arXiv subjects

Robert S. MacKay

Publications and source records attributed to Robert S. MacKay.

31 records · Page 2Linked to original sources

arXiv2019

Inference of modes for linear stochastic processes

For dynamical systems that can be modelled as asymptotically stable linear systems forced by Gaussian noise, this paper develops methods to infer or estimate their modes from observations in real time. The modes can be real or complex. For a real mode, we wish to infer its damping rate and mode shape. For a complex mode, we wish to infer its frequency, damping rate and (complex) mode shape. Their amplitudes and correlations are encoded in a mode covariance matrix. The work is motivated and illustrated by the problem of detection of oscillations in power flow in AC electrical networks. Suggestions of other applications are given.

stat.ML↗

arXiv2018

A natural 4-parameter family of covariance functions for stationary Gaussian processes

A four-parameter family of covariance functions for stationary Gaussian processes is presented. We call it 2Dsys. It corresponds to the general solution of an autonomous second-order linear stochastic differential equation, thus arises naturally from modelling. It covers underdamped and overdamped systems, so it is proposed to use this family when one wishes to decide if a time-series corresponds to stochastically forced damped oscillations or a stochastically forced overdamped system.

math.ST↗

arXiv2017

Towards a spectral proof of Riemann's hypothesis

The paper presents evidence that Riemann's xi function evaluated at 2 sqrt(E) could be the characteristic function P(E) for the magnetic Laplacian minus 85/16 on a surface of curvature -1 with magnetic field 9/4, a cusp of width 1, a DIrichlet condition at a point, and other conditions not yet determined.

math.SP↗

arXiv2017

Frontiers of chaotic advection

This work reviews the present position of and surveys future perspectives in the physics of chaotic advection: the field that emerged three decades ago at the intersection of fluid mechanics and nonlinear dynamics, which encompasses a range of applications with length scales ranging from micrometers to hundreds of kilometers, including systems as diverse as mixing and thermal processing of viscous fluids, microfluidics, biological flows, and oceanographic and atmospheric flows.

nlin.CD↗

arXiv2017

Calibration with confidence: A principled method for panel assessment

Frequently, a set of objects has to be evaluated by a panel of assessors, but not every object is assessed by every assessor. A problem facing such panels is how to take into account different standards amongst panel members and varying levels of confidence in their scores. Here, a mathematically-based algorithm is developed to calibrate the scores of such assessors, addressing both of these issues. The algorithm is based on the connectivity of the graph of assessors and objects evaluated, incorporating declared confidences as weights on its edges. If the graph is sufficiently well connected, relative standards can be inferred by comparing how assessors rate objects they assess in common, weighted by the levels of confidence of each assessment. By removing these biases, "true" values are inferred for all the objects. Reliability estimates for the resulting values are obtained. The algorithm is tested in two case studies, one by computer simulation and another based on realistic evaluation data. The process is compared to the simple averaging procedure in widespread use, and to Fisher's additive incomplete block analysis. It is anticipated that the algorithm will prove useful in a wide variety of situations such as evaluation of the quality of research submitted to national assessment exercises; appraisal of grant proposals submitted to funding panels; ranking of job applicants; and judgement of performances on degree courses wherein candidates can choose from lists of options.

stat.ME↗

arXiv2015

Morse bifurcations of transition states in bimolecular reactions

The transition states and dividing surfaces used to find rate constants for bimolecular reactions are shown to undergo qualitative changes, known as Morse bifurcations, and to exist for a large range of energies, not just immediately above the critical energy for first connection between reactants and products. Specifically, we consider capture between two molecules and the associated transition states for the case of non-zero angular momentum and general attitudes. The capture between an atom and a diatom, and then a general molecule are presented, providing concrete examples of Morse bifurcations of transition states and dividing surfaces. The reduction of the $n$-body systems representing the reactions is discussed and reviewed with comments on the difficulties associated with choosing appropriate charts and the global geometry of the reduced spaces.

physics.chem-ph↗

arXiv2014

Optimal strategies for operating energy storage in an arbitrage market

We characterize profit-maximizing operating strategies, over some time horizon [0,T], for an energy store which is trading in an arbitrage market. Our theory allows for leakage, operating inefficiencies, operating constraints and general cost functions. In the special case where the operating cost of a store depends only on its instantaneous power output (or input), we present an algorithm to determine the optimal strategies. A key feature is that this algorithm is localized in time, in the sense that the action of the store at a time t only requires information about electricity prices over some subinterval of time [t,t_k] contained within [t,T]. To introduce more complex storage models, we discuss methods for an example which includes minimum switching times between modes of operation.

math.OC↗

arXiv2014

Opportunities at the Mathematics/Future Cities Interface

We make the case for mathematicians and statisticians to stake their claim in the fast-moving and high-impact research field that is becoming known as Future Cities. After assessing the Future Cities arena, we provide some illustrative challenges where mathematical scientists can make an impact.

cs.CY↗

arXiv2013

Interaction of two systems with saddle-node bifurcations on invariant circles. I. Foundations and the mutualistic case

The saddle-node bifurcation on an invariant circle (SNIC) is one of the codimension-one routes to creation or destruction of a periodic orbit in a continuous-time dynamical system. It governs the transition from resting behaviour to periodic spiking in many class I neurons, for example. Here, as a first step towards theory of networks of such units the effect of weak coupling between two systems with a SNIC is analysed. Two crucial parameters of the coupling are identified, which we call δ_1 and δ_2. Global bifurcation diagrams are obtained here for the "mutualistic" case δ_1 δ_2 > 0. According to the parameter regime, there may coexist resting and periodic attractors, and there can be quasiperiodic attractors of torus or cantorus type, making the behaviour of even such a simple system quite non-trivial. In a second paper we will analyse the mixed case δ_1 δ_2 < 0 and summarise the conclusions of this study.

math.DS↗

arXiv2012

Challenges in Complex Systems Science

FuturICT foundations are social science, complex systems science, and ICT. The main concerns and challenges in the science of complex systems in the context of FuturICT are laid out in this paper with special emphasis on the Complex Systems route to Social Sciences. This include complex systems having: many heterogeneous interacting parts; multiple scales; complicated transition laws; unexpected or unpredicted emergence; sensitive dependence on initial conditions; path-dependent dynamics; networked hierarchical connectivities; interaction of autonomous agents; self-organisation; non-equilibrium dynamics; combinatorial explosion; adaptivity to changing environments; co-evolving subsystems; ill-defined boundaries; and multilevel dynamics. In this context, science is seen as the process of abstracting the dynamics of systems from data. This presents many challenges including: data gathering by large-scale experiment, participatory sensing and social computation, managing huge distributed dynamic and heterogeneous databases; moving from data to dynamical models, going beyond correlations to cause-effect relationships, understanding the relationship between simple and comprehensive models with appropriate choices of variables, ensemble modeling and data assimilation, modeling systems of systems of systems with many levels between micro and macro; and formulating new approaches to prediction, forecasting, and risk, especially in systems that can reflect on and change their behaviour in response to predictions, and systems whose apparently predictable behaviour is disrupted by apparently unpredictable rare or extreme events. These challenges are part of the FuturICT agenda.

nlin.AO↗

arXiv2005

Renormalization and Quantum Scaling of Frenkel-Kontorova Models

We generalise the classical Transition by Breaking of Analyticity for the class of Frenkel-Kontorova models studied by Aubry and others to non-zero Planck's constant and temperature. This analysis is based on the study of a renormalization operator for the case of irrational mean spacing using Feynman's functional integral approach. We show how existing classical results extend to the quantum regime. In particular we extend MacKay's renormalization approach for the classical statistical mechanics to deduce scaling of low frequency effects and quantum effects. Our approach extends the phenomenon of hierarchical melting studied by Vallet, Schilling and Aubry to the quantum regime.

cond-mat.stat-mech↗

arXiv2004

Nonlinear structures and thermodynamic instabilities in a one-dimensional lattice system

The equilibrium states of the discrete Peyrard-Bishop Hamiltonian with one end fixed are computed exactly from the two-dimensional nonlinear Morse map. These exact nonlinear structures are interpreted as domain walls (DW), interpolating between bound and unbound segments of the chain. The free energy of the DWs is calculated to leading order beyond the Gaussian approximation. Thermodynamic instabilities (e.g. DNA unzipping and/or thermal denaturation) can be understood in terms of DW formation.

cond-mat.stat-mech↗

arXiv1999

Chaotic Properties of Subshifts Generated by a Non-Periodic Recurrent Orbit

The chaotic properties of some subshift maps are investigated. These subshifts are the orbit closures of certain non-periodic recurrent points of a shift map. We first provide a review of basic concepts for dynamics of continuous maps in metric spaces. These concepts include nonwandering point, recurrent point, eventually periodic point, scrambled set, sensitive dependence on initial conditions, Robinson chaos, and topological entropy. Next we review the notion of shift maps and subshifts. Then we show that the one-sided subshifts generated by a non-periodic recurrent point are chaotic in the sense of Robinson. Moreover, we show that such a subshift has an infinite scrambled set if it has a periodic point. Finally, we give some examples and discuss the topological entropy of these subshifts, and present two open problems on the dynamics of subshifts.

chao-dyn↗