Spectral Properties of Effective Dynamics from Conditional Expectations

The reduction of high-dimensional systems to effective models on a smaller set of variables is an essential task in many areas of science. For stochastic dynamics governed by diffusion processes, a general procedure to find effective equations is the conditioning approach. In this paper, we are interested in the spectrum of the generator of the resulting effective dynamics, and how it compares to the spectrum of the full generator. We prove a new relative error bound in terms of the eigenfunction approximation error for reversible systems. We also present numerical examples indicating that, if Kramers–Moyal (KM) type approximations are used to compute the spectrum of the reduced generator, it seems largely insensitive to the time window used for the KM estimators. We analyze the implications of these observations for systems driven by underdamped Langevin dynamics, and show how meaningful effective dynamics can be defined in this setting.     

Nonequilibrium Thermodynamics in Biochemical Systems and Its Application

Living systems are open systems, where the laws of nonequilibrium thermodynamics play the important role. Therefore, studying living systems from a nonequilibrium thermodynamic aspect is interesting and useful. In this review, we briefly introduce the history and current development of nonequilibrium thermodynamics, especially that in biochemical systems. We first introduce historically how people realized the importance to study biological systems in the thermodynamic point of view. We then introduce the development of stochastic thermodynamics, especially three landmarks: Jarzynski equality, Crooks’ fluctuation theorem and thermodynamic uncertainty relation. We also summarize the current theoretical framework for stochastic thermodynamics in biochemical reaction networks, especially the thermodynamic concepts and instruments at nonequilibrium steady state. Finally, we show two applications and research paradigms for thermodynamic study in biological systems.     

“Exact” and Approximate Methods for Bayesian Inference: Stochastic Volatility Case Study

We conduct a case study in which we empirically illustrate the performance of different classes of Bayesian inference methods to estimate stochastic volatility models. In particular, we consider how different particle filtering methods affect the variance of the estimated likelihood. We review and compare particle Markov Chain Monte Carlo (MCMC), RMHMC, fixed-form variational Bayes, and integrated nested Laplace approximation to estimate the posterior distribution of the parameters. Additionally, we conduct the review from the point of view of whether these methods are (1) easily adaptable to different model specifications; (2) adaptable to higher dimensions of the model in a straightforward way; (3) feasible in the multivariate case. We show that when using the stochastic volatility model for methods comparison, various data-generating processes have to be considered to make a fair assessment of the methods. Finally, we present a challenging specification of the multivariate stochastic volatility model, which is rarely used to illustrate the methods but constitutes an important practical application.     

Stochastic Order and Generalized Weighted Mean Invariance

In this paper, we present order invariance theoretical results for weighted quasi-arithmetic means of a monotonic series of numbers. The quasi-arithmetic mean, or Kolmogorov–Nagumo mean, generalizes the classical mean and appears in many disciplines, from information theory to physics, from economics to traffic flow. Stochastic orders are defined on weights (or equivalently, discrete probability distributions). They were introduced to study risk in economics and decision theory, and recently have found utility in Monte Carlo techniques and in image processing. We show in this paper that, if two distributions of weights are ordered under first stochastic order, then for any monotonic series of numbers their weighted quasi-arithmetic means share the same order. This means for instance that arithmetic and harmonic mean for two different distributions of weights always have to be aligned if the weights are stochastically ordered, this is, either both means increase or both decrease. We explore the invariance properties when convex (concave) functions define both the quasi-arithmetic mean and the series of numbers, we show its relationship with increasing concave order and increasing convex order, and we observe the important role played by a new defined mirror property of stochastic orders. We also give some applications to entropy and cross-entropy and present an example of multiple importance sampling Monte Carlo technique that illustrates the usefulness and transversality of our approach. Invariance theorems are useful when a system is represented by a set of quasi-arithmetic means and we want to change the distribution of weights so that all means evolve in the same direction.     

A sign-function receiving scheme for sine signals enhanced by stochastic resonance

To address the problem that it is difficult to detect an intermediate frequency (IF) signal at the receiving end of a communication system under extremely low signal-to-noise ratio (SNR) conditions, we propose a stochastic resonance (SR)-enhanced sine-signal detection method based on the sign function. By analyzing the SR mechanism of the sine signal and combining it with the characteristics of a dual-sequence frequency-hopping (DSFH) receiver, a periodic stationary solution of the Fokker-Planck equation (FPE) with a time parameter is obtained. The extreme point of the sine signal is selected as the decision time, and the force law of the electromagnetic particles is analyzed. A receiving structure based on the sign function is proposed to maximize the output difference of the system, and the value condition of the sign function is determined. In order to further improve the detection performance, in combination with the central-limit theorem, the sampling points are averaged N times, and the signal-detection problem is transformed into a hypothesis-testing problem under a Gaussian distribution. The theoretical analysis and simulation experiment results confirm that when N is 100 and the SNR is greater than 20 dB, the bit-error ratio (BER) is less than 1.5×10^-2 under conditions in which the signal conforms to the optimal SR parameters.     

Dynamics of a stochastic rumor propagation model incorporating media coverage and driven by Lévy noise

With the development of information technology, rumors propagate faster and more widely than in the past. In this paper, a stochastic rumor propagation model incorporating media coverage and driven by Lévy noise is proposed. The global positivity of the solution process is proved, and further the basic reproductive number R₀ is obtained. When R₀ < 1, the dynamical process of system with Lévy jump tends to the rumor-free equilibrium point of the deterministic system, and the rumor tends to extinction; when R₀ > 1, the rumor will keep spreading and the system will oscillate randomly near the rumor equilibrium point of the deterministic system. The results show that the oscillation amplitude is related to the disturbance of the system. In addition, increasing media coverage can effectively reduce the final spread of rumors. Finally, the above results are verified by numerical simulation.     

A Study on Consumers’ Visual Image Evaluation of Wrist Wearables

This study aimed to investigate consumers’ visual image evaluation of wrist wearables based on Kansei engineering. A total of 8 representative samples were screened from 99 samples using the multidimensional scaling (MDS) method. Five groups of adjectives were identified to allow participants to express their visual impressions of wrist wearable devices through a questionnaire survey and factor analysis. The evaluation of eight samples using the five groups of adjectives was analyzed utilizing the triangle fuzzy theory. The results showed a relatively different evaluation of the eight samples in the groups of “fashionable and individual” and “rational and decent”, but little distinction in the groups of “practical and durable”, “modern and smart” and “convenient and multiple”. Furthermore, wrist wearables with a shape close to a traditional watch dial (round), with a bezel and mechanical buttons (moderate complexity) and asymmetric forms received a higher evaluation. The acceptance of square- and elliptical-shaped wrist wearables was relatively low. Among the square- and rectangular-shaped wrist wearables, the greater the curvature of the chamfer, the higher the acceptance. Apparent contrast between the color of the screen and the casing had good acceptance. The influence of display size on consumer evaluations was relatively small. Similar results were obtained in the evaluation of preferences and willingness to purchase. The results of this study objectively and effectively reflect consumers’ evaluation and potential demand for the visual images of wrist wearables and provide a reference for designers and industry professionals.     

Nuclear spin–spin constants,rotational g factor and susceptibility of sulphur hexafluoride

Following our previous study on spin–rotation and shielding constants of the SF₆ molecule, the rotational g factor and the magnetic susceptibility are calculated here, using ab initio methods to evaluate the electronic contribution to the nuclear hyperfine constants, and compared with experimental results. It is shown, for the first time, that the electronic component of the rotational g factor is proportional to a constant, which is given by a sum over electronic states. We also evaluate for the SF₆ molecule the indirect, or electron-coupled spin–spin interaction, theoretically described by Ramsey, and show that it gives non-negligible corrections to direct coupling constants d ₁ and d ₂. The contributions of the terms included in this interaction (DSO, PSO, SD and FC) are also analysed.     

A Comparative Study on the Reinforcing Effect of Aramide and PET Short Fibers in a Natural Rubber-Based Composite

Four types of chopped fibers have been studied as reinforcement additives in a standard natural rubber based, carbon black filled formulation. The fibers studied were aramide (2 types) and polyester (2 types). The chopped fibers were added on top of the carbon black filled rubber compound at 2, 4, and 8 phr levels. The extra reinforcing effect in the modulus, especially at low elongation, the increase in hardness, the anisotropic properties, and the stiffening effects have been studied together with the evaluation of the mechanical hysteresis in strain and in compression. The permanent set of the resulting rubber compounds have been evaluated as well. The best compromise in performances and price was found for a certain type of polyester fiber.