Stochastic dynamic programming for election timing: A game theory approach

In this paper, we consider dynamic programming for the election timing in the majoritarian parliamentary system such as in Australia, where the government has a constitutional right to call an early election. This right can give the government an advantage to remain in power for as long as possible by calling an election, when its popularity is high. On the other hand, the opposition's natural objective is to gain power, and it will apply controls termed as "boosts" to reduce the chance of the government being re-elected by introducing policy and economic responses. In this paper, we explore equilibrium solutions to the government, and the opposition strategies in a political game using stochastic dynamic programming. Results are given in terms of the expected remaining life in power, call and boost probabilities at each time at any level of popularity.

Variational mean-field algorithm for efficient inference in large systems of stochastic differential equations

This work introduces a Gaussian variational mean-field approximation for inference in dynamical systems which can be modeled by ordinary stochastic differential equations. This new approach allows one to express the variational free energy as a functional of the marginal moments of the approximating Gaussian process. A restriction of the moment equations to piecewise polynomial functions, over time, dramatically reduces the complexity of approximate inference for stochastic differential equation models and makes it comparable to that of discrete time hidden Markov models. The algorithm is demonstrated on state and parameter estimation for nonlinear problems with up to 1000 dimensional state vectors and compares the results empirically with various well-known inference methodologies.

Fractional Fokker-Planck-Kolmogorov type Equations and their Associated Stochastic Differential Equations

MSC 2010: 26A33, 35R11, 35R60, 35Q84, 60H10 Dedicated to 80-th anniversary of Professor Rudolf Gorenflo

A boundary preserving numerical algorithm for the Wright-Fisher model with mutation

The Wright-Fisher model is an Itô stochastic differential equation that was originally introduced to model genetic drift within finite populations and has recently been used as an approximation to ion channel dynamics within cardiac and neuronal cells. While analytic solutions to this equation remain within the interval [0,1], current numerical methods are unable to preserve such boundaries in the approximation. We present a new numerical method that guarantees approximations to a form of Wright-Fisher model, which includes mutation, remain within [0,1] for all time with probability one. Strong convergence of the method is proved and numerical experiments suggest that this new scheme converges with strong order 1/2. Extending this method to a multidimensional case, numerical tests suggest that the algorithm still converges strongly with order 1/2. Finally, numerical solutions obtained using this new method are compared to those obtained using the Euler-Maruyama method where the Wiener increment is resampled to ensure solutions remain within [0,1].

Demonstration of nonlinear absorption in Au semi-continuous film by electrical measurement

We have demonstrated the nonlinear absorption at 532 nm wavelength in an Au semi-continuous film (SF) resulting from smearing of the Fermi distribution and diffusion of conduction electrons into the substrate. The Au SF was irradiated by a pulsed laser with 8 ns pulse width at 532 nm in near resonance with the interband transition of the Au. We determined the temperature increase in the SF for different intensities by electrical measurement. We calculated the temperature increase by using a 1D heat transport equation; comparing the results of the calculation with measured values for the temperature increase, revealed the nonlinear absorption in the Au SF. We employed this deviation from linear behaviour to determine the nonlinear absorption coefficient.

Quantum-Ohmic Resistance Fluctuation In Disordered Conductors - An Invariant Imbedding Approach

It is now well known that in extreme quantum limit, dominated by the elastic impurity scattering and the concomitant quantum interference, the zero-temperature d.c. resistance of a strictly one-dimensional disordered system is non-additive and non-self-averaging. While these statistical fluctuations may persist in the case of a physically thin wire, they are implicitly and questionably ignored in higher dimensions. In this work, we have re-examined this question. Following an invariant imbedding formulation, we first derive a stochastic differential equation for the complex amplitude reflection coefficient and hence obtain a Fokker-Planck equation for the full probability distribution of resistance for a one-dimensional continuum with a Gaussian white-noise random potential. We then employ the Migdal-Kadanoff type bond moving procedure and derive the d-dimensional generalization of the above probability distribution, or rather the associated cumulant function –‘the free energy’. For d=3, our analysis shows that the dispersion dominates the mobilitly edge phenomena in that (i) a one-parameter B-function depending on the mean conductance only does not exist, (ii) an approximate treatment gives a diffusion-correction involving the second cumulant. It is, however, not clear whether the fluctuations can render the transition at the mobility edge ‘first-order’. We also report some analytical results for the case of the one dimensional system in the presence of a finite electric fiekl. We find a cross-over from the exponential to the power-low length dependence of resistance as the field increases from zero. Also, the distribution of resistance saturates asymptotically to a poissonian form. Most of our analytical results are supported by the recent numerical simulation work reported by some authors.

Optimal Parameter Trajectory Estimation in Parameterized SDEs: An Algorithmic Procedure

We consider the problem of estimating the optimal parameter trajectory over a finite time interval in a parameterized stochastic differential equation (SDE), and propose a simulation-based algorithm for this purpose. Towards this end, we consider a discretization of the SDE over finite time instants and reformulate the problem as one of finding an optimal parameter at each of these instants. A stochastic approximation algorithm based on the smoothed functional technique is adapted to this setting for finding the optimal parameter trajectory. A proof of convergence of the algorithm is presented and results of numerical experiments over two different settings are shown. The algorithm is seen to exhibit good performance. We also present extensions of our framework to the case of finding optimal parameterized feedback policies for controlled SDE and present numerical results in this scenario as well.

3-D kinematical conservation laws (KCL): Evolution of a surface in R-3 - in particular propagation of a nonlinear wavefront

3-D KCL are equations of evolution of a propagating surface (or a wavefront) Omega(t), in 3-space dimensions and were first derived by Giles, Prasad and Ravindran in 1995 assuming the motion of the surface to be isotropic. Here we discuss various properties of these 3-D KCL.These are the most general equations in conservation form, governing the evolution of Omega(t) with singularities which we call kinks and which are curves across which the normal n to Omega(t) and amplitude won Omega(t) are discontinuous. From KCL we derive a system of six differential equations and show that the KCL system is equivalent to the ray equations of 2, The six independent equations and an energy transport equation (for small amplitude waves in a polytropic gas) involving an amplitude w (which is related to the normal velocity m of Omega(t)) form a completely determined system of seven equations. We have determined eigenvalues of the system by a very novel method and find that the system has two distinct nonzero eigenvalues and five zero eigenvalues and the dimension of the eigenspace associated with the multiple eigenvalue 0 is only 4. For an appropriately defined m, the two nonzero eigenvalues are real when m > 1 and pure imaginary when m < 1. Finally we give some examples of evolution of weakly nonlinear wavefronts.

Simple theoretical analysis of the Einstein's photoemission from quantum confined superlattices

In this paper, we study the Einstein's photoemission from III-V, II-VI, IV-VI and HgTe/CdTe quantum well superlattices (QWSLs) with graded interfaces and quantum well effective mass superlattices in the presence of a quantizing magnetic field on the basis of newly formulated dispersion relations in the respective cases. Besides, the same has been studied from the afore-mentioned quantum dot superlattices and it appears that the photoemission oscillates with increasing carrier degeneracy and quantizing magnetic field in different manners. In addition, the photoemission oscillates with film thickness and increasing photon energy in quantum steps together with the fact that the solution of the Boltzmann transport equation will introduce new physical ideas and new experimental findings under different external conditions. The influence of band structure is apparent from all the figures and we have suggested three applications of the analyses of this paper in the fields of superlattices and microstructures.

A dynamic renormalization group study of active nematics

We carry out a systematic construction of the coarse-grained dynamical equation of motion for the orientational order parameter for a two-dimensional active nematic, that is a nonequilibrium steady state with uniaxial, apolar orientational order. Using the dynamical renormalization group, we show that the leading nonlinearities in this equation are marginally irrelevant. We discover a special limit of parameters in which the equation of motion for the angle field bears a close relation to the 2d stochastic Burgers equation. We find nevertheless that, unlike for the Burgers problem, the nonlinearity is marginally irrelevant even in this special limit, as a result of a hidden fluctuation-dissipation relation. 2d active nematics therefore have quasi-long-range order, just like their equilibrium counterparts.

An Application of 3-D Kinematical Conservation Laws: Propagation of a 3-D Wavefront

Three-dimensional (3-D) kinematical conservation laws (KCL) are equations of evolution of a propagating surface Omega(t) in three space dimensions. We start with a brief review of the 3-D KCL system and mention some of its properties relevant to this paper. The 3-D KCL, a system of six conservation laws, is an underdetermined system to which we add an energy transport equation for a small amplitude 3-D nonlinear wavefront propagating in a polytropic gas in a uniform state and at rest. We call the enlarged system of 3-D KCL with the energy transport equation equations of weakly nonlinear ray theory (WNLRT). We highlight some interesting properties of the eigenstructure of the equations of WNLRT, but the main aim of this paper is to test the numerical efficacy of this system of seven conservation laws. We take several initial shapes for a nonlinear wavefront with a suitable amplitude distribution on it and let it evolve according to the 3-D WNLRT. The 3-D WNLRT is a weakly hyperbolic 7 x 7 system that is highly nonlinear. Here we use the staggered Lax-Friedrichs and Nessyahu-Tadmor central schemes and have obtained some very interesting shapes of the wavefronts. We find the 3-D KCL to be suitable for solving many complex problems for which there presently seems to be no other method capable of giving such physically realistic features.

Eigenvalues of kinematical conservation laws (KCL) based 3-D weakly nonlinear ray theory (WNLRT)

System of kinematical conservation laws (KCL) govern evolution of a curve in a plane or a surface in space, even if the curve or the surface has singularities on it. In our recent publication K. R. Arun, P. Prasad, 3-D kinematical conservation laws (KCL): evolution of a surface in R-3-in particular propagation of a nonlinear wavefront, Wave Motion 46 (2009) 293-311] we have developed a mathematical theory to study the successive positions and geometry of a 3-D weakly nonlinear wavefront by adding an energy transport equation to KCL. The 7 x 7 system of equations of this KCL based 3-D weakly nonlinear ray theory (WNLRT) is quite complex and explicit expressions for its two nonzero eigenvalues could not be obtained before. In this short note, we use two different methods: (i) the equivalence of KCL and ray equations and (ii) the transformation of surface coordinates, to derive the same exact expressions for these eigenvalues. The explicit expressions for nonzero eigenvalues are important also for checking stability of any numerical scheme to solve 3-D WNLRT. (C) 2010 Elsevier Inc. All rights reserved.

Tuning the electronic effective mass in double-doped SrTiO3

We elucidate the relationship between effective mass and carrier concentration in an oxide semiconductor controlled by a double-doping mechanism. In this model oxide system, Sr1-xLaxTiO3-delta, we can tune the effective mass ranging from 6 to 20m(e) as a function of filling (carrier concentration) and the scattering mechanism, which are dependent on the chosen lanthanum-and oxygen-vacancy concentrations. The effective mass values were calculated from the Boltzmann transport equation using the measured transport properties of thin films of Sr1-xLaxTiO3-delta. We show that the effective mass decreases with carrier concentration in this large-band-gap, low-mobility oxide, and this behavior is contrary to the traditional high-mobility, small-effective-mass semiconductors.

A bicharacteristic formulation of the ideal MHD equations

On a characteristic surface Omega of a hyperbolic system of first-order equations in multi-dimensions (x, t), there exits a compatibility condition which is in the form of a transport equation along a bicharacteristic on Omega. This result can be interpreted also as a transport equation along rays of the wavefront Omega(t) in x-space associated with Omega. For a system of quasi-linear equations, the ray equations (which has two distinct parts) and the transport equation form a coupled system of underdetermined equations. As an example of this bicharacteristic formulation, we consider two-dimensional unsteady flow of an ideal magnetohydrodynamics gas with a plane aligned magnetic field. For any mode of propagation in this two-dimensional flow, there are three ray equations: two for the spatial coordinates x and y and one for the ray diffraction. In spite of little longer calculations, the final four equations (three ray equations and one transport equation) for the fast magneto-acoustic wave are simple and elegant and cannot be derived in these simple forms by use of a computer program like REDUCE.