Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion

We prove an existence and uniqueness theorem for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fractional Brownian motion with Hurst parameter H>1/2 and a multidimensional standard Brownian motion. The proof relies on some a priori estimates, which are obtained using the methods of fractional integration, and the classical Ito stochastic calculus. The existence result is based on the Yamada-Watanabe theorem.Comment: 21 page

The mid-domain effect: It’s not just about space

Ecologists and biogeographers have long sought to understand how and why diversity varies across space. Up until the late 20th century, the dominant role of environmental gradients and historical processes in driving geographical species richness patterns went largely undisputed. However, almost 20 years ago, Colwell & Hurtt (1994) proposed a radical reappraisal of ecological gradient theory that called into question decades of empirical and theoretical research. That controversial idea was later termed the ‘the mid-domain effect’: the simple proposition that in the absence of environmental gradients, the random placement of species ranges within a bounded domain will give rise to greatest range overlap, and thus richness, at the center of the domain (Colwell & Lees, 2000) (Fig. 1a). The implication of this line of reasoning is that the conventional null model of equal species richness regardless of latitude, elevation or depth should be replaced by one where richness peaks at some midpoint in geographical space. Our intention here is to draw attention to a neglected, yet important manifestation of the mid-domain effect, namely the application of mid-domain models (also referred to as geometric constraint models) to non-spatial domains. If individual species have ranges that exist not just in geographical space but also in environmental factors, such as temperature, rainfall, pH, productivity or disturbance, shouldn’t we also expect mid-domain richness peaks along non-spatial gradients? A mid-domain model applied to non-spatial gradients predicts the maximum potential richness for every value of an environmental factor. As with spatial mid-domain models, realized richness would probably be less, but the limits to richness are still predicted to be hump-shaped. Indeed, hump-shaped relationships emerge with remarkably high frequency across various non-spatial gradients. For instance, two of ecology’s most fundamental, albeit controversial theories – the productivity–diversity relationship and the intermediate disturbance hypothesis – predict mid-domain peaks in species richness. However, the potential of non-spatial mid-domain models has gone largely ignored

A 233 km Tunnel for Lepton and Hadron Colliders

A decade ago, a cost analysis was conducted to bore a 233 km circumference Very Large Hadron Collider (VLHC) tunnel passing through Fermilab. Here we outline implementations of $e^+e^-$, $p \bar{p}$, and $\mu^+ \mu^-$ collider rings in this tunnel using recent technological innovations. The 240 and 500 GeV $e^+e^-$ colliders employ Crab Waist Crossings, ultra low emittance damped bunches, short vertical IP focal lengths, superconducting RF, and low coercivity, grain oriented silicon steel/concrete dipoles. Some details are also provided for a high luminosity 240 GeV $e^+ e^-$ collider and 1.75 TeV muon accelerator in a Fermilab site filler tunnel. The 40 TeV $p \bar{p}$ collider uses the high intensity Fermilab $\bar{p}$ source, exploits high cross sections for $p \bar{p}$ production of high mass states, and uses 2 Tesla ultra low carbon steel/YBCO superconducting magnets run with liquid neon. The 35 TeV muon ring ramps the 2 Tesla superconducting magnets at 9 Hz every 0.4 seconds, uses 250 GV of superconducting RF to accelerate muons from 1.75 to 17.5 TeV in 63 orbits with 71% survival, and mitigates neutrino radiation with phase shifting, roller coaster motion in a FODO lattice.Comment: LaTex, 6 pages, 1 figure, Advanced Accelerator Concepts Workshop, Austin, TX, 10-15 June 201

Standard Model Top Quark Asymmetry at the Fermilab Tevatron

Top quark pair production at proton-antiproton colliders is known to exhibit a forward-backward asymmetry due to higher-order QCD effects. We explore how this asymmetry might be studied at the Fermilab Tevatron, including how the asymmetry depends on the kinematics of extra hard partons. We consider results for top quark pair events with one and two additional hard jets. We further note that a similar asymmetry, correlated with the presence of jets, arises in specific models for parton showers in Monte Carlo simulations. We conclude that the measurement of this asymmetry at the Tevatron will be challenging, but important both for our understanding of QCD and for our efforts to model it.Comment: 26 p., 10 embedded figs., comment added, version to appear in PR

Kusuoka-Stroock gradient bounds for the solution of the filtering equation

© 2014 Elsevier Inc.We obtain sharp gradient bounds for perturbed diffusion semigroups. In contrast with existing results, the perturbation is here random and the bounds obtained are pathwise. Our approach builds on the classical work of Kusuoka and Stroock [13,14,16,17], and extends their program developed for the heat semi-group to solutions of stochastic partial differential equations. The work is motivated by and applied to nonlinear filtering. The analysis allows us to derive pathwise gradient bounds for the un-normalised conditional distribution of a partially observed signal. It uses a pathwise representation of the perturbed semigroup following Ocone [22]. The estimates we derive have sharp small time asymptotics

Symmetric mixed states of nn qubits: local unitary stabilizers and entanglement classes

We classify, up to local unitary equivalence, local unitary stabilizer Lie algebras for symmetric mixed states into six classes. These include the stabilizer types of the Werner states, the GHZ state and its generalizations, and Dicke states. For all but the zero algebra, we classify entanglement types (local unitary equivalence classes) of symmetric mixed states that have those stabilizers. We make use of the identification of symmetric density matrices with polynomials in three variables with real coefficients and apply the representation theory of SO(3) on this space of polynomials.Comment: 10 pages, 1 table, title change and minor clarifications for published versio

Algebraic structure of stochastic expansions and efficient simulation

We investigate the algebraic structure underlying the stochastic Taylor solution expansion for stochastic differential systems.Our motivation is to construct efficient integrators. These are approximations that generate strong numerical integration schemes that are more accurate than the corresponding stochastic Taylor approximation, independent of the governing vector fields and to all orders. The sinhlog integrator introduced by Malham & Wiese (2009) is one example. Herein we: show that the natural context to study stochastic integrators and their properties is the convolution shuffle algebra of endomorphisms; establish a new whole class of efficient integrators; and then prove that, within this class, the sinhlog integrator generates the optimal efficient stochastic integrator at all orders.Comment: 19 page

The improvement of aircraft specific range by periodic control

Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/76150/1/AIAA-1981-1748-116.pd

A Visual Environment for Real-Time Image Processing in Hardware (VERTIPH)

Real-time video processing is an image-processing application that is ideally suited to implementation on FPGAs. We discuss the strengths and weaknesses of a number of existing languages and hardware compilers that have been developed for specifying image processing algorithms on FPGAs. We propose VERTIPH, a new multiple-view visual language that avoids the weaknesses we identify. A VERTIPH design incorporates three different views, each tailored to a different aspect of the image processing system under development; an overall architectural view, a computational view, and a resource and scheduling view