Distributed sensor failure detection in sensor networks

We investigate the problem of distributed sensors' failure detection in networks with a small number of defective sensors, whose measurements differ significantly from the neighbor measurements. We build on the sparse nature of the binary sensor failure signals to propose a novel distributed detection algorithm based on gossip mechanisms and on Group Testing (GT), where the latter has been used so far in centralized detection problems. The new distributed GT algorithm estimates the set of scattered defective sensors with a low complexity distance decoder from a small number of linearly independent binary messages exchanged by the sensors. We first consider networks with one defective sensor and determine the minimal number of linearly independent messages needed for its detection with high probability. We then extend our study to the multiple defective sensors detection by modifying appropriately the message exchange protocol and the decoding procedure. We show that, for small and medium sized networks, the number of messages required for successful detection is actually smaller than the minimal number computed theoretically. Finally, simulations demonstrate that the proposed method outperforms methods based on random walks in terms of both detection performance and convergence rate.

Topology of a percolating soil pore network.

A connectivity function defined by the 3D-Euler number, is a topological indicator and can be related to hydraulic properties (Vogel and Roth, 2001). This study aims to develop connectivity Euler indexes as indicators of the ability of soils for fluid percolation. The starting point was a 3D grey image acquired by X-ray computed tomography of a soil at bulk density of 1.2 mg cm-3. This image was used in the simulation of 40000 particles following a directed random walk algorithms with 7 binarization thresholds. These data consisted of 7 files containing the simulated end points of the 40000 random walks, obtained in Ruiz-Ramos et al. (2010). MATLAB software was used for computing the frequency matrix of the number of particles arriving at every end point of the random walks and their 3D representation.

A modified gambler's ruin model of polyethylene chains in the amorphous region.

Polyethylene chains in the amorphous region between two crystalline lamellae M unit apart are modeled as random walks with one-step memory on a cubic lattice between two absorbing boundaries. These walks avoid the two preceding steps, though they are not true self-avoiding walks. Systems of difference equations are introduced to calculate the statistics of the restricted random walks. They yield that the fraction of loops is (2M - 2)/(2M + 1), the fraction of ties 3/(2M + 1), the average length of loops 2M - 0.5, the average length of ties 2/3M2 + 2/3M - 4/3, the average length of walks equals 3M - 3, the variance of the loop length 16/15M3 + O(M2), the variance of the tie length 28/45M4 + O(M3), and the variance of the walk length 2M3 + O(M2).

Evidence for nonrandom hydrophobicity structures in protein chains.

The question of whether proteins originate from random sequences of amino acids is addressed. A statistical analysis is performed in terms of blocked and random walk values formed by binary hydrophobic assignments of the amino acids along the protein chains. Theoretical expectations of these variables from random distributions of hydrophobicities are compared with those obtained from functional proteins. The results, which are based upon proteins in the SWISS-PROT data base, convincingly show that the amino acid sequences in proteins differ from what is expected from random sequences in a statistically significant way. By performing Fourier transforms on the random walks, one obtains additional evidence for nonrandomness of the distributions. We have also analyzed results from a synthetic model containing only two amino acid types, hydrophobic and hydrophilic. With reasonable criteria on good folding properties in terms of thermodynamical and kinetic behavior, sequences that fold well are isolated. Performing the same statistical analysis on the sequences that fold well indicates similar deviations from randomness as for the functional proteins. The deviations from randomness can be interpreted as originating from anticorrelations in terms of an Ising spin model for the hydrophobicities. Our results, which differ from some previous investigations using other methods, might have impact on how permissive with respect to sequence specificity protein folding process is-only sequences with nonrandom hydrophobicity distributions fold well. Other distributions give rise to energy landscapes with poor folding properties and hence did not survive the evolution.

The distribution of shortrun commodity price movements /

Cover title.

Loss fluctuations and temporal correlations in network queues

We consider data losses in a single node of a packet- switched Internet-like network. We employ two distinct models, one with discrete and the other with continuous one-dimensional random walks, representing the state of a queue in a router. Both models have a built-in critical behavior with a sharp transition from exponentially small to finite losses. It turns out that the finite capacity of a buffer and the packet-dropping procedure give rise to specific boundary conditions which lead to strong loss rate fluctuations at the critical point even in the absence of such fluctuations in the data arrival process.

O paradoxo da superdifusão de uma caminhada aleatória com memória exponencial

The random walk models with temporal correlation (i.e. memory) are of interest in the study of anomalous diffusion phenomena. The random walk and its generalizations are of prominent place in the characterization of various physical, chemical and biological phenomena. The temporal correlation is an essential feature in anomalous diffusion models. These temporal long-range correlation models can be called non-Markovian models, otherwise, the short-range time correlation counterparts are Markovian ones. Within this context, we reviewed the existing models with temporal correlation, i.e. entire memory, the elephant walk model, or partial memory, alzheimer walk model and walk model with a gaussian memory with profile. It is noticed that these models shows superdiffusion with a Hurst exponent H > 1/2. We study in this work a superdiffusive random walk model with exponentially decaying memory. This seems to be a self-contradictory statement, since it is well known that random walks with exponentially decaying temporal correlations can be approximated arbitrarily well by Markov processes and that central limit theorems prohibit superdiffusion for Markovian walks with finite variance of step sizes. The solution to the apparent paradox is that the model is genuinely non-Markovian, due to a time-dependent decay constant associated with the exponential behavior. In the end, we discuss ideas for future investigations.

Influence of memory in deterministic walks in random media: Analytical calculation within a mean-field approximation

Consider a random medium consisting of N points randomly distributed so that there is no correlation among the distances separating them. This is the random link model, which is the high dimensionality limit (mean-field approximation) for the Euclidean random point structure. In the random link model, at discrete time steps, a walker moves to the nearest point, which has not been visited in the last mu steps (memory), producing a deterministic partially self-avoiding walk (the tourist walk). We have analytically obtained the distribution of the number n of points explored by the walker with memory mu=2, as well as the transient and period joint distribution. This result enables us to explain the abrupt change in the exploratory behavior between the cases mu=1 (memoryless walker, driven by extreme value statistics) and mu=2 (walker with memory, driven by combinatorial statistics). In the mu=1 case, the mean newly visited points in the thermodynamic limit (N >> 1) is just < n >=e=2.72... while in the mu=2 case, the mean number < n > of visited points grows proportionally to N(1/2). Also, this result allows us to establish an equivalence between the random link model with mu=2 and random map (uncorrelated back and forth distances) with mu=0 and the abrupt change between the probabilities for null transient time and subsequent ones.

Implementing the quantum random walk

Recently, several groups have investigated quantum analogues of random walk algorithms, both on a line and on a circle. It has been found that the quantum versions have markedly different features to the classical versions. Namely, the variance on the line, and the mixing time on the circle increase quadratically faster in the quantum versions as compared to the classical versions. Here, we propose a scheme to implement the quantum random walk on a line and on a circle in an ion trap quantum computer. With current ion trap technology, the number of steps that could be experimentally implemented will be relatively small. However, we show how the enhanced features of these walks could be observed experimentally. In the limit of strong decoherence, the quantum random walk tends to the classical random walk. By measuring the degree to which the walk remains quantum, '' this algorithm could serve as an important benchmarking protocol for ion trap quantum computers.

Ergodic crossover in partially self-avoiding stochastic walks

Consider a one-dimensional environment with N randomly distributed sites. An agent explores this random medium moving deterministically with a spatial memory μ. A crossover from local to global exploration occurs in one dimension at a well-defined memory value μ1=log2N. In its stochastic version, the dynamics is ruled by the memory and by temperature T, which affects the hopping displacement. This dynamics also shows a crossover in one dimension, obtained computationally, between exploration schemes, characterized yet by the trajectory size (Np) (aging effect). In this paper we provide an analytical approach considering the modified stochastic version where the parameter T plays the role of a maximum hopping distance. This modification allows us to obtain a general analytical expression for the crossover, as a function of the parameters μ, T, and Np. Differently from what has been proposed by previous studies, we find that the crossover occurs in any dimension d. These results have been validated by numerical experiments and may be of great value for fixing optimal parameters in search algorithms. © 2013 American Physical Society.

Superdiffusion in a non-Markovian random walk model with a Gaussian memory profile

Most superdiffusive Non-Markovian random walk models assume that correlations are maintained at all time scales, e. g., fractional Brownian motion, Levy walks, the Elephant walk and Alzheimer walk models. In the latter two models the random walker can always "remember" the initial times near t = 0. Assuming jump size distributions with finite variance, the question naturally arises: is superdiffusion possible if the walker is unable to recall the initial times? We give a conclusive answer to this general question, by studying a non-Markovian model in which the walker's memory of the past is weighted by a Gaussian centered at time t/2, at which time the walker had one half the present age, and with a standard deviation sigma t which grows linearly as the walker ages. For large widths we find that the model behaves similarly to the Elephant model, but for small widths this Gaussian memory profile model behaves like the Alzheimer walk model. We also report that the phenomenon of amnestically induced persistence, known to occur in the Alzheimer walk model, arises in the Gaussian memory profile model. We conclude that memory of the initial times is not a necessary condition for generating (log-periodic) superdiffusion. We show that the phenomenon of amnestically induced persistence extends to the case of a Gaussian memory profile.

Torsional directed walks, entropic elasticity, and DNA twist stiffness

DNA and other biopolymers differ from classical polymers because of their torsional stiffness. This property changes the statistical character of their conformations under tension from a classical random walk to a problem we call the “torsional directed walk.” Motivated by a recent experiment on single lambda-DNA molecules [Strick, T. R., Allemand, J.-F., Bensimon, D., Bensimon, A. & Croquette, V. (1996) Science 271, 1835–1837], we formulate the torsional directed walk problem and solve it analytically in the appropriate force regime. Our technique affords a direct physical determination of the microscopic twist stiffness C and twist-stretch coupling D relevant for DNA functionality. The theory quantitatively fits existing experimental data for relative extension as a function of overtwist over a wide range of applied force; fitting to the experimental data yields the numerical values C = 120 nm and D = 50 nm. Future experiments will refine these values. We also predict that the phenomenon of reduction of effective twist stiffness by bend fluctuations should be testable in future single-molecule experiments, and we give its analytic form.

Biased Random-key Genetic Algorithms For The Winner Determination Problem In Combinatorial Auctions.

Abstract In this paper, we address the problem of picking a subset of bids in a general combinatorial auction so as to maximize the overall profit using the first-price model. This winner determination problem assumes that a single bidding round is held to determine both the winners and prices to be paid. We introduce six variants of biased random-key genetic algorithms for this problem. Three of them use a novel initialization technique that makes use of solutions of intermediate linear programming relaxations of an exact mixed integer-linear programming model as initial chromosomes of the population. An experimental evaluation compares the effectiveness of the proposed algorithms with the standard mixed linear integer programming formulation, a specialized exact algorithm, and the best-performing heuristics proposed for this problem. The proposed algorithms are competitive and offer strong results, mainly for large-scale auctions.

Synthesis and structural characterization of block and random low molecular weight copolymers composed of L-lactic acid and isosorbide succinate moieties

Isosorbide succinate moieties were incorporated into poly(L-lactide) (PLLA) backbone in order to obtain a new class of biodegradable polymer with enhanced properties. This paper describes the synthesis and characterization of four types of low molecular weight copolymers. Copolymer I was obtained from monomer mixtures of L-lactide, isosorbide, and succinic anhydride; II from oligo(L-lactide) (PLLA), isosorbide, and succinic anhydride; III from oligo(isosorbide succinate) (PIS) and L-lactide; and IV from transesterification reactions between PLLA and PIS. MALDI-TOFMS and 13C-NMR analyses gave evidence that co-oligomerization was successfully attained in all cases. The data suggested that the product I is a random co-oligomer and the products II-IV are block co-oligomers.

Anomalous diffusion in non-Markovian walks having amnestically induced persistence

We report numerically and analytically estimated values for the Hurst exponent for a recently proposed non-Markovian walk characterized by amnestically induced persistence. These results are consistent with earlier studies showing that log-periodic oscillations arise only for large memory losses of the recent past. We also report numerical estimates of the Hurst exponent for non-Markovian walks with diluted memory. Finally, we study walks with a fractal memory of the past for a Thue-Morse and Fibonacci memory patterns. These results are interpreted and discussed in the context of the necessary and sufficient conditions for the central limit theorem to hold.