Uniform in time estimates for the weak error of the Euler method for SDEs and a Pathwise Approach to Derivative Estimates for Diffusion Semigroups

We present a criterion for uniform in time convergence of the weak error of the Euler scheme for Stochastic Differential equations (SDEs). The criterion requires i) exponential decay in time of the space-derivatives of the semigroup associated with the SDE and ii) bounds on (some) moments of the Euler approximation. We show by means of examples (and counterexamples) how both i) and ii) are needed to obtain the desired result. If the weak error converges to zero uniformly in time, then convergence of ergodic averages follows as well. We also show that Lyapunov-type conditions are neither sufficient nor necessary in order for the weak error of the Euler approximation to converge uniformly in time and clarify relations between the validity of Lyapunov conditions, i) and ii). Conditions for ii) to hold are studied in the literature. Here we produce sufficient conditions for i) to hold. The study of derivative estimates has attracted a lot of attention, however not many results are known in order to guarantee exponentially fast decay of the derivatives. Exponential decay of derivatives typically follows from coercive-type conditions involving the vector fields appearing in the equation and their commutators; here we focus on the case in which such coercive-type conditions are non-uniform in space. To the best of our knowledge, this situation is unexplored in the literature, at least on a systematic level. To obtain results under such space-inhomogeneous conditions we initiate a pathwise approach to the study of derivative estimates for diffusion semigroups and combine this pathwise method with the use of Large Deviation Principles.Comment: 47 pages and 9 figure

Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes

We study the long time behaviour of a large class of diffusion processes on $R^N$, generated by second order differential operators of (possibly) degenerate type. The operators that we consider {\em need not} satisfy the H\"ormander condition. Instead, they satisfy the so-called UFG condition, introduced by Herman, Lobry and Sussman in the context of geometric control theory and later by Kusuoka and Stroock, this time with probabilistic motivations. In this paper we study UFG diffusions and demonstrate the importance of such a class of processes in several respects: roughly speaking i) we show that UFG processes constitute a family of SDEs which exhibit multiple invariant measures and for which one is able to describe a systematic procedure to determine the basin of attraction of each invariant measure (equilibrium state). ii) We use an explicit change of coordinates to prove that every UFG diffusion can be, at least locally, represented as a system consisting of an SDE coupled with an ODE, where the ODE evolves independently of the SDE part of the dynamics. iii) As a result, UFG diffusions are inherently "less smooth" than hypoelliptic SDEs; more precisely, we prove that UFG processes do not admit a density with respect to Lebesgue measure on the entire space, but only on suitable time-evolving submanifolds, which we describe. iv) We show that our results and techniques, which we devised for UFG processes, can be applied to the study of the long-time behaviour of non-autonomous hypoelliptic SDEs and therefore produce several results on this latter class of processes as well. v) Because processes that satisfy the (uniform) parabolic H\"ormander condition are UFG processes, our paper contains a wealth of results about the long time behaviour of (uniformly) hypoelliptic processes which are non-ergodic, in the sense that they exhibit multiple invariant measures.Comment: 66 page

Analysis of curtailment at The Geysers geothermal Field, California

Geothermal energy has traditionally been viewed as a baseload energy source, but the rapid growth of intermittent renewable energy has led to a need for more flexibility in power generation to avoid mandatory curtailment imposed by grid operators. This study of curtailment at The Geysers provides insights into the magnitude, duration, frequency, temporal and spatial distribution, and potential causes of curtailment events between 2013 and 2018. Annual levels of curtailment range during this period from 9 to 47 GW h, representing 0.15 to 0.81 % of the net generation. Most curtailments occurred at the power plants connected to a lower capacity transmission line and may result from transmission constriction. There is a clear link between negative pricing and economic curtailment, especially when solar production is higher. Economic curtailment events tend to be only a few hours and vary in magnitude up to almost 300 MW, whereas transmission-related curtailment events can be up to several weeks in duration. It is likely that curtailment of geothermal power will be an increasing concern, and could be mitigated by flexible generation strategies and increases in energy storage. It is critical to know the nature of curtailment events so that flexible generation options can be assessed properly

Towards operational measures of computer security

Ideally, a measure of the security of a system should capture quantitatively the intuitive notion of ‘the ability of the system to resist attack’. That is, it should be operational, reflecting the degree to which the system can be expected to remain free of security breaches under particular conditions of operation (including attack). Instead, current security levels at best merely reflect the extensiveness of safeguards introduced during the design and development of a system. Whilst we might expect a system developed to a higher level than another to exhibit ‘more secure behaviour’ in operation, this cannot be guaranteed; more particularly, we cannot infer what the actual security behaviour will be from knowledge of such a level. In the paper we discuss similarities between reliability and security with the intention of working towards measures of ‘operational security’ similar to those that we have for reliability of systems. Very informally, these measures could involve expressions such as the rate of occurrence of security breaches (cf rate of occurrence of failures in reliability), or the probability that a specified ‘mission’ can be accomplished without a security breach (cf reliability function). This new approach is based on the analogy between system failure and security breach. A number of other analogies to support this view are introduced. We examine this duality critically, and have identified a number of important open questions that need to be answered before this quantitative approach can be taken further. The work described here is therefore somewhat tentative, and one of our major intentions is to invite discussion about the plausibility and feasibility of this new approach

Quasi-Homogeneous Backward-Wave Plasmonic Structures: Theory and Accurate Simulation

Backward waves and negative refraction are shown to exist in plasmonic crystals whose lattice cell size is a very small fraction of the vacuum wavelength (less than 1/40th in an illustrative example). Such ``quasi-homogeneity'' is important, in particular, for high-resolution imaging. Real and complex Bloch bands are computed using the recently developed finite-difference calculus of ``Flexible Local Approximation MEthods'' (FLAME) that produces linear eigenproblems, as opposed to quadratic or nonlinear ones typical for other techniques. FLAME dramatically improves the accuracy by incorporating local analytical approximations of the solution into the numerical scheme.Comment: 4 pages, 3 figure

Severity of disease and risk of malignant change in hereditary multiple exostoses. A genotype-phenotype study

We performed a prospective genotype-phenotype study using molecular screening and clinical assessment to compare the severity of disease and the risk of sarcoma in 172 individuals (78 families) with hereditary multiple exostoses. We calculated the severity of disease including stature, number of exostoses, number of surgical procedures that were necessary, deformity and functional parameters and used molecular techniques to identify the genetic mutations in affected individuals. Each arm of the genotype-phenotype study was blind to the outcome of the other. Mutations EXT1 and EXT2 were almost equally common, and were identified in 83% of individuals. Non-parametric statistical tests were used. There was a wide variation in the severity of disease. Children under ten years of age had fewer exostoses, consistent with the known age-related penetrance of this condition. The severity of the disease did not differ significantly with gender and was very variable within any given family. The sites of mutation affected the severity of disease with patients with EXT1 mutations having a significantly worse condition than those with EXT2 mutations in three of five parameters of severity (stature, deformity and functional parameters). A single sarcoma developed in an EXT2 mutation carrier, compared with seven in EXT1 mutation carriers. There was no evidence that sarcomas arose more commonly in families in whom the disease was more severe. The sarcoma risk in EXT1 carriers is similar to the risk of breast cancer in an older population subjected to breast-screening, suggesting that a role for regular screening in patients with hereditary multiple exostoses is justifiable. ©2004 British Editorial Society of Bone and Joint Surgery

Pupil mobility, attainment and progress in secondary school

This paper is the second of two articles arising from a study of the association between pupil mobility and attainment in national tests and examinations in an inner London borough. The first article (Strand & Demie, 2006) examined the association of pupil mobility with attainment and progress during primary school. It concluded that pupil mobility had little impact on performance in national tests at age 11, once pupils’ prior attainment at age 7 and other pupil background factors such as age, sex, special educational needs, stage of fluency in English and socio-economic disadvantage were taken into account. The present article reports the results for secondary schools (age 11-16). The results indicate that pupil mobility continues to have a significant negative association with performance in public examinations at age 16, even after including statistical controls for prior attainment at age 11 and other pupil background factors. Possible reasons for the contrasting results across school phases are explored. The implications for policy and further research are discussed

Multipole strength function of deformed superfluid nuclei made easy

We present an efficient method for calculating strength functions using the finite amplitude method (FAM) for deformed superfluid heavy nuclei within the framework of the nuclear density functional theory. We demonstrate that FAM reproduces strength functions obtained with the fully self-consistent quasi-particle random-phase approximation (QRPA) at a fraction of computational cost. As a demonstration, we compute the isoscalar and isovector monopole strength for strongly deformed configurations in $^{240}$Pu by considering huge quasi-particle QRPA spaces. Our approach to FAM, based on Broyden's iterative procedure, opens the possibility for large-scale calculations of strength distributions in well-bound and weakly bound nuclei across the nuclear landscape.Comment: 5 pages, 3 figure

Differential expression of genes involved in iron metabolism in Aspergillus fumigatus

The ability of fungi to survive in many environments is linked to their capacity to acquire essential nutrients. Iron is generally complexed and available in very limited amounts. Like bacteria, fungi have evolved highly specific systems for iron acquisition. Production and uptake of iron-chelating siderophores has been shown to be important for certain human bacterial pathogens, as well as in fungal pathogens such as Cryptococcus neoformans and Fusarium graminearum. This system also enables the opportunistic fungal pathogen Aspergillus fumigatus to infect and subsequently colonize the human lung. In this study, advantage was taken of genome sequence data available for both Aspergillus nidulans and A. fumigatus either to partially clone or to design PCR primers for 10 genes putatively involved in siderophore biosynthesis or uptake in A. fumigatus. The expression of these genes was then monitored by semi-quantitative and quantitative real-time PCR over a range of iron concentrations. As expected, the putative biosynthetic genes sidA, sidC and sidD were all strongly up-regulated under iron starvation conditions, although the variable degree of induction indicates complex regulation by a number of transcriptional factors, including the GATA family protein SreA. In contrast, the gene sidE shows no iron-regulation, suggesting that SidE may not be involved in siderophore biosynthesis. The characterisation of the expression patterns of this subset of genes in the iron regulon facilitates further studies into the importance of iron acquisition for pathogenesis of A. fumigatus. [Int Microbiol 2006; 9(4):281-287