Fitting Effective Diffusion Models to Data Associated with a "Glassy Potential": Estimation, Classical Inference Procedures and Some Heuristics

A variety of researchers have successfully obtained the parameters of low dimensional diffusion models using the data that comes out of atomistic simulations. This naturally raises a variety of questions about efficient estimation, goodness-of-fit tests, and confidence interval estimation. The first part of this article uses maximum likelihood estimation to obtain the parameters of a diffusion model from a scalar time series. I address numerical issues associated with attempting to realize asymptotic statistics results with moderate sample sizes in the presence of exact and approximated transition densities. Approximate transition densities are used because the analytic solution of a transition density associated with a parametric diffusion model is often unknown.I am primarily interested in how well the deterministic transition density expansions of Ait-Sahalia capture the curvature of the transition density in (idealized) situations that occur when one carries out simulations in the presence of a "glassy" interaction potential. Accurate approximation of the curvature of the transition density is desirable because it can be used to quantify the goodness-of-fit of the model and to calculate asymptotic confidence intervals of the estimated parameters. The second part of this paper contributes a heuristic estimation technique for approximating a nonlinear diffusion model. A "global" nonlinear model is obtained by taking a batch of time series and applying simple local models to portions of the data. I demonstrate the technique on a diffusion model with a known transition density and on data generated by the Stochastic Simulation Algorithm.Comment: 30 pages 10 figures Submitted to SIAM MMS (typos removed and slightly shortened

Creep via dynamical functional renormalization group

We study a D-dimensional interface driven in a disordered medium. We derive finite temperature and velocity functional renormalization group (FRG) equations, valid in a 4-D expansion. These equations allow in principle for a complete study of the the velocity versus applied force characteristics. We focus here on the creep regime at finite temperature and small velocity. We show how our FRG approach gives the form of the v-f characteristics in this regime, and in particular the creep exponent, obtained previously only through phenomenological scaling arguments.Comment: 4 pages, 3 figures, RevTe

Density-based crystal plasticity : from the discrete to the continuum

Because of the enormous range of time and space scales involved in dislocation dynamics, plastic modeling at macroscale requires a continuous formulation. In this paper, we present a rigorous formulation of the transition between the discrete, where plastic flow is resolved at the scale of individual dislocations, and the continuum, where dislocations are represented by densities. First, we focus on the underlying coarse-graining procedure and show that the emerging correlation-induced stresses are scale-dependent. Each of these stresses can be expanded into the sum of two components. The first one depends on the local values of the dislocation densities and always opposes the sum of the applied stress and long-range mean field stress generated by the geometrically necessary dislocation (GND) density; this stress acts as a friction stress. The second component depends on the local gradients of the dislocation densities and is inherently associated to a translation of the elastic domain; therefore, it acts as a back-stress. We also show that these friction and back- stresses contain symmetry-breaking components that make the local stress experienced by dislocations to depend on the sign of their Burgers vector

Minimax Estimation of Nonregular Parameters and Discontinuity in Minimax Risk

When a parameter of interest is nondifferentiable in the probability, the existing theory of semiparametric efficient estimation is not applicable, as it does not have an influence function. Song (2014) recently developed a local asymptotic minimax estimation theory for a parameter that is a nondifferentiable transform of a regular parameter, where the nondifferentiable transform is a composite map of a continuous piecewise linear map with a single kink point and a translation-scale equivariant map. The contribution of this paper is two fold. First, this paper extends the local asymptotic minimax theory to nondifferentiable transforms that are a composite map of a Lipschitz continuous map having a finite set of nondifferentiability points and a translation-scale equivariant map. Second, this paper investigates the discontinuity of the local asymptotic minimax risk in the true probability and shows that the proposed estimator remains to be optimal even when the risk is locally robustified not only over the scores at the true probability, but also over the true probability itself. However, the local robustification does not resolve the issue of discontinuity in the local asymptotic minimax risk

Prognostic variables and scores identifying the last year of life in COPD: a systematic review protocol

Introduction People living with advanced chronic obstructive pulmonary disease (COPD) suffer from significant morbidity, reduced quality of life and high mortality, and are likely to benefit from many aspects of a palliative care approach. Prognostic estimates are a meaningful part of decision-making and better evidence for such estimates would facilitate advance care planning. We aim to provide quality evidence on known prognostic variables and scores which predict a prognosis in COPD of <12 months for use in the community. Methods and analysis We will conduct a systematic review of randomised or quasi-randomised controlled trials, prospective and retrospective longitudinal cohort and case–control studies on prognostic variables, multivariate scores or models for COPD. The search will cover the period up to April 2016. Study selection will follow the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) guidelines, with data extraction using fields from the Critical Appraisal and Data Extraction for Systematic Reviews of Prediction Modelling Studies (CHARMS) checklist for multivariate models, and study quality will be assessed using a modified version of the Quality In Prognosis Studies (QUIPS) tool. Ethics and dissemination The results will be disseminated through peer-reviewed publications and national and international conference presentations

Bose-enhanced chemistry: Amplification of selectivity in the dissociation of molecular Bose-Einstein condensates

We study the photodissociation chemistry of a quantum degenerate gas of bosonic triatomic $ABC$ molecules, assuming two open rearrangement channels ($AB+C$ or $A+BC$). The equations of motion are equivalent to those of a parametric multimode laser, resulting in an exponential buildup of macroscopic mode populations. By exponentially amplifying a small differential in the single-particle rate-coefficients, Bose stimulation leads to a nearly complete selectivity of the collective $N$-body process, indicating a novel type of ultra-selective quantum degenerate chemistry.Comment: 5 pages, 3 figure

Large time off-equilibrium dynamics of a manifold in a random potential

We study the out of equilibrium dynamics of an elastic manifold in a random potential using mean-field theory. We find two asymptotic time regimes: (i) stationary dynamics, (ii) slow aging dynamics with violation of equilibrium theorems. We obtain an analytical solution valid for all large times with universal scalings of two-time quantities with space. A non-analytic scaling function crosses over to ultrametricity when the correlations become long-range. We propose procedures to test numerically or experimentally the extent to which this scenario holds for a given system.Comment: 12 page