Beyond Bell’s Theorem II: Scenarios with Arbitrary Causal Structure

It has recently been found that Bell scenarios are only a small subclass of interesting setups for studying the non-classical features of quantum theory within spacetime. We find that it is possible to talk about classical correlations, quantum correlations and other kinds of correlations on any directed acyclic graph, and this captures various extensions of Bell scenarios that have been considered in the literature. From a conceptual point of view, the main feature of our approach is its high level of unification: while the notions of source, choice of setting and measurement all play seemingly different roles in a Bell scenario, our formalism shows that they are all instances of the same concept of “event”. Our work can also be understood as a contribution to the subject of causal inference with latent variables. Among other things, we introduce hidden Bayesian networks as a generalization of hidden Markov models.     

A fast transfer function algorithm for nonuniform acoustic tubes

A fast algorithm for computing the transfer function for a nonuniform acoustic tube with acoustical losses and branches has been developed. It is based on the derived analytical correlations between the cross-section areas of such a tube and the coefficient of a corresponding autoregressive model with a moving average (ARMA-model). Comparison of transfer functions calculated with the use of the derived correlations with the results of a standard transmission-line method shows the accuracy and efficiency of the developed algorithm.     

Flame balls dynamics in divergent channel

A three-dimensional reaction-diffusion model for lean low-Lewis-number premixed flames with radiative heat losses propagating in divergent channel is studied numerically. Effects of inlet gas velocity and heat-loss intensity on flame structure at low Lewis numbers are investigated. It is found that continuous flame front exists at small heat losses and the separate flame balls settled within restricted domain inside the divergent channel at large heat losses. It is shown that the time averaged flame balls coordinate may be considered as important characteristic analogous to coordinate of continuous flame stabilized in divergent channel.     

Sparse Bayesian reconstruction method for multispectral bioluminescence tomography

We present a sparse Bayesian reconstruction method based on multiple types of a priori information for multispectral bioluminescence tomography （BLT）. In the Bayesian approach, five kinds of a priori information are incorporated, reducing the ill-posedness of BLT. Specifically, source sparsity characteristic is considered to promote reconstruction results. Considering the computational burden in the multispectral case, a series of strategies is adopted to improve computational efficiency, such as optimal permissible source region strategy and node model of the finite element method. The performance of the proposed algorithm is validated by a heterogeneous three-dimensional （3D） micron scale computed tomography atlas and a mouse-shaped phantom. Reconstructed results demonstrate the feasibility and effectiveness of the proposed algorithm.     

A predictor–corrector algorithm for the coupling of stiff ODEs to a particle population balance

In this paper a novel predictor–corrector algorithm is presented for the solution of coupled gas-phase – particulate systems. The emphasis of this work is the study of soot formation, but the concepts can be applied to other systems. This algorithm couples a stiff ODE solver to a Monte Carlo population balance solver. Such coupling has been achieved previously for similar systems using a Strang operator splitting algorithm, however, that algorithm demonstrated several numerical issues which resulted in a high computational cost to acquire adequate precision. In particular a source-sink instability was identified whereby a large-magnitude source term present in the ODE system was competing with a similarly sized sink term in the population balance. This instability required that the splitting step size was very small in order to keep numerical error sufficiently low. A predictor–corrector algorithm has been formulated to negate this instability. An additional efficiency is gained with this algorithm as a principal computational cost of the Strang splitting algorithm is removed: the requirement to re-initialise the ODE solver every splitting step. The numerical convergence of the new algorithm is demonstrated, and its efficiency is compared to that of the Strang splitting algorithm. Substantial computation time savings are demonstrated, which allow a fixed error in three studied system functionals to be achieved with an order-of-magnitude reduction in computation time.     

动态银行网络系统中系统性风险定量计算方法研究

采用复杂网络理论研究银行网络系统中的系统性风险问题已有较多的报道.这些研究大多假设银行网络系统是静态的(银行节点是静态的,银行节点间的借贷关系也是静态的),然后在系统性风险已经累积到爆发的情况下,研究风险爆发后,风险在静态网络系统中的传染与网络结构的关系.然而对于系统性风险如何在银行网络中累积直至爆发的问题的研究还很少.系统风险的累积过程需在动态演化的银行网络系统中才能实现,同时观察风险累积过程需对系统风险进行定量估算.因此,本文首先建立带有宏观经济趋势及多期清算的动态银行网络系统模型;提出系统风险的定量计算方法;最后对系统风险进行仿真计算与分析,得到了系统风险变化曲线,显示了系统风险累积的过程.该研究为定量研究动态银行网络系统的风险累积问题奠定了基础.     

Predicting particle deposition for flow over a circular cylinder in combustion environments

Particle deposition on heat exchanger tubes is a serious concern in solid fuel combustion and gasification systems, such as power plants and syngas coolers. To predict deposition rates, several detailed computational fluid dynamic (CFD) models have been developed. However, these models are computationally expensive and cannot be used for quick determination of deposition rates and/or slagging tendencies. Particle impaction efficiency correlations, while not as accurate as detailed CFD models, are easier to use and are able to estimate the impaction rate of particles on the heat exchanger tubes. Nonetheless, since deposition and slagging are not just functions of particle impaction rates, but also sticking propensity, which is related to the particle temperature at impact, the impaction efficiency correlations fail to provide sufficient information. To address this shortcoming, similar correlations for particle temperature at impact have been developed in this work, based on a non-dimensional parameter that captures the flow and boundary conditions, as well as particle properties. When used alongside the impaction efficiency correlations, the new correlations developed can provide a reasonable estimate of the deposition and slagging tendencies, at negligible computational expense.     

警戒模式下多基地声纳配置方法研究

研究了警戒模式下多基地声纳的布阵方法。首先,利用双基地声纳"定位精度几何扩散因子"的几何分布图,提取图中定位误差满足要求的区域。然后,根据该区域的图形特征,提出一种基于正n边形作图方法的多基地声纳布阵算法。通过仿真分析可知,利用该算法布阵后,目标的定位性能与贪婪算法布阵后的定位性能基本接近,但是本文算法的运算量远比贪婪算法小,因此它具有更强的实用性。     

Measuring clock jumps using pulsar timing

In this paper,we investigate the statistical signal-processing algorithm to measure the instant local clock jump from the timing data of multiple pulsars.Our algorithm is based on the framework of Bayesian statistics.In order to make the Bayesian algorithm applicable with limited computational resources,we dedicated our efforts to the analytic marginalization of irrelevant parameters.We found that the widely used parameter for pulsar timing systematics,the"Efac"parameter,can be analytically marginalized.This reduces the Gaussian likelihood to a function very similar to the Student’s t-distribution.Our iterative method to solve the maximum likelihood estimator is also explained in the paper.Using pulsar timing data from the Yunnan Kunming 40-m radio telescope,we demonstrate the application of the method,where 80-ns level precision for the clock jump can be achieved.Such a precision is comparable to that of current commercial time transferring service using satellites.We expect that the current method could help developing the autonomous pulsar time scale.     

用FLUENT软件计算化学氧碘激光流场

用计算流体动力学(CFD)软件FLUENT,数值研究化学氧碘激光喷管形线,碘喷孔位置, 副流入口压力, O2(1Δ)初始产额,水蒸汽含量以及稀释气体对平均小信号增益系数沿流动方向分布的影响;并对大连化学物理研究所超音速化学氧碘激光的两次实验进行数值模拟,计算结果显示平均小信号增益系数与实验测试的摩尔功率趋势一致。     

Optical modelling of photonic crystals and VCSELs using eigenmode expansion and perfectly matched layers

We present a modelling approach for photonic crystal structures and vertical-cavity surface-emitting lasers (VCSELs). This method is based on vectorial eigenmode expansion combined with perfectly matched layer (PML) boundary conditions. Compared to other methods, a relatively small computational effort is required, while at the same time accurate results are obtained, even in the presence of strong scattering and diffraction losses.     

Analysis of binarized high frequency financial data

A non-trivial probability structure is evident in the binary data extracted from the up/down price movements of very high frequency data such as tick-by-tick data for USD/JPY. In this paper, we analyze the Sony bank USD/JPY rates, ignoring the small deviations from the market price. We then show there is a similar non-trivial probability structure in the Sony bank rate, in spite of the Sony bank rate's having less frequent and larger deviations than tick-by-tick data. However, this probability structure is not found in the data which has been sampled from tick-by-tick data at the same rate as the Sony bank rate. Therefore, the method of generating the Sony bank rate from the market rate has the potential for practical use since the method retains the probability structure as the sampling frequency decreases.     

DSMC方法的压力边界条件实现

提出了一种实现DSMC压力边界条件的新方法,新方法不仅可以避免传统"通量法"造成的计算发散问题,又较之"入口平均法"有更快的收敛速度.使用这种方法,对不同压差驱动下等壁温微通道内的气体流动进行了模拟,并与传统的基于连续介质假设的滑移理论所得结果进行了比较.     

Some theoretical aspects of elastic wave modeling with a recently developed spectral element method

A spectral element method has been recently developed for solving elastodynamic problems. The numerical solutions are obtained by using the weak formulation of the elastodynamic equation for heterogeneous media, based on the Galerkin approach applied to a partition, in small subdomains, of the original physical domain. In this work, some mathematical aspects of the method and the associated algorithm implementation are systematically investigated. Two kinds of orthogonal basis functions, constructed with Legendre and Chebyshev polynomials, and their related Gauss-Lobatto collocation points are introduced. The related integration formulas are obtained. The standard error estimations and expansion convergence are discussed. An element-by-element pre-conditioned conjugate gradient linear solver in the space domain and a staggered predictor/multi-corrector algorithm in the time integration are used for strong heterogeneous elastic media. As a consequence, neither the global matrices nor the effective force vector is assembled. When analytical formulas are used for the element quadrature, there is even no need for forming element matrix in order to further save memory without losing much in computational efficiency. The element-by-element algorithm uses an optimal tensor product scheme which makes this method much more efficient than finite-element methods from the point of view of both memory storage and computational time requirements. This work is divided into two parts. The first part mainly focuses on theoretical studies with a simple numerical result for the Che-byshev spectral element, and the second part, mainly with the Legendre spectral element, will give the algorithm implementation, numerical accuracy and efficiency analyses, and then the detailed modeling example comparisons of the proposed spectral element method with a pseudo-spectral method, which will be seen in another work by Lin, Wang and Zhang.     

Structure determination of Pt‐coated Au dumbbells via fluctuation X‐ray scattering

A fluctuation X‐ray scattering experiment has been carried out on platinum‐coated gold nanoparticles randomly oriented on a substrate. A complete algorithm for determining the electron density of an individual particle from diffraction patterns of many particles randomly oriented about a single axis is demonstrated. This algorithm operates on angular correlations among the measured intensity distributions and recovers the angular correlation functions of a single particle from measured diffraction patterns. Taking advantage of the cylindrical symmetry of the nanoparticles, a cylindrical slice model is proposed to reconstruct the structure of the nanoparticles by fitting the experimental ring angular auto‐correlation and small‐angle scattering data obtained from many scattering patterns. The physical meaning of the refined structure is discussed in terms of their statistical distributions of the shape and electron density profile.     

Bayesian compressive sensing for thermal imagery using Gaussian-Jeffreys prior

Recent advances have shown a great potential to explore compressive sensing (CS) theory for thermal imaging due to the capability of recovering high-resolution information from low-resolution measurements. In this paper, we present a Bayesian CS reconstruction algorithm that makes use of a new sparsity-inducing prior, referred as Gaussian-Jeffreys prior, and demonstrate performance gain of imposing this new prior on thermal imagery where the signal-to-noise ratio is low. We first derive a hierarchical representation of the Gaussian-Jeffreys prior that facilitates computational tractability, then propose an efficient evidence approximation inference algorithm. We show that the proposed estimator is able to provide stronger sparsity-inducing power comparing to the conventional choices. Extensive numerical examples are provided with performance comparisons of different CS estimators, in particular when the compressive measurements are available via thermal imaging.     

Wavelet multiple correlation and cross-correlation: A multiscale analysis of Eurozone stock markets

Statistical studies that consider multiscale relationships among several variables use wavelet correlations and cross-correlations between pairs of variables. This procedure needs to calculate and compare a large number of wavelet statistics. The analysis can then be rather confusing and even frustrating since it may fail to indicate clearly the multiscale overall relationship that might exist among the variables. This paper presents two new statistical tools that help to determine the overall correlation for the whole multivariate set on a scale-by-scale basis. This is illustrated in the analysis of a multivariate set of daily Eurozone stock market returns during a recent period. Wavelet multiple correlation analysis reveals the existence of a nearly exact linear relationship for periods longer than the year, which can be interpreted as perfect integration of these Euro stock markets at the longest time scales. It also shows that small inconsistencies between Euro markets seem to be just short within-year discrepancies possibly due to the interaction of different agents with different trading horizons.     

浅海环境中的匹配模态空间检测器

将水下声传播规律融入到算法设计中可以有效提高被动声呐目标检测性能。当声源位置未知时,广义似然比检测器和贝叶斯检测器分别通过搜索和积分的方式来消除声源位置不确定性的影响。但是,基于有限个信号波前实现的广义似然比检测器和贝叶斯检测器在某些声源位置上存在性能大幅下降的问题。为此,利用水下声传播的物理特性,提出了一种稳健的子空间检测器——匹配模态空间检测器,稳健的意义在于:当阵列获取到的辐射声信号能量给定时,检测器可以在不同声源位置情况下提供相同的检测性能。该检测器通过模态空间一定程度上利用了海洋环境知识,获得了比具有相同稳健性的能量检测器更好的检测性能。典型浅海环境中的仿真实验对比结果表明:匹配模态空间检测器相比广义似然比检测器和贝叶斯检测器的峰值性能下降较小、所需的计算量更少、对环境失配的宽容性更好。      

基于可逆整数变换的高光谱图像无损压缩

将变换矩阵分解为三角可逆矩阵(TERM)实现的整数Karhunen-Loève变换(IKLT),具有结构简单、完全可逆和同址运算的优点.将整数KLT和整数小波结合(IWT),提出了一种基于可逆整数变换的去相关方法：将KLT用于去除谱间冗余,并在对KLT的变换矩阵进行TERM分解的过程中,提出基于全局最大值选择主元的优化分解方法,保证了IKLT的准确度,同时明显降低了计算量；空间维的去相关变换采用基于提升结构的整数小波变换,同样保证了变换的完全可逆.采用不同编码策略,对不同场景的高光谱图像数据压缩的实验结果表明,基于整数混合变换的去相关方法能明显提高无损压缩比.