Propagating Lyapunov Functions to Prove Noise--induced Stabilization

We investigate an example of noise-induced stabilization in the plane that was also considered in (Gawedzki, Herzog, Wehr 2010) and (Birrell, Herzog, Wehr 2011). We show that despite the deterministic system not being globally stable, the addition of additive noise in the vertical direction leads to a unique invariant probability measure to which the system converges at a uniform, exponential rate. These facts are established primarily through the construction of a Lyapunov function which we generate as the solution to a sequence of Poisson equations. Unlike a number of other works, however, our Lyapunov function is constructed in a systematic way, and we present a meta-algorithm we hope will be applicable to other problems. We conclude by proving positivity properties of the transition density by using Malliavin calculus via some unusually explicit calculations.Comment: 41 pages, 3 figures Added picture to this version and simplified the control theory discussion significantl

A nonparametric two-sample hypothesis testing problem for random dot product graphs

We consider the problem of testing whether two finite-dimensional random dot product graphs have generating latent positions that are independently drawn from the same distribution, or distributions that are related via scaling or projection. We propose a test statistic that is a kernel-based function of the adjacency spectral embedding for each graph. We obtain a limiting distribution for our test statistic under the null and we show that our test procedure is consistent across a broad range of alternatives.Comment: 24 pages, 1 figure

Discovering underlying dynamics in time series of networks

Understanding dramatic changes in the evolution of networks is central to statistical network inference, as underscored by recent challenges of predicting and distinguishing pandemic-induced transformations in organizational and communication networks. We consider a joint network model in which each node has an associated time-varying low-dimensional latent vector of feature data, and connection probabilities are functions of these vectors. Under mild assumptions, the time-varying evolution of the constellation of latent vectors exhibits low-dimensional manifold structure under a suitable notion of distance. This distance can be approximated by a measure of separation between the observed networks themselves, and there exist consistent Euclidean representations for underlying network structure, as characterized by this distance, at any given time. These Euclidean representations permit the visualization of network evolution and transform network inference questions such as change-point and anomaly detection into a classical setting. We illustrate our methodology with real and synthetic data, and identify change points corresponding to massive shifts in pandemic policies in a communication network of a large organization.Comment: 31 pages, 7 figure

Asymptotic Analysis of Microtubule-Based Transport by Multiple Identical Molecular Motors

We describe a system of stochastic differential equations (SDEs) which model the interaction between processive molecular motors, such as kinesin and dynein, and the biomolecular cargo they tow as part of microtubule-based intracellular transport. We show that the classical experimental environment fits within a parameter regime which is qualitatively distinct from conditions one expects to find in living cells. Through an asymptotic analysis of our system of SDEs, we develop a means for applying in vitro observations of the nonlinear response by motors to forces induced on the attached cargo to make analytical predictions for two parameter regimes that have thus far eluded direct experimental observation: 1) highly viscous in vivo transport and 2) dynamics when multiple identical motors are attached to the cargo and microtubule