Local dimension and finite time prediction in spatiotemporal chaotic systems

Predictability is related to the uncertainty in the outcome of future events during the evolution of the state of a system. The cluster weighted modeling (CWM) is interpreted as a tool to detect such an uncertainty and used it in spatially distributed systems. As such, the simple prediction algorithm in conjunction with the CWM forms a powerful set of methods to relate predictability and dimension.

A finite-time stability theorem of stochastic nonlinear systems and stabilization designs

This paper focuses on the finite-time stability and stabilization designs of stochastic nonlinear systems. We first present and discuss a definition on the finite-time stability in probability of stochastic nonlinear systems, then we introduce a stochastic Lyapunov theorem on the finite-time stability, which has been established by Yin et al. We also employ this theorem to design a continuous state feedback controller that makes a class of stochastic nonlinear systems to be stable in finite time. An example and a simulation are given to illustrate the theoretical analysis.

Global finite-time stabilisation for a class of stochastic nonlinear systems by output feedback

In this paper, the problem of global finite-time stabilisation by output feedback is considered for a class of stochastic nonlinear systems. First, based on homogeneous systems theory and the adding a power integrator technique, a homogeneous reduced order observer and control law are constructed in a recursive manner for the nominal system. Then, the homogeneous domination approach is used to deal with the nonlinearities in drift and diffusion terms; it is shown that the proposed output-feedback control law can guarantee that the closed-loop system is global finite-time stable in probability. Finally, simulation examples are carried out to demonstrate the effectiveness of the proposed control scheme.

Local dimension and finite time prediction in coupled map lattices

Forecasting, for obvious reasons, often become the most important goal to be achieved. For spatially extended systems (e.g. atmospheric system) where the local nonlinearities lead to the most unpredictable chaotic evolution, it is highly desirable to have a simple diagnostic tool to identify regions of predictable behaviour. In this paper, we discuss the use of the bred vector (BV) dimension, a recently introduced statistics, to identify the regimes where a finite time forecast is feasible. Using the tools from dynamical systems theory and Bayesian modelling, we show the finite time predictability in two-dimensional coupled map lattices in the regions of low BV dimension. © Indian Academy of Sciences.

Rigorous finite-time guarantees for optimization on continuous domains by simulated annealing

Simulated annealing is a popular method for approaching the solution of a global optimization problem. Existing results on its performance apply to discrete combinatorial optimization where the optimization variables can assume only a finite set of possible values. We introduce a new general formulation of simulated annealing which allows one to guarantee finite-time performance in the optimization of functions of continuous variables. The results hold universally for any optimization problem on a bounded domain and establish a connection between simulated annealing and up-to-date theory of convergence of Markov chain Monte Carlo methods on continuous domains. This work is inspired by the concept of finite-time learning with known accuracy and confidence developed in statistical learning theory.

Simulated Annealing: Rigorous finite-time guarantees for optimization on continuous domains

Simulated annealing is a popular method for approaching the solution of a global optimization problem. Existing results on its performance apply to discrete combinatorial optimization where the optimization variables can assume only a finite set of possible values. We introduce a new general formulation of simulated annealing which allows one to guarantee finite-time performance in the optimization of functions of continuous variables. The results hold universally for any optimization problem on a bounded domain and establish a connection between simulated annealing and up-to-date theory of convergence of Markov chain Monte Carlo methods on continuous domains. This work is inspired by the concept of finite-time learning with known accuracy and confidence developed in statistical learning theory.

Saddlepoint Approximations to the Probability of Ruin in Finite Time for the Compound Poisson Risk Process Perturbed by Diffusion

A large deviations type approximation to the probability of ruin within a finite time for the compound Poisson risk process perturbed by diffusion is derived. This approximation is based on the saddlepoint method and generalizes the approximation for the non-perturbed risk process by Barndorff-Nielsen and Schmidli (Scand Actuar J 1995(2):169–186, 1995). An importance sampling approximation to this probability of ruin is also provided. Numerical illustrations assess the accuracy of the saddlepoint approximation using importance sampling as a benchmark. The relative deviations between saddlepoint approximation and importance sampling are very small, even for extremely small probabilities of ruin. The saddlepoint approximation is however substantially faster to compute.

The time delay in electrochemical measurements of a finite-volume system

For a sphere electrode enclosed in finite-volume electrolyte, the measured current will deviate from the result predicted by the semi-infinite diffusion theory after some time. By random-walk simulation, we compared this time to the one needed for diffusion layer to reach electrolyte boundary, and revealed a clear signal delay of electrochemical current. Further we presented a quantitative description of this delay time. The simulation results suggested that the semi-infinite diffusion theory can even be applied when the theoretical diffusion layer grows to 1.28 electrolyte thicknesses, with an accuracy better than 0.5%. We attributed this time delay to the molecules' finite propagation velocity. Finally, we discussed how this delay can influence and facilitate the following electrochemical detection towards the nanometer and single-cell scale.

Escape times for rigid Brownian rotators in a bistable potential from the time evolution of the Green function and the characteristic time of the probability evolution

The greatest relaxation time for an assembly of three- dimensional rigid rotators in an axially symmetric bistable potential is obtained exactly in terms of continued fractions as a sum of the zero frequency decay functions (averages of the Legendre polynomials) of the system. This is accomplished by studying the entire time evolution of the Green function (transition probability) by expanding the time dependent distribution as a Fourier series and proceeding to the zero frequency limit of the Laplace transform of that distribution. The procedure is entirely analogous to the calculation of the characteristic time of the probability evolution (the integral of the configuration space probability density function with respect to the position co-ordinate) for a particle undergoing translational diffusion in a potential; a concept originally used by Malakhov and Pankratov (Physica A 229 (1996) 109). This procedure allowed them to obtain exact solutions of the Kramers one-dimensional translational escape rate problem for piecewise parabolic potentials. The solution was accomplished by posing the problem in terms of the appropriate Sturm-Liouville equation which could be solved in terms of the parabolic cylinder functions. The method (as applied to rotational problems and posed in terms of recurrence relations for the decay functions, i.e., the Brinkman approach c.f. Blomberg, Physica A 86 (1977) 49, as opposed to the Sturm-Liouville one) demonstrates clearly that the greatest relaxation time unlike the integral relaxation time which is governed by a single decay function (albeit coupled to all the others in non-linear fashion via the underlying recurrence relation) is governed by a sum of decay functions. The method is easily generalized to multidimensional state spaces by matrix continued fraction methods allowing one to treat non-axially symmetric potentials, where the distribution function is governed by two state variables. (C) 2001 Elsevier Science B.V. All rights reserved.

UNIFORMLY ACCELERATED FINITE-TIME DETECTORS

The behavior of uniformly accelerated detectors in the Minkowski and Rindler vacua is analyzed when the detector is coupled to a scalar field during a finite amount of time T. We point out that the logarithmic ultraviolet divergences reported in the literature are due to the instantaneous switching of the detector. We explicitly show this by considering a detector switched on and off continuously. The usual Planckian spectrum for the excitation probability is recovered in the limit T --> infinity.

Residence time investigation in a co-axial dielectric barrier discharge reactor

The residence time distribution (RTD) is a crucial parameter when treating engine exhaust emissions with a Dielectric Barrier Discharge (DBD) reactor. In this paper, the residence time of such a reactor is investigated using a finite element based software: COMSOL Multiphysics 4.3. Non-thermal plasma (NTP) discharge is being introduced as a promising method for pollutant emission reduction. DBD is one of the most advantageous of NTP technologies. In a two cylinder co-axial DBD reactor, tubes are placed between two electrodes and flow passes through the annuals between these barrier tubes. If the mean residence time increases in a DBD reactor, there will be a corresponding increase in reaction time and consequently, the pollutant removal efficiency can increase. However, pollutant formation can occur during increased mean residence time and so the proportion of fluid that may remain for periods significantly longer than the mean residence time is of great importance. In this study, first, the residence time distribution is calculated based on the standard reactor used by the authors for ultrafine particle (10-500 nm) removal. Then, different geometrics and various inlet velocities are considered. Finally, for selected cases, some roughness elements added inside the reactor and the residence time is calculated. These results will form the basis for a COMSOL plasma and CFD module investigation.

Growing length and time scales in glass-forming liquids

The glass transition, whereby liquids transform into amorphous solids at low temperatures, is a subject of intense research despite decades of investigation. Explaining the enormous increase in relaxation times of a liquid upon supercooling is essential for understanding the glass transition. Although many theories, such as the Adam-Gibbs theory, have sought to relate growing relaxation times to length scales associated with spatial correlations in liquid structure or motion of molecules, the role of length scales in glassy dynamics is not well established. Recent studies of spatially correlated rearrangements of molecules leading to structural relaxation, termed ``spatially heterogeneous dynamics,'' provide fresh impetus in this direction. A powerful approach to extract length scales in critical phenomena is finite-size scaling, wherein a system is studied for sizes traversing the length scales of interest. We perform finite-size scaling for a realistic glass-former, using computer simulations, to evaluate the length scale associated with spatially heterogeneous dynamics, which grows as temperature decreases. However, relaxation times that also grow with decreasing temperature do not exhibit standard finite-size scaling with this length. We show that relaxation times are instead determined, for all studied system sizes and temperatures, by configurational entropy, in accordance with the Adam-Gibbs relation, but in disagreement with theoretical expectations based on spin-glass models that configurational entropy is not relevant at temperatures substantially above the critical temperature of mode-coupling theory. Our results provide new insights into the dynamics of glass-forming liquids and pose serious challenges to existing theoretical descriptions.