Random tunneling by means of acceptance-rejection sampling for global optimization

Any global minimization algorithm is made by several local searches performed sequentially. In the classical multistart algorithm, the starting point for each new local search is selected at random uniformly in the region of interest. In the tunneling algorithm, such a starting point is required to have the same function value obtained by the last local minimization. We introduce the class of acceptance-rejection based algorithms in order to investigate intermediate procedures. A particular instance is to choose at random the new point approximately according to a Boltzmann distribution, whose temperatureT is updated during the algorithm. AsT 0, such distribution peaks around the global minima of the cost function, producing a kind of random tunneling effect. The motivation for such an approach comes from recent works on the simulated annealing approach in global optimization. The resulting algorithm has been tested on several examples proposed in the literature.     

Fractal porous media III: Transversal Stokes flow through random and Sierpinski carpets

The transversal Stokes flow of a Newtonian fluid through random and Sierpinski carpets is numerically calculated and the transversal permeability derived. In random carpets derived from site percolation, the average macroscopic permeability varies as (- _c)^3/2, close to the critical porosity _c. This exponent is found to be slightly different from the conductivity exponent. Results for Sierpinski carpets are presented up to the fourth generation. The Carman equation is not verified in these two model porous media.     

A threshold for the size of random caps to cover a sphere

Consider a unit sphere on which are placed N random spherical caps of area 4p(N). We prove that if % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGGipm0dc9vqaqpepu0xbbG8F4rqqrFfpeea0xe9Lq-Jc9% vqaqpepm0xbba9pwe9Q8fs0-yqaqpepae9pg0FirpepeKkFr0xfr-x% fr-xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaa0aaaeaaca% qGSbGaaeyAaiaab2gaaaWaaeWaaeaacaWGWbWaaeWaaeaacaWGobaa% caGLOaGaayzkaaGaai4Taiaad6eacaGGVaGaaeiBaiaab+gacaqGNb% Gaaeiiaiaad6eaaiaawIcacaGLPaaacqGH8aapcaaIXaaaaa!454E!\[\overline {{\rm{lim}}} \left( {p\left( N \right)\cdotN/{\rm{log }}N} \right) < 1\], then the probability that the sphere is completely covered by N caps tends to 0 as N , and if % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGGipm0dc9vqaqpepu0xbbG8F4rqqrFfpeea0xe9Lq-Jc9% vqaqpepm0xbba9pwe9Q8fs0-yqaqpepae9pg0FirpepeKkFr0xfr-x% fr-xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaWaaaeaaca% qGSbGaaeyAaiaab2gaaaWaaeWaaeaacaWGWbWaaeWaaeaacaWGobaa% caGLOaGaayzkaaGaai4Taiaad6eacaGGVaGaaeiBaiaab+gacaqGNb% Gaaeiiaiaad6eaaiaawIcacaGLPaaacqGH+aGpcaaIXaaaaa!4551!\[\underline {{\rm{lim}}} \left( {p\left( N \right)\cdotN/{\rm{log }}N} \right) > 1\], then for any integer n>0 the probability that each point of the sphere is covered more than n times tends to 1 as N .     

Stochastic flows on a countable set: Convergence in distribution

Consider a sequenceF ₁,F ₂,... of i.i.d. random transformations from a countable setV toV. Such a sequence describes a discrete-time stochastic flow onV, in which the position at timen of a particle that started at sitex isM _n(x), whereM _n =F _n F _n–1 F ₁. We give conditions on the law ofF ₁ for the sequence (M _n) to be tight, and describe the possible limiting law. an example called the block charge model is introduced. The results can be formulated as a statement about the convergence in distribution of products of infinite-dimensional random stochastic matrices. In practical terms, they describe the possible equilibria for random motions of systems of particles on a countable set, without births or deaths, where each site may be occupied by any number of particles, and all particles at a particular site move together.     

Random walks generated by affine mappings

This article is concerned with Markov chains on ^m constructed by randomly choosing an affine map at each stage, and then making the transition from the current point to its image under this map. The distribution of the random affine map can depend on the current point (i.e., state of the chain). Sufficient conditions are given under which this chain is ergodic.     

Stochastic modeling of a billiard in a gravitational field: Power law behavior of Lyapunov exponents

We consider the motion of a point particle (billiard) in a uniform gravitational field constrained to move in a symmetric wedge-shaped region. The billiard is reflected at the wedge boundary. The phase space of the system naturally divides itself into two regions in which the tangent maps are respectively parabolic and hyperbolic. It is known that the system is integrable for two values of the wedge half-angle ₁ and ₂ and chaotic for ₁<< ₂. We study the system at three levels of approximation: first, where the deterministic dynamics is replaced by a random evolution; second, where, in addition, the tangent map in each region is, replaced by its average; and third, where the tangent map is replaced by a single global average. We show that at all three levels the Lyapunov exponent exhibits power law behavior near ₁ and ₂ with exponents 1/2 and 1, respectively. We indicate the origin of the exponent 1, which has not been observed in unaccelerated billiards.     

The velocity correlation function for the Lorentz gas

The results of variational solutions of the repeated ring and self-consistent repeated ring equations for the two-and three-dimensional overlapping Lorentz gas (LG), as formulated in a previous report, are presented. Calculations of the full velocity correlation function (VCF) for the 2D LG, including long-time tails, are compared with those from molecular dynamics. The trial functions chosen lead to predictions for the long-time tails that improve as the density of the scatterers is increased. At a value of 0.24 for* (= ², where is the density and the radius of scatterers), the self-consistent amplitudes of the long-time tail are within 40% of the molecular dynamics. A limited number of 3D results for the short-time behavior of the repeated ring VCF are presented. The 3D solutions agree with the molecular dynamics to within 10%.     

Restoration of universality for the rod-to-coil transition scaling in the infinite-dimensionality limit: Exact results for directed walks

We derive scaling forms for the thermodynamic and correlation quantities for the turn-weighted fully and partially directed self-avoiding walks on the hypercubic lattices ind2. In the grand canonical (fixed fugacity per step) ensemble, the conformational rod-to-coil transition sets up in the regimew¯N=O(1), wherew is the weight of each 90° turn and¯N is the (fugacity-dependent) average number of steps. Contrary to the conventional critical phenomena wisdom, the scaling functions for the two different walk models, directed and partially directed, become universal only in the limitd.     

How likely is Polya's drunkard to stay in x⩾ y⩾z?

In his celebrated paper, Polya has considered the random walk in the three-dimensional (cubic) lattice and showed that the probability of return to the origin is less than 1. Subsequent authors have shown that the probability is %34.053.... Here we consider the same random walk, with the restriction that the drunkard is only allowed to stay inxyz. It is shown that his probability of returning to the originand staying in the allowed region is %6.4844....     

Small random perturbations of finite- and infinite-dimensional dynamical systems: Unpredictability of exit times

We apply previous results on the pathwise exponential loss of memory of the initial condition for stochastic differential equations with small diffusion to the problem of the asymptotic distribution of the first exit times from an attracted domain. We show under general hypotheses that the suitably rescaled exit time converges in the zero-noise limit to an exponential random variable. Then we extend the results to an infinite-dimensional case obtained by adding a small random perturbation to a nonlinear heat equation.