Risk-sensitive optimal feedback control accounts for sensorimotor behavior under uncertainty.

Many aspects of human motor behavior can be understood using optimality principles such as optimal feedback control. However, these proposed optimal control models are risk-neutral; that is, they are indifferent to the variability of the movement cost. Here, we propose the use of a risk-sensitive optimal controller that incorporates movement cost variance either as an added cost (risk-averse controller) or as an added value (risk-seeking controller) to model human motor behavior in the face of uncertainty. We use a sensorimotor task to test the hypothesis that subjects are risk-sensitive. Subjects controlled a virtual ball undergoing Brownian motion towards a target. Subjects were required to minimize an explicit cost, in points, that was a combination of the final positional error of the ball and the integrated control cost. By testing subjects on different levels of Brownian motion noise and relative weighting of the position and control cost, we could distinguish between risk-sensitive and risk-neutral control. We show that subjects change their movement strategy pessimistically in the face of increased uncertainty in accord with the predictions of a risk-averse optimal controller. Our results suggest that risk-sensitivity is a fundamental attribute that needs to be incorporated into optimal feedback control models.

Electroosmotic flow analysis of a branched U-turn nanofluidic device.

In this paper, we present the analysis of electroosmotic flow in a branched -turn nanofluidic device, which we developed for detection and sorting of single molecules. The device, where the channel depth is only 150 nm, is designed to optically detect fluorescence from a volume as small as 270 attolitres (al) with a common wide-field fluorescent setup. We use distilled water as the liquid, in which we dilute 110 nm fluorescent beads employed as tracer-particles. Quantitative imaging is used to characterize the pathlines and velocity distribution of the electroosmotic flow in the device. Due to the device's complex geometry, the electroosmotic flow cannot be solved analytically. Therefore we use numerical flow simulation to model our device. Our results show that the deviation between measured and simulated data can be explained by the measured Brownian motion of the tracer-particles, which was not incorporated in the simulation.

Risk-sensitive optimal feedback control accounts for sensorimotor behavior under uncertainty

Many aspects of human motor behavior can be understood using optimality principles such as optimal feedback control. However, these proposed optimal control models are risk-neutral; that is, they are indifferent to the variability of the movement cost. Here, we propose the use of a risk-sensitive optimal controller that incorporates movement cost variance either as an added cost (risk-averse controller) or as an added value (risk-seeking controller) to model human motor behavior in the face of uncertainty. We use a sensorimotor task to test the hypothesis that subjects are risk-sensitive. Subjects controlled a virtual ball undergoing Brownian motion towards a target. Subjects were required to minimize an explicit cost, in points, that was a combination of the final positional error of the ball and the integrated control cost. By testing subjects on different levels of Brownian motion noise and relative weighting of the position and control cost, we could distinguish between risk-sensitive and risk-neutral control. We show that subjects change their movement strategy pessimistically in the face of increased uncertainty in accord with the predictions of a risk-averse optimal controller. Our results suggest that risk-sensitivity is a fundamental attribute that needs to be incorporated into optimal feedback control models. © 2010 Nagengast et al.

Estimation of long-run parameters in unbalanced cointegration

This paper analyses the asymptotic properties of nonlinear least squares estimators of the long run parameters in a bivariate unbalanced cointegration framework. Unbalanced cointegration refers to the situation where the integration orders of the observables are different, but their corresponding balanced versions (with equal integration orders after filtering) are cointegrated in the usual sense. Within this setting, the long run linkage between the observables is driven by both the cointegrating parameter and the difference between the integration orders of the observables, which we consider to be unknown. Our results reveal three noticeable features. First, superconsistent (faster than √ n-consistent) estimators of the difference between memory parameters are achievable. Next, the joint limiting distribution of the estimators of both parameters is singular, and, finally, a modified version of the ‘‘Type II’’ fractional Brownian motion arises in the limiting theory. A Monte Carlo experiment and the discussion of an economic example are included.

Extraction of polydispersity information from photon correlation data

Photon correlation spectroscopy (PCS) is a light-scattering technique for particle size diagnosis. It has been used mainly in the investigation of hydrosol particles since it is based on the measurement of the correlation function of the light scattered from the Brownian motion of suspended particles. Recently this technique also proved useful for studying soot particles in flames and similar aerosol systems. In the case of a polydispersed system the problem of recovering the particle size distribution can be reduced to the problem of inverting the Laplace transform. In this paper we review several methods introduced by the authors for the solution of this problem. We present some numerical results and we discuss the resolution limits characterizing the reconstruction of the size distributions. © 1989.

Reconstructing the dynamics of a movable mirror in a detuned optical cavity

We consider the dynamics of a movable mirror in a Fabry-Perot cavity coupled through radiation pressure to the cavity field and in contact with a thermal bath at finite temperature. In contrast to previous approaches, we consider arbitrary values of the effective detuning between the cavity and an external input field. We analyse the radiation-pressure effect on the Brownian motion of the mirror and its significance in the density noise spectrum of the output cavity field. Important properties of the mirror dynamics can be gathered directly from this noise spectrum. The presented reconstruction provides an experimentally useful tool in the characterization of the energy and rigidity of the mirror as modified by the coupling with light. We also give a quantitative analysis of the recent experimental observation of self-cooling of a micromechanical oscillator.

The role of Mittag-Leffler functions in anomalous relaxation

The inertia-corrected Debye model of rotational Brownian motion of polar molecules was generalized by Coffey et al. [Phys. Rev. E, 65, 32 102 (2002)] to describe fractional dynamics and anomalous rotational diffusion. The linear- response theory of the normalized complex susceptibility was given in terms of a Laplace transform and as a function of frequency. The angular-velocity correlation function was parametrized via fractal Mittag-Leffler functions. Here we apply the latter method and complex-contour integral- representation methods to determine the original time-dependent amplitude as an inverse Laplace transform using both analytical and numerical approaches, as appropriate. (C) 2004 Elsevier B.V. All rights reserved.

Interpolation formula between very low and intermediate-to-high damping Kramers escape rates for single-domain ferromagnetic particles

It is shown that the Mel'nikov-Meshkov formalism for bridging the very low damping (VLD) and intermediate-to-high damping (IHD) Kramers escape rates as a function of the dissipation parameter for mechanical particles may be extended to the rotational Brownian motion of magnetic dipole moments of single-domain ferromagnetic particles in nonaxially symmetric potentials of the magnetocrystalline anisotropy so that both regimes of damping, occur. The procedure is illustrated by considering the particular nonaxially symmetric problem of superparamagnetic particles possessing uniaxial anisotropy subject to an external uniform field applied at an angle to the easy axis of magnetization. Here the Mel'nikov-Meshkov treatment is found to be in good agreement with an exact calculation of the smallest eigenvalue of Brown's Fokker-Planck equation, provided the external field is large enough to ensure significant departure from axial symmetry, so that the VLD and IHD formulas for escape rates of magnetic dipoles for nonaxially symmetric potentials are valid.

Microscopic models for dielectric relaxation in disordered systems

It is shown how the Debye rotational diffusion model of dielectric relaxation of polar molecules (which may be described in microscopic fashion as the diffusion limit of a discrete time random walk on the surface of the unit sphere) may be extended to yield the empirical Havriliak-Negami (HN) equation of anomalous dielectric relaxation from a microscopic model based on a kinetic equation just as in the Debye model. This kinetic equation is obtained by means of a generalization of the noninertial Fokker-Planck equation of conventional Brownian motion (generally known as the Smoluchowski equation) to fractional kinetics governed by the HN relaxation mechanism. For the simple case of noninteracting dipoles it may be solved by Fourier transform techniques to yield the Green function and the complex dielectric susceptibility corresponding to the HN anomalous relaxation mechanism.

Paul Karl Feyerabend Las proyecciones de la proliferación teórica en la relación ciencia-metafísica

La doctrina de la Proliferación teórica de Paul Karl Feyerabend ha sido interpretada por sus especialistas como un intento de salvaguardar el ideal del progreso científico. Aunque tales estudios hacen justicia, en parte, a la intencionalidad de nuestro filósofo no explicitan la crítica fundamental que implica para Feyerabend el pluralismo teórico. La proliferación teórica constituye en sí misma una reductio ad absurdum de los distintos intentos del positivismo lógico y del racionalismo crítico por definir la ciencia a expensas de lo metafísico. Este artículo presenta la proliferación teórica como una reivindicación del papel positivo que ocupa la metafísica en el quehacer científico. Se consigna la defensa que hace Feyerabend de la metafísica en cuanto que ésta constituye la posibilidad de superar el conservadurismo conceptual, aumentar de contenido empírico de la ciencia y recuperar el valor descriptivo de las teorías científicas.

Applications of the generalized Langevin equation: Towards a realistic description of the baths

The generalized Langevin equation (GLE) method, as developed previously [L. Stella et al., Phys. Rev. B 89, 134303 (2014)], is used to calculate the dissipative dynamics of systems described at the atomic level. The GLE scheme goes beyond the commonly used bilinear coupling between the central system and the bath, and permits us to have a realistic description of both the dissipative central system and its surrounding bath. We show how to obtain the vibrational properties of a realistic bath and how to convey such properties into an extended Langevin dynamics by the use of the mapping of the bath vibrational properties onto a set of auxiliary variables. Our calculations for a model of a Lennard-Jones solid show that our GLE scheme provides a stable dynamics, with the dissipative/relaxation processes properly described. The total kinetic energy of the central system always thermalizes toward the expected bath temperature, with appropriate fluctuation around the mean value. More importantly, we obtain a velocity distribution for the individual atoms in the central system which follows the expected canonical distribution at the corresponding temperature. This confirms that both our GLE scheme and our mapping procedure onto an extended Langevin dynamics provide the correct thermostat. We also examined the velocity autocorrelation functions and compare our results with more conventional Langevin dynamics.

Fractional Dynamics in the Rayleigh's Piston

This paper studies the dynamics of the Rayleigh piston using the modeling tools of Fractional Calculus. Several numerical experiments examine the effect of distinct values of the parameters. The time responses are transformed into the Fourier domain and approximated by means of power law approximations. The description reveals characteristics usual in Fractional Brownian phenomena.

The optimal dividend barrier in the Gamma-Omega model

In the traditional actuarial risk model, if the surplus is negative, the company is ruined and has to go out of business. In this paper we distinguish between ruin (negative surplus) and bankruptcy (going out of business), where the probability of bankruptcy is a function of the level of negative surplus. The idea for this notion of bankruptcy comes from the observation that in some industries, companies can continue doing business even though they are technically ruined. Assuming that dividends can only be paid with a certain probability at each point of time, we derive closed-form formulas for the expected discounted dividends until bankruptcy under a barrier strategy. Subsequently, the optimal barrier is determined, and several explicit identities for the optimal value are found. The surplus process of the company is modeled by a Wiener process (Brownian motion).