995 resultados para Feynman-Kac formula Markov semigroups principal eigenvalue


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We consider the rates of relaxation of a particle in a harmonic well, subject to Levy noise characterized by its Levy index mu. Using the propagator for this Levy-Ornstein-Uhlenbeck process (LOUP), we show that the eigenvalue spectrum of the associated Fokker-Planck operator has the form (n + m mu)nu where nu is the force constant characterizing the well, and n, m is an element of N. If mu is irrational, the eigenvalues are all nondegenerate, but rational mu can lead to degeneracy. The maximum degeneracy is shown to be 2. The left eigenfunctions of the fractional Fokker-Planck operator are very simple while the right eigenfunctions may be obtained from the lowest eigenfunction by a combination of two different step-up operators. Further, we find that the acceptable eigenfunctions should have the asymptotic behavior vertical bar x vertical bar(-n1-n2 mu) as vertical bar x vertical bar -> infinity, with n(1) and n(2) being positive integers, though this condition alone is not enough to identify them uniquely. We also assert that the rates of relaxation of LOUP are determined by the eigenvalues of the associated fractional Fokker-Planck operator and do not depend on the initial state if the moments of the initial distribution are all finite. If the initial distribution has fat tails, for which the higher moments diverge, one can have nonspectral relaxation, as pointed out by Toenjes et al. Phys. Rev. Lett. 110, 150602 (2013)].

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Multi temporal land use information were derived using two decades remote sensing data and simulated for 2012 and 2020 with Cellular Automata (CA) considering scenarios, change probabilities (through Markov chain) and Multi Criteria Evaluation (MCE). Agents and constraints were considered for modeling the urbanization process. Agents were nornmlized through fiizzyfication and priority weights were assigned through Analytical Hierarchical Process (AHP) pairwise comparison for each factor (in MCE) to derive behavior-oriented rules of transition for each land use class. Simulation shows a good agreement with the classified data. Fuzzy and AHP helped in analyzing the effects of agents of growth clearly and CA-Markov proved as a powerful tool in modelling and helped in capturing and visualizing the spatiotemporal patterns of urbanization. This provided rapid land evaluation framework with the essential insights of the urban trajectory for effective sustainable city planning.

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A comprehensive experimental study has been made on angular sand to investigate various aspects of mechanical behavior. A hollow cylinder torsion testing apparatus is used in this program to apply a range of stress conditions on this angular quartzitic fine sand under monotonic drained shear. The effect of the magnitude and inclination of the principal stresses on an element of sand is studied through these experiments. This magnitude and inclination of the principal stresses are presented as an ``ensemble measure of fabric in sands''. This ensemble measure of fabric in the sands evolves through the shearing process, and reaches the final state, which indeed has a unique fabric. The sand shows significant variation in strength with changing inclination of the principal stresses. The locus of the final stress state in principal stress space is also mapped from these series of experiments. Additional aspects of non-coaxiality, a benchmarking exercise with a few constitutive models is presented here. This experimental approach albeit indirect shows that a unique state which is dependent on the fabric, density and confining stress exists. This suite of experiments provides a well-controlled data set for a clear understanding on the mechanical behavior of sands.

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We develop a general theory of Markov chains realizable as random walks on R-trivial monoids. It provides explicit and simple formulas for the eigenvalues of the transition matrix, for multiplicities of the eigenvalues via Mobius inversion along a lattice, a condition for diagonalizability of the transition matrix and some techniques for bounding the mixing time. In addition, we discuss several examples, such as Toom-Tsetlin models, an exchange walk for finite Coxeter groups, as well as examples previously studied by the authors, such as nonabelian sandpile models and the promotion Markov chain on posets. Many of these examples can be viewed as random walks on quotients of free tree monoids, a new class of monoids whose combinatorics we develop.

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Monte Carlo simulation methods involving splitting of Markov chains have been used in evaluation of multi-fold integrals in different application areas. We examine in this paper the performance of these methods in the context of evaluation of reliability integrals from the point of view of characterizing the sampling fluctuations. The methods discussed include the Au-Beck subset simulation, Holmes-Diaconis-Ross method, and generalized splitting algorithm. A few improvisations based on first order reliability method are suggested to select algorithmic parameters of the latter two methods. The bias and sampling variance of the alternative estimators are discussed. Also, an approximation to the sampling distribution of some of these estimators is obtained. Illustrative examples involving component and series system reliability analyses are presented with a view to bring out the relative merits of alternative methods. (C) 2015 Elsevier Ltd. All rights reserved.

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The superposition principle is usually incorrectly applied in interference experiments. This has recently been investigated through numerics based on Finite Difference Time Domain (FDTD) methods as well as the Feynman path integral formalism. In the current work, we have derived an analytic formula for the Sorkin parameter which can be used to determine the deviation from the application of the principle. We have found excellent agreement between the analytic distribution and those that have been earlier estimated by numerical integration as well as resource intensive FDTD simulations. The analytic handle would be useful for comparing theory with future experiments. It is applicable both to physics based on classical wave equations as well as the non-relativistic Schrodinger equation.

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In this article, we study risk-sensitive control problem with controlled continuous time Markov chain state dynamics. Using multiplicative dynamic programming principle along with the atomic structure of the state dynamics, we prove the existence and a characterization of optimal risk-sensitive control under geometric ergodicity of the state dynamics along with a smallness condition on the running cost.

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The transient changes in resistances of Cr0.8Fe0.2NbO4 thick film sensors towards specified concentrations of H-2, NH3, acetonitrile, acetone, alcohol, cyclohexane and petroleum gas at different operating temperatures were recorded. The analyte-specific characteristics such as slopes of the response and retrace curves, area under the curve and sensitivity deduced from the transient curve of the respective analyte gas have been used to construct a data matrix. Principal component analysis (PCA) was applied to this data and the score plot was obtained. Distinguishing one reducing gas from the other is demonstrated based on this approach, which otherwise is not possible by measuring relative changes in conductivity. This methodology is extended for three Cr0.8Fe0.2NbO4 thick film sensor array operated at different temperatures. (C) 2015 Elsevier B.V. All rights reserved.

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We address the problem of phase retrieval from Fourier transform magnitude spectrum for continuous-time signals that lie in a shift-invariant space spanned by integer shifts of a generator kernel. The phase retrieval problem for such signals is formulated as one of reconstructing the combining coefficients in the shift-invariant basis expansion. We develop sufficient conditions on the coefficients and the bases to guarantee exact phase retrieval, by which we mean reconstruction up to a global phase factor. We present a new class of discrete-domain signals that are not necessarily minimum-phase, but allow for exact phase retrieval from their Fourier magnitude spectra. We also establish Hilbert transform relations between log-magnitude and phase spectra for this class of discrete signals. It turns out that the corresponding continuous-domain counterparts need not satisfy a Hilbert transform relation; notwithstanding, the continuous-domain signals can be reconstructed from their Fourier magnitude spectra. We validate the reconstruction guarantees through simulations for some important classes of signals such as bandlimited signals and piecewise-smooth signals. We also present an application of the proposed phase retrieval technique for artifact-free signal reconstruction in frequency-domain optical-coherence tomography (FDOCT).

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Mitochondrial DNA (mtDNA) deletions are associated with various mitochondrial disorders. The deletions identified in humans are flanked by short, directly repeated mitochondrial DNA sequences; however, the mechanism of such DNA rearrangements has yet to be elucidated. In contrast to nuclear DNA (nDNA), mtDNA is more exposed to oxidative damage, which may result in double-strand breaks (DSBs). Although DSB repair in nDNA is well studied, repair mechanisms in mitochondria are not characterized. In the present study, we investigate the mechanisms of DSB repair in mitochondria using in vitro and ex vivo assays. Whereas classical NHEJ (C-NHEJ) is undetectable, microhomology-mediated alternative NHEJ efficiently repairs DSBs in mitochondria. Of interest, robust microhomology-mediated end joining (MMEJ) was observed with DNA substrates bearing 5-, 8-, 10-, 13-, 16-, 19-, and 22-nt microhomology. Furthermore, MMEJ efficiency was enhanced with an increase in the length of homology. Western blotting, immunoprecipitation, and protein inhibition assays suggest the involvement of CtIP, FEN1, MRE11, and PARP1 in mitochondrial MMEJ. Knock-down studies, in conjunction with other experiments, demonstrated that DNA ligase III, but not ligase IV or ligase I, is primarily responsible for the final sealing of DSBs during mitochondrial MMEJ. These observations highlight the central role of MMEJ in maintenance of mammalian mitochondrial genome integrity and is likely relevant for deletions observed in many human mitochondrial disorders.

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In addition to the layer thickness and effective Young’s modulus, the impact of the kinematic assumptions, interfacial condition, in-plane force, boundary conditions, and structure dimensions on the curvature of a film/substrate bilayer is examined. Different models for the analysis of the bilayer curvature are compared. It is demonstrated in our model that the assumption of a uniform curvature is valid only if there is no in-plane force. The effects of boundary conditions and structure dimensions, which are not-fully-included in previous models are shown to be significant. Three different approaches for deriving the curvature of a film/substrate bilayer are presented, compared, and analyzed. A more comprehensive study of the conditions regarding the applicability of Stoney’s formula and modified formulas is presented.

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El presente estudio se estableció en terrenos del Centro Experimental La Compañía, ubicado en el municipio de Masatepe, departamento de Carazo, durante la época de primera comprendida entre los meses de junio a octubre de 1995. Con el objetivo de estudiar el efecto de los diferentes arreglos de siembra, sobre el Crecimiento, Desarrollo y Rendimiento del maíz (Zea mays L.) como cultivo principal, en asocio con frijol (Viqna unguiculata L. Watp). Los tratamientos en estudio fueron: Tratamiento uno maíz como cultivo puro a 80 cm entre calle. Tratamiento dos maíz a 80 cm, más leguminosa de cobertura un surco de maíz y un surco de leguminosa (1:1). Tratamiento tres, maíz a doble surcos (20 cm entre surco) calle ancha a 140 cm con dos surcos de leguminosas de coberturas entre a 50 cm. Tratamiento cuatro, maíz doble surcos (40 cm entre surcos) calle ancha a 120 con dos surcos de leguminosas entre a 40 cm entre sí. Se utilizó un diseño de Bloque Completo al Azar con cuatro repeticiones. Los resultados obtenidos demuestran que el asocio de maíz-leguminosas, no afectan significativamente el crecimiento, desarrollo y rendimiento del maíz como cultivo principal. Además podemos afirmar que al comparar los rendimientos, del cultivo puro con los asocios, hay una mejor eficiencia en el aprovechamiento del uso potencial de los suelos.

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A simple composite design methodology has been developed from the basic principles of composite component failure. This design approach applies the principles of stress field matching to develop suitable reinforcement patterns around three-dimensional details such as lugs in mechanical components. The resulting patterns are essentially curvilinear orthogonal meshes, adjusted to meet the restrictions imposed by geometric restraints and the intended manufacturing process. Whilst the principles behind the design methodology can be applied to components produced by differing manufacturing processes, the results found from looking at simple generic example problems suggest a realistic and practical generic manufacturing approach. The underlying principles of the design methodology are described and simple analyses are used to help illustrate both the methodology and how such components behave. These analyses suggest it is possible to replace high-strength steel lugs with composite components whose strength-to-weight ratio is some 4-5 times better. © 1998 Elsevier Science Ltd. All rights reserved.

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We present a stochastic simulation technique for subset selection in time series models, based on the use of indicator variables with the Gibbs sampler within a hierarchical Bayesian framework. As an example, the method is applied to the selection of subset linear AR models, in which only significant lags are included. Joint sampling of the indicators and parameters is found to speed convergence. We discuss the possibility of model mixing where the model is not well determined by the data, and the extension of the approach to include non-linear model terms.