Zero-sum risk-sensitive stochastic games on a countable state space

Infinite horizon discounted-cost and ergodic-cost risk-sensitive zero-sum stochastic games for controlled Markov chains with countably many states are analyzed. Upper and lower values for these games are established. The existence of value and saddle-point equilibria in the class of Markov strategies is proved for the discounted-cost game. The existence of value and saddle-point equilibria in the class of stationary strategies is proved under the uniform ergodicity condition for the ergodic-cost game. The value of the ergodic-cost game happens to be the product of the inverse of the risk-sensitivity factor and the logarithm of the common Perron-Frobenius eigenvalue of the associated controlled nonlinear kernels. (C) 2013 Elsevier B.V. All rights reserved.

Analytical solutions for movement of cold water thermal front in a heterogeneous geothermal reservoir

In the present study an analytical model has been presented to describe the transient temperature distribution and advancement of the thermal front generated due to the reinjection of heat depleted water in a heterogeneous geothermal reservoir. One dimensional heat transport equation in porous media with advection and longitudinal heat conduction has been solved analytically using Laplace transform technique in a semi infinite medium. The heterogeneity of the porous medium is expressed by the spatial variation of the flow velocity and the longitudinal effective thermal conductivity of the medium. A simpler solution is also derived afterwards neglecting the longitudinal conduction depending on the situation where the contribution to the transient heat transport phenomenon in the porous media is negligible. Solution for a homogeneous aquifer with constant values of the rock and fluid parameters is also derived with an aim to compare the results with that of the heterogeneous one. The effect of some of the parameters involved, on the transient heat transport phenomenon is assessed by observing the variation of the results with different magnitudes of those parameters. Results prove the heterogeneity of the medium, the flow velocity and the longitudinal conductivity to have great influence and porosity to have negligible effect on the transient temperature distribution. (C) 2013 Elsevier Inc. All rights reserved.

Closed-form solutions for axially functionally graded Timoshenko beams having uniform cross-section and fixed-fixed boundary condition

In this paper, we study the free vibration of axially functionally graded (AFG) Timoshenko beams, with uniform cross-section and having fixed-fixed boundary condition. For certain polynomial variations of the material mass density, elastic modulus and shear modulus, along the length of the beam, there exists a fundamental closed form solution to the coupled second order governing differential equations with variable coefficients. It is found that there are an infinite number of non-homogeneous Timoshenko beams, with various material mass density, elastic modulus and shear modulus distributions having simple polynomial variations, which share the same fundamental frequency. The derived results can be used as benchmark solutions for testing approximate or numerical methods used for the vibration analysis of non-homogeneous Timoshenko beams. They can also be useful for designing fixed-fixed non-homogeneous Timoshenko beams which may be required to vibrate with a particular frequency. (C) 2013 Elsevier Ltd. All rights reserved.

A reexamination of some puzzling results in linearized elasticity

In this paper, we analyse three commonly discussed `flaws' of linearized elasticity theory and attempt to resolve them. The first `flaw' concerns cylindrically orthotropic material models. Since the work of Lekhnitskii (1968), there has been a growing body of work that continues to this day, that shows that infinite stresses arise with the use of a cylindrically orthotropic material model even in the case of linearized elasticity. Besides infinite stresses, interpenetration of matter is also shown to occur. These infinite stresses and interpenetration occur when the ratio of the circumferential Young modulus to the radial Young modulus is less than one. If the ratio is greater than one, then the stresses at the center of a spinning disk are found to be zero (recall that for an isotropic material model, the stresses are maximum at the center). Thus, the stresses go abruptly from a maximum value to a value of zero as the ratio is increased to a value even slightly above one! One of the explanations provided for this extremely anomalous behaviour is the failure of linearized elasticity to satisfy material frame-indifference. However, if this is the true cause, then the anomalous behaviour should also occur with the use of an isotropic material model, where, no such anomalies are observed. We show that the real cause of the problem is elsewhere and also show how these anomalies can be resolved. We also discuss how the formulation of linearized elastodynamics in the case of small deformations superposed on a rigid motion can be given in a succinct manner. Finally, we show how the long-standing problem of devising three compatibility relations instead of six can be resolved.

Local stability of a gravitating filament: a dispersion relation

Filamentary structures are ubiquitous in astrophysics and are observed at various scales. On a cosmological scale, matter is usually distributed along filaments, and filaments are also typical features of the interstellar medium. Within a cosmic filament, matter can contract and form galaxies, whereas an interstellar gas filament can clump into a series of bead-like structures that can then turn into stars. To investigate the growth of such instabilities, we derive a local dispersion relation for an idealized self-gravitating filament and study some of its properties. Our idealized picture consists of an infinite self-gravitating and rotating cylinder with pressure and density related by a polytropic equation of state. We assume no specific density distribution, treat matter as a fluid, and use hydrodynamics to derive the linearized equations that govern the local perturbations. We obtain a dispersion relation for axisymmetric perturbations and study its properties in the (kR, kz) phase space, where kR and kz are the radial and longitudinal wavenumbers, respectively. While the boundary between the stable and unstable regimes is symmetrical in kR and kz and analogous to the Jeans criterion, the most unstable mode displays an asymmetry that could constrain the shape of the structures that form within the filament. Here the results are applied to a fiducial interstellar filament, but could be extended for other astrophysical systems, such as cosmological filaments and tidal tails.

Analytical test functions for free vibration analysis of rotating non-homogeneous Timoshenko beams

In this paper, the governing equations for free vibration of a non-homogeneous rotating Timoshenko beam, having uniform cross-section, is studied using an inverse problem approach, for both cantilever and pinned-free boundary conditions. The bending displacement and the rotation due to bending are assumed to be simple polynomials which satisfy all four boundary conditions. It is found that for certain polynomial variations of the material mass density, elastic modulus and shear modulus, along the length of the beam, the assumed polynomials serve as simple closed form solutions to the coupled second order governing differential equations with variable coefficients. It is found that there are an infinite number of analytical polynomial functions possible for material mass density, shear modulus and elastic modulus distributions, which share the same frequency and mode shape for a particular mode. The derived results are intended to serve as benchmark solutions for testing approximate or numerical methods used for the vibration analysis of rotating non-homogeneous Timoshenko beams.

Asymptotic expansions for wavenumbers in orthotropic fluid-filled circular cylindrical shells for intermediate fluid loading

Coupled wavenumbers in infinite fluid-filled isotropic and orthotropic cylindrical shells are considered. Using the Donnell-Mushtari (DM) theory for thin shells, compact and elegant asymptotic expansions for the wavenumbers are found at an intermediate fluid loading for both the coupled rigid-duct modes (''fluid-originated'') and the coupled structural wavenumbers (''structure-originated modes'') over the entire frequency range where DM theory is valid. The coupled rigid-duct expansions are found to be valid for O(1) orthotropy and for all circumferential orders, whereas the coupled structural wavenumber expansions are valid for small orthotropy and for low circumferential orders. These two above results are then used to derive the expansions for a set of multiple complex roots that display a locking behavior at this intermediate fluid-loading. The expansions are matched with the numerical solutions of the coupled dispersion relation and the match is found to be good over most of the frequency range. (C) 2014 Acoustical Society of America.

Globally coupled stochastic two-state oscillators: Fluctuations due to finite numbers

Infinite arrays of coupled two-state stochastic oscillators exhibit well-defined steady states. We study the fluctuations that occur when the number N of oscillators in the array is finite. We choose a particular form of global coupling that in the infinite array leads to a pitchfork bifurcation from a monostable to a bistable steady state, the latter with two equally probable stationary states. The control parameter for this bifurcation is the coupling strength. In finite arrays these states become metastable: The fluctuations lead to distributions around the most probable states, with one maximum in the monostable regime and two maxima in the bistable regime. In the latter regime, the fluctuations lead to transitions between the two peak regions of the distribution. Also, we find that the fluctuations break the symmetry in the bimodal regime, that is, one metastable state becomes more probable than the other, increasingly so with increasing array size. To arrive at these results, we start from microscopic dynamical evolution equations from which we derive a Langevin equation that exhibits an interesting multiplicative noise structure. We also present a master equation description of the dynamics. Both of these equations lead to the same Fokker-Planck equation, the master equation via a 1/N expansion and the Langevin equation via standard methods of Ito calculus for multiplicative noise. From the Fokker-Planck equation we obtain an effective potential that reflects the transition from the monomodal to the bimodal distribution as a function of a control parameter. We present a variety of numerical and analytic results that illustrate the strong effects of the fluctuations. We also show that the limits N -> infinity and t -> infinity(t is the time) do not commute. In fact, the two orders of implementation lead to drastically different results.

Dynamical localization in a chain of hard core bosons under periodic driving

We study the dynamics of a one-dimensional lattice model of hard core bosons which is initially in a superfluid phase with a current being induced by applying a twist at the boundary. Subsequently, the twist is removed, and the system is subjected to periodic delta-function kicks in the staggered on-site potential. We present analytical expressions for the current and work done in the limit of an infinite number of kicks. Using these, we show that the current (work done) exhibits a number of dips (peaks) as a function of the driving frequency and eventually saturates to zero (a finite value) in the limit of large frequency. The vanishing of the current (and the saturation of the work done) can be attributed to a dynamic localization of the hard core bosons occurring as a consequence of the periodic driving. Remarkably, we show that for some specific values of the driving amplitude, the localization occurs for any value of the driving frequency. Moreover, starting from a half-filled lattice of hard core bosons with the particles localized in the central region, we show that the spreading of the particles occurs in a light-cone-like region with a group velocity that vanishes when the system is dynamically localized.

Majorana edge modes in the Kitaev model

We study the Majorana modes, both equilibrium and Floquet, which can appear at the edges of the Kitaev model on the honeycomb lattice. We first present the analytical solutions known for the equilibrium Majorana edge modes for both zigzag and armchair edges of a semi-infinite Kitaev model and chart the parameter regimes in which they appear. We then examine how edge modes can be generated if the Kitaev coupling on the bonds perpendicular to the edge is varied periodically in time as periodic delta-function kicks. We derive a general condition for the appearance and disappearance of the Floquet edge modes as a function of the drive frequency for a generic d-dimensional integrable system. We confirm this general condition for the Kitaev model with a finite width by mapping it to a one-dimensional model. Our numerical and analytical study of this problem shows that Floquet Majorana modes can appear on some edges in the kicked system even when the corresponding equilibrium Hamiltonian has no Majorana mode solutions on those edges. We support our analytical studies by numerics for a finite sized system which show that periodic kicks can generate modes at the edges and the corners of the lattice.

Higher spin entanglement entropy from CFT

We consider free fermion and free boson CFTs in two dimensions, deformed by a chemical potential mu for the spin-three current. For the CFT on the infinite spatial line, we calculate the finite temperature entanglement entropy of a single interval perturbatively to second order in mu in each of the theories. We find that the result in each case is given by the same non-trivial function of temperature and interval length. Remarkably, we further obtain the same formula using a recent Wilson line proposal for the holographic entanglement entropy, in holomorphically factorized form, associated to the spin-three black hole in SL(3, R) x SL(3, R) Chern-Simons theory. Our result suggests that the order mu(2) correction to the entanglement entropy may be universal for W-algebra CFTs with spin-three chemical potential, and constitutes a check of the holographic entanglement entropy proposal for higher spin theories of gravity in AdS(3).

Self-assembly of Chloro-Bridged Arene-Ruthenium Based Rectangle: Synthesis, Structural Characterization and Sensing Study

Self-assembly of a chloro-bridged half-sandwich p-cymene ruthenium(II) complex Ru-2(mu-Cl-2)(eta(6)-p-cymene)(2)Cl-2] 1 with linear ditopic donor L; trans-1,2-bis(4-pyridyl) ethylene] in presence of 2 eq. AgNO3 in CH3CN yielded a chloro-bridged molecular rectangle 2. The rectangle 2 was isolated as nitrate salt in high yield (90 %) and characterized by infra-red, H-1 NMR spectroscopy including ESI-MS analyses. Molecular structure of 2 was determined by single crystal X-ray diffraction study The diffraction analysis shows that 2 adopts a tetranuclear rectangular geometry with the dimensions of 5.51 angstrom x 13.29 angstrom and forming an infinite supramolecular chain with large internal porosity arising through multiple pi-pi and CH-pi interactions between the adjacent rectangles. Furthermore, rectangle 2 is used as selective receptor for phenolic-nitroaromatic compounds such as picric acid, dinitrophenol and nitrophenol.

Risk-sensitive control of continuous time Markov chains

We study risk-sensitive control of continuous time Markov chains taking values in discrete state space. We study both finite and infinite horizon problems. In the finite horizon problem we characterize the value function via Hamilton Jacobi Bellman equation and obtain an optimal Markov control. We do the same for infinite horizon discounted cost case. In the infinite horizon average cost case we establish the existence of an optimal stationary control under certain Lyapunov condition. We also develop a policy iteration algorithm for finding an optimal control.

Diffusion on a rugged energy landscape with spatial correlations

Rugged energy landscapes find wide applications in diverse fields ranging from astrophysics to protein folding. We study the dependence of diffusion coefficient (D) of a Brownian particle on the distribution width (epsilon) of randomness in a Gaussian random landscape by simulations and theoretical analysis. We first show that the elegant expression of Zwanzig Proc. Natl. Acad. Sci. U.S.A. 85, 2029 (1988)] for D(epsilon) can be reproduced exactly by using the Rosenfeld diffusion-entropy scaling relation. Our simulations show that Zwanzig's expression overestimates D in an uncorrelated Gaussian random lattice - differing by almost an order of magnitude at moderately high ruggedness. The disparity originates from the presence of ``three-site traps'' (TST) on the landscape - which are formed by the presence of deep minima flanked by high barriers on either side. Using mean first passage time formalism, we derive a general expression for the effective diffusion coefficient in the presence of TST, that quantitatively reproduces the simulation results and which reduces to Zwanzig's form only in the limit of infinite spatial correlation. We construct a continuous Gaussian field with inherent correlation to establish the effect of spatial correlation on random walk. The presence of TSTs at large ruggedness (epsilon >> k(B)T) gives rise to an apparent breakdown of ergodicity of the type often encountered in glassy liquids. (C) 2014 AIP Publishing LLC.

Checking Liveness Properties of Presburger Counter Systems Using Reachability Analysis

Counter systems are a well-known and powerful modeling notation for specifying infinite-state systems. In this paper we target the problem of checking liveness properties in counter systems. We propose two semi decision techniques towards this, both of which return a formula that encodes the set of reachable states of the system that satisfy a given liveness property. A novel aspect of our techniques is that they use reachability analysis techniques, which are well studied in the literature, as black boxes, and are hence able to compute precise answers on a much wider class of systems than previous approaches for the same problem. Secondly, they compute their results by iterative expansion or contraction, and hence permit an approximate solution to be obtained at any point. We state the formal properties of our techniques, and also provide experimental results using standard benchmarks to show the usefulness of our approaches. Finally, we sketch an extension of our liveness checking approach to check general CTL properties.