Random matrices: Universality of ESDs and the circular law

Given an n x n complex matrix A, let mu(A)(x, y) := 1/n vertical bar{1 <= i <= n, Re lambda(i) <= x, Im lambda(i) <= y}vertical bar be the empirical spectral distribution (ESD) of its eigenvalues lambda(i) is an element of C, i = l, ... , n. We consider the limiting distribution (both in probability and in the almost sure convergence sense) of the normalized ESD mu(1/root n An) of a random matrix A(n) = (a(ij))(1 <= i, j <= n), where the random variables a(ij) - E(a(ij)) are i.i.d. copies of a fixed random variable x with unit variance. We prove a universality principle for such ensembles, namely, that the limit distribution in question is independent of the actual choice of x. In particular, in order to compute this distribution, one can assume that x is real or complex Gaussian. As a related result, we show how laws for this ESD follow from laws for the singular value distribution of 1/root n A(n) - zI for complex z. As a corollary, we establish the circular law conjecture (both almost surely and in probability), which asserts that mu(1/root n An) converges to the uniform measure on the unit disc when the a(ij) have zero mean.

Markov random fields and spatial smoothing in improving of forest inventory estimates

Markov random fields (MRF) are popular in image processing applications to describe spatial dependencies between image units. Here, we take a look at the theory and the models of MRFs with an application to improve forest inventory estimates. Typically, autocorrelation between study units is a nuisance in statistical inference, but we take an advantage of the dependencies to smooth noisy measurements by borrowing information from the neighbouring units. We build a stochastic spatial model, which we estimate with a Markov chain Monte Carlo simulation method. The smooth values are validated against another data set increasing our confidence that the estimates are more accurate than the originals.

Study of the random vibration of nonlinear systems by the Gaussian closure technique

A technique is developed to study random vibration of nonlinear systems. The method is based on the assumption that the joint probability density function of the response variables and input variables is Gaussian. It is shown that this method is more general than the statistical linearization technique in that it can handle non-Gaussian excitations and amplitude-limited responses. As an example a bilinear hysteretic system under white noise excitation is analyzed. The prediction of various response statistics by this technique is in good agreement with other available results.

Constructing Reeb Graphs using Cylinder Maps

The Reeb graph of a scalar function represents the evolution of the topology of its level sets. In this video, we describe a near-optimal output-sensitive algorithm for computing the Reeb graph of scalar functions defined over manifolds. Key to the simplicity and efficiency of the algorithm is an alternate definition of the Reeb graph that considers equivalence classes of level sets instead of individual level sets. The algorithm works in two steps. The first step locates all critical points of the function in the domain. Arcs in the Reeb graph are computed in the second step using a simple search procedure that works on a small subset of the domain that corresponds to a pair of critical points. The algorithm is also able to handle non-manifold domains.

The non-linear response of a gyrostabilized platform: Effects of correction torque time delay and of random inputs

First, the non-linear response of a gyrostabilized platform to a small constant input torque is analyzed in respect to the effect of the time delay (inherent or deliberately introduced) in the correction torque supplied by the servomotor, which itself may be non-linear to a certain extent. The equation of motion of the platform system is a third order nonlinear non-homogeneous differential equation. An approximate analytical method of solution of this equation is utilized. The value of the delay at which the platform response becomes unstable has been calculated by using this approximate analytical method. The procedure is illustrated by means of a numerical example. Second, the non-linear response of the platform to a random input has been obtained. The effects of several types of non-linearity on reducing the level of the mean square response have been investigated, by applying the technique of equivalent linearization and solving the resulting integral equations by using laguerre or Gaussian integration techniques. The mean square responses to white noise and band limited white noise, for various values of the non-linear parameter and for different types of non-linearity function, have been obtained. For positive values of the non-linear parameter the levels of the non-linear mean square responses to both white noise and band-limited white noise are low as compared to the linear mean square response. For negative values of the non-linear parameter the level of the non-linear mean square response at first increases slowly with increasing values of the non-linear parameter and then suddenly jumps to a high level, at a certain value of the non-linearity parameter.

Probability Distribution of the Eigenvalues of the Random String Equation

The probability distribution of the eigenvalues of a second-order stochastic boundary value problem is considered. The solution is characterized in terms of the zeros of an associated initial value problem. It is further shown that the probability distribution is related to the solution of a first-order nonlinear stochastic differential equation. Solutions of this equation based on the theory of Markov processes and also on the closure approximation are presented. A string with stochastic mass distribution is considered as an example for numerical work. The theoretical probability distribution functions are compared with digital simulation results. The comparison is found to be reasonably good.

Search on a hypercubic lattice using a quantum random walk. I. d > 2

Random walks describe diffusion processes, where movement at every time step is restricted to only the neighboring locations. We construct a quantum random walk algorithm, based on discretization of the Dirac evolution operator inspired by staggered lattice fermions. We use it to investigate the spatial search problem, that is, to find a marked vertex on a d-dimensional hypercubic lattice. The restriction on movement hardly matters for d > 2, and scaling behavior close to Grover's optimal algorithm (which has no restriction on movement) can be achieved. Using numerical simulations, we optimize the proportionality constants of the scaling behavior, and demonstrate the approach to that for Grover's algorithm (equivalent to the mean-field theory or the d -> infinity limit). In particular, the scaling behavior for d = 3 is only about 25% higher than the optimal d -> infinity value.

Search on a hypercubic lattice using a quantum random walk. II. d = 2

We investigate the spatial search problem on the two-dimensional square lattice, using the Dirac evolution operator discretized according to the staggered lattice fermion formalism. d = 2 is the critical dimension for the spatial search problem, where infrared divergence of the evolution operator leads to logarithmic factors in the scaling behavior. As a result, the construction used in our accompanying article A. Patel and M. A. Rahaman, Phys. Rev. A 82, 032330 (2010)] provides an O(root N ln N) algorithm, which is not optimal. The scaling behavior can be improved to O(root N ln N) by cleverly controlling the massless Dirac evolution operator by an ancilla qubit, as proposed by Tulsi Phys. Rev. A 78, 012310 (2008)]. We reinterpret the ancilla control as introduction of an effective mass at the marked vertex, and optimize the proportionality constants of the scaling behavior of the algorithm by numerically tuning the parameters.

Efficient algorithms for domination and Hamilton circuit problems on permutation graphs

The domination and Hamilton circuit problems are of interest both in algorithm design and complexity theory. The domination problem has applications in facility location and the Hamilton circuit problem has applications in routing problems in communications and operations research.The problem of deciding if G has a dominating set of cardinality at most k, and the problem of determining if G has a Hamilton circuit are NP-Complete. Polynomial time algorithms are, however, available for a large number of restricted classes. A motivation for the study of these algorithms is that they not only give insight into the characterization of these classes but also require a variety of algorithmic techniques and data structures. So the search for efficient algorithms, for these problems in many classes still continues.A class of perfect graphs which is practically important and mathematically interesting is the class of permutation graphs. The domination problem is polynomial time solvable on permutation graphs. Algorithms that are already available are of time complexity O(n2) or more, and space complexity O(n2) on these graphs. The Hamilton circuit problem is open for this class.We present a simple O(n) time and O(n) space algorithm for the domination problem on permutation graphs. Unlike the existing algorithms, we use the concept of geometric representation of permutation graphs. Further, exploiting this geometric notion, we develop an O(n2) time and O(n) space algorithm for the Hamilton circuit problem.

Tree 3-spanners in 2-sep chordal graphs: Characterization and algorithms

A spanning tree T of a graph G is said to be a tree t-spanner if the distance between any two vertices in T is at most t times their distance in G. A graph that has a tree t-spanner is called a tree t-spanner admissible graph. The problem of deciding whether a graph is tree t-spanner admissible is NP-complete for any fixed t >= 4 and is linearly solvable for t <= 2. The case t = 3 still remains open. A chordal graph is called a 2-sep chordal graph if all of its minimal a - b vertex separators for every pair of non-adjacent vertices a and b are of size two. It is known that not all 2-sep chordal graphs admit tree 3-spanners This paper presents a structural characterization and a linear time recognition algorithm of tree 3-spanner admissible 2-sep chordal graphs. Finally, a linear time algorithm to construct a tree 3-spanner of a tree 3-spanner admissible 2-sep chordal graph is proposed. (C) 2010 Elsevier B.V. All rights reserved.

Narrowband random excitation of a limit cycle system

The response of the Van der Pol oscillator to stationary narrowband Gaussian excitation is considered. The central frequency of excitation is taken to be in the neighborhood of the system limit cycle frequency. The solution is obtained using a non-Gaussian closure approximation on the probability density function of the response. The validity of the solution is examined with the help of a stochastic stability analysis. Solution based on Stratonovich''s quasistatic averaging technique is also obtained. The comparison of the theoretical solutions with the digital simulations shows that the theoretical estimates are reasonably good.

Rocking response of rectangular rigid blocks under random noise base excitations

The response of a rigid rectangular block resting on a rigid foundation and acted upon simultaneously by a horizontal and a vertical random white-noise excitation is considered. In the equation of motion, the energy dissipation is modeled through a viscous damping term. Under the assumption that the body does not topple, the steady-state joint probability density function of the rotation and the rotational velocity is obtained using the Fokker-Planck equation approach. Closed form solution is obtained for a specific combination of system parameters. A more general but approximate solution to the joint probability density function based on the method of equivalent non-linearization is also presented. Further, the problem of overturning of the block is approached in the framework of the diffusion methods for first passage failure studies. The overturning of the block is deemed incipient when the response trajectories in the phase plane cross the separatrix of the conservative unforced system. Expressions for the moments of first passage time are obtained via a series solution to the governing generalized Pontriagin-Vitt equations. Numerical results illustra- tive of the theoretical solutions are presented and their validity is examined through limited amount of digital simulations.

Cubicity of Interval Graphs and the Claw Number

Let G(V, E) be a simple, undirected graph where V is the set of vertices and E is the set of edges. A b-dimensional cube is a Cartesian product l(1) x l(2) x ... x l(b), where each l(i) is a closed interval of unit length on the real line. The cub/city of G, denoted by cub(G), is the minimum positive integer b such that the vertices in G can be mapped to axis parallel b-dimensional cubes in such a way that two vertices are adjacent in G if and only if their assigned cubes intersect. An interval graph is a graph that can be represented as the intersection of intervals on the real line-i.e. the vertices of an interval graph can be mapped to intervals on the real line such that two vertices are adjacent if and only if their corresponding intervals overlap. Suppose S(m) denotes a star graph on m+1 nodes. We define claw number psi(G) of the graph to be the largest positive integer m such that S(m) is an induced subgraph of G. It can be easily shown that the cubicity of any graph is at least log(2) psi(G)]. In this article, we show that for an interval graph G log(2) psi(G)-]<= cub(G)<=log(2) psi(G)]+2. It is not clear whether the upper bound of log(2) psi(G)]+2 is tight: till now we are unable to find any interval graph with cub(G)> (log(2)psi(G)]. We also show that for an interval graph G, cub(G) <= log(2) alpha], where alpha is the independence number of G. Therefore, in the special case of psi(G)=alpha, cub(G) is exactly log(2) alpha(2)]. The concept of cubicity can be generalized by considering boxes instead of cubes. A b-dimensional box is a Cartesian product l(1) x l(2) x ... x l(b), where each I is a closed interval on the real line. The boxicity of a graph, denoted box(G), is the minimum k such that G is the intersection graph of k-dimensional boxes. It is clear that box(G)<= cub(G). From the above result, it follows that for any graph G, cub(G) <= box(G)log(2) alpha]. (C) 2010 Wiley Periodicals, Inc. J Graph Theory 65: 323-333, 2010

In-Network Computation in Random Wireless Networks: A PAC Approach to Constant Refresh Rates with Lower Energy Costs

We propose a method to compute a probably approximately correct (PAC) normalized histogram of observations with a refresh rate of Theta(1) time units per histogram sample on a random geometric graph with noise-free links. The delay in computation is Theta(root n) time units. We further extend our approach to a network with noisy links. While the refresh rate remains Theta(1) time units per sample, the delay increases to Theta(root n log n). The number of transmissions in both cases is Theta(n) per histogram sample. The achieved Theta(1) refresh rate for PAC histogram computation is a significant improvement over the refresh rate of Theta(1/log n) for histogram computation in noiseless networks. We achieve this by operating in the supercritical thermodynamic regime where large pathways for communication build up, but the network may have more than one component. The largest component however will have an arbitrarily large fraction of nodes in order to enable approximate computation of the histogram to the desired level of accuracy. Operation in the supercritical thermodynamic regime also reduces energy consumption. A key step in the proof of our achievability result is the construction of a connected component having bounded degree and any desired fraction of nodes. This construction may also prove useful in other communication settings on the random geometric graph.

Analysing local algorithms in location-aware quasi-unit-disk graphs

A local algorithm with local horizon r is a distributed algorithm that runs in r synchronous communication rounds; here r is a constant that does not depend on the size of the network. As a consequence, the output of a node in a local algorithm only depends on the input within r hops from the node. We give tight bounds on the local horizon for a class of local algorithms for combinatorial problems on unit-disk graphs (UDGs). Most of our bounds are due to a refined analysis of existing approaches, while others are obtained by suggesting new algorithms. The algorithms we consider are based on network decompositions guided by a rectangular tiling of the plane. The algorithms are applied to matching, independent set, graph colouring, vertex cover, and dominating set. We also study local algorithms on quasi-UDGs, which are a popular generalisation of UDGs, aimed at more realistic modelling of communication between the network nodes. Analysing the local algorithms on quasi-UDGs allows one to assume that the nodes know their coordinates only approximately, up to an additive error. Despite the localisation error, the quality of the solution to problems on quasi-UDGs remains the same as for the case of UDGs with perfect location awareness. We analyse the increase in the local horizon that comes along with moving from UDGs to quasi-UDGs.