Kalman filtering of a space-time Markov random field

In this paper, finite-dimensional recursive filters for space-time Markov random fields are derived. These filters can be used with the expectation maximization (EM) algorithm to yield maximum likelihood estimates of the parameters of the model.     

Effective magnetic properties of a composite material with circular conductive elements

Effective magnetic properties of a composite meta-material consisting of periodically arranged circular conductive elements are studied theoretically. A general expression for the effective bulk permeability is obtained with mutual effects and lattice ordering being taken into account. The resonance frequency of the permeability is found to be strongly dependent on the size and shape of the unit cell. Frequency dispersion of the permeability is studied with special attention paid to the frequency range, where negative values of the permeability are possible. Corresponding recommendations for optimisation of the meta-materials with negative permeability are made. The results are confirmed by numerical simulations of the finite structure behaviour in an external magnetic field. Received 19 April 2002 Published online 31 July 2002     

Generic replica symmetric field-theory for short range Ising spin glasses

Symmetry considerations and a direct, Hubbard-Stratonovich type, derivation are used to construct a replica field-theory relevant to the study of the spin glass transition of short range models in a magnetic field. A mean-field treatment reveals that two different types of transitions exist, whenever the replica number n is kept larger than zero. The Sherrington-Kirkpatrick critical point in zero magnetic field between the paramagnet and replica magnet (a replica symmetric phase with a nonzero spin glass order parameter) separates from the de Almeida-Thouless line, along which replica symmetry breaking occurs. We argue that for studying the de Almeida-Thouless transition around the upper critical dimension d = 6, it is necessary to use the generic cubic model with all the three bare masses and eight cubic couplings. The critical role n may play is also emphasized. To make perturbative calculations feasible, a new representation of the cubic interaction is introduced. To illustrate the method, we compute the masses in one-loop order. Some technical details and a list of vertex rules are presented to help future renormalisation-group calculations. Received 9 October 2001     

Comparisons between model equations for long waves

Summary Considered here are model equations for weakly nonlinear and dispersive long waves, which feature general forms of dispersion and pure power nonlinearity. Two variants of such equations are introduced, one of Korteweg-de Vries type and one of regularized long-wave type. It is proven that solutions of the pure initial-value problem for these two types of model equations are the same, to within the order of accuracy attributable to either, on the long time scale during which nonlinear and dispersive effects may accumulate to make an order-one relative difference to the wave profiles.This research was supported in part by the National Science Foundation. A considerable portion of the project was completed while the first author was resident at the Institute for Mathematics and Its Applications, University of Minnesota.     

Cosmic dust and our origins

The small solid particles in the space between the stars provide the surfaces for the production of many simple and complex molecules. Processes involving the effects of ultraviolet irradiation of the thin (hundredth micron) mantles are shown to produce a wide range of molecules and ions also seen in comets. Some of the more complex ones inferred from laboratory experiments are expected to play an important role in the origin of life. An outline of the chemical evolution of interstellar dust as observed and as studied in the laboratory is presented. Observations of comets are shown to provide substantial evidence for their being fluffy aggregates of interstellar dust as it was in the protosolar nebula, i.e. the interstellar cloud which collapsed to form the solar system. The theory that comets may have brought the progenitors of life to the earth is summarized.     

Non-universal critical behaviour of heteronuclear dimers on a square lattice––A Monte Carlo study

Monte Carlo simulation within the grand canonical ensemble, the histogram reweighting technique, and finite size scaling analysis are used to explore the phase behaviour of heteronuclear dimers, composed of A and B type atoms, on a square lattice. We have found that for the models with attractive BB and AB nearest-neighbour energy, u_BB=u_AB=−1, and for non-repulsive energy between AA nearest-neighbour sites, u_AA<0, the system belongs to the universality class of the two-dimensional Ising model. However, when u_AA>0, the system exhibits a non-universal critical behaviour. We have evaluated the dependences of the critical point characteristics on the value of u_AA.     

Approximation of photonuclear interaction cross-sections

Photonuclear interaction cross-sections from the GEANT4 database are approximated for all nuclei and all energies (from the hadron production threshold to about 40 TeV). The approximation methods in the giant-dipole resonance region, nucleon resonance region, and high-energy region are improved with respect to existing approximations. As an application of the approximation for photonuclear cross-sections, an improved method of calculating electronuclear cross-sections is developed. The interaction cross-section of virtual photons with nuclei at high Q² are approximated and a simple algorithm for describing the electronuclear reactions, including high-Q² scattering, is proposed. Received: 22 February 2002 / Accepted: 6 May 2002     

Generalized lattice model of liquid state and its relation to Ginzburg–Landau theory

Basic principles of the generalized lattice model of multicomponent condensed systems are formulated. Short-range parts of interatomic interactions are taken into account by means of the geometric constraints method. Long-range parts of the interactions are taken into account in mean field approximation. The expression for Helmholtz free energy is obtained. A system of integral equations for the equilibrium distributions of components is derived. The asymptotic properties of its solutions are investigated. Moment expansion of interatomic interactions and localization of integral terms in free energy is obtained. A Ginzburg–Landau-like functional of free energy is derived.     

具有急慢性阶段的MSIS流行病模型阈值和稳定性结果

系统研究了具有急性和慢性两个阶段的MSIS流行病模型.由两节构成,第1节建立和研究了具有急慢性阶段的MSIS流行病模型;第2节在第1节的基础上建立和研究了具有慢性病病程的MSIS流行病模型.第1节的模型是四个常微分方程构成的方程组.第2节的模型既含有常微分方程,又含有偏微分方程.运用微分方程和积分方程中的理论和方法,得到了这两个模型再生数R0的表达式.证明了当R0<1时,无病平衡态是全局渐近稳定性,给出了各模型地方病平衡态的存在性和稳定性条件.     

基于MMD算法的HMM参数重估计的矩阵表示

本文提出的MMD算法用于提高模型区别错误信息和正确信息的能力．利用该算法在对模型的参数进行重估计时．涉及到复杂的目标函数的梯度运算．击运用矩阵运算使得梯度运算变得简单明了，因此本文给出了MMD算法下的HMM参数重估计的矩阵表示形式并给出了证明．