916 research outputs found
Applicability of Taylor's hypothesis in thermally driven turbulence
In this paper, we show that in the presence of large-scale circulation (LSC),
Taylor's hypothesis can be invoked to deduce the energy spectrum in thermal
convection using real space probes, a popular experimental tool. We perform
numerical simulation of turbulent convection in a cube and observe that the
velocity field follows Kolmogorov's spectrum (). We also record the
velocity time series using real space probes near the lateral walls. The
corresponding frequency spectrum exhibits Kolmogorov's spectrum (),
thus validating Taylor's hypothesis with the steady LSC playing the role of a
mean velocity field. The aforementioned findings based on real space probes
provide valuable inputs for experimental measurements used for studying the
spectrum of convective turbulence
Deconvolutionābased nonlinear filtering for incompressible flows at moderately large Reynolds numbers
Neural Packet Classification
Packet classification is a fundamental problem in computer networking. This
problem exposes a hard tradeoff between the computation and state complexity,
which makes it particularly challenging. To navigate this tradeoff, existing
solutions rely on complex hand-tuned heuristics, which are brittle and hard to
optimize. In this paper, we propose a deep reinforcement learning (RL) approach
to solve the packet classification problem. There are several characteristics
that make this problem a good fit for Deep RL. First, many of the existing
solutions are iteratively building a decision tree by splitting nodes in the
tree. Second, the effects of these actions (e.g., splitting nodes) can only be
evaluated once we are done with building the tree. These two characteristics
are naturally captured by the ability of RL to take actions that have sparse
and delayed rewards. Third, it is computationally efficient to generate data
traces and evaluate decision trees, which alleviate the notoriously high sample
complexity problem of Deep RL algorithms. Our solution, NeuroCuts, uses
succinct representations to encode state and action space, and efficiently
explore candidate decision trees to optimize for a global objective. It
produces compact decision trees optimized for a specific set of rules and a
given performance metric, such as classification time, memory footprint, or a
combination of the two. Evaluation on ClassBench shows that NeuroCuts
outperforms existing hand-crafted algorithms in classification time by 18% at
the median, and reduces both time and memory footprint by up to 3x
Optimal strategies for a game on amenable semigroups
The semigroup game is a two-person zero-sum game defined on a semigroup S as
follows: Players 1 and 2 choose elements x and y in S, respectively, and player
1 receives a payoff f(xy) defined by a function f from S to [-1,1]. If the
semigroup is amenable in the sense of Day and von Neumann, one can extend the
set of classical strategies, namely countably additive probability measures on
S, to include some finitely additive measures in a natural way. This extended
game has a value and the players have optimal strategies. This theorem extends
previous results for the multiplication game on a compact group or on the
positive integers with a specific payoff. We also prove that the procedure of
extending the set of allowed strategies preserves classical solutions: if a
semigroup game has a classical solution, this solution solves also the extended
game.Comment: 17 pages. To appear in International Journal of Game Theor
Rough paths in idealized financial markets
This paper considers possible price paths of a financial security in an
idealized market. Its main result is that the variation index of typical price
paths is at most 2, in this sense, typical price paths are not rougher than
typical paths of Brownian motion. We do not make any stochastic assumptions and
only assume that the price path is positive and right-continuous. The
qualification "typical" means that there is a trading strategy (constructed
explicitly in the proof) that risks only one monetary unit but brings infinite
capital when the variation index of the realized price path exceeds 2. The
paper also reviews some known results for continuous price paths and lists
several open problems.Comment: 21 pages, this version adds (in Appendix C) a reference to new
results in the foundations of game-theoretic probability based on Hardin and
Taylor's work on hat puzzle
Fluid Particle Accelerations in Fully Developed Turbulence
The motion of fluid particles as they are pushed along erratic trajectories
by fluctuating pressure gradients is fundamental to transport and mixing in
turbulence. It is essential in cloud formation and atmospheric transport,
processes in stirred chemical reactors and combustion systems, and in the
industrial production of nanoparticles. The perspective of particle
trajectories has been used successfully to describe mixing and transport in
turbulence, but issues of fundamental importance remain unresolved. One such
issue is the Heisenberg-Yaglom prediction of fluid particle accelerations,
based on the 1941 scaling theory of Kolmogorov (K41). Here we report
acceleration measurements using a detector adapted from high-energy physics to
track particles in a laboratory water flow at Reynolds numbers up to 63,000. We
find that universal K41 scaling of the acceleration variance is attained at
high Reynolds numbers. Our data show strong intermittency---particles are
observed with accelerations of up to 1,500 times the acceleration of gravity
(40 times the root mean square value). Finally, we find that accelerations
manifest the anisotropy of the large scale flow at all Reynolds numbers
studied.Comment: 7 pages, 4 figure
Modeling genome-wide replication kinetics reveals a mechanism for regulation of replication timing
We developed analytical models of DNA replication that include probabilistic initiation of origins, fork progression, passive replication, and asynchrony.We fit the model to budding yeast genome-wide microarray data probing the replication fraction and found that initiation times correlate with the precision of timing.We extracted intrinsic origin properties, such as potential origin efficiency and firing-time distribution, which cannot be done using phenomenological approaches.We propose that origin timing is controlled by stochastically activated initiators bound to origin sites rather than explicit time-measuring mechanisms
On the optimal exercise boundaries of swing put options
We use probabilistic methods to characterise time-dependent optimal stopping boundaries in a problem of multiple optimal stopping on a finite time horizon. Motivated by financial applications, we consider a payoff of immediate stopping of āputā type, and the underlying dynamics follows a geometric Brownian motion. The optimal stopping region relative to each optimal stopping time is described in terms of two boundaries, which are continuous, monotonic functions of time and uniquely solve a system of coupled integral equations of Volterra-type. Finally, we provide a formula for the value function of the problem
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