Quantum stopping times stochastic integral in the interacting Fock space
Energy Technology Data Exchange (ETDEWEB)
Kang, Yuanbao, E-mail: kangyuanb@163.com [College of Mathematics Science, Chong Qing Normal University, Chongqing 400047 (China)
2015-08-15
Following the ideas of Hudson [J. Funct. Anal. 34(2), 266-281 (1979)] and Parthasarathy and Sinha [Probab. Theory Relat. Fields 73, 317-349 (1987)], we define a quantum stopping time (QST, for short) τ in the interacting Fock space (IFS, for short), Γ, over L{sup 2}(ℝ{sup +}), which is actually a spectral measure in [0, ∞] such that τ([0, t]) is an adapted process. Motivated by Parthasarathy and Sinha [Probab. Theory Relat. Fields 73, 317-349 (1987)] and Applebaum [J. Funct. Anal. 65, 273-291 (1986)], we also develop a corresponding quantum stopping time stochastic integral (QSTSI, for abbreviations) on the IFS over a subspace of L{sup 2}(ℝ{sup +}) equipped with a filtration. As an application, such integral provides a useful tool for proving that Γ admits a strong factorisation, i.e., Γ = Γ{sub τ]} ⊗ Γ{sub [τ}, where Γ{sub τ]} and Γ{sub [τ} stand for the part “before τ” and the part “after τ,” respectively. Additionally, this integral also gives rise to a natural composition operation among QST to make the space of all QSTs a semigroup.
Stochastic Integral Representations of Quantum Martingales on Multiple Fock Space
Indian Academy of Sciences (India)
Un Cig Ji
2006-11-01
In this paper a quantum stochastic integral representation theorem is obtained for unbounded regular martingales with respect to multidimensional quantum noise. This simultaneously extends results of Parthasarathy and Sinha to unbounded martingales and those of the author to multidimensions.
Fock space, symbolic algebra, and analytical solutions for small stochastic systems.
Santos, Fernando A N; Gadêlha, Hermes; Gaffney, Eamonn A
2015-12-01
Randomness is ubiquitous in nature. From single-molecule biochemical reactions to macroscale biological systems, stochasticity permeates individual interactions and often regulates emergent properties of the system. While such systems are regularly studied from a modeling viewpoint using stochastic simulation algorithms, numerous potential analytical tools can be inherited from statistical and quantum physics, replacing randomness due to quantum fluctuations with low-copy-number stochasticity. Nevertheless, classical studies remained limited to the abstract level, demonstrating a more general applicability and equivalence between systems in physics and biology rather than exploiting the physics tools to study biological systems. Here the Fock space representation, used in quantum mechanics, is combined with the symbolic algebra of creation and annihilation operators to consider explicit solutions for the chemical master equations describing small, well-mixed, biochemical, or biological systems. This is illustrated with an exact solution for a Michaelis-Menten single enzyme interacting with limited substrate, including a consideration of very short time scales, which emphasizes when stiffness is present even for small copy numbers. Furthermore, we present a general matrix representation for Michaelis-Menten kinetics with an arbitrary number of enzymes and substrates that, following diagonalization, leads to the solution of this ubiquitous, nonlinear enzyme kinetics problem. For this, a flexible symbolic maple code is provided, demonstrating the prospective advantages of this framework compared to stochastic simulation algorithms. This further highlights the possibilities for analytically based studies of stochastic systems in biology and chemistry using tools from theoretical quantum physics.
Curiosities on free Fock spaces
Minic, D
1995-01-01
We consider some curious aspects of single-species free Fock spaces, such as novel bosonization and fermionization formulae and relations to various physical properties of bosonic particles. We comment on generalizations of these properties to physically more interesting many-species free Fock spaces.
Entanglement in fermionic Fock space
Sárosi, Gábor
2013-01-01
We propose a generalization of the usual SLOCC and LU classification of entangled pure state fermionic systems based on the Spin group. Our generalization uses the fact that there is a representation of this group acting on the fermionic Fock space which when restricted to fixed particle number subspaces recovers naturally the usual SLOCC transformations. The new ingredient is the occurrence of Bogoliubov transformations of the whole Fock space changing the particle number. The classification scheme built on the Spin group prohibits naturally entanglement between states containing even and odd number of fermions. In our scheme the problem of classification of entanglement types boils down to the classification of spinors where totally separable states are represented by so called pure spinors. We construct the basic invariants of the Spin group and show how some of the known SLOCC invariants are just their special cases. As an example we present the classification of fermionic systems with a Fock space based ...
Coherent states in the fermionic Fock space
Oeckl, Robert
2015-01-01
We construct the coherent states in the sense of Gilmore and Perelomov for the fermionic Fock space. Our treatment is from the outset adapted to the infinite-dimensional case. The fermionic Fock space becomes in this way a reproducing kernel Hilbert space of continuous holomorphic functions.
Weaving commutators: beyond Fock space
Arzano, Michele
2012-01-01
The symmetrization postulate and the associated Bose/Fermi (anti)-commutators for field mode operators are among the pillars on which local quantum field theory lays its foundations. They ultimately determine the structure of Fock space and are closely connected with the local properties of the fields and with the action of symmetry generators on observables and states. We here show that the quantum field theory describing relativistic particles coupled to three dimensional Einstein gravity as a topological defect must be constructed using a deformed algebra of creation and annihilation operators. This reflects a non-trivial group manifold structure of the classical momentum space and a modification of the Leibniz rule for the action of symmetry generators governed by Newton's constant. We outline various arguments suggesting that, at least at the qualitative level, these three-dimensional results could also apply to real four-dimensional world thus forcing us to re-think the ordinary multiparticle structure ...
Hankel transforms in generalized Fock spaces
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John Schmeelk
1994-01-01
Full Text Available A classical Fock space consists of functions of the form,ϕ↔(ϕ0,ϕ1,…,ϕq,where ϕ0∈ℂ and ϕq∈Lp(ℝq, q≥1. We will replace the ϕq, q≥1 with test functions having Hankel transforms. This space is a natural generalization of a classical Fock space as seen by expanding functionals having abstract Taylor Series. The particular coefficients of such series are multilinear functionals having distributions as their domain. Convergence requirements set forth are somewhat in the spirit of ultra differentiable functions and ultra distribution theory. The Hankel transform oftentimes implemented in Cauchy problems will be introduced into this setting. A theorem will be proven relating the convergence of the transform to the inductive limit parameter, s, which sweeps out a scale of generalized Fock spaces.
Fourier transforms in generalized Fock spaces
Directory of Open Access Journals (Sweden)
John Schmeelk
1990-01-01
Full Text Available A classical Fock space consists of functions of the form,Φ↔(ϕ0,ϕ1,…,ϕq,…,where ϕ0∈C and ϕq∈L2(R3q, q≥1. We will replace the ϕq, q≥1 with q-symmetric rapid descent test functions within tempered distribution theory. This space is a natural generalization of a classical Fock space as seen by expanding functionals having generalized Taylor series. The particular coefficients of such series are multilinear functionals having tempered distributions as their domain. The Fourier transform will be introduced into this setting. A theorem will be proven relating the convergence of the transform to the parameter, s, which sweeps out a scale of generalized Fock spaces.
White noise calculus and Fock space
Obata, Nobuaki
1994-01-01
White Noise Calculus is a distribution theory on Gaussian space, proposed by T. Hida in 1975. This approach enables us to use pointwise defined creation and annihilation operators as well as the well-established theory of nuclear space.This self-contained monograph presents, for the first time, a systematic introduction to operator theory on fock space by means of white noise calculus. The goal is a comprehensive account of general expansion theory of Fock space operators and its applications. In particular,first order differential operators, Laplacians, rotation group, Fourier transform and their interrelations are discussed in detail w.r.t. harmonic analysis on Gaussian space. The mathematical formalism used here is based on distribution theory and functional analysis , prior knowledge of white noise calculus is not required.
Matrices related to some Fock space operators
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Krzysztof Rudol
2011-01-01
Full Text Available Matrices of operators with respect to frames are sometimes more natural and easier to compute than the ones related to bases. The present work investigates such operators on the Segal-Bargmann space, known also as the Fock space. We consider in particular some properties of matrices related to Toeplitz and Hankel operators. The underlying frame is provided by normalised reproducing kernel functions at some lattice points.
Photons in Fock space and beyond
Honegger, Reinhard
2015-01-01
The three-volume major reference "Photons in Fock Space and Beyond" undertakes a new mathematical and conceptual foundation of the theory of light emphasizing mesoscopic radiation systems. The quantum optical notions are generalized beyond Fock representations where the richness of an infinite dimensional quantum field system, with its mathematical difficulties and theoretical possibilities, is fully taken into account. It aims at a microscopic formulation of a mesoscopic model class which covers in principle all stages of the generation and propagation of light within a unified and well-defined conceptual frame. The dynamics of the interacting systems is founded — according to original works of the authors — on convergent perturbation series and describes the developments of the quantized microscopic as well as the classical collective degrees of freedom at the same time. The achieved theoretical unification fits especially to laser and microwave applications inheriting objective information over quantu...
Quantum Computing in Fock Space Systems
Berezin, Alexander A.
1997-04-01
Fock space system (FSS) has unfixed number (N) of particles and/or degrees of freedom. In quantum computing (QC) main requirement is sustainability of coherent Q-superpositions. This normally favoured by low noise environment. High excitation/high temperature (T) limit is hence discarded as unfeasible for QC. Conversely, if N is itself a quantized variable, the dimensionality of Hilbert basis for qubits may increase faster (say, N-exponentially) than thermal noise (likely, in powers of N and T). Hence coherency may win over T-randomization. For this type of QC speed (S) of factorization of long integers (with D digits) may increase with D (for 'ordinary' QC speed polynomially decreases with D). This (apparent) paradox rests on non-monotonic bijectivity (cf. Georg Cantor's diagonal counting of rational numbers). This brings entire aleph-null structurality ("Babylonian Library" of infinite informational content of integer field) to superposition determining state of quantum analogue of Turing machine head. Structure of integer infinititude (e.g. distribution of primes) results in direct "Platonic pressure" resembling semi-virtual Casimir efect (presure of cut-off vibrational modes). This "effect", the embodiment of Pythagorean "Number is everything", renders Godelian barrier arbitrary thin and hence FSS-based QC can in principle be unlimitedly efficient (e.g. D/S may tend to zero when D tends to infinity).
Self-Adjointness Criterion for Operators in Fock Spaces
Energy Technology Data Exchange (ETDEWEB)
Falconi, Marco, E-mail: marco.falconi@univ-rennes1.fr [Université de Rennes I, IRMAR and Centre Henri Lebesgue (France)
2015-12-15
In this paper we provide a criterion of essential self-adjointness for operators in the tensor product of a separable Hilbert space and a Fock space. The class of operators we consider may contain a self-adjoint part, a part that preserves the number of Fock space particles and a non-diagonal part that is at most quadratic with respect to the creation and annihilation operators. The hypotheses of the criterion are satisfied in several interesting applications.
Modeling electron fractionalization with unconventional Fock spaces
Cobanera, Emilio
2017-08-01
It is shown that certain fractionally-charged quasiparticles can be modeled on D-dimensional lattices in terms of unconventional yet simple Fock algebras of creation and annihilation operators. These unconventional Fock algebras are derived from the usual fermionic algebra by taking roots (the square root, cubic root, etc) of the usual fermionic creation and annihilation operators. If the fermions carry non-Abelian charges, then this approach fractionalizes the Abelian charges only. In particular, the mth-root of a spinful fermion carries charge e/m and spin 1/2. Just like taking a root of a complex number, taking a root of a fermion yields a mildly non-unique result. As a consequence, there are several possible choices of quantum exchange statistics for fermion-root quasiparticles. These choices are tied to the dimensionality D=1,2,3,\\ldots of the lattice by basic physical considerations. One particular family of fermion-root quasiparticles is directly connected to the parafermion zero-energy modes expected to emerge in certain mesoscopic devices involving fractional quantum Hall states. Hence, as an application of potential mesoscopic interest, I investigate numerically the hybridization of Majorana and parafermion zero-energy edge modes caused by fractionalizing but charge-conserving tunneling.
Construction of the Fock-like Space for Quons
Institute of Scientific and Technical Information of China (English)
于挺; 吴兆颜
1994-01-01
The necessary and sufficient condition of the existence of the Fock-like space for quons with a fixed number q is proven, and the uniqueness theorem of the Fock-like space is given. The general-q operators, which satisfy the q-mutation relation a_ja_k - qa_ka_j =δ_jk, areconstructed by using the q = 0 operators as standard building blocks. The Fock-like spaces for quons with q∈(-1,1) prove to be the same as the one with q = 0, which manifestly is the direct sum of all the tensor product powers of the single particle state subspace, hence allow only the Boltzmann statistics .
Asymptotic freedom of gluons in the Fock space
Głazek, Stanisław D
2015-01-01
Asymptotic freedom of gluons is described in terms of a family of scale-dependent renormalized Hamiltonian operators acting in the Fock space. The Hamiltonians are obtained by applying the renormalization group procedure for effective particles to quantum Yang-Mills theory.
Analytic Characterization for Hilbert-Schmidt Operators on Fock Space
Institute of Scientific and Technical Information of China (English)
Cai Shi WANG; Zhi Yuan HUANG; Xiang Jun WANG
2005-01-01
In this paper we first introduce and investigate some special classes of nonlinear maps and get several useful results. Then, by using these results, we obtain analytic criteria for checking whether or not an operator defined only on the exponential vectors of a symmetric Fock space becomes a Hilbert-Schmidt operator on the whole space. Additionally, as an application, we also get an analytic criterion for Hilbert-Schmidt operators on a Gaussian probability space through the Wiener-Ito-Segal isomorphism.
Energy Spectrum Symmetry of Heisenberg Model in Fock Space
Institute of Scientific and Technical Information of China (English)
WANG An-Min; ZHU Ren-Gui
2006-01-01
@@ We extend the BCS paring model with equally spaced energy levels to a general one-dimensional spin-l/2 Heisenberg model. The two well-known symmetries of the Heisenberg model, i.e. permutational and spin-inversion symmetries, no longer exist. However, when jointing these two operations together, we find a new symmetry of energy spectrum between its subspace n and subspace L - n of the Fock space. A rigorous proof is presented.
Poisson process Fock space representation, chaos expansion and covariance inequalities
Last, Guenter
2009-01-01
We consider a Poisson process $\\eta$ on an arbitrary measurable space with an arbitrary sigma-finite intensity measure. We establish an explicit Fock space representation of square integrable functions of $\\eta$. As a consequence we identify explicitly, in terms of iterated difference operators, the integrands in the Wiener-Ito chaos expansion. We apply these results to extend well-known variance inequalities for homogeneous Poisson processes on the line to the general Poisson case. The Poincare inequality is a special case. Further applications are covariance identities for Poisson processes on (strictly) ordered spaces and Harris-FKG-inequalities for monotone functions of $\\eta$.
THE CODIMENSION FORMULA ON QUASI-INVARIANT SUBSPACES OF THE FOCK SPACE
Institute of Scientific and Technical Information of China (English)
侯绳照; 胡俊云
2003-01-01
Let M be an approximately finite codimensional quasi-invariant subspace of the Fock space.This paper gives a formula to calculate the codimension of such spaces and uses this formulato study the structure of quasi-invariant subspaces of the Fock space. Especially, as one ofapplications, it is showed that the analogue of Beurling's theorem is not true for the Fock spaceL2a (Cn ) in the case of n ≥ 2.
Quantum turing machine and brain model represented by Fock space
Iriyama, Satoshi; Ohya, Masanori
2016-05-01
The adaptive dynamics is known as a new mathematics to treat with a complex phenomena, for example, chaos, quantum algorithm and psychological phenomena. In this paper, we briefly review the notion of the adaptive dynamics, and explain the definition of the generalized Turing machine (GTM) and recognition process represented by the Fock space. Moreover, we show that there exists the quantum channel which is described by the GKSL master equation to achieve the Chaos Amplifier used in [M. Ohya and I. V. Volovich, J. Opt. B 5(6) (2003) 639., M. Ohya and I. V. Volovich, Rep. Math. Phys. 52(1) (2003) 25.
A Quantum Probability Explanation in Fock Space for Borderline Contradictions
Sozzo, Sandro
2013-01-01
The construction of a consistent theory for structuring and representing how concepts combine and interact is one of the main challenges for the scholars involved in cognitive studies. All traditional approaches are still facing serious hindrances when dealing with combinations of concepts and concept vagueness. One of the main consequences of these difficulties is the existence of borderline cases which is hardly explainable from the point of view of classical (fuzzy set) logic and probability theory. Resting on a quantum-theoretic approach which successfully models conjunctions and disjuncions of two concepts, we propound a quantum probability model in Fock space which faithfully reproduces the experimental data collected by Alxatib and Pelletier (2011) on borderline contradictions. Our model allows one to explain the occurrence of the latter contradictions in terms of genuine quantum effects, such as contextuality, superposition, interference and emergence. In particular, we claim that it is the specific m...
Stochastic Integration in Abstract Spaces
Directory of Open Access Journals (Sweden)
J. K. Brooks
2010-01-01
-valued process (∫ called the stochastic integral. The Lebesgue space of these integrable processes is studied and convergence theorems are given. Extensions to general locally convex spaces are presented.
Quantum scattering theory of a single-photon Fock state in three-dimensional spaces.
Liu, Jingfeng; Zhou, Ming; Yu, Zongfu
2016-09-15
A quantum scattering theory is developed for Fock states scattered by two-level systems in three-dimensional free space. It is built upon the one-dimensional scattering theory developed in waveguide quantum electrodynamics. The theory fully quantizes the incident light as Fock states and uses a non-perturbative method to calculate the scattering matrix.
The Fock Space of Loopy Spin Networks for Quantum Gravity
Charles, Christoph
2016-01-01
In the context of the coarse-graining of loop quantum gravity, we introduce loopy and tagged spin networks, which generalize the standard spin network states to account explicitly for non-trivial curvature and torsion. Both structures relax the closure constraints imposed at the spin network vertices. While tagged spin networks merely carry an extra spin at every vertex encoding the overall closure defect, loopy spin networks allow for an arbitrary number of loops attached to each vertex. These little loops can be interpreted as local excitations of the quantum gravitational field and we discuss the statistics to endow them with. The resulting Fock space of loopy spin networks realizes new truncation of loop quantum gravity, allowing to formulate its graph-changing dynamics on a fixed background graph plus local degrees of freedom attached to the graph nodes. This provides a framework for re-introducing a non-trivial background quantum geometry around which we would study the effective dynamics of perturbatio...
Fock space resolutions of the Virasoro highest weight modules with c<=1
Bouwknegt, P; Pilch, K; Bouwknegt, Peter; Carthy, Jim Mc; Pilch, Krzysztof
1991-01-01
We extend Felder's construction of Fock space resolutions for the Virasoro minimal models to all irreducible modules with $c\\leq 1$. In particular, we provide resolutions for the representations corresponding to the boundary and exterior of the Kac table.
Heisenberg Algebra in the Bargmann-Fock Space with Natural Cutoffs
Directory of Open Access Journals (Sweden)
Maryam Roushan
2014-01-01
Full Text Available We construct a Heisenberg algebra in Bargmann-Fock space in the presence of natural cutoffs encoded as minimal length, minimal momentum, and maximal momentum through a generalized uncertainty principle.
Spectrum of the [Formula: see text]-Neumann Laplacian on the Fock space.
Haslinger, Friedrich
2013-06-15
The spectrum of the [Formula: see text]-Neumann Laplacian on the Fock space [Formula: see text] is explicitly computed. It turns out that it consists of positive integer eigenvalues, each of which is of infinite multiplicity. Spectral analysis of the [Formula: see text]-Neumann Laplacian on the Fock space is closely related to Schrödinger operators with magnetic fields and to the complex Witten Laplacian.
Fock-exchange for periodic structures in the real-space formalism and the KLI approximation.
Natan, Amir
2015-12-21
The calculation of Fock-exchange interaction is an important task in the computation of molecule and solid properties. In this work we describe how we implement the Fock exchange in the real-space formalism using the KLI approximation for the OEP equation for 3D periodic systems. The implementation is demonstrated within the PARSEC real-space pseudopotential code that uses a discrete uniform grid and norm conserving pseudopotentials for the ionic potentials.
Nonperturbative solution of scalar Yukawa model in two- and three-body Fock space truncations
Karmanov, Vladimir A; Smirnov, Alexander V; Vary, James P
2016-01-01
The Light-Front Tamm-Dancoff method of finding the nonperturbative solutions in field theory is based on the Fock decomposition of the state vector, complemented with the sector-dependent nonperturbative renormalization scheme. We show in detail how to implement the renormalization procedure and to solve the simplest nontrivial example of the scalar Yukawa model in the two- and three-body Fock space truncations incorporating scalar "nucleon" and one or two scalar "pions".
Level-0 action of $U_{q}(\\widehat{sl}_{n})$ on the q-deformed Fock spaces
Takemura, K; Takemura, Kouichi; Uglov, Denis
1996-01-01
On the level-1 Fock space modules of the algebra $U_q(\\hat{sl_n})$ we define a level-0 action $U_0$ of the $U_q(\\hat{sl_n})$, and an action of an abelian algebra of conserved Hamiltonians commuting with the $U_0$. An irreducible decomposition of the Fock space with respect to the level-0 action is derived by constructing a base of the Fock space in terms of the Non-symmetric Macdonald Polynomials.
Monte Carlo solution of the Schrödinger equation in Fock space representation
Szybisz, L.; Zabolitzky, J. G.
1984-09-01
A new Monte Carlo method to solve the Schrödinger equation when expressed in Fock space is presented. The procedure is applied to two soluble many-body hamiltonians, the quasispin model of Lipkin-Meshkov-Glick and the so-called "static source" limit of the nucleon-scalar-meson interaction in the discrete one-dimensional space.
Monte Carlo solution of the Schroedinger equation in Fock space representation
Energy Technology Data Exchange (ETDEWEB)
Szybisz, L.; Zabolitzky, J.G. (Koeln Univ. (Germany, F.R.). Inst. fuer Theoretische Physik)
1984-09-03
A new Monte Carlo method to solve the Schroedinger equation when expressed in Fock space is presented. The procedure is applied to two soluble many-body hamiltonians, the quasispin model of Lipkin-Meshkov-Glick and the so-called 'static source' limit of the nucleon-scalar-meson interaction in the discrete one-dimensional space.
Fock-space localization of polaritons in the Jaynes-Cummings dimer model
Shapourian, Hassan; Sadri, Darius
2016-01-01
We present a method to study the semiclassical dynamics of the Jaynes-Cummings dimer model, describing two coupled cavities, each containing a two-level system (qubit). We develop a Fock-space WKB approach in the polariton basis where each site is treated exactly while the intersite polariton hopping is treated semiclassically. We show that the self-trapped states can be viewed as Fock-space localized states. We find that this picture yields the correct critical value of interaction strength at which the delocalization-localization transition occurs. Moreover, the validity of our WKB approach is supported by showing that the quantum spectrum can be derived from a set of Bohr-Sommerfeld quantization conditions and by confirming that the quantum eigenstates are consistent with the classical orbital motion in the polariton band picture. The underlying idea of our method is quite general and can be applied to other interacting spin-boson models.
A semiclassical approach to many-body interference in Fock-space
Energy Technology Data Exchange (ETDEWEB)
Engl, Thomas
2015-11-01
Many-body systems draw ever more physicists' attention. Such an increase of interest often comes along with the development of new theoretical methods. In this thesis, a non-perturbative semiclassical approach is developed, which allows to analytically study many-body interference effects both in bosonic and fermionic Fock space and is expected to be applicable to many research areas in physics ranging from Quantum Optics and Ultracold Atoms to Solid State Theory and maybe even High Energy Physics. After the derivation of the semiclassical approximation, which is valid in the limit of large total number of particles, first applications manifesting the presence of many-body interference effects are shown. Some of them are confirmed numerically thus verifying the semiclassical predictions. Among these results are coherent back-/forward-scattering in bosonic and fermionic Fock space as well as a many-body spin echo, to name only the two most important ones.
El-Ganainy, Ramy; Christodoulides, Demetrios N
2013-01-01
We investigate the dynamics of nonclassical states of light in coupled optical structures and we demonstrate a number of intriguing features associated with such arrangements. By diagonalizing the system's Hamiltonian, we show that these geometries can support eigenstates having anomalous optical intensity distribution with no classical counterpart. These features may provide new avenues towards manipulating light flow at the quantum level. By projecting the Hamiltonian operator on Hilbert subspaces spanning different numbers of photon excitations, we demonstrate that processes such as coherent transport, state localization and surface Bloch oscillations can take place in Fock space. Furthermore, we show that Hamiltonian representations of Fock space manifolds differing by one photon obey a discrete supersymmetry relation
Semi-infinite $q$-wedge construction of the level 2 Fock Space of $U_q(\\widehat{sl}_2)$
Petersen, J U H
1997-01-01
In this proceedings a particular example from \\cite{KMPY} (q-alg/9603025) is presented: the construction of the level 2 Fock space of $\\U_q(\\affsl{2})$. The generating ideal of the wedge relations is given and the wedge space defined. Normal ordering of wedges is defined in terms of the energy function. Normally ordered wedges form a base of the wedge space. The q-deformed Fock space is defined as the space of semi-infinite wedges with a finite number of vectors in the wedge product differing from a ground state sequence, and endowed with a separated q-adic topology . Normally ordered wedges form a base of the Fock space. The action of $\\U_q(\\affsl{2})$ on the Fock space converges in the q-adic topology. On the Fock space the action of bosons, which commute with the $\\U_q(\\affsl{2})$-action, also converges in the q-adic topology. Hence follows the decomposition of the Fock space into irreducible $\\U_q(\\affsl{2})$-modules.
Schatten-p Class (0 Fock
Institute of Scientific and Technical Information of China (English)
Lian Hua XIAO; Xiao Feng WANG; Jin XIA
2015-01-01
In this paper, we discuss the Schatten-p class (0 < p ≤ ∞ ) of Toeplitz operators on generalized Fock space with the symbol in positive Borel measure. It makes a great diff erence from other papers by using the estimates of the kernel and the weight together instead of separately estimating each other. We also get the equivalent conditions when a Toeplitz operator is in the Schatten-p class.
Representations of coherent and squeezed states in an extended two-parameter Fock space
Institute of Scientific and Technical Information of China (English)
M. K. Tavassoly; M. H. Lake
2012-01-01
Recently an f-deformed Fock space which is spanned by ｜n〉λ was introduced.These bases are the eigenstates of a deformed non-Hermitian Hamiltonian.In this contribution,we will use rather new nonorthogonal basis vectors for the construction of coherent and squeezed states,which in special case lead to the earlier known states.For this purpose,we first generalize the previously introduced Fock space spanned by ｜n〉λ bases,to a new one,spanned by extended two-parameters bases ｜n〉λ1,λ2.These bases are now the eigenstates of a non-Hermitian Hamiltonian Hλ1,λ2 =a(+)1,λ2a +1/2,where a(+)λ1,λ2 =a(+) + λ1a + λ2 and a are,respectively,the deformed creation and ordinary bosonic annihilation operators.The bases ｜n〉λ1,λ2 are nonorthogonal (squeezed states),but normalizable.Then,we deduce the new representations of coherent and squeezed states in our two-parameter Fock space.Finally,we discuss the quantum statistical properties,as well as the non-classical properties of the obtained states numerically.
Compactness characterization of operators in the Toeplitz algebra of the Fock space $F_\\alpha ^p$
Bauer, Wolfram
2011-01-01
Let BT be the class of functions $f$ on $\\mathbb{C}^n$ where the Berezin transform $B_\\alpha (|f|)$ associated to the standard weighted Fock space $F_\\alpha ^2$ is bounded, and for $1 < p < \\infty$ let $\\mathcal{T}_p$ be the norm closure of the algebra generated by Toeplitz operators with BT symbols acting on $F_\\alpha ^p$. In this paper, we will show that an operator $A$ is compact on $F_\\alpha ^p$ if and only if $A \\in \\mathcal{T}_p$ and the Berezin transform $B_\\alpha (A)$ of $A$ vanishes at infinity.
Multipartite State Representations in Multi-mode Fock Space and Their Squeezing Transformations
Institute of Scientific and Technical Information of China (English)
YUAN Hong-Chun; LI Heng-Mei; QI Kai-Guo
2007-01-01
We present the continuous state vector of the total coordinate of multi-particle and the state vector of their total momentum, respectively, which possess completeness relation in multi-mode Fock space by virtue of the integration within an order product (IWOP) technique. We also calculate the transition from classical transformation of variables in the states to quantum unitary operator, deduce a new multi-mode squeezing operator, and discuss its squeezing effect. In progress, it indicates that the IWOP technique provides a convenient way to construct new representation in quantum mechanics.
Geometry of Vlasov kinetic moments: A bosonic Fock space for the symmetric Schouten bracket
Energy Technology Data Exchange (ETDEWEB)
Gibbons, John [Department of Mathematics, Imperial College London, London SW7 2AZ (United Kingdom); Holm, Darryl D. [Department of Mathematics, Imperial College London, London SW7 2AZ (United Kingdom); Computer and Computational Science Division, Los Alamos National Laboratory, Los Alamos, NM 87545 (United States); Tronci, Cesare [Department of Mathematics, Imperial College London, London SW7 2AZ (United Kingdom); TERA Foundation for Oncological Hadrontherapy, 11 V. Puccini, Novara 28100 (Italy)], E-mail: cesare.tronci@imperial.ac.uk
2008-06-02
The dynamics of Vlasov kinetic moments is shown to be Lie-Poisson on the dual Lie algebra of symmetric contravariant tensor fields. The corresponding Lie bracket is identified with the symmetric Schouten bracket and the moment Lie algebra is related with a bundle of bosonic Fock spaces, where creation and annihilation operators are used to construct the cold plasma closure. Kinetic moments are also shown to define a momentum map, which is infinitesimally equivariant. This momentum map is the dual of a Lie algebra homomorphism, defined through the Schouten bracket. Finally the moment Lie-Poisson bracket is extended to anisotropic interactions.
Energy Technology Data Exchange (ETDEWEB)
Urbina, Juan Diego; Engl, Thomas; Richter, Klaus [Institute for Theoretical Physics, University of Regensburg (Germany); Arguelles, Arturo [Department of Physics, University of Liege (Belgium); Institute for Theoretical Physics, University of Regensburg (Germany); Dujardin, Julien; Schlagheck, Peter [Department of Physics, University of Liege (Belgium)
2013-07-01
We present a semiclassical theory of quantum interference effects in interacting bosonic fields. We make special emphasis on the difference between genuine quantum interference (due to the superposition principle in the many-body Hilbert space), and classical interference effects due to the wave character of the classical limit. First, we discuss how the usual approaches to this problem are unable to provide the characteristic sum of oscillatory terms, each asociated with a solution of the classical equations of motion, required to semiclassically address interference effects. We show then how to solve this problems by a formal construction of the van Vleck-Gutzwiller propagator for bosonic fields as a sum over paths in the associated Fock space and we identify the classical limit as a Gross-Pitaevskii equation with boundary conditions and multiple solutions. The theory predicts effects akin to weak localization to take place in Fock space, and in particular the enhancement of quantum probability of return due to interference between time-reversed paths there. We support our claims with extensive numerical calculations for a discrete version of an interacting bosonic field.
General Quantum Modeling of Combining Concepts: A Quantum Field Model in Fock Space
Aerts, Diederik
2007-01-01
We extend a quantum model in Hilbert space developed in Aerts (2007a) into a quantum field theoric model in Fock space for the modeling of the combination of concepts. Items and concepts are represented by vectors in Fock space and membership weights of items are modeled by quantum probabilities. We apply this theory to model the disjunction of concepts and show that the predictions of our theory for the membership weights of items regarding the disjunction of concepts match with great accuracy the complete set of results of an experiment conducted by Hampton (1988b). It are the quantum effects of interference and superposition of that are at the origin of the effects of overextension and underextension observed by Hampton as deviations from a classical use of the disjunction. It is essential for the perfect matches we obtain between the predictions of the quantum field model and Hampton's experimental data that items can be in superpositions of `different numbers states' which proves that the genuine structu...
Representations of Coherent and Squeezed States in an Extended Two-parameters Fock Space
Tavassoly, M K
2012-01-01
Recently a $f$-deformed Fock space which is spanned by $|n>_{\\lambda}$ has been introduced. These bases are indeed the eigen-states of a deformed non-Hermitian Hamiltonian. In this contribution, we will use a rather new non-orthogonal basis vectors for the construction of coherent and squeezed states, which in special case lead to the earlier known states. For this purpose, we first generalize the previously introduced Fock space spanned by $|n>_{\\lambda}$ bases, to a new one, spanned by an extended two-parameters bases $|n>_{\\lambda_{1},\\lambda_{2}}$. These bases are now the eigen-states of a non-Hermitian Hamiltonian $H_{\\lambda_{1},\\lambda_{2}}=a^{\\dagger}_{\\lambda_{1},\\lambda_{2}}a+1/2$, where $a^{\\dagger}_{\\lambda_{1},\\lambda_{2}}=a^{\\dagger}+\\lambda_{1}a + \\lambda_{2}$ and $a$ are respectively, the deformed creation and ordinary bosonic annihilation operators. The bases $|n>_{\\lambda_{1},\\lambda_{2}}$ are non-orthogonal (squeezed states), but normalizable. Then, we deduce the new representations of cohe...
A divide and conquer real space finite-element Hartree-Fock method
Alizadegan, R.; Hsia, K. J.; Martinez, T. J.
2010-01-01
Since the seminal contribution of Roothaan, quantum chemistry methods are traditionally expressed using finite basis sets comprised of smooth and continuous functions (atom-centered Gaussians) to describe the electronic degrees of freedom. Although this approach proved quite powerful, it is not well suited for large basis sets because of linear dependence problems and ill conditioning of the required matrices. The finite element method (FEM), on the other hand, is a powerful numerical method whose convergence is also guaranteed by variational principles and can be achieved systematically by increasing the number of degrees of freedom and/or the polynomial order of the shape functions. Here we apply the real-space FEM to Hartree-Fock calculations in three dimensions. The method produces sparse, banded Hermitian matrices while allowing for variable spatial resolution. This local-basis approach to electronic structure theory allows for systematic convergence and promises to provide an accurate and efficient way toward the full ab initio analysis of materials at larger scales. We introduce a new acceleration technique for evaluating the exchange contribution within FEM and explore the accuracy and robustness of the method for some selected test atoms and molecules. Furthermore, we applied a divide-and-conquer (DC) method to the finite-element Hartree-Fock ab initio electronic-structure calculations in three dimensions. This DC approach leads to facile parallelization and should enable reduced scaling for large systems.
Fock space expansion of {sigma} meson in leading-N{sub c}
Energy Technology Data Exchange (ETDEWEB)
Llanes-Estrada, Felipe J.; Pelaez, Jose Ramon; Ruiz de Elvira, Jacobo [Departamentos de Fisica Teorica I y II, Universidad Complutense de Madrid, 28040 Madrid (Spain)
2010-10-15
We examine the leading-N{sub c} behavior of the masses and transition matrix elements of some low-lying, few-particle configurations in QCD. A truncation of the Fock space produces an effective, symmetric Hamiltonian that we diagonalize. The lowest eigenvalue is identified as the {sigma} meson if the Hamiltonian is chosen to represent the scalar sector. As an application, the coefficients of the N{sub c} powers are then fit to two-loop Unitarized SU(2) Chiral Perturbation Theory results for the {sigma} mass and width as a function of the number of colors, and we show that those results can be accommodated using the QCD N{sub c} dependence previously derived for matrix elements, without the need for unnatural parameters or fine tunings. Finally, we show a very preliminary good quality fit, estimating the proportion of tetraquark/molecule-like (dominant), qq-bar -like (subdominant) and exotic-like (marginal) configurations in the {sigma}.
Qubit and Fermionic Fock Spaces from Type II Superstring Black Holes
Belhaj, A; Benslimane, Z; Sedra, M B; Segui, A
2016-01-01
Using Hodge diagram combinatorial data, we study qubit and fermionic Fock spaces from the point of view of type II superstring black holes based on complex compactifications. Concretely, we establish a one-to-one correspondence between qubits, fermionic spaces and extremal black holes in maximally supersymmetric supergravity obtained from type II superstring on complex toroidal and Calabi-Yau compactifications. We interpret the differential forms of the n-dimensional complex toroidal compactification as states of n-qubits encoding information on extremal black hole charges. We show that there are 2^n copies of n-qubit systems which can be split as 2^n=2^{n-1}+2^{n-1}. More precisely, 2^{n-1} copies are associated with even D-brane charges in type IIA superstring and the other 2^{n-1} ones correspond to odd D-brane charges in IIB superstring. This correspondence is generalized to a class of Calabi-Yau manifolds. In connection with black hole charges in type IIA superstring, an n-qubit system has been obtained ...
Coordinate-Space Hartree-Fock-Bogoliubov Solvers for Superfluid Fermi Systems in Large Boxes
Energy Technology Data Exchange (ETDEWEB)
Pei, J. C. [University of Tennessee (UTK) and Oak Ridge National Laboratory (ORNL); Fann, George I [ORNL; Harrison, Robert J [ORNL; Nazarewicz, W. [University of Tennessee (UTK) and Oak Ridge National Laboratory (ORNL); Hill, Judith C [ORNL; Galindo, Diego A [ORNL; Jia, Jun [ORNL
2012-01-01
The self-consistent Hartree-Fock-Bogoliubov problem in large boxes can be solved accurately in the coordinate space with the recently developed solvers HFB-AX (2D) and MADNESS-HFB (3D). This is essential for the description of superfluid Fermi systems with complicated topologies and significant spatial extend, such as fissioning nuclei, weakly-bound nuclei, nuclear matter in the neutron star rust, and ultracold Fermi atoms in elongated traps. The HFB-AX solver based on B-spline techniques uses a hybrid MPI and OpenMP programming model for parallel computation for distributed parallel computation, within a node multi-threaded LAPACK and BLAS libraries are used to further enable parallel calculations of large eigensystems. The MADNESS-HFB solver uses a novel multi-resolution analysis based adaptive pseudo-spectral techniques to enable fully parallel 3D calculations of very large systems. In this work we present benchmark results for HFB-AX and MADNESS-HFB on ultracold trapped fermions.
Embedding qubits into fermionic Fock space, peculiarities of the four-qubit case
Lévay, Péter
2015-01-01
We give a fermionic Fock space description of embedded entangled qubits. Within this framework the problem of classification of pure state entanglement boils down to the problem of classifying spinors. The usual notion of separable states turns out to be just a special case of the one of pure spinors. By using the notion of single, double and mixed occupancy representation with intertwiners relating them a natural physical interpretation of embedded qubits is found. As an application of these ideas one can make a physically sound meaning of some of the direct sum structures showing up in the context of the so-called Black-Hole/Qubit Correspondence. We discuss how the usual invariants for qubits serving as measures of entanglement can be obtained from invariants for spinors in an elegant manner. In particular a detailed case study for recovering the invariants for four-qubits within a spinorial framework is presented. We also observe that reality conditions on complex spinors defining Majorana spinors for embe...
Intermittent stochastic fields and space-time symmetry
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole E.; Schmiegel, Jürgen
We present a spatio-temporal modelling framework for stochastic fields that obey exact symmetry in space and time, i.e. the field amplitude considered as a stochastic process in time at a fixed position in space is identical, as a stochastic process, to the field amplitude considered as a stochas...
Potential Functions of Al2 by the Relativistic Fock-Space Coupled Cluster Method
Directory of Open Access Journals (Sweden)
Uzi Kaldor
2002-05-01
Full Text Available Abstract: Potential functions of the ground and low excited states of Al2 are calculated by the relativistic Fock-space coupled cluster method in the framework of the projected Dirac-Coulomb Hamiltonian. A moderate-size basis [16s11p3d3f/6s6p3d2f] is used. 3ÃŽÂ u is confirmed as the ground state of the system. Its spin orbit splittings are reproduced well, with the ÃŽÂ› = 1, 2 states lying 32.5 and 66.1 cmÃ¢ÂˆÂ’1, respectively, above the ÃŽÂ› = 0 minimum (experimental values are 30.4 and 63.4 cmÃ¢ÂˆÂ’1. The bond is somewhat too weak, with De 0.14 eV below experiment, Re too high by 0.08 Ã‹ÂšA, and ÃÂ‰e 21 cmÃ¢ÂˆÂ’1 too low. It is speculated that the better agreement obtained in earlier calculations may be due to neglect of basis set superposition errors. The description of bonding in the molecule may be improved by the use of a better basis and the inclusion of more correlation by the intermediate Hamiltonian coupled cluster method, which makes it possible to handle larger P spaces and extend the potential functions to the whole range of internuclear separations.
The planar spectrum in U(N)-invariant quantum mechanics by Fock space methods: I. The bosonic case
De Pietri, R; Onofri, E
2007-01-01
Prompted by recent results on Susy-U(N)-invariant quantum mechanics in the large N limit by Veneziano and Wosiek, we have examined the planar spectrum in the full Hilbert space of U(N)-invariant states built on the Fock vacuum by applying any U(N)-invariant combinations of creation-operators. We present results about 1) the supersymmetric model in the bosonic sector, 2) the standard quartic Hamiltonian. This latter is useful to check our techniques against the exact result of Brezin et al. The SuSy case is where Fock space methods prove to be the most efficient: it turns out that the problem is separable and the exact planar spectrum can be expressed in terms of the single-trace spectrum. In the case of the anharmonic oscillator, on the other hand, the Fock space analysis is quite cumbersome due to the presence of large off-diagonal O(N) terms coupling subspaces with different number of traces; these terms should be absorbed before taking the planar limit and recovering the known planar spectrum. We give anal...
Stochastic Differential Equations and Kondratiev Spaces
Energy Technology Data Exchange (ETDEWEB)
Vaage, G.
1995-05-01
The purpose of this mathematical thesis was to improve the understanding of physical processes such as fluid flow in porous media. An example is oil flowing in a reservoir. In the first of five included papers, Hilbert space methods for elliptic boundary value problems are used to prove the existence and uniqueness of a large family of elliptic differential equations with additive noise without using the Hermite transform. The ideas are then extended to the multidimensional case and used to prove existence and uniqueness of solution of the Stokes equations with additive noise. The second paper uses functional analytic methods for partial differential equations and presents a general framework for proving existence and uniqueness of solutions to stochastic partial differential equations with multiplicative noise, for a large family of noises. The methods are applied to equations of elliptic, parabolic as well as hyperbolic type. The framework presented can be extended to the multidimensional case. The third paper shows how the ideas from the second paper can be extended to study the moving boundary value problem associated with the stochastic pressure equation. The fourth paper discusses a set of stochastic differential equations. The fifth paper studies the relationship between the two families of Kondratiev spaces used in the thesis. 102 refs.
Derivation of Klein-Gordon-Fock equation from General relativity in a time-space symmetrical model
Van Thuan, Vo
2016-01-01
Following a bi-cylindrical model of geometrical dynamics, in the present study we show that Einstein gravitational equation leads to bi-geodesic description in an extended symmetrical time-space which fit Hubble expansion in a "microscopic" cosmological model. As a duality, the geodesic solution is mathematically equivalent to the basic Klein-Gordon-Fock equations of free massive elementary particles, in particular, as the squared Dirac equations of leptons and as a sub-solution with pseudo-axion. This result would serve an explicit approach to consistency between quantum mechanics and general relativity.
On Some Fractional Stochastic Integrodifferential Equations in Hilbert Space
Directory of Open Access Journals (Sweden)
Hamdy M. Ahmed
2009-01-01
Full Text Available We study a class of fractional stochastic integrodifferential equations considered in a real Hilbert space. The existence and uniqueness of the Mild solutions of the considered problem is also studied. We also give an application for stochastic integropartial differential equations of fractional order.
Approximate controllability of neutral stochastic integrodifferential systems in Hilbert spaces
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Krishnan Balachandran
2008-12-01
Full Text Available In this paper sufficient conditions are established for the controllability of a class of neutral stochastic integrodifferential equations with nonlocal conditions in abstract space. The Nussbaum fixed point theorem is used to obtain the controllability results, which extends the linear system to the stochastic settings with the help of compact semigroup. An example is provided to illustrate the theory.
On the Discrete Spectrum of a Model Operator in Fermionic Fock Space
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Zahriddin Muminov
2013-01-01
Full Text Available We consider a model operator H associated with a system describing three particles in interaction, without conservation of the number of particles. The operator H acts in the direct sum of zero-, one-, and two-particle subspaces of the fermionic Fock space ℱa(L2(3 over L2(3. We admit a general form for the "kinetic" part of the Hamiltonian H, which contains a parameter γ to distinguish the two identical particles from the third one. (i We find a critical value γ* for the parameter γ that allows or forbids the Efimov effect (infinite number of bound states if the associated generalized Friedrichs model has a threshold resonance and we prove that only for γγ*. (ii In the case γ>γ* , we also establish the following asymptotics for the number N(z of eigenvalues of H below z0, for all γ>γ*.
Accardi, Luigi
2009-01-01
We construct the quadratic analogue of the boson Fock functor. While in the first order case all contractions on the 1--particle space can be second quantized, the semigroup of contractions that admit a quadratic second quantization is much smaller due to the nonlinearity. Within this semigroup we characterize the unitary and the isometric elements.
Functional Representations for Fock Superalgebras
Kupsch, J; Kupsch, Joachim; Smolyanov, Oleg G.
1997-01-01
The Fock space of bosons and fermions and its underlying superalgebra are represented by algebras of functions on a superspace. We define Gaussian integration on infinite dimensional superspaces, and construct superanalogs of the classical function spaces with a reproducing kernel -- including the Bargmann-Fock representation -- and of the Wiener-Segal representation. The latter representation requires the investigation of Wick ordering on Z2-graded algebras. As application we derive a Mehler formula for the Ornstein-Uhlenbeck semigroup on the Fock space.
Bierón, Jacek; Indelicato, Paul; Jönsson, Per; Pyykkö, Pekka
2009-01-01
The multiconfiguration Dirac-Hartree-Fock (MCDHF) model has been employed to calculate the expectation values for the hyperfine splittings of the 5d96s2 2D3/2 and 5d96s2 2D5/2 levels of atomic gold. One-, two-, and three-body electron correlation effects involving all 79 electrons have been included in a systematic manner. The approximation employed in this study is equivalent to a Complete Active Space (CAS) approach. Calculated electric field gradients, together with experimental values of the electric quadrupole hyperfine structure constants, allow us to extract a nuclear electric quadrupole moment Q(197Au)=521.5(5.0) mb.
Relations between Stochastic and Partial Differential Equations in Hilbert Spaces
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I. V. Melnikova
2012-01-01
Full Text Available The aim of the paper is to introduce a generalization of the Feynman-Kac theorem in Hilbert spaces. Connection between solutions to the abstract stochastic differential equation and solutions to the deterministic partial differential (with derivatives in Hilbert spaces equation for the probability characteristic is proved. Interpretation of objects in the equations is given.
Quantized Fractal Space Time and Stochastic Holism
Sidharth, B G
2000-01-01
The space time that is used in relativistic Quantum Mechanics and Quantum Field Theory is the Minkowski space time. Yet, as pointed out by several scholars this classical space time is incompatible with the Heisenberg Uncertainity Principle: We cannot go down to arbitrarily small space time intervals, let alone space time points. Infact this classical space time is at best an approximation, and this has been criticised by several scholars. We investigate, what exactly this approximation entails.
On Volterra quadratic stochastic operators with continual state space
Energy Technology Data Exchange (ETDEWEB)
Ganikhodjaev, Nasir; Hamzah, Nur Zatul Akmar [Department of Computational and Theoretical Sciences, Faculty of Science, International Islamic University, Jalan Sultan Ahmad Shah, Bandar Indera Mahkota, 25200 Kuantan, Pahang (Malaysia)
2015-05-15
Let (X,F) be a measurable space, and S(X,F) be the set of all probability measures on (X,F) where X is a state space and F is σ - algebraon X. We consider a nonlinear transformation (quadratic stochastic operator) defined by (Vλ)(A) = ∫{sub X}∫{sub X}P(x,y,A)dλ(x)dλ(y), where P(x, y, A) is regarded as a function of two variables x and y with fixed A ∈ F . A quadratic stochastic operator V is called a regular, if for any initial measure the strong limit lim{sub n→∞} V{sup n }(λ) is exists. In this paper, we construct a family of quadratic stochastic operators defined on the segment X = [0,1] with Borel σ - algebra F on X , prove their regularity and show that the limit measure is a Dirac measure.
Stochastic integration in Banach spaces theory and applications
Mandrekar, Vidyadhar
2015-01-01
Considering Poisson random measures as the driving sources for stochastic (partial) differential equations allows us to incorporate jumps and to model sudden, unexpected phenomena. By using such equations the present book introduces a new method for modeling the states of complex systems perturbed by random sources over time, such as interest rates in financial markets or temperature distributions in a specific region. It studies properties of the solutions of the stochastic equations, observing the long-term behavior and the sensitivity of the solutions to changes in the initial data. The authors consider an integration theory of measurable and adapted processes in appropriate Banach spaces as well as the non-Gaussian case, whereas most of the literature only focuses on predictable settings in Hilbert spaces. The book is intended for graduate students and researchers in stochastic (partial) differential equations, mathematical finance and non-linear filtering and assumes a knowledge of the required integrati...
Continuous local martingales and stochastic integration in UMD Banach spaces
Veraar, M.C.
2007-01-01
Recently, van Neerven, Weis and the author, constructed a theory for stochastic integration of UMD Banach space valued processes. Here the authors use a (cylindrical) Brownian motion as an integrator. In this note we show how one can extend these results to the case where the integrator is an
Continuous local martingales and stochastic integration in UMD Banach spaces
Veraar, M.C.
2007-01-01
Recently, van Neerven, Weis and the author, constructed a theory for stochastic integration of UMD Banach space valued processes. Here the authors use a (cylindrical) Brownian motion as an integrator. In this note we show how one can extend these results to the case where the integrator is an arbitr
Indian Academy of Sciences (India)
Lalitha Ravichandran; Debarati Bhattacharya; Nayana Vaval; Sourav Pal
2012-01-01
Dipole moment calculations of SF and ClO radicals have been carried out using the recently developed partial triples correction to Fock-space multi-reference coupled cluster method. Theoretical calculation of the doublet SF and ClO radicals is useful due to their importance in atmospheric chemistry. The dipole moments of these radicals are extremely sensitive to correlation effects. A brief insight to the way the triples correction has been implemented is presented. We compare the results obtained from our analytic response treatment with that of restricted open Hartree-Fock (ROHF) calculations. Results are presented for both relaxed and non-relaxed approach in the ROHF method. Results suggest the importance of triples corrections. The effects of orbital relaxation are also analysed from the results.
Forte, G; March, N H; Pucci, R
2014-01-01
The Hartree-Fock (HF) method, supplemented by low-order Moller-Plesset (MP2) perturbation theory, has been utilized to predict the nuclear geometry, assuming planarity, of a low-lying isomer of the free space cluster BOSi$_2$. The planar structure found at equilibrium geometry is shown to be stable against small amplitude molecular vibrations. Finally, some brief comments are made on the possible relevance of the above free-space cluster geometry to the known B-O defects which limit the improvement of minority carrier lifetime in a form of p-type silicon.
Forte, G.; Angilella, G. G. N.; March, N. H.; Pucci, R.
2014-07-01
The Hartree-Fock (HF) method, supplemented by low-order Møller-Plesset (MP2) perturbation theory, has been utilized to predict the nuclear geometry, assuming planarity, of a low-lying isomer of the free space cluster BOSi2. The planar structure found at equilibrium geometry is shown to be stable against small amplitude molecular vibrations. Finally, some brief comments are made on the possible relevance of the above free-space cluster geometry to the known B-O defects which limit the improvement of minority carrier lifetime in a form of p-type silicon.
Dispersion modeling of thermal power plant emissions on stochastic space
Gorle, J. M. R.; Sambana, N. R.
2016-05-01
This study aims to couple a deterministic atmospheric dispersion solver based on Gaussian model with a nonintrusive stochastic model to quantify the propagation of multiple uncertainties. The nonintrusive model is based on probabilistic collocation framework. The advantage of nonintrusive nature is to retain the existing deterministic plume dispersion model without missing the accuracy in extracting the statistics of stochastic solution. The developed model is applied to analyze the SO2 emission released from coal firing unit in the second stage of the National Thermal Power Corporation (NTPC) in Dadri, India using "urban" conditions. The entire application is split into two cases, depending on the source of uncertainty. In case 1, the uncertainties in stack gas exit conditions are used to construct the stochastic space while in case 2, meteorological conditions are considered as the sources of uncertainty. Both cases develop 2D uncertain random space in which the uncertainty propagation is quantified in terms of plume rise and pollutant concentration distribution under slightly unstable atmospheric stability conditions. Starting with deterministic Gaussian plume model demonstration and its application, development of stochastic collocation model, convergence study, error analysis, and uncertainty quantification are presented in this paper.
Approximating stationary points of stochastic optimization problems in Banach space
Balaji, Ramamurthy; Xu, Huifu
2008-11-01
In this paper, we present a uniform strong law of large numbers for random set-valued mappings in separable Banach space and apply it to analyze the sample average approximation of Clarke stationary points of a nonsmooth one stage stochastic minimization problem in separable Banach space. Moreover, under Hausdorff continuity, we show that with probability approaching one exponentially fast with the increase of sample size, the sample average of a convex compact set-valued mapping converges to its expected value uniformly. The result is used to establish exponential convergence of stationary sequence under some metric regularity conditions.
Controllability of quasilinear stochastic evolution equations in Hilbert spaces
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P. Balasubramaniam
2001-01-01
Full Text Available Controllability of the quasilinear stochastic evolution equation is studied using semigroup theory and a stochastic version of the well known fixed point theorem. An application to stochastic partial differential equations is given.
Cubature Methods For Stochastic (Partial) Differential Equations In Weighted Spaces
Doersek, Philipp; Veluscek, Dejan
2012-01-01
The cubature on Wiener space method, a high-order weak approximation scheme, is established for SPDEs in the case of unbounded characteristics and unbounded payoffs. We first introduce a recently described flexible functional analytic framework, so called weighted spaces, where Feller-like properties hold. A refined analysis of vector fields on weighted spaces then yields optimal convergence rates of cubature methods for stochastic partial differential equations of Da Prato-Zabczyk type. The ubiquitous stability for the local approximation operator within the functional analytic setting is proved for SPDEs, however, in the infinite dimensional case we need a newly introduced assumption on weak symmetry of the cubature formula. In finite dimensions, we use the UFG condition to obtain optimal rates of convergence on non-uniform meshes for nonsmooth payoffs with exponential growth.
Stochastic integration in Banach spaces and applications to parabolic evolution equations
Veraar, M.C.
2006-01-01
Stochastic partial differential equations (SPDEs) of evolution type are usually modelled as ordinary stochastic differential equations (SDEs) in an infinite-dimensional state space. In many examples such as the stochastic heat and wave equation, this viewpoint may lead to existence and uniqueness re
Stochastic integration in Banach spaces and applications to parabolic evolution equations
Veraar, M.C.
2006-01-01
Stochastic partial differential equations (SPDEs) of evolution type are usually modelled as ordinary stochastic differential equations (SDEs) in an infinite-dimensional state space. In many examples such as the stochastic heat and wave equation, this viewpoint may lead to existence and uniqueness
On stochastic fractional Volterra equations in Hilbert space
Karczewska, Anna; Lizama, Carlos
2006-01-01
In this paper stochastic Volterra equations admitting exponentially bounded resolvents are studied. After obtaining convergence of resolvents, some properties of stochastic convolutions are given. The paper provides a sufficient condition for a stochastic convolution to be a strong solution to a stochastic Volterra equation.
Stochastic modelling of dissolved inorganic nitrogen in space and time
DEFF Research Database (Denmark)
Lophaven, Søren Nymand; Carstensen, Niels Jacob; Rootzen, Helle
2006-01-01
Environmental monitoring datasets often contain a large amount of missing values, and are characterized as being sampled over time on a distinct number of locations in the area of interest. This paper proposes a stochastic approach for modelling such data in space and time, by taking the spatial...... and temporal correlations in data into account. It has been applied to observations of dissolved inorganic nitrogen in the Kattegat during the period 1993-1997. Modelling results are shown as maps of the spatial distribution of dissolved inorganic nitrogen (DIN) in 4 weeks, representing the four seasons......, and as time series of DIN at three different locations. However, the model approach could be applied to any space-time point given by a location in the Kattegat area and a week in the 5-year period 1993-1997. The results can be interpreted from a biological and physical point of view. Thus for the specific...
The Extended Fock Basis of Clifford Algebra
Budinich, Marco
2010-01-01
We investigate the properties of the Extended Fock Basis (EFB) of Clifford algebras introduced in [1]. We show that a Clifford algebra can be seen as a direct sum of multiple spinor subspaces that are characterized as being left eigenvectors of $\\Gamma$. We also show that a simple spinor, expressed in Fock basis, can have a maximum number of non zero coordinates that equals the size of the maximal totally null plane (with the notable exception of vectorial spaces with 6 dimensions).
The Extended Fock Basis of Clifford Algebra
2010-01-01
We investigate the properties of the Extended Fock Basis (EFB) of Clifford algebras introduced in [1]. We show that a Clifford algebra can be seen as a direct sum of multiple spinor subspaces that are characterized as being left eigenvectors of \\Gamma. We also show that a simple spinor, expressed in Fock basis, can have a maximum number of non zero coordinates that equals the size of the maximal totally null plane (with the notable exception of vectorial spaces with 6 dimensions).
Stochastic Effects in Computational Biology of Space Radiation Cancer Risk
Cucinotta, Francis A.; Pluth, Janis; Harper, Jane; O'Neill, Peter
2007-01-01
Estimating risk from space radiation poses important questions on the radiobiology of protons and heavy ions. We are considering systems biology models to study radiation induced repair foci (RIRF) at low doses, in which less than one-track on average transverses the cell, and the subsequent DNA damage processing and signal transduction events. Computational approaches for describing protein regulatory networks coupled to DNA and oxidative damage sites include systems of differential equations, stochastic equations, and Monte-Carlo simulations. We review recent developments in the mathematical description of protein regulatory networks and possible approaches to radiation effects simulation. These include robustness, which states that regulatory networks maintain their functions against external and internal perturbations due to compensating properties of redundancy and molecular feedback controls, and modularity, which leads to general theorems for considering molecules that interact through a regulatory mechanism without exchange of matter leading to a block diagonal reduction of the connecting pathways. Identifying rate-limiting steps, robustness, and modularity in pathways perturbed by radiation damage are shown to be valid techniques for reducing large molecular systems to realistic computer simulations. Other techniques studied are the use of steady-state analysis, and the introduction of composite molecules or rate-constants to represent small collections of reactants. Applications of these techniques to describe spatial and temporal distributions of RIRF and cell populations following low dose irradiation are described.
Directory of Open Access Journals (Sweden)
Mourad Kerboua
2014-12-01
Full Text Available We introduce a new notion called fractional stochastic nonlocal condition, and then we study approximate controllability of class of fractional stochastic nonlinear differential equations of Sobolev type in Hilbert spaces. We use Hölder's inequality, fixed point technique, fractional calculus, stochastic analysis and methods adopted directly from deterministic control problems for the main results. A new set of sufficient conditions is formulated and proved for the fractional stochastic control system to be approximately controllable. An example is given to illustrate the abstract results.
Confined Crystal Growth in Space. Deterministic vs Stochastic Vibroconvective Effects
Ruiz, Xavier; Bitlloch, Pau; Ramirez-Piscina, Laureano; Casademunt, Jaume
The analysis of the correlations between characteristics of the acceleration environment and the quality of the crystalline materials grown in microgravity remains an open and interesting question. Acceleration disturbances in space environments usually give rise to effective gravity pulses, gravity pulse trains of finite duration, quasi-steady accelerations or g-jitters. To quantify these disturbances, deterministic translational plane polarized signals have largely been used in the literature [1]. In the present work, we take an alternative approach which models g-jitters in terms of a stochastic process in the form of the so-called narrow-band noise, which is designed to capture the main statistical properties of realistic g-jitters. In particular we compare their effects so single-frequency disturbances. The crystalline quality has been characterized, following previous analyses, in terms of two parameters, the longitudinal and the radial segregation coefficients. The first one averages transversally the dopant distribution, providing continuous longitudinal information of the degree of segregation along the growth process. The radial segregation characterizes the degree of lateral non-uniformity of the dopant in the solid-liquid interface at each instant of growth. In order to complete the description, and because the heat flux fluctuations at the interface have a direct impact on the crystal growth quality -growth striations -the time dependence of a Nusselt number associated to the growing interface has also been monitored. For realistic g-jitters acting orthogonally to the thermal gradient, the longitudinal segregation remains practically unperturbed in all simulated cases. Also, the Nusselt number is not significantly affected by the noise. On the other hand, radial segregation, despite its low magnitude, exhibits a peculiar low-frequency response in all realizations. [1] X. Ruiz, "Modelling of the influence of residual gravity on the segregation in
Stochastic Integration in Banach Spaces using a product structure with partial order
Bierkens, Joris
2009-01-01
Using a multiplicative structure (for example that of a Banach algebra) and a partial order we construct a weak version of a Banach space valued stochastic integral with respect to square integrable martingales.
Analysis of Stochastic Space Frame with Elementary Stiffness Matrix Decomposition Method
Er, G. K.; Lan, S. W.; Iu, V. P.
2010-05-01
The Elementary Stiffness Matrix Decomposition (ESMD) method is employed to analyze the stochastic space frames and further show its efficiency in analyzing stochastic space frames with comparison to the computational efficiency of perturbation method. The mean values and variances of structural responses are obtained with both ESMD method and perturbation method. Numerical results show that the relative computational effort and computer memory needed by ESMD method can be greatly reduced compared to that needed by perturbation method.
Energy Technology Data Exchange (ETDEWEB)
Subalakshmi, R. [Department of Mathematics, Bharathiar University, Coimbatore 641 046 (India)], E-mail: suba.ab.bu@gmail.com; Balachandran, K. [Department of Mathematics, Bharathiar University, Coimbatore 641 046 (India)], E-mail: balachandran_k@lycos.com
2009-11-30
Many practical systems in physical and biological sciences have impulsive dynamical behaviours during the evolution process which can be modeled by impulsive differential equations. This paper studies the approximate controllability properties of nonlinear stochastic impulsive integrodifferential and neutral functional stochastic impulsive integrodifferential equations in Hilbert spaces. Assuming the conditions for the approximate controllability of these linear systems we obtain the sufficient conditions for the approximate controllability of these associated nonlinear stochastic impulsive integrodifferential systems in Hilbert spaces. The results are obtained by using the Nussbaum fixed-point theorem. Finally, two examples are presented to illustrate the utility of the proposed result.
GERMcode: A Stochastic Model for Space Radiation Risk Assessment
Kim, Myung-Hee Y.; Ponomarev, Artem L.; Cucinotta, Francis A.
2012-01-01
A new computer model, the GCR Event-based Risk Model code (GERMcode), was developed to describe biophysical events from high-energy protons and high charge and energy (HZE) particles that have been studied at the NASA Space Radiation Laboratory (NSRL) for the purpose of simulating space radiation biological effects. In the GERMcode, the biophysical description of the passage of HZE particles in tissue and shielding materials is made with a stochastic approach that includes both particle track structure and nuclear interactions. The GERMcode accounts for the major nuclear interaction processes of importance for describing heavy ion beams, including nuclear fragmentation, elastic scattering, and knockout-cascade processes by using the quantum multiple scattering fragmentation (QMSFRG) model. The QMSFRG model has been shown to be in excellent agreement with available experimental data for nuclear fragmentation cross sections. For NSRL applications, the GERMcode evaluates a set of biophysical properties, such as the Poisson distribution of particles or delta-ray hits for a given cellular area and particle dose, the radial dose on tissue, and the frequency distribution of energy deposition in a DNA volume. By utilizing the ProE/Fishbowl ray-tracing analysis, the GERMcode will be used as a bi-directional radiation transport model for future spacecraft shielding analysis in support of Mars mission risk assessments. Recent radiobiological experiments suggest the need for new approaches to risk assessment that include time-dependent biological events due to the signaling times for activation and relaxation of biological processes in cells and tissue. Thus, the tracking of the temporal and spatial distribution of events in tissue is a major goal of the GERMcode in support of the simulation of biological processes important in GCR risk assessments. In order to validate our approach, basic radiobiological responses such as cell survival curves, mutation, chromosomal
Stochastic State Space Modelling of Nonlinear systems - With application to Marine Ecosystems
DEFF Research Database (Denmark)
Møller, Jan Kloppenborg
to conflict with the concept of mass balances. One of the central conclusions of the thesis is that the stochastic formulations should be an integral part of the model formulation. As discrete-time stochastic processes are simpler to handle numerically than continuous-time stochastic processes, I start......This thesis deals with stochastic dynamical systems in discrete and continuous time. Traditionally dynamical systems in continuous time are modelled using Ordinary Differential Equations (ODEs). Even the most complex system of ODEs will not be able to capture every detail of a complex system like...... a natural ecosystem, and hence residual variation between the model and observations will always remain. In stochastic state-space models the residual variation is separated into observation and system noise and a main theme of the thesis is a proper description of the system noise. Additive Gaussian noise...
On the Fock representation of the q-commutation relations
Dykema, K J; Dykema, Ken; Nica, Alexandru
1993-01-01
The q-commutation relations in the title are those that have recently received much attention, and that for -1Fock space of Bozejko-Speicher, and we find a canonical unitary U_q from the twisted Fock space to usual full Fock space, such that U_q R^q (U_q)^* contains the Cuntz algebra R^0, and such that we have equality for |q|<0.44.
Cox, S.G.
2012-01-01
The thesis deals with various aspects of the study of stochastic partial differential equations driven by Gaussian noise. The approach taken is functional analytic rather than probabilistic: the stochastic partial differential equation is interpreted as an ordinary stochastic differential equation i
Szybisz, L.; Zabolitzky, John G.
We describe a Monte-Carlo algorithm to solve exactly the ground-state problem for a system of up to four nucleons interacting via a scalar neutral meson field. The mesonic degrees of freedom are treated exactly without recourse to the potential approximation.
An extended phase-space stochastic quantization of constrained Hamiltonian systems
Energy Technology Data Exchange (ETDEWEB)
Ter-Kazarian, G T [Byurakan Astrophysical Observatory, Byurakan 378433, Aragatsotn District (Armenia); Sobouti, Y [Institute for Advanced Studies in Basic Sciences, Gava Zang, Zanjan, PO Box 45195-159 (Iran, Islamic Republic of)], E-mail: gago-50@yahoo.com, E-mail: sobouti@iasbs.ac.ir
2008-08-08
Having gained some insight into the concept of 'actual and virtual paths' in a phase-space formalism (Sobouti and Nasiri 1993 Int. J. Mod. Phys. B 7 3255, Nasiri et al 2006 J. Math. Phys. 47 092106), in the present paper we address the question of 'extended' phase-space stochastic quantization of Hamiltonian systems with first class holonomic constraints. We present the appropriate Langevin equations, which quantize such constrained systems, and prove the equivalence of the stochastic quantization method with the conventional path-integral gauge measure of Faddeev-Popov quantization.
Mona Lisa:. the Stochastic View and Fractality in Color Space
Pedram, Pouria; Jafari, G. R.
A painting consists of objects which are arranged in specific ways. The art of painting is drawing the objects, which can be considered as known trends, in an expressive manner. Detrended methods are suitable for characterizing the artistic works of the painter by eliminating trends. It means that the study of paintings, regardless of its apparent purpose, as a stochastic process. Multifractal detrended fluctuation analysis is applied to characterize the statistical properties of Mona Lisa, as an instance, to exhibit the fractality of the painting. The results show that Mona Lisa is a long-range correlated and almost behaves similar in various scales.
A Stochastic and State Space Model for Tumour Growth and Applications
Directory of Open Access Journals (Sweden)
Wai-Yuan Tan
2009-01-01
Full Text Available We develop a state space model documenting Gompertz behaviour of tumour growth. The state space model consists of two sub-models: a stochastic system model that is an extension of the deterministic model proposed by Gyllenberg and Webb (1991, and an observation model that is a statistical model based on data for the total number of tumour cells over time. In the stochastic system model we derive through stochastic equations the probability distributions of the numbers of different types of tumour cells. Combining with the statistic model, we use these distribution results to develop a generalized Bayesian method and a Gibbs sampling procedure to estimate the unknown parameters and to predict the state variables (number of tumour cells. We apply these models and methods to real data and to computer simulated data to illustrate the usefulness of the models, the methods, and the procedures.
Stochastic sampling of the RNA structural alignment space
2009-01-01
A novel method is presented for predicting the common secondary structures and alignment of two homologous RNA sequences by sampling the ‘structural alignment’ space, i.e. the joint space of their alignments and common secondary structures. The structural alignment space is sampled according to a pseudo-Boltzmann distribution based on a pseudo-free energy change that combines base pairing probabilities from a thermodynamic model and alignment probabilities from a hidden Markov model. By virtu...
Existence Results for Impulsive Neutral Stochastic Evolution Inclusions in Hilbert Space
Institute of Scientific and Technical Information of China (English)
Han Wen NING; Bin LIU
2011-01-01
This paper is concerned with the existence of mild solutions of a class of impulsive neutral stochastic evolution inclusions in Hilbert space in the case where the right hand side is convex or nonconvex-valued.The results are obtained by using two fixed point theorems for multivalued mappings and evolution system theory.
Representation Theorem for Stochastic Differential Equations in Hilbert Spaces and its Applications
Directory of Open Access Journals (Sweden)
Viorica Mariela Ungureanu
2006-12-01
Full Text Available In this survey we recall the results obtained in [Ungureanu,Electronic Journal of Qualitative Theory of Differential Equations, 2004] where we gave a representation theorem for the solutions of stochastic differential equations in Hilbert spaces. Using this representation theorem we obtained deterministic characterizations of exponential stability and uniform observability in [Ungureanu,Electronic Journal of Qualitative Theory of Differential Equations, 2004], [Ungureanu, Operator Theory: Advances and Applications, Birkhauser Verlag Basel, 2005] and we will prove a result of Datko type concerning the exponential dichotomy of stochastic equations.
Entropic stochastic resonance without external force in oscillatory confined space
Energy Technology Data Exchange (ETDEWEB)
Ding, Huai; Jiang, Huijun; Hou, Zhonghuai, E-mail: hzhlj@ustc.edu.cn [Department of Chemical Physics and Hefei National Laboratory for Physical Sciences at Microscales, iChEM, University of Science and Technology of China, Hefei, Anhui 230026 (China)
2015-05-21
We have studied the dynamics of Brownian particles in a confined geometry of dumbbell-shape with periodically oscillating walls. Entropic stochastic resonance (ESR) behavior, characterizing by a maximum value of the coherent factor Q at some optimal level of noise, is observed even without external periodic force in the horizontal direction, which is necessary for conventional ESR where the wall is static and the particle is subjected to the force. Interestingly, the ESR can be remarkably enhanced by the particle gravity G, in contrast to the conventional case. In addition, Q decreases (increases) with G in the small (large) noise limit, respectively, while it non-monotonically changes with G for moderate noise levels. We have applied an effective 1D coarsening description to illustrate such a nontrivial dependence on G, by investigating the property of the 1D effective potential of entropic nature and paying special attention to the excess part resulting from the boundary oscillation. Dependences of the ESR strength with other related parameters are also discussed.
Energy Technology Data Exchange (ETDEWEB)
Laslett, L. Jackson.
1974-05-01
Detailed examination of computed particle trajectories has revealed a complexity and disorder that is of increasing interest to accelerator specialists. To introduce this topic, the author would like you to consider for a moment the analysis of synchrotron oscillations for a particle in a coasting beam, regarded as a problem in one degree of freedom. A simple analysis replaces the electric field of the RF-v cavity system by a traveling wave, having the speed of a synchronous reference particle, and leads to a pair of differential equations of the form dy/dn = -K sin {pi}x, (1A) where y measures the fractional departure of energy from the reference value {pi}x measures the electrical phase angle at which the particle traverses the cavity, and K is proportional to the cavity voltage; and dx/dn = {lambda}{prime}y, (1b) in which {lambda}{prime} is proportional to the change of revolution period with respect to particle energy. It will be recognized that these equations can be derived from a Hamiltonian function H = (1/2){lambda}{prime}y{sup 2}-(K/{pi})cos {pi}x. (2) Because this Hamiltonian function does not contain the independent variable explicitly, it will constitute a constant of the motion and possible trajectories in the x,y phase space will be just the curves defined by H = Constant, namely the familiar simple curves in phase space that are characteristic of a physical (non-linear) pendulum.
Spatial and space-time correlations in systems of subpopulations with stochastic migration.
Epperson, B K
1994-10-01
The great majority of models of the population genetics of subdivided populations have made the simplifying assumption that the gene frequencies in migrant groups are deterministic. The present paper examines models which more closely mimic natural conditions, in which the gene frequencies in migrant groups are subject to stochastic effects. It is shown that some types of stochastic migration can cause dramatic changes in spatial correlations and variance. These changes depend on how the stochastic migration effects in the gene frequency recursion equations are shared among nearby subpopulations during the same generation. Only for cases where the effects are completely unshared are the equilibrium spatial and space-time correlations among adult subpopulations unaffected, but the variance is always inflated. The analyses here use novel methods, by recasting population genetic migration-drift models as space-time autoregressive moving average (STARMA) processes. Recent theorems for STARMA processes are employed for finding the spatial correlations, and for the first time in population genetics theory the complete set of space-time correlations, for systems with general patterns of migration rates and numbers of spatial dimensions. The space-time correlations provide a uniquely detailed description of a system, and thus form a link between observed spatial autocorrelation statistics and the underlying space-time population genetic process. STARMA theoretical processes have direct statistical analogues that can be applied for process identification, parameter estimation, model fitting, and forecasting in real systems.
A stochastic space-time model for intermittent precipitation occurrences
Sun, Ying
2016-01-28
Modeling a precipitation field is challenging due to its intermittent and highly scale-dependent nature. Motivated by the features of high-frequency precipitation data from a network of rain gauges, we propose a threshold space-time t random field (tRF) model for 15-minute precipitation occurrences. This model is constructed through a space-time Gaussian random field (GRF) with random scaling varying along time or space and time. It can be viewed as a generalization of the purely spatial tRF, and has a hierarchical representation that allows for Bayesian interpretation. Developing appropriate tools for evaluating precipitation models is a crucial part of the model-building process, and we focus on evaluating whether models can produce the observed conditional dry and rain probabilities given that some set of neighboring sites all have rain or all have no rain. These conditional probabilities show that the proposed space-time model has noticeable improvements in some characteristics of joint rainfall occurrences for the data we have considered.
Modeling irregularly spaced residual series as a continuous stochastic process
Von Asmuth, J.R.; Bierkens, M.F.P.
2005-01-01
In this paper, the background and functioning of a simple but effective continuous time approach for modeling irregularly spaced residual series is presented. The basic equations were published earlier by von Asmuth et al. (2002), who used them as part of a continuous time transfer function noise mo
Fock expansion of multimode pure Gaussian states
Energy Technology Data Exchange (ETDEWEB)
Cariolaro, Gianfranco; Pierobon, Gianfranco, E-mail: gianfranco.pierobon@unipd.it [Università di Padova, Padova (Italy)
2015-12-15
The Fock expansion of multimode pure Gaussian states is derived starting from their representation as displaced and squeezed multimode vacuum states. The approach is new and appears to be simpler and more general than previous ones starting from the phase-space representation given by the characteristic or Wigner function. Fock expansion is performed in terms of easily evaluable two-variable Hermite–Kampé de Fériet polynomials. A relatively simple and compact expression for the joint statistical distribution of the photon numbers in the different modes is obtained. In particular, this result enables one to give a simple characterization of separable and entangled states, as shown for two-mode and three-mode Gaussian states.
2000-01-01
We propose in this paper two methods to compute Markovian bounds for monotone functions of a discrete time homogeneous Markov chain evolving in a totally ordered state space. The main interest of such methods is to propose algorithms to simplify analysis of transient characteristics such as the output process of a queue, or sojourn time in a subset of states. Construction of bounds are based on two kinds of results: well-known results on stochastic comparison between Markov cha...
Directory of Open Access Journals (Sweden)
Nataliya Chukhrova
2017-05-01
Full Text Available This paper gives a detailed overview of the current state of research in relation to the use of state space models and the Kalman-filter in the field of stochastic claims reserving. Most of these state space representations are matrix-based, which complicates their applications. Therefore, to facilitate the implementation of state space models in practice, we present a scalar state space model for cumulative payments, which is an extension of the well-known chain ladder (CL method. The presented model is distribution-free, forms a basis for determining the entire unobservable lower and upper run-off triangles and can easily be applied in practice using the Kalman-filter for prediction, filtering and smoothing of cumulative payments. In addition, the model provides an easy way to find outliers in the data and to determine outlier effects. Finally, an empirical comparison of the scalar state space model, promising prior state space models and some popular stochastic claims reserving methods is performed.
Das, Iswar; Kumar, Gaurav; Stein, Alfred; Bagchi, Arunabha; Dadhwal, Vinay K
2011-07-01
Little is known about the quantitative vulnerability analysis to landslides as not many attempts have been made to assess it comprehensively. This study assesses the spatio-temporal vulnerability of elements at risk to landslides in a stochastic framework. The study includes buildings, persons inside buildings, and traffic as elements at risk to landslides. Building vulnerability is the expected damage and depends on the position of a building with respect to the landslide hazard at a given time. Population and vehicle vulnerability are the expected death toll in a building and vehicle damage in space and time respectively. The study was carried out in a road corridor in the Indian Himalayas that is highly susceptible to landslides. Results showed that 26% of the buildings fall in the high and very high vulnerability categories. Population vulnerability inside buildings showed a value >0.75 during 0800 to 1000 hours and 1600 to 1800 hours in more buildings that other times of the day. It was also observed in the study region that the vulnerability of vehicle is above 0.6 in half of the road stretches during 0800 hours to 1000 hours and 1600 to 1800 hours due to high traffic density on the road section. From this study, we conclude that the vulnerability of an element at risk to landslide is a space and time event, and can be quantified using stochastic modeling. Therefore, the stochastic vulnerability modeling forms the basis for a quantitative landslide risk analysis and assessment.
Mean-Field Backward Stochastic Evolution Equations in Hilbert Spaces and Optimal Control for BSPDEs
Directory of Open Access Journals (Sweden)
Ruimin Xu
2014-01-01
Full Text Available We obtain the existence and uniqueness result of the mild solutions to mean-field backward stochastic evolution equations (BSEEs in Hilbert spaces under a weaker condition than the Lipschitz one. As an intermediate step, the existence and uniqueness result for the mild solutions of mean-field BSEEs under Lipschitz condition is also established. And then a maximum principle for optimal control problems governed by backward stochastic partial differential equations (BSPDEs of mean-field type is presented. In this control system, the control domain need not to be convex and the coefficients, both in the state equation and in the cost functional, depend on the law of the BSPDE as well as the state and the control. Finally, a linear-quadratic optimal control problem is given to explain our theoretical results.
Stochastic modeling of hypervelocity impacts in attitude propagation of space debris
Sagnières, Luc B. M.; Sharf, Inna
2017-02-01
Bombardment of orbital debris and micrometeoroids on active and inoperative satellites is becoming an increasing threat to space operations and has significant consequences on space missions. Concerns with orbital debris have led agencies to start developing debris removal missions and knowing a target's rotational parameters ahead of time is crucial to the eventual success of such a mission. A new method is proposed, enabling the inclusion of hypervelocity impacts into spacecraft attitude propagation models by considering the transfer of angular momentum from collisions as a stochastic jump process. Furthermore, the additional momentum transfer due to ejecta created during these hypervelocity impacts, an effect known as momentum enhancement, is considered. In order to assess the importance of collisions on attitude propagation, the developed model is applied to two pieces of space debris by using impact fluxes from ESA's Meteoroid and Space Debris Terrestrial Environment Reference (MASTER) model.
A Stochastic Fractional Dynamics Model of Space-time Variability of Rain
Kundu, Prasun K.; Travis, James E.
2013-01-01
Rainfall varies in space and time in a highly irregular manner and is described naturally in terms of a stochastic process. A characteristic feature of rainfall statistics is that they depend strongly on the space-time scales over which rain data are averaged. A spectral model of precipitation has been developed based on a stochastic differential equation of fractional order for the point rain rate, that allows a concise description of the second moment statistics of rain at any prescribed space-time averaging scale. The model is thus capable of providing a unified description of the statistics of both radar and rain gauge data. The underlying dynamical equation can be expressed in terms of space-time derivatives of fractional orders that are adjusted together with other model parameters to fit the data. The form of the resulting spectrum gives the model adequate flexibility to capture the subtle interplay between the spatial and temporal scales of variability of rain but strongly constrains the predicted statistical behavior as a function of the averaging length and times scales. We test the model with radar and gauge data collected contemporaneously at the NASA TRMM ground validation sites located near Melbourne, Florida and in Kwajalein Atoll, Marshall Islands in the tropical Pacific. We estimate the parameters by tuning them to the second moment statistics of radar data. The model predictions are then found to fit the second moment statistics of the gauge data reasonably well without any further adjustment.
Huang, Dong; Knyazikhin, Yuri; Wang, Weile; Deering, Donald W,; Stenberg, Pauline; Shabanov, Nikolay; Tan, Bin; Myneni, Ranga B.
2008-01-01
Radiation reflected from vegetation canopies exhibits high spatial variation. Satellite-borne sensors measure the mean intensities emanating from heterogeneous vegetated pixels. The theory of radiative transfer in stochastic media provides the most logical linkage between satellite observations and the three-dimensional canopy structure through a closed system of simple equations which contains the mean intensity and higher statistical moments directly as its unknowns. Although this theory has been a highly active research field in recent years, its potential for satellite remote sensing of vegetated surfaces has not been fully realized because of the lack of models of a canopy pair-correlation function that the stochastic radiative transfer equations require. The pair correlation function is defined as the probability of finding simultaneously phytoelements at two points. This paper presents analytical and Monte Carlo generated pair correlation functions. Theoretical and numerical analyses show that the spatial correlation between phytoelements is primarily responsible for the effects of the three-dimensional canopy structure on canopy reflective and absorptive properties. The pair correlation function, therefore, is the most natural and physically meaningful measure of the canopy structure over a wide range of scales. The stochastic radiative transfer equations naturally admit this measure and thus provide a powerful means to investigate the three-dimensional canopy structure from space. Canopy reflectances predicted by the stochastic equations are assessed by comparisons with the PARABOLA measurements from coniferous and broadleaf forest stands in the BOREAS Southern Study Areas. The pair correlation functions are derived from data on tree structural parameters collected during field campaigns conducted at these sites. The simulated canopy reflectances compare well with the PARABOLA data.
Huang, Dong; Knyazikhin, Yuri; Wang, Weile; Deering, Donald W,; Stenberg, Pauline; Shabanov, Nikolay; Tan, Bin; Myneni, Ranga B.
2008-01-01
Radiation reflected from vegetation canopies exhibits high spatial variation. Satellite-borne sensors measure the mean intensities emanating from heterogeneous vegetated pixels. The theory of radiative transfer in stochastic media provides the most logical linkage between satellite observations and the three-dimensional canopy structure through a closed system of simple equations which contains the mean intensity and higher statistical moments directly as its unknowns. Although this theory has been a highly active research field in recent years, its potential for satellite remote sensing of vegetated surfaces has not been fully realized because of the lack of models of a canopy pair-correlation function that the stochastic radiative transfer equations require. The pair correlation function is defined as the probability of finding simultaneously phytoelements at two points. This paper presents analytical and Monte Carlo generated pair correlation functions. Theoretical and numerical analyses show that the spatial correlation between phytoelements is primarily responsible for the effects of the three-dimensional canopy structure on canopy reflective and absorptive properties. The pair correlation function, therefore, is the most natural and physically meaningful measure of the canopy structure over a wide range of scales. The stochastic radiative transfer equations naturally admit this measure and thus provide a powerful means to investigate the three-dimensional canopy structure from space. Canopy reflectances predicted by the stochastic equations are assessed by comparisons with the PARABOLA measurements from coniferous and broadleaf forest stands in the BOREAS Southern Study Areas. The pair correlation functions are derived from data on tree structural parameters collected during field campaigns conducted at these sites. The simulated canopy reflectances compare well with the PARABOLA data.
Institute of Scientific and Technical Information of China (English)
无
2001-01-01
This paper is concerned with the existence and uniqueness of solution for a class of stochastic functional equation: X =～φ (X), where ～φ: B → B and B is a Banach space consisted of all left-continuous. (Ft)-adapted processes. Also, the main result is applied to some S.D.E (or S.I.E.). And the authors adopted some of the results in current research in the models of stochastic control recently. This paper proves the existence and uniquence and uniqueness of solution for stochastic functional equation. A series of corollaries are deduced from the special examples of the theorems in this paper.
Broadband strong motion simulation in layered half-space using stochastic Green's function technique
Hisada, Y.
2008-04-01
The stochastic Green’s function method, which simulates one component of the far-field S-waves from an extended fault plane at high frequencies (Kamae et al., J Struct Constr Eng Trans AIJ, 430:1 9, 1991), is extended to simulate the three components of the full waveform in layered half-spaces for broadband frequency range. The method firstly computes ground motions from small earthquakes, which correspond to the ruptures of sub-faults on a fault plane of a large earthquake, and secondly constructs the strong motions of the large earthquake by superposing the small ground motions using the empirical Green’s function technique (e.g., Irikura, Proc 7th Japan Earthq Eng Symp, 151 156, 1986). The broadband stochastic omega-square model is proposed as the moment rate functions of the small earthquakes, in which random and zero phases are used at higher and lower frequencies, respectively. The zero phases are introduced to simulate a smooth ramp function of the moment function with the duration of 1/fc s (fc: the corner frequency) and to reproduce coherent strong motions at low frequencies (i.e., the directivity pulse). As for the radiation coefficients, the theoretical values of double couple sources for lower frequencies and the theoretical isotropic values for the P-, SV-, and SH-waves (Onishi and Horike, J Struct Constr Eng Trans AIJ, 586:37 44, 2004) for high frequencies are used. The proposed method uses the theoretical Green’s functions of layered half-spaces instead of the far-field S-waves, which reproduce the complete waves including the direct and reflected P- and S-waves and surface waves at broadband frequencies. Finally, the proposed method is applied to the 1994 Northridge earthquake, and results show excellent agreement with the observation records at broadband frequencies. At the same time, the method still needs improvements especially because it underestimates the high-frequency vertical components in the near fault range. Nonetheless, the method
Representations Of The Super-virasoro Algebra fock Representations
Polychronidis, V J
1999-01-01
In this dissertation the complete classification of the Super- Virasoro modules M (h, c) of the Neveu-Schwarz and Ramond algebras is constructed. A family of representations F p, po of the Neveu- Schwarz and Ramond algebras, which generalize the Fock representations of the Virasoro algebra, is constructed. The Felder's construction of Fock space resolutions for the Virasoro minimal models is generalized in the Super-Virasoro minimal models case. In particular, a two-sided resolution of the irreducible Super-Verma module L( h, c) of the Neveu- Schwarz algebra is provided. --- 8 --- AN
Ma, Chihua; Luciani, Timothy; Terebus, Anna; Liang, Jie; Marai, G Elisabeta
2017-02-15
Visualizing the complex probability landscape of stochastic gene regulatory networks can further biologists' understanding of phenotypic behavior associated with specific genes. We present PRODIGEN (PRObability DIstribution of GEne Networks), a web-based visual analysis tool for the systematic exploration of probability distributions over simulation time and state space in such networks. PRODIGEN was designed in collaboration with bioinformaticians who research stochastic gene networks. The analysis tool combines in a novel way existing, expanded, and new visual encodings to capture the time-varying characteristics of probability distributions: spaghetti plots over one dimensional projection, heatmaps of distributions over 2D projections, enhanced with overlaid time curves to display temporal changes, and novel individual glyphs of state information corresponding to particular peaks. We demonstrate the effectiveness of the tool through two case studies on the computed probabilistic landscape of a gene regulatory network and of a toggle-switch network. Domain expert feedback indicates that our visual approach can help biologists: 1) visualize probabilities of stable states, 2) explore the temporal probability distributions, and 3) discover small peaks in the probability landscape that have potential relation to specific diseases.
A real-space stochastic density matrix approach for density functional electronic structure.
Beck, Thomas L
2015-12-21
The recent development of real-space grid methods has led to more efficient, accurate, and adaptable approaches for large-scale electrostatics and density functional electronic structure modeling. With the incorporation of multiscale techniques, linear-scaling real-space solvers are possible for density functional problems if localized orbitals are used to represent the Kohn-Sham energy functional. These methods still suffer from high computational and storage overheads, however, due to extensive matrix operations related to the underlying wave function grid representation. In this paper, an alternative stochastic method is outlined that aims to solve directly for the one-electron density matrix in real space. In order to illustrate aspects of the method, model calculations are performed for simple one-dimensional problems that display some features of the more general problem, such as spatial nodes in the density matrix. This orbital-free approach may prove helpful considering a future involving increasingly parallel computing architectures. Its primary advantage is the near-locality of the random walks, allowing for simultaneous updates of the density matrix in different regions of space partitioned across the processors. In addition, it allows for testing and enforcement of the particle number and idempotency constraints through stabilization of a Feynman-Kac functional integral as opposed to the extensive matrix operations in traditional approaches.
Superintegrability of the Fock-Darwin system
Drigho-Filho, E.; Kuru, Ş.; Negro, J.; Nieto, L. M.
2017-08-01
The Fock-Darwin system is analyzed from the point of view of its symmetry properties in the quantum and classical frameworks. The quantum Fock-Darwin system is known to have two sets of ladder operators, a fact which guarantees its solvability. We show that for rational values of the quotient of two relevant frequencies, this system is superintegrable, the quantum symmetries being responsible for the degeneracy of the energy levels. These symmetries are of higher order and close a polynomial algebra. In the classical case, the ladder operators are replaced by ladder functions and the symmetries by constants of motion. We also prove that the rational classical system is superintegrable and its trajectories are closed. The constants of motion are also generators of symmetry transformations in the phase space that have been integrated for some special cases. These transformations connect different trajectories with the same energy. The coherent states of the quantum superintegrable system are found and they reproduce the closed trajectories of the classical one.
Restricted phase-space approximation in real-time stochastic quantization
Anzaki, Ryoji; Hidaka, Yoshimasa; Oka, Takashi
2014-01-01
We perform and extend real-time numerical simulation of a scalar quantum field theory using stochastic quantization. After a brief review of the quantization method, we calculate the propagator and the perturbative series and compare with analytical results. This is a first step toward general applications, and we focus only on the vacuum properties of the theory; this enables us to handle the boundary condition by the $i\\epsilon$ prescription. Then, we explicitly check the convergence and solve the differential equation in frequency space. For clarity we drop the spatial-derivative terms and make a comparison between our results and the numerically exact results obtained by diagonalization of the Hamiltonian. While we can control stability of the numerical simulation for any coupling strength, our results turn out to flow into an unphysical attractor if the simulation is out of the weak-coupling regime. We propose a simple truncation scheme to incorporate the interaction terms, which we name the "restricted ...
A Numerical Approximation Framework for the Stochastic Linear Quadratic Regulator on Hilbert Spaces
Energy Technology Data Exchange (ETDEWEB)
Levajković, Tijana, E-mail: tijana.levajkovic@uibk.ac.at, E-mail: t.levajkovic@sf.bg.ac.rs; Mena, Hermann, E-mail: hermann.mena@uibk.ac.at [University of Innsbruck, Department of Mathematics (Austria); Tuffaha, Amjad, E-mail: atufaha@aus.edu [American University of Sharjah, Department of Mathematics (United Arab Emirates)
2017-06-15
We present an approximation framework for computing the solution of the stochastic linear quadratic control problem on Hilbert spaces. We focus on the finite horizon case and the related differential Riccati equations (DREs). Our approximation framework is concerned with the so-called “singular estimate control systems” (Lasiecka in Optimal control problems and Riccati equations for systems with unbounded controls and partially analytic generators: applications to boundary and point control problems, 2004) which model certain coupled systems of parabolic/hyperbolic mixed partial differential equations with boundary or point control. We prove that the solutions of the approximate finite-dimensional DREs converge to the solution of the infinite-dimensional DRE. In addition, we prove that the optimal state and control of the approximate finite-dimensional problem converge to the optimal state and control of the corresponding infinite-dimensional problem.
Stochastic availability analysis of operational data systems in the Deep Space Network
Issa, T. N.
1991-01-01
Existing availability models of standby redundant systems consider only an operator's performance and its interaction with the hardware performance. In the case of operational data systems in the Deep Space Network (DSN), in addition to an operator system interface, a controller reconfigures the system and links a standby unit into the network data path upon failure of the operating unit. A stochastic (Markovian) process technique is used to model and analyze the availability performance and occurrence of degradation due to partial failures are quantitatively incorporated into the model. Exact expressions of the steady state availability and proportion degraded performance measures are derived for the systems under study. The interaction among the hardware, operator, and controller performance parameters and that interaction's effect on data availability are evaluated and illustrated for an operational data processing system.
Pacheco-Bicudo-Cabral de Melo, J; Pace, E; Salmè, G
2006-01-01
The simultaneous investigation of the pion electromagnetic form factor in the space- and time-like regions within a light-front model allows one to address the issue of non-valence components of the pion and photon wave functions. Our relativistic approach is based on a microscopic vector meson dominance (VMD) model for the dressed vertex where a photon decays in a quark-antiquark pair, and on a simple parametrization for the emission or absorption of a pion by a quark. The results show an excellent agreement in the space like region up to -10 $(GeV/c)^2$, while in time-like region the model produces reasonable results up to 10 $(GeV/c)^2$.
Hsia, Wei-Shen
1987-01-01
A stochastic control model of the NASA/MSFC Ground Facility for Large Space Structures (LSS) control verification through Maximum Entropy (ME) principle adopted in Hyland's method was presented. Using ORACLS, a computer program was implemented for this purpose. Four models were then tested and the results presented.
Linear-scaling and parallelizable algorithms for stochastic quantum chemistry
Booth, George H; Alavi, Ali
2013-01-01
For many decades, quantum chemical method development has been dominated by algorithms which involve increasingly complex series of tensor contractions over one-electron orbital spaces. Procedures for their derivation and implementation have evolved to require the minimum amount of logic and rely heavily on computationally efficient library-based matrix algebra and optimized paging schemes. In this regard, the recent development of exact stochastic quantum chemical algorithms to reduce computational scaling and memory overhead requires a contrasting algorithmic philosophy, but one which when implemented efficiently can often achieve higher accuracy/cost ratios with small random errors. Additionally, they can exploit the continuing trend for massive parallelization which hinders the progress of deterministic high-level quantum chemical algorithms. In the Quantum Monte Carlo community, stochastic algorithms are ubiquitous but the discrete Fock space of quantum chemical methods is often unfamiliar, and the metho...
Ruess, Jakob
2015-12-28
Many stochastic models of biochemical reaction networks contain some chemical species for which the number of molecules that are present in the system can only be finite (for instance due to conservation laws), but also other species that can be present in arbitrarily large amounts. The prime example of such networks are models of gene expression, which typically contain a small and finite number of possible states for the promoter but an infinite number of possible states for the amount of mRNA and protein. One of the main approaches to analyze such models is through the use of equations for the time evolution of moments of the chemical species. Recently, a new approach based on conditional moments of the species with infinite state space given all the different possible states of the finite species has been proposed. It was argued that this approach allows one to capture more details about the full underlying probability distribution with a smaller number of equations. Here, I show that the result that less moments provide more information can only stem from an unnecessarily complicated description of the system in the classical formulation. The foundation of this argument will be the derivation of moment equations that describe the complete probability distribution over the finite state space but only low-order moments over the infinite state space. I will show that the number of equations that is needed is always less than what was previously claimed and always less than the number of conditional moment equations up to the same order. To support these arguments, a symbolic algorithm is provided that can be used to derive minimal systems of unconditional moment equations for models with partially finite state space.
Ruess, Jakob
2015-12-01
Many stochastic models of biochemical reaction networks contain some chemical species for which the number of molecules that are present in the system can only be finite (for instance due to conservation laws), but also other species that can be present in arbitrarily large amounts. The prime example of such networks are models of gene expression, which typically contain a small and finite number of possible states for the promoter but an infinite number of possible states for the amount of mRNA and protein. One of the main approaches to analyze such models is through the use of equations for the time evolution of moments of the chemical species. Recently, a new approach based on conditional moments of the species with infinite state space given all the different possible states of the finite species has been proposed. It was argued that this approach allows one to capture more details about the full underlying probability distribution with a smaller number of equations. Here, I show that the result that less moments provide more information can only stem from an unnecessarily complicated description of the system in the classical formulation. The foundation of this argument will be the derivation of moment equations that describe the complete probability distribution over the finite state space but only low-order moments over the infinite state space. I will show that the number of equations that is needed is always less than what was previously claimed and always less than the number of conditional moment equations up to the same order. To support these arguments, a symbolic algorithm is provided that can be used to derive minimal systems of unconditional moment equations for models with partially finite state space.
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
In this paper, the stochastic flow of mappings generated by a Feller convolution semigroup on a compact metric space is studied. This kind of flow is the generalization of superprocesses of stochastic flows and stochastic diffeomorphism induced by the strong solutions of stochastic differential equations.
Nerini, Daniele; Besic, Nikola; Sideris, Ioannis; Germann, Urs; Foresti, Loris
2017-06-01
In this paper we present a non-stationary stochastic generator for radar rainfall fields based on the short-space Fourier transform (SSFT). The statistical properties of rainfall fields often exhibit significant spatial heterogeneity due to variability in the involved physical processes and influence of orographic forcing. The traditional approach to simulate stochastic rainfall fields based on the Fourier filtering of white noise is only able to reproduce the global power spectrum and spatial autocorrelation of the precipitation fields. Conceptually similar to wavelet analysis, the SSFT is a simple and effective extension of the Fourier transform developed for space-frequency localisation, which allows for using windows to better capture the local statistical structure of rainfall. The SSFT is used to generate stochastic noise and precipitation fields that replicate the local spatial correlation structure, i.e. anisotropy and correlation range, of the observed radar rainfall fields. The potential of the stochastic generator is demonstrated using four precipitation cases observed by the fourth generation of Swiss weather radars that display significant non-stationarity due to the coexistence of stratiform and convective precipitation, differential rotation of the weather system and locally varying anisotropy. The generator is verified in its ability to reproduce both the global and the local Fourier power spectra of the precipitation field. The SSFT-based stochastic generator can be applied and extended to improve the probabilistic nowcasting of precipitation, design storm simulation, stochastic numerical weather prediction (NWP) downscaling, and also for other geophysical applications involving the simulation of complex non-stationary fields.
Generation of Fock states in a superconducting quantum circuit.
Hofheinz, Max; Weig, E M; Ansmann, M; Bialczak, Radoslaw C; Lucero, Erik; Neeley, M; O'Connell, A D; Wang, H; Martinis, John M; Cleland, A N
2008-07-17
Spin systems and harmonic oscillators comprise two archetypes in quantum mechanics. The spin-1/2 system, with two quantum energy levels, is essentially the most nonlinear system found in nature, whereas the harmonic oscillator represents the most linear, with an infinite number of evenly spaced quantum levels. A significant difference between these systems is that a two-level spin can be prepared in an arbitrary quantum state using classical excitations, whereas classical excitations applied to an oscillator generate a coherent state, nearly indistinguishable from a classical state. Quantum behaviour in an oscillator is most obvious in Fock states, which are states with specific numbers of energy quanta, but such states are hard to create. Here we demonstrate the controlled generation of multi-photon Fock states in a solid-state system. We use a superconducting phase qubit, which is a close approximation to a two-level spin system, coupled to a microwave resonator, which acts as a harmonic oscillator, to prepare and analyse pure Fock states with up to six photons. We contrast the Fock states with coherent states generated using classical pulses applied directly to the resonator.
Fock model and Segal-Bargmann transform for minimal representations of Hermitian Lie groups
DEFF Research Database (Denmark)
Hilgert, Joachim; Kobayashi, Toshiyuki; Möllers, Jan;
2012-01-01
For any Hermitian Lie group G of tube type we construct a Fock model of its minimal representation. The Fock space is defined on the minimal nilpotent K_C-orbit X in p_C and the L^2-inner product involves a K-Bessel function as density. Here K is a maximal compact subgroup of G, and g_C=k_C+p_C i...... intertwines the Schroedinger and Fock model. Its kernel involves the same I-Bessel function. Using the Segal--Bargmann transform we also determine the integral kernel of the unitary inversion operator in the Schroedinger model which is given by a J-Bessel function....
Møller, Jan Kloppenborg; Bergmann, Kirsten Riber; Christiansen, Lasse Engbo; Madsen, Henrik
2012-07-21
In the present study, bacterial growth in a rich media is analysed in a Stochastic Differential Equation (SDE) framework. It is demonstrated that the SDE formulation and smoothened state estimates provide a systematic framework for data driven model improvements, using random walk hidden states. Bacterial growth is limited by the available substrate and the inclusion of diffusion must obey this natural restriction. By inclusion of a modified logistic diffusion term it is possible to introduce a diffusion term flexible enough to capture both the growth phase and the stationary phase, while concentration is restricted to the natural state space (substrate and bacteria non-negative). The case considered is the growth of Salmonella and Enterococcus in a rich media. It is found that a hidden state is necessary to capture the lag phase of growth, and that a flexible logistic diffusion term is needed to capture the random behaviour of the growth model. Further, it is concluded that the Monod effect is not needed to capture the dynamics of bacterial growth in the data presented.
Robust maximum likelihood estimation for stochastic state space model with observation outliers
AlMutawa, J.
2016-08-01
The objective of this paper is to develop a robust maximum likelihood estimation (MLE) for the stochastic state space model via the expectation maximisation algorithm to cope with observation outliers. Two types of outliers and their influence are studied in this paper: namely,the additive outlier (AO) and innovative outlier (IO). Due to the sensitivity of the MLE to AO and IO, we propose two techniques for robustifying the MLE: the weighted maximum likelihood estimation (WMLE) and the trimmed maximum likelihood estimation (TMLE). The WMLE is easy to implement with weights estimated from the data; however, it is still sensitive to IO and a patch of AO outliers. On the other hand, the TMLE is reduced to a combinatorial optimisation problem and hard to implement but it is efficient to both types of outliers presented here. To overcome the difficulty, we apply the parallel randomised algorithm that has a low computational cost. A Monte Carlo simulation result shows the efficiency of the proposed algorithms. An earlier version of this paper was presented at the 8th Asian Control Conference, Kaohsiung, Taiwan, 2011.
Prykarpatski, A. K.; Bogolubov, N. N.
2017-01-01
A quantum fermionic massless charged particle self-intercating with its own self-generated bosonic electromagnetic field is reanalyzed in the framework of the Fock many-temporal and Feynman proper time approaches. The self-interaction phenomenon structure is discussed within the renormalized quantum Fock space. The quantum electromagnetic charged particle mass origin is suggested.
Realization of Quantum Circuits in Fock Space
Institute of Scientific and Technical Information of China (English)
MA Lei; LI Yun
2004-01-01
In this letter, by using the method we offered in our paper [L. Ma and Y.D. Zhang, Commun. Theor. Phys.(Beijing, China) 36 (2001) 119], some extended quantum logic gates, such as quantum counter, quantum adder, are studied and their expressions are given. It may be useful for us to study the more complicated quantum logic circuits deeply.
Directory of Open Access Journals (Sweden)
Shnoll S. E.
2006-04-01
Full Text Available This is a survey of the fine structure stochastic distributions in measurements obtained by me over 50 years. It is shown: (1 The forms of the histograms obtained at each geographic point (at each given moment of time are similar with high probability, even if we register phenomena of completely different nature — from biochemical reactions to the noise in a gravitational antenna, or α-decay. (2 The forms of the histograms change with time. The iterations of the same form have the periods of the stellar day (1.436 min, the solar day (1.440 min, the calendar year (365 solar days, and the sidereal year (365 solar days plus 6 hours and 9 min. (3 At the same instants of the local time, at different geographic points, the forms of the histograms are the same, with high probability. (4 The forms of the histograms depend on the locations of the Moon and the Sun with respect to the horizon. (5 All the facts are proof of the dependance of the form of the histograms on the location of the measured objects with respect to stars, the Sun, and the Moon. (6 At the instants of New Moon and the maxima of solar eclipses there are specific forms of the histograms. (7 It is probable that the observed correlations are not connected to flow power changes (the changes of the gravity force — we did not find the appropriate periods in changes in histogram form. (8 A sharp anisotropy of space was discovered, registered by α-decay detectors armed with collimators. Observations at 54◦ North (the collimator was pointed at the Pole Star showed no day-long periods, as was also the case for observations at 82◦ North, near the Pole. Histograms obtained by observations with an Easterly-directed collimator were determined every 718 minutes (half stellar day and with observations using a Westerly-directed collimator. (9 Collimators rotating counter-clockwise, in parallel with the celestial equator, gave the probability of changes in histograms as the number of the
Directory of Open Access Journals (Sweden)
Shnoll S. E.
2006-04-01
Full Text Available This is a survey of the fine structure stochastic distributions in measurements obtained by me over 50 years. It is shown: (1 The forms of the histograms obtained at each geographic point (at each given moment of time are similar with high probability, even if we register phenomena of completely different nature --- from biochemical reactions to the noise in a gravitational antenna, or alpha-decay. (2 The forms of the histograms change with time. The iterations of the same form have the periods of the stellar day (1.436 min, the solar day (1.440 min, the calendar year (365 solar days, and the sidereal year (365 solar days plus 6 hours and 9 min. (3 At the same instants of the local time, at different geographic points, the forms of the histograms are the same, with high probability. (4 The forms of the histograms depend on the locations of the Moon and the Sun with respect to the horizon. (5 All the facts are proof of the dependance of the form of the histograms on the location of the measured objects with respect to stars, the Sun, and the Moon. (6 At the instants of New Moon and the maxima of solar eclipses there are specific forms of the histograms. (7 It is probable that the observed correlations are not connected to flow power changes (the changes of the gravity force --- we did not find the appropriate periods in changes in histogram form. (8 A sharp anisotropy of space was discovered, registered by alpha-decay detectors armed with collimators. Observations at 54 North (the collimator was pointed at the Pole Star showed no day-long periods, as was also the case for observations at 82 North, near the Pole. Histograms obtained by observations with an Easterly-directed collimator were determined every 718 minutes (half stellar day and with observations using a Westerly-directed collimator. (9 Collimators rotating counter-clockwise, in parallel with the celestial equator, gave the probability of changes in histograms as the number of the
A multi-objective stochastic approach to combinatorial technology space exploration
Patel, Chirag B.
Historically, aerospace development programs have frequently been marked by performance shortfalls, cost growth, and schedule slippage. New technologies included in systems are considered to be one of the major sources of this programmatic risk. Decisions regarding the choice of technologies to include in a design are therefore crucial for a successful development program. This problem of technology selection is a challenging exercise in multi-objective decision making. The complexity of this selection problem is compounded by the geometric growth of the combinatorial space with the number of technologies being considered and the uncertainties inherent in the knowledge of the technological attributes. These problems are not typically addressed in the selection methods employed in common practice. Consequently, a method is desired to aid the selection of technologies for complex systems design with consideration of the combinatorial complexity, multi-dimensionality, and the presence of uncertainties. Several categories of techniques are explored to address the shortcomings of current approaches and to realize the goal of an efficient and effective combinatorial technology space exploration method. For the multi-objective decision making, a posteriori preference articulation is implemented. To realize this, a stochastic algorithm for Pareto optimization is formulated based on the concepts of SPEA2. Techniques to address the uncertain nature of technology impact on the system are also examined. Monte Carlo simulations using the surrogate models are used for uncertainty quantification. The concepts of graph theory are used for modeling and analyzing compatibility constraints among technologies and assessing their impact on the technology combinatorial space. The overall decision making approach is enabled by the application of an uncertainty quantification technique under the framework of an efficient probabilistic Pareto optimization algorithm. As a result, multiple
Loop Quantization Versus Fock Quantization Of P-form Electromagnetism On Static Spacetimes
Carrion Alvarez, M
2004-01-01
As a warmup for studying dynamics and gravitons in loop quantum gravity. Varadajan showed that Wilson loops give operators on the Fock space for electromagnetism in Minkowski spacetime—but only after regularizing the loops by smearing them with a Gaussian. Unregularized Wilson loops are too singular to give densely defined operators. Here we present a rigorous treatment of unsmeared Wilson loops for vacuum electromagnetism on an arbitrary globally hyperbolic static spacetime. Our Wilson loops are not operators, but “quasioperators”: sesquilinear forms on the dense subspace of Fock space spanned by coherent states corresponding to smooth classical solutions. To obtain this result we begin by carefully treating electromagnetism on globally hyperbolic static spacetimes, addressing various issues that are usually ignored, such as the definition of Aharonov-Bohm modes when space is noncompact. We then use a new construction of Fock space based on coherent states to define Wilson loop ...
Cosso, Andrea; Russo, Francesco
2016-11-01
Functional Itô calculus was introduced in order to expand a functional F(t,Xṡ+t,Xt) depending on time t, past and present values of the process X. Another possibility to expand F(t,Xṡ+t,Xt) consists in considering the path Xṡ+t = {Xx+t,x ∈ [-T, 0]} as an element of the Banach space of continuous functions on C([-T, 0]) and to use Banach space stochastic calculus. The aim of this paper is threefold. (1) To reformulate functional Itô calculus, separating time and past, making use of the regularization procedures which match more naturally the notion of horizontal derivative which is one of the tools of that calculus. (2) To exploit this reformulation in order to discuss the (not obvious) relation between the functional and the Banach space approaches. (3) To study existence and uniqueness of smooth solutions to path-dependent partial differential equations which naturally arise in the study of functional Itô calculus. More precisely, we study a path-dependent equation of Kolmogorov type which is related to the window process of the solution to an Itô stochastic differential equation with path-dependent coefficients. We also study a semilinear version of that equation.
Das, Iswar Das; Das, Iswar; Kumar, Gaurev; Stein, A.; Bagchi, Arunabha; Dadhwal, Vinay K.
2011-01-01
Little is known about the quantitative vulnerability analysis to landslides as not many attempts have been made to assess it comprehensively. This study assesses the spatio-temporal vulnerability of elements at risk to landslides in a stochastic framework. The study includes buildings, persons
DEFF Research Database (Denmark)
Møller, Jan Kloppenborg; Philipsen, Kirsten Riber; Christiansen, Lasse Engbo;
2012-01-01
In the present study, bacterial growth in a rich media is analysed in a Stochastic Differential Equation (SDE) framework. It is demonstrated that the SDE formulation and smoothened state estimates provide a systematic framework for data driven model improvements, using random walk hidden states...
Das, Iswar; Kumar, Gaurev; Stein, Alfred; Bagchi, Arunabha; Dadhwal, Vinay K.
2011-01-01
Little is known about the quantitative vulnerability analysis to landslides as not many attempts have been made to assess it comprehensively. This study assesses the spatio-temporal vulnerability of elements at risk to landslides in a stochastic framework. The study includes buildings, persons insid
DEFF Research Database (Denmark)
Høilund, Carsten; Moeslund, Thomas B.; Madsen, Claus B.;
2010-01-01
variance and increasing the density of the filtered disparity map. Then, a stochastic occupancy grid is calculated from the filtered disparity map, providing a top-down view of the scene where the uncertainty of disparity measurements are taken into account. These occupancy grids are segmented to indicate...
Kim, Myung-Hee Y.; Nounu, Hatem N.; Ponomarev, Artem L.; Cucinotta, Francis A.
2011-01-01
A new computer model, the GCR Event-based Risk Model code (GERMcode), was developed to describe biophysical events from high-energy protons and heavy ions that have been studied at the NASA Space Radiation Laboratory (NSRL) [1] for the purpose of simulating space radiation biological effects. In the GERMcode, the biophysical description of the passage of heavy ions in tissue and shielding materials is made with a stochastic approach that includes both ion track structure and nuclear interactions. The GERMcode accounts for the major nuclear interaction processes of importance for describing heavy ion beams, including nuclear fragmentation, elastic scattering, and knockout-cascade processes by using the quantum multiple scattering fragmentation (QMSFRG) model [2]. The QMSFRG model has been shown to be in excellent agreement with available experimental data for nuclear fragmentation cross sections
Chang, Mou-Hsiung
2015-01-01
The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theory has trailed far behind. Although highly appealing, the quantum theory has a steep learning curve, requiring tools from both probability and analysis and a facility for combining the two viewpoints. This book is a systematic, self-contained account of the core of quantum probability and quantum stochastic processes for graduate students and researchers. The only assumed background is knowledge of the basic theory of Hilbert spaces, bounded linear operators, and classical Markov processes. From there, the book introduces additional tools from analysis, and then builds the quantum probability framework needed to support applications to quantum control and quantum information and communication. These include quantum noise, quantum stochastic calculus, stochastic quantum differential equations, quantum Markov semigrou...
Proposal for generating Fock states in traveling wave fields
Energy Technology Data Exchange (ETDEWEB)
Benmoussa, Adil [Department of Physics and Astronomy, Lehman College, The City University of New York, Bronx, NY 10468-1589 (United States)]. E-mail: adil.benmoussa@lehman.cuny.edu; Gerry, Christopher C. [Department of Physics and Astronomy, Lehman College, The City University of New York, Bronx, NY 10468-1589 (United States)
2007-05-28
We describe a proposal for the generation of a single-mode photonic number state, |N>, in a traveling wave optical field. The state is obtained by state reduction from an input coherent state using Kerr media. Our method is based on a previous scheme used for hole burning in the Fock space by minimizing the Mandel Q parameter. The same method was used by Maia et al., but ours is different, it requires only one single photon injected in the entire setup and one photon detection at the end.
On the Fock Transformation in Nonlinear Relativity
Bouda, A
2012-01-01
In this paper, we propose a new deformed Poisson brackets which leads to the Fock coordinate transformation by using an analogous procedure as in Deformed Special Relativity. We therefore derive the corresponding momentum transformation which is revealed to be different from previous results. Contrary to the earlier version of Fock's nonlinear relativity for which plane waves cannot be described, our resulting algebra keeps invariant for any coordinate and momentum transformations the four dimensional contraction $p_{\\mu} x^{\\mu} $, allowing therefore to associate plane waves for free particles. As in Deformed Special Relativity, we also derive a canonical transformation with which the new coordinates and momentum satisfy the usual Poisson brackets and therefore transform like the usual Lorentz vectors. Finally, we establish the dispersion relation for Fock's nonlinear relativity.
Parallel scalability of Hartree–Fock calculations
Energy Technology Data Exchange (ETDEWEB)
Chow, Edmond, E-mail: echow@cc.gatech.edu; Liu, Xing [School of Computational Science and Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332-0765 (United States); Smelyanskiy, Mikhail; Hammond, Jeff R. [Parallel Computing Lab, Intel Corporation, Santa Clara, California 95054-1549 (United States)
2015-03-14
Quantum chemistry is increasingly performed using large cluster computers consisting of multiple interconnected nodes. For a fixed molecular problem, the efficiency of a calculation usually decreases as more nodes are used, due to the cost of communication between the nodes. This paper empirically investigates the parallel scalability of Hartree–Fock calculations. The construction of the Fock matrix and the density matrix calculation are analyzed separately. For the former, we use a parallelization of Fock matrix construction based on a static partitioning of work followed by a work stealing phase. For the latter, we use density matrix purification from the linear scaling methods literature, but without using sparsity. When using large numbers of nodes for moderately sized problems, density matrix computations are network-bandwidth bound, making purification methods potentially faster than eigendecomposition methods.
Accardi, Luigi
2007-01-01
The identification of the $*$--Lie algebra of the renormalized higher powers of white noise (RHPWN) and the analytic continuation of the second quantized Virasoro--Zamolodchikov--$w_{\\infty}$ $*$--Lie algebra of conformal field theory and high-energy physics, was recently established in \\cite{id} based on results obtained in [1] and [2]. In the present paper we show how the RHPWN Fock kernels must be truncated in order to be positive definite and we obtain a Fock representation of the two algebras. We show that the truncated renormalized higher powers of white noise (TRHPWN) Fock spaces of order $\\geq 2$ host the classical continuous binomial process.
A collisional extension of time-dependent Hartree-Fock
Lacombe, L.; Reinhard, P.-G.; Dinh, P. M.; Suraud, E.
2016-12-01
We propose a collisional extension of time-dependent mean-field theories on the basis of a recently proposed stochastic extension of mean-field dynamics (stochastic time-dependent Hartree-Fock, STDHF). The latter theory is unfortunately too involved to envision practical applications in realistic systems in the near future and is thus bound to model systems. It is also hard to explore moderate to low energies with STDHF, because of vanishing transition probabilities that are impossible to sample properly. For such moderately excited situations covering small fluctuations, we compactify sampling by employing the same average mean field for all STDHF trajectories. The new approach, coined average STDHF (ASTDHF), ignores the fluctuations of the mean field but still accounts correctly for the collisional correlations responsible for dissipative features on top of mean-field dynamics. We detail the main features of the new approach in relation to existing equations, in particular quantum kinetic theories. The new theory is directly connected to STDHF, both formally and practically. We thus discuss in detail how the two approaches are related to each other. We apply the new scheme to illustrative examples taking as benchmark STDHF dynamics in 1D. ASTDHF provides results that are in remarkable agreement with the more elaborate STDHF. It makes it a promising approach to deal with dissipative dynamics in finite quantum systems, because of its moderate cost allowing applications in realistic systems and the possibility of exploring any excitation energy range where collisional correlations are expected to play a role.
Atomic Fock State Preparation Using Rydberg Blockade
Ebert, Matthew; Gibbons, Michael; Zhang, Xianli; Saffman, Mark; Walker, Thad G
2013-01-01
We use coherent excitation of 3-16 atom ensembles to demonstrate collective Rabi flopping mediated by Rydberg blockade. Using calibrated atom number measurements, we quantitatively confirm the expected $\\sqrt{N}$ Rabi frequency enhancement to within 4%. The resulting atom number distributions are consistent with essentially perfect blockade. We then use collective Rabi $\\pi$ pulses to produce ${\\cal N}=1,2$ atom number Fock states with fidelities of 62% and 48% respectively. The ${\\cal N}=2$ Fock state shows the collective Rabi frequency enhancement without corruption from atom number fluctuations.
Precise Orbit Solution for Swarm Using Space-Borne GPS Data and Optimized Pseudo-Stochastic Pulses
Directory of Open Access Journals (Sweden)
Bingbing Zhang
2017-03-01
Full Text Available Swarm is a European Space Agency (ESA project that was launched on 22 November 2013, which consists of three Swarm satellites. Swarm precise orbits are essential to the success of the above project. This study investigates how well Swarm zero-differenced (ZD reduced-dynamic orbit solutions can be determined using space-borne GPS data and optimized pseudo-stochastic pulses under high ionospheric activity. We choose Swarm space-borne GPS data from 1–25 October 2014, and Swarm reduced-dynamic orbits are obtained. Orbit quality is assessed by GPS phase observation residuals and compared with Precise Science Orbits (PSOs released by ESA. Results show that pseudo-stochastic pulses with a time interval of 6 min and a priori standard deviation (STD of 10−2 mm/s in radial (R, along-track (T and cross-track (N directions are optimized to Swarm ZD reduced-dynamic precise orbit determination (POD. During high ionospheric activity, the mean Root Mean Square (RMS of Swarm GPS phase residuals is at 9–11 mm, Swarm orbit solutions are also compared with Swarm PSOs released by ESA and the accuracy of Swarm orbits can reach 2–4 cm in R, T and N directions. Independent Satellite Laser Ranging (SLR validation indicates that Swarm reduced-dynamic orbits have an accuracy of 2–4 cm. Swarm-B orbit quality is better than those of Swarm-A and Swarm-C. The Swarm orbits can be applied to the geomagnetic, geoelectric and gravity field recovery.
Polymer and Fock representations for a Scalar field
Ashtekar, Abhay; Sahlmann, H; Ashtekar, Abhay; Lewandowski, Jerzy; Sahlmann, Hanno
2003-01-01
In loop quantum gravity, matter fields can have support only on the `polymer-like' excitations of quantum geometry, and their algebras of observables and Hilbert spaces of states can not refer to a classical, background geometry. Therefore, to adequately handle the matter sector, one has to address two issues already at the kinematic level. First, one has to construct the appropriate background independent operator algebras and Hilbert spaces. Second, to make contact with low energy physics, one has to relate this `polymer description' of matter fields to the standard Fock description in Minkowski space. While this task has been completed for gauge fields, important gaps remained in the treatment of scalar fields. The purpose of this letter is to fill these gaps.
DEFF Research Database (Denmark)
Löwe, Roland; Mikkelsen, Peter Steen; Rasmussen, Michael Robdrup
2013-01-01
Merging of radar rainfall data with rain gauge measurements is a common approach to overcome problems in deriving rain intensities from radar measurements. We extend an existing approach for adjustment of C-band radar data using state-space models and use the resulting rainfall intensities as input...... for forecasting outflow from two catchments in the Copenhagen area. Stochastic grey-box models are applied to create the runoff forecasts, providing us with not only a point forecast but also a quantification of the forecast uncertainty. Evaluating the results, we can show that using the adjusted radar data...... improves runoff forecasts compared with using the original radar data and that rain gauge measurements as forecast input are also outperformed. Combining the data merging approach with short-term rainfall forecasting algorithms may result in further improved runoff forecasts that can be used in real time...
Strauss, R. Du Toit; Effenberger, Frederic
2017-03-01
In this review, an overview of the recent history of stochastic differential equations (SDEs) in application to particle transport problems in space physics and astrophysics is given. The aim is to present a helpful working guide to the literature and at the same time introduce key principles of the SDE approach via "toy models". Using these examples, we hope to provide an easy way for newcomers to the field to use such methods in their own research. Aspects covered are the solar modulation of cosmic rays, diffusive shock acceleration, galactic cosmic ray propagation and solar energetic particle transport. We believe that the SDE method, due to its simplicity and computational efficiency on modern computer architectures, will be of significant relevance in energetic particle studies in the years to come.
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
This paper addresses the problems of parameter estimation of multivariable stationary stochastic systems on the basis of observed output data. The main contribution is to employ the expectation-maximisation (EM) method as a means for computation of the maximum-likelihood (ML) parameter estimation of the system. Closed form of the expectation of the studied system subjected to Gaussian distribution noise is derived and paraneter choice that maximizes the expectation is also proposed. This results in an iterative algorithm for parameter estimation and the robust algorithm implementation based on technique of QR-factorization and Cholesky factorization is also discussed. Moreover, algorithmic properties such as non-decreasing likelihood value, necessary and sufficient conditions for the algorithm to arrive at a local stationary parameter, the convergence rate and the factors affecting the convergence rate are analyzed. Simulation study shows that the proposed algorithm has attractive properties such as numerical stability, and avoidance of difficult initial conditions.
Time and Space Dependent Stochastic Acceleration Model for the Fermi Bubbles
Sasaki, K; Terasawa, T
2015-01-01
Fermi-LAT reveals two huge gamma-ray bubbles existing in the Galactic Center, called 'Fermi Bubbles'. The existence of two microwave bubbles at the same region are also reported by the observation by WMAP, dubbed 'WMAP haze'. In order to explain these components, It has been argued that the gamma-rays arise from Inverse-Compton scattering of relativistic electrons accelerated by plasma turbulence, and the microwaves are radiated by synchrotron radiation. But no previous research reproduces both the Fermi Bubbles and WMAP haze under typical magnetic fields in the galaxy. We assume that shocks present in the bubbles and the efficiency of the acceleration by plasma turbulence, 'stochastic acceleration', changes with the distance from the shock front. The distance from the shock front increases with time, accordingly the efficiency of the acceleration changes with time. We also consider the time development of the electrons escape from the turbulence by diffusive loss. Our model succeed to reproduce both the obse...
Energy Technology Data Exchange (ETDEWEB)
Bisognano, J.; Leemann, C.
1982-03-01
Stochastic cooling is the damping of betatron oscillations and momentum spread of a particle beam by a feedback system. In its simplest form, a pickup electrode detects the transverse positions or momenta of particles in a storage ring, and the signal produced is amplified and applied downstream to a kicker. The time delay of the cable and electronics is designed to match the transit time of particles along the arc of the storage ring between the pickup and kicker so that an individual particle receives the amplified version of the signal it produced at the pick-up. If there were only a single particle in the ring, it is obvious that betatron oscillations and momentum offset could be damped. However, in addition to its own signal, a particle receives signals from other beam particles. In the limit of an infinite number of particles, no damping could be achieved; we have Liouville's theorem with constant density of the phase space fluid. For a finite, albeit large number of particles, there remains a residue of the single particle damping which is of practical use in accumulating low phase space density beams of particles such as antiprotons. It was the realization of this fact that led to the invention of stochastic cooling by S. van der Meer in 1968. Since its conception, stochastic cooling has been the subject of much theoretical and experimental work. The earliest experiments were performed at the ISR in 1974, with the subsequent ICE studies firmly establishing the stochastic cooling technique. This work directly led to the design and construction of the Antiproton Accumulator at CERN and the beginnings of p anti p colliding beam physics at the SPS. Experiments in stochastic cooling have been performed at Fermilab in collaboration with LBL, and a design is currently under development for a anti p accumulator for the Tevatron.
Cardot, Hervé; Zitt, Pierre-André
2011-01-01
With the progress of measurement apparatus and the development of automatic sensors it is not unusual anymore to get thousands of samples of observations taking values in high dimension spaces such as functional spaces. In such large samples of high dimensional data, outlying curves may not be uncommon and even a few individuals may corrupt simple statistical indicators such as the mean trajectory. We focus here on the estimation of the geometric median which is a direct generalization of the real median and has nice robustness properties. The geometric median being defined as the minimizer of a simple convex functional that is differentiable everywhere when the distribution has no atoms, it is possible to estimate it with online gradient algorithms. Such algorithms are very fast and can deal with large samples. Furthermore they also can be simply updated when the data arrive sequentially. We state the almost sure consistency and the L2 rates of convergence of the stochastic gradient estimator as well as the ...
DEFF Research Database (Denmark)
Høilund, Carsten; Moeslund, Thomas B.; Madsen, Claus B.
2010-01-01
This paper presents a method for determining the free space in a scene as viewed by a vehicle-mounted camera. Using disparity maps from a stereo camera and known camera motion, the disparity maps are first filtered by an iconic Kalman filter, operating on each pixel individually, thereby reducing...
Fock representations of Q-deformed commutation relations
BoŻejko, Marek; Lytvynov, Eugene; Wysoczański, Janusz
2017-07-01
We consider Fock representations of the Q-deformed commutation relations ∂s∂t†=Q (s ,t ) ∂t†∂s+δ (s ,t ) for s ,t ∈T . Here T :=Rd (or more generally T is a locally compact Polish space), the function Q :T2→C satisfies |Q (s ,t ) |≤1 and Q (s ,t ) =Q (t ,s ) ¯ , and ∫T2h (s ) g (t ) δ (s ,t ) σ (d s ) σ (d t ) :=∫Th (t ) g (t ) σ (d t ) , σ being a fixed reference measure on T. In the case, where |Q (s ,t ) |≡1 , the Q-deformed commutation relations describe a generalized statistics studied by Liguori and Mintchev. These generalized statistics contain anyon statistics as a special case (with T =R2 and a special choice of the function Q). The related Q-deformed Fock space F (H ) over H :=L2(T →C ,σ ) is constructed. An explicit form of the orthogonal projection of H⊗n onto the n-particle space Fn(H ) is derived. A scalar product in Fn(H ) is given by an operator Pn≥0 in H⊗n which is strictly positive on Fn(H ) . We realize the smeared operators ∂t† and ∂t as creation and annihilation operators in F (H ) , respectively. Additional Q-commutation relations are obtained between the creation operators and between the annihilation operators. They are of the form ∂s†∂t†=Q (t ,s ) ∂t†∂s†, ∂s∂t=Q (t ,s ) ∂t∂s, valid for those s ,t ∈T for which |Q(s, t)| = 1.
Using stochastic space-time models to map extreme precipitation in southern Portugal
Directory of Open Access Journals (Sweden)
A. C. Costa
2008-07-01
Full Text Available The topographic characteristics and spatial climatic diversity are significant in the South of continental Portugal where the rainfall regime is typically Mediterranean. Direct sequential cosimulation is proposed for mapping an extreme precipitation index in southern Portugal using elevation as auxiliary information. The analysed index (R5D can be considered a flood indicator because it provides a measure of medium-term precipitation total. The methodology accounts for local data variability and incorporates space-time models that allow capturing long-term trends of extreme precipitation, and local changes in the relationship between elevation and extreme precipitation through time. Annual gridded datasets of the flood indicator are produced from 1940 to 1999 on 800 m×800 m grids by using the space-time relationship between elevation and the index. Uncertainty evaluations of the proposed scenarios are also produced for each year. The results indicate that the relationship between elevation and extreme precipitation varies locally and has decreased through time over the study region. In wetter years the flood indicator exhibits the highest values in mountainous regions of the South, while in drier years the spatial pattern of extreme precipitation has much less variability over the study region. The uncertainty of extreme precipitation estimates also varies in time and space, and in earlier decades is strongly dependent on the density of the monitoring stations network. The produced maps will be useful in regional and local studies related to climate change, desertification, land and water resources management, hydrological modelling, and flood mitigation planning.
Feynman's Operational Calculus and the Stochastic Functional Calculus in Hilbert Space
Jefferies, Brian
2010-01-01
Let $A_1, A_2$ be bounded linear operators acting on a Banach space $E$. A pair $(\\mu_1, \\mu_2)$ of continuous probability measures on $[0,1]$ determines a functional calculus $f \\rightarrowtail f_{\\mu1,|mu2}(A_1, A_2)$ for analytic functions $f$ by weighting all possible orderings of operator products of $A_1$ and $A_2$ via the probability measures $\\mu_1$ and $\\mu_2$. For example, $f \\rightarrowtail f_{\\mu,\\mu}(A_1, A_2)$ is the Weyl functional calculus with equally weighted operator produc...
DEFF Research Database (Denmark)
Bach, Christian; Christensen, Bent Jesper
We include simultaneously both realized volatility measures based on high-frequency asset returns and implied volatilities backed out of individual traded at the money option prices in a state space approach to the analysis of true underlying volatility. We model integrated volatility as a latent...... fi…rst order Markov process and show that our model is closely related to the CEV and Barndorff-Nielsen & Shephard (2001) models for local volatility. We show that if measurement noise in the observable volatility proxies is not accounted for, then the estimated autoregressive parameter in the latent...... process is downward biased. Implied volatility performs better than any of the alternative realized measures when forecasting future integrated volatility. The results are largely similar across the stock market (S&P 500), bond market (30-year U.S. T-bond), and foreign currency exchange market ($/£ )....
Chu-Tong Wang; Tsai, Jason S. H.; Chia-Wei Chen; You Lin; Shu-Mei Guo; Leang-San Shieh
2010-01-01
An active fault-tolerant pulse-width-modulated tracker using the nonlinear autoregressive moving average with exogenous inputs model-based state-space self-tuning control is proposed for continuous-time multivariable nonlinear stochastic systems with unknown system parameters, plant noises, measurement noises, and inaccessible system states. Through observer/Kalman filter identification method, a good initial guess of the unknown parameters of the chosen model is obtained so as to reduce the ...
Misfits in Skyrme-Hartree-Fock
Erler, J; Reinhard, P -G
2010-01-01
We address very briefly five critical points in the context of the Skyrme-Hartree-Fock (SHF) scheme: 1) the impossibility to consider it as an interaction, 2) a possible inconsistency of correlation corrections as, e.g., the center-of-mass correction, 3) problems to describe the giant dipole resonance (GDR) simultaneously in light and heavy nuclei, 4) deficiencies in the extrapolation of binding energies to super-heavy elements (SHE), and 5) a yet inappropriate trend in fission life-times when going to the heaviest SHE. While the first two points have more a formal bias, the other three points have practical implications and wait for solution.
Nonlinear Interferometry via Fock State Projection
Khoury, G; Eisenberg, H S; Fonseca, E J S
2006-01-01
We use a photon-number resolving detector to monitor the photon number distribution of the output of an interferometer, as a function of phase delay. As inputs we use coherent states with mean photon number up to seven. The postselection of a specific Fock (photon-number) state effectively induces high-order optical non-linearities. Following a scheme by Bentley and Boyd [S.J. Bentley and R.W. Boyd, Optics Express 12, 5735 (2004)] we explore this effect to demonstrate interference patterns a factor of five smaller than the Rayleigh limit.
Nonlinear Interferometry via Fock-State Projection
Khoury, G.; Eisenberg, H. S.; Fonseca, E. J. S.; Bouwmeester, D.
2006-05-01
We use a photon-number-resolving detector to monitor the photon-number distribution of the output of an interferometer, as a function of phase delay. As inputs we use coherent states with mean photon number up to seven. The postselection of a specific Fock (photon-number) state effectively induces high-order optical nonlinearities. Following a scheme by Bentley and Boyd [Opt. Express 12, 5735 (2004).OPEXFF1094-408710.1364/OPEX.12.005735], we explore this effect to demonstrate interference patterns a factor of 5 smaller than the Rayleigh limit.
Hasegawa, Manabu; Hiramatsu, Kotaro
2013-10-01
The effectiveness of the Metropolis algorithm (MA) (constant-temperature simulated annealing) in optimization by the method of search-space smoothing (SSS) (potential smoothing) is studied on two types of random traveling salesman problems. The optimization mechanism of this hybrid approach (MASSS) is investigated by analyzing the exploration dynamics observed in the rugged landscape of the cost function (energy surface). The results show that the MA can be successfully utilized as a local search algorithm in the SSS approach. It is also clarified that the optimization characteristics of these two constituent methods are improved in a mutually beneficial manner in the MASSS run. Specifically, the relaxation dynamics generated by employing the MA work effectively even in a smoothed landscape and more advantage is taken of the guiding function proposed in the idea of SSS; this mechanism operates in an adaptive manner in the de-smoothing process and therefore the MASSS method maintains its optimization function over a wider temperature range than the MA.
Stochastic, real-space, imaginary-time evaluation of third-order Feynman-Goldstone diagrams.
Willow, Soohaeng Yoo; Hirata, So
2014-01-14
A new, alternative set of interpretation rules of Feynman-Goldstone diagrams for many-body perturbation theory is proposed, which translates diagrams into algebraic expressions suitable for direct Monte Carlo integrations. A vertex of a diagram is associated with a Coulomb interaction (rather than a two-electron integral) and an edge with the trace of a Green's function in real space and imaginary time. With these, 12 diagrams of third-order many-body perturbation (MP3) theory are converted into 20-dimensional integrals, which are then evaluated by a Monte Carlo method. It uses redundant walkers for convergence acceleration and a weight function for importance sampling in conjunction with the Metropolis algorithm. The resulting Monte Carlo MP3 method has low-rank polynomial size dependence of the operation cost, a negligible memory cost, and a naturally parallel computational kernel, while reproducing the correct correlation energies of small molecules within a few mEh after 10(6) Monte Carlo steps.
Second quantization approaches for stochastic age-structured birth-death processes
Greenman, Chris D
2015-01-01
We develop a fully stochastic theory for age-structured populations via Doi-Peliti quantum field theoretical methods. The operator formalism of Doi is first developed, whereby birth and death events are represented by creation and annihilation operators, and the complete probabilistic representation of the age-chart of a population is represented by states in a suitable Hilbert space. We then use this formalism to rederive several results in companion paper [6], including an equation describing the moments of the age-distribution, and the distribution of the population size. The functional representation of coherent states used by Peliti to analyze discrete Fock space is then adapted to incorporate the continuous age parameters, and a path integral formulation constructed. We apply these formalisms to a range of birth-death processes and show that although many of the results from Doi-Peliti formalism can be derived in a purely probabilistic way, the efficient formalism offered by second quantization methods ...
Stochastic volatility and stochastic leverage
DEFF Research Database (Denmark)
Veraart, Almut; Veraart, Luitgard A. M.
This paper proposes the new concept of stochastic leverage in stochastic volatility models. Stochastic leverage refers to a stochastic process which replaces the classical constant correlation parameter between the asset return and the stochastic volatility process. We provide a systematic...... treatment of stochastic leverage and propose to model the stochastic leverage effect explicitly, e.g. by means of a linear transformation of a Jacobi process. Such models are both analytically tractable and allow for a direct economic interpretation. In particular, we propose two new stochastic volatility...... models which allow for a stochastic leverage effect: the generalised Heston model and the generalised Barndorff-Nielsen & Shephard model. We investigate the impact of a stochastic leverage effect in the risk neutral world by focusing on implied volatilities generated by option prices derived from our new...
On the solution of the Hartree-Fock-Bogoliubov equations by the conjugate gradient method
Energy Technology Data Exchange (ETDEWEB)
Egido, J.L. [Universidad Autonoma de Madrid (Spain). Dept. de Fisica Teorica; Lessing, J. [Universidad Autonoma de Madrid (Spain). Dept. de Fisica Teorica; Martin, V. [Analisis Numerico, Facultad de Informatica, Universidad Politecnica de Madrid, E-28660 Boadilla del Monte, Madrid (Spain); Robledo, L.M. [Universidad Autonoma de Madrid (Spain). Dept. de Fisica Teorica
1995-11-06
The conjugate gradient method is formulated in the Hilbert space for density and non-density dependent Hamiltonians. We apply it to the solution of the Hartree-Fock-Bogoliubov equations with constraints. As a numerical application we show calculations with the finite range density dependent Gogny force. The number of iterations required to reach convergence is reduced by a factor of three to four as compared with the standard gradient method. (orig.).
广义次序统计量间隔的多维随机排序%Multivariate Stochastic Orderings of Spacings of Generalized Order Statistics
Institute of Scientific and Technical Information of China (English)
方兆本; 胡太忠; 吴耀华; 庄玮玮
2006-01-01
本文研究了附加于广义次序统计量底分布以及参数的条件,使得人们在多维似然比序和多维通常随机序意义下对广义次序统计量的间隔向量进行比较,同时也给出了文中主要结果的应用.%In this paper, we investigate conditions on the underlying distribution function and the parameters on which the generalized order statistics are based, to obtain stochastic comparisons of spacing vectors of generalized order statistics in the multivariate likelihood ratio and the usual multivariate stochastic orders. Some applications of the main results are also given.
A note on maximal estimates for stochastic convolutions
Veraar, M.; Weis, L.
2011-01-01
In stochastic partial differential equations it is important to have pathwise regularity properties of stochastic convolutions. In this note we present a new sufficient condition for the pathwise continuity of stochastic convolutions in Banach spaces.
Non-Commutative Fock-Darwin System and Magnetic Field Limits
Institute of Scientific and Technical Information of China (English)
YU Xiao-Min; LI Kang
2008-01-01
A Fock-Darwin system in noncommutative quantum mechanics is studied. By constructing Heisenberg algebra we obtain the levels on noncommutative space and noncommutative phase space, and give the corrections to the results in usual quantum mechanics. Moreover, to search the difference among the three spaces, the degeneracy is analysed by two ways, the value of (ω)/(ω)c and certain algebra realization (SU(2)and SU(1,1)), and some interesting properties in the magnetic field limit are exhibited, such as totally different degeneracy and magic number distribution for the given frequency or mass of a system in strong magnetic field.
A Hartree–Fock study of the confined helium atom: Local and global basis set approaches
Energy Technology Data Exchange (ETDEWEB)
Young, Toby D., E-mail: tyoung@ippt.pan.pl [Zakład Metod Komputerowych, Instytut Podstawowych Prolemów Techniki Polskiej Akademia Nauk, ul. Pawińskiego 5b, 02-106 Warszawa (Poland); Vargas, Rubicelia [Universidad Autónoma Metropolitana Iztapalapa, División de Ciencias Básicas e Ingenierías, Departamento de Química, San Rafael Atlixco 186, Col. Vicentina, Iztapalapa, D.F. C.P. 09340, México (Mexico); Garza, Jorge, E-mail: jgo@xanum.uam.mx [Universidad Autónoma Metropolitana Iztapalapa, División de Ciencias Básicas e Ingenierías, Departamento de Química, San Rafael Atlixco 186, Col. Vicentina, Iztapalapa, D.F. C.P. 09340, México (Mexico)
2016-02-15
Two different basis set methods are used to calculate atomic energy within Hartree–Fock theory. The first is a local basis set approach using high-order real-space finite elements and the second is a global basis set approach using modified Slater-type orbitals. These two approaches are applied to the confined helium atom and are compared by calculating one- and two-electron contributions to the total energy. As a measure of the quality of the electron density, the cusp condition is analyzed. - Highlights: • Two different basis set methods for atomic Hartree–Fock theory. • Galerkin finite element method and modified Slater-type orbitals. • Confined atom model (helium) under small-to-extreme confinement radii. • Detailed analysis of the electron wave-function and the cusp condition.
Dirac fields in flat FLRW cosmology: Uniqueness of the Fock quantization
Cortez, Jerónimo; Martín-Benito, Mercedes; Marugán, Guillermo A Mena; Velhinho, José M
2016-01-01
We address the issue of the infinite ambiguity that affects the construction of a Fock quantization of a Dirac field propagating in a cosmological spacetime with flat compact sections. In particular, we discuss a physical criterion that restricts to a unique possibility (up to unitary equivalence) the infinite set of available vacua. We prove that this desired uniqueness is guaranteed, for any possible choice of spin structure on the spatial sections, if we impose two conditions. The first one is that the symmetries of the classical system must be implemented quantum mechanically, so that the vacuum is invariant under the symmetry transformations. The second and more important condition is that the constructed theory must have a quantum dynamics that is implementable as a (non-trivial) unitary operator in Fock space. Actually, this unitarity of the quantum dynamics leads us to identify as explicitly time dependent some very specific contributions of the Dirac field. In doing that, we essentially characterize ...
Uniqueness of the Fock quantization of scalar fields in a Bianchi I cosmology with unitary dynamics
Cortez, Jerónimo; Martín-Benito, Mercedes; Marugán, Guillermo A Mena; Olmedo, Javier; Velhinho, José M
2016-01-01
The Fock quantization of free scalar fields is subject to an infinite ambiguity when it comes to choosing a set of annihilation and creation operators, choice that is equivalent to the determination of a vacuum state. In highly symmetric situations, this ambiguity can be removed by asking vacuum invariance under the symmetries of the system. Similarly, in stationary backgrounds, one can demand time-translation invariance plus positivity of the energy. However, in more general situations, additional criteria are needed. For the case of free (test) fields minimally coupled to a homogeneous and isotropic cosmology, it has been proven that the ambiguity is resolved by introducing the criterion of unitary implementability of the quantum dynamics, as an endomorphism in Fock space. This condition determines a specific separation of the time dependence of the field, so that this splits into a very precise background dependence and a genuine quantum evolution. Furthermore, together with the condition of vacuum invaria...
Partial-wave Coulomb transition matrices for attractive interaction by Fock's method
Kharchenko, V F
2016-01-01
Leaning upon the Fock method of the stereographic projection of the three-dimensional momentum space onto the four-dimensional unit sphere the possibility of the analytical solving of the Lippmann-Schwinger integral equation for the partial wave two-body Coulomb transition matrix at the ground bound state energy has been studied. In this case new expressions for the partial p-, d- and f-wave two-body Coulomb transition matrices have been obtained in the simple analytical form. The developed approach can also be extended to determine analytically the partial wave Coulomb transition matrices at the energies of excited bound states. Keywords: Partial wave Coulomb transition matrix; Lippmann-Schwinger equation; Fock method; Analytical solution PACS Nos. 03.65.-w; 03.65.Nk; 34.20.Cf
van der Ploeg, A.P.C.; Boswijk, H.P.; de Jong, F.
2003-01-01
We propose a class of stochastic volatility (SV) option pricing models that is more flexible than the more conventional models in different ways. We assume the conditional variance of the stock returns to be driven by an affine function of an arbitrary number of latent factors, which follow mean-rev
Simulation of Stochastic Partial Differential Equations and Stochastic Active Contours
Lang, Annika
2007-01-01
This thesis discusses several aspects of the simulation of stochastic partial differential equations. First, two fast algorithms for the approximation of infinite dimensional Gaussian random fields with given covariance are introduced. Later Hilbert space-valued Wiener processes are constructed out of these random fields. A short introduction to infinite-dimensional stochastic analysis and stochastic differential equations is given. Furthermore different definitions of numerical stability for...
Stochastic Shadowing and Stochastic Stability
Todorov, Dmitry
2014-01-01
The notion of stochastic shadowing property is introduced. Relations to stochastic stability and standard shadowing are studied. Using tent map as an example it is proved that, in contrast to what happens for standard shadowing, there are significantly non-uniformly hyperbolic systems that satisfy stochastic shadowing property.
Twisted Fock representations of noncommutative Kähler manifolds
Sako, Akifumi; Umetsu, Hiroshi
2016-09-01
We introduce twisted Fock representations of noncommutative Kähler manifolds and give their explicit expressions. The twisted Fock representation is a representation of the Heisenberg like algebra whose states are constructed by applying creation operators to a vacuum state. "Twisted" means that creation operators are not Hermitian conjugate of annihilation operators in this representation. In deformation quantization of Kähler manifolds with separation of variables formulated by Karabegov, local complex coordinates and partial derivatives of the Kähler potential with respect to coordinates satisfy the commutation relations between the creation and annihilation operators. Based on these relations, we construct the twisted Fock representation of noncommutative Kähler manifolds and give a dictionary to translate between the twisted Fock representations and functions on noncommutative Kähler manifolds concretely.
Koopmans' theorem in statistical Hartree-Fock theory
Pain, Jean-Christophe
2011-01-01
In this short paper, the validity of Koopmans' theorem in the Hartree-Fock theory at non-zero temperature (Hartree-Fock statistical theory) is investigated. It is shown that Koopmans' theorem does not apply in the grand-canonical ensemble, due to a missing contribution to the energy proportional to the interaction between two electrons belonging to the same orbital. Hartree-Fock statistical theory has also been applied in the canonical ensemble [Blenski et al., Phys. Rev. E 55, R4889 (1997)] for the purpose of photo-absorption calculations. In that case, the Hartree-Fock self-consistent-field equations are derived in the super-configuration approximation. It is shown that Koopmans' theorem does not hold in the canonical ensemble, but that a restricted version of the theorem can be obtained, by assuming that a particular quantity multiplying the interaction matrix element in the expression of the energy does not change during the removal of an electron.
Twisted Fock Representations of Noncommutative K\\"ahler Manifolds
Sako, Akifumi
2016-01-01
We introduce twisted Fock representations of noncommutative K\\"ahler manifolds and give their explicit expressions. The twisted Fock representation is a representation of the Heisenberg like algebra whose states are constructed by acting creation operators on a vacuum state. "Twisted" means that creation operators are not hermitian conjugate of annihilation operators in this representation. In deformation quantization of K\\"ahler manifolds with separation of variables formulated by Karabegov, local complex coordinates and partial derivatives of the K\\"ahler potential with respect to coordinates satisfy the commutation relations between the creation and annihilation operators. Based on these relations, we construct the twisted Fock representation of noncommutative K\\"ahler manifolds and give a dictionary to translate between the twisted Fock representations and functions on noncommutative K\\"ahler manifolds concretely.
A Hartree-Fock-Bogoliubov mass formula
Samyn, M; Heenen, P H; Pearson, J M; Tondeur, F
2002-01-01
In order to have more reliable predictions of nuclear masses at the neutron drip line, we here go beyond the recent mass formula HFBCS-1 and present a new mass formula, HFB-1, based on the Hartree-Fock-Bogoliubov method. As with the HFBCS-1 mass formula, we use a 10-parameter Skyrme force along with a 4-parameter delta-function pairing force and a 2-parameter phenomenological Wigner term. However, with the original HFBCS-1 Skyrme force (MSk7), the rms error becomes unacceptably large and a new force fit is required. With the isoscalar and isovector effective masses constrained to be equal, the remaining 15 degrees of freedom are fitted to the masses of all the 1754 measured nuclei with A>=16, |N-Z|>2 given in the 1995 Audi-Wapstra compilation. The rms error with respect to the masses of all the 1888 measured nuclei with Z,N>=8 is 0.764 MeV. A complete mass table, HFB-1 (available on the Web), has been constructed, giving all nuclei lying between the two drip lines over the range Z,N>=8 and Z<=120. A compar...
Energy Technology Data Exchange (ETDEWEB)
Du Kai, E-mail: kdu@fudan.edu.cn; Qiu, Jinniao, E-mail: 071018032@fudan.edu.cn; Tang Shanjian, E-mail: sjtang@fudan.edu.cn [Fudan University, Department of Finance and Control Sciences, School of Mathematical Sciences, and Laboratory of Mathematics for Nonlinear Sciences (China)
2012-04-15
This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An L{sup p}-theory is given for the Cauchy problem of BSPDEs, separately for the case of p Element-Of (1,2] and for the case of p Element-Of (2,{infinity}). A comparison theorem is also addressed.
Uniqueness of the Fock quantization of scalar fields in a Bianchi I cosmology with unitary dynamics
Cortez, Jerónimo; Navascués, Beatriz Elizaga; Martín-Benito, Mercedes; Mena Marugán, Guillermo A.; Olmedo, Javier; Velhinho, José M.
2016-11-01
The Fock quantization of free scalar fields is subject to an infinite ambiguity when it comes to choosing a set of annihilation and creation operators, a choice that is equivalent to the determination of a vacuum state. In highly symmetric situations, this ambiguity can be removed by asking vacuum invariance under the symmetries of the system. Similarly, in stationary backgrounds, one can demand time-translation invariance plus positivity of the energy. However, in more general situations, additional criteria are needed. For the case of free (test) fields minimally coupled to a homogeneous and isotropic cosmology, it has been proven that the ambiguity is resolved by introducing the criterion of unitary implementability of the quantum dynamics, as an endomorphism in Fock space. This condition determines a specific separation of the time dependence of the field, so that this splits into a very precise background dependence and a genuine quantum evolution. Furthermore, together with the condition of vacuum invariance under the spatial Killing symmetries, unitarity of the dynamics selects a unique Fock representation for the canonical commutation relations, up to unitary equivalence. In this work, we generalize these results to anisotropic spacetimes with shear, which are therefore not conformally symmetric, by considering the case of a free scalar field in a Bianchi I cosmology.
Dirac fields in flat FLRW cosmology: Uniqueness of the Fock quantization
Energy Technology Data Exchange (ETDEWEB)
Cortez, Jerónimo, E-mail: jacq@ciencias.unam.mx [Departamento de Física, Facultad de Ciencias, Universidad Nacional Autónoma de México, México D.F. 04510 (Mexico); Elizaga Navascués, Beatriz, E-mail: beatriz.elizaga@iem.cfmac.csic.es [Instituto de Estructura de la Materia, IEM-CSIC, Serrano 121, 28006 Madrid (Spain); Martín-Benito, Mercedes, E-mail: m.martin@hef.ru.nl [Radboud University Nijmegen, Institute for Mathematics, Astrophysics and Particle Physics, Heyendaalseweg 135, NL-6525 AJ Nijmegen (Netherlands); Mena Marugán, Guillermo A., E-mail: mena@iem.cfmac.csic.es [Instituto de Estructura de la Materia, IEM-CSIC, Serrano 121, 28006 Madrid (Spain); Velhinho, José M., E-mail: jvelhi@ubi.pt [Universidade da Beira Interior, Rua Marquês d’Ávila e Bolama, 6201-001, Covilhã (Portugal)
2017-01-15
We address the issue of the infinite ambiguity that affects the construction of a Fock quantization of a Dirac field propagating in a cosmological spacetime with flat compact sections. In particular, we discuss a physical criterion that restricts to a unique possibility (up to unitary equivalence) the infinite set of available vacua. We prove that this desired uniqueness is guaranteed, for any possible choice of spin structure on the spatial sections, if we impose two conditions. The first one is that the symmetries of the classical system must be implemented quantum mechanically, so that the vacuum is invariant under the symmetry transformations. The second and more important condition is that the constructed theory must have a quantum dynamics that is implementable as a (non-trivial) unitary operator in Fock space. Actually, this unitarity of the quantum dynamics leads us to identify as explicitly time dependent some very specific contributions of the Dirac field. In doing that, we essentially characterize the part of the dynamics governed by the Dirac equation that is unitarily implementable. The uniqueness of the Fock vacuum is attained then once a physically motivated convention for the concepts of particles and antiparticles is fixed.
Stochastic Pi-calculus Revisited
DEFF Research Database (Denmark)
Cardelli, Luca; Mardare, Radu Iulian
2013-01-01
We develop a version of stochastic Pi-calculus with a semantics based on measure theory. We dene the behaviour of a process in a rate environment using measures over the measurable space of processes induced by structural congruence. We extend the stochastic bisimulation to include the concept of...
Stochastic Pi-calculus Revisited
DEFF Research Database (Denmark)
Cardelli, Luca; Mardare, Radu Iulian
2013-01-01
We develop a version of stochastic Pi-calculus with a semantics based on measure theory. We dene the behaviour of a process in a rate environment using measures over the measurable space of processes induced by structural congruence. We extend the stochastic bisimulation to include the concept of...
On the Spectrum of a Model Operator in Fock Space
Rasulov, Tulkin H; Hasanov, Mahir
2008-01-01
A model operator $H$ associated to a system describing four particles in interaction, without conservation of the number of particles, is considered. We describe the essential spectrum of $H$ by the spectrum of the channel operators and prove the Hunziker-van Winter-Zhislin (HWZ) theorem for the operator $H.$ We also give some variational principles for boundaries of the essential spectrum and interior eigenvalues.
Pilot wave model without configuration or Fock spaces
Sverdlov, Roman
2010-01-01
The goal of this article is to come up with interpretation of quantum phenomena that is both local and deterministic. This is done by the means of envoking two different metrics, $g_o$ and $g_s$. These two metrics give very different "speeds of light": $c_o$ and $c_s$, respectively. The $g_o$ and $c_o$ are, respectively, "ordinary" metric and speed of light that we are used to. On the other hand, $c_s$ is superluminal. In this paper I propose a model in which newly introduced signals, which are subject to $g_s$, are responsible for key quantum phenomena.
Energy Technology Data Exchange (ETDEWEB)
Mangiarotti, A. [Physikalisches Insitut, Universitaet Heidelberg, Philosophenweg 12, D-69120 Heidelberg (Germany)]. E-mail: a.mangiarotti@gsi.de; Bueno, C.C. [Instituto de Pesquisas Energeticas e Nucleares, 05508-900 Sao Paulo (Brazil); Departamento de Fisica, Pontificia Universidade Catolica de Sao Paulo, 01303-050 Sao Paulo (Brazil); Fonte, P. [Laboratorio de Instrumentacao e Fisica Experimental de Particulas, 3004-516 Coimbra (Portugal); Instituto Superior de Engenharia de Coimbra, Rua Pedro Nunes, 3030-199 Coimbra (Portugal); Gobbi, A. [Gesellschaft fuer Schwerionenforschung, Planckstr. 1, D-64291 Darmstadt (Germany); Gonzalez-Diaz, D. [LabCaf, Dep. de Fisica de Particulas, Universidade de Santiago de Compostela, 15782 Spain (Spain); Lopes, L. [Laboratorio de Instrumentacao e Fisica Experimental de Particulas, 3004-516 Coimbra (Portugal)
2006-08-15
RPCs offer unique opportunities to investigate basic processes in gaseous electronics. The growth of a single avalanche can be studied in a regime where it reacts to its own field. This induces a saturation in its development, often described in a deterministic scenario by a nonlinear model. Once reinterpreted in a fully stochastic framework, the same feature corresponds to a negative feedback mechanism, which regulates the avalanche development and preserves its timing properties. Fluctuations are hence mostly produced in the initial phase of the growth. A clear evidence of the action of this stabilizing scheme is observed in data collected for single avalanches of fixed length.
Stochastic dynamics and irreversibility
Tomé, Tânia
2015-01-01
This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomema both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of ...
DEFF Research Database (Denmark)
Löwe, Roland; Mikkelsen, Peter Steen; Rasmussen, Michael R.
2013-01-01
Merging of radar rainfall data with rain gauge measurements is a common approach to overcome problems in deriving rain intensities from radar measurements. We extend an existing approach for adjustment of C-band radar data using state-space models and use the resulting rainfall intensities as input...... for forecasting outflow from two catchments in the Copenhagen area. Stochastic greybox models are applied to create the runoff forecasts, providing us with not only a point forecast but also a quantification of the forecast uncertainty. Evaluating the results, we can show that using the adjusted radar data...... improves runoff forecasts compared to using the original radar data and that rain gauge measurements as forecast input are also outperformed. Combining the data merging approach with short term rainfall forecasting algorithms may result in further improved runoff forecasts that can be used in real time...
DEFF Research Database (Denmark)
Löwe, Roland; Mikkelsen, Peter Steen; Rasmussen, Michael R.
2012-01-01
Merging of radar rainfall data with rain gauge measurements is a common approach to overcome problems in deriving rain intensities from radar measurements. We extend an existing approach for adjustment of C-band radar data using state-space models and use the resulting rainfall intensities as input...... for forecasting outflow from two catchments in the Copenhagen area. Stochastic greybox models are applied to create the runoff forecasts, providing us with not only a point forecast but also a quantification of the forecast uncertainty. Evaluating the results, we can show that using the adjusted radar data...... improves runoff forecasts compared to using the original radar data and that rain gauge measurements as forecast input are also outperformed. Combining the data merging approach with short term rainfall forecasting algorithms may result in further improved runoff forecasts that can be used in real time...
Hsia, Wei-Shen
1986-01-01
In the Control Systems Division of the Systems Dynamics Laboratory of the NASA/MSFC, a Ground Facility (GF), in which the dynamics and control system concepts being considered for Large Space Structures (LSS) applications can be verified, was designed and built. One of the important aspects of the GF is to design an analytical model which will be as close to experimental data as possible so that a feasible control law can be generated. Using Hyland's Maximum Entropy/Optimal Projection Approach, a procedure was developed in which the maximum entropy principle is used for stochastic modeling and the optimal projection technique is used for a reduced-order dynamic compensator design for a high-order plant.
From quantum stochastic differential equations to Gisin-Percival state diffusion
Parthasarathy, K. R.; Usha Devi, A. R.
2017-08-01
Starting from the quantum stochastic differential equations of Hudson and Parthasarathy [Commun. Math. Phys. 93, 301 (1984)] and exploiting the Wiener-Itô-Segal isomorphism between the boson Fock reservoir space Γ (L2(R+ ) ⊗(Cn⊕Cn ) ) and the Hilbert space L2(μ ) , where μ is the Wiener probability measure of a complex n-dimensional vector-valued standard Brownian motion {B (t ) ,t ≥0 } , we derive a non-linear stochastic Schrödinger equation describing a classical diffusion of states of a quantum system, driven by the Brownian motion B. Changing this Brownian motion by an appropriate Girsanov transformation, we arrive at the Gisin-Percival state diffusion equation [N. Gisin and J. Percival, J. Phys. A 167, 315 (1992)]. This approach also yields an explicit solution of the Gisin-Percival equation, in terms of the Hudson-Parthasarathy unitary process and a randomized Weyl displacement process. Irreversible dynamics of system density operators described by the well-known Gorini-Kossakowski-Sudarshan-Lindblad master equation is unraveled by coarse-graining over the Gisin-Percival quantum state trajectories.
Non-commutative Fock-Darwin system and its magnetism properties
Institute of Scientific and Technical Information of China (English)
Yu Xiao-Min; Li Kang
2009-01-01
The Fock-Darwin system is studied in noncommutative quantum mechanics. We not only obtain its energy eigenvalues and eigenstates in noncommutative phase space,but also give an electron orbit description as well as the general expressions of the magnetization and the susceptibility in a noncommutative situation. Further,we discuss two particular cases of temperature and present some interesting results different from those obtained from usual quantum mechanics such as the susceptibility dependent on a magnetic field at high temperatures,the occurrence of the magnetization in a zero magnetic field and zero temperature limit,and so on.
Quantum Harmonic Oscillator State Control in a Squeezed Fock Basis
Kienzler, D.; Lo, H.-Y.; Negnevitsky, V.; Flühmann, C.; Marinelli, M.; Home, J. P.
2017-07-01
We demonstrate control of a trapped-ion quantum harmonic oscillator in a squeezed Fock state basis, using engineered Hamiltonians analogous to the Jaynes-Cummings and anti-Jaynes-Cummings forms. We demonstrate that for squeezed Fock states with low n the engineered Hamiltonians reproduce the √{n } scaling of the matrix elements which is typical of Jaynes-Cummings physics, and also examine deviations due to the finite wavelength of our control fields. Starting from a squeezed vacuum state, we apply sequences of alternating transfer pulses which allow us to climb the squeezed Fock state ladder, creating states up to excitations of n =6 with up to 8.7 dB of squeezing, as well as demonstrating superpositions of these states. These techniques offer access to new sets of states of the harmonic oscillator which may be applicable for precision metrology or quantum information science.
McKean, Henry P
2005-01-01
This little book is a brilliant introduction to an important boundary field between the theory of probability and differential equations. -E. B. Dynkin, Mathematical Reviews This well-written book has been used for many years to learn about stochastic integrals. The book starts with the presentation of Brownian motion, then deals with stochastic integrals and differentials, including the famous Itô lemma. The rest of the book is devoted to various topics of stochastic integral equations, including those on smooth manifolds. Originally published in 1969, this classic book is ideal for supplemen
Parzen, Emanuel
2015-01-01
Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine
An Internal Observability Estimate for Stochastic Hyperbolic Equations
2015-01-01
This paper is addressed to establishing an internal observability estimate for some linear stochastic hyperbolic equations. The key is to establish a new global Carleman estimate for forward stochastic hyperbolic equations in the $L^2$-space. Different from the deterministic case, a delicate analysis of the adaptedness for some stochastic processes is required in the stochastic setting.
Quantum homodyne tomography of a two-photon Fock state
Ourjoumtsev, A; Grangier, P; Ourjoumtsev, Alexei; Tualle-Brouri, Rosa; Grangier, Philippe
2006-01-01
We present a continuous-variable experimental analysis of a two-photon Fock state of free-propagating light. This state is obtained from a pulsed non-degenerate parametric amplifier, which produces two intensity-correlated twin beams. Counting two photons in one beam projects the other beam in the desired two-photon Fock state, which is analyzed by using a pulsed homodyne detection. The Wigner function of the measured state is clearly negative. We developed a detailed analytic model which allows a fast and efficient analysis of the experimental results.
Quantum homodyne tomography of a two-photon Fock state.
Ourjoumtsev, Alexei; Tualle-Brouri, Rosa; Grangier, Philippe
2006-06-02
We present a continuous-variable experimental analysis of a two-photon Fock state of free-propagating light. This state is obtained from a pulsed nondegenerate parametric amplifier, which produces two intensity-correlated twin beams. Counting two photons in one beam projects the other beam in the desired two-photon Fock state, which is analyzed by using a pulsed homodyne detection. The Wigner function of the measured state is clearly negative. We developed a detailed analytic model which allows a fast and efficient analysis of the experimental results.
Relativistic Brueckner-Hartree-Fock theory for finite nuclei
Shen, Shihang; Liang, Haozhao; Meng, Jie; Ring, Peter; Zhang, Shuangquan
2016-01-01
Starting with a bare nucleon-nucleon interaction, for the first time the full relativistic Brueckner-Hartree-Fock equations are solved for finite nuclei in a Dirac-Woods-Saxon basis. No free parameters are introduced to calculate the ground-state properties of finite nuclei. The nucleus $^{16}$O is investigated as an example. The resulting ground-state properties, such as binding energy and charge radius, are considerably improved as compared with the non-relativistic Brueckner-Hartree-Fock results and much closer to the experimental data. This opens the door for \\emph{ab initio} covariant investigations of heavy nuclei.
Construction of some Quantum Stochastic Operator Cocycles by the Semigroup Method
Indian Academy of Sciences (India)
J Martin Lindsay; Stephen J Wills
2006-11-01
A new method for the construction of Fock-adapted quantum stochastic operator cocycles is outlined, and its use is illustrated by application to a number of examples arising in physics and probability. The construction uses the Trotter–Kato theorem and a recent characterisation of such cocycles in terms of an associated family of contraction semigroups.
The classical limit of the time dependent Hartree-Fock equation. I. The Weyl symbol of the solution
Amour, Laurent; Nourrigat, Jean
2011-01-01
We study the time evolution of the Weyl symbol of a solution of the time dependent Hartree Fock equation, assuming that for t=0, it has a Weyl symbol which is integrable in the phase space, such as all its derivatives. We prove that the solution has the same property for all t, and we give an asymptotic expansion, in L1 sense, of this Weyl symbol.
Schneider, Johannes J
2007-01-01
This book addresses stochastic optimization procedures in a broad manner. The first part offers an overview of relevant optimization philosophies; the second deals with benchmark problems in depth, by applying a selection of optimization procedures. Written primarily with scientists and students from the physical and engineering sciences in mind, this book addresses a larger community of all who wish to learn about stochastic optimization techniques and how to use them.
Bell, Thomas L.; Abdullah, A.; Martin, Russell L.; North, Gerald R.
1990-01-01
Estimates of monthly average rainfall based on satellite observations from a low earth orbit will differ from the true monthly average because the satellite observes a given area only intermittently. This sampling error inherent in satellite monitoring of rainfall would occur even if the satellite instruments could measure rainfall perfectly. The size of this error is estimated for a satellite system being studied at NASA, the Tropical Rainfall Measuring Mission (TRMM). First, the statistical description of rainfall on scales from 1 to 1000 km is examined in detail, based on rainfall data from the Global Atmospheric Research Project Atlantic Tropical Experiment (GATE). A TRMM-like satellite is flown over a two-dimensional time-evolving simulation of rainfall using a stochastic model with statistics tuned to agree with GATE statistics. The distribution of sampling errors found from many months of simulated observations is found to be nearly normal, even though the distribution of area-averaged rainfall is far from normal. For a range of orbits likely to be employed in TRMM, sampling error is found to be less than 10 percent of the mean for rainfall averaged over a 500 x 500 sq km area.
Brownian motion and stochastic calculus
Karatzas, Ioannis
1998-01-01
This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large num...
Constrained Hartree-Fock and quasi-spin projection
Cambiaggio, M. C.; Plastino, A.; Szybisz, L.
1980-08-01
The constrained Hartree-Fock approach of Elliott and Evans is studied in detail with reference to two quasi-spin models, and their predictions compared with those arising from a projection method. It is found that the new approach works fairly well, although limitations to its applicability are encountered.
Pongkitiwanichakul, Peera
2014-01-01
We develop a model for stochastic acceleration of electrons in solar flares. As in several previous models, the electrons are accelerated by turbulent fast magnetosonic waves ("fast waves") via transit-time-damping (TTD) interactions. (In TTD interactions, fast waves act like moving magnetic mirrors that push the electrons parallel or anti-parallel to the magnetic field). We also include the effects of Coulomb collisions and the waves' parallel electric fields. Unlike previous models, our model is two-dimensional in both momentum space and wavenumber space and takes into account the anisotropy of the wave power spectrum $F_k$ and electron distribution function $f_{\\rm e}$. We use weak turbulence theory and quasilinear theory to obtain a set of equations that describes the coupled evolution of $F_k$ and $f_{\\rm e}$. We solve these equations numerically and find that the electron distribution function develops a power-law-like non-thermal tail within a restricted range of energies $E\\in (E_{\\rm nt}, E_{\\rm max}...
Parallel transports associated to stochastic holonomies
Institute of Scientific and Technical Information of China (English)
CHEN; Shiping(陈世平); XIANG; Kainan(向开南)
2002-01-01
A stochastic holonomy along a loop obtained from the OU process on the path space over acompact Riemannian manifold is computed. The result shows that the stochastic holonomy just gives theparallel transport with respect to the Markov connection along the OU process on the path space.
Tensor numerical methods in quantum chemistry: from Hartree-Fock to excitation energies.
Khoromskaia, Venera; Khoromskij, Boris N
2015-12-21
We resume the recent successes of the grid-based tensor numerical methods and discuss their prospects in real-space electronic structure calculations. These methods, based on the low-rank representation of the multidimensional functions and integral operators, first appeared as an accurate tensor calculus for the 3D Hartree potential using 1D complexity operations, and have evolved to entirely grid-based tensor-structured 3D Hartree-Fock eigenvalue solver. It benefits from tensor calculation of the core Hamiltonian and two-electron integrals (TEI) in O(n log n) complexity using the rank-structured approximation of basis functions, electron densities and convolution integral operators all represented on 3D n × n × n Cartesian grids. The algorithm for calculating TEI tensor in a form of the Cholesky decomposition is based on multiple factorizations using algebraic 1D "density fitting" scheme, which yield an almost irreducible number of product basis functions involved in the 3D convolution integrals, depending on a threshold ε > 0. The basis functions are not restricted to separable Gaussians, since the analytical integration is substituted by high-precision tensor-structured numerical quadratures. The tensor approaches to post-Hartree-Fock calculations for the MP2 energy correction and for the Bethe-Salpeter excitation energies, based on using low-rank factorizations and the reduced basis method, were recently introduced. Another direction is towards the tensor-based Hartree-Fock numerical scheme for finite lattices, where one of the numerical challenges is the summation of electrostatic potentials of a large number of nuclei. The 3D grid-based tensor method for calculation of a potential sum on a L × L × L lattice manifests the linear in L computational work, O(L), instead of the usual O(L(3) log L) scaling by the Ewald-type approaches.
Directory of Open Access Journals (Sweden)
Plern Saipara
2017-03-01
Full Text Available In this paper, we suggest the modified random S-iterative process and prove the common random fixed point theorems of a finite family of random uniformly quasi-Lipschitzian operators in a generalized convex metric space. Our results improves and extends various results in the literature.
Institute of Scientific and Technical Information of China (English)
ZhangShunming
1999-01-01
This paper analyses the general equilibrium existence problem in a (finite) discretetime economy with infinite-dimensional commodity space and inComplete financial markets. It isassumed that the trading takes place in the sequence of spot markets and futures markets for sccurities payable in units of account. Unlimited short-selling in securities is allowed. The existence of such an equilibrium is proved under the following conditions: Mackey continuous,weakly convex ,strictly monotone,complete preferences and strictly positive endowments.
Migliorati, G.
2013-05-30
In this work we consider the random discrete L^2 projection on polynomial spaces (hereafter RDP) for the approximation of scalar quantities of interest (QOIs) related to the solution of a partial differential equation model with random input parameters. In the RDP technique the QOI is first computed for independent samples of the random input parameters, as in a standard Monte Carlo approach, and then the QOI is approximated by a multivariate polynomial function of the input parameters using a discrete least squares approach. We consider several examples including the Darcy equations with random permeability, the linear elasticity equations with random elastic coefficient, and the Navier--Stokes equations in random geometries and with random fluid viscosity. We show that the RDP technique is well suited to QOIs that depend smoothly on a moderate number of random parameters. Our numerical tests confirm the theoretical findings in [G. Migliorati, F. Nobile, E. von Schwerin, and R. Tempone, Analysis of the Discrete $L^2$ Projection on Polynomial Spaces with Random Evaluations, MOX report 46-2011, Politecnico di Milano, Milano, Italy, submitted], which have shown that, in the case of a single uniformly distributed random parameter, the RDP technique is stable and optimally convergent if the number of sampling points is proportional to the square of the dimension of the polynomial space. Here optimality means that the weighted $L^2$ norm of the RDP error is bounded from above by the best $L^\\\\infty$ error achievable in the given polynomial space, up to logarithmic factors. In the case of several random input parameters, the numerical evidence indicates that the condition on quadratic growth of the number of sampling points could be relaxed to a linear growth and still achieve stable and optimal convergence. This makes the RDP technique very promising for moderately high dimensional uncertainty quantification.
Stochastic Analysis and Related Topics
Ustunel, Ali
1988-01-01
The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus, the Skorohod integral and nonlinear functionals of white noise. Most of the research papers are applications of these subjects. This volume addresses researchers and graduate students in stochastic processes and theoretical physics.
Stochastic partial differential equations
Chow, Pao-Liu
2014-01-01
Preliminaries Introduction Some Examples Brownian Motions and Martingales Stochastic Integrals Stochastic Differential Equations of Itô Type Lévy Processes and Stochastic IntegralsStochastic Differential Equations of Lévy Type Comments Scalar Equations of First Order Introduction Generalized Itô's Formula Linear Stochastic Equations Quasilinear Equations General Remarks Stochastic Parabolic Equations Introduction Preliminaries Solution of Stochastic Heat EquationLinear Equations with Additive Noise Some Regularity Properties Stochastic Reaction-Diffusion Equations Parabolic Equations with Grad
Ponomarev, Artem; Plante, Ianik; Hada, Megumi; George, Kerry; Wu, Honglu
2015-01-01
The formation of double-strand breaks (DSBs) and chromosomal aberrations (CAs) is of great importance in radiation research and, specifically, in space applications. We are presenting a recently developed model, in which chromosomes simulated by NASARTI (NASA Radiation Tracks Image) is combined with nanoscopic dose calculations performed with the Monte-Carlo simulation by RITRACKS (Relativistic Ion Tracks) in a voxelized space. The model produces the number of DSBs, as a function of dose for high-energy iron, oxygen, and carbon ions, and He ions. The combined model calculates yields of radiation-induced CAs and unrejoined chromosome breaks in normal and repair deficient cells. The merged computational model is calibrated using the relative frequencies and distributions of chromosomal aberrations reported in the literature. The model considers fractionated deposition of energy to approximate dose rates of the space flight environment. The merged model also predicts of the yields and sizes of translocations, dicentrics, rings, and more complex-type aberrations formed in the G0/G1 cell cycle phase during the first cell division after irradiation.
Stochastic Constraint Programming
Walsh, Toby
2009-01-01
To model combinatorial decision problems involving uncertainty and probability, we introduce stochastic constraint programming. Stochastic constraint programs contain both decision variables (which we can set) and stochastic variables (which follow a probability distribution). They combine together the best features of traditional constraint satisfaction, stochastic integer programming, and stochastic satisfiability. We give a semantics for stochastic constraint programs, and propose a number...
Time-Dependent Hartree-Fock Approach to Nuclear Pasta at Finite Temperature
Schuetrumpf, Bastian; Iida, Kei; Maruhn, Joachim; Mecke, Klaus; Reinhard, Paul-Gerhard
2013-01-01
We present simulations of neutron-rich matter at subnuclear densities, like supernova matter, with the time-dependent Hartree-Fock approximation at temperatures of several MeV. The initial state consists of $\\alpha$ particles randomly distributed in space that have a Maxwell-Boltzmann distribution in momentum space. Adding a neutron background initialized with Fermi distributed plane waves the calculations reflect a reasonable approximation of astrophysical matter. This matter evolves into spherical, rod-like, and slab-like shapes and mixtures thereof. The simulations employ a full Skyrme interaction in a periodic three-dimensional grid. By an improved morphological analysis based on Minkowski functionals, all eight pasta shapes can be uniquely identified by the sign of only two valuations, namely the Euler characteristic and the integral mean curvature.
Fock-Lorentz transformations and time-varying speed of light
Manida, S N
1999-01-01
The theory of relativity was built up on linear Lorentz transformation. However, in his fundamental work "Theory of Space, Time and Gravitation" V.A.Fock shows that the general form of the transformation between the coordinates in the two inertial frames could be taken to be linear fractional. The implicit form of this transformation contains two constants of different space-time dimensions. They can be reduced to the constant "c" with the dimension of speed ("speed of light"), and to the constant "R" with the dimension of length (an invariant radius of the visible part of the Universe). The geometry of the "light cones" shows that "R" is a fundamental constant, but "c" depends on the time of transformation.
Accurate Hartree-Fock energy of extended systems using large Gaussian basis sets
Paier, Joachim; Diaconu, Cristian V.; Scuseria, Gustavo E.; Guidon, Manuel; Vandevondele, Joost; Hutter, Jürg
2009-11-01
Calculating highly accurate thermochemical properties of condensed matter via wave-function-based approaches (such as, e.g., Hartree-Fock or hybrid functionals) has recently attracted much interest. We here present two strategies providing accurate Hartree-Fock energies for solid LiH in a large Gaussian basis set and applying periodic boundary conditions. The total energies were obtained using two different approaches, namely, a supercell evaluation of Hartree-Fock exchange using a truncated Coulomb operator and an extrapolation toward the full-range Hartree-Fock limit of a Padé fit to a series of short-range screened Hartree-Fock calculations. These two techniques agreed to significant precision. We also present the Hartree-Fock cohesive energy of LiH (converged to within sub-millielectron volt) at the experimental equilibrium volume as well as the Hartree-Fock equilibrium lattice constant and bulk modulus.
Directory of Open Access Journals (Sweden)
Chu-Tong Wang
2010-01-01
Full Text Available An active fault-tolerant pulse-width-modulated tracker using the nonlinear autoregressive moving average with exogenous inputs model-based state-space self-tuning control is proposed for continuous-time multivariable nonlinear stochastic systems with unknown system parameters, plant noises, measurement noises, and inaccessible system states. Through observer/Kalman filter identification method, a good initial guess of the unknown parameters of the chosen model is obtained so as to reduce the identification process time and enhance the system performances. Besides, by modifying the conventional self-tuning control, a fault-tolerant control scheme is also developed. For the detection of fault occurrence, a quantitative criterion is exploited by comparing the innovation process errors estimated by the Kalman filter estimation algorithm. In addition, the weighting matrix resetting technique is presented by adjusting and resetting the covariance matrix of parameter estimates to improve the parameter estimation for faulty system recovery. The technique can effectively cope with partially abrupt and/or gradual system faults and/or input failures with fault detection.
Stochastic Analysis : A Series of Lectures
Dozzi, Marco; Flandoli, Franco; Russo, Francesco
2015-01-01
This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection. The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Fédérale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields o...
Qualitative breakdown of the unrestricted Hartree-Fock energy
Energy Technology Data Exchange (ETDEWEB)
Mori-Sánchez, Paula, E-mail: paula.mori@uam.es [Departamento de Química and Instituto de Física de la Materia Condensada (IFIMAC), Universidad Autónoma de Madrid, 28049 Madrid (Spain); Cohen, Aron J., E-mail: ajc54@cam.ac.uk [Department of Chemistry, Lensfield Road, University of Cambridge, Cambridge CB2 1EW (United Kingdom)
2014-10-28
The stretching of closed-shell molecules is a qualitative problem for restricted Hartree-Fock that is usually circumvented by the use of unrestricted Hartree-Fock (UHF). UHF is well known to break the spin symmetry at the Coulson-Fischer point, leading to a discontinuous derivative in the potential energy surface and incorrect spin density. However, this is generally not considered as a major drawback. In this work, we present a set of two electron molecules which magnify the problem of symmetry breaking and lead to drastically incorrect potential energy surfaces with UHF. These molecules also fail with unrestricted density-functional calculations where a functional such as B3LYP gives both symmetry breaking and an unphysically low energy due to the delocalization error. The implications for density functional theory are also discussed.
Baryons as Fock states of 3,5,... Quarks
Energy Technology Data Exchange (ETDEWEB)
Dmitri Diakonov; Victor Petrov
2004-09-01
We present a generating functional producing quark wave functions of all Fock states in the octet, decuplet and antidecuplet baryons in the mean field approximation, both in the rest and infinite momentum frames. In particular, for the usual octet and decuplet baryons we get the SU(6)-symmetric wave functions for their 3-quark component but with specific corrections from relativism and from additional quark-antiquark pairs. For the exotic antidecuplet baryons we obtain the 5-quark wave function.
Particle unstable nuclei in the Hartree-Fock theory
Energy Technology Data Exchange (ETDEWEB)
Kruppa, A.T. [Magyar Tudomanyos Akademia, Debrecen (Hungary). Atommag Kutato Intezete; Heenen, P.H. [Brussels Univ. (Belgium). Service de Physique Nucleaire Theorique; Flocard, H. [Paris-11 Univ., 91 - Orsay (France). Inst. de Physique Nucleaire; Liotta, R.J. [Manne Siegbahn Inst. of Physics, Stockholm (Sweden)
1997-12-31
Ground state energies and decay widths of particle unstable nuclei are calculated within the Hartree-Fock approximation by performing a complex scaling of the many-body Hamiltonian. Through this transformation, the wave functions of the resonant state become square integrable. The method is implemented with Skyrme effective interactions. Several Skyrme parametrizations are tested on four unstable nuclei: {sup 10}He, {sup 12}O, {sup 26}O and {sup 28}O. (author). 24 refs.
Directory of Open Access Journals (Sweden)
Shu-Kun Lin
2009-10-01
Full Text Available Clusters hold the key to our understanding of intermolecular forces and how these affect the physical properties of bulk condensed matter. They can be found in a multitude of important applications, including novel fuel materials, atmospheric chemistry, semiconductors, nanotechnology, and computational biology. Focusing on the class of weakly bound substances known as van derWaals clusters or complexes, Stochastic Simulations of Clusters: Quantum Methods in Flat and Curved Spaces presents advanced quantum simulation techniques for condensed matter. [...
Angular Fock coefficients. Fixing the errors, and further development
Liverts, Evgeny Z
2015-01-01
The angular coefficients $\\psi_{k,p}(\\alpha,\\theta)$ of the Fock expansion characterizing the S-state wave function of the two-electron atomic system, are calculated in hyperspherical angular coordinates $\\alpha$ and $\\theta$. To solve the problem the Fock recurrence relations separated into the independent individual equations associated with definite power $j$ of the nucleus charge $Z$, are applied. The "pure" $j$-components of the angular Fock coefficients, orthogonal to of the hyperspherical harmonics $Y_{kl}$, are found for even values of $k$. To this end, the specific coupling equation is proposed and applied. Effective techniques for solving the individual equations with simplest nonseparable and separable right-hand sides are proposed. Some mistakes/misprints made earlier in representations of $\\psi_{2,0}$, were noted and corrected. All $j$-components of $\\psi_{4,1}$ and the majority of components and subcomponents of $\\psi_{3,0}$ are calculated and presented for the first time. All calculations were ...
Eichhorn, Ralf; Aurell, Erik
2014-04-01
'Stochastic thermodynamics as a conceptual framework combines the stochastic energetics approach introduced a decade ago by Sekimoto [1] with the idea that entropy can consistently be assigned to a single fluctuating trajectory [2]'. This quote, taken from Udo Seifert's [3] 2008 review, nicely summarizes the basic ideas behind stochastic thermodynamics: for small systems, driven by external forces and in contact with a heat bath at a well-defined temperature, stochastic energetics [4] defines the exchanged work and heat along a single fluctuating trajectory and connects them to changes in the internal (system) energy by an energy balance analogous to the first law of thermodynamics. Additionally, providing a consistent definition of trajectory-wise entropy production gives rise to second-law-like relations and forms the basis for a 'stochastic thermodynamics' along individual fluctuating trajectories. In order to construct meaningful concepts of work, heat and entropy production for single trajectories, their definitions are based on the stochastic equations of motion modeling the physical system of interest. Because of this, they are valid even for systems that are prevented from equilibrating with the thermal environment by external driving forces (or other sources of non-equilibrium). In that way, the central notions of equilibrium thermodynamics, such as heat, work and entropy, are consistently extended to the non-equilibrium realm. In the (non-equilibrium) ensemble, the trajectory-wise quantities acquire distributions. General statements derived within stochastic thermodynamics typically refer to properties of these distributions, and are valid in the non-equilibrium regime even beyond the linear response. The extension of statistical mechanics and of exact thermodynamic statements to the non-equilibrium realm has been discussed from the early days of statistical mechanics more than 100 years ago. This debate culminated in the development of linear response
Kitaura, Francisco-Shu; Scoccola, Claudia; Chuang, Chia-Hsun; Müller, Volker; Yepes, Gustavo; Prada, Francisco
2014-01-01
We present a method to produce mock galaxy catalogues with efficient perturbation theory schemes, which match the number density, power spectra and bispectra in real and in redshift space from N-body simulations. The essential contribution of this work is the way in which we constrain the bias parameters in the PATCHY-code. In addition of aiming at reproducing the two-point statistics, we seek the set of bias parameters, which constrain the univariate halo probability distribution function (PDF) encoding higher-order correlation functions. We demonstrate that halo catalogues based on the same underlying dark matter field with a fix halo number density, and accurately matching the power spectrum (within 2%), can lead to very different bispectra depending on the adopted halo bias model. A model ignoring the shape of the halo PDF can lead to deviations up to factors of 2. The catalogues obtained additionally constraining the shape of the halo PDF can significantly lower the discrepancy in the three-point statist...
Crisan, Dan
2011-01-01
"Stochastic Analysis" aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume "Stochastic Analysis 2010" provides a sa
Directory of Open Access Journals (Sweden)
Guido Gigante
2015-11-01
Full Text Available Cortical networks, in-vitro as well as in-vivo, can spontaneously generate a variety of collective dynamical events such as network spikes, UP and DOWN states, global oscillations, and avalanches. Though each of them has been variously recognized in previous works as expression of the excitability of the cortical tissue and the associated nonlinear dynamics, a unified picture of the determinant factors (dynamical and architectural is desirable and not yet available. Progress has also been partially hindered by the use of a variety of statistical measures to define the network events of interest. We propose here a common probabilistic definition of network events that, applied to the firing activity of cultured neural networks, highlights the co-occurrence of network spikes, power-law distributed avalanches, and exponentially distributed 'quasi-orbits', which offer a third type of collective behavior. A rate model, including synaptic excitation and inhibition with no imposed topology, synaptic short-term depression, and finite-size noise, accounts for all these different, coexisting phenomena. We find that their emergence is largely regulated by the proximity to an oscillatory instability of the dynamics, where the non-linear excitable behavior leads to a self-amplification of activity fluctuations over a wide range of scales in space and time. In this sense, the cultured network dynamics is compatible with an excitation-inhibition balance corresponding to a slightly sub-critical regime. Finally, we propose and test a method to infer the characteristic time of the fatigue process, from the observed time course of the network's firing rate. Unlike the model, possessing a single fatigue mechanism, the cultured network appears to show multiple time scales, signalling the possible coexistence of different fatigue mechanisms.
Gigante, Guido; Deco, Gustavo; Marom, Shimon; Del Giudice, Paolo
2015-11-01
Cortical networks, in-vitro as well as in-vivo, can spontaneously generate a variety of collective dynamical events such as network spikes, UP and DOWN states, global oscillations, and avalanches. Though each of them has been variously recognized in previous works as expression of the excitability of the cortical tissue and the associated nonlinear dynamics, a unified picture of the determinant factors (dynamical and architectural) is desirable and not yet available. Progress has also been partially hindered by the use of a variety of statistical measures to define the network events of interest. We propose here a common probabilistic definition of network events that, applied to the firing activity of cultured neural networks, highlights the co-occurrence of network spikes, power-law distributed avalanches, and exponentially distributed 'quasi-orbits', which offer a third type of collective behavior. A rate model, including synaptic excitation and inhibition with no imposed topology, synaptic short-term depression, and finite-size noise, accounts for all these different, coexisting phenomena. We find that their emergence is largely regulated by the proximity to an oscillatory instability of the dynamics, where the non-linear excitable behavior leads to a self-amplification of activity fluctuations over a wide range of scales in space and time. In this sense, the cultured network dynamics is compatible with an excitation-inhibition balance corresponding to a slightly sub-critical regime. Finally, we propose and test a method to infer the characteristic time of the fatigue process, from the observed time course of the network's firing rate. Unlike the model, possessing a single fatigue mechanism, the cultured network appears to show multiple time scales, signalling the possible coexistence of different fatigue mechanisms.
Constrained Hartree-Fock Theory and Study of Deformed Structures of Closed Shell Nuclei
Praharaj, Choudhury
2016-03-01
We have studied some N or Z = 50 nuclei in a microscopic model with effective interaction in a reasonably large shell model space. Excitation of particles across 50 shell closure leads to well-deformed excited prolate configurations. The potential energy surfaces of nuclei are studied using Hartree-Fock theory with quadrupole constraint to explore the various deformed configurations of N = 50 nuclei 82Ge , 84Se and 86Kr . Energy spectra are calculated from various intrinsic states using Peierls-Yoccoz angular momentum projection technique. Results of spectra and electromagnetic moments and transitions will be presented for N = 50 nuclei and for Z = 50 114Sn nucleus. Supported by Grant No SB/S2/HEP-06/2013 of DST.
Quasi-particle Continuum and Resonances in the Hartree-Fock-Bogoliubov Theory
Energy Technology Data Exchange (ETDEWEB)
Pei, J. C. [University of Tennessee, Knoxville (UTK) & Oak Ridge National Laboratory (ORNL); Kruppa, Andras Tibor [ORNL; Nazarewicz, Witold [ORNL
2011-01-01
The quasi-particle energy spectrum of the Hartree-Fock-Bogoliubov (HFB) equations contains discrete bound states, resonances, and non-resonant continuum states. We study the structure of the unbound quasi-particle spectrum of weakly bound nuclei within several methods that do not rely on imposing scattering or outgoing boundary conditions. Various approximations are examined to estimate resonance widths. It is shown that the stabilization method works well for all HFB resonances except for very narrow ones. The Thomas-Fermi approximation to the non-resonant continuum has been shown to be very effective, especially for coordinate-space HFB calculations in large boxes that involve huge amounts of discretized quasi-particle continuum states.
Self-consistent Hartree-Fock RPA calculations in 208Pb
Taqi, Ali H.; Ali, Mohammed S.
2017-07-01
The nuclear structure of 208Pb is studied in the framework of the self-consistent random phase approximation (SCRPA). The Hartree-Fock mean field and single particle states are used to implement a completely SCRPA with Skyrme-type interactions. The Hamiltonian is diagonalised within a model space using five Skyrme parameter sets, namely LNS, SkI3, SkO, SkP and SLy4. In view of the huge number of the existing Skyrme-force parameterizations, the question remains which of them provide the best description of data. The approach attempts to accurately describe the structure of the spherical even-even nucleus 208Pb. To illustrate our approach, we compared the binding energy, charge density distribution, excitation energy levels scheme with the available experimental data. Moreover, we calculated isoscalar and isovector monopole, dipole, and quadrupole transition densities and strength functions.
Quasiparticle continuum and resonances in the Hartree-Fock-Bogoliubov theory
Energy Technology Data Exchange (ETDEWEB)
Pei, Junchen [ORNL; Kruppa, A. T. [Joint Institute for Heavy Ion Research, Oak Ridge; Nazarewicz, W. [University of Tennessee, Knoxville (UTK) & Oak Ridge National Laboratory (ORNL)
2011-01-01
The quasi-particle energy spectrum of the Hartree-Fock-Bogoliubov (HFB) equations contains discrete bound states, resonances, and non-resonant continuum states. We study the structure of the unbound quasi-particle spectrum of weakly bound nuclei within several methods that do not rely on imposing scattering or outgoing boundary conditions. Various approximations are examined to estimate resonance widths. It is shown that the stabilization method works well for all HFB resonances except for very narrow ones. The Thomas-Fermi approximation to the non-resonant continuum has been shown to be very effective, especially for coordinate-space HFB calculations in large boxes that involve huge amounts of discretized quasi-particle continuum states.
A Phenomenological Analysis of Higher Fock State Contributions to the XcJ Decays
Institute of Scientific and Technical Information of China (English)
HUANG Tao; WU Hui-Fang
2001-01-01
We present a phenomenological analysis of higher Fock state contributions to the XcJ decays by using the recent BES experimental data.It is found that the higher Fock state (cc)8g) makes an important contribution to the inclusive and exclusive processes with respect to that from the valence Fock state cc) of the XcJ and some constraints of these contributions are obtained for the Xco and Xc2 states in order to fit the experimental data.``
Principal axes for stochastic dynamics.
Vasconcelos, V V; Raischel, F; Haase, M; Peinke, J; Wächter, M; Lind, P G; Kleinhans, D
2011-09-01
We introduce a general procedure for directly ascertaining how many independent stochastic sources exist in a complex system modeled through a set of coupled Langevin equations of arbitrary dimension. The procedure is based on the computation of the eigenvalues and the corresponding eigenvectors of local diffusion matrices. We demonstrate our algorithm by applying it to two examples of systems showing Hopf bifurcation. We argue that computing the eigenvectors associated to the eigenvalues of the diffusion matrix at local mesh points in the phase space enables one to define vector fields of stochastic eigendirections. In particular, the eigenvector associated to the lowest eigenvalue defines the path of minimum stochastic forcing in phase space, and a transform to a new coordinate system aligned with the eigenvectors can increase the predictability of the system.
Principal axes for stochastic dynamics
Vasconcelos, V V; Haase, M; Peinke, J; Wächter, M; Lind, P G; Kleinhans, D
2011-01-01
We introduce a general procedure for directly ascertaining how many independent stochastic sources exist in a complex system modeled through a set of coupled Langevin equations of arbitrary dimension. The procedure is based on the computation of the eigenvalues and the corresponding eigenvectors of local diffusion matrices. We demonstrate our algorithm by applying it to two examples of systems showing Hopf-bifurcation. We argue that computing the eigenvectors associated to the eigenvalues of the diffusion matrix at local mesh points in the phase space enables one to define vector fields of stochastic eigendirections. In particular, the eigenvector associated to the lowest eigenvalue defines the path of minimum stochastic forcing in phase space, and a transform to a new coordinate system aligned with the eigenvectors can increase the predictability of the system.
Fundamentals of stochastic nature sciences
Klyatskin, Valery I
2017-01-01
This book addresses the processes of stochastic structure formation in two-dimensional geophysical fluid dynamics based on statistical analysis of Gaussian random fields, as well as stochastic structure formation in dynamic systems with parametric excitation of positive random fields f(r,t) described by partial differential equations. Further, the book considers two examples of stochastic structure formation in dynamic systems with parametric excitation in the presence of Gaussian pumping. In dynamic systems with parametric excitation in space and time, this type of structure formation either happens – or doesn’t! However, if it occurs in space, then this almost always happens (exponentially quickly) in individual realizations with a unit probability. In the case considered, clustering of the field f(r,t) of any nature is a general feature of dynamic fields, and one may claim that structure formation is the Law of Nature for arbitrary random fields of such type. The study clarifies the conditions under wh...
Potential Energy Surface in Hartree-Fock Theory:Adiabatic or Configuration-Constrained?
Institute of Scientific and Technical Information of China (English)
GUO Lu; Sakata Fumihiko; ZHAO En-Guang
2004-01-01
Validity of adiabatic assumption is discussed within the constrained Hartree-Fock theory for self-conjugate nucleus 72Kr. It is shown that the adiabatic assumption does not provide a correct description for the nature of nucleus when a configuration change is involved. The excited Hartree-Fock states and the continuously-connected constrained Hartree-Fock states are given for the first time by applying the configuration dictated constrained Hartree-Fock theory with Gogny force. The importance of self-consistency between the mean-field and the single particle wave functions is emphasized even when a small number of nucleons are involved in the configuration change.
Polarizability of supported metal nanoparticles: Mehler-Fock approach
Jung, Jesper; Pedersen, Thomas G.
2012-09-01
Using toroidal coordinates and the Mehler-Fock transform, we present an analysis of the polarizability of a complex structure allowing for the study of arbitrarily truncated metal spheres including a dielectric substrate. Our analysis is based on an electrostatic approach, i.e., we are in the quasi-static limit, where we solve the Laplace equation for the potential. The derived method is used to analyze the behavior of localized surface plasmon resonances of truncated metal nanospheres including substrate effects. The method is fast, simple, easy to implement, and useful for analysis of experimental work on supported metal nanoparticles, e.g., within the area of plasmonic photovoltaics.
Relativistic Hartree-Fock-Bogoliubov model for deformed nuclei
Ebran, J -P; Arteaga, D Pena; Vretenar, D
2010-01-01
The Relativistic Hartree-Fock-Bogoliubov model for axially deformed nuclei (RHFBz) is introduced. The model is based on an effective Lagrangian with density-dependent meson-nucleon couplings in the particle-hole channel, and the pairing part of the Gogny force is used in the pairing channel. The RHFBz quasiparticle equations are solved by expansion in the basis of a deformed harmonic oscillator. Illustrative RHFBz calculations are performed for Carbon, Neon and Magnesium isotopes. The effect of the explicitly including the pion field is investigated for binding energies, deformation parameters, and charge radii.
Properties of the periodic Hartree-Fock minimizer
Ghimenti, Marco
2008-01-01
We study the periodic Hartree-Fock model used for the description of electrons in a crystal. The existence of a minimizer was previously shown by Catto, Le Bris and Lions (Ann. Inst. H. Poincare Anal. Non Lineaire} 18 (2001), no.6, 687--760). We prove in this paper that any minimizer is necessarily a projector and that it solves a certain nonlinear equation, similarly to the atomic case. In particular we show that the Fermi level is either empty or totally filled.
Ground state properties of graphene in Hartree-Fock theory
Hainzl, Christian; Sparber, Christof
2012-01-01
We study the Hartree-Fock approximation of graphene in infinite volume, with instantaneous Coulomb interactions. First we construct its translation-invariant ground state and we recover the well-known fact that, due to the exchange term, the effective Fermi velocity is logarithmically divergent at zero momentum. In a second step we prove the existence of a ground state in the presence of local defects and we discuss some properties of the linear response to an external electric field. All our results are non perturbative.
Directory of Open Access Journals (Sweden)
Romanu Ekaterini
2006-01-01
Full Text Available This article shows the similarities between Claude Debussy’s and Iannis Xenakis’ philosophy of music and work, in particular the formers Jeux and the latter’s Metastasis and the stochastic works succeeding it, which seem to proceed parallel (with no personal contact to what is perceived as the evolution of 20th century Western music. Those two composers observed the dominant (German tradition as outsiders, and negated some of its elements considered as constant or natural by "traditional" innovators (i.e. serialists: the linearity of musical texture, its form and rhythm.
Staker, Joshua T
2013-01-01
We make numerical comparison of spectra from angular-momentum projection on Hartree-Fock states with spectra from configuration-interaction nuclear shell-model calculations, all carried out in the same model spaces (in this case the sd, lower pf, and p-sd_5/2 shells) and using the same input Hamiltonians. We find, unsurprisingly, that the low-lying excitation spectra for rotational nuclides are well reproduced, but the spectra for vibrational nuclides, and more generally the complex specta for odd-A and odd-odd nuclides are less well reproduced in detail.
Stochastic models: theory and simulation.
Energy Technology Data Exchange (ETDEWEB)
Field, Richard V., Jr.
2008-03-01
Many problems in applied science and engineering involve physical phenomena that behave randomly in time and/or space. Examples are diverse and include turbulent flow over an aircraft wing, Earth climatology, material microstructure, and the financial markets. Mathematical models for these random phenomena are referred to as stochastic processes and/or random fields, and Monte Carlo simulation is the only general-purpose tool for solving problems of this type. The use of Monte Carlo simulation requires methods and algorithms to generate samples of the appropriate stochastic model; these samples then become inputs and/or boundary conditions to established deterministic simulation codes. While numerous algorithms and tools currently exist to generate samples of simple random variables and vectors, no cohesive simulation tool yet exists for generating samples of stochastic processes and/or random fields. There are two objectives of this report. First, we provide some theoretical background on stochastic processes and random fields that can be used to model phenomena that are random in space and/or time. Second, we provide simple algorithms that can be used to generate independent samples of general stochastic models. The theory and simulation of random variables and vectors is also reviewed for completeness.
Holmes-Cerfon, Miranda
2016-11-01
We study a model of rolling particles subject to stochastic fluctuations, which may be relevant in systems of nano- or microscale particles where rolling is an approximation for strong static friction. We consider the simplest possible nontrivial system: a linear polymer of three disks constrained to remain in contact and immersed in an equilibrium heat bath so the internal angle of the polymer changes due to stochastic fluctuations. We compare two cases: one where the disks can slide relative to each other and the other where they are constrained to roll, like gears. Starting from the Langevin equations with arbitrary linear velocity constraints, we use formal homogenization theory to derive the overdamped equations that describe the process in configuration space only. The resulting dynamics have the formal structure of a Brownian motion on a Riemannian or sub-Riemannian manifold, depending on if the velocity constraints are holonomic or nonholonomic. We use this to compute the trimer's equilibrium distribution with and without the rolling constraints. Surprisingly, the two distributions are different. We suggest two possible interpretations of this result: either (i) dry friction (or other dissipative, nonequilibrium forces) changes basic thermodynamic quantities like the free energy of a system, a statement that could be tested experimentally, or (ii) as a lesson in modeling rolling or friction more generally as a velocity constraint when stochastic fluctuations are present. In the latter case, we speculate there could be a "roughness" entropy whose inclusion as an effective force could compensate the constraint and preserve classical Boltzmann statistics. Regardless of the interpretation, our calculation shows the word "rolling" must be used with care when stochastic fluctuations are present.
Lanchier, Nicolas
2017-01-01
Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the classics of probability theory to more exotic research-oriented problems based on numerical simulations. Intended for graduate students in mathematics and applied sciences, the text provides the tools and training needed to write and use programs for research purposes. The first part of the text begins with a brief review of measure theory and revisits the main concepts of probability theory, from random variables to the standard limit theorems. The second part covers traditional material on stochastic processes, including martingales, discrete-time Markov chains, Poisson processes, and continuous-time Markov chains. The theory developed is illustrated by a variety of examples surrounding applications such as the ...
Energy Technology Data Exchange (ETDEWEB)
Blaskiewicz, M.
2011-01-01
Stochastic Cooling was invented by Simon van der Meer and was demonstrated at the CERN ISR and ICE (Initial Cooling Experiment). Operational systems were developed at Fermilab and CERN. A complete theory of cooling of unbunched beams was developed, and was applied at CERN and Fermilab. Several new and existing rings employ coasting beam cooling. Bunched beam cooling was demonstrated in ICE and has been observed in several rings designed for coasting beam cooling. High energy bunched beams have proven more difficult. Signal suppression was achieved in the Tevatron, though operational cooling was not pursued at Fermilab. Longitudinal cooling was achieved in the RHIC collider. More recently a vertical cooling system in RHIC cooled both transverse dimensions via betatron coupling.
Discrete Parametric Oscillation and Nondiffracting Beams in a Glauber-Fock Oscillator
Oztas, Z
2016-01-01
We consider a Glauber-Fock oscillator and show that diffraction can be managed. We show how to design arrays of waveguides where light beams experience zero diffraction. We find an exact analytical family of nondiffracting localized solution. We predict discrete parametric oscillation in the Glauber-Fock oscillator.
Hellweg, Arnim
2016-01-01
Hartree--Fock theory is one of the most ancient methods of computational chemistry, but up to the present day quantum chemical calculations on Hartree--Fock level or with hybrid density functional theory can be excessively time consuming. We compare three currently available techniques to reduce the computational demands of such calculations in terms of timing and accuracy.
Restricted Closed Shell Hartree Fock Roothaan Matrix Method Applied to Helium Atom Using Mathematica
Acosta, César R.; Tapia, J. Alejandro; Cab, César
2014-01-01
Slater type orbitals were used to construct the overlap and the Hamiltonian core matrices; we also found the values of the bi-electron repulsion integrals. The Hartree Fock Roothaan approximation process starts with setting an initial guess value for the elements of the density matrix; with these matrices we constructed the initial Fock matrix.…
Large amplitude motion with a stochastic mean-field approach
Directory of Open Access Journals (Sweden)
Yilmaz Bulent
2012-12-01
Full Text Available In the stochastic mean-field approach, an ensemble of initial conditions is considered to incorporate correlations beyond the mean-field. Then each starting point is propagated separately using the Time-Dependent Hartree-Fock equation of motion. This approach provides a rather simple tool to better describe fluctuations compared to the standard TDHF. Several illustrations are presented showing that this theory can be rather effective to treat the dynamics close to a quantum phase transition. Applications to fusion and transfer reactions demonstrate the great improvement in the description of mass dispersion.
Stochastic Averaging and Stochastic Extremum Seeking
Liu, Shu-Jun
2012-01-01
Stochastic Averaging and Stochastic Extremum Seeking develops methods of mathematical analysis inspired by the interest in reverse engineering and analysis of bacterial convergence by chemotaxis and to apply similar stochastic optimization techniques in other environments. The first half of the text presents significant advances in stochastic averaging theory, necessitated by the fact that existing theorems are restricted to systems with linear growth, globally exponentially stable average models, vanishing stochastic perturbations, and prevent analysis over infinite time horizon. The second half of the text introduces stochastic extremum seeking algorithms for model-free optimization of systems in real time using stochastic perturbations for estimation of their gradients. Both gradient- and Newton-based algorithms are presented, offering the user the choice between the simplicity of implementation (gradient) and the ability to achieve a known, arbitrary convergence rate (Newton). The design of algorithms...
On Blowup for time-dependent generalized Hartree-Fock equations
Hainzl, Christian; Lewin, Mathieu; Schlein, Benjamin
2009-01-01
We prove finite-time blowup for spherically symmetric and negative energy solutions of Hartree-Fock and Hartree-Fock-Bogoliubov type equations, which describe the evolution of attractive fermionic systems (e. g. white dwarfs). Our main results are twofold: First, we extend the recent blowup result of [Hainzl and Schlein, Comm. Math. Phys. \\textbf{287} (2009), 705--714] to Hartree-Fock equations with infinite rank solutions and a general class of Newtonian type interactions. Second, we show the existence of finite-time blowup for spherically symmetric solutions of a Hartree-Fock-Bogoliubov model, where an angular momentum cutoff is introduced. We also explain the key difficulties encountered in the full Hartree-Fock-Bogoliubov theory.
Sobczyk, K
1985-01-01
This is a concise, unified exposition of the existing methods of analysis of linear stochastic waves with particular reference to the most recent results. Both scalar and vector waves are considered. Principal attention is concentrated on wave propagation in stochastic media and wave scattering at stochastic surfaces. However, discussion extends also to various mathematical aspects of stochastic wave equations and problems of modelling stochastic media.
Stochastic homothetically revealed preference for tight stochastic demand functions
Jan Heufer
2009-01-01
This paper strengthens the framework of stochastic revealed preferences introduced by Bandyopadhyay et al. (1999, 2004) for stochastic homothetically revealed preferences for tight stochastic demand functions.
Error estimates for the Skyrme-Hartree-Fock model
Erler, J
2014-01-01
There are many complementing strategies to estimate the extrapolation errors of a model which was calibrated in least-squares fits. We consider the Skyrme-Hartree-Fock model for nuclear structure and dynamics and exemplify the following five strategies: uncertainties from statistical analysis, covariances between observables, trends of residuals, variation of fit data, dedicated variation of model parameters. This gives useful insight into the impact of the key fit data as they are: binding energies, charge r.m.s. radii, and charge formfactor. Amongst others, we check in particular the predictive value for observables in the stable nucleus $^{208}$Pb, the super-heavy element $^{266}$Hs, $r$-process nuclei, and neutron stars.
Computational Nuclear Physics and Post Hartree-Fock Methods
Lietz, Justin; Jansen, Gustav R; Hagen, Gaute; Hjorth-Jensen, Morten
2016-01-01
We present a computational approach to infinite nuclear matter employing Hartree-Fock theory, many-body perturbation theory and coupled cluster theory. These lectures are closely linked with those of chapters 9, 10 and 11 and serve as input for the correlation functions employed in Monte Carlo calculations in chapter 9, the in-medium similarity renormalization group theory of dense fermionic systems of chapter 10 and the Green's function approach in chapter 11. We provide extensive code examples and benchmark calculations, allowing thereby an eventual reader to start writing her/his own codes. We start with an object-oriented serial code and end with discussions on strategies for porting the code to present and planned high-performance computing facilities.
Semiempirical Hartree-Fock calculations for $KNbO_{3}$
Eglitis, R I; Borstel, G
1996-01-01
In applying the semiempirical intermediate neglect of differential overlap (INDO) method based on the Hartree-Fock formalism to a cubic perovskite-based ferroelectric material KNbO3, it was demonstrated that the accuracy of the method is sufficient for adequately describing the small energy differences related to the ferroelectric instability. The choice of INDO parameters has been done for a system containing Nb. Based on the parametrization proposed, the electronic structure, equilibrium ground state structure of the orthorhombic and rhombohedral phases, and Gamma-TO phonon frequencies in cubic and rhombohedral phases of KNbO3 were calculated and found to be in good agreement with the experimental data and with the first-principles calculations available.
Using Hartree-Fock pseudopotentials in GW calculations
Hamann, D. R.; Vanderbilt, David
2010-03-01
The issue of including shallow ``semi-core'' states as valence has recently resurfaced in the context of self-consistent GW calculations.footnotetextF. Bruneval et al., Phys. Rev. Lett. 97, 267601 (2006). Supposing that semi-core-valence exchange is the dominant process necessitating the inclusion of semi-cores, we have investigated whether the use Hartree-Fock pseudopotentialsfootnotetextW. A. Al-Saidi, E. J. Walter, and A. M. Rappe, Phys. Rev. B 77, 075122 (2008). instead of density-functional psp's might obviate the need for semi-cores. The answers to this question appear to be ``yes'' for the case of CuCl (filled d shell), and ``semi-cores don't matter anyway'' for ScN (empty d shell). Opportunity permitting, additional examples will be discussed.
The Gogny-Hartree-Fock-Bogoliubov nuclear-mass model
Energy Technology Data Exchange (ETDEWEB)
Goriely, S. [Universite Libre de Bruxelles, Institut d' Astronomie et d' Astrophysique, CP-226, Brussels (Belgium); Hilaire, S.; Girod, M.; Peru, S. [CEA, DAM, DIF, Arpajon (France)
2016-07-15
We present the Gogny-Hartree-Fock-Bogoliubov model which reproduces nuclear masses with an accuracy comparable with the best mass formulas. In contrast to the Skyrme-HFB nuclear-mass models, an explicit and self-consistent account of all the quadrupole correlation energies is included within the 5D collective Hamiltonian approach. The final rms deviation with respect to the 2353 measured masses is 789 keV in the 2012 atomic mass evaluation. In addition, the D1M Gogny force is shown to predict nuclear and neutron matter properties in agreement with microscopic calculations based on realistic two- and three-body forces. The D1M properties and its predictions of various observables are compared with those of D1S and D1N. (orig.)
Correlated Electron Calculations with Hartree-Fock Scaling
Gebauer, Ralph; Car, Roberto
2013-01-01
We introduce an energy functional for ground-state electronic structure calculations with fundamental variables the natural spin orbitals and their joint occupation probabilities in an implied many-body trial wave function. We use a controlled approximation for the two-particle density matrix that greatly extends the accuracy compared to current functionals of the one-particle density matrix only. Algebraic scaling of computational cost with electron number is achieved in general, and Hartree-Fock scaling in the seniority-zero version of the theory. We present results obtained with the latter version for saturated small molecular systems for which highly accurate quantum chemical computations are available for comparison. The results are variational, capturing most of the correlation energy from equilibrium to dissociation.
Stochastic Physicochemical Dynamics
Tsekov, R.
2001-02-01
Thermodynamic Relaxation in Quantum Systems: A new approach to quantum Markov processes is developed and the corresponding Fokker-Planck equation is derived. The latter is examined to reproduce known results from classical and quantum physics. It was also applied to the phase-space description of a mechanical system thus leading to a new treatment of this problem different from the Wigner presentation. The equilibrium probability density obtained in the mixed coordinate-momentum space is a reasonable extension of the Gibbs canonical distribution. The validity of the Einstein fluctuation-dissipation relation is discussed in respect to the type of relaxation in an isothermal system. The first model, presuming isothermic fluctuations, leads to the Einstein formula. The second model supposes adiabatic fluctuations and yields another relation between the diffusion coefficient and mobility of a Brownian particle. A new approach to relaxations in quantum systems is also proposed that demonstrates applicability only of the adiabatic model for description of the quantum Brownian dynamics. Stochastic Dynamics of Gas Molecules: A stochastic Langevin equation is derived, describing the thermal motion of a molecule immersed in a rested fluid of identical molecules. The fluctuation-dissipation theorem is proved and a number of correlation characteristics of the molecular Brownian motion are obtained. A short review of the classical theory of Brownian motion is presented. A new method is proposed for derivation of the Fokker-Planck equations, describing the probability density evolution, from stochastic differential equations. It is also proven via the central limit theorem that the white noise is only Gaussian. The applicability of stochastic differential equations to thermodynamics is considered and a new form, different from the classical Ito and Stratonovich forms, is introduced. It is shown that the new presentation is more appropriate for the description of thermodynamic
Hartree-Fock Many-Body Perturbation Theory for Nuclear Ground-States
Tichai, Alexander; Binder, Sven; Roth, Robert
2016-01-01
We investigate the order-by-order convergence behavior of many-body perturbation theory (MBPT) as a simple and efficient tool to approximate the ground-state energy of closed-shell nuclei. To address the convergence properties directly, we explore perturbative corrections up to 30th order and highlight the role of the partitioning for convergence. The use of a simple Hartree-Fock solution to construct the unperturbed basis leads to a convergent MBPT series for soft interactions, in contrast to, e.g., a harmonic oscillator basis. For larger model spaces and heavier nuclei, where a direct high-order MBPT calculation in not feasible, we perform third-order calculation and compare to advanced ab initio coupled-cluster calculations for the same interactions and model spaces. We demonstrate that third-order MBPT provides ground-state energies for nuclei up into tin isotopic chain that are in excellent agreement with the best available coupled-cluster results at a fraction of the computational cost.
Nuclear Pasta at Finite Temperature with the Time-Dependent Hartree-Fock Approach
Schuetrumpf, B.; Klatt, M. A.; Iida, K.; Maruhn, J. A.; Mecke, K.; Reinhard, P.-G.
2016-01-01
We present simulations of neutron-rich matter at sub-nuclear densities, like supernova matter. With the time-dependent Hartree-Fock approximation we can study the evolution of the system at temperatures of several MeV employing a full Skyrme interaction in a periodic three-dimensional grid [1]. The initial state consists of α particles randomly distributed in space that have a Maxwell-Boltzmann distribution in momentum space. Adding a neutron background initialized with Fermi distributed plane waves the calculations reflect a reasonable approximation of astrophysical matter. The matter evolves into spherical, rod-like, connected rod-like and slab-like shapes. Further we observe gyroid-like structures, discussed e.g. in [2], which are formed spontaneously choosing a certain value of the simulation box length. The ρ-T-map of pasta shapes is basically consistent with the phase diagrams obtained from QMD calculations [3]. By an improved topological analysis based on Minkowski functionals [4], all observed pasta shapes can be uniquely identified by only two valuations, namely the Euler characteristic and the integral mean curvature. In addition we propose the variance in the cell-density distribution as a measure to distinguish pasta matter from uniform matter.
Stochastic partial differential equations in turbulence related problems
Chow, P.-L.
1978-01-01
The theory of stochastic partial differential equations (PDEs) and problems relating to turbulence are discussed by employing the theories of Brownian motion and diffusion in infinite dimensions, functional differential equations, and functional integration. Relevant results in probablistic analysis, especially Gaussian measures in function spaces and the theory of stochastic PDEs of Ito type, are taken into account. Linear stochastic PDEs are analyzed through linearized Navier-Stokes equations with a random forcing. Stochastic equations for waves in random media as well as model equations in turbulent transport theory are considered. Markovian models in fully developed turbulence are discussed from a stochastic equation viewpoint.
Heisenberg-limited quantum sensing and metrology with superpositions of twin-Fock states
Gerry, Christopher C.; Mimih, Jihane
2011-03-01
We discuss the prospects of performing Heisenberg-limited quantum sensing and metrology using a Mach-Zehnder interferometer with input states that are superpositions of twin-Fock states and where photon number parity measurements are made on one of the output beams of the interferometer. This study is motivated by the experimental challenge of producing twin-Fock states on opposite sides of a beam splitter. We focus on the use of the so-called pair coherent states for this purpose and discuss a possible mechanism for generating them. We also discuss the prospect of using other superstitions of twin-Fock states, for the purpose of interferometry.
Stochastic power flow modeling
Energy Technology Data Exchange (ETDEWEB)
1980-06-01
The stochastic nature of customer demand and equipment failure on large interconnected electric power networks has produced a keen interest in the accurate modeling and analysis of the effects of probabilistic behavior on steady state power system operation. The principle avenue of approach has been to obtain a solution to the steady state network flow equations which adhere both to Kirchhoff's Laws and probabilistic laws, using either combinatorial or functional approximation techniques. Clearly the need of the present is to develop sound techniques for producing meaningful data to serve as input. This research has addressed this end and serves to bridge the gap between electric demand modeling, equipment failure analysis, etc., and the area of algorithm development. Therefore, the scope of this work lies squarely on developing an efficient means of producing sensible input information in the form of probability distributions for the many types of solution algorithms that have been developed. Two major areas of development are described in detail: a decomposition of stochastic processes which gives hope of stationarity, ergodicity, and perhaps even normality; and a powerful surrogate probability approach using proportions of time which allows the calculation of joint events from one dimensional probability spaces.
Grassmann phase space methods for fermions. I. Mode theory
Dalton, B. J.; Jeffers, J.; Barnett, S. M.
2016-07-01
In both quantum optics and cold atom physics, the behaviour of bosonic photons and atoms is often treated using phase space methods, where mode annihilation and creation operators are represented by c-number phase space variables, with the density operator equivalent to a distribution function of these variables. The anti-commutation rules for fermion annihilation, creation operators suggest the possibility of using anti-commuting Grassmann variables to represent these operators. However, in spite of the seminal work by Cahill and Glauber and a few applications, the use of Grassmann phase space methods in quantum-atom optics to treat fermionic systems is rather rare, though fermion coherent states using Grassmann variables are widely used in particle physics. The theory of Grassmann phase space methods for fermions based on separate modes is developed, showing how the distribution function is defined and used to determine quantum correlation functions, Fock state populations and coherences via Grassmann phase space integrals, how the Fokker-Planck equations are obtained and then converted into equivalent Ito equations for stochastic Grassmann variables. The fermion distribution function is an even Grassmann function, and is unique. The number of c-number Wiener increments involved is 2n2, if there are n modes. The situation is somewhat different to the bosonic c-number case where only 2 n Wiener increments are involved, the sign of the drift term in the Ito equation is reversed and the diffusion matrix in the Fokker-Planck equation is anti-symmetric rather than symmetric. The un-normalised B distribution is of particular importance for determining Fock state populations and coherences, and as pointed out by Plimak, Collett and Olsen, the drift vector in its Fokker-Planck equation only depends linearly on the Grassmann variables. Using this key feature we show how the Ito stochastic equations can be solved numerically for finite times in terms of c-number stochastic
On stochastic motion in quantum mechanics
Schürmann, T
2003-01-01
We want to investigate the stochastic parameters, drift and diffusion, in F\\'enyes' and Nelson's approach of stochastic mechanics. In contrast to the postulate of a constant diffusion parameter, we consider coordinate dependent alternatives. Therefore, we assume that the trajectory of a particle can be described by a continuous stochastic process with space- and/or time-dependent diffusion. For an illustration of the main features that can be explained within this context, we examine the time-evolution of the free particle with the Gaussian (minimum-uncertainty) initial state and obtain a time-dependent diffusion $\\propto t$.
2-D Hartee-Fock-Bogoliubov Calculations For Exotic Deformed Nuclei
Blazkiewicz, Artur; Oberacker, Volker E.; Umar, Sait A.; Teran, Edgar
2003-10-01
We solve the Hartree-Fock-Bogoliubov (HFB) equations in coordinate space; the computational method has been specifically designed to study ground state properties of nuclei near the neutron and proton drip lines teref1. The unique feature of our code is that it takes into account the strong coupling to high-energy continuum states, up to an equivalent single-particle energy of 60 MeV or higher. We solve the HFB equations for deformed, axially symmetric even-even nuclei in coordinate space on a 2-D lattice with Basis-Spline methods. For the p-h channel, the Skyrme (SLy4) effective N-N interaction is utilized, and for the p-p and h-h channel we use a delta interaction. Results teref2,ref3 are presented for binding energies, deformations, normal densities and pairing densities, Fermi levels, and pairing gaps. In particular, we calculate the properties of two light isotope chains up to the two-neutron dripline: oxygen (^22-28O) and sulfur (^40-52S). For some of the sulfur isotopes we found the "shape coexistence" what was also confirmed by RMF calculations of P. Ring and G.A. Lalazissis teref4. Furthermore, we study the strongly deformed heavy systems zirconium (^102,104Zr), cerium (^152Ce), and samarium (^158Sm).We are also planning to study other isotopes by running our new parallel MPI version of HFB code. Comparison with relativistic mean field theory and with experimental data is given whenever available. This work has been supported by the U.S. Department of Energy under grant No. DE-FG02-96ER40963 with Vanderbilt University. The numerical calculations were carried out on the IBM-RS/6000 SP supercomputer at NERSC in Berkeley and on our local "Beowulf" Vampire computer at Vanderbilt University. 99 ref1 Axially Symmetric Hartee-Fock-Bogoliubov calculations for nuclei near the drip lines,E. Teran, V.E. Oberacker and A.S. Umar, Phys. Rev. C 67, (June 2003) ref2 Half lives of isomeric states from SF of ^252Cf and large deformations in ^104Zr and ^158Sm, J.K. Hwang, A
Self-Organising Stochastic Encoders
Luttrell, Stephen
2010-01-01
The processing of mega-dimensional data, such as images, scales linearly with image size only if fixed size processing windows are used. It would be very useful to be able to automate the process of sizing and interconnecting the processing windows. A stochastic encoder that is an extension of the standard Linde-Buzo-Gray vector quantiser, called a stochastic vector quantiser (SVQ), includes this required behaviour amongst its emergent properties, because it automatically splits the input space into statistically independent subspaces, which it then separately encodes. Various optimal SVQs have been obtained, both analytically and numerically. Analytic solutions which demonstrate how the input space is split into independent subspaces may be obtained when an SVQ is used to encode data that lives on a 2-torus (e.g. the superposition of a pair of uncorrelated sinusoids). Many numerical solutions have also been obtained, using both SVQs and chains of linked SVQs: (1) images of multiple independent targets (encod...
The stochastic integrable AKNS hierarchy
Arnaudon, Alexis
2015-01-01
We derive a stochastic AKNS hierarchy using geometrical methods. The integrability is shown via a stochastic zero curvature relation associated with a stochastic isospectral problem. We expose some of the stochastic integrable partial differential equations which extend the stochastic KdV equation discovered by M. Wadati in 1983 for all the AKNS flows. We also show how to find stochastic solitons from the stochastic evolution of the scattering data of the stochastic IST. We finally expose som...
Moawia Alghalith
2012-01-01
We present new stochastic differential equations, that are more general and simpler than the existing Ito-based stochastic differential equations. As an example, we apply our approach to the investment (portfolio) model.
Stochastic processes - quantum physics
Energy Technology Data Exchange (ETDEWEB)
Streit, L. (Bielefeld Univ. (Germany, F.R.))
1984-01-01
The author presents an elementary introduction to stochastic processes. He starts from simple quantum mechanics and considers problems in probability, finally presenting quantum dynamics in terms of stochastic processes.
Stochastic reconstruction of sandstones
Manwart; Torquato; Hilfer
2000-07-01
A simulated annealing algorithm is employed to generate a stochastic model for a Berea sandstone and a Fontainebleau sandstone, with each a prescribed two-point probability function, lineal-path function, and "pore size" distribution function, respectively. We find that the temperature decrease of the annealing has to be rather quick to yield isotropic and percolating configurations. A comparison of simple morphological quantities indicates good agreement between the reconstructions and the original sandstones. Also, the mean survival time of a random walker in the pore space is reproduced with good accuracy. However, a more detailed investigation by means of local porosity theory shows that there may be significant differences of the geometrical connectivity between the reconstructed and the experimental samples.
Stochastic processes and filtering theory
Jazwinski, Andrew H
2007-01-01
This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well.Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probab
Stochastic tools in turbulence
Lumey, John L
2012-01-01
Stochastic Tools in Turbulence discusses the available mathematical tools to describe stochastic vector fields to solve problems related to these fields. The book deals with the needs of turbulence in relation to stochastic vector fields, particularly, on three-dimensional aspects, linear problems, and stochastic model building. The text describes probability distributions and densities, including Lebesgue integration, conditional probabilities, conditional expectations, statistical independence, lack of correlation. The book also explains the significance of the moments, the properties of the
DUAL INTEGRAL EQUATIONS INVOLVING LEGENDRE FUNCTIONS IN DISTRIBUTION SPACES
Directory of Open Access Journals (Sweden)
P. K. BANERJI, DESHNA LOONKER
2010-11-01
Full Text Available In this paper we use the Mehler-Fock transformation to obtain thesolution of dual integral equations involving Legendre functions. The solutionso obtained is proved to be distributional because they satisfy properties ofdistribution space.
Energy Technology Data Exchange (ETDEWEB)
Brennan,J.M.; Blaskiewicz, M. M.; Severino, F.
2009-05-04
After the success of longitudinal stochastic cooling of bunched heavy ion beam in RHIC, transverse stochastic cooling in the vertical plane of Yellow ring was installed and is being commissioned with proton beam. This report presents the status of the effort and gives an estimate, based on simulation, of the RHIC luminosity with stochastic cooling in all planes.
Uniqueness of the Fock quantization of Dirac fields in 2+1 dimensions
Cortez, Jerónimo; Martín-Benito, Mercedes; Marugán, Guillermo A Mena; Velhinho, José M
2016-01-01
We study the Fock quantization of a free Dirac field in 2+1-dimensional backgrounds which are conformally ultrastatic, with a time-dependent conformal factor. As it is typical for field theories, there is an infinite ambiguity in the Fock representation of the canonical anticommutation relations. Different choices may lead to unitarily inequivalent theories that describe different physics. To remove this ambiguity one usually requires that the vacuum be invariant under the unitary transformations that implement the symmetries of the equations of motion. However, in non-stationary backgrounds, where time translation is not a symmetry transformation, the requirement of vacuum invariance is in general not enough to fix completely the Fock representation. We show that this problem is overcome in the considered scenario by demanding, in addition, a unitarily implementable quantum dynamics. The combined imposition of these conditions selects a unique family of equivalent Fock representations. Moreover, one also obt...
The origin of linear scaling Fock matrix calculation with density prescreening
Energy Technology Data Exchange (ETDEWEB)
Mitin, Alexander V., E-mail: mitin@phys.chem.msu.ru [Chemistry Department, Moscow State University, Moscow, 119991 (Russian Federation)
2015-12-31
A theorem was proven, which reads that the number of nonzero two-electron integrals scales linearly with respect to the number of basis functions for large molecular systems. This permits to show that linear scaling property of the Fock matrix calculation with using density prescreening arises due to linear scaling properties of the number of nonzero two-electron integrals and the number of leading matrix elements of density matrix. This property is reinforced by employing the density prescreening technique. The use of the density difference prescreening further improves the linear scaling property of the Fock matrix calculation method. As a result, the linear scaling regime of the Fock matrix calculation can begin from the number of basis functions of 2000–3000 in dependence on the basis function type in molecular calculations. It was also shown that the conventional algorithm of Fock matrix calculation from stored nonzero two-electron integrals with density prescreening possesses linear scaling property.
Iso-spin Dependent Microscopic Optical Model Potential Based on Dirac Bruckner Haretree Fock Method
Institute of Scientific and Technical Information of China (English)
无
2011-01-01
The microscopic optical model is investigated in the Dirac-Brueckner-Hartree-Fock (DBHF) framework with Bonn B meson exchange potential. Both real and imaginary parts of isospin-dependent self-energies are derived from a strict projection
The Light-Cone Fock Expansion in Quantum Chromodynamics
Brodsky, S J
2000-01-01
A fundamental question in QCD is the non-perturbative structure of hadrons at the amplitude level--not just the single-particle flavor, momentum, and helicity distributions of the quark constituents, but also the multi-quark, gluonic, and hidden-color correlations intrinsic to hadronic and nuclear wavefunctions. The light-cone Fock-state representation of QCD encodes the properties of a hadrons in terms of frame-independent wavefunctions. A number of applications are discussed, including semileptonic B decays, deeply virtual Compton scattering, and dynamical higher twist effects in inclusive reactions. A new type of jet production reaction, "self-resolving diffractive interactions" can provide direct information on the light-cone wavefunctions of hadrons in terms of their quark and gluon degrees of freedom as well as the composition of nuclei in terms of their nucleon and mesonic degrees of freedom. The relation of the intrinsic sea to the light-cone wavefunctions is discussed. The physics of light-cone wavef...
Auxiliary Density Matrix Methods for Hartree-Fock Exchange Calculations.
Guidon, Manuel; Hutter, Jürg; VandeVondele, Joost
2010-08-10
The calculation of Hartree-Fock exchange (HFX) is computationally demanding for large systems described with high-quality basis sets. In this work, we show that excellent performance and good accuracy can nevertheless be obtained if an auxiliary density matrix is employed for the HFX calculation. Several schemes to derive an auxiliary density matrix from a high-quality density matrix are discussed. Key to the accuracy of the auxiliary density matrix methods (ADMM) is the use of a correction based on standard generalized gradient approximations for HFX. ADMM integrates seamlessly in existing HFX codes and, in particular, can be employed in linear scaling implementations. Demonstrating the performance of the method, the effect of HFX on the structure of liquid water is investigated in detail using Born-Oppenheimer molecular dynamics simulations (300 ps) of a system of 64 molecules. Representative for large systems are calculations on a solvated protein (Rubredoxin), for which ADMM outperforms the corresponding standard HFX implementation by approximately a factor 20.
Momentum distribution of relativistic nuclei with Hartree-Fock mesonic correlations
Energy Technology Data Exchange (ETDEWEB)
Amaro, J.E. [Departamento de Fisica Moderna, Universidad de Granada, E-18071 Granada (Spain); Barbaro, M.B. [Dipartimento di Fisica Teorica, Universita di Torino and INFN, Sezione di Torino, Via P. Giuria 1, 10125 Torino (Italy); Departamento de Fisica Atomica, Molecular y Nuclear Universidad de Sevilla, Apdo. 1065, E-41080 Sevilla (Spain); Caballero, J.A. [Departamento de Fisica Atomica, Molecular y Nuclear Universidad de Sevilla, Apdo. 1065, E-41080 Sevilla (Spain); Donnelly, T.W. [Center for Theoretical Physics, Laboratory for Nuclear Science and Department of Physics Massachusetts Institute of Technology, Cambridge, MA 02139 (United States); Molinari, A. [Dipartimento di Fisica Teorica, Universita di Torino and INFN, Sezione di Torino, Via P. Giuria 1, 10125 Torino (Italy)
2002-12-01
The impact of Hartree-Fock correlations on the nuclear momentum distribution is studied in a fully relativistic one-boson-exchange model. Hartree-Fock equations are exactly solved to first order in the coupling constants. The renormalization of the Dirac spinors in the medium is shown to affect the momentum distribution, as opposed to what happens in the non-relativistic case. The unitarity of the model is shown to be preserved by the present renormalization procedure. (orig.)
Adaptive multi-resolution 3D Hartree-Fock-Bogoliubov solver for nuclear structure
Pei, J. C.; Fann, G. I.; Harrison, R. J.; Nazarewicz, W.; Shi, Yue; Thornton, S.
2014-08-01
Background: Complex many-body systems, such as triaxial and reflection-asymmetric nuclei, weakly bound halo states, cluster configurations, nuclear fragments produced in heavy-ion fusion reactions, cold Fermi gases, and pasta phases in neutron star crust, are all characterized by large sizes and complex topologies in which many geometrical symmetries characteristic of ground-state configurations are broken. A tool of choice to study such complex forms of matter is an adaptive multi-resolution wavelet analysis. This method has generated much excitement since it provides a common framework linking many diversified methodologies across different fields, including signal processing, data compression, harmonic analysis and operator theory, fractals, and quantum field theory. Purpose: To describe complex superfluid many-fermion systems, we introduce an adaptive pseudospectral method for solving self-consistent equations of nuclear density functional theory in three dimensions, without symmetry restrictions. Methods: The numerical method is based on the multi-resolution and computational harmonic analysis techniques with a multi-wavelet basis. The application of state-of-the-art parallel programming techniques include sophisticated object-oriented templates which parse the high-level code into distributed parallel tasks with a multi-thread task queue scheduler for each multi-core node. The internode communications are asynchronous. The algorithm is variational and is capable of solving coupled complex-geometric systems of equations adaptively, with functional and boundary constraints, in a finite spatial domain of very large size, limited by existing parallel computer memory. For smooth functions, user-defined finite precision is guaranteed. Results: The new adaptive multi-resolution Hartree-Fock-Bogoliubov (HFB) solver madness-hfb is benchmarked against a two-dimensional coordinate-space solver hfb-ax that is based on the B-spline technique and a three-dimensional solver
Multi-Configuration Dirac–Hartree–Fock (MCDHF Calculations for B-Like Ions
Directory of Open Access Journals (Sweden)
Indu Khatri
2016-05-01
Full Text Available Relativistic configuration interaction results are presented for several B-like ions (Ge XXVIII, Rb XXXIII, Sr XXXIV, Ru XL, Sn XLVI, and Ba LII using the multi-configuration Dirac–Hartree–Fock (MCDHF method. The calculations are carried out in the active space approximation with the inclusion of the Breit interaction, the finite nuclear size effect, and quantum electrodynamic corrections. Results for fine structure energy levels for 1s22s22p and 2s2p2 configurations relative to the ground state are reported. The transition wavelengths, transition probabilities, line strengths, and absorption oscillator strengths for 2s22p–2s2p2 electric dipole (E1 transitions are calculated. Both valence and core-valence correlation effects were accounted for through single-double multireference (SD-MR expansions to increasing sets of active orbitals. Comparisons are made with the available data and good agreement is achieved. The values calculated using core–valence correlation are found to be very close to other theoretical and experimental values. The behavior of oscillator strengths as a function of nuclear charge is studied. We believe that our results can guide experimentalists in identifying the fine-structure levels in their future work.
Uniqueness of the Fock quantization of the Gowdy $T^3$ model
Cortez, J; Velhinho, J M; Cortez, Jeronimo; Marugan, Guillermo A. Mena; Velhinho, Jose M.
2007-01-01
After its reduction by a gauge-fixing procedure, the family of linearly polarized Gowdy $T^3$ cosmologies admit a scalar field description whose evolution is governed by a Klein-Gordon type equation in a flat background in 1+1 dimensions with the spatial topology of $S^1$, though in the presence of a time-dependent potential. The model is still subject to a homogeneous constraint, which generates $S^1$-translations. Recently, a Fock quantization of this scalar field was introduced and shown to be unique under the requirements of unitarity of the dynamics and invariance under the gauge group of $S^1$-translations. In this work, we extend and complete this uniqueness result by considering other possible scalar field descriptions, resulting from reasonable field reparameterizations of the induced metric of the reduced model. In the reduced phase space, these alternate descriptions can be obtained by means of a time-dependent scaling of the field, the inverse scaling of its canonical momentum, and the possible ad...
A NOTE ON THE STOCHASTIC ROOTS OF STOCHASTIC MATRICES
Institute of Scientific and Technical Information of China (English)
Qi-Ming HE; Eldon GUNN
2003-01-01
In this paper, we study the stochastic root matrices of stochastic matrices. All stochastic roots of 2×2 stochastic matrices are found explicitly. A method based on characteristic polynomial of matrix is developed to find all real root matrices that are functions of the original 3×3 matrix, including all possible (function) stochastic root matrices. In addition, we comment on some numerical methods for computing stochastic root matrices of stochastic matrices.
Ogawa, Shigeyoshi
2017-01-01
This book presents an elementary introduction to the theory of noncausal stochastic calculus that arises as a natural alternative to the standard theory of stochastic calculus founded in 1944 by Professor Kiyoshi Itô. As is generally known, Itô Calculus is essentially based on the "hypothesis of causality", asking random functions to be adapted to a natural filtration generated by Brownian motion or more generally by square integrable martingale. The intention in this book is to establish a stochastic calculus that is free from this "hypothesis of causality". To be more precise, a noncausal theory of stochastic calculus is developed in this book, based on the noncausal integral introduced by the author in 1979. After studying basic properties of the noncausal stochastic integral, various concrete problems of noncausal nature are considered, mostly concerning stochastic functional equations such as SDE, SIE, SPDE, and others, to show not only the necessity of such theory of noncausal stochastic calculus but ...
Stochastic Lie group integrators
Malham, Simon J A
2007-01-01
We present Lie group integrators for nonlinear stochastic differential equations with non-commutative vector fields whose solution evolves on a smooth finite dimensional manifold. Given a Lie group action that generates transport along the manifold, we pull back the stochastic flow on the manifold to the Lie group via the action, and subsequently pull back the flow to the corresponding Lie algebra via the exponential map. We construct an approximation to the stochastic flow in the Lie algebra via closed operations and then push back to the Lie group and then to the manifold, thus ensuring our approximation lies in the manifold. We call such schemes stochastic Munthe-Kaas methods after their deterministic counterparts. We also present stochastic Lie group integration schemes based on Castell--Gaines methods. These involve using an underlying ordinary differential integrator to approximate the flow generated by a truncated stochastic exponential Lie series. They become stochastic Lie group integrator schemes if...
Balibrea-Iniesta, Francisco; Lopesino, Carlos; Wiggins, Stephen; Mancho, Ana M.
2016-12-01
In this paper, we introduce a new technique for depicting the phase portrait of stochastic differential equations. Following previous work for deterministic systems, we represent the phase space by means of a generalization of the method of Lagrangian descriptors to stochastic differential equations. Analogously to the deterministic differential equations setting, the Lagrangian descriptors graphically provide the distinguished trajectories and hyperbolic structures arising within the stochastic dynamics, such as random fixed points and their stable and unstable manifolds. We analyze the sense in which structures form barriers to transport in stochastic systems. We apply the method to several benchmark examples where the deterministic phase space structures are well-understood. In particular, we apply our method to the noisy saddle, the stochastically forced Duffing equation, and the stochastic double gyre model that is a benchmark for analyzing fluid transport.
Quantum Fields, Stochastic PDE, and Reflection Positivity
Jaffe, Arthur
2014-01-01
We outline some known relations between classical random fields and quantum fields. In the scalar case, the existence of a quantum field is equivalent to the existence of a Euclidean-invariant, reflection-positive (RP) measure on the Schwartz space tempered distributions. Martin Hairer recently investigated random fields in a series of interesting papers, by studying non-linear stochastic partial differential equations, with a white noise driving term. To understand such stochastic quantization, we consider a linear example. We ask: does the measure on the solution induced by the stochastic driving term yield a quantum field? The RP property yields a general method to implement quantization. We show that the RP property fails for finite stochastic parameter $\\lambda$, although it holds in the limiting case $\\lambda=\\infty$.
Dynamics of a Stochastic Intraguild Predation Model
Directory of Open Access Journals (Sweden)
Zejing Xing
2016-04-01
Full Text Available Intraguild predation (IGP is a widespread ecological phenomenon which occurs when one predator species attacks another predator species with which it competes for a shared prey species. The objective of this paper is to study the dynamical properties of a stochastic intraguild predation model. We analyze stochastic persistence and extinction of the stochastic IGP model containing five cases and establish the sufficient criteria for global asymptotic stability of the positive solutions. This study shows that it is possible for the coexistence of three species under the influence of environmental noise, and that the noise may have a positive effect for IGP species. A stationary distribution of the stochastic IGP model is established and it has the ergodic property, suggesting that the time average of population size with the development of time is equal to the stationary distribution in space. Finally, we show that our results may be extended to two well-known biological systems: food chains and exploitative competition.
Zhang, Ying; Meng, Jie
2010-01-01
The neutron pair correlation in nuclei near the neutron drip-line is investigated using the selfconsistent continuum Skyrme-Hartree-Fock-Bogoliubov theory formulated with the coordinate-space Green's function technique. Numerical analysis is performed for even-even N = 86 isotones in the Mo-Sn region, where the 3p3/2 and 3p1/2 orbits lying near the Fermi energy are either weakly bound or unbound. The quasiparticle states originating from the l = 1 orbits form resonances with large widths, which are due to the low barrier height and the strong continuum coupling caused by the pair potential. Analyzing in detail the pairing properties and roles of the quasiparticle resonances, we found that the l = 1 broad quasiparticle resonances persist to feel the pair potential and contribute to the pair correlation even when their widths are comparable with the resonance energy.
Stochastic Generalized Method of Moments
Yin, Guosheng
2011-08-16
The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function. However, minimization of the objective function in the GMM may be challenging, especially over a large parameter space. Due to the special structure of the GMM, we propose a new sampling-based algorithm, the stochastic GMM sampler, which replaces the multivariate minimization problem by a series of conditional sampling procedures. We develop the theoretical properties of the proposed iterative Monte Carlo method, and demonstrate its superior performance over other GMM estimation procedures in simulation studies. As an illustration, we apply the stochastic GMM sampler to a Medfly life longevity study. Supplemental materials for the article are available online. © 2011 American Statistical Association.
Boolean Inner product Spaces and Boolean Matrices
Gudder, Stan; Latremoliere, Frederic
2009-01-01
This article discusses the concept of Boolean spaces endowed with a Boolean valued inner product and their matrices. A natural inner product structure for the space of Boolean n-tuples is introduced. Stochastic boolean vectors and stochastic and unitary Boolean matrices are studied. A dimension theorem for orthonormal bases of a Boolean space is proven. We characterize the invariant stochastic Boolean vectors for a Boolean stochastic matrix and show that they can be used to reduce a unitary m...
Advanced Dynamically Adaptive Algorithms for Stochastic Simulations on Extreme Scales
Energy Technology Data Exchange (ETDEWEB)
Xiu, Dongbin [Univ. of Utah, Salt Lake City, UT (United States)
2017-03-03
The focus of the project is the development of mathematical methods and high-performance computational tools for stochastic simulations, with a particular emphasis on computations on extreme scales. The core of the project revolves around the design of highly efficient and scalable numerical algorithms that can adaptively and accurately, in high dimensional spaces, resolve stochastic problems with limited smoothness, even containing discontinuities.
Geometric quadratic stochastic operator on countable infinite set
Energy Technology Data Exchange (ETDEWEB)
Ganikhodjaev, Nasir; Hamzah, Nur Zatul Akmar [Department of Computational and Theoretical Sciences, Kulliyyah of Science, International Islamic University, Jalan Sultan Ahmad Shah, Bandar InderaMahkota, 25200 Kuantan, Pahang (Malaysia)
2015-02-03
In this paper we construct the family of Geometric quadratic stochastic operators defined on the countable sample space of nonnegative integers and investigate their trajectory behavior. Such operators can be reinterpreted in terms of of evolutionary operator of free population. We show that Geometric quadratic stochastic operators are regular transformations.
Reliability-based Dynamic Network Design with Stochastic Networks
Li, H.
2009-01-01
Transportation systems are stochastic and dynamic systems. The road capacities and the travel demand are fluctuating from time to time within a day and at the same time from day to day. For road users, the travel time and travel costs experienced over time and space are stochastic, thus desire relia
Directory of Open Access Journals (Sweden)
CASTRO EUSTÁQUIO V. R. DE
2001-01-01
Full Text Available The generator coordinate Hartree-Fock method is used to generate adapted Gaussian basis sets for the atoms from Li (Z=3 through Xe (Z=54. In this method the Griffin-Hill-Wheeler-Hartree-Fock equations are integrated through the integral discretization technique. The wave functions generated in this work are compared with the widely used Roothaan-Hartree-Fock wave functions of Clementi and Roetti (1974, and with other basis sets reported in the literature. For all atoms studied, the errors in our total energy values relatively to the numerical Hartree-Fock limits are always less than 7.426 mhartree.
Fundamentals of Stochastic Networks
Ibe, Oliver C
2011-01-01
An interdisciplinary approach to understanding queueing and graphical networks In today's era of interdisciplinary studies and research activities, network models are becoming increasingly important in various areas where they have not regularly been used. Combining techniques from stochastic processes and graph theory to analyze the behavior of networks, Fundamentals of Stochastic Networks provides an interdisciplinary approach by including practical applications of these stochastic networks in various fields of study, from engineering and operations management to communications and the physi
Deformed Boson Algebra and Projection Operator of Vacuum in Noncommutative Phase Space
Lin, Bingsheng; Guan, Yong; Jing, Sicong
In this paper we introduce a new formalism to analyze Fock space structure of noncommutative phase space (NCPS). Based on this new formalism, we derive deformed boson commutation relations and study corresponding deformed Fock space, especially its vacuum structure, which leads to get a form of the vacuum projection operator. As an example of applications of such an operator, we define two-mode coherent state in the NCPS and show its completeness relation.
Fluctuations as stochastic deformation
Kazinski, P. O.
2008-04-01
A notion of stochastic deformation is introduced and the corresponding algebraic deformation procedure is developed. This procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an imaginary deformation parameter (the Planck constant). This method is demonstrated on diverse relativistic and nonrelativistic models with finite and infinite degrees of freedom. It is shown that under stochastic deformation the model of a nonrelativistic particle interacting with the electromagnetic field on a curved background passes into the stochastic model described by the Fokker-Planck equation with the diffusion tensor being the inverse metric tensor. The first stochastic correction to the Newton equations for this system is found. The Klein-Kramers equation is also derived as the stochastic deformation of a certain classical model. Relativistic generalizations of the Fokker-Planck and Klein-Kramers equations are obtained by applying the procedure of stochastic deformation to appropriate relativistic classical models. The analog of the Fokker-Planck equation associated with the stochastic Lorentz-Dirac equation is derived too. The stochastic deformation of the models of a free scalar field and an electromagnetic field is investigated. It turns out that in the latter case the obtained stochastic model describes a fluctuating electromagnetic field in a transparent medium.
Singular stochastic differential equations
Cherny, Alexander S
2005-01-01
The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.
Quantum stochastic calculus and representations of Lie superalgebras
Eyre, Timothy M W
1998-01-01
This book describes the representations of Lie superalgebras that are yielded by a graded version of Hudson-Parthasarathy quantum stochastic calculus. Quantum stochastic calculus and grading theory are given concise introductions, extending readership to mathematicians and physicists with a basic knowledge of algebra and infinite-dimensional Hilbert spaces. The develpment of an explicit formula for the chaotic expansion of a polynomial of quantum stochastic integrals is particularly interesting. The book aims to provide a self-contained exposition of what is known about Z_2-graded quantum stochastic calculus and to provide a framework for future research into this new and fertile area.
Moduli spaces of convex projective structures on surfaces
DEFF Research Database (Denmark)
Fock, V. V.; Goncharov, A. B.
2007-01-01
We introduce explicit parametrisations of the moduli space of convex projective structures on surfaces, and show that the latter moduli space is identified with the higher Teichmüller space for defined in [V.V. Fock, A.B. Goncharov, Moduli spaces of local systems and higher Teichmüller theory, ma...
Stochastic analysis of a miRNA-protein toggle switch
Giampieri, E; de Oliveira, L; Castellani, G; Lió, P
2011-01-01
Within systems biology there is an increasing interest in the stochastic behavior of genetic and biochemical reaction networks. An appropriate stochastic description is provided by the chemical master equation, which represents a continuous time Markov chain (CTMC). In this paper we consider the stochastic properties of a biochemical circuit, known to control eukaryotic cell cycle and possibly involved in oncogenesis, recently proposed in the literature within a deterministic framework. Due to the inherent stochasticity of biochemical processes and the small number of molecules involved, the stochastic approach should be more correct in describing the real system: we study the agreement between the two approaches by exploring the system parameter space. We address the problem by proposing a simplified version of the model that allows analytical treatment, and by performing numerical simulations for the full model. We observed optimal agreement between the stochastic and the deterministic description of the ci...
Stochastic longshore current dynamics
Restrepo, Juan M.; Venkataramani, Shankar
2016-12-01
We develop a stochastic parametrization, based on a 'simple' deterministic model for the dynamics of steady longshore currents, that produces ensembles that are statistically consistent with field observations of these currents. Unlike deterministic models, stochastic parameterization incorporates randomness and hence can only match the observations in a statistical sense. Unlike statistical emulators, in which the model is tuned to the statistical structure of the observation, stochastic parametrization are not directly tuned to match the statistics of the observations. Rather, stochastic parameterization combines deterministic, i.e physics based models with stochastic models for the "missing physics" to create hybrid models, that are stochastic, but yet can be used for making predictions, especially in the context of data assimilation. We introduce a novel measure of the utility of stochastic models of complex processes, that we call consistency of sensitivity. A model with poor consistency of sensitivity requires a great deal of tuning of parameters and has a very narrow range of realistic parameters leading to outcomes consistent with a reasonable spectrum of physical outcomes. We apply this metric to our stochastic parametrization and show that, the loss of certainty inherent in model due to its stochastic nature is offset by the model's resulting consistency of sensitivity. In particular, the stochastic model still retains the forward sensitivity of the deterministic model and hence respects important structural/physical constraints, yet has a broader range of parameters capable of producing outcomes consistent with the field data used in evaluating the model. This leads to an expanded range of model applicability. We show, in the context of data assimilation, the stochastic parametrization of longshore currents achieves good results in capturing the statistics of observation that were not used in tuning the model.
Stochastic Systems Uncertainty Quantification and Propagation
Grigoriu, Mircea
2012-01-01
Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and reliable designs. The states of these systems satisfy equations with random entries, referred to as stochastic equations, so that they are random functions of time and/or space. The solution of stochastic equations poses notable technical difficulties that are frequently circumvented by heuristic assumptions at the expense of accuracy and rigor. The main objective of Stochastic Systems is to promoting the development of accurate and efficient methods for solving stochastic equations and to foster interactions between engineers, scientists, and mathematicians. To achieve these objectives Stochastic Systems presents: · A clear and brief review of essential concepts on probability theory, random functions, stochastic calculus, Monte Carlo simulation, and functional analysis · Probabilistic models for random variables an...
Projected Hartree Fock Theory as a Polynomial Similarity Transformation Theory of Single Excitations
Qiu, Yiheng; Scuseria, Gustavo E
2016-01-01
Spin-projected Hartree-Fock is introduced as a particle-hole excitation ansatz over a symmetry-adapted reference determinant. Remarkably, this expansion has an analytic expression that we were able to decipher. While the form of the polynomial expansion is universal, the excitation amplitudes need to be optimized. This is equivalent to the optimization of orbitals in the conventional projected Hartree-Fock framework of non-orthogonal determinants. Using the inverse of the particle-hole expansion, we similarity transform the Hamiltonian in a coupled-cluster style theory. The left eigenvector of the non-hermitian Hamiltonian is constructed in a similar particle-hole expansion fashion, and we show that to numerically reproduce variational projected Hartree-Fock results, one needs as many pair excitations in the bra as the number of strongly correlated entangled pairs in the system. This single-excitation polynomial similarity transformation theory is an alternative to our recently presented double excitation the...
Localized form of Fock terms in nuclear covariant density functional theory
Liang, Haozhao; Ring, Peter; Roca-Maza, Xavier; Meng, Jie
2012-01-01
In most of the successful versions of covariant density functional theory in nuclei, the Fock terms are not included explicitly, which leads to local functionals and forms the basis of their widespread applicability at present. However, it has serious consequences for the description of Gamow-Teller resonances (GTR) and spin-dipole resonances (SDR) which can only be cured by adding further phenomenological parameters. Relativistic Hartree-Fock models do not suffer from these problems. They can successfully describe the GTR and SDR as well as the isovector part of the Dirac effective mass without any additional parameters. However, they are non-local and require considerable numerical efforts. By the zero-range reduction and the Fierz transformation, a new method is proposed to take into account the Fock terms in local functionals, which retains the simplicity of conventional models and provides proper descriptions of the spin-isospin channels and the Dirac masses.
A finite-temperature Hartree-Fock code for shell-model Hamiltonians
Bertsch, G. F.; Mehlhaff, J. M.
2016-10-01
The codes HFgradZ.py and HFgradT.py find axially symmetric minima of a Hartree-Fock energy functional for a Hamiltonian supplied in a shell model basis. The functional to be minimized is the Hartree-Fock energy for zero-temperature properties or the Hartree-Fock grand potential for finite-temperature properties (thermal energy, entropy). The minimization may be subjected to additional constraints besides axial symmetry and nucleon numbers. A single-particle operator can be used to constrain the minimization by adding it to the single-particle Hamiltonian with a Lagrange multiplier. One can also constrain its expectation value in the zero-temperature code. Also the orbital filling can be constrained in the zero-temperature code, fixing the number of nucleons having given Kπ quantum numbers. This is particularly useful to resolve near-degeneracies among distinct minima.
Quantum Interference between a Single-Photon Fock State and a Coherent State
Windhager, Armin; Pacher, Christoph; Peev, Momtchil; Poppe, Andreas
2010-01-01
We derive analytical expressions for the single mode quantum field state at the individual output ports of a beam splitter when a single-photon Fock state and a coherent state are incident on the input ports. The output states turn out to be a statistical mixture between a displaced Fock state and a coherent state. Consequently we are able to find an analytical expression for the corresponding Wigner function. Because of the generality of our calculations the obtained results are valid for all passive and lossless optical four port devices. We show further how the results can be adapted to the case of the Mach-Zehnder interferometer. In addition we consider the case for which the single-photon Fock state is replaced with a general input state: a coherent input state displaces each general quantum state at the output port of a beam splitter with the displacement parameter being the amplitude of the coherent state.
Quantum interference between a single-photon Fock state and a coherent state
Windhager, A.; Suda, M.; Pacher, C.; Peev, M.; Poppe, A.
2011-04-01
We derive analytical expressions for the single mode quantum field state at the individual output ports of a beam splitter when a single-photon Fock state and a coherent state are incident on the input ports. The output states turn out to be a statistical mixture between a displaced Fock state and a coherent state. Consequently we are able to find an analytical expression for the corresponding Wigner function. Because of the generality of our calculations the obtained results are valid for all passive and lossless optical four port devices. We show further how the results can be adapted to the case of the Mach-Zehnder interferometer. In addition we consider the case for which the single-photon Fock state is replaced with a general input state: a coherent input state displaces each general quantum state at the output port of a beam splitter with the displacement parameter being the amplitude of the coherent state.
A Stochastic Employment Problem
Wu, Teng
2013-01-01
The Stochastic Employment Problem(SEP) is a variation of the Stochastic Assignment Problem which analyzes the scenario that one assigns balls into boxes. Balls arrive sequentially with each one having a binary vector X = (X[subscript 1], X[subscript 2],...,X[subscript n]) attached, with the interpretation being that if X[subscript i] = 1 the ball…
Stochastic Convection Parameterizations
Teixeira, Joao; Reynolds, Carolyn; Suselj, Kay; Matheou, Georgios
2012-01-01
computational fluid dynamics, radiation, clouds, turbulence, convection, gravity waves, surface interaction, radiation interaction, cloud and aerosol microphysics, complexity (vegetation, biogeochemistry, radiation versus turbulence/convection stochastic approach, non-linearities, Monte Carlo, high resolutions, large-Eddy Simulations, cloud structure, plumes, saturation in tropics, forecasting, parameterizations, stochastic, radiation-clod interaction, hurricane forecasts
Instantaneous stochastic perturbation theory
Lüscher, Martin
2015-01-01
A form of stochastic perturbation theory is described, where the representative stochastic fields are generated instantaneously rather than through a Markov process. The correctness of the procedure is established to all orders of the expansion and for a wide class of field theories that includes all common formulations of lattice QCD.
Verhoosel, C.V.; Gutiérrez, M.A.; Hulshoff, S.J.
2006-01-01
The field of fluid-structure interaction is combined with the field of stochastics to perform a stochastic flutter analysis. Various methods to directly incorporate the effects of uncertainties in the flutter analysis are investigated. The panel problem with a supersonic fluid flowing over it is con
Lin, G W; Huang, T; Lin, X M; Wang, Z Y; Gong, S Q
2012-01-01
We propose a technique for quantum nondemolition (QND) measurement and preparation of fock states by dynamics of electromagnetically induced transparency (EIT). An atomic medium trapped in an optical cavity is driven by two continuous-wave classical fields under steady-state EIT. The weak coherent fields are sequently injected into the cavity. During the process of photons passing through the cavity, a measurement on the changes of absorption loss of the probe field will be used for QND measurement of the small photon number, and thus create photon fock states, in particular single-photon states, in a heralded way.
Application of Fourth Order Vibrational Perturbation Theory with Analytic Hartree-Fock Force Fields
Gong, Justin Z.; Matthews, Devin A.; Stanton, John F.
2014-06-01
Fourth-Order Rayleigh-Schrodinger Perturbation Theory (VPT4) is applied to a series of small molecules. The quality of results have been shown to be heavily dependent on the quality of the quintic and sextic force constants used and that numerical sextic force constants converge poorly and are unreliable for VPT4. Using analytic Hartree-Fock force constants, it is shown that these analytic higher-order force constants are comparable to corresponding force constants from numerical calculations at a higher level of theory. Calculations show that analytic Hartree-Fock sextic force constants are reliable and can provide good results with Fourth-Order Rayleigh-Schrodinger Perturbation Theory.
New Multithreaded Hybrid CPU/GPU Approach to Hartree-Fock.
Asadchev, Andrey; Gordon, Mark S
2012-11-13
In this article, a new multithreaded Hartree-Fock CPU/GPU method is presented which utilizes automatically generated code and modern C++ techniques to achieve a significant improvement in memory usage and computer time. In particular, the newly implemented Rys Quadrature and Fock Matrix algorithms, implemented as a stand-alone C++ library, with C and Fortran bindings, provides up to 40% improvement over the traditional Fortran Rys Quadrature. The C++ GPU HF code provides approximately a factor of 17.5 improvement over the corresponding C++ CPU code.
Excess Charge for Pseudo-relativistic Atoms in Hartree-Fock Theory
DEFF Research Database (Denmark)
Dall'Acqua, Anna; Solovej, Jan Philip
2010-01-01
We prove within the Hartree-Fock theory of pseudo-relativistic atoms that the maximal negative ionization charge and the ionization energy of an atom remain bounded independently of the nuclear charge $Z$ and the fine structure constant $\\alpha$ as long as $Z\\alpha$ is bounded.......We prove within the Hartree-Fock theory of pseudo-relativistic atoms that the maximal negative ionization charge and the ionization energy of an atom remain bounded independently of the nuclear charge $Z$ and the fine structure constant $\\alpha$ as long as $Z\\alpha$ is bounded....
Excess Charge for Pseudo-relativistic Atoms in Hartree-Fock Theory
DEFF Research Database (Denmark)
Dall'Acqua, Anna; Solovej, Jan Philip
2010-01-01
We prove within the Hartree-Fock theory of pseudo-relativistic atoms that the maximal negative ionization charge and the ionization energy of an atom remain bounded independently of the nuclear charge $Z$ and the fine structure constant $\\alpha$ as long as $Z\\alpha$ is bounded.......We prove within the Hartree-Fock theory of pseudo-relativistic atoms that the maximal negative ionization charge and the ionization energy of an atom remain bounded independently of the nuclear charge $Z$ and the fine structure constant $\\alpha$ as long as $Z\\alpha$ is bounded....
Quantum Interference between a Single-Photon Fock State and a Coherent State
Windhager, Armin; Suda, Martin; Pacher, Christoph; Peev, Momtchil; Poppe, Andreas
2010-01-01
We derive analytical expressions for the single mode quantum field state at the individual output ports of a beam splitter when a single-photon Fock state and a coherent state are incident on the input ports. The output states turn out to be a statistical mixture between a displaced Fock state and a coherent state. Consequently we are able to find an analytical expression for the corresponding Wigner function. Because of the generality of our calculations the obtained results are valid for al...
Stochastic Evolution Equations with Adapted Drift
Pronk, M.
2013-01-01
In this thesis we study stochastic evolution equations in Banach spaces. We restrict ourselves to the two following cases. First, we consider equations in which the drift is a closed linear operator that depends on time and is random. Such equations occur as mathematical models in for instance
Representation Theorems for Fuzzy Random Sets and Fuzzy Stochastic Processes
Institute of Scientific and Technical Information of China (English)
无
1999-01-01
The fuzzy static and dynamic random phenomena in an abstract separable Banach space is discussed in this paper. The representation theorems for fuzzy set-valued random sets, fuzzy random elements and fuzzy set-valued stochastic processes are obtained.
Greenwood, Priscilla E
2016-01-01
This book describes a large number of open problems in the theory of stochastic neural systems, with the aim of enticing probabilists to work on them. This includes problems arising from stochastic models of individual neurons as well as those arising from stochastic models of the activities of small and large networks of interconnected neurons. The necessary neuroscience background to these problems is outlined within the text, so readers can grasp the context in which they arise. This book will be useful for graduate students and instructors providing material and references for applying probability to stochastic neuron modeling. Methods and results are presented, but the emphasis is on questions where additional stochastic analysis may contribute neuroscience insight. An extensive bibliography is included. Dr. Priscilla E. Greenwood is a Professor Emerita in the Department of Mathematics at the University of British Columbia. Dr. Lawrence M. Ward is a Professor in the Department of Psychology and the Brain...
Stochastic volatility selected readings
Shephard, Neil
2005-01-01
Neil Shephard has brought together a set of classic and central papers that have contributed to our understanding of financial volatility. They cover stocks, bonds and currencies and range from 1973 up to 2001. Shephard, a leading researcher in the field, provides a substantial introduction in which he discusses all major issues involved. General Introduction N. Shephard. Part I: Model Building. 1. A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices, (P. K. Clark). 2. Financial Returns Modelled by the Product of Two Stochastic Processes: A Study of Daily Sugar Prices, 1961-7, S. J. Taylor. 3. The Behavior of Random Variables with Nonstationary Variance and the Distribution of Security Prices, B. Rosenberg. 4. The Pricing of Options on Assets with Stochastic Volatilities, J. Hull and A. White. 5. The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor ARCH Model, F. X. Diebold and M. Nerlove. 6. Multivariate Stochastic Variance Models. 7. Stochastic Autoregressive...
Ribeiro, Andre S.
2007-06-01
Genetic toggle switches (TSs) are one of the best studied small gene regulatory networks (GRNs), due to their simplicity and relevant role. They have been interpreted as decision circuits in cell differentiation, a process long hypothesized to be bistable [1], or as cellular memory units [2]. In these contexts, they must be reliable. Once a “decision” is made, the system must remain stable. One way to gain stability is by duplicating the genes of a TS and coupling the two TSs. Using a recent modeling strategy of GRNs, driven by a delayed stochastic simulation algorithm (delayed SSA) that allows modeling transcription and translation as multidelayed reactions, we analyze the stability of systems of coupled TSs. For this, we introduce the coupling strength (C) , a parameter to characterize the GRN structure, against which we compare the GRN stability (S) . We first show that time delays in transcription, associated to the promoter region release, ensure bistability of a TS, given no cooperative binding or self-activation reactions. Next, we couple two TSs and measure their toggling frequencies as C varies. Three dynamical regimes are observed: (i) for weak coupling, high frequency synchronized oscillations, (ii) for average coupling, low frequency synchronized oscillations, and (iii) for strong coupling the system becomes stable after a transient, in one of two steady states. The system stability, S , goes through a first order phase transition as C increases, in the average coupling regime. After, we study the effects of spatial separation in two compartments on the dynamics of two coupled TSs, where spatial separation is modeled as normally distributed random time delayed reactions. The phase transition of S , as C increases, occurs for lower values of C than when the two TSs are in the same compartment. Finally, we couple weakly and homogeneously several TSs within a single compartment and observe that as the number of coupled TSs increases, the system goes
Tkatchenko, A.; Aerts, C.; Pavlovski, K.; Southworth, J.; Degroote, P.; Debosscher, J.; Still, M.; Bryson, S; Molenberghs, Geert; Bloemen, S.; DeVries, B; Hrudkova, M.; Lombaert, R.; Neyskens, P.; Papics, P.
2012-01-01
We report the discovery of low-amplitude gravity-mode oscillations in the massive binary star V380 Cyg, from 180 d of Kepler custom-aperture space photometry and 5 months of highresolution high signal-to-noise ratio spectroscopy. The new data are of unprecedented quality and allowed the improvement of the orbital and fundamental parameters for this binary. The orbital solution was subtracted from the photometric data and led to the detection of periodic intrinsic variability with frequencies,...
Factorization of stochastic maps using the Stinespring representations
2016-01-01
In this work, we investigate the existence of a factorization for a unital completely positive map, between non-commutative probability space which do not change the expectation values of the events. These maps are called in literature stochastic maps. Using the Stinespring representations of completely positive map and assuming the existence of anti-unitary operator on Hilbert space related to these representations which satisfying some modular relations, we prove that stochastic maps with a...
Number-Phase Wigner Representation for Efficient Stochastic Simulations
Hush, M R; Hope, J J
2009-01-01
Phase-space representations based on coherent states (P, Q, Wigner) have been successful in the creation of stochastic differential equations (SDEs) for the efficient stochastic simulation of high dimensional quantum systems. However many problems using these techniques remain intractable over long integrations times. We present a number-phase Wigner representation that can be unraveled into SDEs. We demonstrate convergence to the correct solution for an anharmonic oscillator with small dampening for significantly longer than other phase space representations. This process requires an effective sampling of a non-classical probability distribution. We describe and demonstrate a method of achieving this sampling using stochastic weights.
Stochastic TDHF in an exactly solvable model
Lacombe, Lionel; Suraud, Eric; Dinh, Phuong Mai
2016-01-01
We apply in a schematic model a theory beyond mean-field, namely Stochastic Time-Dependent Hartree-Fock (STDHF), which includes dynamical electron-electron collisions on top of an incoherent ensemble of mean-field states by occasional 2-particle-2-hole ($2p2h$) jumps. The model considered here is inspired by a Lipkin-Meshkov-Glick model of $\\Omega$ particles distributed into two bands of energy and coupled by a two-body interaction. Such a model can be exactly solved (numerically though) for small $\\Omega$. It therefore allows a direct comparison of STDHF and the exact propagation. The systematic impact of the model parameters as the density of states, the excitation energy and the bandwidth is presented and discussed. The time evolution of the STDHF compares fairly well with the exact entropy, as soon as the excitation energy is sufficiently large to allow $2p2h$ transitions. Limitations concerning low energy excitations and memory effects are also discussed.
Volume growth and stochastic completeness of graphs
Folz, Matthew
2012-01-01
Given the variable-speed random walk on a weighted graph and a metric adapted to the structure of the random walk, we construct a Brownian motion on a closely related metric graph which behaves similarly to the VSRW and for which the associated intrinsic metric has certain desirable properties. Jump probabilities and moments of jump times for Brownian motion on metric graphs with varying edge lengths, jump conductances, and edge densities are computed. We use these results together with a theorem of Sturm for stochastic completeness, or non-explosiveness, on local Dirichlet spaces to prove sharp volume growth criteria in adapted metrics for stochastic completeness of graphs.
Sequential stochastic optimization
Cairoli, Renzo
1996-01-01
Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-paramet
Kraenkel, R. A.; da Silva, D. J. Pamplona
2010-01-01
We consider the dynamics of a biological population described by the Fisher-Kolmogorov-Petrovskii-Piskunov (FKPP) equation in the case where the spatial domain consists of alternating favorable and adverse patches whose sizes are distributed randomly. For the one-dimensional case we define a stochastic analogue of the classical critical patch size. We address the issue of persistence of a population and we show that the minimum fraction of the length of favorable segments to the total length is always smaller in the stochastic case than in a periodic arrangement. In this sense, spatial stochasticity favors viability of a population.
Fundamentals of Stochastic Filtering
Crisan, Dan
2008-01-01
The objective of stochastic filtering is to determine the best estimate for the state of a stochastic dynamical system from partial observations. The solution of this problem in the linear case is the well known Kalman-Bucy filter which has found widespread practical application. The purpose of this book is to provide a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle methods. The book should provide sufficient
Dirac-Fock atomic electronic structure calculations using different nuclear charge distributions
Visscher, L; Dyall, KG
1997-01-01
Numerical Hartree-Fock calculations based on the Dirac-Coulomb Hamiltonian for the first 109 elements of the periodic table are presented. The results give the total electronic energy, as a function of the nuclear model that is used, for four different models of the nuclear charge distribution. The
Hartree-Fock Cluster Study of Interstitial Transition Metals in Silicon
Broer, R.; Aissing, G.; Nieuwpoort, W.C.; Feiner, L.F.
1986-01-01
Results are presented of a Hartree-Fock cluster study of interstitial Ti, V, Cr, and Mn impurities in silicon. A Si10 cluster models the nearest Si atoms around a tetrahedral interstitial site in crystalline Si. The dangling bonds of the Si atoms are saturated by hydrogens. The effect of the Si core
Controlling single-photon Fock-state propagation through opaque scattering media
Huisman, T.J.; Huisman, S.R.; Mosk, A.P.; Pinkse, P.W.H.
2014-01-01
The control of light scattering is essential in many quantum optical experiments. Wavefront shaping is a technique used for ultimate control over wave propagation through multiple-scattering media by adaptive manipulation of incident waves. We control the propagation of single-photon Fock states thr
Flight test report: Focke wulf PIAGGIO P149D-TP
CSIR Research Space (South Africa)
Barker, D
2015-12-01
Full Text Available and subsequently built under licence by Focke Wulf for the German Air Force. After the fleet was retired from Luftwaffe Service, Heiml’s brother bought one and overhauled it. Several years later, while on a visit to Germany, it was ‘love at first sight’ leaving...
Generation of motional Fock states of a trappedion in the mediate-excitation regime
Institute of Scientific and Technical Information of China (English)
Zheng Shi-Biao
2004-01-01
We propose a scheme to prepare Fock states for the vibrational motion of a trapped ion. Unlike previous schemes,the present scheme works in the mediate-excitation regime, in which the corresponding Rabi frequency is equal to the trap frequency. Thus, the required time is greatly shortened, which is important in view of decoherence.
Relativistic Dirac-Fock atom properties for Z = 121 to Z = 138
Zhou, Z.; Kas, J. J.; Rehr, J. J.; Ermler, W. C.
2017-03-01
We present relativistic Dirac-Fock calculations of atomic properties for atomic numbers Z = 121- 138, extending a previous tabulation of Desclaux. The calculations assume a single LS ground state configuration and include a correction for finite nuclear size, with an approximation for the mean nuclear mass A(Z) based on the liquid-drop model.
Heavy Quarks Production in Hadronic Processes: Qualitative Study of Higher-Order Fock States
Institute of Scientific and Technical Information of China (English)
N. Mebarki; K. Benhizia; Z. Belghobsi; D. Bouaziz
2009-01-01
The contribution of the two particles Fock states for the production of a heavy quark in proton-pion and photon-pion collisions is studied. It is shown that the effect depends strongly on the produced heavy quark mass, and the choice of the factorization scale.
Group classification and conservation laws of the generalized Klein-Gordon-Fock equation
Muatjetjeja, B.
2016-08-01
In the present paper, we perform Lie and Noether symmetries of the generalized Klein-Gordon-Fock equation. It is shown that the principal Lie algebra, which is one-dimensional, has several possible extensions. It is further shown that several cases arise for which Noether symmetries exist. Exact solutions for some cases are also obtained from the invariant solutions of the investigated equation.
Method of renormalization potential for one model of Hartree-Fock-Slater type
Zasorin, Y V
2002-01-01
A new method of the potential renormalization for the quasiclassical model of the Hartree-Fock-Slater real potential is proposed. The method makes it possible to easily construct the wave functions and contrary to the majority od similar methods it does not require the knowledge of the real-type potential
Robust Periodic Hartree-Fock Exchange for Large-Scale Simulations Using Gaussian Basis Sets.
Guidon, Manuel; Hutter, Jürg; VandeVondele, Joost
2009-11-10
Hartree-Fock exchange with a truncated Coulomb operator has recently been discussed in the context of periodic plane-waves calculations [Spencer, J.; Alavi, A. Phys. Rev. B: Solid State, 2008, 77, 193110]. In this work, this approach is extended to Gaussian basis sets, leading to a stable and accurate procedure for evaluating Hartree-Fock exchange at the Γ-point. Furthermore, it has been found that standard hybrid functionals can be transformed into short-range functionals without loss of accuracy. The well-defined short-range nature of the truncated exchange operator can naturally be exploited in integral screening procedures and makes this approach interesting for both condensed phase and gas phase systems. The presented Hartree-Fock implementation is massively parallel and scales up to ten thousands of cores. This makes it feasible to perform highly accurate calculations on systems containing thousands of atoms or ten thousands of basis functions. The applicability of this scheme is demonstrated by calculating the cohesive energy of a LiH crystal close to the Hartree-Fock basis set limit and by performing an electronic structure calculation of a complete protein (rubredoxin) in solution with a large and flexible basis set.
Zeros of the Bergman kernel of the Fock-Bargmann-Hartogs domain and the interlacing property
Yamamori, Atsushi
2011-01-01
In this paper we consider the zeros of the Bergman kernel of the Fock-Bargmann-Hartogs domain $D_{n,m}$. We describe how the existence of zeros of the Bergman kernel depends on the integers $m$ and $n$ with the help of the interlacing property.
Dirac-Fock atomic electronic structure calculations using different nuclear charge distributions
Visscher, L; Dyall, KG
1997-01-01
Numerical Hartree-Fock calculations based on the Dirac-Coulomb Hamiltonian for the first 109 elements of the periodic table are presented. The results give the total electronic energy, as a function of the nuclear model that is used, for four different models of the nuclear charge distribution. The
Koopmans' theorem in the statistical Hartree-Fock theory
Energy Technology Data Exchange (ETDEWEB)
Pain, Jean-Christophe, E-mail: jean-christophe.pain@cea.fr [CEA, DAM, DIF, F-91297 Arpajon (France)
2011-07-28
In this short paper, the validity of Koopmans' theorem in the Hartree-Fock theory at non-zero temperature (Hartree-Fock statistical theory) is investigated. It is shown that Koopmans' theorem does not apply in the grand-canonical ensemble, due to a missing contribution to the energy proportional to the interaction between two electrons belonging to the same orbital. The Hartree-Fock statistical theory has also been applied in the canonical ensemble (Blenski et al 1997 Phys. Rev. E 55 R4889) for the purpose of photo-absorption calculations. In that case, the Hartree-Fock self-consistent field equations are derived in the super-configuration approximation. It is shown that Koopmans' theorem does not hold in the canonical ensemble, but a restricted version of the theorem can be obtained by assuming that a particular quantity multiplying the interaction matrix element in the expression of the energy does not change during the removal of an electron.
Qiu, Yiheng; Henderson, Thomas M.; Scuseria, Gustavo E.
2016-09-01
Spin-projected Hartree-Fock is written as a particle-hole excitation ansatz over a symmetry-adapted reference determinant. Remarkably, this expansion has an analytic expression that we were able to decipher. While the form of the polynomial expansion is universal, the excitation amplitudes need to be optimized. This is equivalent to the optimization of orbitals in the conventional projected Hartree-Fock framework of non-orthogonal determinants. Using the inverse of the particle-hole expansion, we similarity transform the Hamiltonian in a coupled-cluster style theory. The left eigenvector of the non-Hermitian Hamiltonian is constructed in a similar particle-hole expansion fashion, and we show that to numerically reproduce variational projected Hartree-Fock results, one needs as many pair excitations in the bra as the number of strongly correlated entangled pairs in the system. This single-excitation polynomial similarity transformation theory is an alternative to our recently presented double excitation theory, but supports projected Hartree-Fock and coupled cluster simultaneously rather than interpolating between them.
Statistical signatures of states orthogonal to the Fock-state ladder of composite bosons
Bouvrie, P. Alexander; Tichy, Malte C.; Mølmer, Klaus
2016-11-01
The theory of composite bosons (cobosons) made of two fermions [C. K. Law, Phys. Rev. A 71, 034306 (2005), 10.1103/PhysRevA.71.034306; M. C. Tichy et al., Phys. Rev. Lett. 109, 260403 (2012), 10.1103/PhysRevLett.109.260403] converges to ordinary structureless bosons in the limit of infinitely strong entanglement between the fermionic constituents. For finite entanglement, the annihilation operator c ̂ of a composite boson couples the N -coboson Fock state not only to the (N -1 ) -coboson state—as for ordinary bosons—but also to a component which is orthogonal to the Fock-state ladder of cobosons. Coupling with states orthogonal to the Fock ladder arises also in dynamical processes of cobosons. Here, with a Gedanken experiment involving both mode splitting and collective Hong-Ou-Mandel-like interference, we derive the characteristic physical signature of the states orthogonal to the Fock ladder generated in the splitting process. This allows us to extract the microscopic properties of many-fermion wave functions from the collective coboson behavior. We show that consecutive beam-splitter dynamics increases the deviation from the ideal bosonic behavior pattern, which opens up a rigorous approach to the falsification of coboson theory.
Wigner spectrum and coherent feedback control of continuous-mode single-photon Fock states
Dong, Zhiyuan; Cui, Lei; Zhang, Guofeng; Fu, Hongchen
2016-10-01
Single photons are very useful resources in quantum information science. In real applications it is often required that the photons have a well-defined spectral (or equivalently temporal) modal structure. For example, a rising exponential pulse is able to fully excite a two-level atom while a Gaussian pulse cannot. This motivates the study of continuous-mode single-photon Fock states. Such states are characterized by a spectral (or temporal) pulse shape. In this paper we investigate the statistical property of continuous-mode single-photon Fock states. Instead of the commonly used normal ordering (Wick order), the tool we proposed is the Wigner spectrum. The Wigner spectrum has two advantages: (1) it allows to study continuous-mode single-photon Fock states in the time domain and frequency domain simultaneously; (2) because it can deal with the Dirac delta function directly, it has the potential to provide more information than the normal ordering where the Dirac delta function is always discarded. We also show how various control methods in particular coherent feedback control can be used to manipulate the pulse shapes of continuous-mode single-photon Fock states.
Hartree-Fock Cluster Study of Interstitial Transition Metals in Silicon
Broer, R.; Aissing, G.; Nieuwpoort, W.C.; Feiner, L.F.
Results are presented of a Hartree-Fock cluster study of interstitial Ti, V, Cr, and Mn impurities in silicon. A Si10 cluster models the nearest Si atoms around a tetrahedral interstitial site in crystalline Si. The dangling bonds of the Si atoms are saturated by hydrogens. The effect of the Si core
Energy Technology Data Exchange (ETDEWEB)
Dupuis, M. (ed.)
1981-02-01
Twenty-seven papers are included in four sessions titled: generalized Fock operator methods, annihilation of single excitations methods, second-order MCSCF methods, and applications of MCHF methods. Separate abstracts were prepared for eight papers; one of the remaining had been previously abstracted. (DLC)
Perturbative calculation of the Sternheimer anti-shielding factor with Hartree-Fock atomic orbitals
2012-01-01
We report a calculation of the Sternheimer anti-shielding factor, \\gamma, by means of first order perturbation theory. In quality of basis functions, we use Hartree-Fock electronic orbitals, expanded on hydrogenic atomic states. The computed \\gamma(r) for Fe^{3+} and Cu^{1+} inner electronic cores are reported and compared with literature values, obtained from alternative methodologies.
Stochastic Chaos with Its Control and Synchronization
Institute of Scientific and Technical Information of China (English)
Zhang Ying; Xu Wei; Zhang Tianshu; Yang Xiaoli; Wu Cunli; Fang Tong
2008-01-01
The discovery of chaos in the sixties of last century was a breakthrough in concept,revealing the truth that some disorder behavior, called chaos, could happen even in a deterministic nonlinear system under barely deterministic disturbance. After a series of serious studies, people begin to acknowledge that chaos is a specific type of steady state motion other than the conventional periodic and quasi-periodic ones, featuring a sensitive dependence on initial conditions, resulting from the intrinsic randomness of a nonlinear system itself. In fact, chaos is a collective phenomenon consisting of massive individual chaotic responses, corresponding to different initial conditions in phase space. Any two adjacent individual chaotic responses repel each other, thus causing not only the sensitive dependence on initial conditions but also the existence of at least one positive top Lyapunov exponent (TLE) for chaos. Meanwhile, all the sample responses share one common invariant set on the Poincaré map, called chaotic attractor,which every sample response visits from time to time ergodically. So far, the existence of at least one positive TLE is a commonly acknowledged remarkable feature of chaos. We know that there are various forms of uncertainties in the real world. In theoretical studies, people often use stochastic models to describe these uncertainties, such as random variables or random processes.Systems with random variables as their parameters or with random processes as their excitations are often called stochastic systems. No doubt, chaotic phenomena also exist in stochastic systems, which we call stochastic chaos to distinguish it from deterministic chaos in the deterministic system. Stochastic chaos reflects not only the intrinsic randomness of the nonlinear system but also the external random effects of the random parameter or the random excitation.Hence, stochastic chaos is also a collective massive phenomenon, corresponding not only to different initial
Stochastic Power Grid Analysis Considering Process Variations
Ghanta, Praveen; Panda, Rajendran; Wang, Janet
2011-01-01
In this paper, we investigate the impact of interconnect and device process variations on voltage fluctuations in power grids. We consider random variations in the power grid's electrical parameters as spatial stochastic processes and propose a new and efficient method to compute the stochastic voltage response of the power grid. Our approach provides an explicit analytical representation of the stochastic voltage response using orthogonal polynomials in a Hilbert space. The approach has been implemented in a prototype software called OPERA (Orthogonal Polynomial Expansions for Response Analysis). Use of OPERA on industrial power grids demonstrated speed-ups of up to two orders of magnitude. The results also show a significant variation of about $\\pm$ 35% in the nominal voltage drops at various nodes of the power grids and demonstrate the need for variation-aware power grid analysis.
Stochastic differential equations and applications
Friedman, Avner
2006-01-01
This text develops the theory of systems of stochastic differential equations, and it presents applications in probability, partial differential equations, and stochastic control problems. Originally published in two volumes, it combines a book of basic theory and selected topics with a book of applications.The first part explores Markov processes and Brownian motion; the stochastic integral and stochastic differential equations; elliptic and parabolic partial differential equations and their relations to stochastic differential equations; the Cameron-Martin-Girsanov theorem; and asymptotic es
Frédéric, Pierret
2014-01-01
The equations of celestial mechanics that govern the variation of the orbital elements are completely derived for stochastic perturbation which generalized the classic perturbation equations which are used since Gauss, starting from Newton's equation and it's solution. The six most understandable orbital element, the semi-major axis, the eccentricity, the inclination, the longitude of the ascending node, the pericenter angle and the mean motion are express in term of the angular momentum vector $\\textbf{H}$ per unit of mass and the energy $E$ per unit of mass. We differentiate those expressions using It\\^o's theory of differential equations due to the stochastic nature of the perturbing force. The result is applied to the two-body problem perturbed by a stochastic dust cloud and also perturbed by a stochastic dynamical oblateness of the central body.
Doberkat, Ernst-Erich
2009-01-01
Combining coalgebraic reasoning, stochastic systems and logic, this volume presents the principles of coalgebraic logic from a categorical perspective. Modal logics are also discussed, including probabilistic interpretations and an analysis of Kripke models.
Stochastic modelling of turbulence
DEFF Research Database (Denmark)
Sørensen, Emil Hedevang Lohse
This thesis addresses stochastic modelling of turbulence with applications to wind energy in mind. The primary tool is ambit processes, a recently developed class of computationally tractable stochastic processes based on integration with respect to Lévy bases. The subject of ambit processes...... stochastic turbulence model based on ambit processes is proposed. It is shown how a prescribed isotropic covariance structure can be reproduced. Non-Gaussian turbulence models are obtained through non-Gaussian Lévy bases or through volatility modulation of Lévy bases. As opposed to spectral models operating...... is dissipated into heat due to the internal friction caused by viscosity. An existing stochastic model, also expressed in terms of ambit processes, is extended and shown to give a universal and parsimonious description of the turbulent energy dissipation. The volatility modulation, referred to above, has...
Stochastic calculus with infinitesimals
Herzberg, Frederik
2013-01-01
Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to partial differential equations and differential geometry. It also has numerous applications in the natural and social sciences (for instance in financial mathematics or theoretical quantum mechanics) and therefore appears in physics and economics curricula as well. However, existing approaches to stochastic analysis either presuppose various concepts from measure theory and functional analysis or lack full mathematical rigour. This short book proposes to solve the dilemma: By adopting E. Nelson's "radically elementary" theory of continuous-time stochastic processes, it is based on a demonstrably consistent use of infinitesimals and thus permits a radically simplified, yet perfectly rigorous approach to stochastic calculus and its fascinating applications, some of which (notably the Black-Scholes theory of option pricing and the Feynman path integral) are also discussed in the book.
Stochastic processes inference theory
Rao, Malempati M
2014-01-01
This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.
Notes on the Stochastic Exponential and Logarithm
Larsson, Martin; Ruf, Johannes
2017-01-01
Stochastic exponentials are defined for semimartingales on stochastic intervals, and stochastic logarithms are defined for nonnegative semimartingales, up to the first time the semimartingale hits zero continuously. In the case of (nonnegative) local supermartingales, these two stochastic transformations are inverse to each other. The reciprocal of a stochastic exponential is again a stochastic exponential on a stochastic interval.
Geometric Stochastic Resonance
Ghosh, Pulak Kumar; Savel'ev, Sergey E; Nori, Franco
2015-01-01
A Brownian particle moving across a porous membrane subject to an oscillating force exhibits stochastic resonance with properties which strongly depend on the geometry of the confining cavities on the two sides of the membrane. Such a manifestation of stochastic resonance requires neither energetic nor entropic barriers, and can thus be regarded as a purely geometric effect. The magnitude of this effect is sensitive to the geometry of both the cavities and the pores, thus leading to distinctive optimal synchronization conditions.
Hsia, Wei Shen
1989-01-01
A validated technology data base is being developed in the areas of control/structures interaction, deployment dynamics, and system performance for Large Space Structures (LSS). A Ground Facility (GF), in which the dynamics and control systems being considered for LSS applications can be verified, was designed and built. One of the important aspects of the GF is to verify the analytical model for the control system design. The procedure is to describe the control system mathematically as well as possible, then to perform tests on the control system, and finally to factor those results into the mathematical model. The reduction of the order of a higher order control plant was addressed. The computer program was improved for the maximum entropy principle adopted in Hyland's MEOP method. The program was tested against the testing problem. It resulted in a very close match. Two methods of model reduction were examined: Wilson's model reduction method and Hyland's optimal projection (OP) method. Design of a computer program for Hyland's OP method was attempted. Due to the difficulty encountered at the stage where a special matrix factorization technique is needed in order to obtain the required projection matrix, the program was successful up to the finding of the Linear Quadratic Gaussian solution but not beyond. Numerical results along with computer programs which employed ORACLS are presented.
Natural Gradient Descent for Training Stochastic Complex-Valued Neural Networks
Directory of Open Access Journals (Sweden)
Tohru Nitta
2014-08-01
Full Text Available In this paper, the natural gradient descent method for the multilayer stochastic complex-valued neural networks is considered, and the natural gradient is given for a single stochastic complex-valued neuron as an example. Since the space of the learnable parameters of stochastic complex-valued neural networks is not the Euclidean space but a curved manifold, the complex-valued natural gradient method is expected to exhibit excellent learning performance.
Stochastic mapping of the Michaelis-Menten mechanism.
Dóka, Éva; Lente, Gábor
2012-02-07
The Michaelis-Menten mechanism is an extremely important tool for understanding enzyme-catalyzed transformation of substrates into final products. In this work, a computationally viable, full stochastic description of the Michaelis-Menten kinetic scheme is introduced based on a stochastic equivalent of the steady-state assumption. The full solution derived is free of restrictions on amounts of substance or parameter values and is used to create stochastic maps of the Michaelis-Menten mechanism, which show the regions in the parameter space of the scheme where the use of the stochastic kinetic approach is inevitable. The stochastic aspects of recently published examples of single-enzyme kinetic studies are analyzed using these maps.
Supersymmetric Theory of Stochastic ABC Model: A Numerical Study
Ovchinnikov, Igor V; Ensslin, Torsten A; Wang, Kang L
2016-01-01
In this paper, we investigate numerically the stochastic ABC model, a toy model in the theory of astrophysical kinematic dynamos, within the recently proposed supersymmetric theory of stochastics (STS). STS characterises stochastic differential equations (SDEs) by the spectrum of the stochastic evolution operator (SEO) on elements of the exterior algebra or differentials forms over the system's phase space, X. STS can thereby classify SDEs as chaotic or non-chaotic by identifying the phenomenon of stochastic chaos with the spontaneously broken topological supersymmetry that all SDEs possess. We demonstrate the following three properties of the SEO, deduced previously analytically and from physical arguments: the SEO spectra for zeroth and top degree forms never break topological supersymmetry, all SDEs possesses pseudo-time-reversal symmetry, and each de Rahm cohomology class provides one supersymmetric eigenstate. Our results also suggests that the SEO spectra for forms of complementary degrees, i.e., k and ...
How to construct a consistent and physically relevant the Fock space of neutrino flavor states?
Directory of Open Access Journals (Sweden)
Lobanov A. E.
2016-01-01
Full Text Available We propose a modification of the electroweak theory, where the fermions with the same electroweak quantum numbers are combined in multiplets and are treated as different quantum states of a single particle. Thereby, in describing the electroweak interactions it is possible to use four fundamental fermions only. In this model, the mixing and oscillations of the particles arise as a direct consequence of the general principles of quantum field theory. The developed approach enables one to calculate the probabilities of the processes taking place in the detector at long distances from the particle source. Calculations of higher-order processes including the computation of the contributions due to radiative corrections can be performed in the framework of perturbation theory using the regular diagram technique.
Hole Burning in the Fock Space: from Single to Several Holes
Institute of Scientific and Technical Information of China (English)
B. Baseia; J. M. C. Malbouisson
2001-01-01
In our previous papers we have studied the production of a single hole in the photon number distribution of a field state [Phys. Lett. A 240 (1998) 277; 253 (1999) 123]. In this letter we extend the procedure for the controlled creation of an arbitrary number of holes.
Directory of Open Access Journals (Sweden)
Maziar Nekovee
2010-01-01
Full Text Available Cognitive radio is being intensively researched as the enabling technology for license-exempt access to the so-called TV White Spaces (TVWS, large portions of spectrum in the UHF/VHF bands which become available on a geographical basis after digital switchover. Both in the US, and more recently, in the UK the regulators have given conditional endorsement to this new mode of access. This paper reviews the state-of-the-art in technology, regulation, and standardisation of cognitive access to TVWS. It examines the spectrum opportunity and commercial use cases associated with this form of secondary access.
Klimsiak, Tomasz
2010-01-01
We prove that under natural assumptions on the data strong solutions in Sobolev spaces of semilinear parabolic equations in divergence form involving measure on the right-hand side may be represented by solutions of some generalized backward stochastic differential equations. As an application we provide stochastic representation of strong solutions of the obstacle problem be means of solutions of some reflected backward stochastic differential equations. To prove the latter result we use a stochastic homographic approximation for solutions of the reflected backward equation. The approximation may be viewed as a stochastic analogue of the homographic approximation for solutions to the obstacle problem.
Falmagne, Jean-Claude
2011-01-01
Learning spaces offer a rigorous mathematical foundation for practical systems of educational technology. Learning spaces generalize partially ordered sets and are special cases of knowledge spaces. The various structures are investigated from the standpoints of combinatorial properties and stochastic processes. Leaning spaces have become the essential structures to be used in assessing students' competence of various topics. A practical example is offered by ALEKS, a Web-based, artificially intelligent assessment and learning system in mathematics and other scholarly fields. At the heart of A
Rao, MM
2002-01-01
Presents previously unpublished material on the fundumental pronciples and properties of Orlicz sequence and function spaces. Examines the sample path behavior of stochastic processes. Provides practical applications in statistics and probability.
Stochastic bifurcation in a driven laser system: experiment and theory.
Billings, Lora; Schwartz, Ira B; Morgan, David S; Bollt, Erik M; Meucci, Riccardo; Allaria, Enrico
2004-08-01
We analyze the effects of stochastic perturbations in a physical example occurring as a higher-dimensional dynamical system. The physical model is that of a class- B laser, which is perturbed stochastically with finite noise. The effect of the noise perturbations on the dynamics is shown to change the qualitative nature of the dynamics experimentally from a stochastic periodic attractor to one of chaoslike behavior, or noise-induced chaos. To analyze the qualitative change, we apply the technique of the stochastic Frobenius-Perron operator [L. Billings et al., Phys. Rev. Lett. 88, 234101 (2002)] to a model of the experimental system. Our main result is the identification of a global mechanism to induce chaoslike behavior by adding stochastic perturbations in a realistic model system of an optics experiment. In quantifying the stochastic bifurcation, we have computed a transition matrix describing the probability of transport from one region of phase space to another, which approximates the stochastic Frobenius-Perron operator. This mechanism depends on both the standard deviation of the noise and the global topology of the system. Our result pinpoints regions of stochastic transport whereby topological deterministic dynamics subjected to sufficient noise results in noise-induced chaos in both theory and experiment.
Quantum Spontaneous Stochasticity
Eyink, Gregory L
2015-01-01
The quantum wave-function of a massive particle with small initial uncertainties (consistent with the uncertainty relation) is believed to spread very slowly, so that the dynamics is deterministic. This assumes that the classical motions for given initial data are unique. In fluid turbulence non-uniqueness due to "roughness" of the advecting velocity field is known to lead to stochastic motion of classical particles. Vanishingly small random perturbations are magnified by Richardson diffusion in a "nearly rough" velocity field so that motion remains stochastic as the noise disappears, or classical spontaneous stochasticity, . Analogies between stochastic particle motion in turbulence and quantum evolution suggest that there should be quantum spontaneous stochasticity (QSS). We show this for 1D models of a particle in a repulsive potential that is "nearly rough" with $V(x) \\sim C|x|^{1+\\alpha}$ at distances $|x|\\gg \\ell$ , for some UV cut-off $\\ell$, and for initial Gaussian wave-packet centered at 0. We consi...
Multiple Fields in Stochastic Inflation
Assadullahi, Hooshyar; Noorbala, Mahdiyar; Vennin, Vincent; Wands, David
2016-01-01
Stochastic effects in multi-field inflationary scenarios are investigated. A hierarchy of diffusion equations is derived, the solutions of which yield moments of the numbers of inflationary $e$-folds. Solving the resulting partial differential equations in multi-dimensional field space is more challenging than the single-field case. A few tractable examples are discussed, which show that the number of fields is, in general, a critical parameter. When more than two fields are present for instance, the probability to explore arbitrarily large-field regions of the potential, otherwise inaccessible to single-field dynamics, becomes non-zero. In some configurations, this gives rise to an infinite mean number of $e$-folds, regardless of the initial conditions. Another difference with respect to single-field scenarios is that multi-field stochastic effects can be large even at sub-Planckian energy. This opens interesting new possibilities for probing quantum effects in inflationary dynamics, since the moments of the...
Stochastic Methods for Aircraft Design
Pelz, Richard B.; Ogot, Madara
1998-01-01
The global stochastic optimization method, simulated annealing (SA), was adapted and applied to various problems in aircraft design. The research was aimed at overcoming the problem of finding an optimal design in a space with multiple minima and roughness ubiquitous to numerically generated nonlinear objective functions. SA was modified to reduce the number of objective function evaluations for an optimal design, historically the main criticism of stochastic methods. SA was applied to many CFD/MDO problems including: low sonic-boom bodies, minimum drag on supersonic fore-bodies, minimum drag on supersonic aeroelastic fore-bodies, minimum drag on HSCT aeroelastic wings, FLOPS preliminary design code, another preliminary aircraft design study with vortex lattice aerodynamics, HSR complete aircraft aerodynamics. In every case, SA provided a simple, robust and reliable optimization method which found optimal designs in order 100 objective function evaluations. Perhaps most importantly, from this academic/industrial project, technology has been successfully transferred; this method is the method of choice for optimization problems at Northrop Grumman.
Stabilization of stochastic Hopfield neural network with distributed parameters
Institute of Scientific and Technical Information of China (English)
LUO Qi; DENG Feiqi; BAO Jundong; ZHAO Birong; FU Yuli
2004-01-01
In this paper, the stability of stochastic Hopfield neural network with distributed parameters is studied. To discuss the stability of systems, the main idea is to integrate the solution to systems in the space variable. Then, the integration is considered as the solution process of corresponding neural networks described by stochastic ordinary differential equations. A Lyapunov function is constructed and It(o) formula is employed to compute the derivative of the mean Lyapunov function along the systems, with respect to the space variable. It is difficult to treat stochastic systems with distributed parameters since there is no corresponding It(o) formula for this kind of system. Our method can overcome this difficulty. Till now, the research of stability and stabilization of stochastic neural networks with distributed parameters has not been considered.
Stochastic population growth in spatially heterogeneous environments.
Evans, Steven N; Ralph, Peter L; Schreiber, Sebastian J; Sen, Arnab
2013-02-01
Classical ecological theory predicts that environmental stochasticity increases extinction risk by reducing the average per-capita growth rate of populations. For sedentary populations in a spatially homogeneous yet temporally variable environment, a simple model of population growth is a stochastic differential equation dZ(t) = μZ(t)dt + σZ(t)dW(t), t ≥ 0, where the conditional law of Z(t+Δt)-Z(t) given Z(t) = z has mean and variance approximately z μΔt and z²σ²Δt when the time increment Δt is small. The long-term stochastic growth rate lim(t→∞) t⁻¹ log Z(t) for such a population equals μ − σ²/2 . Most populations, however, experience spatial as well as temporal variability. To understand the interactive effects of environmental stochasticity, spatial heterogeneity, and dispersal on population growth, we study an analogous model X(t) = (X¹(t) , . . . , X(n)(t)), t ≥ 0, for the population abundances in n patches: the conditional law of X(t+Δt) given X(t) = x is such that the conditional mean of X(i)(t+Δt) − X(i)(t) is approximately [x(i)μ(i) + Σ(j) (x(j) D(ji) − x(i) D(i j) )]Δt where μ(i) is the per capita growth rate in the ith patch and D(ij) is the dispersal rate from the ith patch to the jth patch, and the conditional covariance of X(i)(t+Δt)− X(i)(t) and X(j)(t+Δt) − X(j)(t) is approximately x(i)x(j)σ(ij)Δt for some covariance matrix Σ = (σ(ij)). We show for such a spatially extended population that if S(t) = X¹(t)+· · ·+ X(n)(t) denotes the total population abundance, then Y(t) = X(t)/S(t), the vector of patch proportions, converges in law to a random vector Y(∞) as t → ∞, and the stochastic growth rate lim(t→∞) t⁻¹ log S(t) equals the space-time average per-capita growth rate Σ(i)μ(i)E[Y(i)(∞)] experienced by the population minus half of the space-time average temporal variation E[Σ(i,j) σ(i j)Y(i)(∞) Y(j)(∞)] experienced by the population. Using this characterization of the
Fission dynamics within time-dependent Hartree-Fock: boost-induced fission
Goddard, P M; Rios, A
2015-01-01
Background: Nuclear fission is a complex large-amplitude collective decay mode in heavy nuclei. Microscopic density functional studies of fission have previously concentrated on adiabatic approaches based on constrained static calculations ignoring dynamical excitations of the fissioning nucleus, and the daughter products. Purpose: To explore the ability of dynamic mean-field methods to describe induced fission processes, using quadrupole boosts in the nuclide $^{240}$Pu as an example. Methods: Quadrupole constrained Hartree-Fock calculations are used to create a potential energy surface. An isomeric state and a state beyond the second barrier peak are excited by means of instantaneous as well as temporally extended gauge boosts with quadrupole shapes. The subsequent deexcitation is studied in a time-dependent Hartree-Fock simulation, with emphasis on fissioned final states. The corresponding fission fragment mass numbers are studied. Results: In general, the energy deposited by the quadrupole boost is quickl...
Multiconfiguration hartree-fock theory for pseudorelativistic systems: The time-dependent case
Hajaiej, Hichem
2014-03-01
In [Setting and analysis of the multi-configuration time-dependent Hartree-Fock equations, Arch. Ration. Mech. Anal. 198 (2010) 273-330] the third author has studied in collaboration with Bardos, Catto and Mauser the nonrelativistic multiconfiguration time-dependent Hartree-Fock system of equations arising in the modeling of molecular dynamics. In this paper, we extend the previous work to the case of pseudorelativistic atoms. We show the existence and the uniqueness of global-in-time solution to the underlying system under technical assumptions on the energy of the initial data and the charge of the nucleus. Moreover, we prove that the result can be extended to the case of neutron stars when the number of electrons is less than a critical number N cr. © 2014 World Scientific Publishing Company.
Brueckner-Hartree-Fock and its renormalized calculations for finite nuclei
Hu, B S; Ma, Y Z; Wu, Q; Sun, Z H
2016-01-01
We have performed self-consistent Brueckner-Hartree-Fock (BHF) and its renormalized theory to the structure calculations of finite nuclei. The $G$-matrix is calculated within the BHF basis, and the exact Pauli exclusion operator is determined by the BHF spectrum. Self-consistent occupation probabilities are included in the renormalized Brueckner-Hartree-Fock (RBHF). Various systematics and convergences are studies. Good results are obtained for the ground-state energy and radius. RBHF can give a more reasonable single-particle spectrum and radius. We present a first benchmark calculation with other {\\it ab initio} methods using the same effective Hamiltonian. We find that the BHF and RBHF results are in good agreement with other $\\it{ab}$ $\\it{initio}$ methods.
Relativity with Respect to Measurement: Collapse and Quantum Events from Fock to Cramer
Directory of Open Access Journals (Sweden)
Leonardo Chiatti
2014-10-01
Full Text Available Some observations are presented starting with the well-known article by Vladimir Fock “Quantum Physics and Philosophical Problems”, published in 1971. In this article, which summarizes for Western readers a long and complicated reflection of the foundations of quantum mechanics (QM, Fock illustrates his “minimal” interpretation of this theory. By minimal, we mean that it only uses concepts related to the operational aspects of the measurement procedures, avoiding any mention of definite quantum ontologies (Bell’s beables. It is argued that, by taking into account the time reversal invariance of the microscopic processes and introducing the notion of irreversibility in an appropriate manner, Fock’s description becomes an anticipation of the “transaction” notion introduced by Cramer a decade later. So, the concept of “collapse” does retain the features of a QM “freak” postulate to become a new way to look at the elementary quantum processes.
Institute of Scientific and Technical Information of China (English)
RONG; Jian; MA; Zhongyu
2004-01-01
The relativistic microscopic optical potential in the asymmetric nuclear matter is studied in the framework of the Dirac Brueckner-Hartree-Fock method. A new decomposition of the Dirac structure of the nuclear self-energy in nuclear matter is adopted. The self-energy of a nucleon with E＞ 0 in nuclear matter is calculated with the G matrix in the Hartree-Fock approach. The optical potential of a nucleon in the nuclear medium is identified with the nucleon self-energy. The energy and asymmetric parameter dependence of the relativistic optical potentials for proton and neutron are discussed. The resulting Schroedinger equivalent potentials have reasonable behaviors of the energy dependence. The asymmetric parameter dependence of relativistic optical potentials and Schroedinger potentials are emphasized.
Complete equation of state for neutron stars using the relativistic Hartree-Fock approximation
Energy Technology Data Exchange (ETDEWEB)
Miyatsu, Tsuyoshi; Cheoun, Myung-Ki [Department of Physics, Soongsil University, Seoul 156-743 (Korea, Republic of); Yamamuro, Sachiko; Nakazato, Ken' ichiro [Department of Physics, Faculty of Science and Technology, Tokyo University of Science (TUS), Noda 278-8510 (Japan)
2014-05-02
We construct the equation of state in a wide-density range for neutron stars within relativistic Hartree-Fock approximation. The properties of uniform and nonuniform nuclear matter are studied consistently. The tensor couplings of vector mesons to baryons due to exchange contributions (Fock terms) are included, and the change of baryon internal structure in matter is also taken into account using the quark-meson coupling model. The Thomas-Fermi calculation is adopted to describe nonuniform matter, where the lattice of nuclei and the neutron drip out of nuclei are considered. Even if hyperons exist in the core of a neutron star, we obtain the maximum neutron-star mass of 1.95M{sub ⊙}, which is consistent with the recently observed massive pulsar, PSR J1614-2230. In addition, the strange vector (φ) meson also plays a important role in supporting a massive neutron star.
The light-cone Fock state expansion and hadron physics phenomenology
Energy Technology Data Exchange (ETDEWEB)
Brodsky, S.J.
1997-06-01
The light-cone Fock expansion is defined in the following way: one first constructs the light-cone time evolution operator and the invariant mass operator in light-cone gauge from the QCD Lagrangian. The total longitudinal momentum and transverse momenta are conserved, i.e. are independent of the interactions. The matrix elements of the invariant mass operator on the complete orthonormal basis of the free theory can then be constructed. The matrix elements connect Fock states differing by 0, 1, or 2 quark or gluon quanta, and they include the instantaneous quark and gluon contributions imposed by eliminating dependent degrees of freedom in light-cone gauge. Applications of light-cone methods to QCD phenomenology are briefly described.
The Mehler-Fock transform of general order and arbitrary index and its inversion
Directory of Open Access Journals (Sweden)
Cyril Nasim
1984-01-01
Full Text Available An integral transform involving the associated Legendre function of zero order, P−12+iτ(x, x∈[1,∞, as the kernel (considered as a function of τ, is called Mehler-Fock transform. Some generalizations, involving the function P−12+iτμ(x, where the order μ is an arbitrary complex number, including the case when μ=0,1,2,… have been known for some time. In this present note, we define a general Mehler-Fock transform involving, as the kernel, the Legendre function P−12+tμ(x, of general order μ and an arbitrary index −12+t, t=σ+iτ, −∞<τ<∞. Then we develop a symmetric inversion formulae for these transforms. Many well-known results are derived as special cases of this general form. These transforms are widely used for solving many axisymmetric potential problems.
Pairing phase transition: A Finite-Temperature Relativistic Hartree-Fock-Bogoliubov study
Li, Jia Jie; Long, Wen Hui; Van Giai, Nguyen
2015-01-01
Background: The relativistic Hartree-Fock-Bogoliubov (RHFB) theory has recently been developed and it provides a unified and highly predictive description of both nuclear mean field and pairing correlations. Ground state properties of finite nuclei can accurately be reproduced without neglecting exchange (Fock) contributions. Purpose: Finite-temperature RHFB (FT-RHFB) theory has not yet been developed, leaving yet unknown its predictions for phase transitions and thermal excitations in both stable and weakly bound nuclei. Method: FT-RHFB equations are solved in a Dirac Woods-Saxon (DWS) basis considering two kinds of pairing interactions: finite or zero range. Such a model is appropriate for describing stable as well as loosely bound nuclei since the basis states have correct asymptotic behaviour for large spatial distributions. Results: Systematic FT-RH(F)B calculations are performed for several semi-magic isotopic/isotonic chains comparing the predictions of a large number of Lagrangians, among which are PK...
Fission dynamics within time-dependent Hartree-Fock: deformation-induced fission
Goddard, P M; Rios, A
2015-01-01
Background: Nuclear fission is a complex large-amplitude collective decay mode in heavy nuclei. Microscopic density functional studies of fission have previously concentrated on adiabatic approaches based on constrained static calculations ignoring dynamical excitations of the fissioning nucleus, and the daughter products. Purpose: To explore the ability of dynamic mean-field methods to describe fast fission processes beyond the fission barrier, using the nuclide $^{240}$Pu as an example. Methods: Time-dependent Hartree-Fock calculations based on the Skyrme interaction are used to calculate non-adiabatic fission paths, beginning from static constrained Hartree-Fock calculations. The properties of the dynamic states are interpreted in terms of the nature of their collective motion. Fission product properties are compared to data. Results: Parent nuclei constrained to begin dynamic evolution with a deformation less than the fission barrier exhibit giant-resonance-type behaviour. Those beginning just beyond the ...
Gomar, Laura Castelló; Blas, Daniel Martín-de; Marugán, Guillermo A Mena; Velhinho, José M
2012-01-01
We study the Fock quantization of scalar fields with a time dependent mass in cosmological scenarios with flat compact spatial sections. This framework describes physically interesting situations like, e.g., cosmological perturbations in flat Friedmann-Robertson-Walker spacetimes, generally including a suitable scaling of them by a background function. We prove that the requirements of vacuum invariance under the spatial isometries and of a unitary quantum dynamics select (a) a unique canonical pair of field variables among all those related by time dependent canonical transformations which scale the field configurations, and (b) a unique Fock representation for the canonical commutation relations of this pair of variables. Though the proof is generalizable to other compact spatial topologies in three or less dimensions, we focus on the case of the three-torus owing to its relevance in cosmology, paying a especial attention to the role played by the spatial isometries in the determination of the representatio...
Manipulating Fock states of a harmonic oscillator while preserving its linearity
Juliusson, K.; Bernon, S.; Zhou, X.; Schmitt, V.; le Sueur, H.; Bertet, P.; Vion, D.; Mirrahimi, M.; Rouchon, P.; Esteve, D.
2016-12-01
We present a scheme for controlling the quantum state of a harmonic oscillator by coupling it to an anharmonic multilevel system (MLS) with first- to second-excited-state transition on resonance with the oscillator. In this scheme, which we call ef-resonant, the spurious oscillator Kerr nonlinearity inherited from the MLS is very small, while its Fock states can still be selectively addressed via an MLS transition at a frequency that depends on the number of photons. We implement this concept in a circuit-QED setup with a microwave three-dimensional cavity (the oscillator, with frequency 6.4 GHz and quality factor QO=2 ×106 ) embedding a frequency tunable transmon qubit (the MLS). We characterize the system spectroscopically and demonstrate selective addressing of Fock states and a Kerr nonlinearity below 350 Hz. At times much longer than the transmon coherence times, a nonlinear cavity response with driving power is also observed and explained.
Approximate Controllability of Fractional Neutral Stochastic System with Infinite Delay
Sakthivel, R.; Ganesh, R.; Suganya, S.
2012-12-01
The concept of controllability plays an important role in analysis and design of linear and nonlinear control systems. Further, fractional differential equations have wide applications in engineering and science. In this paper, the approximate controllability of neutral stochastic fractional integro-differential equation with infinite delay in a Hilbert space is studied. By using Krasnoselskii's fixed point theorem with stochastic analysis theory, we derive a new set of sufficient conditions for the approximate controllability of nonlinear fractional stochastic system under the assumption that the corresponding linear system is approximately controllable. Finally, an example is provided to illustrate the obtained theory.
Almost Automorphic Solutions to Nonautonomous Stochastic Functional Integrodifferential Equations
Directory of Open Access Journals (Sweden)
Li Xi-liang
2013-01-01
Full Text Available This paper concerns the square-mean almost automorphic solutions to a class of abstract semilinear nonautonomous functional integrodifferential stochastic evolution equations in real separable Hilbert spaces. Using the so-called “Acquistapace-Terreni” conditions and Banach contraction principle, the existence, uniqueness, and asymptotical stability results of square-mean almost automorphic mild solutions to such stochastic equations are established. As an application, square-mean almost automorphic solution to a concrete nonautonomous integro-differential stochastic evolution equation is analyzed to illustrate our abstract results.
Parameter Estimation in Stochastic Differential Equations; An Overview
DEFF Research Database (Denmark)
Nielsen, Jan Nygaard; Madsen, Henrik; Young, P. C.
2000-01-01
This paper presents an overview of the progress of research on parameter estimation methods for stochastic differential equations (mostly in the sense of Ito calculus) over the period 1981-1999. These are considered both without measurement noise and with measurement noise, where the discretely...... observed stochastic differential equations are embedded in a continuous-discrete time state space model. Every attempts has been made to include results from other scientific disciplines. Maximum likelihood estimation of parameters in nonlinear stochastic differential equations is in general not possible...
Stochastic optimization methods
Marti, Kurt
2005-01-01
Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution procedures are given.
Hartree-Fock and Random Phase Approximation theories in a many-fermion solvable model
Co', Giampaolo
2016-01-01
We present an ideal system of interacting fermions where the solutions of the many-body Schroedinger equation can be obtained without making approximations. These exact solutions are used to test the validity of two many-body effective approaches, the Hartree-Fock and the Random Phase Approximation theories. The description of the ground state done by the effective theories improves with increasing number of particles.
Mazurek, A. P.; Sadlej-Sosnowska, N.
2000-11-01
A comparison of the ab initio quantum chemical methods: Hartree-Fock (HF) and hybrid density functional theory (DFT)/B3LYP for the treatment of tautomeric equilibria both in the gas phase and in the solution is made. The solvent effects were investigated in terms of the self-consistent reaction field (SCRF). Ionization potentials (IP), calculated by DFT/B3LYP, are also compared with those calculated previously within the HF frame.
The Fock-Kemmer approach to precursor shock waves in relativistic field theory
Abdullah, Rawand H
2016-01-01
We use distribution theory (generalized functions) to extend and justify the Fock-Kemmer approach to the propagation of precursor shock wave discontinuities in classical and quantum field theory. We apply lightcone causality arguments to propose that shock wave singularities in non-linear classical field theories and in Maxwell's equations for responsive media require a form of classical renormalization analogous to Wilson operator product expansions in quantum field theories.
Evolution of Arbitrary States under Fock-Darwin Hamiltonian and a Time-Dependent Electric Field
Institute of Scientific and Technical Information of China (English)
徐晓飞; 杨涛; 翟智远; 潘孝胤
2012-01-01
The method of path integral is employed to calculate the time evolution of the eigenstates of a charged particle under the Fock-Darwin （FD） Hamiltonian subjected to a time-dependent electric field in the plane of the system. An exact analytical expression is established for the evolution of the eigenstates. This result then provides a general solution to the time-dependent Schrodinger equation.
Fractional Electron Loss in Approximate DFT and Hartree-Fock Theory.
Peach, Michael J G; Teale, Andrew M; Helgaker, Trygve; Tozer, David J
2015-11-10
Plots of electronic energy vs electron number, determined using approximate density functional theory (DFT) and Hartree-Fock theory, are typically piecewise convex and piecewise concave, respectively. The curves also commonly exhibit a minimum and maximum, respectively, in the neutral → anion segment, which lead to positive DFT anion HOMO energies and positive Hartree-Fock neutral LUMO energies. These minima/maxima are a consequence of using basis sets that are local to the system, preventing fractional electron loss. Ground-state curves are presented that illustrate the idealized behavior that would occur if the basis set were to be modified to enable fractional electron loss without changing the description in the vicinity of the system. The key feature is that the energy cannot increase when the electron number increases, so the slope cannot be anywhere positive, meaning frontier orbital energies cannot be positive. For the convex (DFT) case, the idealized curve is flat beyond a critical electron number such that any additional fraction of an electron added to the system is unbound. The anion HOMO energy is zero. For the concave (Hartree-Fock) case, the idealized curve is flat up to some critical electron number, beyond which it curves down to the anion energy. A minimum fraction of an electron is required before any binding occurs, but beyond that, the full fraction abruptly binds. The neutral LUMO energy is zero. Approximate DFT and Hartree-Fock results are presented for the F → F(-) segment, and results approaching the idealized behavior are recovered for highly diffuse basis sets. It is noted that if a DFT calculation using a highly diffuse basis set yields a negative LUMO energy then a fraction of an electron must bind and the electron affinity must be positive, irrespective of whether an electron binds experimentally. This is illustrated by calculations on Ne → Ne(-).
Generalization of Cramer's rule and its application to the projection of Hartree-Fock wave function
Hage-Hassan, Mehdi
2009-01-01
We generalize the Cramer's rule of linear algebra. We apply it to calculate the spectra of nucleus by applying Hill-Wheeler projection operator to Hartree-Fock wave function, and to derive L\\"owdin formula and Thouless theorem. We derive by an elementary method the infinitesimal or L\\"owdin projection operators and its integral representation to be useful for the projection of Slater determinant.
The Dielectric Permittivity of Crystals in the reduced Hartree-Fock approximation
Cancès, Eric
2009-01-01
In a recent article (Canc\\`es, Deleurence and Lewin, Commun. Math. Phys., 281 (2008), pp. 129-177), we have rigorously derived, by means of bulk limit arguments, a new variational model to describe the electronic ground state of insulating or semiconducting crystals in the presence of local defects. In this so-called reduced Hartree-Fock model, the ground state electronic density matrix is decomposed as $\\gamma = \\gamma^0_{\\rm per} + Q_{\
Higher-order Schrödinger and Hartree–Fock equations
Energy Technology Data Exchange (ETDEWEB)
Carles, Rémi, E-mail: Remi.Carles@math.cnrs.fr [IMAG, UMR5149, CNRS and University Montpellier, CC051, 34095 Montpellier (France); Lucha, Wolfgang, E-mail: Wolfgang.Lucha@oeaw.ac.at [Institute for High Energy Physics, Austrian Academy of Sciences, Nikolsdorfergasse 18, A-1050 Vienna (Austria); Moulay, Emmanuel, E-mail: emmanuel.moulay@univ-poitiers.fr [XLIM (UMR-CNRS 7252), University Poitiers, 11 Blvd. Marie et Pierre Curie, BP 30179, 86962 Futuroscope Chasseneuil Cedex (France)
2015-12-15
The domain of validity of the higher-order Schrödinger equations is analyzed for harmonic-oscillator and Coulomb potentials as typical examples. Then, the Cauchy theory for higher-order Hartree–Fock equations with bounded and Coulomb potentials is developed. Finally, the existence of associated ground states for the odd-order equations is proved. This renders these quantum equations relevant for physics.
Can X-ray constrained Hartree-Fock wavefunctions retrieve electron correlation?
Genoni, Alessandro; Dos Santos, Leonardo H R; Meyer, Benjamin; Macchi, Piero
2017-03-01
The X-ray constrained wavefunction (XC-WF) method proposed by Jayatilaka [Jayatilaka & Grimwood (2001) ▸, Acta Cryst. A57, 76-86] has attracted much attention because it represents a possible third way of theoretically studying the electronic structure of atoms and molecules, combining features of the more popular wavefunction- and DFT-based approaches. In its original formulation, the XC-WF technique extracts statistically plausible wavefunctions from experimental X-ray diffraction data of molecular crystals. A weight is used to constrain the pure Hartree-Fock solution to the observed X-ray structure factors. Despite the wavefunction being a single Slater determinant, it is generally assumed that its flexibility could guarantee the capture, better than any other experimental model, of electron correlation effects, absent in the Hartree-Fock Hamiltonian but present in the structure factors measured experimentally. However, although the approach has been known for long time, careful testing of this fundamental hypothesis is still missing. Since a formal demonstration is impossible, the validation can only be done heuristically and, to accomplish this task, X-ray constrained Hartree-Fock calculations have been performed using structure factor amplitudes computed at a very high correlation level (coupled cluster) for selected molecules in isolation, in order to avoid the perturbations due to intermolecular interactions. The results show that a single-determinant XC-WF is able to capture the electron correlation effects only partially. The largest amount of electron correlation is extracted when: (i) a large external weight is used (much larger than what has normally been used in XC-WF calculations using experimental data); and (ii) the high-order reflections, which carry less information on the electron correlation, are down-weighted (or even excluded), otherwise they would bias the fitting towards the unconstrained Hartree-Fock wavefunction.
Can X-ray constrained Hartree–Fock wavefunctions retrieve electron correlation?
Directory of Open Access Journals (Sweden)
Alessandro Genoni
2017-03-01
Full Text Available The X-ray constrained wavefunction (XC-WF method proposed by Jayatilaka [Jayatilaka & Grimwood (2001, Acta Cryst. A57, 76–86] has attracted much attention because it represents a possible third way of theoretically studying the electronic structure of atoms and molecules, combining features of the more popular wavefunction- and DFT-based approaches. In its original formulation, the XC-WF technique extracts statistically plausible wavefunctions from experimental X-ray diffraction data of molecular crystals. A weight is used to constrain the pure Hartree–Fock solution to the observed X-ray structure factors. Despite the wavefunction being a single Slater determinant, it is generally assumed that its flexibility could guarantee the capture, better than any other experimental model, of electron correlation effects, absent in the Hartree–Fock Hamiltonian but present in the structure factors measured experimentally. However, although the approach has been known for long time, careful testing of this fundamental hypothesis is still missing. Since a formal demonstration is impossible, the validation can only be done heuristically and, to accomplish this task, X-ray constrained Hartree–Fock calculations have been performed using structure factor amplitudes computed at a very high correlation level (coupled cluster for selected molecules in isolation, in order to avoid the perturbations due to intermolecular interactions. The results show that a single-determinant XC-WF is able to capture the electron correlation effects only partially. The largest amount of electron correlation is extracted when: (i a large external weight is used (much larger than what has normally been used in XC-WF calculations using experimental data; and (ii the high-order reflections, which carry less information on the electron correlation, are down-weighted (or even excluded, otherwise they would bias the fitting towards the unconstrained Hartree–Fock wavefunction.
Can X-ray constrained Hartree–Fock wavefunctions retrieve electron correlation?
Genoni, Alessandro; Dos Santos, Leonardo H. R.; Meyer, Benjamin; Macchi, Piero
2017-01-01
The X-ray constrained wavefunction (XC-WF) method proposed by Jayatilaka [Jayatilaka & Grimwood (2001) ▸, Acta Cryst. A57, 76–86] has attracted much attention because it represents a possible third way of theoretically studying the electronic structure of atoms and molecules, combining features of the more popular wavefunction- and DFT-based approaches. In its original formulation, the XC-WF technique extracts statistically plausible wavefunctions from experimental X-ray diffraction data of molecular crystals. A weight is used to constrain the pure Hartree–Fock solution to the observed X-ray structure factors. Despite the wavefunction being a single Slater determinant, it is generally assumed that its flexibility could guarantee the capture, better than any other experimental model, of electron correlation effects, absent in the Hartree–Fock Hamiltonian but present in the structure factors measured experimentally. However, although the approach has been known for long time, careful testing of this fundamental hypothesis is still missing. Since a formal demonstration is impossible, the validation can only be done heuristically and, to accomplish this task, X-ray constrained Hartree–Fock calculations have been performed using structure factor amplitudes computed at a very high correlation level (coupled cluster) for selected molecules in isolation, in order to avoid the perturbations due to intermolecular interactions. The results show that a single-determinant XC-WF is able to capture the electron correlation effects only partially. The largest amount of electron correlation is extracted when: (i) a large external weight is used (much larger than what has normally been used in XC-WF calculations using experimental data); and (ii) the high-order reflections, which carry less information on the electron correlation, are down-weighted (or even excluded), otherwise they would bias the fitting towards the unconstrained Hartree–Fock wavefunction. PMID:28250952
Advanced Dynamically Adaptive Algorithms for Stochastic Simulations on Extreme Scales
Energy Technology Data Exchange (ETDEWEB)
Xiu, Dongbin [Purdue Univ., West Lafayette, IN (United States)
2016-06-21
The focus of the project is the development of mathematical methods and high-performance com- putational tools for stochastic simulations, with a particular emphasis on computations on extreme scales. The core of the project revolves around the design of highly e cient and scalable numer- ical algorithms that can adaptively and accurately, in high dimensional spaces, resolve stochastic problems with limited smoothness, even containing discontinuities.
Coherent stochastic resonance in the presence of a field
Gitterman, Moshe; Weiss, George H.
1995-11-01
A recent paper by Bulsara, Lowen, and Rees [Phys. Rev. E 49, 4989 (1994)] presents a perturbation analysis of coherent stochastic resonance in a half-space in the presence of a field. We believe that the analysis there was flawed due to an improper use of the method of images and that a correct version of a perturbation analysis can be given by using a transformation of the underlying equations. The result still exhibits stochastic resonance.
Density Tracking by Quadrature for Stochastic Differential Equations
Bhat, Harish S.; Madushani, R. W. M. A.
2016-01-01
We develop and analyze a method, density tracking by quadrature (DTQ), to compute the probability density function of the solution of a stochastic differential equation. The derivation of the method begins with the discretization in time of the stochastic differential equation, resulting in a discrete-time Markov chain with continuous state space. At each time step, the DTQ method applies quadrature to solve the Chapman-Kolmogorov equation for this Markov chain. In this paper, we focus on a p...
Stochastic models, estimation, and control
Maybeck, Peter S
1982-01-01
This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.
STOCHASTIC COOLING FOR BUNCHED BEAMS.
Energy Technology Data Exchange (ETDEWEB)
BLASKIEWICZ, M.
2005-05-16
Problems associated with bunched beam stochastic cooling are reviewed. A longitudinal stochastic cooling system for RHIC is under construction and has been partially commissioned. The state of the system and future plans are discussed.
Uniqueness of the Fock quantization of scalar fields in spatially flat cosmological spacetimes
Energy Technology Data Exchange (ETDEWEB)
Gomar, Laura Castelló [Facultad de Ciencias Físicas, Universidad Complutense de Madrid, Ciudad Universitaria, 28040 Madrid (Spain); Cortez, Jerónimo [Departamento de Física, Facultad de Ciencias, Universidad Nacional Autónoma de México, Mexico D.F. 04510 (Mexico); Blas, Daniel Martín-de; Marugán, Guillermo A. Mena [Instituto de Estructura de la Materia, CSIC, Serrano 121, 28006 Madrid (Spain); Velhinho, José M., E-mail: laucaste@estumail.ucm.es, E-mail: jacq@ciencias.unam.mx, E-mail: daniel.martin@iem.cfmac.csic.es, E-mail: jvelhi@ubi.pt [Departamento de Física, Faculdade de Ciências, Universidade da Beira Interior, R. Marquês D' Ávila e Bolama, 6201-001 Covilhã (Portugal)
2012-11-01
We study the Fock quantization of scalar fields in (generically) time dependent scenarios, focusing on the case in which the field propagation occurs in –either a background or effective– spacetime with spatial sections of flat compact topology. The discussion finds important applications in cosmology, like e.g. in the description of test Klein-Gordon fields and scalar perturbations in Friedmann-Robertson-Walker spacetime in the observationally favored flat case. Two types of ambiguities in the quantization are analyzed. First, the infinite ambiguity existing in the choice of a Fock representation for the canonical commutation relations, understandable as the freedom in the choice of inequivalent vacua for a given field. Besides, in cosmological situations, it is customary to scale the fields by time dependent functions, which absorb part of the evolution arising from the spacetime, which is treated classically. This leads to an additional ambiguity, this time in the choice of a canonical pair of field variables. We show that both types of ambiguities are removed by the requirements of (a) invariance of the vacuum under the symmetries of the three-torus, and (b) unitary implementation of the dynamics in the quantum theory. In this way, one arrives at a unique class of unitarily equivalent Fock quantizations for the system. This result provides considerable robustness to the quantum predictions and renders meaningful the confrontation with observation.
Entanglement of remote transmon qubits by concurrent measurement using Fock states
Narla, A.; Hatridge, M.; Shankar, S.; Leghtas, Z.; Sliwa, K. M.; Vlastakis, B.; Zalys-Geller, E.; Mirrahimi, M.; Devoret, M. H.
2015-03-01
A requirement of any modular quantum computer is the ability to maintain individual qubits in isolated environments while also being able to entangle arbitrary distant qubits on demand. For superconducting qubits, such a protocol can be realized by first entangling the qubits with flying microwave coherent states which are then concurrently detected by a parametric amplifier. This protocol has a 50% success probability but is vulnerable to losses between the qubits and the amplifier which reduce the entanglement fidelity. An alternative is to use itinerant Fock states, since losses now tend to reduce the success probability of creating an entangled state but not its fidelity. Such single-photon protocols have been implemented in trapped-ion and NV-center experiments. We present such a protocol tailored for entangling two transmon qubits in the circuit QED architecture. Each qubit is entangled with a Fock state of its cavity using sideband pulses. The Fock states leak out of the cavity, interfere on a beam-splitter which erases their which-path information, and are subsequently detected using a novel photo-detector realized by another qubit-cavity system. Simulations suggest that we can realize a high-fidelity entangled state with a success probability as large as 1%.
On the NP-completeness of the Hartree-Fock method for translationally invariant systems
Whitfield, James D
2014-01-01
The self-consistent field method utilized for solving the Hartree-Fock (HF) problem and the closely related Kohn-Sham problem, is typically thought of as one of the cheapest methods available to quantum chemists. This intuition has been developed from the numerous applications of the self-consistent field method to a large variety of molecular systems. However, in terms of its worst-case computational complexity, the HF problem is NP-complete. In this work, we investigate how far one can push the boundaries of the NP-completeness by investigating restricted instances of HF. We have constructed two new NP-complete variants of the problem. The first is a set of Hamiltonians whose translationally invariant Hartree-Fock solutions are trivial, but whose broken symmetry solutions are NP-complete. Second, we demonstrate how to embed instances of spin glasses into translationally invariant Hartree-Fock instances and provide a numerical example. These findings are the first steps towards understanding in which cases t...
Oh, Jae-Hyuk
2016-11-01
We explore the mathematical relation between stochastic quantization (SQ) and the holographic Wilsonian renormalization group (HWRG) of a massive scalar field defined in asymptotically anti-de Sitter space. We compute the stochastic two-point correlation function by quantizing the boundary on-shell action (it is identified with the Euclidean action in our stochastic frame) of the scalar field, requiring the initial value of the stochastic field Dirichlet boundary condition, and study its relationship with the double-trace deformation in HWRG computation. It turns out that the stochastic two-point function precisely corresponds to the double-trace deformation through the relation proposed in [J. High Energy Phys. 11 (2012) 144] even in the case that the scalar field mass is arbitrary. In our stochastic framework, the Euclidean action constituting the Langevin equation is not the same as that in the original stochastic theory; in fact, it contains the stochastic time "t -dependent" kernel in it. A justification for the exotic Euclidean action is provided by proving that it transforms to the usual form of the Euclidean action in a new stochastic frame by an appropriate rescaling of both the stochastic fields and time. We also apply the Neumann boundary condition to the stochastic fields to study the relation between SQ and the HWRG when alternative quantization is allowed. It turns out that the application of the Neumann boundary condition to the stochastic fields generates the radial evolution of the single-trace operator as well as the double-trace term.
Pierret, Frédéric
2016-02-01
We derived the equations of Celestial Mechanics governing the variation of the orbital elements under a stochastic perturbation, thereby generalizing the classical Gauss equations. Explicit formulas are given for the semimajor axis, the eccentricity, the inclination, the longitude of the ascending node, the pericenter angle, and the mean anomaly, which are expressed in term of the angular momentum vector H per unit of mass and the energy E per unit of mass. Together, these formulas are called the stochastic Gauss equations, and they are illustrated numerically on an example from satellite dynamics.
Stochastic dynamics and control
Sun, Jian-Qiao; Zaslavsky, George
2006-01-01
This book is a result of many years of author's research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in the book. Random vibration analyses of SDOF, MDOF and continuous structural systems are presented in a pedagogical order. The application of the random vibration theory to reliability and fatigue analysis is also discussed. Recent research results on fatigue analysis of non-Gaussian stress proc
Foundations of stochastic analysis
Rao, M M; Lukacs, E
1981-01-01
Foundations of Stochastic Analysis deals with the foundations of the theory of Kolmogorov and Bochner and its impact on the growth of stochastic analysis. Topics covered range from conditional expectations and probabilities to projective and direct limits, as well as martingales and likelihood ratios. Abstract martingales and their applications are also discussed. Comprised of five chapters, this volume begins with an overview of the basic Kolmogorov-Bochner theorem, followed by a discussion on conditional expectations and probabilities containing several characterizations of operators and mea
Stochastic Electrochemical Kinetics
Beruski, O
2016-01-01
A model enabling the extension of the Stochastic Simulation Algorithm to electrochemical systems is proposed. The physical justifications and constraints for the derivation of a chemical master equation are provided and discussed. The electrochemical driving forces are included in the mathematical framework, and equations are provided for the associated electric responses. The implementation for potentiostatic and galvanostatic systems is presented, with results pointing out the stochastic nature of the algorithm. The electric responses presented are in line with the expected results from the theory, providing a new tool for the modeling of electrochemical kinetics.
Markov stochasticity coordinates
Eliazar, Iddo
2017-01-01
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method-termed Markov Stochasticity Coordinates-is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
Markov stochasticity coordinates
Energy Technology Data Exchange (ETDEWEB)
Eliazar, Iddo, E-mail: iddo.eliazar@intel.com
2017-01-15
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
Stacking with stochastic cooling
Energy Technology Data Exchange (ETDEWEB)
Caspers, Fritz E-mail: Fritz.Caspers@cern.ch; Moehl, Dieter
2004-10-11
Accumulation of large stacks of antiprotons or ions with the aid of stochastic cooling is more delicate than cooling a constant intensity beam. Basically the difficulty stems from the fact that the optimized gain and the cooling rate are inversely proportional to the number of particles 'seen' by the cooling system. Therefore, to maintain fast stacking, the newly injected batch has to be strongly 'protected' from the Schottky noise of the stack. Vice versa the stack has to be efficiently 'shielded' against the high gain cooling system for the injected beam. In the antiproton accumulators with stacking ratios up to 10{sup 5} the problem is solved by radial separation of the injection and the stack orbits in a region of large dispersion. An array of several tapered cooling systems with a matched gain profile provides a continuous particle flux towards the high-density stack core. Shielding of the different systems from each other is obtained both through the spatial separation and via the revolution frequencies (filters). In the 'old AA', where the antiproton collection and stacking was done in one single ring, the injected beam was further shielded during cooling by means of a movable shutter. The complexity of these systems is very high. For more modest stacking ratios, one might use azimuthal rather than radial separation of stack and injected beam. Schematically half of the circumference would be used to accept and cool new beam and the remainder to house the stack. Fast gating is then required between the high gain cooling of the injected beam and the low gain stack cooling. RF-gymnastics are used to merge the pre-cooled batch with the stack, to re-create free space for the next injection, and to capture the new batch. This scheme is less demanding for the storage ring lattice, but at the expense of some reduction in stacking rate. The talk reviews the 'radial' separation schemes and also gives some
Lacksonen, Thomas A.
1994-01-01
Small space flight project design at NASA Langley Research Center goes through a multi-phase process from preliminary analysis to flight operations. The process insures that each system achieves its technical objectives with demonstrated quality and within planned budgets and schedules. A key technical component of early phases is decision analysis, which is a structure procedure for determining the best of a number of feasible concepts based upon project objectives. Feasible system concepts are generated by the designers and analyzed for schedule, cost, risk, and technical measures. Each performance measure value is normalized between the best and worst values and a weighted average score of all measures is calculated for each concept. The concept(s) with the highest scores are retained, while others are eliminated from further analysis. This project automated and enhanced the decision analysis process. Automation of the decision analysis process was done by creating a user-friendly, menu-driven, spreadsheet macro based decision analysis software program. The program contains data entry dialog boxes, automated data and output report generation, and automated output chart generation. The enhancements to the decision analysis process permit stochastic data entry and analysis. Rather than enter single measure values, the designers enter the range and most likely value for each measure and concept. The data can be entered at the system or subsystem level. System level data can be calculated as either sum, maximum, or product functions of the subsystem data. For each concept, the probability distributions are approximated for each measure and the total score for each concept as either constant, triangular, normal, or log-normal distributions. Based on these distributions, formulas are derived for the probability that the concept meets any given constraint, the probability that the concept meets all constraints, and the probability that the concept is within a given
Bayesian Variable Selection via Particle Stochastic Search.
Shi, Minghui; Dunson, David B
2011-02-01
We focus on Bayesian variable selection in regression models. One challenge is to search the huge model space adequately, while identifying high posterior probability regions. In the past decades, the main focus has been on the use of Markov chain Monte Carlo (MCMC) algorithms for these purposes. In this article, we propose a new computational approach based on sequential Monte Carlo (SMC), which we refer to as particle stochastic search (PSS). We illustrate PSS through applications to linear regression and probit models.
Stochastic integrals: a combinatorial approach
Rota, Gian-Carlo; Wallstrom, Timothy C.
1997-01-01
A combinatorial definition of multiple stochastic integrals is given in the setting of random measures. It is shown that some properties of such stochastic integrals, formerly known to hold in special cases, are instances of combinatorial identities on the lattice of partitions of a set. The notion of stochastic sequences of binomial type is introduced as a generalization of special polynomial sequences occuring in stochastic integration, such as Hermite, Poisson–Charlier an...
Hamiltonian mechanics of stochastic acceleration.
Burby, J W; Zhmoginov, A I; Qin, H
2013-11-08
We show how to find the physical Langevin equation describing the trajectories of particles undergoing collisionless stochastic acceleration. These stochastic differential equations retain not only one-, but two-particle statistics, and inherit the Hamiltonian nature of the underlying microscopic equations. This opens the door to using stochastic variational integrators to perform simulations of stochastic interactions such as Fermi acceleration. We illustrate the theory by applying it to two example problems.
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
In this paper, we study the regularity of solutions of nonlinear stochastic partial differential equations (SPDEs) with multiplicative noises in the framework of Hilbert scales. Then we apply our abstract result to several typical nonlinear SPDEs such as stochastic Burgers and Ginzburg-Landau equations on the real line, stochastic 2D Navier-Stokes equations (SNSEs) in the whole space and a stochastic tamed 3D Navier-Stokes equation in the whole space, and obtain the existence of their smooth solutions respectively. In particular, we also get the existence of local smooth solutions for 3D SNSEs.
Stochastic integral equations without probability
Mikosch, T; Norvaisa, R
2000-01-01
A pathwise approach to stochastic integral equations is advocated. Linear extended Riemann-Stieltjes integral equations driven by certain stochastic processes are solved. Boundedness of the p-variation for some 0
stochastic process. Typical examples of such
Analysis of bilinear stochastic systems
Willsky, A. S.; Martin, D. N.; Marcus, S. I.
1975-01-01
Analysis of stochastic dynamical systems that involve multiplicative (bilinear) noise processes. After defining the systems of interest, consideration is given to the evolution of the moments of such systems, the question of stochastic stability, and estimation for bilinear stochastic systems. Both exact and approximate methods of analysis are introduced, and, in particular, the uses of Lie-theoretic concepts and harmonic analysis are discussed.
Homogenization of the stochastic Navier–Stokes equation with a stochastic slip boundary condition
Bessaih, Hakima
2015-11-02
The two-dimensional Navier–Stokes equation in a perforated domain with a dynamical slip boundary condition is considered. We assume that the dynamic is driven by a stochastic perturbation on the interior of the domain and another stochastic perturbation on the boundaries of the holes. We consider a scaling (ᵋ for the viscosity and 1 for the density) that will lead to a time-dependent limit problem. However, the noncritical scaling (ᵋ, β > 1) is considered in front of the nonlinear term. The homogenized system in the limit is obtained as a Darcy’s law with memory with two permeabilities and an extra term that is due to the stochastic perturbation on the boundary of the holes. The nonhomogeneity on the boundary contains a stochastic part that yields in the limit an additional term in the Darcy’s law. We use the two-scale convergence method after extending the solution with 0 inside the holes to pass to the limit. By Itô stochastic calculus, we get uniform estimates on the solution in appropriate spaces. Due to the stochastic integral, the pressure that appears in the variational formulation does not have enough regularity in time. This fact made us rely only on the variational formulation for the passage to the limit on the solution. We obtain a variational formulation for the limit that is solution of a Stokes system with two pressures. This two-scale limit gives rise to three cell problems, two of them give the permeabilities while the third one gives an extra term in the Darcy’s law due to the stochastic perturbation on the boundary of the holes.
The stochastic quality calculus
DEFF Research Database (Denmark)
Zeng, Kebin; Nielson, Flemming; Nielson, Hanne Riis
2014-01-01
We introduce the Stochastic Quality Calculus in order to model and reason about distributed processes that rely on each other in order to achieve their overall behaviour. The calculus supports broadcast communication in a truly concurrent setting. Generally distributed delays are associated...
Stochastic Control - External Models
DEFF Research Database (Denmark)
Poulsen, Niels Kjølstad
2005-01-01
This note is devoted to control of stochastic systems described in discrete time. We are concerned with external descriptions or transfer function model, where we have a dynamic model for the input output relation only (i.e.. no direct internal information). The methods are based on LTI systems...
D.F. Schrager
2006-01-01
We propose a new model for stochastic mortality. The model is based on the literature on affine term structure models. It satisfies three important requirements for application in practice: analytical tractibility, clear interpretation of the factors and compatibility with financial option pricing m
Wheeler, Tim Allan; Holder, Martin; Winner, Hermann; Kochenderfer, Mykel
2017-01-01
Accurate simulation and validation of advanced driver assistance systems requires accurate sensor models. Modeling automotive radar is complicated by effects such as multipath reflections, interference, reflective surfaces, discrete cells, and attenuation. Detailed radar simulations based on physical principles exist but are computationally intractable for realistic automotive scenes. This paper describes a methodology for the construction of stochastic automotive radar models based on deep l...
Energy Technology Data Exchange (ETDEWEB)
Tollestrup, A.V.; Dugan, G
1983-12-01
Major headings in this review include: proton sources; antiproton production; antiproton sources and Liouville, the role of the Debuncher; transverse stochastic cooling, time domain; the accumulator; frequency domain; pickups and kickers; Fokker-Planck equation; calculation of constants in the Fokker-Planck equation; and beam feedback. (GHT)
Multistage quadratic stochastic programming
Lau, Karen K.; Womersley, Robert S.
2001-04-01
Quadratic stochastic programming (QSP) in which each subproblem is a convex piecewise quadratic program with stochastic data, is a natural extension of stochastic linear programming. This allows the use of quadratic or piecewise quadratic objective functions which are essential for controlling risk in financial and project planning. Two-stage QSP is a special case of extended linear-quadratic programming (ELQP). The recourse functions in QSP are piecewise quadratic convex and Lipschitz continuous. Moreover, they have Lipschitz gradients if each QP subproblem is strictly convex and differentiable. Using these properties, a generalized Newton algorithm exhibiting global and superlinear convergence has been proposed recently for the two stage case. We extend the generalized Newton algorithm to multistage QSP and show that it is globally and finitely convergent under suitable conditions. We present numerical results on randomly generated data and modified publicly available stochastic linear programming test sets. Efficiency schemes on different scenario tree structures are discussed. The large-scale deterministic equivalent of the multistage QSP is also generated and their accuracy compared.
Stochastic nonhomogeneous incompressible Navier-Stokes equations
Cutland, Nigel J.; Enright, Brendan
We construct solutions for 2- and 3-D stochastic nonhomogeneous incompressible Navier-Stokes equations with general multiplicative noise. These equations model the velocity of a mixture of incompressible fluids of varying density, influenced by random external forces that involve feedback; that is, multiplicative noise. Weak solutions for the corresponding deterministic equations were first found by Kazhikhov [A.V. Kazhikhov, Solvability of the initial and boundary-value problem for the equations of motion of an inhomogeneous viscous incompressible fluid, Soviet Phys. Dokl. 19 (6) (1974) 331-332; English translation of the paper in: Dokl. Akad. Nauk SSSR 216 (6) (1974) 1240-1243]. A stochastic version with additive noise was solved by Yashima [H.F. Yashima, Equations de Navier-Stokes stochastiques non homogènes et applications, Thesis, Scuola Normale Superiore, Pisa, 1992]. The methods here extend the Loeb space techniques used to obtain the first general solutions of the stochastic Navier-Stokes equations with multiplicative noise in the homogeneous case [M. Capiński, N.J. Cutland, Stochastic Navier-Stokes equations, Applicandae Math. 25 (1991) 59-85]. The solutions display more regularity in the 2D case. The methods also give a simpler proof of the basic existence result of Kazhikhov.
Stochastic Simulation Tool for Aerospace Structural Analysis
Knight, Norman F.; Moore, David F.
2006-01-01
Stochastic simulation refers to incorporating the effects of design tolerances and uncertainties into the design analysis model and then determining their influence on the design. A high-level evaluation of one such stochastic simulation tool, the MSC.Robust Design tool by MSC.Software Corporation, has been conducted. This stochastic simulation tool provides structural analysts with a tool to interrogate their structural design based on their mathematical description of the design problem using finite element analysis methods. This tool leverages the analyst's prior investment in finite element model development of a particular design. The original finite element model is treated as the baseline structural analysis model for the stochastic simulations that are to be performed. A Monte Carlo approach is used by MSC.Robust Design to determine the effects of scatter in design input variables on response output parameters. The tool was not designed to provide a probabilistic assessment, but to assist engineers in understanding cause and effect. It is driven by a graphical-user interface and retains the engineer-in-the-loop strategy for design evaluation and improvement. The application problem for the evaluation is chosen to be a two-dimensional shell finite element model of a Space Shuttle wing leading-edge panel under re-entry aerodynamic loading. MSC.Robust Design adds value to the analysis effort by rapidly being able to identify design input variables whose variability causes the most influence in response output parameters.
Doignon, Jean-Paul
1999-01-01
Knowledge spaces offer a rigorous mathematical foundation for various practical systems of knowledge assessment. An example is offered by the ALEKS system (Assessment and LEarning in Knowledge Spaces), a software for the assessment of mathematical knowledge. From a mathematical standpoint, knowledge spaces generalize partially ordered sets. They are investigated both from a combinatorial and a stochastic viewpoint. The results are applied to real and simulated data. The book gives a systematic presentation of research and extends the results to new situations. It is of interest to mathematically oriented readers in education, computer science and combinatorics at research and graduate levels. The text contains numerous examples and exercises and an extensive bibliography.
Limits for Stochastic Reaction Networks
DEFF Research Database (Denmark)
Cappelletti, Daniele
at a certain time are stochastically modelled by means of a continuous-time Markov chain. Our work concerns primarily stochastic reaction systems, and their asymptotic properties. In Paper I, we consider a reaction system with intermediate species, i.e. species that are produced and fast degraded along a path...... of the stochastic reaction systems. Specically, we build a theory for stochastic reaction systems that is parallel to the deciency zero theory for deterministic systems, which dates back to the 70s. A deciency theory for stochastic reaction systems was missing, and few results connecting deciency and stochastic....... Such species, in the deterministic modelling regime, assume always the same value at any positive steady state. In the stochastic setting, we prove that, if the initial condition is a point in the basin of attraction of a positive steady state of the corresponding deterministic model and tends to innity...
Stochastic processes in cell biology
Bressloff, Paul C
2014-01-01
This book develops the theory of continuous and discrete stochastic processes within the context of cell biology. A wide range of biological topics are covered including normal and anomalous diffusion in complex cellular environments, stochastic ion channels and excitable systems, stochastic calcium signaling, molecular motors, intracellular transport, signal transduction, bacterial chemotaxis, robustness in gene networks, genetic switches and oscillators, cell polarization, polymerization, cellular length control, and branching processes. The book also provides a pedagogical introduction to the theory of stochastic process – Fokker Planck equations, stochastic differential equations, master equations and jump Markov processes, diffusion approximations and the system size expansion, first passage time problems, stochastic hybrid systems, reaction-diffusion equations, exclusion processes, WKB methods, martingales and branching processes, stochastic calculus, and numerical methods. This text is primarily...
Energy Technology Data Exchange (ETDEWEB)
Bouguettoucha, A.
1996-06-14
A possible effects of the C{sub 4}-symmetry in the superdeformed nuclei of the A {approx}150 mass range has been studied microscopically using cranking Strutinsky method with the deformed Woods-Saxon potential and the Hartree-Fock approach with the Skyrme interaction. If the existence of such a symmetry is judged by the moments Q{sub 44}, the results of the calculation indicate a very weak effect of this kind. Four new superdeformed bands in the {sup 148}Gd nucleus have been studied in reaction to the recent experimental observations (Eurogam Phase 2): a backbending has been tentatively observed at very high rotational frequency in the third excited band. One of the other bands exhibits a J{sup (2)} moment very similar to that of the yrast band in {sup 152}Dy, and this is the first example of identical bands which differ by four mass units. Calculations with the methods mentioned above have been used to analyse the band structure in terms of the nucleonic configurations. Calculation have been performed for some nuclear configurations predicted to involve the exotic octupole deformations (Y{sub 30-}`pear shapes`; Y{sub 31-}`banana mode`; Y{sub 32-}`T{sub d}-symmetry` and Y{sub 33-}`C{sub 3}-symmetry`). While the previous calculations based on the Strutinsky method could not treat the coupling between those modes, the Hartree-Fock approach allows to see for the first time in which propositions the various modes couple. (author). 116 refs.
Nonlinear Damping Identification in Nonlinear Dynamic System Based on Stochastic Inverse Approach
2012-01-01
The nonlinear model is crucial to prepare, supervise, and analyze mechanical system. In this paper, a new nonparametric and output-only identification procedure for nonlinear damping is studied. By introducing the concept of the stochastic state space, we formulate a stochastic inverse problem for a nonlinear damping. The solution of the stochastic inverse problem is designed as probabilistic expression via the hierarchical Bayesian formulation by considering various uncertainties such as the...
Controllability of nonlinear stochastic systems with multiple time-varying delays in control
Directory of Open Access Journals (Sweden)
Karthikeyan Shanmugasundaram
2015-06-01
Full Text Available This paper is concerned with the problem of controllability of semi-linear stochastic systems with time varying multiple delays in control in finite dimensional spaces. Sufficient conditions are established for the relative controllability of semilinear stochastic systems by using the Banach fixed point theorem. A numerical example is given to illustrate the application of the theoretical results. Some important comments are also presented on existing results for the stochastic controllability of fractional dynamical systems.
A Theory and Method for Modeling of Structures with Stochastic Parameters
Institute of Scientific and Technical Information of China (English)
ZHANG Bei; YIN Xue-gang; WANG Fu-ming; ZHONG Yan-hui; CAI Ying-chun
2004-01-01
In order to reflect the stochastic characteristics of structures more comprehensively and accurately, a theory and method for modeling of structures with stochastic parameters is presented by using probability finite element method and stochastic experiment data of structures based on the modeling of structures with deterministic parameters. Double-decker space frame is taken as an example to validate this theory and method, good results are gained.
Stochastic integration by parts and functional Itô calculus
Vives, Josep
2016-01-01
This volume contains lecture notes from the courses given by Vlad Bally and Rama Cont at the Barcelona Summer School on Stochastic Analysis (July 2012). The notes of the course by Vlad Bally, co-authored with Lucia Caramellino, develop integration by parts formulas in an abstract setting, extending Malliavin's work on abstract Wiener spaces. The results are applied to prove absolute continuity and regularity results of the density for a broad class of random processes. Rama Cont's notes provide an introduction to the Functional Itô Calculus, a non-anticipative functional calculus that extends the classical Itô calculus to path-dependent functionals of stochastic processes. This calculus leads to a new class of path-dependent partial differential equations, termed Functional Kolmogorov Equations, which arise in the study of martingales and forward-backward stochastic differential equations. This book will appeal to both young and senior researchers in probability and stochastic processes, as well as to pract...
Global and Stochastic Analysis with Applications to Mathematical Physics
Gliklikh, Yuri E
2011-01-01
Methods of global analysis and stochastic analysis are most often applied in mathematical physics as separate entities, thus forming important directions in the field. However, while combination of the two subject areas is rare, it is fundamental for the consideration of a broader class of problems This book develops methods of Global Analysis and Stochastic Analysis such that their combination allows one to have a more or less common treatment for areas of mathematical physics that traditionally are considered as divergent and requiring different methods of investigation Global and Stochastic Analysis with Applications to Mathematical Physics covers branches of mathematics that are currently absent in monograph form. Through the demonstration of new topics of investigation and results, both in traditional and more recent problems, this book offers a fresh perspective on ordinary and stochastic differential equations and inclusions (in particular, given in terms of Nelson's mean derivatives) on linear spaces ...
Stochastic differential equations, backward SDEs, partial differential equations
Pardoux, Etienne
2014-01-01
This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics. It pays special attention to the relations between SDEs/BSDEs and second order PDEs under minimal regularity assumptions, and also extends those results to equations with multivalued coefficients. The authors present in particular the theory of reflected SDEs in the above mentioned framework and include exercises at the end of each chapter. Stochastic calculus and stochastic differential equations (SDEs) were first introduced by K. Itô in the 1940s, in order to construct the path of diffusion processes (which are continuous time Markov processes with continuous trajectories taking their values in a finite dimensional vector space or manifold), which had been studied from a more analytic point of view by Kolmogorov in the 1930s. Since then, this topic has...
Dynamic stochastic optimization
Ermoliev, Yuri; Pflug, Georg
2004-01-01
Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu tions. Objective an...
Directory of Open Access Journals (Sweden)
William Margulies
2004-11-01
Full Text Available In this paper, we study a specific stochastic differential equation depending on a parameter and obtain a representation of its probability density function in terms of Jacobi Functions. The equation arose in a control problem with a quadratic performance criteria. The quadratic performance is used to eliminate the control in the standard Hamilton-Jacobi variational technique. The resulting stochastic differential equation has a noise amplitude which complicates the solution. We then solve Kolmogorov's partial differential equation for the probability density function by using Jacobi Functions. A particular value of the parameter makes the solution a Martingale and in this case we prove that the solution goes to zero almost surely as time tends to infinity.
Stochastic porous media equations
Barbu, Viorel; Röckner, Michael
2016-01-01
Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found. The porous media equation models a number of different physical phenomena, including the flow of an ideal gas and the diffusion of a compressible fluid through porous media, and also thermal propagation in plasma and plasma radiation. Another important application is to a model of the standard self-organized criticality process, called the "sand-pile model" or the "Bak-Tang-Wiesenfeld model". The book will be of interest to PhD students and researchers in mathematics, physics and biology.
Multistage stochastic optimization
Pflug, Georg Ch
2014-01-01
Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization. It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book
Samuelson, Paul A.
1971-01-01
Because a commodity like wheat can be carried forward from one period to the next, speculative arbitrage serves to link its prices at different points of time. Since, however, the size of the harvest depends on complicated probability processes impossible to forecast with certainty, the minimal model for understanding market behavior must involve stochastic processes. The present study, on the basis of the axiom that it is the expected rather than the known-for-certain prices which enter into all arbitrage relations and carryover decisions, determines the behavior of price as the solution to a stochastic-dynamic-programming problem. The resulting stationary time series possesses an ergodic state and normative properties like those often observed for real-world bourses. PMID:16591903
Essentials of stochastic processes
Durrett, Richard
2016-01-01
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatm...
Stochastic calculus and applications
Cohen, Samuel N
2015-01-01
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry. New features of this edition include: End of chapter exercises; New chapters on basic measure theory and Backward SDEs; Reworked proofs, examples and explanatory material; Increased focus on motivating the mathematics; Extensive topical index. "Such a self-contained and complete exposition of stochastic calculus and applications fills an existing gap in the literature. The book can be recommended for first-year graduate studies. It will be useful for all who intend to wo...
Dynamics of stochastic systems
Klyatskin, Valery I
2005-01-01
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''''oil slicks''''), wave propagation and scattering in randomly inhomogeneous media, for instance light or sound propagating in the turbulent atmosphere.Such models naturally render to statistical description, where the input parameters and solutions are expressed by random processes and fields.The fundamental problem of stochastic dynamics is to identify the essential characteristics of system (its state and evolution), and relate those to the input parameters of ...
Application of Stochastic Partial Differential Equations to Reservoir Property Modelling
Potsepaev, R.
2010-09-06
Existing algorithms of geostatistics for stochastic modelling of reservoir parameters require a mapping (the \\'uvt-transform\\') into the parametric space and reconstruction of a stratigraphic co-ordinate system. The parametric space can be considered to represent a pre-deformed and pre-faulted depositional environment. Existing approximations of this mapping in many cases cause significant distortions to the correlation distances. In this work we propose a coordinate free approach for modelling stochastic textures through the application of stochastic partial differential equations. By avoiding the construction of a uvt-transform and stratigraphic coordinates, one can generate realizations directly in the physical space in the presence of deformations and faults. In particular the solution of the modified Helmholtz equation driven by Gaussian white noise is a zero mean Gaussian stationary random field with exponential correlation function (in 3-D). This equation can be used to generate realizations in parametric space. In order to sample in physical space we introduce a stochastic elliptic PDE with tensor coefficients, where the tensor is related to correlation anisotropy and its variation is physical space.
Stochastic gravitoelectromagnetic inflation
Aguilar, J E M; Bellini, Mauricio
2006-01-01
Gravitoelectromagnetic inflation was recently introduced to describe, in an unified manner, electromagnetic, gravitatory and inflaton fields in the early (accelerated) inflationary universe from a 5D vacuum state. In this paper, we study a stochastic treatment for the gravitoelectromagnetic components $A_B=(A_{\\mu},\\phi)$, on cosmological scales. We focus our study on the seed magnetic fields on super Hubble scales, which could play an important role in large scale structure formation of the universe.
Identifiability in stochastic models
1992-01-01
The problem of identifiability is basic to all statistical methods and data analysis, occurring in such diverse areas as Reliability Theory, Survival Analysis, and Econometrics, where stochastic modeling is widely used. Mathematics dealing with identifiability per se is closely related to the so-called branch of ""characterization problems"" in Probability Theory. This book brings together relevant material on identifiability as it occurs in these diverse fields.
Stochastic Thermodynamics of Learning
Goldt, Sebastian; Seifert, Udo
2017-01-01
Virtually every organism gathers information about its noisy environment and builds models from those data, mostly using neural networks. Here, we use stochastic thermodynamics to analyze the learning of a classification rule by a neural network. We show that the information acquired by the network is bounded by the thermodynamic cost of learning and introduce a learning efficiency η ≤1 . We discuss the conditions for optimal learning and analyze Hebbian learning in the thermodynamic limit.
Stochastic Games. I. Foundations,
1982-04-01
stimulate discussion and critical coment. Requests for single copies of a Paper will be filled by the Cowles Foundation within the limits of the supply...underpinning for the theory of stochastic games. Section 2 is a reworking of the Bevley- Kohlberg result integrated with Shapley’s; the "black magic" of... Kohlberg : The values of the r-discount game, and the stationary optimal strategies, have Puiseaux expansions. L.. 11" 6 3. More generally, consider an
Stochastic gravitoelectromagnetic inflation
Madriz Aguilar, José Edgar; Bellini, Mauricio
2006-11-01
Gravitoelectromagnetic inflation was recently introduced to describe, in an unified manner, electromagnetic, gravitatory and inflaton fields in the early (accelerated) inflationary universe from a 5D vacuum state. In this Letter, we study a stochastic treatment for the gravitoelectromagnetic components A=(A,φ), on cosmological scales. We focus our study on the seed magnetic fields on super-Hubble scales, which could play an important role in large scale structure formation of the universe.
Stochastic power system operation
Power, Michael
2010-01-01
This paper outlines how to economically and reliably operate a power system with high levels of renewable generation which are stochastic in nature. It outlines the challenges for system operators, and suggests tools and methods for meeting this challenge, which is one of the most fundamental since large scale power networks were instituted. The Ireland power system, due to its nature and level of renewable generation, is considered as an example in this paper.
Stochastic Thermodynamics of Learning
Goldt, Sebastian
2016-01-01
Virtually every organism gathers information about its noisy environment and builds models from that data, mostly using neural networks. Here, we use stochastic thermodynamics to analyse the learning of a classification rule by a neural network. We show that the information acquired by the network is bounded by the thermodynamic cost of learning and introduce a learning efficiency $\\eta\\le1$. We discuss the conditions for optimal learning and analyse Hebbian learning in the thermodynamic limit.
Stochastic Nonlinear Aeroelasticity
2009-01-01
STOCHASTIC NONLINEAR AEROELASTICITY 5a. CONTRACT NUMBER In- house 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER 0601102 6. AUTHOR(S) Philip S...ABSTRACT This report documents the culmination of in- house work in the area of uncertainty quantification and probabilistic techniques for... coff U∞ cs ea lw cw Figure 6: Wing and store geometry (left), wing box structural model (middle), flutter distribution (right
Veeraraghavan, Srikant; Mazziotti, David A
2014-03-28
We present a density matrix approach for computing global solutions of restricted open-shell Hartree-Fock theory, based on semidefinite programming (SDP), that gives upper and lower bounds on the Hartree-Fock energy of quantum systems. While wave function approaches to Hartree-Fock theory yield an upper bound to the Hartree-Fock energy, we derive a semidefinite relaxation of Hartree-Fock theory that yields a rigorous lower bound on the Hartree-Fock energy. We also develop an upper-bound algorithm in which Hartree-Fock theory is cast as a SDP with a nonconvex constraint on the rank of the matrix variable. Equality of the upper- and lower-bound energies guarantees that the computed solution is the globally optimal solution of Hartree-Fock theory. The work extends a previously presented method for closed-shell systems [S. Veeraraghavan and D. A. Mazziotti, Phys. Rev. A 89, 010502-R (2014)]. For strongly correlated systems the SDP approach provides an alternative to the locally optimized Hartree-Fock energies and densities with a certificate of global optimality. Applications are made to the potential energy curves of C2, CN, Cr2, and NO2.
Energy Technology Data Exchange (ETDEWEB)
Veeraraghavan, Srikant; Mazziotti, David A., E-mail: damazz@uchicago.edu [Department of Chemistry and The James Franck Institute, The University of Chicago, Chicago, Illinois 60637 (United States)
2014-03-28
We present a density matrix approach for computing global solutions of restricted open-shell Hartree-Fock theory, based on semidefinite programming (SDP), that gives upper and lower bounds on the Hartree-Fock energy of quantum systems. While wave function approaches to Hartree-Fock theory yield an upper bound to the Hartree-Fock energy, we derive a semidefinite relaxation of Hartree-Fock theory that yields a rigorous lower bound on the Hartree-Fock energy. We also develop an upper-bound algorithm in which Hartree-Fock theory is cast as a SDP with a nonconvex constraint on the rank of the matrix variable. Equality of the upper- and lower-bound energies guarantees that the computed solution is the globally optimal solution of Hartree-Fock theory. The work extends a previously presented method for closed-shell systems [S. Veeraraghavan and D. A. Mazziotti, Phys. Rev. A 89, 010502–R (2014)]. For strongly correlated systems the SDP approach provides an alternative to the locally optimized Hartree-Fock energies and densities with a certificate of global optimality. Applications are made to the potential energy curves of C{sub 2}, CN, Cr {sub 2}, and NO {sub 2}.
Identification of linear stochastic systems through projection filters
Chen, Chung-Wen; Huang, Jen-Kuang; Juang, Jer-Nan
1992-01-01
A novel method is presented for identifying a state-space model and a state estimator for linear stochastic systems from input and output data. The method is primarily based on the relationship between the state-space model and the finite-difference model of linear stochastic systems derived through projection filters. It is proved that least-squares identification of a finite difference model converges to the model derived from the projection filters. System pulse response samples are computed from the coefficients of the finite difference model.
Stochastic evolutions of dynamic traffic flow modeling and applications
Chen, Xiqun (Michael); Shi, Qixin
2015-01-01
This book reveals the underlying mechanisms of complexity and stochastic evolutions of traffic flows. Using Eulerian and Lagrangian measurements, the authors propose lognormal headway/spacing/velocity distributions and subsequently develop a Markov car-following model to describe drivers’ random choices concerning headways/spacings, putting forward a stochastic fundamental diagram model for wide scattering flow-density points. In the context of highway onramp bottlenecks, the authors present a traffic flow breakdown probability model and spatial-temporal queuing model to improve the stability and reliability of road traffic flows. This book is intended for researchers and graduate students in the fields of transportation engineering and civil engineering.
Parameter estimation in stochastic differential equations
Bishwal, Jaya P N
2008-01-01
Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modelling complex phenomena and making beautiful decisions. The subject has attracted researchers from several areas of mathematics and other related fields like economics and finance. This volume presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods. Useful because of the current availability of high frequency data is the study of refined asymptotic properties of several estimators when the observation time length is large and the observation time interval is small. Also space time white noise driven models, useful for spatial data, and more sophisticated non-Markovian and non-semimartingale models like fractional diffusions that model the long memory phenomena are examined in this volume.
Relativistic diffusion equation from stochastic quantization
Kazinski, P O
2007-01-01
The new scheme of stochastic quantization is proposed. This quantization procedure is equivalent to the deformation of an algebra of observables in the manner of deformation quantization with an imaginary deformation parameter (the Planck constant). We apply this method to the models of nonrelativistic and relativistic particles interacting with an electromagnetic field. In the first case we establish the equivalence of such a quantization to the Fokker-Planck equation with a special force. The application of the proposed quantization procedure to the model of a relativistic particle results in a relativistic generalization of the Fokker-Planck equation in the coordinate space, which in the absence of the electromagnetic field reduces to the relativistic diffusion (heat) equation. The stationary probability distribution functions for a stochastically quantized particle diffusing under a barrier and a particle in the potential of a harmonic oscillator are derived.
Stochasticity Modeling in Memristors
Naous, Rawan
2015-10-26
Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.
Fock-Darwin-like quantum dot states formed by charged Mn interstitial ions.
Makarovsky, O; Thomas, O; Balanov, A G; Eaves, L; Patanè, A; Campion, R P; Foxon, C T; Vdovin, E E; Maude, D K; Kiesslich, G; Airey, R J
2008-11-28
We report a method of creating electrostatically induced quantum dots by thermal diffusion of interstitial Mn ions out of a p-type (GaMn)As layer into the vicinity of a GaAs quantum well. This approach creates deep, approximately circular, and strongly confined dotlike potential minima in a large (200 microm) mesa diode structure without need for advanced lithography or electrostatic gating. Magnetotunneling spectroscopy of an individual dot reveals the symmetry of its electronic eigenfunctions and a rich energy level spectrum of Fock-Darwin-like states with an orbital angular momentum component |lz| from 0 to 11.
Time-dependent Hartree-Fock studies of the dynamical fusion threshold
Directory of Open Access Journals (Sweden)
Nakatsukasa Takashi
2012-12-01
Full Text Available A microscopic description of dynamical fusion threshold in heavy ion collisions is performed in the framework of time-dependent Hartree-Fock (TDHF theory using Skyrme energy density functional (EDF. TDHF fusion threshold is in a better agreement with experimental fusion barrier. We find that the onset of extra push lies at the effective fissility 33, which is consistent with the prediction of Swiateckis macroscopic model. The extra push energy in our TDHF simulation is systematically smaller than the prediction in macroscopic model. The important dynamical effects and the way to fit the parameter might be responsible for the different results.
Flight test report Focke Wulf Piaggio P149D-TP 2015
CSIR Research Space (South Africa)
Barker, D
2015-09-01
Full Text Available stream_source_info Barker_2015.pdf.txt stream_content_type text/plain stream_size 12410 Content-Encoding UTF-8 stream_name Barker_2015.pdf.txt Content-Type text/plain; charset=UTF-8 Flight Test Report Focke Wulf... Piaggio P149D-TP IASSA 2015 Des Barker Flight Test Society of South Africa Scope • Executive Summary of Flight Test Programme: – Background – Objectives of Test Programme – Scope of Modifications – Flight Test Team – Conditions...
Projected gradient algorithms for Hartree-Fock and density matrix functional theory calculations
Cancès, Eric; Pernal, Katarzyna
2008-04-01
We present projected gradient algorithms designed for optimizing various functionals defined on the set of N-representable one-electron reduced density matrices. We show that projected gradient algorithms are efficient in minimizing the Hartree-Fock or the Müller-Buijse-Baerends functional. On the other hand, they converge very slowly when applied to the recently proposed BBk (k =1,2,3) functionals [O. Gritsenko et al., J. Chem. Phys. 122, 204102 (2005)]. This is due to the fact that the BBk functionals are not proper functionals of the density matrix.
Conditional large Fock state preparation and field state reconstruction in cavity QED.
Santos, M F; Solano, E; de Matos Filho, R L
2001-08-27
We propose a scheme for producing large Fock states in cavity QED via the implementation of a highly selective atom-field interaction. It is based on Raman excitation of a three-level atom by a classical field and a quantized field mode. Selectivity appears when one tunes to resonance a specific transition inside a chosen atom-field subspace, while other transitions remain dispersive, as a consequence of the field dependent electronic energy shifts. We show that this scheme can be also employed for reconstructing, in a new and efficient way, the Wigner function of the cavity field state.
QUANTUM FLUCTUATIONS IN A MESOSCOPIC DAMPED LC PARALLEL CIRCUIT IN DISPLACED SQUEEZED FOCK STATE
Institute of Scientific and Technical Information of China (English)
GU YONG-JIAN
2001-01-01
We study the quantum effects of a damped LC parallel circuit considering its different performance from an RLC series circuit in classical physics. The damped LC parallel circuit with a source is quantized and the quantum fluctuations of magnetic flux and electric charge in the circuit in displaced squeezed Fock state are investigated. It is shown that, as in the RLC series circuit, the fluctuations only depend on the squeezing parameter and the parameters of the circuit components in the damped LC parallel circuit, but the effects of the circuit components on the fluctuations are different in the two circuits.
Superdeformed rotational bands in the mercury region. A cranked Skyrme-Hartree-Fock-Bogoliubov study
Energy Technology Data Exchange (ETDEWEB)
Gall, B. (Centre de Spectrometrie Nucleaire et de Spectrometrie de Masse, 91 Orsay (France)); Bonche, P. (Service de Physique Theorique, DSM, CE Saclay, 91 Gif-sur-Yvette (France)); Dobaczewski, J. (Inst. of Theoretical Physics, Warsaw Univ., Warsaw (Poland)); Flocard, H. (Div. de Physique Theorique, Inst. de Physique Nucleaire, 91 Orsay (France)); Heenen, P.H. (Physique Nucleaire Theorique, Univ. Libre de Bruxelles (Belgium))
1994-05-01
A study of rotational properties of the ground superdeformed bands in [sup 190]Hg, [sup 192]Hg, [sup 194]Hg, and [sup 194]Pb is presented. We use the cranked Hartree-Fock-Bogoliubov method with the SkM* parametrization of the Skyrme force in the particle-hole channel and a seniority interaction in the pairing channel. An approximate particle number projection is performed by means of the Lipkin-Nogami prescription. We analyze the proton and neutron quasiparticle routhians in connection with the present information on about thirty presently observed superdeformed bands in nuclei close neighbours of [sup 192]Hg (orig.)
Superdeformed rotational bands in the mercury region; a cranked Skyrme-Hartree-Fock-Bogoliubov study
Gall, B.; Bonche, P.; Dobaczewski, J.; Flocard, H.; Heenen, P. -H.
1994-01-01
URL: http://www-spht.cea.fr/articles/T94/011 http://fr.arxiv.org/abs/nucl-th/9312011; International audience; A study of rotational properties of the ground superdeformed bands in $ ^{190} {\\rm Hg,} $ $ ^{192} {\\rm Hg,} $ $ ^{194} {\\rm Hg,} $ and $ ^{194} {\\rm Pb} $ is presented. We use the cranked Hartree-Fock-Bogoliubov method with the SkM$ ^\\ast $ parametrization of the Skyrme force in the particle-hole channel and a seniority interaction in the pairing channel. An approximate particle num...
Superdeformed rotational bands in the mercury region. A cranked Skyrme-Hartree-Fock-Bogoliubov study
Gall, B.; Bonche, P.; Dobaczewski, J.; Flocard, H.; Heenen, P.-H.
1994-09-01
A study of rotational properties of the ground superdeformed bands in190Hg,192Hg,194Hg, and194Pb is presented. We use the cranked Hartree-Fock-Bogoliubov method with the SkM* parametrization of the Skyrme force in the particle-hole channel and a seniority interaction in the pairing channel. An approximate particle number projection is performed by means of the Lipkin-Nogami prescription. We analyze the proton and neutron quasiparticle routhians in connection with the present information on about thirty presently observed superdeformed bands in nuclei close neighbours of192Hg.
Superdeformed rotational bands in the Mercury region. A cranked Skyrme-Hartree-Fock-Bogoliubov study
Energy Technology Data Exchange (ETDEWEB)
Gall, B. [Paris-11 Univ., 91 - Orsay (France). Centre de Spectrometrie Nucleaire et de Spectrometrie de Masse; Bonche, P. [CEA Centre d`Etudes de Saclay, 91 - Gif-sur-Yvette (France). Service de Physique Theorique; Dobaczewski, J. [Warsaw Univ. (Poland). Inst. Fizyki Teoretycznej; Heenen, P.H. [Universite Libre de Bruxelles (Belgium). Physique Nucleaire Theorique; Flocard, H.
1993-12-17
A study of rotational properties of the ground superdeformed bands in {sup 190}Hg, {sup 192}Hg, {sup 194}Hg, and {sup 194}Pb is presented. The cranked Hartree-Fock-Bogolyubov method is used with the SkM* parametrization of the Skyrme force in the particle-hole channel and a seniority interaction in the pairing channel. An approximate particle number projection is performed by means of the Lipkin-Nogami prescription. The proton and neutron quasiparticle rhouthians are analyzed in connection with the present information on about thirty presently observed superdeformed bands in nuclei close neighbours of {sup 192}Hg. (authors). 53 refs., 14 figs.
Nuclear relativistic Hartree-Fock calculations including pions interacting with a scalar field
Energy Technology Data Exchange (ETDEWEB)
Marcos, S.; Lopez-Quelle, M.; Niembro, R.; Savushkin, L. N. [Departamento de Fisica Moderna, Universidad de Cantabria, Santander (Spain); Departamento de Fisica Aplicada, Universidad de Cantabria, Santander (Spain); Departamento de Fisica Moderna, Universidad de Cantabria, Santander (Spain); Department of Physics, St. Petersburg University for Telecommunications, St. Petersburg (Russian Federation)
2012-10-20
The effect of pions on the nuclear shell structure is analyzed in a relativistic Hartree-Fock approximation (RHFA). The Lagrangian includes, in particular, a mixture of {pi}N pseudoscalar (PS) and pseudovector (PV) couplings, self-interactions of the scalar field {sigma} and a {sigma} - {pi} interaction that dresses pions with an effective mass (m*{sub {pi}}). It is found that an increase of m*{sub {pi}} strongly reduces the unrealistic effect of pions, keeping roughly unchanged their contribution to the total binding energy.
Fock-Darwin spectrum of a single InAs/GaAs quantum dot
Energy Technology Data Exchange (ETDEWEB)
Babinski, A. [Institute of Experimental Physics, Warsaw University, Hoza 69, 00-681 Warsaw (Poland); Grenoble High Magnetic Field Laboratory, CNRS, BP-166, 38042 Grenoble Cedex 9 (France); Potemski, M. [Grenoble High Magnetic Field Laboratory, CNRS, BP-166, 38042 Grenoble Cedex 9 (France); Raymond, S.; Lapointe, J.; Wasilewski, Z.R. [Institute for Microstructural Sciences, NRC, Ottawa, K1A 0R6 (Canada)
2006-07-01
Magnetospectroscopic study of a highly excited single InAs/GaAs quantum dot is reported. Optical emission from the s- and p-shells is identified and investigated in magnetic fields up to 20T. The zero-field splitting and the Zeeman orbital splitting of the p-shell-related emission lines in magnetic field are observed. The evolution of spectra in magnetic field resembles a classical Fock-Darwin energy diagram, although effects of the electron-electron interaction and asymmetry of localizing potential can be clearly observed. (copyright 2006 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim) (orig.)
DEFF Research Database (Denmark)
Klim, Søren; Mortensen, Stig Bousgaard; Kristensen, Niels Rode
2009-01-01
likelihood estimation of a time-inhomogeneous stochastic differential model of glucose dynamics, Math. Med. Biol. 25 (June(2)) (2008) 141-155]. PK/PD models are traditionally based ordinary differential equations (ODES) with an observation link that incorporates noise. This state-space formulation only......The extension from ordinary to stochastic differential equations (SDEs) in pharmacokinetic and pharmacodynamic (PK/PD) modelling is an emerging field and has been motivated in a number of articles [N.R. Kristensen, H. Madsen, S.H. Ingwersen, Using stochastic differential equations for PK/PD model...... development, J. Pharmacokinet. Pharmacodyn. 32 (February(l)) (2005) 109-141; C.W. Tornoe, R.V Overgaard, H. Agerso, H.A. Nielsen, H. Madsen, E.N. Jonsson, Stochastic differential equations in NONMEM: implementation, application, and comparison with ordinary differential equations, Pharm. Res. 22 (August(8...