Bayesian feedback versus Markovian feedback in a two-level atom

We compare two different approaches to the control of the dynamics of a continuously monitored open quantum system. The first is Markovian feedback, as introduced in quantum optics by Wiseman and Milburn [Phys. Rev. Lett. 70, 548 (1993)]. The second is feedback based on an estimate of the system state, developed recently by Doherty and Jacobs [Phys. Rev. A 60, 2700 (1999)]. Here we choose to call it, for brevity, Bayesian feedback. For systems with nonlinear dynamics, we expect these two methods of feedback control to give markedly different results. The simplest possible nonlinear system is a driven and damped two-level atom, so we choose this as our model system. The monitoring is taken to be homodyne detection of the atomic fluorescence, and the control is by modulating the driving. The aim of the feedback in both cases is to stabilize the internal state of the atom as close as possible to an arbitrarily chosen pure state, in the presence of inefficient detection and other forms of decoherence. Our results (obtained without recourse to stochastic simulations) prove that Bayesian feedback is never inferior, and is usually superior, to Markovian feedback. However, it would be far more difficult to implement than Markovian feedback and it loses its superiority when obvious simplifying approximations are made. It is thus not clear which form of feedback would be better in the face of inevitable experimental imperfections.

Integrals for continuous-time Markov chains

This paper presents a method of evaluating the expected value of a path integral for a general Markov chain on a countable state space. We illustrate the method with reference to several models, including birth-death processes and the birth, death and catastrophe process. (C) 2002 Elsevier Science Inc. All rights reserved.

On the importance function in splitting simulation

The splitting method is a simulation technique for the estimation of very small probabilities. In this technique, the sample paths are split into multiple copies, at various stages in the simulation. Of vital importance to the efficiency of the method is the Importance Function (IF). This function governs the placement of the thresholds or surfaces at which the paths are split. We derive a characterisation of the optimal IF and show that for multi-dimensional models the natural choice for the IF is usually not optimal. We also show how nearly optimal splitting surfaces can be derived or simulated using reverse time analysis. Our numerical experiments illustrate that by using the optimal IF, one can obtain a significant improvement in simulation efficiency.

Productivity growth in Australian manufacturing sector: some new evidence

This article examines the productivity performance of Australia's manufacturing sector by decomposing its output growth into input growth, technological progress and gains in technical efficiency. This three-way decomposition is done with an improved version of the stochastic frontier model using eight, two-digit industry level data from 1968/9 to 1994/5. Empirical evidence shows that input growth fueled output growth from 1968/9 to 1973/4, but since then, total factor productivity (TFP) growth has been the main contributor of output growth. While the trend of TFP growth was found to be promising for most industries with positive and increasing technological progress, the negative gains from technical efficiency over time is however cause for concern.

Testing the relationship between morphological and molecular rates of change along phylogenies

Molecular evolution has been considered to be essentially a stochastic process, little influenced by the pace of phenotypic change. This assumption was challenged by a study that demonstrated an association between rates of morphological and molecular change estimated for total-evidence phylogenies, a finding that led some researchers to challenge molecular date estimates of major evolutionary radiations. Here we show that Omland's (1997) result is probably due to methodological bias, particularly phylogenetic nonindependence, rather than being indicative of an underlying evolutionary phenomenon. We apply three new methods specifically designed to overcome phylogenetic bias to 13 published phylogenetic datasets for vertebrate taxa, each of which includes both morphological characters and DNA sequence data. We find no evidence of an association between rates of molecular and morphological rates of change.

Productivity growth in pre-1990 Mongolian agriculture: Spiralling disaster or emerging success?

The reasons for the spectacular collapse of so many centrally-planned economies are a source of ongoing debate. In this paper, we use detailed farm-level data to measure total factor productivity (TFP) changes in Mongolian grain and potato farming during the 14-year period immediately preceding the 1990 economic reforms. We measure TFP growth using stochastic frontier analysis (SFA) and data envelopment analysis (DEA) methods. Our results indicate quite poor overall performance, with an average annual TFP change of - 1.7% in grain and 0.8% in potatoes, over the 14-year period. However, the pattern of TFP growth changed substantially during this period, with TFP growth exceeding 7% per year in the latter half of this period. This suggests that the new policies of improved education, greater management autonomy, and improved incentives, which were introduced in final two planning periods in the 1980s, were beginning to have a significant influence upon the performance of Mongolian crop farming. Crown Copyright (C) 2002 Published by Elsevier Science B.V. All rights reserved.

Patterns of lipid storage and mobilisation in the female green sea turtle (Chelonia mydas)

Reproductive data from southern Queensland indicate that vitellogenesis in female Chelonia mydas takes approximately 8 months and is followed by a migration to a breeding area. At Heron Island, females lay multiple clutches over approximately 3 months. To investigate how females mobilise and store lipid during the breeding season we collected plasma, yolk, and fat tissue samples from females at a variety of stages during the nesting season. In breeding females, concentrations of plasma triglyceride increased seasonally. They reached peak concentrations during vitellogenesis and courtship, remained high throughout the nesting season, and then declined to a nadir after the last clutch. Plasma protein concentration increased throughout the breeding season, peaking following the last clutch for the season. Yolk lipids were highest during courtship and were similar throughout the nesting season, suggesting that uptake of lipid by ovarian follicles is completed prior to the beginning of the nesting season. Plasma triglyceride decreases in females with prolonged periods of unsuccessful nesting, and total lipid levels in adipose tissue and follicle yolks were significantly lower in atretic females. It appears that: (1) endogenous energy reserves can be reduced by stochastic environmental events (such as those reducing nesting success), and (2) a metabolic shift signalling the end of the nesting season is characterised by a drop in plasma triglycerides and slight increase in total plasma protein.

Distribution kinetics of solutes in the isolated in-situ perfused rat head using the multiple indicator dilution technique and a physiological two-barrier model

The purpose of this study was to determine the pharmacokinetics of [C-14]diclofenac, [C-14]salicylate and [H-3]clonidine using a single pass rat head perfusion preparation. The head was perfused with 3-[N-morpholino] propane-sulfonic acid-buffered Ringer's solution. Tc-99m-red blood cells and a drug were injected in a bolus into the internal carotid artery and collected from the posterior facial vein over 28 min. A two-barrier stochastic organ model was used to estimate the statistical moments of the solutes. Plasma, interstitial and cellular distribution volumes for the solutes ranged from 1.0 mL (diclofenac) to 1.6 mL (salicylate), 2.0 mL (diclofenac) to 4.2 mL (water) and 3.9 mL (salicylate) to 20.9 mL (diclofenac), respectively. A comparison of these volumes to water indicated some exclusion of the drugs from the interstitial space and salicylate from the cellular space. Permeability-surface area (PS) products calculated from plasma to interstitial fluid permeation clearances (CLPI) (range 0.02-0.40 mL s(-1)) and fractions of solute unbound in the perfusate were in the order: diclofenac>salicylate >clonidine>sucrose (from 41.8 to 0.10 mL s(-1)). The slow efflux of diclofenac, compared with clonidine and salicylate, may be related to its low average unbound fraction in the cells. This work accounts for the tail of disposition curves in describing pharmacokinetics in the head.

A note on quasi-stationary distributions of birth-death processes and the SIS logistic epidemic

For Markov processes on the positive integers with the origin as an absorbing state, Ferrari, Kesten, Martinez and Picco studied the existence of quasi-stationary and limiting conditional distributions by characterizing quasi-stationary distributions as fixed points of a transformation Phi on the space of probability distributions on {1, 2,.. }. In the case of a birth-death process, the components of Phi(nu) can be written down explicitly for any given distribution nu. Using this explicit representation, we will show that Phi preserves likelihood ratio ordering between distributions. A conjecture of Kryscio and Lefevre concerning the quasi-stationary distribution of the SIS logistic epidemic follows as a corollary.

Species richness in agamid lizards: chance, body size, sexual selection or ecology?

Why does species richness vary so greatly across lineages? Traditionally, variation in species richness has been attributed to deterministic processes, although it is equally plausible that it may result from purely stochastic processes. We show that, based on the best available phylogenetic hypothesis, the pattern of cladogenesis among agamid lizards is not consistent with a random model, with some lineages having more species, and others fewer species, than expected by chance. We then use phylogenetic comparative methods to test six types of deterministic explanation for variation in species richness: body size, life history, sexual selection, ecological generalism, range size and latitude. Of eight variables we tested, only sexual size dimorphism and sexual dichromatism predicted species richness. Increases in species richness are associated with increases in sexual dichromatism but reductions in sexual size dimorphism. Consistent with recent comparative studies, we find no evidence that species richness is associated with small body size or high fecundity. Equally, we find no evidence that species richness covaries with ecological generalism, latitude or range size.

A new method for analysing the equilibrium and time-dependent behaviour of Markovian models

Many large-scale stochastic systems, such as telecommunications networks, can be modelled using a continuous-time Markov chain. However, it is frequently the case that a satisfactory analysis of their time-dependent, or even equilibrium, behaviour is impossible. In this paper, we propose a new method of analyzing Markovian models, whereby the existing transition structure is replaced by a more amenable one. Using rates of transition given by the equilibrium expected rates of the corresponding transitions of the original chain, we are able to approximate its behaviour. We present two formulations of the idea of expected rates. The first provides a method for analysing time-dependent behaviour, while the second provides a highly accurate means of analysing equilibrium behaviour. We shall illustrate our approach with reference to a variety of models, giving particular attention to queueing and loss networks. (C) 2003 Elsevier Ltd. All rights reserved.

Product form approximations for highly linear loss networks with trunk reservation

Admission controls, such as trunk reservation, are often used in loss networks to optimise their performance. Since the numerical evaluation of performance measures is complex, much attention has been given to finding approximation methods. The Erlang Fixed-Point (EFP) approximation, which is based on an independent blocking assumption, has been used for networks both with and without controls. Several more elaborate approximation methods which account for dependencies in blocking behaviour have been developed for the uncontrolled setting. This paper is an exploratory investigation of extensions and synthesis of these methods to systems with controls, in particular, trunk reservation. In order to isolate the dependency factor, we restrict our attention to a highly linear network. We will compare the performance of the resulting approximations against the benchmark of the EFP approximation extended to the trunk reservation setting. By doing this, we seek to gain insight into the critical factors in constructing an effective approximation. (C) 2003 Elsevier Ltd. All rights reserved.

Mean anisotropy of homogeneous Gaussian random fields and anisotropic norms of linear translation-invariant operators on multidimensional integer lattices

Sensitivity of output of a linear operator to its input can be quantified in various ways. In Control Theory, the input is usually interpreted as disturbance and the output is to be minimized in some sense. In stochastic worst-case design settings, the disturbance is considered random with imprecisely known probability distribution. The prior set of probability measures can be chosen so as to quantify how far the disturbance deviates from the white-noise hypothesis of Linear Quadratic Gaussian control. Such deviation can be measured by the minimal Kullback-Leibler informational divergence from the Gaussian distributions with zero mean and scalar covariance matrices. The resulting anisotropy functional is defined for finite power random vectors. Originally, anisotropy was introduced for directionally generic random vectors as the relative entropy of the normalized vector with respect to the uniform distribution on the unit sphere. The associated a-anisotropic norm of a matrix is then its maximum root mean square or average energy gain with respect to finite power or directionally generic inputs whose anisotropy is bounded above by a≥0. We give a systematic comparison of the anisotropy functionals and the associated norms. These are considered for unboundedly growing fragments of homogeneous Gaussian random fields on multidimensional integer lattice to yield mean anisotropy. Correspondingly, the anisotropic norms of finite matrices are extended to bounded linear translation invariant operators over such fields.