Singular Perturbation for the Discounted Continuous Control of Piecewise Deterministic Markov Processes

This paper deals with the expected discounted continuous control of piecewise deterministic Markov processes (PDMP`s) using a singular perturbation approach for dealing with rapidly oscillating parameters. The state space of the PDMP is written as the product of a finite set and a subset of the Euclidean space a""e (n) . The discrete part of the state, called the regime, characterizes the mode of operation of the physical system under consideration, and is supposed to have a fast (associated to a small parameter epsilon > 0) and a slow behavior. By using a similar approach as developed in Yin and Zhang (Continuous-Time Markov Chains and Applications: A Singular Perturbation Approach, Applications of Mathematics, vol. 37, Springer, New York, 1998, Chaps. 1 and 3) the idea in this paper is to reduce the number of regimes by considering an averaged model in which the regimes within the same class are aggregated through the quasi-stationary distribution so that the different states in this class are replaced by a single one. The main goal is to show that the value function of the control problem for the system driven by the perturbed Markov chain converges to the value function of this limit control problem as epsilon goes to zero. This convergence is obtained by, roughly speaking, showing that the infimum and supremum limits of the value functions satisfy two optimality inequalities as epsilon goes to zero. This enables us to show the result by invoking a uniqueness argument, without needing any kind of Lipschitz continuity condition.

Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.

S/MIMO MC-CDMA Heuristic Multiuser Detectors Based on Single-Objective Optimization

This paper analyzes the complexity-performance trade-off of several heuristic near-optimum multiuser detection (MuD) approaches applied to the uplink of synchronous single/multiple-input multiple-output multicarrier code division multiple access (S/MIMO MC-CDMA) systems. Genetic algorithm (GA), short term tabu search (STTS) and reactive tabu search (RTS), simulated annealing (SA), particle swarm optimization (PSO), and 1-opt local search (1-LS) heuristic multiuser detection algorithms (Heur-MuDs) are analyzed in details, using a single-objective antenna-diversity-aided optimization approach. Monte- Carlo simulations show that, after convergence, the performances reached by all near-optimum Heur-MuDs are similar. However, the computational complexities may differ substantially, depending on the system operation conditions. Their complexities are carefully analyzed in order to obtain a general complexity-performance framework comparison and to show that unitary Hamming distance search MuD (uH-ds) approaches (1-LS, SA, RTS and STTS) reach the best convergence rates, and among them, the 1-LS-MuD provides the best trade-off between implementation complexity and bit error rate (BER) performance.

Calculation of line integrals in boundary integral methods

We propose quadrature rules for the approximation of line integrals possessing logarithmic singularities and show their convergence. In some instances a superconvergence rate is demonstrated.

Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process

Quasi-birth-and-death (QBD) processes with infinite “phase spaces” can exhibit unusual and interesting behavior. One of the simplest examples of such a process is the two-node tandem Jackson network, with the “phase” giving the state of the first queue and the “level” giving the state of the second queue. In this paper, we undertake an extensive analysis of the properties of this QBD. In particular, we investigate the spectral properties of Neuts’s R-matrix and show that the decay rate of the stationary distribution of the “level” process is not always equal to the convergence norm of R. In fact, we show that we can obtain any decay rate from a certain range by controlling only the transition structure at level zero, which is independent of R. We also consider the sequence of tandem queues that is constructed by restricting the waiting room of the first queue to some finite capacity, and then allowing this capacity to increase to infinity. We show that the decay rates for the finite truncations converge to a value, which is not necessarily the decay rate in the infinite waiting room case. Finally, we show that the probability that the process hits level n before level 0 given that it starts in level 1 decays at a rate which is not necessarily the same as the decay rate for the stationary distribution.

Useful representations of series solutions for transport problems

Simple techniques are presented for rearrangement of an infinite series in a systematic way such that the convergence of the resulting expression is accelerated. These procedures also allow calculation of required boundary derivatives. Several examples of conduction and diffusion-reaction problems illustrate the methods.

The impact of interpersonal and intergroup communication accommodation on perceptions of Chinese students in Australia

Using the framework of communication accommodation theory the authors examined convergence and maintenance on evaluations of Chinese and Australian students. In Study 1, Australian students judged interactions between an Anglo-Australian. and another interactant who either maintained his or converged in speech style. Results indicated that participants were aware of convergence but that speaker ethnicity (Anglo-Australian, Chinese Australian or Chinese national) was a stronger influence on evaluations and future intentions to interact with the speaker In Study 2, Australian students judged Chinese speakers who maintained communication style or converged on interpersonal speech markers, intergroup markers, or both types of markers. Results indicated that the more participants defined themselves in intergroup terms, the more positively they judged intergroup convergence relative to interpersonal convergence and maintenance. This points to the importance of distinguishing between, convergence on interpersonal and intergroup speech markers, and underlines the role of individual differences in the evaluation of convergence.

The eyes of deep-sea fish II. Functional morphology of the retina

Three different aspects of the morphological organisation of deep-sea fish retinae are reviewed: First, questions of general cell biological relevance are addressed with respect to the development and proliferation patterns of photoreceptors, and problems associated with the growth of multibank retinae, and with outer segment renewal are discussed in situations where there is no direct contact between the retinal pigment epithelium and the tips of rod outer segments. The second part deals with the neural portion of the deep-sea fish retina. Cell densities are greatly reduced, yet neurohistochemistry demonstrates that all major neurotransmitters and neuropeptides found in other vertebrate retinae are also present in deep-sea fish. Quantitatively, convergence rates in unspecialised parts of the retina are similar to those in nocturnal mammals. The differentiation of horizontal cells makes it unlikely that species with more than a single visual pigment are capable of colour vision. In the third part. the diversity of deep-sea fish retinae is highlighted. Based on the topography of ganglion cells, species are identified with areae or foveae located in various parts of the retina, giving them a greatly improved spatial resolving power in specific parts of their visual fields. The highest degree of specialisation is found in tubular eyes. This is demonstrated in a case study of the scopelarchid retina, where as many as seven regions with different degrees of differentiation can be distinguished, ranging from an area giganto cellularis, regions with grouped rods to retinal diverticulum. (C) 1998 Elsevier Science Ltd. All rights reserved.

New methods for determining quasi-stationary distributions for Markov chains

We shall be concerned with the problem of determining quasi-stationary distributions for Markovian models directly from their transition rates Q. We shall present simple conditions for a mu-invariant measure m for Q to be mu-invariant for the transition function, so that if m is finite, it can be normalized to produce a quasi-stationary distribution. (C) 2000 Elsevier Science Ltd. All rights reserved.

Numerical modelling of double diffusion driven reactive flow transport in deformable fluid-saturated porous media with particular consideration of temperature-dependent chemical reaction rates

Numerical methods ave used to solve double diffusion driven reactive flow transport problems in deformable fluid-saturated porous media. in particular, thp temperature dependent reaction rate in the non-equilibrium chemical reactions is considered. A general numerical solution method, which is a combination of the finite difference method in FLAG and the finite element method in FIDAP, to solve the fully coupled problem involving material deformation, pore-fluid flow, heat transfer and species transport/chemical reactions in deformable fluid-saturated porous media has been developed The coupled problem is divided into two subproblems which are solved interactively until the convergence requirement is met. Owing to the approximate nature of the numerical method, if is essential to justify the numerical solutions through some kind of theoretical analysis. This has been highlighted in this paper The related numerical results, which are justified by the theoretical analysis, have demonstrated that the proposed solution method is useful for and applicable to a wide range of fully coupled problems in the field of science and engineering.

Prey capture and accommodation in the sandlance, Limnichthyes fasciatus (Creediidae; Teleostei)

The eyes of the sandlance, Limnichthyes fasciatus (Creediidae. Teleostei) move independently and possess a refractive cornea, a convexiclivate fovea and a non-spherical lens giving rise to a wide separation of the nodal point from the axis of rotation of the eye much like that of a chameleon. To investigate this apparent convergence of the visual optics in these phylogenetically disparate species, we examine feeding behaviour and accommodation in the sandlance with special reference to the possibility that sandlances use accommodation as a depth cue to judge strike length. Frame-by-frame analysis of over 2000 strikes show a 100% success rate. Explosive strikes are completed in 50 ms over prey distances of four body lengths. Close-up video confirms that successful strikes can be initiated monocularly (both normally and after monocular occlusion) showing that binocular cues are not necessary to judge the length of a strike. Additional means of judging prey distance may also be derived from parallax information generated by rotation of the eye as suggested for chameleons. Using photorefraction on anaesthetised sandlances, accommodative changes were induced with acetylcholine and found to range between 120 D and 180 D at a speed of 600-720 D s(-1). The large range of accommodation (25% of the total power) is also thought to be mediated by corneal accommodation where the contraction of a unique cornealis muscle acts to change the corneal curvatures.

Robust Mixture Modelling Using the t Distribution

Normal mixture models are being increasingly used to model the distributions of a wide variety of random phenomena and to cluster sets of continuous multivariate data. However, for a set of data containing a group or groups of observations with longer than normal tails or atypical observations, the use of normal components may unduly affect the fit of the mixture model. In this paper, we consider a more robust approach by modelling the data by a mixture of t distributions. The use of the ECM algorithm to fit this t mixture model is described and examples of its use are given in the context of clustering multivariate data in the presence of atypical observations in the form of background noise.

A director theory for visco-elastic folding instabilities in multilayered rock

A model for finely layered visco-elastic rock proposed by us in previous papers is revisited and generalized to include couple stresses. We begin with an outline of the governing equations for the standard continuum case and apply a computational simulation scheme suitable for problems involving very large deformations. We then consider buckling instabilities in a finite, rectangular domain. Embedded within this domain, parallel to the longer dimension we consider a stiff, layered beam under compression. We analyse folding up to 40% shortening. The standard continuum solution becomes unstable for extreme values of the shear/normal viscosity ratio. The instability is a consequence of the neglect of the bending stiffness/viscosity in the standard continuum model. We suggest considering these effects within the framework of a couple stress theory. Couple stress theories involve second order spatial derivatives of the velocities/displacements in the virtual work principle. To avoid C-1 continuity in the finite element formulation we introduce the spin of the cross sections of the individual layers as an independent variable and enforce equality to the spin of the unit normal vector to the layers (-the director of the layer system-) by means of a penalty method. We illustrate the convergence of the penalty method by means of numerical solutions of simple shears of an infinite layer for increasing values of the penalty parameter. For the shear problem we present solutions assuming that the internal layering is oriented orthogonal to the surfaces of the shear layer initially. For high values of the ratio of the normal-to the shear viscosity the deformation concentrates in thin bands around to the layer surfaces. The effect of couple stresses on the evolution of folds in layered structures is also investigated. (C) 2002 Elsevier Science Ltd. All rights reserved.

Relative motions of Africa, Iberia and Europe during Alpine orogeny

A revised kinematic model for the motions of Africa and Iberia relative to Europe since the Middle Jurassic is presented in order to provide boundary conditions for Alpine-Mediterranean reconstructions. These motions were calculated using up-to-date kinematic data predominantly based on magnetic isochrons in the Atlantic Ocean and published by various authors during the last 15 years. It is shown that convergence of Africa with respect to Europe commenced during the Cretaceous Normal Superchron (CNS), between chrons MO and 34 (120-83 Ma). This motion was subjected to fluctuations in convergence rates characterised by two periods of relatively rapid convergence (during Late Cretaceous and Eocene-Oligocene times) that alternated with periods of slower convergence (during the Paleocene and since the Early Miocene). Distinct changes in plate kinematics are recognised in the motion of Iberia with respect to Europe, indicated by: (1) a Late Jurassic-Early Cretaceous left-lateral strike-slip motion; (2) Late Cretaceous convergence; (3) Paleocene quiescence; (4) a short period of right-lateral strike-slip motion; and (5) final Eocene-Oligocene convergence. Based on these results, it is speculated that a collisional episode in the Alpine orogeny at ca. 65 Ma resulted in a dramatic decrease in the relative plate motions and that a slower motion since the Early Miocene promoted extension in the Mediterranean back-arc basins. (C) 2002 Elsevier Science B.V. All rights reserved.

The impact of life stage and societal culture on subordinate influence ethics: A study of Brazil, China, Germany, and the US

In this paper, we investigate the effects of societal values and life stage on subordinate influence ethics. Based on the evolving crossvergence theory of macro-level predictors of values evolution, we demonstrate the applicability of crossvergence theory in the micro-level context. Furthermore, our study provides the first empirical multi-level analysis of influence ethics utilizing a multi pie-country sample. Thus, we illustrate how the breath of crossvergence can be expanded to provide a multi-level theoretical foundation of values and behavior evolution across cultures. Specifically, we integrate micro-level life stage theory and macro-level societal culture theory to concurrently assess the contributions of each theory in explaining subordinate influence ethics across the diverse societies of Brazil. China, Germany and the U.S. Consistent with previous research, we found significant societal differences in influence ethics. However, we also found that life stage theory played a significant role in understanding influence ethics. Thus, our findings expand the crossvergence perspective on societal change, indicating that key micro-level predictors (e.g., life stage) should be included in cross-cultural research. (C) 2009 Elsevier Inc. All rights reserved.