A simple model with a novel type of dynamics is introduced in order to investigate the emergence of self-ordered motion in systems of particles with biologically motivated interaction. In our model particles are driven with a constant... more
It is shown that a dynamical system subject to both periodic forcing and random perturbation may show a resonance (peak in the power spectrum) which is absent when either the forcing or the perturbation is absent.
This paper discusses an important issue related to the implementation and interpretation of the analysis scheme in the ensemble Kalman filter. It is shown that the observations must be treated as random variables at the analysis steps.... more
The ensemble Kalman filter (EnKF) is a data assimilation scheme based on the traditional Kalman filter update equation. An ensemble of forecasts are used to estimate the background-error covariances needed to compute the Kalman gain. It... more
Phase noise is a topic of theoretical and practical interest in electronic circuits, as well as in other fields, such as optics. Although progress has been made in understanding the phenomenon, there still remain significant gaps, both in... more
Half century has past since the pioneering works of Anderson and Kubo on the stochastic theory of spectral line shape were published in J. Phys. Soc. Jpn. 9 (1954) 316 and 935, respectively. In this review, we give an overview and... more
We compare the three basic algorithms for model-based clustering on high-dimensional discretevariable datasets. All three algorithms use the same underlying model: a naive-Bayes model with a hidden root node, also known as a... more
We consider the problem of online keyword advertising auctions among multiple bidders with limited budgets, and study a natural bidding heuristic in which advertisers attempt to optimize their utility by equalizing their... more
Privacy is becoming an increasingly important issue in many data-mining applications. This has triggered the development of many privacy-preserving data-mining techniques. A large fraction of them use randomized data-distortion techniques... more
A 2×2 game is played repeatedly by two satisficing players. The game considered includes the Prisoner's Dilemma, as well as games of coordination and common interest. Each player has anaspirationat each date, and takes an action. The... more
We study the following vertex-weighted online bipartite matching problem: G(U, V, E) is a bipartite graph. The vertices in U have weights and are known ahead of time, while the vertices in V arrive online in an arbitrary order and have to... more
We study small random perturbations by additive white-noise of a spatial discretization of a reaction-diffusion equation with a stable equilibrium and solutions that blow up in finite time. We prove that the perturbed system blows up with... more
This paper discusses a randomized nonautonomous logistic equation dN(t) = N(t) a(t) − b(t)N(t) dt + α(t) dB(t) , where B(t) is 1-dimensional standard Brownian motion. We show that E[1/N(t)] has a unique positive T-periodic solution E[1/N... more
The naturally coexisting intrinsic mechanical and reflex properties of the human elbow joint were identified simultaneously using nonlinear, time-delay, continuous-time, and dynamic models. Angular random perturbations of small amplitude... more
The identification of general principles relating structure to dynamics has been a major goal in the study of complex networks. We propose that the special case of linear network dynamics provides a natural framework within which a number... more
A prerequisite for secure communications between two sensor nodes is that these nodes exclusively share a pairwise key. Although numerous pairwise key establishment (PKE) schemes have been proposed in recent years, most of them have no... more
We consider random walks on Zd with transition ratesp(x, y) given by a random matrix. Ifp is a small random perturbation of the simple random walk, we show that the walk remains diffusive for almost all environmentsp ifd>2. The result... more
Privacy preserving data mining has become increasingly popular because it allows sharing of privacy-sensitive data for analysis purposes. However, existing techniques such as random perturbation do not fare well for simple yet widely used... more
A semilinear parabolic equation on ~J with a non-additive random perturbation is studied. The noise is supposed to be a spatially homogeneous Wiener process. Conditions for the existence and uniqueness of the solution in terms of the... more
In this paper, we discuss the two-group SIR model introduced by Guo, Li and Shuai [H.B. Guo, M.Y. Li, Z. Shuai, Global stability of the endemic equilibrium of multigroup SIR epidemic models, Can. Appl. Math. Q. 14 (2006) 259-284],... more
The factors affecting vortex growth in convectively stable protoplanetary disks are explored using numerical simulations of a two-dimensional anelastic-gas model that includes baroclinic vorticity production and radiative cooling. The... more
We calculate the distribution of eigenfunction amplitudes and the variance of the "inverse participation ratio" (IPR) in disordered metallic samples. A relation is established between the distribution function of IPR and that of "level... more
Background: One of the mechanisms that ensure cancer robustness is tumor heterogeneity, and its effects on tumor cells dynamics have to be taken into account when studying cancer progression. There is no unifying theoretical framework in... more
In this paper, a hybrid descent method, consisting of a simulated annealing algorithm and a gradient-based method, is proposed. The simulated annealing algorithm is used to locate descent points for previously converged local minima. The... more
This article proposes a multi-prize noisy-ranking contest model. Contestants are ranked in descending order based on their perceived performance, which is subject to random perturbation, and they are rewarded based on their ranks. Under... more
Heat flux between fiver water and riverbed contributes significantly to fiver water heat content and river temperature, especially in shallow rivers. A numerical model of heat conduction in a riverbed was verified with detailed... more
Let A be an arbitrary matrix and let A be a slight random perturbation of A. We prove that it is unlikely that A has large condition number. Using this result, we prove it is unlikely that A has large growth factor under Gaussian... more
For the quantum kicked top we study numerically the distribution of Hilbert-space vectors evolving in the presence of a small random perturbation. For an initial coherent state centered in a chaotic region of the classical dynamics, the... more
This paper presents a technique for creating a smooth, closed surface from a set of 2D contours, which have been extracted from a 3D scan. The technique interprets the pixels that make up the contours as points in R 3 and employs... more
We give both sufficient conditions and necessary conditions for the stochastic stability of non-uniformly expanding maps either with or without critical sets. We also show that the number of probability measures describing the statistical... more
We present new solutions to the nonautonomous nonlinear Schrödinger equation that may be realized through convenient manipulation of Bose-Einstein condensates. The procedure is based on the modulation of breathers through an analytical... more
The 17th of the problems proposed by Steve Smale for the 21st century asks for the existence of a deterministic algorithm computing an approximate solution of a system of n complex polynomials in n unknowns in time polynomial, on the... more
Degenerate white noise perturbations of Hamiltonian systems in R 2 are studied. In particular, perturbations of a nonlinear oscillator with 1 degree of freedom are considered. If the oscillator has more than one stable equilibrium, the... more
Clustering algorithms may be applied to the analysis of DNA microarray data to identify novel subgroups that may lead to new taxonomies of diseases defined at bio-molecular level. A major problem related to the identification of... more
We develop a neuromechanical model for running insects that includes a simplified hexapedal leg geometry with agonist-antagonist muscle pairs actuating each leg joint. Restricting to dynamics in the horizontal plane and neglecting leg... more
OSCAR II is a twin-engine aerial demonstrator equipped with a monocular visual system, which manages to keep its gaze and its heading steadily fixed on a target (i.e., a dark edge or a bar) in spite of the severe random perturbations... more
We consider the problem of achieving distributed convergence to coordination in a multiagent environment. Each agent is modeled as a learning automaton which repeatedly interacts with an unknown environment, receives a reward, and updates... more
Computing the morphological similarity of diffusion tensors (DTs) at neighboring voxels within a DT image, or at corresponding locations across different DT images, is a fundamental and ubiquitous operation in the postprocessing of DT... more
The mechanisms that regulate the spatial distribution of species are an essential aid to understanding the effects of the environment on the persistence of populations and communities. The effects of spatial structure on the persistence... more
We consider a chance constraint Prob{ξ : A(x, ξ) ∈ K} ≥ 1 − (x is the decision vector, ξ is a random perturbation, K is a closed convex cone, and A(•, •) is bilinear). While important for many applications in Optimization and Control,... more
The specification of the initial ensemble for ensemble data assimilation is addressed. The presented work examines the impact of ensemble initiation in the Maximum Likelihood Ensemble Filter (MLEF) framework, but is also applicable to... more