Periodic time series modeling of environmental proxy records with guaranteed positive growth rate estimation

Identifying a periodic time-series model from environmental records, without imposing the positivity of the growth rate, does not necessarily respect the time order of the data observations. Consequently, subsequent observations, sampled in the environmental archive, can be inversed on the time axis, resulting in a non-physical signal model. In this paper an optimization technique with linear constraints on the signal model parameters is proposed that prevents time inversions. The activation conditions for this constrained optimization are based upon the physical constraint of the growth rate, namely, that it cannot take values smaller than zero. The actual constraints are defined for polynomials and first-order splines as basis functions for the nonlinear contribution in the distance-time relationship. The method is compared with an existing method that eliminates the time inversions, and its noise sensitivity is tested by means of Monte Carlo simulations. Finally, the usefulness of the method is demonstrated on the measurements of the vessel density, in a mangrove tree, Rhizophora mucronata, and the measurement of Mg/Ca ratios, in a bivalve, Mytilus trossulus.

Efficiency of pseudo-spectral algorithms with Anderson mixing for the SCFT of periodic block-copolymer phases

This study examines the numerical accuracy, computational cost, and memory requirements of self-consistent field theory (SCFT) calculations when the diffusion equations are solved with various pseudo-spectral methods and the mean field equations are iterated with Anderson mixing. The different methods are tested on the triply-periodic gyroid and spherical phases of a diblock-copolymer melt over a range of intermediate segregations. Anderson mixing is found to be somewhat less effective than when combined with the full-spectral method, but it nevertheless functions admirably well provided that a large number of histories is used. Of the different pseudo-spectral algorithms, the 4th-order one of Ranjan, Qin and Morse performs best, although not quite as efficiently as the full-spectral method.

Stability of periodic optical solitons for a nonlinear Schrodinger system

This paper is concerned with the existence and nonlinear stability of periodic travelling-wave solutions for a nonlinear Schrodinger-type system arising in nonlinear optics. We show the existence of smooth curves of periodic solutions depending on the dnoidal-type functions. We prove stability results by perturbations having the same minimal wavelength, and instability behaviour by perturbations of two or more times the minima period. We also establish global well posedness for our system by using Bourgain`s approach.

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)

Semiclassical scaling functions of sine-Gordon model

We present an analytic study of the finite size effects in sine-Gordon model, based on the semi-classical quantization of an appropriate kink background defined on a cylindrical geometry. The quasi-periodic kink is realized as an elliptic function with its real period related to the size of the system. The stability equation for the small quantum fluctuations around this classical background is of Lame type and the corresponding energy eigenvalues are selected inside the allowed bands by imposing periodic boundary conditions. We derive analytical expressions for the ground state and excited states scaling functions, which provide an explicit description of the flow between the IR and UV regimes of the model. Finally, the semiclassical form factors and two-point functions of the basic field and of the energy operator are obtained, completing the semiclassical quantization of the sine-Gordon model on the cylinder. (C) 2004 Elsevier B.V. All rights reserved.

On the photonic dispersion of periodic superlattices made of left-handed materials

Studies of the band gap properties of one-dimensional superlattices with alternate layers of air and left-handed materials are carried out within the framework of Maxwell's equations. By left-handed material, we mean a material with dispersive negative electric and magnetic responses. Modeling them by Drude-type responses or by fabricated ones, we characterize the n(ω) = 0 gap, i.e., the zeroth order gap, which has been predicted and detected. The band structure and analytic equations for the band edges have been obtained in the long wavelength limit in case of periodic, Fibonacci, and Thue-Morse superlattices. Our studies reveal the nature of the width of the zeroth order band gap, whose edge equations are defined by null averages of the response functions. Oblique incidence is also investigated, yielding remarkable results. © 2010 Springer Science+Business Media B.V.

Approximating differentiable relationships between delay embedded dynamical systems with radical basis functions

This thesis is about the study of relationships between experimental dynamical systems. The basic approach is to fit radial basis function maps between time delay embeddings of manifolds. We have shown that under certain conditions these maps are generically diffeomorphisms, and can be analysed to determine whether or not the manifolds in question are diffeomorphically related to each other. If not, a study of the distribution of errors may provide information about the lack of equivalence between the two. The method has applications wherever two or more sensors are used to measure a single system, or where a single sensor can respond on more than one time scale: their respective time series can be tested to determine whether or not they are coupled, and to what degree. One application which we have explored is the determination of a minimum embedding dimension for dynamical system reconstruction. In this special case the diffeomorphism in question is closely related to the predictor for the time series itself. Linear transformations of delay embedded manifolds can also be shown to have nonlinear inverses under the right conditions, and we have used radial basis functions to approximate these inverse maps in a variety of contexts. This method is particularly useful when the linear transformation corresponds to the delay embedding of a finite impulse response filtered time series. One application of fitting an inverse to this linear map is the detection of periodic orbits in chaotic attractors, using suitably tuned filters. This method has also been used to separate signals with known bandwidths from deterministic noise, by tuning a filter to stop the signal and then recovering the chaos with the nonlinear inverse. The method may have applications to the cancellation of noise generated by mechanical or electrical systems. In the course of this research a sophisticated piece of software has been developed. The program allows the construction of a hierarchy of delay embeddings from scalar and multi-valued time series. The embedded objects can be analysed graphically, and radial basis function maps can be fitted between them asynchronously, in parallel, on a multi-processor machine. In addition to a graphical user interface, the program can be driven by a batch mode command language, incorporating the concept of parallel and sequential instruction groups and enabling complex sequences of experiments to be performed in parallel in a resource-efficient manner.

Fourier Neural Networks: An Approach with Sinusoidal Activation Functions

* Supported by INTAS 2000-626, INTAS YSF 03-55-1969, INTAS INNO 182, and TIC 2003-09319-c03-03.

The Expanded Human Kallikrein (KLK) gene family : genomic organisation, tissue specific expression and potential functions

The tissue kallikreins are serine proteases encoded by highly conserved multigene families. The rodent kallikrein (KLK) families are particularly large, consisting of 13 26 genes clustered in one chromosomal locus. It has been recently recognised that the human KLK gene family is of a similar size (15 genes) with the identification of another 12 related genes (KLK4-KLK15) within and adjacent to the original human KLK locus (KLK1-3) on chromosome 19q13.4. The structural organisation and size of these new genes is similar to that of other KLK genes except for additional exons encoding 5 or 3 untranslated regions. Moreover, many of these genes have multiple mRNA transcripts, a trait not observed with rodent genes. Unlike all other kallikreins, the KLK4-KLK15 encoded proteases are less related (25–44%) and do not contain a conventional kallikrein loop. Clusters of genes exhibit high prostatic (KLK2-4, KLK15) or pancreatic (KLK6-13) expression, suggesting evolutionary conservation of elements conferring tissue specificity. These genes are also expressed, to varying degrees, in a wider range of tissues suggesting a functional involvement of these newer human kallikrein proteases in a diverse range of physiological processes.