Subgeometric ergodicity of strong Markov processes

We derive sufficient conditions for subgeometric f-ergodicity of strongly Markovian processes. We first propose a criterion based on modulated moment of some delayed return-time to a petite set. We then formulate a criterion for polynomial f-ergodicity in terms of a drift condition on the generator. Applications to specific processes are considered, including Langevin tempered diffusions on R^n and storage models.Comment: Published at http://dx.doi.org/10.1214/105051605000000115 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Three-dimensional computer model for the atmospheric general circulation experiment

An efficient, flexible, three-dimensional, hydrodynamic, computer code has been developed for a spherical cap geometry. The code will be used to simulate NASA's Atmospheric General Circulation Experiment (AGCE). The AGCE is a spherical, baroclinic experiment which will model the large-scale dynamics of our atmosphere; it has been proposed to NASA for future Spacelab flights. In the AGCE a radial dielectric body force will simulate gravity, with hot fluid tending to move outwards. In order that this force be dominant, the AGCE must be operated in a low gravity environment such as Spacelab. The full potential of the AGCE will only be realized by working in conjunction with an accurate computer model. Proposed experimental parameter settings will be checked first using model runs. Then actual experimental results will be compared with the model predictions. This interaction between experiment and theory will be very valuable in determining the nature of the AGCE flows and hence their relationship to analytical theories and actual atmospheric dynamics

Accelerating Parallel Tempering: Quantile Tempering Algorithm (QuanTA)

Using MCMC to sample from a target distribution, $\pi(x)$ on a $d$-dimensional state space can be a difficult and computationally expensive problem. Particularly when the target exhibits multimodality, then the traditional methods can fail to explore the entire state space and this results in a bias sample output. Methods to overcome this issue include the parallel tempering algorithm which utilises an augmented state space approach to help the Markov chain traverse regions of low probability density and reach other modes. This method suffers from the curse of dimensionality which dramatically slows the transfer of mixing information from the auxiliary targets to the target of interest as $d \rightarrow \infty$. This paper introduces a novel prototype algorithm, QuanTA, that uses a Gaussian motivated transformation in an attempt to accelerate the mixing through the temperature schedule of a parallel tempering algorithm. This new algorithm is accompanied by a comprehensive theoretical analysis quantifying the improved efficiency and scalability of the approach; concluding that under weak regularity conditions the new approach gives accelerated mixing through the temperature schedule. Empirical evidence of the effectiveness of this new algorithm is illustrated on canonical examples

Analytical and numerical studies of the thermocapillary flow in a uniformly floating zone

The microgravity environment of an orbiting vehicle permits crystal growth experiments in the presence of greatly reduced buoyant convection in the liquid melt. Crystals grown in ground-based laboratories do not achieve their potential properties because of dopant variations caused by flow in the melt. The floating zone crystal growing system is widely used to produce crystals of silicon and other materials. However, in this system the temperature gradient on the free sidewall surface of the melt is the source of a thermocapillary flow which does not disappear in the low-gravity environment. The idea of using a uniform rotation of the floating zone system to confine the thermocapillary flow to the melt sidewall leaving the interior of the melt passive is examined. A cylinder of fluid with an axial temperature gradient imposed on the cylindrical sidewall is considered. A half zone and the linearized, axisymmetric flow in the absence of crystal growth is examined. Rotation is found to confine the linear thermocapillary flow. A simplified model is extended to a full zone and both linear and nonlinear thermocapillary flows are studied theoretically. Analytical and numerical methods are used for the linear flows and numerical methods for the nonlinear flows. It was found that the linear flows in the full zone have more complicated and thicker boundary layer structures than in the half zone, and that these flows are also confined by the rotation. However, for the simplified model considered and for realistic values for silicon, the thermocapillary flow is not linear. The fully nonlinear flow is strong and unsteady (a weak oscillation is present) and it penetrates the interior. Some non-rotating flow results are also presented. Since silicon as a large value of thermal conductivity, one would expect the temperature fields to be determined by conduction alone. This is true for the linear and weakly nonlinear flows, but for the stronger nonlinear flow the results show that temperature advection is also important. Uniform rotation may still be a means of confining the flow and the results obtained define the procedure to be used to examine this hypothesis

Weight-Preserving Simulated Tempering

Simulated tempering is popular method of allowing MCMC algorithms to move between modes of a multimodal target density {\pi}. One problem with simulated tempering for multimodal targets is that the weights of the various modes change for different inverse-temperature values, sometimes dramatically so. In this paper, we provide a fix to overcome this problem, by adjusting the mode weights to be preserved (i.e., constant) over different inverse-temperature settings. We then apply simulated tempering algorithms to multimodal targets using our mode weight correction. We present simulations in which our weight-preserving algorithm mixes between modes much more successfully than traditional tempering algorithms. We also prove a diffusion limit for an version of our algorithm, which shows that under appropriate assumptions, our algorithm mixes in time O(d [log d]^2)

Finite-difference fluid dynamics computer mathematical models for the design and interpretation of experiments for space flight

Numerical methods are used to design a spherical baroclinic flow model experiment of the large scale atmosphere flow for Spacelab. The dielectric simulation of radial gravity is only dominant in a low gravity environment. Computer codes are developed to study the processes at work in crystal growing systems which are also candidates for space flight. Crystalline materials rarely achieve their potential properties because of imperfections and component concentration variations. Thermosolutal convection in the liquid melt can be the cause of these imperfections. Such convection is suppressed in a low gravity environment. Two and three dimensional finite difference codes are being used for this work. Nonuniform meshes and implicit iterative methods are used. The iterative method for steady solutions is based on time stepping but has the options of different time steps for velocity and temperature and of a time step varying smoothly with position according to specified powers of the mesh spacings. This allows for more rapid convergence. The code being developed for the crystal growth studies allows for growth of the crystal as the solid-liquid interface. The moving interface is followed using finite differences; shape variations are permitted. For convenience in applying finite differences in the solid and liquid, a time dependent coordinate transformation is used to make this interface a coordinate surface

MCMC methods for functions modifying old algorithms to make\ud them faster

Many problems arising in applications result in the need\ud to probe a probability distribution for functions. Examples include Bayesian nonparametric statistics and conditioned diffusion processes. Standard MCMC algorithms typically become arbitrarily slow under the mesh refinement dictated by nonparametric description of the unknown function. We describe an approach to modifying a whole range of MCMC methods which ensures that their speed of convergence is robust under mesh refinement. In the applications of interest the data is often sparse and the prior specification is an essential part of the overall modeling strategy. The algorithmic approach that we describe is applicable whenever the desired probability measure has density with respect to a Gaussian process or Gaussian random field prior, and to some useful non-Gaussian priors constructed through random truncation. Applications are shown in density estimation, data assimilation in fluid mechanics, subsurface geophysics and image registration. The key design principle is to formulate the MCMC method for functions. This leads to algorithms which can be implemented via minor modification of existing algorithms, yet which show enormous speed-up on a wide range of applied problems

Computation of flow regimes in parameter space for the AGCE

This report describes the results of a small study program in support of the design studies for NASA's proposed Atmospheric General Circulation Experiment (AGCE). The proposed experiment will model the atmosphere using a hemispherical layer of a dielectric fluid such as silicone oil, heated at the equator, and with a large radial AC electric field producing a temperature-dependent radial body force similar to radial gravity. The effect of terrestrial gravity on the experiment can be eliminated by doing the experiment in space flight. The author developed a series of three computer models to support these design studies. The first two calculate axisymmetric solutions and their stability to small non-axisymmetric perturbations. The third computes three-dimensional solutions. These codes allow the option of solving problems in a cylindrical geometry as well as a rather generally defined spherical layer