Analytical results on Muller's ratchet effect in growing populations

Fontanari introduced [Phys. Rev. Lett. 91, 218101 (2003)] a model for studying Muller's ratchet phenomenon in growing asexual populations. They studied two situations, either including a death probability for each newborn or not, but were able to find analytical (recursive) expressions only in the no-decay case. In this Brief Report a branching process formalism is used to find recurrence equations that generalize the analytical results of the original paper besides confirming the interesting effects their simulations revealed.

Exact nonequilibrium work generating function for a small classical system

We obtain the exact nonequilibrium work generating function (NEWGF) for a small system consisting of a massive Brownian particle connected to internal and external springs. The external work is provided to the system for a finite-time interval. The Jarzynski equality, obtained in this case directly from the NEWGF, is shown to be valid for the present model, in an exact way regardless of the rate of external work.

Context tree selection: A unifying view

Context tree models have been introduced by Rissanen in [25] as a parsimonious generalization of Markov models. Since then, they have been widely used in applied probability and statistics. The present paper investigates non-asymptotic properties of two popular procedures of context tree estimation: Rissanen's algorithm Context and penalized maximum likelihood. First showing how they are related, we prove finite horizon bounds for the probability of over- and under-estimation. Concerning overestimation, no boundedness or loss-of-memory conditions are required: the proof relies on new deviation inequalities for empirical probabilities of independent interest. The under-estimation properties rely on classical hypotheses for processes of infinite memory. These results improve on and generalize the bounds obtained in Duarte et al. (2006) [12], Galves et al. (2008) [18], Galves and Leonardi (2008) [17], Leonardi (2010) [22], refining asymptotic results of Buhlmann and Wyner (1999) [4] and Csiszar and Talata (2006) [9]. (C) 2011 Elsevier B.V. All rights reserved.

Exceptional times for the dynamical discrete web

The dynamical discrete web (DyDW), introduced in the recent work of Howitt and Warren, is a system of coalescing simple symmetric one-dimensional random walks which evolve in an extra continuous dynamical time parameter tau. The evolution is by independent updating of the underlying Bernoulli variables indexed by discrete space-time that define the discrete web at any fixed tau. In this paper, we study the existence of exceptional (random) values of tau where the paths of the web do not behave like usual random walks and the Hausdorff dimension of the set of such exceptional tau. Our results are motivated by those about exceptional times for dynamical percolation in high dimension by Haggstrom, Peres and Steif, and in dimension two by Schramm and Steif. The exceptional behavior of the walks in the DyDW is rather different from the situation for the dynamical random walks of Benjamini, Haggstrom, Peres and Steif. For example, we prove that the walk from the origin S(0)(tau) violates the law of the iterated logarithm (LIL) on a set of tau of Hausdorff dimension one. We also discuss how these and other results should extend to the dynamical Brownian web, the natural scaling limit of the DyDW. (C) 2009 Elsevier B.V. All rights reserved.

Hitting and returning to rare events for all alpha-mixing processes

We prove that for any a-mixing stationary process the hitting time of any n-string A(n) converges, when suitably normalized, to an exponential law. We identify the normalization constant lambda(A(n)). A similar statement holds also for the return time. To establish this result we prove two other results of independent interest. First, we show a relation between the rescaled hitting time and the rescaled return time, generalizing a theorem of Haydn, Lacroix and Vaienti. Second, we show that for positive entropy systems, the probability of observing any n-string in n consecutive observations goes to zero as n goes to infinity. (c) 2010 Elsevier B.V. All rights reserved.

Multifractality in the random parameter model for multivariate time series

The Random Parameter model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we explore the scaling properties of the model, as observed in the multifractal structure of the simulated time series. We use the Wavelet Transform Modulus Maxima technique to obtain the multifractal spectrum dependence with the parameters of the model. The model shows a scaling structure compatible with the stylized facts for a reasonable choice of the parameter values. (C) 2009 Elsevier B.V. All rights reserved.

A Fault-Tolerant Manipulator Robot Based on H(2), H(infinity), and Mixed H(2)/H(infinity) Markovian Controls

This paper develops a Markovian jump model to describe the fault occurrence in a manipulator robot of three joints. This model includes the changes of operation points and the probability that a fault occurs in an actuator. After a fault, the robot works as a manipulator with free joints. Based on the developed model, a comparative study among three Markovian controllers, H(2), H(infinity), and mixed H(2)/H(infinity) is presented, applied in an actual manipulator robot subject to one and two consecutive faults.

Timoshenko versus Euler beam theory: Pitfalls of a deterministic approach

The selection criteria for Euler-Bernoulli or Timoshenko beam theories are generally given by means of some deterministic rule involving beam dimensions. The Euler-Bernoulli beam theory is used to model the behavior of flexure-dominated (or ""long"") beams. The Timoshenko theory applies for shear-dominated (or ""short"") beams. In the mid-length range, both theories should be equivalent, and some agreement between them would be expected. Indeed, it is shown in the paper that, for some mid-length beams, the deterministic displacement responses for the two theories agrees very well. However, the article points out that the behavior of the two beam models is radically different in terms of uncertainty propagation. In the paper, some beam parameters are modeled as parameterized stochastic processes. The two formulations are implemented and solved via a Monte Carlo-Galerkin scheme. It is shown that, for uncertain elasticity modulus, propagation of uncertainty to the displacement response is much larger for Timoshenko beams than for Euler-Bernoulli beams. On the other hand, propagation of the uncertainty for random beam height is much larger for Euler beam displacements. Hence, any reliability or risk analysis becomes completely dependent on the beam theory employed. The authors believe this is not widely acknowledged by the structural safety or stochastic mechanics communities. (C) 2010 Elsevier Ltd. All rights reserved.

The random barrier-crossing problem

This paper addresses the time-variant reliability analysis of structures with random resistance or random system parameters. It deals with the problem of a random load process crossing a random barrier level. The implications of approximating the arrival rate of the first overload by an ensemble-crossing rate are studied. The error involved in this so-called ""ensemble-crossing rate"" approximation is described in terms of load process and barrier distribution parameters, and in terms of the number of load cycles. Existing results are reviewed, and significant improvements involving load process bandwidth, mean-crossing frequency and time are presented. The paper shows that the ensemble-crossing rate approximation can be accurate enough for problems where load process variance is large in comparison to barrier variance, but especially when the number of load cycles is small. This includes important practical applications like random vibration due to impact loadings and earthquake loading. Two application examples are presented, one involving earthquake loading and one involving a frame structure subject to wind and snow loadings. (C) 2007 Elsevier Ltd. All rights reserved.

Distribution systems fault analysis considering fault resistance estimation

Fault resistance is a critical component of electric power systems operation due to its stochastic nature. If not considered, this parameter may interfere in fault analysis studies. This paper presents an iterative fault analysis algorithm for unbalanced three-phase distribution systems that considers a fault resistance estimate. The proposed algorithm is composed by two sub-routines, namely the fault resistance and the bus impedance. The fault resistance sub-routine, based on local fault records, estimates the fault resistance. The bus impedance sub-routine, based on the previously estimated fault resistance, estimates the system voltages and currents. Numeric simulations on the IEEE 37-bus distribution system demonstrate the algorithm`s robustness and potential for offline applications, providing additional fault information to Distribution Operation Centers and enhancing the system restoration process. (C) 2011 Elsevier Ltd. All rights reserved.

Hybrid fault diagnosis scheme implementation for power distribution systems automation

Power distribution automation and control are import-ant tools in the current restructured electricity markets. Unfortunately, due to its stochastic nature, distribution systems faults are hardly avoidable. This paper proposes a novel fault diagnosis scheme for power distribution systems, composed by three different processes: fault detection and classification, fault location, and fault section determination. The fault detection and classification technique is wavelet based. The fault-location technique is impedance based and uses local voltage and current fundamental phasors. The fault section determination method is artificial neural network based and uses the local current and voltage signals to estimate the faulted section. The proposed hybrid scheme was validated through Alternate Transient Program/Electromagentic Transients Program simulations and was implemented as embedded software. It is currently used as a fault diagnosis tool in a Southern Brazilian power distribution company.

A safety assessment methodology applied to CNS/ATM-based air traffic control system

In the last decades, the air traffic system has been changing to adapt itself to new social demands, mainly the safe growth of worldwide traffic capacity. Those changes are ruled by the Communication, Navigation, Surveillance/Air Traffic Management (CNS/ATM) paradigm, based on digital communication technologies (mainly satellites) as a way of improving communication, surveillance, navigation and air traffic management services. However, CNS/ATM poses new challenges and needs, mainly related to the safety assessment process. In face of these new challenges, and considering the main characteristics of the CNS/ATM, a methodology is proposed at this work by combining ""absolute"" and ""relative"" safety assessment methods adopted by the International Civil Aviation Organization (ICAO) in ICAO Doc.9689 [14], using Fluid Stochastic Petri Nets (FSPN) as the modeling formalism, and compares the safety metrics estimated from the simulation of both the proposed (in analysis) and the legacy system models. To demonstrate its usefulness, the proposed methodology was applied to the ""Automatic Dependent Surveillance-Broadcasting"" (ADS-B) based air traffic control system. As conclusions, the proposed methodology assured to assess CNS/ATM system safety properties, in which FSPN formalism provides important modeling capabilities, and discrete event simulation allowing the estimation of the desired safety metric. (C) 2011 Elsevier Ltd. All rights reserved.

Modelagem de dados de entrada para simulação estocástica de lavra

Mine simulation depends on data that is both coherent and representative of the mining operation. This paper describes a methodology for modeling operational data which has been developed for mine simulation. The methodology has been applied to a case study of an open-pit mine, where the cycle times of the truck fleet have been modeled for mine simulation purposes. The results obtained have shown that once the operational data has been treated using the proposed methodology, the system variables have proven to be adherent to theoretical distributions. The research indicated the need jar tracking the origin of data inconsistencies through the development of a process to manage inconsistent data from the mining operation.

Mechanical Blocking Mechanism for the Columnar to Equiaxed Transition

Mechanical blocking of the columnar front during the columnar to equiaxed transition (CET) is studied by quantitatively comparing the CET positions obtained with one stochastic model and two deterministic models for the unidirectional solidification of an Al-7 (wt pct) Si alloy. One of the deterministic models is based on the solutal blocking of the columnar front, whereas the other model is based on the mechanical blocking. The solutal-blocking model and the mechanical-blocking model with the traditional blocking fraction of 0.49 give columnar zones larger than those predicted with the stochastic model. When a blocking fraction of 0.2 is adopted, however, the agreement is very good for a range of nucleation undercoolings and number density of equiaxed grains. Therefore, changing the mechanical-blocking fraction in deterministic models from 0.49 to 0.2 seems to model more accurately the mechanical-blocking process that can lead to the CET.

Vibratory noise to the fingertip enhances balance improvement associated with light touch

Light touch of a fingertip on an external stable surface greatly improves the postural stability of standing subjects. The hypothesis of the present work was that a vibrating surface could increase the effectiveness of fingertip signaling to the central nervous system (e.g., by a stochastic resonance mechanism) and hence improve postural stability beyond that achieved by light touch. Subjects stood quietly over a force plate while touching with their right index fingertip a surface that could be either quiescent or randomly vibrated at two low-level noise intensities. The vibratory noise of the contact surface caused a significant decrease in postural sway, as assessed by center of pressure measures in both time and frequency domains. Complementary experiments were designed to test whether postural control improvements were associated with a stochastic resonance mechanism or whether attentional mechanisms could be contributing. A full curve relating body sway parameters and different levels of vibratory noise resulted in a U-like function, suggesting that the improvement in sway relied on a stochastic resonance mechanism. Additionally, no decrease in postural sway was observed when the vibrating contact surface was attached to the subject`s body, suggesting that no attentional mechanisms were involved. These results indicate that sensory cues obtained from the fingertip need not necessarily be associated with static contact surfaces to cause improvement in postural stability. A low-level noisy vibration applied to the contact surface could lead to a better performance of the postural control system.