchange correlation functional and the empirical correction proposed by S. Grimme (DFT+D3) for the van der Waals correction. We found that both adsorbates binds preferentially near or on the on top sites of the TM surfaces through the 0 atoms. The PBE adsorption energies of ethanol and water decreases almost linearly with the increased occupation of the 4d and 5d d-band, while there is a deviation for the 3d systems. The van der Waals correction affects the linear behavior and increases the adsorption energy for both adsorbates, which is expected as the van der Waals energy due to the correlation effects is strongly underestimated by DFT-PBE for weak interacting systems. The geometric parameters for water/TM are not affected by the van der Waals correction, i.e., both DFT and DFT+D3 yield an almost parallel orientation for water on the TM surfaces; however, DFT+D3 changes drastically the ethanol orientation. For example, DFT yields an almost perpendicular orientation of the C-C bond to the TM surface, while the C-C bond is almost parallel to the surface using DFT +D3 for all systems, except for ethanol/Fe(110). Thus, the van der Waals correction decreases the distance of the C atoms to the TM surfaces, which might contribute to break the C-C bond. The work function decreases upon the adsorption of ethanol and water, and both follow the same trends, however, with different magnitude (larger for ethanol/TM) due to the weak binding of water to the surface. The electron density increases mainly in the region between the topmost layer and the adsorbates, which explains the reduction of the substrate work function.

Anomalous thermodynamic properties in ferropericlase throughout its spin crossover transition

The thermodynamics properties of ferropericlase (Mg(1-x)Fe(x)O where x=0.1875) (Fp) throughout its spin crossover were investigated by first principles. Fp was treated as an ideal solid solution of pure high-spin and low-spin states. The Gibbs free energies of the pure states were addressed using the LDA+U method. A vibrational virtual-crystal model was developed to address the vibrational properties of the pure spin cases and used in conjunction with quasiharmonic theory to compute their vibrational free energies. The thermodynamics properties of Fp display significant anomalies that should be typical of spin crossover systems in general. In Fp, in particular, they are fundamental for understanding the state of earth's interior, where the pressure and temperature conditions of the crossover are realized.