A lower bound to the survival probability and an approximate first passage time distribution for Markovian and non-Markovian dynamics in phase space

We derive a very general expression of the survival probability and the first passage time distribution for a particle executing Brownian motion in full phase space with an absorbing boundary condition at a point in the position space, which is valid irrespective of the statistical nature of the dynamics. The expression, together with the Jensen's inequality, naturally leads to a lower bound to the actual survival probability and an approximate first passage time distribution. These are expressed in terms of the position-position, velocity-velocity, and position-velocity variances. Knowledge of these variances enables one to compute a lower bound to the survival probability and consequently the first passage distribution function. As examples, we compute these for a Gaussian Markovian process and, in the case of non-Markovian process, with an exponentially decaying friction kernel and also with a power law friction kernel. Our analysis shows that the survival probability decays exponentially at the long time irrespective of the nature of the dynamics with an exponent equal to the transition state rate constant.

THE BERGMAN KERNEL FUNCTION

In this note, we point out that a large family of n x n matrix valued kernel functions defined on the unit disc D subset of C, which were constructed recently in [9], behave like the familiar Bergman kernel function on ID in several different ways. We show that a number of questions involving the multiplication operator on the corresponding Hilbert space of holomorphic functions on D can be answered using this likeness.

Successive refinement of structures with data of increasing resolution: a theoretical study for triclinic space groups

The method of least squares could be used to refine an imperfectly related trial structure by adoption of one of the following two procedures: (i) using all the observed at one time or (ii) successive refinement in stages with data of increasing resolution. While the former procedure is successful in the case of trial structures which are sufficiently accurate, only the latter has been found to be successful when the mean positional error (i.e.<|[Delta]r|>) for the atoms in the trial structure is large. This paper makes a theoretical study of the variation of the R index, mean phase-angle error, etc. as a function of <|[Delta]r|> for data corresponding to different esolutions in order to find the best refinement procedure [i.e. (i) or (ii)] which could be successfully employed for refining trial structures in which <|[Delta]r|> has large, medium and low values. It is found that a trial structure for which the mean positional error is large could be refined only by the method of successive refinement with data of increasing resolution.

Properties of Toeplitz operators on analytic function spaces : from function symbols to distributions

Toeplitz operators are among the most important classes of concrete operators with applications to several branches of pure and applied mathematics. This doctoral thesis deals with Toeplitz operators on analytic Bergman, Bloch and Fock spaces. Usually, a Toeplitz operator is a composition of multiplication by a function and a suitable projection. The present work deals with generalizing the notion to the case where the function is replaced by a distributional symbol. Fredholm theory for Toeplitz operators with matrix-valued symbols is also considered. The subject of this thesis belongs to the areas of complex analysis, functional analysis and operator theory. This work contains five research articles. The articles one, three and four deal with finding suitable distributional classes in Bergman, Fock and Bloch spaces, respectively. In each case the symbol class to be considered turns out to be a certain weighted Sobolev-type space of distributions. The Bergman space setting is the most straightforward. When dealing with Fock spaces, some difficulties arise due to unboundedness of the complex plane and the properties of the Gaussian measure in the definition. In the Bloch-type spaces an additional logarithmic weight must be introduced. Sufficient conditions for boundedness and compactness are derived. The article two contains a portion showing that under additional assumptions, the condition for Bergman spaces is also necessary. The fifth article deals with Fredholm theory for Toeplitz operators having matrix-valued symbols. The essential spectra and index theorems are obtained with the help of Hardy space factorization and the Berezin transform, for instance. The article two also has a part dealing with matrix-valued symbols in a non-reflexive Bergman space, in which case a condition on the oscillation of the symbol (a logarithmic VMO-condition) must be added.

An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes

We develop in this article the first actor-critic reinforcement learning algorithm with function approximation for a problem of control under multiple inequality constraints. We consider the infinite horizon discounted cost framework in which both the objective and the constraint functions are suitable expected policy-dependent discounted sums of certain sample path functions. We apply the Lagrange multiplier method to handle the inequality constraints. Our algorithm makes use of multi-timescale stochastic approximation and incorporates a temporal difference (TD) critic and an actor that makes a gradient search in the space of policy parameters using efficient simultaneous perturbation stochastic approximation (SPSA) gradient estimates. We prove the asymptotic almost sure convergence of our algorithm to a locally optimal policy. (C) 2010 Elsevier B.V. All rights reserved.

Symmetry Properties of the Large-Deviation Function of the Velocity of a Self-Propelled Polar Particle

A geometrically polar granular rod confined in 2D geometry, subjected to a sinusoidal vertical oscillation, undergoes noisy self-propulsion in a direction determined by its polarity. When surrounded by a medium of crystalline spherical beads, it displays substantial negative fluctuations in its velocity. We find that the large-deviation function (LDF) for the normalized velocity is strongly non-Gaussian with a kink at zero velocity, and that the antisymmetric part of the LDF is linear, resembling the fluctuation relation known for entropy production, even when the velocity distribution is clearly non-Gaussian. We extract an analogue of the phase-space contraction rate and find that it compares well with an independent estimate based on the persistence of forward and reverse velocities.

Moments estimation in Radon space

In this paper, we show a method of obtaining general and orthogonal moments, specifically Legendre and Zernicke moments, from the Radon Transform data of a two-dimensional function. The regular or geometric moments are first evaluated directly from the projection data and the orthogonal moments are derived from these regular moments.

Velocity distribution function for a dilute granular material in shear flow

The velocity distribution function for the steady shear flow of disks (in two dimensions) and spheres (in three dimensions) in a channel is determined in the limit where the frequency of particle-wall collisions is large compared to particle-particle collisions. An asymptotic analysis is used in the small parameter epsilon, which is naL in two dimensions and na(2)L in three dimensions, where; n is the number density of particles (per unit area in two dimensions and per unit volume in three dimensions), L is the separation of the walls of the channel and a is the particle diameter. The particle-wall collisions are inelastic, and are described by simple relations which involve coefficients of restitution e(t) and e(n) in the tangential and normal directions, and both elastic and inelastic binary collisions between particles are considered. In the absence of binary collisions between particles, it is found that the particle velocities converge to two constant values (u(x), u(y)) = (+/-V, O) after repeated collisions with the wall, where u(x) and u(y) are the velocities tangential and normal to the wall, V = (1 - e(t))V-w/(1 + e(t)), and V-w and -V-w, are the tangential velocities of the walls of the channel. The effect of binary collisions is included using a self-consistent calculation, and the distribution function is determined using the condition that the net collisional flux of particles at any point in velocity space is zero at steady state. Certain approximations are made regarding the velocities of particles undergoing binary collisions :in order to obtain analytical results for the distribution function, and these approximations are justified analytically by showing that the error incurred decreases proportional to epsilon(1/2) in the limit epsilon --> 0. A numerical calculation of the mean square of the difference between the exact flux and the approximate flux confirms that the error decreases proportional to epsilon(1/2) in the limit epsilon --> 0. The moments of the velocity distribution function are evaluated, and it is found that [u(x)(2)] --> V-2, [u(y)(2)] similar to V-2 epsilon and -[u(x)u(y)] similar to V-2 epsilon log(epsilon(-1)) in the limit epsilon --> 0. It is found that the distribution function and the scaling laws for the velocity moments are similar for both two- and three-dimensional systems.

Distributed intrusion detection in the presence of correlated sensor readings: Signal-space and communication-complexity view-point

The problem of sensor-network-based distributed intrusion detection in the presence of clutter is considered. It is argued that sensing is best regarded as a local phenomenon in that only sensors in the immediate vicinity of an intruder are triggered. In such a setting, lack of knowledge of intruder location gives rise to correlated sensor readings. A signal-space view-point is introduced in which the noise-free sensor readings associated to intruder and clutter appear as surfaces f(s) and f(g) and the problem reduces to one of determining in distributed fashion, whether the current noisy sensor reading is best classified as intruder or clutter. Two approaches to distributed detection are pursued. In the first, a decision surface separating f(s) and f(g) is identified using Neyman-Pearson criteria. Thereafter, the individual sensor nodes interactively exchange bits to determine whether the sensor readings are on one side or the other of the decision surface. Bounds on the number of bits needed to be exchanged are derived, based on communication-complexity (CC) theory. A lower bound derived for the two-party average case CC of general functions is compared against the performance of a greedy algorithm. Extensions to the multi-party case is straightforward and is briefly discussed. The average case CC of the relevant greaterthan (CT) function is characterized within two bits. Under the second approach, each sensor node broadcasts a single bit arising from appropriate two-level quantization of its own sensor reading, keeping in mind the fusion rule to be subsequently applied at a local fusion center. The optimality of a threshold test as a quantization rule is proved under simplifying assumptions. Finally, results from a QualNet simulation of the algorithms are presented that include intruder tracking using a naive polynomial-regression algorithm. 2010 Elsevier B.V. All rights reserved.

Partition function for hindered, one-and multi-dimensional rotors

Writing the hindered rotor (hr) partition function as the trace of (rho) over cap = e(-beta(H) over cap hr), we approximate it by the sum of contributions from a set of points in position space. The contribution of the density matrix from each point is approximated by performing a local harmonic expansion around it. The highlight of this method is that it can be easily extended to multidimensional systems. Local harmonic expansion leads to a breakdown of the method a low temperatures. In order to calculate the partition function at low temperatures, we suggest a matrix multiplication procedure. The results obtained using these methods closely agree with the exact partition function at all temperature ranges. Our method bypasses the evaluation of eigenvalues and eigenfunctions and evaluates the density matrix for internal rotation directly. We also suggest a procedure to account for the antisymmetry of the total wavefunction in the same. (C) 2012 Elsevier B.V. All rights reserved.

A nested linear codes approach to distributed function computation over subspaces

In this paper, we consider a distributed function computation setting, where there are m distributed but correlated sources X1,...,Xm and a receiver interested in computing an s-dimensional subspace generated by [X1,...,Xm]Γ for some (m × s) matrix Γ of rank s. We construct a scheme based on nested linear codes and characterize the achievable rates obtained using the scheme. The proposed nested-linear-code approach performs at least as well as the Slepian-Wolf scheme in terms of sum-rate performance for all subspaces and source distributions. In addition, for a large class of distributions and subspaces, the scheme improves upon the Slepian-Wolf approach. The nested-linear-code scheme may be viewed as uniting under a common framework, both the Korner-Marton approach of using a common linear encoder as well as the Slepian-Wolf approach of employing different encoders at each source. Along the way, we prove an interesting and fundamental structural result on the nature of subspaces of an m-dimensional vector space V with respect to a normalized measure of entropy. Here, each element in V corresponds to a distinct linear combination of a set {Xi}im=1 of m random variables whose joint probability distribution function is given.

Structured Dispersion Matrices From Division Algebra Codes for Space-Time Shift Keying

We propose a novel method of constructing Dispersion Matrices (DM) for Coherent Space-Time Shift Keying (CSTSK) relying on arbitrary PSK signal sets by exploiting codes from division algebras. We show that classic codes from Cyclic Division Algebras (CDA) may be interpreted as DMs conceived for PSK signal sets. Hence various benefits of CDA codes such as their ability to achieve full diversity are inherited by CSTSK. We demonstrate that the proposed CDA based DMs are capable of achieving a lower symbol error ratio than the existing DMs generated using the capacity as their optimization objective function for both perfect and imperfect channel estimation.

Full-rate full-diversity finite feedback space-time schemes with minimum feedback and transmission duration

A Finite Feedback Scheme (FFS) for a quasi-static MIMO block fading channel with finite N-ary delay-free noise-free feedback consists of N Space-Time Block Codes (STBCs) at the transmitter, one corresponding to each possible value of feedback, and a function at the receiver that generates N-ary feedback. A number of FFSs are available in the literature that provably attain full-diversity. However, there is no known full-diversity criterion that universally applies to all FFSs. In this paper a universal necessary condition for any FFS to achieve full-diversity is given, and based on this criterion the notion of Feedback-Transmission duration optimal (FT-optimal) FFSs is introduced, which are schemes that use minimum amount of feedback N for the given transmission duration T, and minimum T for the given N to achieve full-diversity. When there is no feedback (N = 1) an FT-optimal scheme consists of a single STBC, and the proposed condition reduces to the well known necessary and sufficient condition for an STBC to achieve full-diversity. Also, a sufficient criterion for full-diversity is given for FFSs in which the component STBC yielding the largest minimum Euclidean distance is chosen, using which full-rate (N-t complex symbols per channel use) full-diversity FT-optimal schemes are constructed for all N-t > 1. These are the first full-rate full-diversity FFSs reported in the literature for T < N-t. Simulation results show that the new schemes have the best error performance among all known FFSs.

Performance Analysis of Space-Shift Keying in Decode-and-Forward Multihop MIMO Networks

In this paper, space-shift keying (SSK) is considered for multihop multiple-input-multiple-output (MIMO) networks. In SSK, only one among n(s) = 2(m) available transmit antennas, chosen on the basis of m information bits, is activated during transmission. We consider two different systems of multihop co-operation, where each node has multiple antennas and employs SSK. In system I, a multihop diversity relaying scheme is considered. In system II, a multihop multibranch relaying scheme is considered. In both systems, we adopt decode-and-forward (DF) relaying, where each relay forwards the signal only when it correctly decodes. We analyze the end-to-end bit error rate (BER) and diversity order of both the systems with SSK. For binary SSK (n(s) = 2), our analytical BER expression is exact, and our numerical results show that the BERs evaluated through the analytical expression overlap with those obtained through Monte Carlo simulations. For nonbinary SSK (n(s) > 2), we derive an approximate BER expression, where the analytically evaluated BER results closely follow the simulated BER results. We show the comparison of the BERs of SSK and conventional phase-shift keying (PSK) and also show the instances where SSK outperforms PSK. We also present the diversity analyses for SSK in systems I and II, which predict the achievable diversity orders as a function of system parameters.

Bayesian parameter identification in dynamic state space models using modified measurement equations

When Markov chain Monte Carlo (MCMC) samplers are used in problems of system parameter identification, one would face computational difficulties in dealing with large amount of measurement data and (or) low levels of measurement noise. Such exigencies are likely to occur in problems of parameter identification in dynamical systems when amount of vibratory measurement data and number of parameters to be identified could be large. In such cases, the posterior probability density function of the system parameters tends to have regions of narrow supports and a finite length MCMC chain is unlikely to cover pertinent regions. The present study proposes strategies based on modification of measurement equations and subsequent corrections, to alleviate this difficulty. This involves artificial enhancement of measurement noise, assimilation of transformed packets of measurements, and a global iteration strategy to improve the choice of prior models. Illustrative examples cover laboratory studies on a time variant dynamical system and a bending-torsion coupled, geometrically non-linear building frame under earthquake support motions. (C) 2015 Elsevier Ltd. All rights reserved.