Developing a growth-transition matrix for the stock assessment of the green sea urchin (Strongylocentrotus droebachiensis) off Maine

The green sea urchin (Strongylocentrotus droebachiensis) is important to the economy of Maine. It is the state’s fourth largest fishery by value. The fishery has experienced a continuous decline in landings since 1992 because of decreasing stock abundance. Because determining the age of sea urchins is often difficult, a formal stock assessment demands the development of a size-structured population dynamic model. One of the most important components in a size-structured model is a growth-transition matrix. We developed an approach for estimating the growth-transition matrix using von Bertalanffy growth parameters estimated in previous studies of the green sea urchin off Maine. This approach explicitly considers size-specific variations associated with yearly growth increments for these urchins. The proposed growth-transition matrix can be updated readily with new information on growth, which is important because changes in stock abundance and the ecosystem will likely result in changes in sea urchin key life history parameters including growth. This growth-transition matrix can be readily incorporated into the size-structured stock assessment model that has been developed for assessing the green sea urchin stock off Maine.

Comparison between Two Methods to Calculate the Transition Matrix of Orbit Motion

Two methods to evaluate the state transition matrix are implemented and analyzed to verify the computational cost and the accuracy of both methods. This evaluation represents one of the highest computational costs on the artificial satellite orbit determination task. The first method is an approximation of the Keplerian motion, providing an analytical solution which is then calculated numerically by solving Kepler's equation. The second one is a local numerical approximation that includes the effect of J(2). The analysis is performed comparing these two methods with a reference generated by a numerical integrator. For small intervals of time (1 to 10s) and when one needs more accuracy, it is recommended to use the second method, since the CPU time does not excessively overload the computer during the orbit determination procedure. For larger intervals of time and when one expects more stability on the calculation, it is recommended to use the first method.

Evolução das disparidades da extração vegetal e da silvicultura na Amazônia Legal: uma aplicação da cadeia de Markov

O artigo analisa a convergência municipal da produtividade vegetal (extração vegetal e silvicultura) na região da Amazônia Legal entre os anos de 1996 e 2006. Para analisar a convergência, optou-se pela metodologia da matriz de transição de Markov (Processo Estacionário de Primeira Ordem de Markov). Os resultados mostram a existência de 13 classes de convergência da produtividade vegetal. No longo prazo, a hipótese de convergência absoluta não se mantém, visto que 68,23% dos municípios encontram-se numa classe inferior à média municipal, 33,54% em uma classe intermediária acima da média e 13,41% em uma classe superior acima da média.

Further development of discrete computational techniques for calculation of restricted diffusion propagators in porous media

Magnetic resonance is a well-established tool for structural characterisation of porous media. Features of pore-space morphology can be inferred from NMR diffusion-diffraction plots or the time-dependence of the apparent diffusion coefficient. Diffusion NMR signal attenuation can be computed from the restricted diffusion propagator, which describes the distribution of diffusing particles for a given starting position and diffusion time. We present two techniques for efficient evaluation of restricted diffusion propagators for use in NMR porous-media characterisation. The first is the Lattice Path Count (LPC). Its physical essence is that the restricted diffusion propagator connecting points A and B in time t is proportional to the number of distinct length-t paths from A to B. By using a discrete lattice, the number of such paths can be counted exactly. The second technique is the Markov transition matrix (MTM). The matrix represents the probabilities of jumps between every pair of lattice nodes within a single timestep. The propagator for an arbitrary diffusion time can be calculated as the appropriate matrix power. For periodic geometries, the transition matrix needs to be defined only for a single unit cell. This makes MTM ideally suited for periodic systems. Both LPC and MTM are closely related to existing computational techniques: LPC, to combinatorial techniques; and MTM, to the Fokker-Planck master equation. The relationship between LPC, MTM and other computational techniques is briefly discussed in the paper. Both LPC and MTM perform favourably compared to Monte Carlo sampling, yielding highly accurate and almost noiseless restricted diffusion propagators. Initial tests indicate that their computational performance is comparable to that of finite element methods. Both LPC and MTM can be applied to complicated pore-space geometries with no analytic solution. We discuss the new methods in the context of diffusion propagator calculation in porous materials and model biological tissues.

Monte Carlo studies of quantum and classical annealing on a double well

We present results for a variety of Monte Carlo annealing approaches, both classical and quantum, benchmarked against one another for the textbook optimization exercise of a simple one-dimensional double well. In classical (thermal) annealing, the dependence upon the move chosen in a Metropolis scheme is studied and correlated with the spectrum of the associated Markov transition matrix. In quantum annealing, the path integral Monte Carlo approach is found to yield nontrivial sampling difficulties associated with the tunneling between the two wells. The choice of fictitious quantum kinetic energy is also addressed. We find that a "relativistic" kinetic energy form, leading to a higher probability of long real-space jumps, can be considerably more effective than the standard nonrelativistic one.

Markov chains, R-trivial monoids and representation theory

We develop a general theory of Markov chains realizable as random walks on R-trivial monoids. It provides explicit and simple formulas for the eigenvalues of the transition matrix, for multiplicities of the eigenvalues via Mobius inversion along a lattice, a condition for diagonalizability of the transition matrix and some techniques for bounding the mixing time. In addition, we discuss several examples, such as Toom-Tsetlin models, an exchange walk for finite Coxeter groups, as well as examples previously studied by the authors, such as nonabelian sandpile models and the promotion Markov chain on posets. Many of these examples can be viewed as random walks on quotients of free tree monoids, a new class of monoids whose combinatorics we develop.

Applications of Feller-Reuter-Riley transition functions

A Feller–Reuter–Riley function is a Markov transition function whose corresponding semigroup maps the set of the real-valued continuous functions vanishing at infinity into itself. The aim of this paper is to investigate applications of such functions in the dual problem, Markov branching processes, and the Williams-matrix. The remarkable property of a Feller–Reuter–Riley function is that it is a Feller minimal transition function with a stable q-matrix. By using this property we are able to prove that, in the theory of branching processes, the branching property is equivalent to the requirement that the corresponding transition function satisfies the Kolmogorov forward equations associated with a stable q-matrix. It follows that the probabilistic definition and the analytic definition for Markov branching processes are actually equivalent. Also, by using this property, together with the Resolvent Decomposition Theorem, a simple analytical proof of the Williams' existence theorem with respect to the Williams-matrix is obtained. The close link between the dual problem and the Feller–Reuter–Riley transition functions is revealed. It enables us to prove that a dual transition function must satisfy the Kolmogorov forward equations. A necessary and sufficient condition for a dual transition function satisfying the Kolmogorov backward equations is also provided.

A time-varying markov-switching model for economic growth

This paper investigates economic growth’s pattern of variation across and within countries using a Time-Varying Transition Matrix Markov-Switching Approach. The model developed follows the approach of Pritchett (2003) and explains the dynamics of growth based on a collection of different states, each of which has a sub-model and a growth pattern, by which countries oscillate over time. The transition matrix among the different states varies over time, depending on the conditioning variables of each country, with a linear dynamic for each state. We develop a generalization of the Diebold’s EM Algorithm and estimate an example model in a panel with a transition matrix conditioned on the quality of the institutions and the level of investment. We found three states of growth: stable growth, miraculous growth, and stagnation. The results show that the quality of the institutions is an important determinant of long-term growth, whereas the level of investment has varying roles in that it contributes positively in countries with high-quality institutions but is of little relevance in countries with medium- or poor-quality institutions.

Parametrized actor-critic algorithms for finite-horizon MDPs

Due to their non-stationarity, finite-horizon Markov decision processes (FH-MDPs) have one probability transition matrix per stage. Thus the curse of dimensionality affects FH-MDPs more severely than infinite-horizon MDPs. We propose two parametrized 'actor-critic' algorithms to compute optimal policies for FH-MDPs. Both algorithms use the two-timescale stochastic approximation technique, thus simultaneously performing gradient search in the parametrized policy space (the 'actor') on a slower timescale and learning the policy gradient (the 'critic') via a faster recursion. This is in contrast to methods where critic recursions learn the cost-to-go proper. We show w.p 1 convergence to a set with the necessary condition for constrained optima. The proposed parameterization is for FHMDPs with compact action sets, although certain exceptions can be handled. Further, a third algorithm for stochastic control of stopping time processes is presented. We explain why current policy evaluation methods do not work as critic to the proposed actor recursion. Simulation results from flow-control in communication networks attest to the performance advantages of all three algorithms.

Full characterization of the quantum linear-zigzag transition in atomic chains

A string of repulsively interacting particles exhibits a phase transition to a zigzag structure, by reducing the transverse trap potential or the interparticle distance. Based on the emergent symmetry Z2 it has been argued that this instability is a quantum phase transition, which can be mapped to an Ising model in transverse field. An extensive Density Matrix Renormalization Group analysis is performed, resulting in an high-precision evaluation of the critical exponents and of the central charge of the system, confirming that the quantum linear-zigzag transition belongs to the critical Ising model universality class. Quantum corrections to the classical phase diagram are computed, and the range of experimental parameters where quantum effects play a role is provided. These results show that structural instabilities of one-dimensional interacting atomic arrays can simulate quantum critical phenomena typical of ferromagnetic systems.

Dynamic game soundtrack generation in response to a continously varying emotional trajectory

Dynamic soundtracking presents various practical and aesthetic challenges to composers working with games. This paper presents an implementation of a system addressing some of these challenges with an affectively-driven music generation algorithm based on a second order Markov-model. The system can respond in real-time to emotional trajectories derived from 2-dimensions of affect on the circumplex model (arousal and valence), which are mapped to five musical parameters. A transition matrix is employed to vary the generated output in continuous response to the affective state intended by the gameplay.

Sensitivity of peptide conformational dynamics on clustering of a classical molecular dynamics trajectory

We investigate the sensitivity of a Markov model with states and transition probabilities obtained from clustering a molecular dynamics trajectory. We have examined a 500 ns molecular dynamics trajectory of the peptide valine-proline-alanine-leucine in explicit water. The sensitivity is quantified by varying the boundaries of the clusters and investigating the resulting variation in transition probabilities and the average transition time between states. In this way, we represent the effect of clustering using different clustering algorithms. It is found that in terms of the investigated quantities, the peptide dynamics described by the Markov model is sensitive to the clustering; in particular, the average transition times are found to vary up to 46%. Moreover, inclusion of nonphysical sparsely populated clusters can lead to serious errors of up to 814%. In the investigation, the time step used in the transition matrix is determined by the minimum time scale on which the system behaves approximately Markovian. This time step is found to be about 100 ps. It is concluded that the description of peptide dynamics with transition matrices should be performed with care, and that using standard clustering algorithms to obtain states and transition probabilities may not always produce reliable results.

Quantifying northward movement rates of eastern king prawns along eastern Australia

Movement rates of eastern king prawns, Melicertus plebejus (Hess), were estimated from historical and recent conventional tag-recapture information collected across eastern Australia. Data from three studies and 2,656 tag recaptures were used. Recaptured males and females both moved east–north-east in central Queensland and north–north-east in southern Queensland and New South Wales. Over a period of one year, the estimated transition matrix reflected the species strong northerly movement and the more complex longitudinal movement, showing a very high probability of eastern movement in central Queensland and almost negligible eastern or western movement in northern New South Wales. The high exchange probability between New South Wales and Queensland waters indicated that spatial assessment models with movement rates between state jurisdictions would improve the management of this single-unit stock.

Stochastic growth of the Eastern King Prawn (melicertus plebejus (hess, 1865)) harvested off Eastern Australia

Stochastic growth models were fitted to length-increment data of eastern king prawns, Melicertus plebejus (Hess, 1865), tagged across eastern Australia. The estimated growth parameters and growth transition matrix are for each sex representative of the species' geographical distribution. Our study explicitly displays the stochastic nature of prawn growth. Capturing length-increment growth heterogeneity for short-lived exploited species such as prawns that cannot be readily aged is essential for length-based modelling and improved management.