Search results for "Linear"
showing 10 items of 7165 documents
Escape Times in Fluctuating Metastable Potential and Acceleration of Diffusion in Periodic Fluctuating Potentials
2004
The problems of escape from metastable state in randomly flipping potential and of diffusion in fast fluctuating periodic potentials are considered. For the overdamped Brownian particle moving in a piecewise linear dichotomously fluctuating metastable potential we obtain the mean first-passage time (MFPT) as a function of the potential parameters, the noise intensity and the mean rate of switchings of the dichotomous noise. We find noise enhanced stability (NES) phenomenon in the system investigated and the parameter region of the fluctuating potential where the effect can be observed. For the diffusion of the overdamped Brownian particle in a fast fluctuating symmetric periodic potential w…
Geometric Entropies of Mixing (EOM)
2005
Trigonometric and trigonometric-algebraic entropies are introduced. Regularity increases the entropy and the maximal entropy is shown to result when a regular $n$-gon is inscribed in a circle. A regular $n$-gon circumscribing a circle gives the largest entropy reduction, or the smallest change in entropy from the state of maximum entropy which occurs in the asymptotic infinite $n$ limit. EOM are shown to correspond to minimum perimeter and maximum area in the theory of convex bodies, and can be used in the prediction of new inequalities for convex sets. These expressions are shown to be related to the phase functions obtained from the WKB approximation for Bessel and Hermite functions.
In-Fiber All-Optical Fractional Differentiator Using an Asymmetrical Moiré Fiber Grating
2023
In this work, it is demonstrated numerically that an asymmetric Moiré fiber grating operated in reflection can provide the required spectral response to implement an all-optical fractional differentiator. In our case, the accumulated phase shift is not associated with a point phase shift, as when working with fiber Bragg gratings and long-period gratings with punctual defects, but is distributed all over the grating. The proposed device is supported by numerical simulations, and a dimensionless deviation factor is calculated to make quantitative analysis feasible. The performance of the proposed device is analyzed using numerical simulations by computing the fractional time derivatives of t…
Fair immunization and network topology of complex financial ecosystems
2023
The aftermath of the recent financial crisis has shown how expensive and unfair the stabilization of financial ecosystems can be. The main cause is the level of complexity of financial interactions that poses a problem for regulators. We provide an analytical framework that decomposes complex ecosystems in both their overall level of instability and the contribution of institutions to instability. These ingredients are then used to study the pathways of the ecosystems towards stability by means of immunization schemes. The latter can be designed to penalize institutions proportionally to their contribution to instability, and therefore enhance fairness. We show that fair immunization scheme…
The Induced Smoothed lasso: A practical framework for hypothesis testing in high dimensional regression.
2020
This paper focuses on hypothesis testing in lasso regression, when one is interested in judging statistical significance for the regression coefficients in the regression equation involving a lot of covariates. To get reliable p-values, we propose a new lasso-type estimator relying on the idea of induced smoothing which allows to obtain appropriate covariance matrix and Wald statistic relatively easily. Some simulation experiments reveal that our approach exhibits good performance when contrasted with the recent inferential tools in the lasso framework. Two real data analyses are presented to illustrate the proposed framework in practice.
Tests and estimates of shape based on spatial signs and ranks
2009
Nonparametric procedures for testing and estimation of the shape matrix in the case of multivariate elliptic distribution are considered. Testing for sphericity is an important special case. The tests and estimates are based on the spatial sign and rank covariance matrices. The estimates based on the spatial sign covariance matrix and symmetrized spatial sign covariance matrix are Tyler's [A distribution-free M-estimator of multivariate scatter, Ann. Statist. 15 (1987), pp. 234–251] shape matrix and and Dümbgen's [On Tyler's M-functional of scatter in high dimension, Ann. Inst. Statist. Math. 50 (1998), pp. 471–491] shape matrix, respectively. The test based on the spatial sign covariance m…
Nonlinear parametric quantile models
2020
Quantile regression is widely used to estimate conditional quantiles of an outcome variable of interest given covariates. This method can estimate one quantile at a time without imposing any constraints on the quantile process other than the linear combination of covariates and parameters specified by the regression model. While this is a flexible modeling tool, it generally yields erratic estimates of conditional quantiles and regression coefficients. Recently, parametric models for the regression coefficients have been proposed that can help balance bias and sampling variability. So far, however, only models that are linear in the parameters and covariates have been explored. This paper …
Relaxation dynamics in the presence of pulse multiplicative noise sources with different correlation properties
2015
The relaxation dynamics of a system described by a Langevin equation with pulse multiplicative noise sources with different correlation properties is considered. The solution of the corresponding Fokker-Planck equation is derived for Gaussian white noise. Moreover, two pulse processes with regulated periodicity are considered as a noise source: the dead-time-distorted Poisson process and the process with fixed time intervals, which is characterized by an infinite correlation time. We find that the steady state of the system is dependent on the correlation properties of the pulse noise. An increase of the noise correlation causes the decrease of the mean value of the solution at the steady s…
Misinterpretation risks of global stochastic optimisation of kinetic models revealed by multiple optimisation runs
2016
Abstract One of use cases for metabolic network optimisation of biotechnologically applied microorganisms is the in silico design of new strains with an improved distribution of metabolic fluxes. Global stochastic optimisation methods (genetic algorithms, evolutionary programing, particle swarm and others) can optimise complicated nonlinear kinetic models and are friendly for unexperienced user: they can return optimisation results with default method settings (population size, number of generations and others) and without adaptation of the model. Drawbacks of these methods (stochastic behaviour, undefined duration of optimisation, possible stagnation and no guaranty of reaching optima) cau…
Quantitative ergodicity for some switched dynamical systems
2012
International audience; We provide quantitative bounds for the long time behavior of a class of Piecewise Deterministic Markov Processes with state space Rd × E where E is a finite set. The continuous component evolves according to a smooth vector field that switches at the jump times of the discrete coordinate. The jump rates may depend on the whole position of the process. Under regularity assumptions on the jump rates and stability conditions for the vector fields we provide explicit exponential upper bounds for the convergence to equilibrium in terms of Wasserstein distances. As an example, we obtain convergence results for a stochastic version of the Morris-Lecar model of neurobiology.