Adaptive estimation of hidden semi-Markov chains with parameterised transition probabilities and exponential decaying states

This paper develops maximum likelihood (ML) estimation schemes for finite-state semi-Markov chains in white Gaussian noise. We assume that the semi-Markov chain is characterised by transition probabilities of known parametric from with unknown parameters. We reformulate this hidden semi-Markov model (HSM) problem in the scalar case as a two-vector homogeneous hidden Markov model (HMM) problem in which the state consist of the signal augmented by the time to last transition. With this reformulation we apply the expectation Maximumisation (EM ) algorithm to obtain ML estimates of the transition probabilities parameters, Markov state levels and noise variance. To demonstrate our proposed schemes, motivated by neuro-biological applications, we use a damped sinusoidal parameterised function for the transition probabilities.

A simulation model of the within-host dynamics of Plasmodium vivax infection

Background The benign reputation of Plasmodium vivax is at odds with the burden and severity of the disease. This reputation, combined with restricted in vitro techniques, has slowed efforts to gain an understanding of the parasite biology and interaction with its human host. Methods A simulation model of the within-host dynamics of P. vivax infection is described, incorporating distinctive characteristics of the parasite such as the preferential invasion of reticulocytes and hypnozoite production. The developed model is fitted using digitized time-series’ from historic neurosyphilis studies, and subsequently validated against summary statistics from a larger study of the same population. The Chesson relapse pattern was used to demonstrate the impact of released hypnozoites. Results The typical pattern for dynamics of the parasite population is a rapid exponential increase in the first 10 days, followed by a gradual decline. Gametocyte counts follow a similar trend, but are approximately two orders of magnitude lower. The model predicts that, on average, an infected naïve host in the absence of treatment becomes infectious 7.9 days post patency and is infectious for a mean of 34.4 days. In the absence of treatment, the effect of hypnozoite release was not apparent as newly released parasites were obscured by the existing infection. Conclusions The results from the model provides useful insights into the dynamics of P. vivax infection in human hosts, in particular the timing of host infectiousness and the role of the hypnozoite in perpetuating infection.

Model selection with misspecified spatial covariance structure

Spatial data analysis has become more and more important in the studies of ecology and economics during the last decade. One focus of spatial data analysis is how to select predictors, variance functions and correlation functions. However, in general, the true covariance function is unknown and the working covariance structure is often misspecified. In this paper, our target is to find a good strategy to identify the best model from the candidate set using model selection criteria. This paper is to evaluate the ability of some information criteria (corrected Akaike information criterion, Bayesian information criterion (BIC) and residual information criterion (RIC)) for choosing the optimal model when the working correlation function, the working variance function and the working mean function are correct or misspecified. Simulations are carried out for small to moderate sample sizes. Four candidate covariance functions (exponential, Gaussian, Matern and rational quadratic) are used in simulation studies. With the summary in simulation results, we find that the misspecified working correlation structure can still capture some spatial correlation information in model fitting. When the sample size is large enough, BIC and RIC perform well even if the the working covariance is misspecified. Moreover, the performance of these information criteria is related to the average level of model fitting which can be indicated by the average adjusted R square ( [GRAPHICS] ), and overall RIC performs well.

A non-orthogonal distributed space-time coded protocol - Part 1:Signal model and design criteria

In this two-part series of papers, a generalized non-orthogonal amplify and forward (GNAF) protocol which generalizes several known cooperative diversity protocols is proposed. Transmission in the GNAF protocol comprises of two phases - the broadcast phase and the cooperation phase. In the broadcast phase, the source broadcasts its information to the relays as well as the destination. In the cooperation phase, the source and the relays together transmit a space-time code in a distributed fashion. The GNAF protocol relaxes the constraints imposed by the protocol of Jing and Hassibi on the code structure. In Part-I of this paper, a code design criteria is obtained and it is shown that the GNAF protocol is delay efficient and coding gain efficient as well. Moreover GNAF protocol enables the use of sphere decoders at the destination with a non-exponential Maximum likelihood (ML) decoding complexity. In Part-II, several low decoding complexity code constructions are studied and a lower bound on the Diversity-Multiplexing Gain tradeoff of the GNAF protocol is obtained.

A kinetic Ising model study of dynamical correlations in confined fluids: Emergence of both fast and slow time scales

Experiments and computer simulation studies have revealed existence of rich dynamics in the orientational relaxation of molecules in confined systems such as water in reverse micelles, cyclodextrin cavities, and nanotubes. Here we introduce a novel finite length one dimensional Ising model to investigate the propagation and the annihilation of dynamical correlations in finite systems and to understand the intriguing shortening of the orientational relaxation time that has been reported for small sized reverse micelles. In our finite sized model, the two spins at the two end cells are oriented in the opposite directions to mimic the effects of surface that in real system fixes water orientation in the opposite directions. This produces opposite polarizations to propagate inside from the surface and to produce bulklike condition at the center. This model can be solved analytically for short chains. For long chains, we solve the model numerically with Glauber spin flip dynamics (and also with Metropolis single-spin flip Monte Carlo algorithm). We show that model nicely reproduces many of the features observed in experiments. Due to the destructive interference among correlations that propagate from the surface to the core, one of the rotational relaxation time components decays faster than the bulk. In general, the relaxation of spins is nonexponential due to the interplay between various interactions. In the limit of strong coupling between the spins or in the limit of low temperature, the nature of relaxation of the spins undergoes a qualitative change with the emergence of a homogeneous dynamics where decay is predominantly exponential, again in agreement with experiments. (C) 2010 American Institute of Physics. doi: 10.1063/1.3474948]

Fatigue crack propagation model for plain concrete - An analogy with population growth

In this work, an analytical model is proposed for fatigue crack propagation in plain concrete based on population growth exponential law and in conjunction with principles of dimensional analysis and self-similarity. This model takes into account parameters such as loading history, fracture toughness, crack length, loading ratio and structural size. The predicted results are compared with experimental crack growth data for constant and variable amplitude loading and are found to capture the size effect apart from showing a good agreement. Using this model, a sensitivity analysis is carried out to study the effect of various parameters that influence fatigue failure. (C) 2010 Elsevier Ltd. All rights reserved.

Fixed points in a Hopfield model with random asymmetric interactions

We calculate analytically the average number of fixed points in the Hopfield model of associative memory when a random antisymmetric part is added to the otherwise symmetric synaptic matrix. Addition of the antisymmetric part causes an exponential decrease in the total number of fixed points. If the relative strength of the antisymmetric component is small, then its presence does not cause any substantial degradation of the quality of retrieval when the memory loading level is low. We also present results of numerical simulations which provide qualitative (as well as quantitative for some aspects) confirmation of the predictions of the analytic study. Our numerical results suggest that the analytic calculation of the average number of fixed points yields the correct value for the typical number of fixed points.

The stretching of single poly-ubiquitin molecules: Static versus dynamic disorder in the non-exponential kinetics of chain unfolding

Static disorder has recently been implicated in the non-exponential kinetics of the unfolding of single molecules of poly-ubiquitin under a constant force Kuo, Garcia-Manyes, Li, Barel, Lu, Berne, Urbakh, Klafter, and Fernandez, Proc. Natl. Acad. Sci. U. S. A. 107, 11336 (2010)]. In the present paper, it is suggested that dynamic disorder may provide a plausible, alternative description of the experimental observations. This suggestion is made on the basis of a model in which the barrier to chain unfolding is assumed to be modulated by a control parameter r that evolves in a parabolic potential under the action of fractional Gaussian noise according to a generalized Langevin equation. The treatment of dynamic disorder within this model is pursued using Zwanzig's indirect approach to noise averaging Acc. Chem. Res. 23, 148 (1990)]. In conjunction with a self-consistent closure scheme developed by Wilemski and Fixman J. Chem. Phys. 58, 4009 (1973); ibid. 60, 866 (1974)], this approach eventually leads to an expression for the chain unfolding probability that can be made to fit the corresponding experimental data very closely. (C) 2011 American Institute of Physics.

An Accurate Model for EESM and its Application to Analysis of CQI Feedback Schemes and Scheduling in LTE

The Effective Exponential SNR Mapping (EESM) is an indispensable tool for analyzing and simulating next generation orthogonal frequency division multiplexing (OFDM) based wireless systems. It converts the different gains of multiple subchannels, over which a codeword is transmitted, into a single effective flat-fading gain with the same codeword error rate. It facilitates link adaptation by helping each user to compute an accurate channel quality indicator (CQI), which is fed back to the base station to enable downlink rate adaptation and scheduling. However, the highly non-linear nature of EESM makes a performance analysis of adaptation and scheduling difficult; even the probability distribution of EESM is not known in closed-form. This paper shows that EESM can be accurately modeled as a lognormal random variable when the subchannel gains are Rayleigh distributed. The model is also valid when the subchannel gains are correlated in frequency or space. With some simplifying assumptions, the paper then develops a novel analysis of the performance of LTE's two CQI feedback schemes that use EESM to generate CQI. The comprehensive model and analysis quantify the joint effect of several critical components such as scheduler, multiple antenna mode, CQI feedback scheme, and EESM-based feedback averaging on the overall system throughput.

Studies of grand minima in sunspot cycles by using a flux transport solar dynamo model

We propose that grand minima in solar activity are caused by simultaneous fluctuations in the meridional circulation and the Babcock-Leighton mechanism for the poloidal field generation in the flux transport dynamo model. We present the following results: (a) fluctuations in the meridional circulation are more effective in producing grand minima; (b) both sudden and gradual initiations of grand minima are possible; (c) distributions of durations and waiting times between grand minima seem to be exponential; (d) the coherence time of the meridional circulation has an effect on the number and the average duration of grand minima, with a coherence time of about 30 yr being consistent with observational data. We also study the occurrence of grand maxima and find that the distributions of durations and waiting times between grand maxima are also exponential, like the grand minima. Finally we address the question of whether the Babcock-Leighton mechanism can be operative during grand minima when there are no sunspots. We show that an alpha-effect restricted to the upper portions of the convection zone can pull the dynamo out of the grand minima and can match various observational requirements if the amplitude of this alpha-effect is suitably fine-tuned.

Behaviour of a puff of resuspended sediment: a conceptual model

The particulate matter concentration above the seabed is usually assumed to decrease with height, following an exponential or Rouse profile. Many particulate matter concentration profiles with a peak were found on the North Mediterranean bottom water at a few tens of metres above the bottom. A particle size signal at the same altitude was found in this area and on the New York Eight shelf. It is assumed that this unexpected shape is due to a cloud of resuspended cohesive sediments originating from an impulse resuspension process. A simplified three-dimensional numerical model is proposed to describe the behaviour of resuspended particulate matter that originates from a sediment impulse vertically injected in the bottom water. This model reproduces the concentration profile shape observed, and it gives indications concerning the length and time characteristics of such a cloud, depending on the water velocity and bottom boundary layer properties.

Calculations of longitudinal and transverse velocity structure functions using a vortex model of isotropic turbulence

The longitudinal structure function (LSF) and the transverse structure function (TSF) in isotropic turbulence are calculated using a vortex model. The vortex model is composed of the Rankine and Burgers vortices which have the exponential distributions in the vortex Reynolds number and vortex radii. This model exhibits a power law in the inertial range and satisfies the minimal condition of isotropy that the second-order exponent of the LSF in the inertial range is equal to that of the TSF. Also observed are differences between longitudinal and transverse structure functions caused by intermittency. These differences are related to their scaling differences which have been previously observed in experiments and numerical simulations.

A perturbational h4 exponential finite-difference scheme for the convective diffusion equation

A perturbational h4 compact exponential finite difference scheme with diagonally dominant coefficient matrix and upwind effect is developed for the convective diffusion equation. Perturbations of second order are exerted on the convective coefficients and source term of an h2 exponential finite difference scheme proposed in this paper based on a transformation to eliminate the upwind effect of the convective diffusion equation. Four numerical examples including one- to three-dimensional model equations of fluid flow and a problem of natural convective heat transfer are given to illustrate the excellent behavior of the present exponential schemes, the h4 accuracy of the perturbational scheme is verified using double precision arithmetic.

Phase relaxation model for 2-phase flows

A phase relaxation model (PRM) for 2-phase flows is presented in this paper on the basis of three principal assumptions. The basic equations for PRM arc derived from the Boltzmann equations for gas-partlcle mixture, The general characteristics and solving process of the PRM's basic equations are also presented and discussed. Many terms in the PRM's basic equations contain a factor ε= ρgρp/ρg+ρp2 which is an intrinsic small parameter for 2-phase mixture, with ρg and ρp being respectively the densities of gas and particle phases.This makes it possible to simplify the computation of the PRM's basic equations. The model is applied to for example, studying file steady propagation of shock waves in gas-particle mixture. The analysis shows that with an increase of shock wave strength the relaxation process behind a gasdynamics shock front becomes a kind of dynamics relaxation instead of the standard exponential relaxation process. A method of determining experimentally the velocity and tem...更多perature relaxation rates (or times) of gas-particle flows is suggested and analyzed.

Photochemical electron transfer at fixed distance : a synthetic model of the photosynthetic primary process

A series of meso-phenyloctamethylporphyrins covalently bonded at the 4'phenyl position to quinones via rigid bicyclo[2.2.2]octane spacers were synthesized for the study of the dependence of electron transfer reaction rate on solvent, distance, temperature, and energy gap. A general and convergent synthesis was developed based on the condensation of ac-biladienes with masked quinonespacer-benzaldehydes. From picosecond fluorescence spectroscopy emission lifetimes were measured in seven solvents of varying polarity. Rate constants were determined to vary from 5.0x10⁹sec^-1 in N,N-dimethylformamide to 1.15x10¹⁰ Sec^-1 in benzene, and were observed to rise at most by about a factor of three with decreasing solvent polarity. Experiments at low temperature in 2-MTHF glass (77K) revealed fast, nearly temperature-independent electron transfer characterized by non-exponential fluorescence decays, in contrast to monophasic behavior in fluid solution at 298K. This example evidently represents the first photosynthetic model system not based on proteins to display nearly temperature-independent electron transfer at high temperatures (nuclear tunneling). Low temperatures appear to freeze out the rotational motion of the chromophores, and the observed nonexponential fluorescence decays may be explained as a result of electron transfer from an ensemble of rotational conformations. The nonexponentiality demonstrates the sensitivity of the electron transfer rate to the precise magnitude of the electronic matrix element, which supports the expectation that electron transfer is nonadiabatic in this system. The addition of a second bicyclooctane moiety (15 Å vs. 18 Å edge-to-edge between porphyrin and quinone) reduces the transfer rate by at least a factor of 500-1500. Porphyrinquinones with variously substituted quinones allowed an examination of the dependence of the electron transfer rate constant κ_ET on reaction driving force. The classical trend of increasing rate versus increasing exothermicity occurs from 0.7 eV≤ |ΔG^0'(R)| ≤ 1.0 eV until a maximum is reached (κ_ET = 3 x 10⁸ sec^-1 rising to 1.15 x 10¹⁰ sec^-1 in acetonitrile). The rate remains insensitive to ΔG⁰ for ~ 300 mV from 1.0 eV≤ |ΔG^0’(R)| ≤ 1.3 eV, and then slightly decreases in the most exothermic case studied (cyanoquinone, κ_ET = 5 x 10⁹ sec^-1).