Modeling error analysis of stationary linear discrete-time filters

The performance of Kalman-type, linear, discrete-time filters in the presence of modeling errors is considered. The discussion is limited to stationary performance, and bounds are obtained for the performance index, the mean-squared error of estimates for suboptimal and optimal (Kalman) filters. The computation of these bounds requires information on only the model matrices and the range of errors for these matrices. Consequently, a design can easily compare the performance of a suboptimal filter with that of the optimal filter, when only the range of errors in the elements of the model matrices is available

Algorithms for adaptive stochastic control for a class of linear systems

Control of linear, discrete time, stochastic systems with unknown control gain parameters is discussed. Two suboptimal adaptive control schemes are derived: one is based on underestimating future control and the other is based on overestimating future control. Both schemes require little on-line computation and incorporate in their control laws some information on estimation errors. The performance of these laws is studied by Monte Carlo simulations on a computer. Two single input, third order systems are considered, one stable and the other unstable, and the performance of the two adaptive control schemes is compared with that of the scheme based on enforced certainty equivalence and the scheme where the control gain parameters are known

Gopakumar-Vafa invariants via vanishing cycles

In this paper, we propose an ansatz for defining Gopakumar-Vafa invariants of Calabi-Yau threefolds, using perverse sheaves of vanishing cycles. Our proposal is a modification of a recent approach of Kiem-Li, which is itself based on earlier ideas of Hosono-Saito-Takahashi. We conjecture that these invariants are equivalent to other curve-counting theories such as Gromov-Witten theory and Pandharipande-Thomas theory. Our main theorem is that, for local surfaces, our invariants agree with PT invariants for irreducible one-cycles. We also give a counter-example to the Kiem-Li conjectures, where our invariants match the predicted answer. Finally, we give examples where our invariant matches the expected answer in cases where the cycle is non-reduced, non-planar, or non-primitive.Comment: 63 pages, many improvements of the exposition following referee comments, final version to appear in Inventione

Toda brackets and cup-one squares for ring spectra

In this paper we prove the laws of Toda brackets on the homotopy groups of a connective ring spectrum and the laws of the cup-one square in the homotopy groups of a commutative connective ring spectrum.Comment: 22 page

Quasi-Solitons in Dissipative Systems and Exactly Solvable Lattice Models

A system of first-order differential-difference equations with time lag describes the formation of density waves, called as quasi-solitons for dissipative systems in this paper. For co-moving density waves, the system reduces to some exactly solvable lattice models. We construct a shock-wave solution as well as one-quasi-soliton solution, and argue that there are pseudo-conserved quantities which characterize the formation of the co-moving waves. The simplest non-trivial one is given to discuss the presence of a cascade phenomena in relaxation process toward the pattern formation.Comment: REVTeX, 4 pages, 1 figur

Poincare duality and Periodicity

We construct periodic families of Poincare complexes, partially solving a question of Hodgson that was posed in the proceedings of the 1982 Northwestern homotopy theory conference. We also construct infinite families of Poincare complexes whose top cell falls off after one suspension but which fail to embed in a sphere of codimension one. We give a homotopy theoretic description of the four-fold periodicity in knot cobordism.Comment: A significant revision. In this version we produce infinite families of examples of Poincare complexes whose top cell falls off after one suspension, but which do not embed in codimension one. We also rewrote the knot periodicity section in terms of Seifert surfaces rather than knot complement

The Effect of Social Distancing on the Reach of an Epidemic in Social Networks

How does social distancing affect the reach of an epidemic in social networks? We present Monte Carlo simulation results of a capacity constrained Susceptible-Infected-Removed (SIR) model. The key modelling feature is that individuals are limited in the number of acquaintances that they can interact with, thereby constraining disease transmission to an infectious subnetwork of the original social network. While increased social distancing always reduces the spread of an infectious disease, the magnitude varies greatly depending on the topology of the network. Our results also reveal the importance of coordinating social distancing policies at the global level. In particular, the public health benefits from social distancing to a group (e.g., a country) may be completely undone if that group maintains connections with outside groups that are not following suit

Anomalies, absence of local equilibrium and universality in 1-d particles systems

One dimensional systems are under intense investigation, both from theoretical and experimental points of view, since they have rather peculiar characteristics which are of both conceptual and technological interest. We analyze the dependence of the behaviour of one dimensional, time reversal invariant, nonequilibrium systems on the parameters defining their microscopic dynamics. In particular, we consider chains of identical oscillators interacting via hard core elastic collisions and harmonic potentials, driven by boundary Nos\'e-Hoover thermostats. Their behaviour mirrors qualitatively that of stochastically driven systems, showing that anomalous properties are typical of physics in one dimension. Chaos, by itslef, does not lead to standard behaviour, since it does not guarantee local thermodynamic equilibrium. A linear relation is found between density fluctuations and temperature profiles. This link and the temporal asymmetry of fluctuations of the main observables are robust against modifications of thermostat parameters and against perturbations of the dynamics.Comment: 26 pages, 16 figures, revised text, two appendices adde

An integrable generalization of the Toda law to the square lattice

We generalize the Toda lattice (or Toda chain) equation to the square lattice; i.e., we construct an integrable nonlinear equation, for a scalar field taking values on the square lattice and depending on a continuous (time) variable, characterized by an exponential law of interaction in both discrete directions of the square lattice. We construct the Darboux-Backlund transformations for such lattice, and the corresponding formulas describing their superposition. We finally use these Darboux-Backlund transformations to generate examples of explicit solutions of exponential and rational type. The exponential solutions describe the evolution of one and two smooth two-dimensional shock waves on the square lattice.Comment: 14 pages, 4 figures, to appear in Phys. Rev. E http://pre.aps.org

An exactly solvable many-body problem in one dimension

For N impenetrable particles in one dimension where only the nearest and next-to-nearest neighbours interact, we obtain the complete spectrum both on a line and on a circle. Further, we establish a mapping between these N-body problems and the short-range Dyson model introduced recently to model intermediate spectral statistics in some systems using which we compute the two-point correlation function and prove the absence of long-range order in the corresponding many-body theory. Further, we also show the absence of off-diagonal long-range order in these systems.Comment: LaTeX, 4 pages, 1 figur