Sensitivity to switching rates in stochastically switched ODEs

We consider a stochastic process driven by a linear ordinary differential equation whose right-hand side switches at exponential times between a collection of different matrices. We construct planar examples that switch between two matrices where the individual matrices and the average of the two matrices are all Hurwitz (all eigenvalues have strictly negative real part), but nonetheless the process goes to infinity at large time for certain values of the switching rate. We further construct examples in higher dimensions where again the two individual matrices and their averages are all Hurwitz, but the process has arbitrarily many transitions between going to zero and going to infinity at large time as the switching rate varies. In order to construct these examples, we first prove in general that if each of the individual matrices is Hurwitz, then the process goes to zero at large time for sufficiently slow switching rate and if the average matrix is Hurwitz, then the process goes to zero at large time for sufficiently fast switching rate. We also give simple conditions that ensure the process goes to zero at large time for all switching rates. © 2014 International Press.

A theory of hypoellipticity and unique ergodicity for semilinear stochastic PDEs

We present a theory of hypoellipticity and unique ergodicity for semilinear parabolic stochastic PDEs with "polynomial" nonlinearities and additive noise, considered as abstract evolution equations in some Hilbert space. It is shown that if Hörmander's bracket condition holds at every point of this Hilbert space, then a lower bound on the Malliavin covariance operatorμt can be obtained. Informally, this bound can be read as "Fix any finite-dimensional projection on a subspace of sufficiently regular functions. Then the eigenfunctions of μt with small eigenvalues have only a very small component in the image of Π." We also show how to use a priori bounds on the solutions to the equation to obtain good control on the dependency of the bounds on the Malliavin matrix on the initial condition. These bounds are sufficient in many cases to obtain the asymptotic strong Feller property introduced in [HM06]. One of the main novel technical tools is an almost sure bound from below on the size of "Wiener polynomials," where the coefficients are possibly non-adapted stochastic processes satisfying a Lips chitz condition. By exploiting the polynomial structure of the equations, this result can be used to replace Norris' lemma, which is unavailable in the present context. We conclude by showing that the two-dimensional stochastic Navier-Stokes equations and a large class of reaction-diffusion equations fit the framework of our theory.

A variational approach to the relaxation of single domain magnetic particles based on Brown's model

Brown's model for the relaxation of the magnetization of a single domain ferromagnetic particle is considered. This model results in the Fokker-Planck equation of the process. The solution of this equation in the cases of most interest is non- trivial. The probability density of orientations of the magnetization in the Fokker-Planck equation can be expanded in terms of an infinite set of eigenfunctions and their corresponding eigenvalues where these obey a Sturm-Liouville type equation. A variational principle is applied to the solution of this equation in the case of an axially symmetric potential. The first (non-zero) eigenvalue, corresponding to the largest time constant, is considered. From this we obtain two new results. Firstly, an approximate minimising trial function is obtained which allows calculation of a rigorous upper bound. Secondly, a new upper bound formula is derived based on the Euler-Lagrange condition. This leads to very accurate calculation of the eigenvalue but also, interestingly, from this, use of the simplest trial function yields an equivalent result to the correlation time of Coffey et at. and the integral relaxation time of Garanin. (C) 2004 Elsevier B.V. All rights reserved.

The resonance spectrum of the cusp map in the space of analytic functions

We prove that the Frobenius-Perron operator $U$ of the cusp map $F:[-1,1]\to [-1,1]$, $F(x)=1-2 x^{1/2}$ (which is an approximation of the Poincare section of the Lorenz attractor) has no analytic eigenfunctions corresponding to eigenvalues different from 0 and 1. We also prove that for any $q\in (0,1)$ the spectrum of $U$ in the Hardy space in the disk $\{z\in C:|z-q|

Resonances of the cusp family

We study a family of chaotic maps with limit cases-the tent map and the cusp map (the cusp family). We discuss the spectral properties of the corresponding Frobenius-Perron operator in different function spaces including spaces of analytical functions and study numerically the eigenvalues and eigenfunctions.

Disturbance attenuation in linear systems via dynamical compensators: A parametric eigenstructure assignment approach

A simple approach is proposed for disturbance attenuation in multivariable linear systems via dynamical output compensators based on complete parametric eigenstructure assignment. The basic idea is to minimise the H-2 norm of the disturbance-output transfer function using the design freedom provided by eigenstructure assignment. For robustness, the closed-loop system is restricted to be nondefective. Besides the design parameters, the closed-loop eigenvalues are also optimised within desired regions on the left-half complex plane to ensure both closed-loop stability and dynamical performance. With the proposed approach, additional closed-loop specifications can be easily achieved. As a demonstration, robust pole assignment, in the sense that the closed-loop eigenvalues are as insensitive as possible to open-loop system parameter perturbations, is treated. Application of the proposed approach to robust control of a magnetic bearing with a pair of opposing electromagnets and a rigid rotor is discussed.

Simulating Coxian Phase-type Distributions for Patient Survival

Coxian phase-type distributions are a special type of Markov model that can be used to represent survival times in terms of phases through which an individual may progress until they eventually leave the system completely. Previous research has considered the Coxian phase-type distribution to be ideal in representing patient survival in hospital. However, problems exist in fitting the distributions. This paper investigates the problems that arise with the fitting process by simulating various Coxian phase-type models for the representation of patient survival and examining the estimated parameter values and eigenvalues obtained. The results indicate that numerical methods previously used for fitting the model parameters do not always converge. An alternative technique is therefore considered. All methods are influenced by the choice of initial parameter values. The investigation uses a data set of 1439 elderly patients and models their survival time, the length of time they spend in a UK hospital.

Moving window kernel PCA for adaptive monitoring of nonlinear processes

This paper discusses the monitoring of complex nonlinear and time-varying processes. Kernel principal component analysis (KPCA) has gained significant attention as a monitoring tool for nonlinear systems in recent years but relies on a fixed model that cannot be employed for time-varying systems. The contribution of this article is the development of a numerically efficient and memory saving moving window KPCA (MWKPCA) monitoring approach. The proposed technique incorporates an up- and downdating procedure to adapt (i) the data mean and covariance matrix in the feature space and (ii) approximates the eigenvalues and eigenvectors of the Gram matrix. The article shows that the proposed MWKPCA algorithm has a computation complexity of O(N2), whilst batch techniques, e.g. the Lanczos method, are of O(N3). Including the adaptation of the number of retained components and an l-step ahead application of the MWKPCA monitoring model, the paper finally demonstrates the utility of the proposed technique using a simulated nonlinear time-varying system and recorded data from an industrial distillation column.

Dynamics of Gompertzian tumour growth under environmental fluctuations

We investigate the effect of correlated additive and multiplicative Gaussian white noise oil the Gompertzian growth of tumours. Our results are obtained by Solving numerically the time-dependent Fokker-Planck equation (FPE) associated with the stochastic dynamics. In Our numerical approach we have adopted B-spline functions as a truncated basis to expand the approximated eigenfunctions. The eigenfunctions and eigenvalues obtained using this method are used to derive approximate solutions of the dynamics under Study. We perform simulations to analyze various aspects, of the probability distribution. of the tumour cell populations in the transient- and steady-state regimes. More precisely, we are concerned mainly with the behaviour of the relaxation time (tau) to the steady-state distribution as a function of (i) of the correlation strength (lambda) between the additive noise and the multiplicative noise and (ii) as a function of the multiplicative noise intensity (D) and additive noise intensity (alpha). It is observed that both the correlation strength and the intensities of additive and multiplicative noise, affect the relaxation time.

On the Performance of Eigenvalue-Based Cooperative Spectrum Sensing for Cognitive Radio

In this paper, the distribution of the ratio of extreme eigenvalues of a complex Wishart matrix is studied in order to calculate the exact decision threshold as a function of the desired probability of false alarm for the maximum-minimum eigenvalue (MME) detector. In contrast to the asymptotic analysis reported in the literature, we consider a finite number of cooperative receivers and a finite number of samples and derive the exact decision threshold for the probability of false alarm. The proposed exact formulation is further reduced to the case of two receiver-based cooperative spectrum sensing. In addition, an approximate closed-form formula of the exact threshold is derived in terms of a desired probability of false alarm for a special case having equal number of receive antennas and signal samples. Finally, the derived analytical exact decision thresholds are verified with Monte-Carlo simulations. We show that the probability of detection performance using the proposed exact decision thresholds achieves significant performance gains compared to the performance of the asymptotic decision threshold.

Entanglement Spectrum, Critical Exponents and Order Parameters in Quantum Spin Chains

We investigate the entanglement spectrum near criticality in finite quantum spin chains. Using finite size scaling we show that when approaching a quantum phase transition, the Schmidt gap, i.e., the difference between the two largest eigenvalues of the reduced density matrix ?1, ?2, signals the critical point and scales with universal critical exponents related to the relevant operators of the corresponding perturbed conformal field theory describing the critical point. Such scaling behavior allows us to identify explicitly the Schmidt gap as a local order parameter.

Slower postnatal growth is associated with delayed cerebral cortical maturation in preterm newborns

Slower postnatal growth is an important predictor of adverse neurodevelopmental outcomes in infants born preterm. However, the relationship between postnatal growth and cortical development remains largely unknown. Therefore, we examined the association between neonatal growth and diffusion tensor imaging measures of microstructural cortical development in infants born very preterm. Participants were 95 neonates born between 24 and 32 weeks gestational age studied twice with diffusion tensor imaging: scan 1 at a median of 32.1 weeks (interquartile range, 30.4 to 33.6) and scan 2 at a median of 40.3 weeks (interquartile range, 38.7 to 42.7). Fractional anisotropy and eigenvalues were recorded from 15 anatomically defined cortical regions. Weight, head circumference, and length were recorded at birth and at the time of each scan. Growth between scans was examined in relation to diffusion tensor imaging measures at scans 1 and 2, accounting for gestational age, birth weight, sex, postmenstrual age, known brain injury (white matter injury, intraventricular hemorrhage, and cerebellar hemorrhage), and neonatal illness (patent ductus arteriosus, days intubated, infection, and necrotizing enterocolitis). Impaired weight, length, and head growth were associated with delayed microstructural development of the cortical gray matter (fractional anisotropy: P <0.001), but not white matter (fractional anisotropy: P = 0.529), after accounting for prenatal growth, neonatal illness, and brain injury. Avoiding growth impairment during neonatal care may allow cortical development to proceed optimally and, ultimately, may provide an opportunity to reduce neurological disabilities related to preterm birth.

Scaling of the entanglement spectrum near quantum phase transitions

The entanglement spectrum describing quantum correlations in many-body systems has been recently recognized as a key tool to characterize different quantum phases, including topological ones. Here we derive its analytically scaling properties in the vicinity of some integrable quantum phase transitions and extend our studies also to nonintegrable quantum phase transitions in one-dimensional spin models numerically. Our analysis shows that, in all studied cases, the scaling of the difference between the two largest nondegenerate Schmidt eigenvalues yields with good accuracy critical points and mass scaling exponents.

Dynamics of the entanglement spectrum in spin chains

We study the dynamics of the entanglement spectrum, that is the time evolution of the eigenvalues of the reduced density matrices after a bipartition of a one-dimensional spin chain. Starting from the ground state of an initial Hamiltonian, the state of the system is evolved in time with a new Hamiltonian. We consider both instantaneous and quasi adiabatic quenches of the system Hamiltonian across a quantum phase transition. We analyse the Ising model that can be exactly solved and the XXZ for which we employ the time-dependent density matrix renormalisation group algorithm. Our results show once more a connection between the Schmidt gap, i.e. the difference of the two largest eigenvalues of the reduced density matrix and order parameters, in this case the spontaneous magnetisation.

Energy of line graphs

The energy of a graph is equal to the sum of the absolute values of its eigenvalues. The energy of a matrix is equal to the sum of its singular values. We establish relations between the energy of the line graph of a graph G and the energies associated with the Laplacian and signless Laplacian matrices of G. © 2010 Elsevier B.V. All rights reserved.