Design and performance analysis of a signal detector based on suprathreshold stochastic resonance

This paper presents the design and performance analysis of a detector based on suprathreshold stochastic resonance (SSR) for the detection of deterministic signals in heavy-tailed non-Gaussian noise. The detector consists of a matched filter preceded by an SSR system which acts as a preprocessor. The SSR system is composed of an array of 2-level quantizers with independent and identically distributed (i.i.d) noise added to the input of each quantizer. The standard deviation sigma of quantizer noise is chosen to maximize the detection probability for a given false alarm probability. In the case of a weak signal, the optimum sigma also minimizes the mean-square difference between the output of the quantizer array and the output of the nonlinear transformation of the locally optimum detector. The optimum sigma depends only on the probability density functions (pdfs) of input noise and quantizer noise for weak signals, and also on the signal amplitude and the false alarm probability for non-weak signals. Improvement in detector performance stems primarily from quantization and to a lesser extent from the optimization of quantizer noise. For most input noise pdfs, the performance of the SSR detector is very close to that of the optimum detector. (C) 2012 Elsevier B.V. All rights reserved.

Density matrix renormalization group algorithm for Bethe lattices of spin-1/2 or spin-1 sites with Heisenberg antiferromagnetic exchange

A density matrix renormalization group (DMRG) algorithm is presented for the Bethe lattice with connectivity Z = 3 and antiferromagnetic exchange between nearest-neighbor spins s = 1/2 or 1 sites in successive generations g. The algorithm is accurate for s = 1 sites. The ground states are magnetic with spin S(g) = 2(g)s, staggered magnetization that persists for large g > 20, and short-range spin correlation functions that decrease exponentially. A finite energy gap to S > S(g) leads to a magnetization plateau in the extended lattice. Closely similar DMRG results for s = 1/2 and 1 are interpreted in terms of an analytical three-site model.

A novel ``pro-sensitizer'' based sensing of enzymes using Tb(III) luminescence in a hydrogel matrix

Chemically synthesized ``pro-sensitizers'' release the sensitizer in the presence of lipase or beta-glucosidase, triggering a significant luminescence response from a lanthanide based hydrogel.

Stabilization of stochastic approximation by step size adaptation

A scheme for stabilizing stochastic approximation iterates by adaptively scaling the step sizes is proposed and analyzed. This scheme leads to the same limiting differential equation as the original scheme and therefore has the same limiting behavior, while avoiding the difficulties associated with projection schemes. The proof technique requires only that the limiting o.d.e. descend a certain Lyapunov function outside an arbitrarily large bounded set. (C) 2012 Elsevier B.V. All rights reserved.

Ag@AgI, Core@Shell Structure in Agarose Matrix as Hybrid: Synthesis, Characterization, and Antimicrobial Activity

A novel in situ core@shell structure consisting of nanoparticles of Ag (Ag Nps) and AgI in agarose matrix (Ag@ AgI/agarose) has been synthesized as a hybrid, in order to have an efficient antibacterial agent for repetitive usage with no toxicity. The synthesized core@shell structure is very well characterized by XRD, UV-visible, photoluminescence, and TEM. A detailed antibacterial studies including repetitive cycles are carried out on Gram-negative Escherichia coli (E. coli) and Gram-positive Staphylococcus aureus (S. aureus) bacteria in saline water, both in dark and on exposure to visible light. The hybrid could be recycled for the antibacterial activity and is nontoxic toward human cervical cancer cells (HeLa cells). The water insoluble Ag@AgI in agarose matrix forms a good coating on quartz, having good mechanical strength. EPR and TEM studies are carried out on the Ag@AgI/agarose and the bacteria, respectively, to elucidate a possible mechanism for killing of the bacteria.

An invariant subspace-based approach to the random eigenvalue problem of systems with clustered spectrum

The repeated or closely spaced eigenvalues and corresponding eigenvectors of a matrix are usually very sensitive to a perturbation of the matrix, which makes capturing the behavior of these eigenpairs very difficult. Similar difficulty is encountered in solving the random eigenvalue problem when a matrix with random elements has a set of clustered eigenvalues in its mean. In addition, the methods to solve the random eigenvalue problem often differ in characterizing the problem, which leads to different interpretations of the solution. Thus, the solutions obtained from different methods become mathematically incomparable. These two issues, the difficulty of solving and the non-unique characterization, are addressed here. A different approach is used where instead of tracking a few individual eigenpairs, the corresponding invariant subspace is tracked. The spectral stochastic finite element method is used for analysis, where the polynomial chaos expansion is used to represent the random eigenvalues and eigenvectors. However, the main concept of tracking the invariant subspace remains mostly independent of any such representation. The approach is successfully implemented in response prediction of a system with repeated natural frequencies. It is found that tracking only an invariant subspace could be sufficient to build a modal-based reduced-order model of the system. Copyright (C) 2012 John Wiley & Sons, Ltd.

Synchronization of globally coupled two-state stochastic oscillators with a state-dependent refractory period

We present a model of identical coupled two-state stochastic units, each of which in isolation is governed by a fixed refractory period. The nonlinear coupling between units directly affects the refractory period, which now depends on the global state of the system and can therefore itself become time dependent. At weak coupling the array settles into a quiescent stationary state. Increasing coupling strength leads to a saddle node bifurcation, beyond which the quiescent state coexists with a stable limit cycle of nonlinear coherent oscillations. We explicitly determine the critical coupling constant for this transition.

SPLIT-STEP FORWARD MILSTEIN METHOD FOR STOCHASTIC DIFFERENTIAL EQUATIONS

In this paper, we consider the problem of computing numerical solutions for stochastic differential equations (SDEs) of Ito form. A fully explicit method, the split-step forward Milstein (SSFM) method, is constructed for solving SDEs. It is proved that the SSFM method is convergent with strong order gamma = 1 in the mean-square sense. The analysis of stability shows that the mean-square stability properties of the method proposed in this paper are an improvement on the mean-square stability properties of the Milstein method and three stage Milstein methods.

Zero-Sum Risk-Sensitive Stochastic Differential Games

We study zero-sum risk-sensitive stochastic differential games on the infinite horizon with discounted and ergodic payoff criteria. Under certain assumptions, we establish the existence of values and saddle-point equilibria. We obtain our results by studying the corresponding Hamilton-Jacobi-Isaacs equations. Finally, we show that the value of the ergodic payoff criterion is a constant multiple of the maximal eigenvalue of the generators of the associated nonlinear semigroups.

Existence of Value in Stochastic Differential Games of Mixed Type

In this article, we address stochastic differential games of mixed type with both control and stopping times. Under standard assumptions, we show that the value of the game can be characterized as the unique viscosity solution of corresponding Hamilton-Jacobi-Isaacs (HJI) variational inequalities.

On the microstructure-tensile property correlations in bulk metallic glass matrix composites with crystalline dendrites

Bulk metallic glass (BMG) matrix composites with crystalline dendrites as reinforcements exhibit a wide variance in their microstructures (and thus mechanical properties), which in turn can be attributed to the processing route employed, which affects the size and distribution of the dendrites. A critical investigation on the microstructure and tensile properties of Zr/Ti-based BMG composites of the same composition, but produced by different routes, was conducted so as to identify ``structure-property'' connections in these materials. This was accomplished by employing four different processing methods-arc melting, suction casting, semi-solid forging and induction melting on a water-cooled copper boat-on composites with two different dendrite volume fractions, V-d. The change in processing parameters only affects microstructural length scales such as the interdendritic spacing, lambda, and dendrite size, delta, whereas compositions of the matrix and dendrite are unaffected. Broadly, the composite's properties are insensitive to the microstructural length scales when V-d is high (similar to 75%), whereas they become process dependent for relatively lower V-d (similar to 55%). Larger delta in arc-melted and forged specimens result in higher ductility (7-9%) and lower hardening rates, whereas smaller dendrites increase the hardening rate. A bimodal distribution of dendrites offers excellent ductility at a marginal cost of yield strength. Finer lambda result in marked improvements in both ductility and yield strength, due to the confinement of shear band nucleation sites in smaller volumes of the glassy phase. Forging in the semi-solid state imparts such a microstructure. (c) 2012 Acta Materialia Inc. Published by Elsevier Ltd. All rights reserved.

Stochastic Simulations Suggest that HIV-1 Survives Close to Its Error Threshold

The use of mutagenic drugs to drive HIV-1 past its error threshold presents a novel intervention strategy, as suggested by the quasispecies theory, that may be less susceptible to failure via viral mutation-induced emergence of drug resistance than current strategies. The error threshold of HIV-1, mu(c), however, is not known. Application of the quasispecies theory to determine mu(c) poses significant challenges: Whereas the quasispecies theory considers the asexual reproduction of an infinitely large population of haploid individuals, HIV-1 is diploid, undergoes recombination, and is estimated to have a small effective population size in vivo. We performed population genetics-based stochastic simulations of the within-host evolution of HIV-1 and estimated the structure of the HIV-1 quasispecies and mu(c). We found that with small mutation rates, the quasispecies was dominated by genomes with few mutations. Upon increasing the mutation rate, a sharp error catastrophe occurred where the quasispecies became delocalized in sequence space. Using parameter values that quantitatively captured data of viral diversification in HIV-1 patients, we estimated mu(c) to be 7 x 10(-5) -1 x 10(-4) substitutions/site/replication, similar to 2-6 fold higher than the natural mutation rate of HIV-1, suggesting that HIV-1 survives close to its error threshold and may be readily susceptible to mutagenic drugs. The latter estimate was weakly dependent on the within-host effective population size of HIV-1. With large population sizes and in the absence of recombination, our simulations converged to the quasispecies theory, bridging the gap between quasispecies theory and population genetics-based approaches to describing HIV-1 evolution. Further, mu(c) increased with the recombination rate, rendering HIV-1 less susceptible to error catastrophe, thus elucidating an added benefit of recombination to HIV-1. Our estimate of mu(c) may serve as a quantitative guideline for the use of mutagenic drugs against HIV-1.

Nonlocal continuum mechanics based ultrasonic flexural wave dispersion characteristics of a monolayer graphene embedded in polymer matrix

Wave propagation in graphene sheet embedded in elastic medium (polymer matrix) has been a topic of great interest in nanomechanics of graphene sheets, where the equivalent continuum models are widely used. In this manuscript, we examined this issue by incorporating the nonlocal theory into the classical plate model. The influence of the nonlocal scale effects has been investigated in detail. The results are qualitatively different from those obtained based on the local/classical plate theory and thus, are important for the development of monolayer graphene-based nanodevices. In the present work, the graphene sheet is modeled as an isotropic plate of one-atom thick. The chemical bonds are assumed to be formed between the graphene sheet and the elastic medium. The polymer matrix is described by a Pasternak foundation model, which accounts for both normal pressure and the transverse shear deformation of the surrounding elastic medium. When the shear effects are neglected, the model reduces to Winkler foundation model. The normal pressure or Winkler elastic foundation parameter is approximated as a series of closely spaced, mutually independent, vertical linear elastic springs where the foundation modulus is assumed equivalent to stiffness of the springs. For this model, the nonlocal governing differential equations of motion are derived from the minimization of the total potential energy of the entire system. An ultrasonic type of flexural wave propagation model is also derived and the results of the wave dispersion analysis are shown for both local and nonlocal elasticity calculations. From this analysis we show that the elastic matrix highly affects the flexural wave mode and it rapidly increases the frequency band gap of flexural mode. The flexural wavenumbers obtained from nonlocal elasticity calculations are higher than the local elasticity calculations. The corresponding wave group speeds are smaller in nonlocal calculation as compared to local elasticity calculation. The effect of y-directional wavenumber (eta(q)) on the spectrum and dispersion relations of the graphene embedded in polymer matrix is also observed. We also show that the cut-off frequencies of flexural wave mode depends not only on the y-direction wavenumber but also on nonlocal scaling parameter (e(0)a). The effect of eta(q) and e(0)a on the cut-off frequency variation is also captured for the cases of with and without elastic matrix effect. For a given nanostructure, nonlocal small scale coefficient can be obtained by matching the results from molecular dynamics (MD) simulations and the nonlocal elasticity calculations. At that value of the nonlocal scale coefficient, the waves will propagate in the nanostructure at that cut-off frequency. In the present paper, different values of e(0)a are used. One can get the exact e(0)a for a given graphene sheet by matching the MD simulation results of graphene with the results presented in this article. (c) 2012 Elsevier Ltd. All rights reserved.

General-sum stochastic games: Verifiability conditions for Nash equilibria

Unlike zero-sum stochastic games, a difficult problem in general-sum stochastic games is to obtain verifiable conditions for Nash equilibria. We show in this paper that by splitting an associated non-linear optimization problem into several sub-problems, characterization of Nash equilibria in a general-sum discounted stochastic games is possible. Using the aforementioned sub-problems, we in fact derive a set of necessary and sufficient verifiable conditions (termed KKT-SP conditions) for a strategy-pair to result in Nash equilibrium. Also, we show that any algorithm which tracks the zero of the gradient of the Lagrangian of every sub-problem provides a Nash strategy-pair. (c) 2012 Elsevier Ltd. All rights reserved.

q-Gaussian based Smoothed Functional Algorithms for Stochastic Optimization

The q-Gaussian distribution results from maximizing certain generalizations of Shannon entropy under some constraints. The importance of q-Gaussian distributions stems from the fact that they exhibit power-law behavior, and also generalize Gaussian distributions. In this paper, we propose a Smoothed Functional (SF) scheme for gradient estimation using q-Gaussian distribution, and also propose an algorithm for optimization based on the above scheme. Convergence results of the algorithm are presented. Performance of the proposed algorithm is shown by simulation results on a queuing model.