Deformed Gaussian orthogonal ensemble and the statistical fluctuations in the spectra of the quartic oscillator

The nearest-neighbor spacing distributions proposed by four models, namely, the Berry-Robnik, Caurier-Grammaticos-Ramani, Lenz-Haake, and the deformed Gaussian orthogonal ensemble, as well as the ansatz by Brody, are applied to the transition between chaos and order that occurs in the isotropic quartic oscillator. The advantages and disadvantages of these five descriptions are discussed. In addition, the results of a simple extension of the expression for the Dyson-Mehta statistic Δ3 are compared with those of a more popular one, usually associated with the Berry-Robnik formalism. ©1999 The American Physical Society.

Gaussian extended cubature formulae for polyharmonic functions

The purpose of this paper is to show certain links between univariate interpolation by algebraic polynomials and the representation of polyharmonic functions. This allows us to construct cubature formulae for multivariate functions having highest order of precision with respect to the class of polyharmonic functions. We obtain a Gauss type cubature formula that uses ℳ values of linear functional (integrals over hyperspheres) and is exact for all 2ℳ-harmonic functions, and consequently, for all algebraic polynomials of n variables of degree 4ℳ - 1.

Linear quadratic Gaussian control of discrete-time Markov jump linear systems with horizon defined by stopping times

The linear quadratic Gaussian control of discrete-time Markov jump linear systems is addressed in this paper, first for state feedback, and also for dynamic output feedback using state estimation. in the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (T N), or the occurrence of a crucial failure event (τ δ), after which the system paralyzed. From the constructive method used here a separation principle holds, and the solutions are given in terms of a Kalman filter and a state feedback sequence of controls. The control gains are obtained by recursions from a set of algebraic Riccati equations for the former case or by a coupled set of algebraic Riccati equation for the latter case. Copyright © 2005 IFAC.

Migração 3-D Kirchhoff-Gaussian-Beam (KGB) pré-empilhamento no domínio da profundidade

O Feixe Gaussiano (FG) é uma solução assintótica da equação da elastodinâmica na vizinhança paraxial de um raio central, a qual se aproxima melhor do campo de ondas do que a aproximação de ordem zero da Teoria do Raio. A regularidade do FG na descrição do campo de ondas, assim como a sua elevada precisão em algumas regiões singulares do meio de propagação, proporciona uma forte alternativa na solução de problemas de modelagem e imageamento sísmicos. Nesta Tese, apresenta-se um novo procedimento de migração sísmica pré-empilhamento em profundidade com amplitudes verdadeiras, que combina a flexibilidade da migração tipo Kirchhoff e a robustez da migração baseada na utilização de Feixes Gaussianos para a representação do campo de ondas. O algoritmo de migração proposto é constituído por dois processos de empilhamento: o primeiro é o empilhamento de feixes (“beam stack”) aplicado a subconjuntos de dados sísmicos multiplicados por uma função peso definida de modo que o operador de empilhamento tenha a mesma forma da integral de superposição de Feixes Gaussianos; o segundo empilhamento corresponde à migração Kirchhoff tendo como entrada os dados resultantes do primeiro empilhamento. Pelo exposto justifica-se a denominação migração Kirchhoff-Gaussian-Beam (KGB). As principais características que diferenciam a migração KGB, durante a realização do primeiro empilhamento, de outros métodos de migração que também utilizam a teoria dos Feixes Gaussianos, são o uso da primeira zona de Fresnel projetada para limitar a largura do feixe e a utilização, no empilhamento do feixe, de uma aproximação de segunda ordem do tempo de trânsito de reflexão. Como exemplos são apresentadas aplicações a dados sintéticos para modelos bidimensionais (2-D) e tridimensionais (3-D), correspondentes aos modelos Marmousi e domo de sal da SEG/EAGE, respectivamente.

Análise do efeito da discretização do modelo de velocidades nas migrações Kirchhoff e Kirchhoff-Gaussian- Beam 2D pré-empilhamento em profundidade

O Feixe Gaussiano (FG) é uma solução assintótica da equação da elastodinâmica na vizinhança paraxial de um raio central, a qual se aproxima melhor do campo de ondas do que a aproximação de ordem zero da Teoria do Raio. A regularidade do FG na descrição do campo de ondas, assim como a sua elevada precisão em algumas regiões singulares do meio de propagação, proporciona uma forte alternativa no imageamento sísmicos. Nesta dissertação, apresenta-se um novo procedimento de migração sísmica pré-empilhamento em profundidade com amplitudes verdadeiras, que combina a flexibilidade da migração tipo Kirchhoff e a robustez da migração baseada na utilização de Feixes Gaussianos para a representação do campo de ondas. O algoritmo de migração proposto é constituído por dois processos de empilhamento: o primeiro é o empilhamento de feixes (“beam stack”) aplicado a subconjuntos de dados sísmicos multiplicados por uma função peso definida de modo que o operador de empilhamento tenha a mesma forma da integral de superposição de Feixes Gaussianos; o segundo empilhamento corresponde à migração Kirchhoff tendo como entrada os dados resultantes do primeiro empilhamento. Pelo exposto justifica-se a denominação migração Kirchhoff-Gaussian-Beam (KGB).Afim de comparar os métodos Kirchhoff e KGB com respeito à sensibilidade em relação ao comprimento da discretização, aplicamos no conjunto de dados conhecido como Marmousi 2-D quatro grids de velocidade, ou seja, 60m, 80m 100m e 150m. Como resultado, temos que ambos os métodos apresentam uma imagem muito melhor para o menor intervalo de discretização da malha de velocidade. O espectro de amplitude das seções migradas nos fornece o conteúdo de frequência espacial das seções das imagens obtidas.

Weakly anomalous diffusion with non-Gaussian propagators

A poorly understood phenomenon seen in complex systems is diffusion characterized by Hurst exponent H approximate to 1/2 but with non-Gaussian statistics. Motivated by such empirical findings, we report an exact analytical solution for a non-Markovian random walk model that gives rise to weakly anomalous diffusion with H = 1/2 but with a non-Gaussian propagator.

Influence diagnostics in Gaussian spatial linear models

Spatial linear models have been applied in numerous fields such as agriculture, geoscience and environmental sciences, among many others. Spatial dependence structure modelling, using a geostatistical approach, is an indispensable tool to estimate the parameters that define this structure. However, this estimation may be greatly affected by the presence of atypical observations in the sampled data. The purpose of this paper is to use diagnostic techniques to assess the sensitivity of the maximum-likelihood estimators, covariance functions and linear predictor to small perturbations in the data and/or the spatial linear model assumptions. The methodology is illustrated with two real data sets. The results allowed us to conclude that the presence of atypical values in the sample data have a strong influence on thematic maps, changing the spatial dependence structure.

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.

Gaussian deconvolution: a useful method for a form-free modeling of scattering data from mono- and multilayered planar systems

A new method for analysis of scattering data from lamellar bilayer systems is presented. The method employs a form-free description of the cross-section structure of the bilayer and the fit is performed directly to the scattering data, introducing also a structure factor when required. The cross-section structure (electron density profile in the case of X-ray scattering) is described by a set of Gaussian functions and the technique is termed Gaussian deconvolution. The coefficients of the Gaussians are optimized using a constrained least-squares routine that induces smoothness of the electron density profile. The optimization is coupled with the point-of-inflection method for determining the optimal weight of the smoothness. With the new approach, it is possible to optimize simultaneously the form factor, structure factor and several other parameters in the model. The applicability of this method is demonstrated by using it in a study of a multilamellar system composed of lecithin bilayers, where the form factor and structure factor are obtained simultaneously, and the obtained results provided new insight into this very well known system.

Strategy and model building in the fourth dimension: a null model for genotype × age interaction as a Gaussian stationary stochastic process

Abstract Background Using univariate and multivariate variance components linkage analysis methods, we studied possible genotype × age interaction in cardiovascular phenotypes related to the aging process from the Framingham Heart Study. Results We found evidence for genotype × age interaction for fasting glucose and systolic blood pressure. Conclusions There is polygenic genotype × age interaction for fasting glucose and systolic blood pressure and quantitative trait locus × age interaction for a linkage signal for systolic blood pressure phenotypes located on chromosome 17 at 67 cM.

Crustal heterogeneities and complexities of fault processes

In this work we study the relation between crustal heterogeneities and complexities in fault processes. The first kind of heterogeneity considered involves the concept of asperity. The presence of an asperity in the hypocentral region of the M = 6.5 earthquake of June 17-th, 2000 in the South Iceland Seismic Zone was invoked to explain the change of seismicity pattern before and after the mainshock: in particular, the spatial distribution of foreshock epicentres trends NW while the strike of the main fault is N 7◦ E and aftershocks trend accordingly; the foreshock depths were typically deeper than average aftershock depths. A model is devised which simulates the presence of an asperity in terms of a spherical inclusion, within a softer elastic medium in a transform domain with a deviatoric stress field imposed at remote distances (compressive NE − SW, tensile NW − SE). An isotropic compressive stress component is induced outside the asperity, in the direction of the compressive stress axis, and a tensile component in the direction of the tensile axis; as a consequence, fluid flow is inhibited in the compressive quadrants while it is favoured in tensile quadrants. Within the asperity the isotropic stress vanishes but the deviatoric stress increases substantially, without any significant change in the principal stress directions. Hydrofracture processes in the tensile quadrants and viscoelastic relaxation at depth may contribute to lower the effective rigidity of the medium surrounding the asperity. According to the present model, foreshocks may be interpreted as induced, close to the brittle-ductile transition, by high pressure fluids migrating upwards within the tensile quadrants; this process increases the deviatoric stress within the asperity which eventually fails, becoming the hypocenter of the mainshock, on the optimally oriented fault plane. In the second part of our work we study the complexities induced in fault processes by the layered structure of the crust. In the first model proposed we study the case in which fault bending takes place in a shallow layer. The problem can be addressed in terms of a deep vertical planar crack, interacting with a shallower inclined planar crack. An asymptotic study of the singular behaviour of the dislocation density at the interface reveals that the density distribution has an algebraic singularity at the interface of degree ω between -1 and 0, depending on the dip angle of the upper crack section and on the rigidity contrast between the two media. From the welded boundary condition at the interface between medium 1 and 2, a stress drop discontinuity condition is obtained which can be fulfilled if the stress drop in the upper medium is lower than required for a planar trough-going surface: as a corollary, a vertically dipping strike-slip fault at depth may cross the interface with a sedimentary layer, provided that the shallower section is suitably inclined (fault "refraction"); this results has important implications for our understanding of the complexity of the fault system in the SISZ; in particular, we may understand the observed offset of secondary surface fractures with respect to the strike direction of the seismic fault. The results of this model also suggest that further fractures can develop in the opposite quadrant and so a second model describing fault branching in the upper layer is proposed. As the previous model, this model can be applied only when the stress drop in the shallow layer is lower than the value prescribed for a vertical planar crack surface. Alternative solutions must be considered if the stress drop in the upper layer is higher than in the other layer, which may be the case when anelastic processes relax deviatoric stress in layer 2. In such a case one through-going crack cannot fulfil the welded boundary conditions and unwelding of the interface may take place. We have solved this problem within the theory of fracture mechanics, employing the boundary element method. The fault terminates against the interface in a T-shaped configuration, whose segments interact among each other: the lateral extent of the unwelded surface can be computed in terms of the main fault parameters and the stress field resulting in the shallower layer can be modelled. A wide stripe of high and nearly uniform shear stress develops above the unwelded surface, whose width is controlled by the lateral extension of unwelding. Secondary shear fractures may then open within this stripe, according to the Coulomb failure criterion, and the depth of open fractures opening in mixed mode may be computed and compared with the well studied fault complexities observed in the field. In absence of the T-shaped decollement structure, stress concentration above the seismic fault would be difficult to reconcile with observations, being much higher and narrower.

Thermodynamics of Forming Water Clusters at Various Temperatures and Pressures by Gaussian-2, Gaussian-3, Complete Basis Set-QB3, and Complete Basis Set-APNO Model Chemistries; Implications for Atmospheric Chemistry

The Gaussian-2, Gaussian-3, complete basis set- (CBS-) QB3, and CBS-APNO methods have been used to calculate ΔH° and ΔG° values for neutral clusters of water, (H2O)n, where n = 2−6. The structures are similar to those determined from experiment and from previous high-level calculations. The thermodynamic calculations by the G2, G3, and CBS-APNO methods compare well against the estimated MP2(CBS) limit. The cyclic pentamer and hexamer structures release the most heat per hydrogen bond formed of any of the clusters. While the cage and prism forms of the hexamer are the lowest energy structures at very low temperatures, as temperature is increased the cyclic structure is favored. The free energies of cluster formation at different temperatures reveal interesting insights, the most striking being that the cyclic trimer, cyclic tetramer, and cyclic pentamer, like the dimer, should be detectable in the lower troposphere. We predict water dimer concentrations of 9 × 1014 molecules/cm3, water trimer concentrations of 2.6 × 1012 molecules/cm3, tetramer concentrations of approximately 5.8 × 1011 molecules/cm3, and pentamer concentrations of approximately 3.5 × 1010 molecules/cm3 in saturated air at 298 K. These results have important implications for understanding the gas-phase chemistry of the lower troposphere.

Experimentation with different thermodynamic cycles used for pKa calculations on carboxylic acids using Complete Basis Set and Gaussian-n Models combined with CPCM Continuum Solvation Methods

Complete basis set and Gaussian-n methods were combined with Barone and Cossi's implementation of the polarizable conductor model (CPCM) continuum solvation methods to calculate pKa values for six carboxylic acids. Four different thermodynamic cycles were considered in this work. An experimental value of −264.61 kcal/mol for the free energy of solvation of H+, ΔGs(H+), was combined with a value for Ggas(H+) of −6.28 kcal/mol, to calculate pKa values with cycle 1. The complete basis set gas-phase methods used to calculate gas-phase free energies are very accurate, with mean unsigned errors of 0.3 kcal/mol and standard deviations of 0.4 kcal/mol. The CPCM solvation calculations used to calculate condensed-phase free energies are slightly less accurate than the gas-phase models, and the best method has a mean unsigned error and standard deviation of 0.4 and 0.5 kcal/mol, respectively. Thermodynamic cycles that include an explicit water in the cycle are not accurate when the free energy of solvation of a water molecule is used, but appear to become accurate when the experimental free energy of vaporization of water is used. This apparent improvement is an artifact of the standard state used in the calculation. Geometry relaxation in solution does not improve the results when using these later cycles. The use of cycle 1 and the complete basis set models combined with the CPCM solvation methods yielded pKa values accurate to less than half a pKa unit. © 2001 John Wiley & Sons, Inc. Int J Quantum Chem, 2001