Partially Observed Markov Random Fields Are Variable Neighborhood Random Fields

The present paper has two goals. First to present a natural example of a new class of random fields which are the variable neighborhood random fields. The example we consider is a partially observed nearest neighbor binary Markov random field. The second goal is to establish sufficient conditions ensuring that the variable neighborhoods are almost surely finite. We discuss the relationship between the almost sure finiteness of the interaction neighborhoods and the presence/absence of phase transition of the underlying Markov random field. In the case where the underlying random field has no phase transition we show that the finiteness of neighborhoods depends on a specific relation between the noise level and the minimum values of the one-point specification of the Markov random field. The case in which there is phase transition is addressed in the frame of the ferromagnetic Ising model. We prove that the existence of infinite interaction neighborhoods depends on the phase.

Random lattice models

This thesis deals with three different physical models, where each model involves a random component which is linked to a cubic lattice. First, a model is studied, which is used in numerical calculations of Quantum Chromodynamics.In these calculations random gauge-fields are distributed on the bonds of the lattice. The formulation of the model is fitted into the mathematical framework of ergodic operator families. We prove, that for small coupling constants, the ergodicity of the underlying probability measure is indeed ensured and that the integrated density of states of the Wilson-Dirac operator exists. The physical situations treated in the next two chapters are more similar to one another. In both cases the principle idea is to study a fermion system in a cubic crystal with impurities, that are modeled by a random potential located at the lattice sites. In the second model we apply the Hartree-Fock approximation to such a system. For the case of reduced Hartree-Fock theory at positive temperatures and a fixed chemical potential we consider the limit of an infinite system. In that case we show the existence and uniqueness of minimizers of the Hartree-Fock functional. In the third model we formulate the fermion system algebraically via C*-algebras. The question imposed here is to calculate the heat production of the system under the influence of an outer electromagnetic field. We show that the heat production corresponds exactly to what is empirically predicted by Joule's law in the regime of linear response.

Optimal sequential wireless relay placement on a random lattice path

Our work is motivated by impromptu (or ``as-you-go'') deployment of wireless relay nodes along a path, a need that arises in many situations. In this paper, the path is modeled as starting at the origin (where there is the data sink, e.g., the control center), and evolving randomly over a lattice in the positive quadrant. A person walks along the path deploying relay nodes as he goes. At each step, the path can, randomly, either continue in the same direction or take a turn, or come to an end, at which point a data source (e.g., a sensor) has to be placed, that will send packets to the data sink. A decision has to be made at each step whether or not to place a wireless relay node. Assuming that the packet generation rate by the source is very low, and simple link-by-link scheduling, we consider the problem of sequential relay placement so as to minimize the expectation of an end-to-end cost metric (a linear combination of the sum of convex hop costs and the number of relays placed). This impromptu relay placement problem is formulated as a total cost Markov decision process. First, we derive the optimal policy in terms of an optimal placement set and show that this set is characterized by a boundary (with respect to the position of the last placed relay) beyond which it is optimal to place the next relay. Next, based on a simpler one-step-look-ahead characterization of the optimal policy, we propose an algorithm which is proved to converge to the optimal placement set in a finite number of steps and which is faster than value iteration. We show by simulations that the distance threshold based heuristic, usually assumed in the literature, is close to the optimal, provided that the threshold distance is carefully chosen. (C) 2014 Elsevier B.V. All rights reserved.

Orientational relaxation in a random dipolar lattice: Wave-number and frequency dependence

In order to understand the role of translational modes in the orientational relaxation in dense dipolar liquids, we have carried out a computer ''experiment'' where a random dipolar lattice was generated by quenching only the translational motion of the molecules of an equilibrated dipolar liquid. The lattice so generated was orientationally disordered and positionally random. The detailed study of orientational relaxation in this random dipolar lattice revealed interesting differences from those of the corresponding dipolar liquid. In particular, we found that the relaxation of the collective orientational correlation functions at the intermediate wave numbers was markedly slower at the long times for the random lattice than that of the liquid. This verified the important role of the translational modes in this regime, as predicted recently by the molecular theories. The single-particle orientational correlation functions of the random lattice also decayed significantly slowly at long times, compared to those of the dipolar liquid.

Diffusion on a rugged energy landscape with spatial correlations

Rugged energy landscapes find wide applications in diverse fields ranging from astrophysics to protein folding. We study the dependence of diffusion coefficient (D) of a Brownian particle on the distribution width (epsilon) of randomness in a Gaussian random landscape by simulations and theoretical analysis. We first show that the elegant expression of Zwanzig Proc. Natl. Acad. Sci. U.S.A. 85, 2029 (1988)] for D(epsilon) can be reproduced exactly by using the Rosenfeld diffusion-entropy scaling relation. Our simulations show that Zwanzig's expression overestimates D in an uncorrelated Gaussian random lattice - differing by almost an order of magnitude at moderately high ruggedness. The disparity originates from the presence of ``three-site traps'' (TST) on the landscape - which are formed by the presence of deep minima flanked by high barriers on either side. Using mean first passage time formalism, we derive a general expression for the effective diffusion coefficient in the presence of TST, that quantitatively reproduces the simulation results and which reduces to Zwanzig's form only in the limit of infinite spatial correlation. We construct a continuous Gaussian field with inherent correlation to establish the effect of spatial correlation on random walk. The presence of TSTs at large ruggedness (epsilon >> k(B)T) gives rise to an apparent breakdown of ergodicity of the type often encountered in glassy liquids. (C) 2014 AIP Publishing LLC.

Coherent electron dynamics in a two-dimensional random system with mobility edges

We study numerically the dynamics of a one-electron wavepacket in a two-dimensional random lattice with long-range correlated diagonal disorder in the presence of a uniform electric field. The time-dependent Schrodinger equation is used for this purpose. We find that the wavepacket displays Bloch-like oscillations associated with the appearance of a phase of delocalized states in the strong correlation regime. The amplitude of oscillations directly reflects the bandwidth of the phase and allows us to measure it. The oscillations reveal two main frequencies whose values are determined by the structure of the underlying potential in the vicinity of the wavepacket maximum.

Received signal strength in large-scale wireless relay sensor network: a stochastic ray approach

The authors consider a point percolation lattice representation of a large-scale wireless relay sensor network (WRSN) deployed in a cluttered environment. Each relay sensor corresponds to a grid point in the random lattice and the signal sent by the source is modelled as an ensemble of photons that spread in the space, which may 'hit' other sensors and are 'scattered' around. At each hit, the relay node forwards the received signal to its nearest neighbour through direction-selective relaying. The authors first derive the distribution that a relay path reaches a prescribed location after undergoing certain number of hops. Subsequently, a closed-form expression of the average received signal strength (RSS) at the destination can be computed as the summation of all signal echoes' energy. Finally, the effect of the anomalous diffusion exponent ß on the mean RSS in a WRSN is studied, for which it is found that the RSS scaling exponent e is given by (3ß-1)/ß. The results would provide useful insight into the design and deployment of large-scale WRSNs in future. © 2011 The Institution of Engineering and Technology.

Stochastic Analysis of Saltwater Intrusion in Heterogeneous Aquifers using Local Average Subdivision

This study investigates the effects of ground heterogeneity, considering permeability as a random variable, on an intruding SW wedge using Monte Carlo simulations. Random permeability fields were generated, using the method of Local Average Subdivision (LAS), based on a lognormal probability density function. The LAS method allows the creation of spatially correlated random fields, generated using coefficients of variation (COV) and horizontal and vertical scales of fluctuation (SOF). The numerical modelling code SUTRA was employed to solve the coupled flow and transport problem. The well-defined 2D dispersive Henry problem was used as the test case for the method. The intruding SW wedge is defined by two key parameters, the toe penetration length (TL) and the width of mixing zone (WMZ). These parameters were compared to the results of a homogeneous case simulated using effective permeability values. The simulation results revealed: (1) an increase in COV resulted in a seaward movement of TL; (2) the WMZ extended with increasing COV; (3) a general increase in horizontal and vertical SOF produced a seaward movement of TL, with the WMZ increasing slightly; (4) as the anisotropic ratio increased the TL intruded further inland and the WMZ reduced in size. The results show that for large values of COV, effective permeability parameters are inadequate at reproducing the effects of heterogeneity on SW intrusion.

Efeitos de campos aleatórios e de anisotropias em vidros de spins

Ising and m-vector spin-glass models are studied, in the limit of infinite-range in-teractions, through the replica method. First, the m-vector spin glass, in the presence of an external uniform magnetic field, as well as of uniaxial anisotropy fields, is consi-dered. The effects of the anisotropics on the phase diagrams, and in particular, on the Gabay-Toulouse line, which signals the transverse spin-glass ordering, are investigated. The changes in the Gabay-Toulouse line, due to the presence of anisotropy fields which favor spin orientations along the Cartesian axes (m = 2: planar anisotropy; m = 3: cubic anisotropy), are also studied. The antiferromagnetic Ising spin glass, in the presence of uniform and Gaussian random magnetic fields, is investigated through a two-sublattice generalization of the Sherrington-Kirpaktrick model. The effects of the magnetic-field randomness on the phase diagrams of the model are analysed. Some confrontations of the present results with experimental observations available in the literature are discussed

Generalized flows, intrinsic stochasticity, and turbulent transport

The study of passive scalar transport in a turbulent velocity field leads naturally to the notion of generalized flows, which are families of probability distributions on the space of solutions to the associated ordinary differential equations which no longer satisfy the uniqueness theorem for ordinary differential equations. Two most natural regularizations of this problem, namely the regularization via adding small molecular diffusion and the regularization via smoothing out the velocity field, are considered. White-in-time random velocity fields are used as an example to examine the variety of phenomena that take place when the velocity field is not spatially regular. Three different regimes, characterized by their degrees of compressibility, are isolated in the parameter space. In the regime of intermediate compressibility, the two different regularizations give rise to two different scaling behaviors for the structure functions of the passive scalar. Physically, this means that the scaling depends on Prandtl number. In the other two regimes, the two different regularizations give rise to the same generalized flows even though the sense of convergence can be very different. The “one force, one solution” principle is established for the scalar field in the weakly compressible regime, and for the difference of the scalar in the strongly compressible regime, which is the regime of inverse cascade. Existence and uniqueness of an invariant measure are also proved in these regimes when the transport equation is suitably forced. Finally incomplete self similarity in the sense of Barenblatt and Chorin is established.

Generalized pseudo-likelihood estimates for markov random fields on lattice

In this paper we generalize Besag's pseudo-likelihood function for spatial statistical models on a region of a lattice. The correspondingly defined maximum generalized pseudo-likelihood estimates (MGPLEs) are natural extensions of Besag's maximum pseudo-likelihood estimate (MPLE). The MGPLEs connect the MPLE and the maximum likelihood estimate. We carry out experimental calculations of the MGPLEs for spatial processes on the lattice. These simulation results clearly show better performances of the MGPLEs than the MPLE, and the performances of differently defined MGPLEs are compared. These are also illustrated by the application to two real data sets.