Time Reversibility of Stationary Regular Finite State Markov Chains

We propose an alternate parameterization of stationary regular finite-state Markov chains, and a decomposition of the parameter into time reversible and time irreversible parts. We demonstrate some useful properties of the decomposition, and propose an index for a certain type of time irreversibility. Two empirical examples illustrate the use of the proposed parameter, decomposition and index. One involves observed states; the other, latent states.

Structural change in macroeconomic time series: A complex systems perspective

We demonstrate that the process of generating smooth transitions Call be viewed as a natural result of the filtering operations implied in the generation of discrete-time series observations from the sampling of data from an underlying continuous time process that has undergone a process of structural change. In order to focus discussion, we utilize the problem of estimating the location of abrupt shifts in some simple time series models. This approach will permit its to address salient issues relating to distortions induced by the inherent aggregation associated with discrete-time sampling of continuous time processes experiencing structural change, We also address the issue of how time irreversible structures may be generated within the smooth transition processes. (c) 2005 Elsevier Inc. All rights reserved.

Irreversibility and the Arrow of Time in a Quenched Quantum System

Irreversibility is one of the most intriguing concepts in physics. While microscopic physical laws are perfectly reversible, macroscopic average behavior has a preferred direction of time. According to the second law of thermodynamics, this arrow of time is associated with a positive mean entropy production. Using a nuclear magnetic resonance setup, we measure the nonequilibrium entropy produced in an isolated spin-1/2 system following fast quenches of an external magnetic field and experimentally demonstrate that it is equal to the entropic distance, expressed by the Kullback-Leibler divergence, between a microscopic process and its time-reverse. Our result addresses the concept of irreversibility from a microscopic quantum standpoint.

Time series irreversibility: a visibility graph approach

We propose a method to measure real-valued time series irreversibility which combines two different tools: the horizontal visibility algorithm and the Kullback-Leibler divergence. This method maps a time series to a directed network according to a geometric criterion. The degree of irreversibility of the series is then estimated by the Kullback-Leibler divergence (i.e. the distinguishability) between the in and out degree distributions of the associated graph. The method is computationally efficient and does not require any ad hoc symbolization process. We find that the method correctly distinguishes between reversible and irreversible stationary time series, including analytical and numerical studies of its performance for: (i) reversible stochastic processes (uncorrelated and Gaussian linearly correlated), (ii) irreversible stochastic processes (a discrete flashing ratchet in an asymmetric potential), (iii) reversible (conservative) and irreversible (dissipative) chaotic maps, and (iv) dissipative chaotic maps in the presence of noise. Two alternative graph functionals, the degree and the degree-degree distributions, can be used as the Kullback-Leibler divergence argument. The former is simpler and more intuitive and can be used as a benchmark, but in the case of an irreversible process with null net current, the degree-degree distribution has to be considered to identify the irreversible nature of the series

Irreversibility-to-reversibility crossover in transient response of an optically trapped particle

We study the transient response of a colloidal bead which is released from different heights and allowed to relax in the potential well of an optical trap. Depending on the initial potential energy, the system's time evolution shows dramatically different behaviors. Starting from the short-time reversible to long-time irreversible transition, a stationary reversible state with zero net dissipation can be achieved as the release point energy is decreased. If the system starts with even lower energy, it progressively extracts useful work from thermal noise and exhibits an anomalous irreversibility. In addition, we have verified the Transient Fluctuation Theorem and the Integrated Transient Fluctuation Theorem even for the non-ergodic descriptions of our system. Copyright (C) EPLA, 2011

Concentration- and time-dependent effects of the synthetic estrogen, 17alpha-ethinylestradiol, on reproductive capabilities of the zebrafish, Danio rerio

Partial or full life-cycle tests are needed to assess the potential of endocrine-disrupting compounds (EDCs) to adversely affect development and reproduction of fish. Small fish species such as zebrafish, Danio rerio, are under consideration as model organisms for appropriate test protocols. The present study examines how reproductive effects resulting from exposure of zebrafish to the synthetic estrogen 17alpha-ethinylestradiol (EE2) vary with concentration (0.05 to 10 ng EE2 L(-1), nominal), and with timing/duration of exposure (partial life-cycle, full life-cycle, and two-generation exposure). Partial life-cycle exposure of the parental (F1) generation until completion of gonad differentiation (0-75 d postfertilization, dpf) impaired juvenile growth, time to sexual maturity, adult fecundity (egg production/female/day), and adult fertilization success at 1.1 ng EE2 L(-1) and higher. Lifelong exposure of the F1 generation until 177 dpf resulted in lowest observed effect concentrations (LOECs) for time to sexual maturity, fecundity, and fertilization success identical to those of the developmental test (0-75 dpf), but the slope of the concentration-response curve was steeper. Reproduction of zebrafish was completely inhibited at 9.3 ng EE2 L(-1), and this was essentially irreversible as a 3-mo depuration restored fertilization success to only a very low rate. Accordingly, elevated endogenous vitellogenin (VTG) synthesis and degenerative changes in gonad morphology persisted in depurated zebrafish. Full life-cycle exposure of the filial (F2) generation until 162 dpf impaired growth, delayed onset of spawning and reduced fecundity and fertilization success at 2.0 ng EE2 L(-1). In conclusion, results show that the impact of estrogenic agents on zebrafish sexual development and reproductive functions as well as the reversibility of effects, varies with exposure concentration (reversibility at < or = 1.1 ng EE2 L(-1) and irreversibility at 9.3 ng EE2 L(-1)), and between partial and full life-cycle exposure (exposure to 10 ng EE2 L(-1) during critical period exerted no permanent effect on sexual differentiation, but life-cycle exposure did).

Detailed analysis of a conservative difference approximation for the time fractional diffusion equation

Diffusion equations that use time fractional derivatives are attractive because they describe a wealth of problems involving non-Markovian Random walks. The time fractional diffusion equation (TFDE) is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order α ∈ (0, 1). Developing numerical methods for solving fractional partial differential equations is a new research field and the theoretical analysis of the numerical methods associated with them is not fully developed. In this paper an explicit conservative difference approximation (ECDA) for TFDE is proposed. We give a detailed analysis for this ECDA and generate discrete models of random walk suitable for simulating random variables whose spatial probability density evolves in time according to this fractional diffusion equation. The stability and convergence of the ECDA for TFDE in a bounded domain are discussed. Finally, some numerical examples are presented to show the application of the present technique.

Determination of preventive maintenance lead time using hybrid analysis

The time for conducting Preventive Maintenance (PM) on an asset is often determined using a predefined alarm limit based on trends of a hazard function. In this paper, the authors propose using both hazard and reliability functions to improve the accuracy of the prediction particularly when the failure characteristic of the asset whole life is modelled using different failure distributions for the different stages of the life of the asset. The proposed method is validated using simulations and case studies.

Effective Cell-Centred Time-Domain Maxwell's Equations Numerical Solvers

This research work analyses techniques for implementing a cell-centred finite-volume time-domain (ccFV-TD) computational methodology for the purpose of studying microwave heating. Various state-of-the-art spatial and temporal discretisation methods employed to solve Maxwell's equations on multidimensional structured grid networks are investigated, and the dispersive and dissipative errors inherent in those techniques examined. Both staggered and unstaggered grid approaches are considered. Upwind schemes using a Riemann solver and intensity vector splitting are studied and evaluated. Staggered and unstaggered Leapfrog and Runge-Kutta time integration methods are analysed in terms of phase and amplitude error to identify which method is the most accurate and efficient for simulating microwave heating processes. The implementation and migration of typical electromagnetic boundary conditions. from staggered in space to cell-centred approaches also is deliberated. In particular, an existing perfectly matched layer absorbing boundary methodology is adapted to formulate a new cell-centred boundary implementation for the ccFV-TD solvers. Finally for microwave heating purposes, a comparison of analytical and numerical results for standard case studies in rectangular waveguides allows the accuracy of the developed methods to be assessed.