Stability and ergodicity of piecewise deterministic Markov processes

The main goal of this paper is to establish some equivalence results on stability, recurrence, and ergodicity between a piecewise deterministic Markov process ( PDMP) {X( t)} and an embedded discrete-time Markov chain {Theta(n)} generated by a Markov kernel G that can be explicitly characterized in terms of the three local characteristics of the PDMP, leading to tractable criterion results. First we establish some important results characterizing {Theta(n)} as a sampling of the PDMP {X( t)} and deriving a connection between the probability of the first return time to a set for the discrete-time Markov chains generated by G and the resolvent kernel R of the PDMP. From these results we obtain equivalence results regarding irreducibility, existence of sigma-finite invariant measures, and ( positive) recurrence and ( positive) Harris recurrence between {X( t)} and {Theta(n)}, generalizing the results of [ F. Dufour and O. L. V. Costa, SIAM J. Control Optim., 37 ( 1999), pp. 1483-1502] in several directions. Sufficient conditions in terms of a modified Foster-Lyapunov criterion are also presented to ensure positive Harris recurrence and ergodicity of the PDMP. We illustrate the use of these conditions by showing the ergodicity of a capacity expansion model.

Physical and dynamical characterization of (5201) Ferraz-Mello, a possible extinct Jupiter family comet

Context. The subject of asteroids in cometary orbits (ACOs) has been of growing interest lately. These objects have the orbital characteristics typical of comets, but are asteroidal in appearance, i.e., show no signs of a coma at any part of their orbits. At least a fraction of these objects are thought to be comets that have either exhausted all their volatile content or developed a refractory crust that prevents sublimation. In particular, the asteroid ( 5201) Ferraz-Mello has, since its discovery, been suspected to be an extinct Jupiter family comet due to the peculiar nature of its orbit. Aims. The aim of this work is to put constraints on the possible origin of ( 5201) Ferraz-Mello by means of spectroscopic characterization and a study of the dynamics of this asteroid. Methods. We used the SOAR Optical Imager (SOI) to obtain observations of ( 5201) Ferraz-Mello using four SDSS filters. These observations were compared to asteroids listed in the Sloan Moving objects catalog and also to photometry of cometary nuclei, Centaurs, and TNOs. The orbital evolution of ( 5201) Ferraz-Mello and of a sample of asteroids and comets that are close to that object in the a - e plane were simulated using a pure N-body code for 4 000 years forward and 4 000 years backward in time. Results. The reflectance spectrum obtained from its colors in the SDSS system is unusual, with a steep spectral gradient that is comparable to TNOs and Centaurs, but with an increase in the reflectance in the g band that is not common in those populations. A similar behavior is seen in cometary nuclei that were observed in the presence of a faint dust coma. The dynamical results confirm the very chaotic evolution found previously and its dynamical similarity to the chaotic evolution of some comets. The asteroid is situated in the very stochastic layer at the border of the 2/1 resonance, and it has a very short Lyapunov time ( 30 - 40) years. Together, the spectral characteristcs and the dynamical evolution suggest that ( 5201) Ferraz-Mello is a dormant or extinct comet.

Avaliação de modelos geoidais gravimétricos determinados com funções covariâncias planas e esféricas (Estudo de Caso: Estado de São Paulo e adjacências)

The least squares collocation is a mathematical technique which is used in Geodesy for representation of the Earth's anomalous gravity field from heterogeneous data in type and precision. The use of this technique in the representation of the gravity field requires the statistical characteristics of data through covariance function. The covariances reflect the behavior of the gravity field, in magnitude and roughness. From the statistical point of view, the covariance function represents the statistical dependence among quantities of the gravity field at distinct points or, in other words, shows the tendency to have the same magnitude and the same sign. The determination of the covariance functions is necessary either to describe the behavior of the gravity field or to evaluate its functionals. This paper aims at presenting the results of a study on the plane and spherical covariance functions in determining gravimetric geoid models.

Characterizing chaotic melodies in automatic music composition

In this paper, we initially present an algorithm for automatic composition of melodies using chaotic dynamical systems. Afterward, we characterize chaotic music in a comprehensive way as comprising three perspectives: musical discrimination, dynamical influence on musical features, and musical perception. With respect to the first perspective, the coherence between generated chaotic melodies (continuous as well as discrete chaotic melodies) and a set of classical reference melodies is characterized by statistical descriptors and melodic measures. The significant differences among the three types of melodies are determined by discriminant analysis. Regarding the second perspective, the influence of dynamical features of chaotic attractors, e.g., Lyapunov exponent, Hurst coefficient, and correlation dimension, on melodic features is determined by canonical correlation analysis. The last perspective is related to perception of originality, complexity, and degree of melodiousness (Euler's gradus suavitatis) of chaotic and classical melodies by nonparametric statistical tests. (c) 2010 American Institute of Physics. [doi: 10.1063/1.3487516]

Multistability and Self-Similarity in the Parameter-Space of a Vibro-Impact System

The dynamics of a dissipative vibro-impact system called impact-pair is investigated. This system is similar to Fermi-Ulam accelerator model and consists of an oscillating one-dimensional box containing a point mass moving freely between successive inelastic collisions with the rigid walls of the box. In our numerical simulations, we observed multistable regimes, for which the corresponding basins of attraction present a quite complicated structure with smooth boundary. In addition, we characterize the system in a two-dimensional parameter space by using the largest Lyapunov exponents, identifying self-similar periodic sets. Copyright (C) 2009 Silvio L.T. de Souza et al.

Combining Monte Carlo simulation and density-functional theory to describe the spectral changes of Na(2) in liquid helium

Spectral changes of Na(2) in liquid helium were studied using the sequential Monte Carlo-quantum mechanics method. Configurations composed by Na(2) surrounded by explicit helium atoms sampled from the Monte Carlo simulation were submitted to time-dependent density-functional theory calculations of the electronic absorption spectrum using different functionals. Attention is given to both line shift and line broadening. The Perdew, Burke, and Ernzerhof (PBE1PBE, also known as PBE0) functional, with the PBE1PBE/6-311++G(2d,2p) basis set, gives the spectral shift, compared to gas phase, of 500 cm(-1) for the allowed X (1)Sigma(+)(g) -> B (1)Pi(u) transition, in very good agreement with the experimental value (700 cm(-1)). For comparison, cluster calculations were also performed and the first X (1)Sigma(+)(g) -> A (1)Sigma(+)(u) transition was also considered.

Theoretical study of one- and two-photon absorption spectra of azoaromatic compounds

In this study, the one- and two-photon absorption spectra of seven azoaromatic compounds (five pseudostilbenes-type and two aminoazobenzenes) were theoretically investigated using the density functional theory combined with the response functions formalism. The equilibrium molecular structure of each compound was obtained at three different levels of theory: Hartree-Fock, density functional theory (DFT), and Moller-Plesset 2. The effect of solvent on the equilibrium structure and the electronic transitions of the compounds were investigated using the polarizable continuum model. For the one-photon absorption, the allowed pi ->pi(*) transition energy showed to be dependent on the molecular structures and the effect of solvent, while the n ->pi(*) and pi ->pi(*)(n) transition energies exhibited only a slight dependence. An inversion between the bands corresponding to the pi ->pi(*) and n ->pi(*) states due to the effect of solvent was observed for the pseudostilbene-type compounds. To characterize the allowed two-photon absorption transitions for azoaromatic compounds, the response functions formalism combined with DFT using the hybrid B3LYP and PBE0 functionals and the long-range corrected CAM-B3LYP functional was employed. The theoretical results support the previous findings based on the three-state model. The model takes into account the ground and two electronic excited states and has already been used to describe and interpret the two-photon absorption spectrum of azoaromatic compounds. The highest energy two-photon allowed transition for the pseudostilbene-type compounds shows to be more effectively affected (similar to 20%) by the torsion of the molecular structure than the lowest allowed transition (similar to 10%). In order to elucidate the effect of the solvent on the two-photon absorption spectra, the lowest allowed two-photon transition (dipolar transition) for each compound was analyzed using a two-state approximation and the polarizable continuum model. The results obtained reveal that the effect of solvent increases drastically the two-photon cross-section of the dipolar transition of the pseudostilbene-type compounds. In general, the features of both one- and two-photon absorption spectra of the azoaromatic compounds are well reproduced by the theoretical calculations.

Reverse engineering in many-body quantum physics: Correspondence between many-body systems and effective single-particle equations

The mapping, exact or approximate, of a many-body problem onto an effective single-body problem is one of the most widely used conceptual and computational tools of physics. Here, we propose and investigate the inverse map of effective approximate single-particle equations onto the corresponding many-particle system. This approach allows us to understand which interacting system a given single-particle approximation is actually describing, and how far this is from the original physical many-body system. We illustrate the resulting reverse engineering process by means of the Kohn-Sham equations of density-functional theory. In this application, our procedure sheds light on the nonlocality of the density-potential mapping of density-functional theory, and on the self-interaction error inherent in approximate density functionals.

The role of electron localization in the atomic structure of transition-metal 13-atom clusters: the example of Co(13), Rh(13), and Hf(13)

The crystalline structure of transition-metals (TM) has been widely known for several decades, however, our knowledge on the atomic structure of TM clusters is still far from satisfactory, which compromises an atomistic understanding of the reactivity of TM clusters. For example, almost all density functional theory (DFT) calculations for TM clusters have been based on local (local density approximation-LDA) and semilocal (generalized gradient approximation-GGA) exchange-correlation functionals, however, it is well known that plain DFT fails to correct the self-interaction error, which affects the properties of several systems. To improve our basic understanding of the atomic and electronic properties of TM clusters, we report a DFT study within two nonlocal functionals, namely, the hybrid HSE (Heyd, Scuseria, and Ernzerhof) and GGA + U functionals, of the structural and electronic properties of the Co(13), Rh(13), and Hf(13) clusters. For Co(13) and Rh(13), we found that improved exchange-correlation functionals decrease the stability of open structures such as the hexagonal bilayer (HBL) and double simple-cubic (DSC) compared with the compact icosahedron (ICO) structure, however, DFT-GGA, DFT-GGA + U, and DFT-HSE yield very similar results for Hf(13). Thus, our results suggest that the DSC structure obtained by several plain DFT calculations for Rh(13) can be improved by the use of improved functionals. Using the sd hybridization analysis, we found that a strong hybridization favors compact structures, and hence, a correct description of the sd hybridization is crucial for the relative energy stability. For example, the sd hybridization decreases for HBL and DSC and increases for ICO in the case of Co(13) and Rh(13), while for Hf(13), the sd hybridization decreases for all configurations, and hence, it does not affect the relative stability among open and compact configurations.

POLLING SYSTEMS WITH PARAMETER REGENERATION, THE GENERAL CASE

We consider a polling model with multiple stations, each with Poisson arrivals and a queue of infinite capacity. The service regime is exhaustive and there is Jacksonian feedback of served customers. What is new here is that when the server comes to a station it chooses the service rate and the feedback parameters at random; these remain valid during the whole stay of the server at that station. We give criteria for recurrence, transience and existence of the sth moment of the return time to the empty state for this model. This paper generalizes the model, when only two stations accept arriving jobs, which was considered in [Ann. Appl. Probab. 17 (2007) 1447-1473]. Our results are stated in terms of Lyapunov exponents for random matrices. From the recurrence criteria it can be seen that the polling model with parameter regeneration can exhibit the unusual phenomenon of null recurrence over a thick region of parameter space.

Self-organized distribution of periodicity and chaos in an electrochemical oscillator

We report a detailed numerical investigation of a prototype electrochemical oscillator, in terms of high-resolution phase diagrams for an experimentally relevant section of the control (parameter) space. The prototype model consists of a set of three autonomous ordinary differential equations which captures the general features of electrochemical oscillators characterized by a partially hidden negative differential resistance in an N-shaped current-voltage stationary curve. By computing Lyapunov exponents, we provide a detailed discrimination between chaotic and periodic phases of the electrochemical oscillator. Such phases reveal the existence of an intricate structure of domains of periodicity self-organized into a chaotic background. Shrimp-like periodic regions previously observed in other discrete and continuous systems were also observed here, which corroborate the universal nature of the occurrence of such structures. In addition, we have also found a structured period distribution within the order region. Finally we discuss the possible experimental realization of comparable phase diagrams.

Kernel machines for epilepsy diagnosis via EEG signal classification: A comparative study

Objective: We carry out a systematic assessment on a suite of kernel-based learning machines while coping with the task of epilepsy diagnosis through automatic electroencephalogram (EEG) signal classification. Methods and materials: The kernel machines investigated include the standard support vector machine (SVM), the least squares SVM, the Lagrangian SVM, the smooth SVM, the proximal SVM, and the relevance vector machine. An extensive series of experiments was conducted on publicly available data, whose clinical EEG recordings were obtained from five normal subjects and five epileptic patients. The performance levels delivered by the different kernel machines are contrasted in terms of the criteria of predictive accuracy, sensitivity to the kernel function/parameter value, and sensitivity to the type of features extracted from the signal. For this purpose, 26 values for the kernel parameter (radius) of two well-known kernel functions (namely. Gaussian and exponential radial basis functions) were considered as well as 21 types of features extracted from the EEG signal, including statistical values derived from the discrete wavelet transform, Lyapunov exponents, and combinations thereof. Results: We first quantitatively assess the impact of the choice of the wavelet basis on the quality of the features extracted. Four wavelet basis functions were considered in this study. Then, we provide the average accuracy (i.e., cross-validation error) values delivered by 252 kernel machine configurations; in particular, 40%/35% of the best-calibrated models of the standard and least squares SVMs reached 100% accuracy rate for the two kernel functions considered. Moreover, we show the sensitivity profiles exhibited by a large sample of the configurations whereby one can visually inspect their levels of sensitiveness to the type of feature and to the kernel function/parameter value. Conclusions: Overall, the results evidence that all kernel machines are competitive in terms of accuracy, with the standard and least squares SVMs prevailing more consistently. Moreover, the choice of the kernel function and parameter value as well as the choice of the feature extractor are critical decisions to be taken, albeit the choice of the wavelet family seems not to be so relevant. Also, the statistical values calculated over the Lyapunov exponents were good sources of signal representation, but not as informative as their wavelet counterparts. Finally, a typical sensitivity profile has emerged among all types of machines, involving some regions of stability separated by zones of sharp variation, with some kernel parameter values clearly associated with better accuracy rates (zones of optimality). (C) 2011 Elsevier B.V. All rights reserved.

Robust Control of Flight Simulator Motion Base

The purpose of this study is to apply robust inverse dynamics control for a six-degree-of-freedom flight simulator motion system. From an implementation viewpoint, simplification of the inverse dynamics control law is introduced by assuming control law matrices as constants. The robust control strategy is applied in the outer loop of the inverse dynamic control to counteract the effects of imperfect compensation due this simplification. The control strategy is designed using the Lyapunov stability theory. Forward and inverse kinematics and a full dynamic model of a six-degree-of-freedom motion base driven by electromechanical actuators are briefly presented. A describing function, acceleration step response and some maneuvers computed from the washout filter were used to evaluate the performance of the controllers.

Spectral properties of chaotic signals with applications in communications

This paper investigates the characteristics of the Power Spectral Density (PSD) of chaotic signals generated by skew tent maps. The influence of the Lyapunov exponent on the autocorrelation sequence and on the PSD is evaluated via computational simulations. We conclude that the essential bandwidth of these signals is strongly related to this exponent and they can be low-pass or high-pass depending on the family`s parameter. This way, the PSD of a chaotic signal is a function of the generating map although this is not a one-to-one relationship. (C) 2009 Elsevier Ltd. All rights reserved.

The Cramer-Rao bound for initial conditions estimation of chaotic orbits

We derive the Cramer-Rao Lower Bound (CRLB) for the estimation of initial conditions of noise-embedded orbits produced by general one-dimensional maps. We relate this bound`s asymptotic behavior to the attractor`s Lyapunov number and show numerical examples. These results pave the way for more suitable choices for the chaotic signal generator in some chaotic digital communication systems. (c) 2006 Published by Elsevier Ltd.