Performance analysis of UDP with energy efficient link layer on Markov fading channels

In this paper, we analyze the throughput and energy efficiency performance of user datagram protocol (UDP) using linear, binary exponential, and geometric backoff algorithms at the link layer (LL) on point-to-point wireless fading links. Using a first-order Markov chain representation of the packet success/failure process on fading channels, we derive analytical expressions for throughput and energy efficiency of UDP/LL with and without LL backoff. The analytical results are verified through simulations. We also evaluate the mean delay and delay variation of voice packets and energy efficiency performance over a wireless link that uses UDP for transport of voice packets and the proposed backoff algorithms at the LL. We show that the proposed LL backoff algorithms achieve energy efficiency improvement of the order of 2-3 dB compared to LL with no backoff, without compromising much on the throughput and delay performance at the UDP layer. Such energy savings through protocol means will improve the battery life in wireless mobile terminals.

Structural Transformations, Composition Anomalies and a Dramatic Collapse of Linear Polymer Chains in Dilute Ethanol-Water Mixtures

Water-ethanol mixtures exhibit many interesting anomalies, such as negative excess partial molar volume of ethanol, excess sound absorption coefficient at low concentrations, and positive deviation from Raoult's law for vapor pressure, to mention a few. These anomalies have been attributed to different, often contradictory origins, but a quantitative understanding is still lacking. We show by computer simulation and theoretical analyses that these anomalies arise from the sudden emergence of a bicontinuous phase that occurs at a relatively low ethanol concentration of x(eth) approximate to 0.06-0.10 (that amounts to a volume fraction of 0.17-0.26, which is a significant range!). The bicontinuous phase is formed by aggregation of ethanol molecules, resulting in a weak phase transition whose nature is elucidated. We find that the microheterogeneous structure of the mixture gives rise to a pronounced nonmonotonic composition dependence of local compressibility and nonmonotonic dependence in the peak value of the radial distribution function of ethyl groups. A multidimensional free energy surface of pair association is shown to provide a molecular explanation of the known negative excess partial volume of ethanol in terms of parallel orientation and hence better packing of the ethyl groups in the mixture due to hydrophobic interactions. The energy distribution of the ethanol molecules indicates additional energy decay channels that explain the excess sound attenuation coefficient in aqueous alcohol mixtures. We studied the dependence of the solvation of a linear polymer chain on the composition of the water-ethanol solvent. We find that there is a sudden collapse of the polymer at x(eth) approximate to 0.05-a phenomenon which we attribute to the formation of the microheterogeneous structures in the binary mixture at low ethanol concentrations. Together with recent single molecule pulling experiments, these results provide new insight into the behavior of polymer chain and foreign solutes, such as enzymes, in aqueous binary mixtures.

Pricing Defaultable Bonds in a Markov Modulated Market

We address the problem of pricing defaultable bonds in a Markov modulated market. Using Merton's structural approach we show that various types of defaultable bonds are combination of European type contingent claims. Thus pricing a defaultable bond is tantamount to pricing a contingent claim in a Markov modulated market. Since the market is incomplete, we use the method of quadratic hedging and minimal martingale measure to derive locally risk minimizing derivative prices, hedging strategies and the corresponding residual risks. The price of defaultable bonds are obtained as solutions to a system of PDEs with weak coupling subject to appropriate terminal and boundary conditions. We solve the system of PDEs numerically and carry out a numerical investigation for the defaultable bond prices. We compare their credit spreads with some of the existing models. We observe higher spreads in the Markov modulated market. We show how business cycles can be easily incorporated in the proposed framework. We demonstrate the impact on spreads of the inclusion of rare states that attempt to capture a tight liquidity situation. These states are characterized by low risk-free interest rate, high payout rate and high volatility.

An Online Actor-Critic Algorithm with Function Approximation for Constrained Markov Decision Processes

We develop an online actor-critic reinforcement learning algorithm with function approximation for a problem of control under inequality constraints. We consider the long-run average cost Markov decision process (MDP) framework in which both the objective and the constraint functions are suitable policy-dependent long-run averages of certain sample path functions. The Lagrange multiplier method is used to handle the inequality constraints. We prove the asymptotic almost sure convergence of our algorithm to a locally optimal solution. We also provide the results of numerical experiments on a problem of routing in a multi-stage queueing network with constraints on long-run average queue lengths. We observe that our algorithm exhibits good performance on this setting and converges to a feasible point.

Two Novel Heterometallic Chains Featuring Mn-II and Na-I Ions in Trigonal-Prismatic Geometries Alternately Linked to Octahedral Mn-IV Ions: Synthesis, Structures, and Magnetic Behavior

Two new one-dimensional heterometallic complexes, Mn3Na(L)(4)(CH3CO2)(MeOH)(2)]-(ClO4)(2)center dot 3H(2)O (1), Mn3Na(L)(4)(CH3CH2CO2)-(MeOH)(2)](ClO4)(2)center dot 2MeOH center dot H2O (2) LH2 = 2-methyl-2-(2-pyridyl)propane-1,3-diol], have been synthesized and characterized by X-ray crystallography. Both complexes feature Mn-II and Na-I ions in trigonal-prismatic geometries that are linked to octahedral Mn-IV ions by alkoxy bridges. Variable-temperature direct- and alternating-current magnetic susceptibility data indicated a spin ground state of S = 11/2 for both complexes. Density functional theory calculations performed on 1 supported this conclusion.

Optimal Control of Markov Processes with Age-Dependent Transition Rates

We study optimal control of Markov processes with age-dependent transition rates. The control policy is chosen continuously over time based on the state of the process and its age. We study infinite horizon discounted cost and infinite horizon average cost problems. Our approach is via the construction of an equivalent semi-Markov decision process. We characterise the value function and optimal controls for both discounted and average cost cases.

Methodology for Pavement Design Reliability and Back Analysis Using Markov Chain Monte Carlo Simulation

Given the increasing cost of designing and building new highway pavements, reliability analysis has become vital to ensure that a given pavement performs as expected in the field. Recognizing the importance of failure analysis to safety, reliability, performance, and economy, back analysis has been employed in various engineering applications to evaluate the inherent uncertainties of the design and analysis. The probabilistic back analysis method formulated on Bayes' theorem and solved using the Markov chain Monte Carlo simulation method with a Metropolis-Hastings algorithm has proved to be highly efficient to address this issue. It is also quite flexible and is applicable to any type of prior information. In this paper, this method has been used to back-analyze the parameters that influence the pavement life and to consider the uncertainty of the mechanistic-empirical pavement design model. The load-induced pavement structural responses (e.g., stresses, strains, and deflections) used to predict the pavement life are estimated using the response surface methodology model developed based on the results of linear elastic analysis. The failure criteria adopted for the analysis were based on the factor of safety (FOS), and the study was carried out for different sample sizes and jumping distributions to estimate the most robust posterior statistics. From the posterior statistics of the case considered, it was observed that after approximately 150 million standard axle load repetitions, the mean values of the pavement properties decrease as expected, with a significant decrease in the values of the elastic moduli of the expected layers. An analysis of the posterior statistics indicated that the parameters that contribute significantly to the pavement failure were the moduli of the base and surface layer, which is consistent with the findings from other studies. After the back analysis, the base modulus parameters show a significant decrease of 15.8% and the surface layer modulus a decrease of 3.12% in the mean value. The usefulness of the back analysis methodology is further highlighted by estimating the design parameters for specified values of the factor of safety. The analysis revealed that for the pavement section considered, a reliability of 89% and 94% can be achieved by adopting FOS values of 1.5 and 2, respectively. The methodology proposed can therefore be effectively used to identify the parameters that are critical to pavement failure in the design of pavements for specified levels of reliability. DOI: 10.1061/(ASCE)TE.1943-5436.0000455. (C) 2013 American Society of Civil Engineers.

Non-Stationary Semi-Markov Decision Processes on a Finite Horizon

We introduce and study a class of non-stationary semi-Markov decision processes on a finite horizon. By constructing an equivalent Markov decision process, we establish the existence of a piecewise open loop relaxed control which is optimal for the finite horizon problem.

SOI strip waveguide microring resonator for homogeneous biosensing

We report the simulation and analytical results obtained for homogenous or bulk sensing of protein on Siliconon- insulator strip waveguide based microring resonator. The radii of the rings considered are 5 μm and 20 μm; the waveguide dimensions are 300 × 300 nm. A gap of (i) 200 nm and (ii) 300 nm exists between the ring and the bus waveguide. The biomaterial is uniformly distributed over a thickness which exceeds the evanescent field penetration depth of 150 nm. The sensitivities of the resonators are 32.5 nm/RIU and 17.5 nm/RIU (RIU - Refractive index unit) respectively.

Quantum phases of dimerized and frustrated Heisenberg spin chains with s=1/2, 1 and 3/2: an entanglement entropy and fidelity study

We study here different regions in phase diagrams of the spin-1/2, spin-1 and spin-3/2 one-dimensional antiferromagnetic Heisenberg systems with frustration (next-nearest-neighbor interaction J(2)) and dimerization (delta). In particular, we analyze the behaviors of the bipartite entanglement entropy and fidelity at the gapless to gapped phase transitions and across the lines separating different phases in the J(2)-delta plane. All the calculations in this work are based on numerical exact diagonalizations of finite systems.

Organophotocatalysis in nanostructured soft gel materials as tunable reaction vessels: comparison with homogeneous and micellar solutions

Riboflavin tetraacetate-catalyzed aerobic photooxidation of 1-(4-methoxyphenyl)ethanol was investigated as a model reaction under blue visible light in different soft gel materials, aiming to establish their potential as reaction vessels for photochemical transformations. Three strategies involving different degrees of organization of the catalyst within the gel network were explored, and the results compared to those obtained in homogeneous and micellar solutions. In general, physical entrapment of both the catalyst and the substrate under optimized concentrations into several hydrogel matrices (including low-molecular-weight and biopolymer-based gels) allowed the photooxidation with conversions between 55 and 100% within 120 min (TOF similar to 0.045-0.08 min(-1); k(obs) similar to 0.011-0.028 min(-1)), albeit with first-order rates ca. 1-3-fold lower than in solution under comparable non-stirred conditions. Remarkably, the organogel made of a cyclohexane-based bisamide gelator in CH3CN not only prevented the photodegradation of the catalyst but also afforded full conversion in less than 60 min (TOF similar to 0.167 min(-1); k(obs) similar to 0.073 min(-1)) without the need of additional proton transfer mediators (e. g., thiourea) as it occurs in CH3CN solutions. In general, the gelators could be recycled without detriment to their gelation ability and reaction rates. Moreover, kinetics could be fine-tuned according to the characteristics of the gel media. For instance, entangled fibrillar networks with relatively high mechanical strength were usually associated with lower reaction rates, whereas wrinkled laminated morphologies seemed to favor the reaction. In addition, the kinetics results showed in most cases a good correlation with the aeration efficiency of the gel media.

A novel Q-learning algorithm with function approximation for constrained Markov decision processes

We present a novel multi-timescale Q-learning algorithm for average cost control in a Markov decision process subject to multiple inequality constraints. We formulate a relaxed version of this problem through the Lagrange multiplier method. Our algorithm is different from Q-learning in that it updates two parameters - a Q-value parameter and a policy parameter. The Q-value parameter is updated on a slower time scale as compared to the policy parameter. Whereas Q-learning with function approximation can diverge in some cases, our algorithm is seen to be convergent as a result of the aforementioned timescale separation. We show the results of experiments on a problem of constrained routing in a multistage queueing network. Our algorithm is seen to exhibit good performance and the various inequality constraints are seen to be satisfied upon convergence of the algorithm.

Free energy barriers for homogeneous crystal nucleation in a eutectic system of binary hard spheres

In this study, the free energy barriers for homogeneous crystal nucleation in a system that exhibits a eutectic point are computed using Monte Carlo simulations. The system studied is a binary hard sphere mixture with a diameter ratio of 0.85 between the smaller and larger hard spheres. The simulations of crystal nucleation are performed for the entire range of fluid compositions. The free energy barrier is found to be the highest near the eutectic point and is nearly five times that for the pure fluid, which slows down the nucleation rate by a factor of 10(-31). These free energy barriers are some of highest ever computed using simulations. For most of the conditions studied, the composition of the critical nucleus corresponds to either one of the two thermodynamically stable solid phases. However, near the eutectic point, the nucleation barrier is lowest for the formation of the metastable random hexagonal closed packed (rhcp) solid phase with composition lying in the two-phase region of the phase diagram. The fluid to solid phase transition is hypothesized to proceed via formation of a metastable rhcp phase followed by a phase separation into respective stable fcc solid phases.

The diffusion and relaxation of Gaussian chains in narrow rectangular slits

The confinement of a polymer to volumes whose characteristic linear dimensions are comparable to or smaller than its bulk radius of gyration R-G,R-bulk can produce significant changes in its static and dynamic properties, with important implications for the understanding of single-molecule processes in biology and chemistry. In this paper, we present calculations of the effects of a narrow rectangular slit of thickness d on the scaling behavior of the diffusivity D and relaxation time tau(r) of a Gaussian chain of polymerization index N and persistence length l(0). The calculations are based on the Rouse-Zimm model of chain dynamics, with the pre-averaged hydrodynamic interaction being obtained from the solutions to Stokes equations for an incompressible fluid in a parallel plate geometry in the limit of small d. They go beyond de Gennes' purely phenomenological analysis of the problem based on blobs, which has so far been the only analytical route to the determination of chain scaling behavior for this particular geometry. The present model predicts that D similar to dN(-1) ln(N/d(2)) and tau(r) similar to N(2)d(-1) ln(N/d(2))(-1) in the regime of moderate confinement, where l(0) << d < R-G,R-bulk. The corresponding results for the blob model have exactly the same power law behavior, but contain no logarithmic corrections; the difference suggests that segments within a blob may actually be partially draining and not non-draining as generally assumed.

Fast Eigen solution for homogeneous quadratic minimization with at most three constraints

We propose an eigenvalue based technique to solve the Homogeneous Quadratic Constrained Quadratic Programming problem (HQCQP) with at most three constraints which arise in many signal processing problems. Semi-Definite Relaxation (SDR) is the only known approach and is computationally intensive. We study the performance of the proposed fast eigen approach through simulations in the context of MIMO relays and show that the solution converges to the solution obtained using the SDR approach with significant reduction in complexity.