Logarithmic divergences in the kk-inflationary power spectra computed through the uniform approximation

We investigate a calculation method for solving the Mukhanov-Sasaki equation in slow-roll $k$-inflation based on the uniform approximation (UA) in conjunction with an expansion scheme for slow-roll parameters with respect to the number of $e$-folds about the so-called \textit{turning point}. Earlier works on this method has so far gained some promising results derived from the approximating expressions for the power spectra among others, up to second order with respect to the Hubble and sound flow parameters, when compared to other semi-analytical approaches (e.g., Green's function and WKB methods). However, a closer inspection is suggestive that there is a problem when higher-order parts of the power spectra are considered; residual logarithmic divergences may come out that can render the prediction physically inconsistent. Looking at this possibility, we map out up to what order with respect to the mentioned parameters several physical quantities can be calculated before hitting a logarithmically divergent result. It turns out that the power spectra are limited up to second order, the tensor-to-scalar ratio up to third order, and the spectral indices and running converge to all orders. This indicates that the expansion scheme is incompatible with the working equations derived from UA for the power spectra but compatible with that of the spectral indices. For those quantities that involve logarithmically divergent terms in the higher-order parts, existing results in the literature for the convergent lower-order parts calculated in the equivalent fashion should be viewed with some caution; they do not rest on solid mathematical ground.Comment: version 4 : extended Section 6 on remarks on logarithmic divergence

Reliability-Constrained Economic Dispatch with Analytical Formulation of Operational Risk Evaluation

Operational reliability and the decision-making process of economic dispatch (ED) are closely related and important for power system operation. Consideration of reliability indices and reliability constraints together in the operation problem is very challenging due to the problem size and tight reliability constraints. In this paper, a comprehensive reliability-constrained economic dispatch model with analytical formulation of operational risk evaluation (RCED-AF) is proposed to tackle the operational risk problem of power systems. An operational reliability evaluation model considering the ED decision is designed to accurately assess the system behavior. A computation scheme is also developed to achieve efficient update of risk indices for each ED decision by approximating the reliability evaluation procedure with an analytical polynomial function. The RCED-AF model can be constructed with decision-dependent reliability constraints expressed by the sparse polynomial chaos expansion. Case studies demonstrate that the proposed RCED-AF model is effective and accurate in the optimization of the reliability and the cost for day-ahead economic dispatch

Fast approximation of centrality and distances in hyperbolic graphs

We show that the eccentricities (and thus the centrality indices) of all vertices of a $\delta$-hyperbolic graph $G=(V,E)$ can be computed in linear time with an additive one-sided error of at most $c\delta$, i.e., after a linear time preprocessing, for every vertex $v$ of $G$ one can compute in $O(1)$ time an estimate $\hat{e}(v)$ of its eccentricity $ecc_G(v)$ such that $ecc_G(v)\leq \hat{e}(v)\leq ecc_G(v)+ c\delta$ for a small constant $c$. We prove that every $\delta$-hyperbolic graph $G$ has a shortest path tree, constructible in linear time, such that for every vertex $v$ of $G$, $ecc_G(v)\leq ecc_T(v)\leq ecc_G(v)+ c\delta$. These results are based on an interesting monotonicity property of the eccentricity function of hyperbolic graphs: the closer a vertex is to the center of $G$, the smaller its eccentricity is. We also show that the distance matrix of $G$ with an additive one-sided error of at most $c'\delta$ can be computed in $O(|V|^2\log^2|V|)$ time, where $c'< c$ is a small constant. Recent empirical studies show that many real-world graphs (including Internet application networks, web networks, collaboration networks, social networks, biological networks, and others) have small hyperbolicity. So, we analyze the performance of our algorithms for approximating centrality and distance matrix on a number of real-world networks. Our experimental results show that the obtained estimates are even better than the theoretical bounds.Comment: arXiv admin note: text overlap with arXiv:1506.01799 by other author

Asymptotic Proportion of Hard Instances of the Halting Problem

Although the halting problem is undecidable, imperfect testers that fail on some instances are possible. Such instances are called hard for the tester. One variant of imperfect testers replies "I don't know" on hard instances, another variant fails to halt, and yet another replies incorrectly "yes" or "no". Also the halting problem has three variants: does a given program halt on the empty input, does a given program halt when given itself as its input, or does a given program halt on a given input. The failure rate of a tester for some size is the proportion of hard instances among all instances of that size. This publication investigates the behaviour of the failure rate as the size grows without limit. Earlier results are surveyed and new results are proven. Some of them use C++ on Linux as the computational model. It turns out that the behaviour is sensitive to the details of the programming language or computational model, but in many cases it is possible to prove that the proportion of hard instances does not vanish.Comment: 18 pages. The differences between this version and arXiv:1307.7066v1 are significant. They have been listed in the last paragraph of Section 1. Excluding layout, this arXiv version is essentially identical to the Acta Cybernetica versio

On sparse representations of linear operators and the approximation of matrix products

Thus far, sparse representations have been exploited largely in the context of robustly estimating functions in a noisy environment from a few measurements. In this context, the existence of a basis in which the signal class under consideration is sparse is used to decrease the number of necessary measurements while controlling the approximation error. In this paper, we instead focus on applications in numerical analysis, by way of sparse representations of linear operators with the objective of minimizing the number of operations needed to perform basic operations (here, multiplication) on these operators. We represent a linear operator by a sum of rank-one operators, and show how a sparse representation that guarantees a low approximation error for the product can be obtained from analyzing an induced quadratic form. This construction in turn yields new algorithms for computing approximate matrix products.Comment: 6 pages, 3 figures; presented at the 42nd Annual Conference on Information Sciences and Systems (CISS 2008

Testing for Changes in Kendall's Tau

For a bivariate time series $((X_i,Y_i))_{i=1,...,n}$ we want to detect whether the correlation between $X_i$ and $Y_i$ stays constant for all $i = 1,...,n$. We propose a nonparametric change-point test statistic based on Kendall's tau and derive its asymptotic distribution under the null hypothesis of no change by means a new U-statistic invariance principle for dependent processes. The asymptotic distribution depends on the long run variance of Kendall's tau, for which we propose an estimator and show its consistency. Furthermore, assuming a single change-point, we show that the location of the change-point is consistently estimated. Kendall's tau possesses a high efficiency at the normal distribution, as compared to the normal maximum likelihood estimator, Pearson's moment correlation coefficient. Contrary to Pearson's correlation coefficient, it has excellent robustness properties and shows no loss in efficiency at heavy-tailed distributions. We assume the data $((X_i,Y_i))_{i=1,...,n}$ to be stationary and P-near epoch dependent on an absolutely regular process. The P-near epoch dependence condition constitutes a generalization of the usually considered $L_p$-near epoch dependence, $p \ge 1$, that does not require the existence of any moments. It is therefore very well suited for our objective to efficiently detect changes in correlation for arbitrarily heavy-tailed data

The Inflationary Perturbation Spectrum

Motivated by the prospect of testing inflation from precision cosmic microwave background observations, we present analytic results for scalar and tensor perturbations in single-field inflation models based on the application of uniform approximations. This technique is systematically improvable, possesses controlled error bounds, and does not rely on assuming the slow-roll parameters to be constant. We provide closed-form expressions for the power spectra and the corresponding scalar and tensor spectral indices.Comment: 4 pages, 1 figur