Quantum stochastic calculus in Fock space: A review
International Nuclear Information System (INIS)
Hudson, R.L.
1986-01-01
This paper presents a survey of the recently developed theory of quantum stochastic calculus in Boson Fock space, together with its applications. The work focuses on a non-commutative generalization of the classical Ito stochastic calculus of Brownian motion, which exploits to the full the Wiener-Segal duality transformation identifying the L 2 space of Wiener measure with a Boson Fock space. This Fock space emerges as the natural home of not only Brownian motion but also classical Poisson processes, and even of Fermionic processes of the type developed by Barnett et al. The principle physical application of the theory to the construction and characterization of unitary dilations of quantum dynamical semigroups is also described
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.
Coherent states in the fermionic Fock space
International Nuclear Information System (INIS)
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. (paper)
Hankel transforms in generalized Fock spaces
Directory of Open Access Journals (Sweden)
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.
Physical Fock space of tensionless strings
Antoniadis, Ignatios; Antoniadis, Ignatios; Savvidy, George
2004-01-01
We study the physical Fock space of the tensionless string theory with perimeter action which has pure massless spectrum. The states are classified by the Wigner's little group for massless particles. The ground state contains infinite many massless fields of fixed helicity, the excitation levels realize CSR representations. We demonstrate that the first and the second excitation levels are physical null states.
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.
Dixmier trace and the Fock space
Czech Academy of Sciences Publication Activity Database
Bommier-Hato, H.; Engliš, Miroslav; Youssfi, E.-H.
2014-01-01
Roč. 138, č. 2 (2014), s. 199-224 ISSN 0007-4497 R&D Projects: GA MŠk(CZ) MEB021108; GA AV ČR IAA100190802; GA ČR GA201/09/0473 Institutional research plan: CEZ:AV0Z10190503 Keywords : Fock space * Weyl calculus * Toeplitz operator Subject RIV: BA - General Mathematics Impact factor: 1.190, year: 2014 http://www.sciencedirect.com/science/article/pii/S0007449713000481
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
International Nuclear Information System (INIS)
Falconi, Marco
2015-01-01
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
Exchange gate on the qudit space and Fock space
International Nuclear Information System (INIS)
Fujii, Kazuyuki
2003-01-01
We construct an exchange gate with small elementary gates on the space of qudits, which consist of three controlled shift gates and three 'reverse' gates. This is a natural extension of the qubit case. We also consider a similar situation in Fock space, but in this case we find some differences. However, we can construct the exchange gate by making use of a generalized coherent operator based on the Lie algebra su(2), which is a well-known method in quantum optics. We also make a brief comment on 'imperfect clones'
Modeling electron fractionalization with unconventional Fock spaces.
Cobanera, Emilio
2017-08-02
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 [Formula: see text] 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.
Orthogonal polynomials, Laguerre Fock space, and quasi-classical asymptotics
Engliš, Miroslav; Ali, S. Twareque
2015-07-01
Continuing our earlier investigation of the Hermite case [S. T. Ali and M. Engliš, J. Math. Phys. 55, 042102 (2014)], we study an unorthodox variant of the Berezin-Toeplitz quantization scheme associated with Laguerre polynomials. In particular, we describe a "Laguerre analogue" of the classical Fock (Segal-Bargmann) space and the relevant semi-classical asymptotics of its Toeplitz operators; the former actually turns out to coincide with the Hilbert space appearing in the construction of the well-known Barut-Girardello coherent states. Further extension to the case of Legendre polynomials is likewise discussed.
The dual algebra of the Poincare group on Fock space
International Nuclear Information System (INIS)
Klink, W.H.; Iowa Univ., Iowa City, IA
1989-01-01
The Lie algebra of operators commuting with the Poincare group on the Fock space appropriate for a massive spinless particle is constructed in terms of raising and lowering operators indexed by a Lorentz invariant function. From the assumption that the phase operator is an element of this Lie algebra, it is shown that the scattering operator can be written as a unitary representation operator of the group associated with the Lie algebra. A simple choice of the phase operator shows that the Lorentz invariant function can be interpreted as a basic scattering amplitude, in the sense that all multiparticle scattering amplitudes can be written in terms of this basic scattering amplitude. (orig.)
Fock space representation of differential calculus on the noncommutative quantum space
International Nuclear Information System (INIS)
Mishra, A.K.; Rajasekaran, G.
1997-01-01
A complete Fock space representation of the covariant differential calculus on quantum space is constructed. The consistency criteria for the ensuing algebraic structure, mapping to the canonical fermions and bosons and the consequences of the new algebra for the statistics of quanta are analyzed and discussed. The concept of statistical transmutation between bosons and fermions is introduced. copyright 1997 American Institute of Physics
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.
On the Fock space realizations of nonlinear algebras describing the high spin fields in AdS spaces
International Nuclear Information System (INIS)
Burdik, C.; Navratil, O.; Pashnev, A.
2002-01-01
The method of construction of Fock space realizations of Lie algebras is generalized for nonlinear algebras. We consider as an example the nonlinear algebra of constraints which describe the totally symmetric fields with higher spins in the AdS space-time
A semiclassical approach to many-body interference in Fock-space
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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.
International Nuclear Information System (INIS)
Pal, Sourav; Sajeev, Y.; Vaval, Nayana
2006-01-01
The Fock space multi-reference coupled-cluster (FSMRCC) method is used for the study of the shape resonance energy and width in an electron-atom/molecule collision. The procedure is based upon combining a complex absorbing potential (CAP) with FSMRCC theory. Accurate resonance parameters are obtained by solving a small non-Hermitian eigen-value problem. We study the shape resonances in e - -C 2 H 4 and e - -Mg
The s-Ordered Fock Space Projectors Gained by the General Ordering Theorem
International Nuclear Information System (INIS)
Shähandeh Farid; Bazrafkan Mohammad Reza; Ashrafi Mahmoud
2012-01-01
Employing the general ordering theorem (GOT), operational methods and incomplete 2-D Hermite polynomials, we derive the t-ordered expansion of Fock space projectors. Using the result, the general ordered form of the coherent state projectors is obtained. This indeed gives a new integration formula regarding incomplete 2-D Hermite polynomials. In addition, the orthogonality relation of the incomplete 2-D Hermite polynomials is derived to resolve Dattoli's failure
Stochastic Moyal product on the Wiener space
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Dito, Giuseppe; Leandre, Remi
2007-01-01
We propose a stochastic extension of deformation quantization on a Hilbert space. The Moyal product is defined in this context on the space of functionals belonging to all of the Sobolev spaces of the Malliavin calculus
Exact norm-conserving stochastic time-dependent Hartree-Fock
International Nuclear Information System (INIS)
Tessieri, Luca; Wilkie, Joshua; Cetinbas, Murat
2005-01-01
We derive an exact single-body decomposition of the time-dependent Schroedinger equation for N pairwise interacting fermions. Each fermion obeys a stochastic time-dependent norm-preserving wave equation. As a first test of the method, we calculate the low energy spectrum of helium. An extension of the method to bosons is outlined
International Nuclear Information System (INIS)
Tecmer, Paweł; Visscher, Lucas; Severo Pereira Gomes, André; Knecht, Stefan
2014-01-01
We present a study of the electronic structure of the [UO 2 ] + , [UO 2 ] 2 + , [UO 2 ] 3 + , NUO, [NUO] + , [NUO] 2 + , [NUN] − , NUN, and [NUN] + molecules with the intermediate Hamiltonian Fock-space coupled cluster method. The accuracy of mean-field approaches based on the eXact-2-Component Hamiltonian to incorporate spin–orbit coupling and Gaunt interactions are compared to results obtained with the Dirac–Coulomb Hamiltonian. Furthermore, we assess the reliability of calculations employing approximate density functionals in describing electronic spectra and quantities useful in rationalizing Uranium (VI) species reactivity (hardness, electronegativity, and electrophilicity)
Tecmer, Paweł; Severo Pereira Gomes, André; Knecht, Stefan; Visscher, Lucas
2014-07-01
We present a study of the electronic structure of the [UO2]+, [UO2]2 +, [UO2]3 +, NUO, [NUO]+, [NUO]2 +, [NUN]-, NUN, and [NUN]+ molecules with the intermediate Hamiltonian Fock-space coupled cluster method. The accuracy of mean-field approaches based on the eXact-2-Component Hamiltonian to incorporate spin-orbit coupling and Gaunt interactions are compared to results obtained with the Dirac-Coulomb Hamiltonian. Furthermore, we assess the reliability of calculations employing approximate density functionals in describing electronic spectra and quantities useful in rationalizing Uranium (VI) species reactivity (hardness, electronegativity, and electrophilicity).
Hilbert, Fock and Cantorian spaces in the quantum two-slit gedanken experiment
International Nuclear Information System (INIS)
El Naschie, M.S.
2006-01-01
On the one hand, a rigorous mathematical formulation of quantum mechanics requires the introduction of a Hilbert space and as we move to the second quantization, a Fock space. On the other hand, the Cantorian E-infinity approach to quantum physics was developed largely without any direct reference to the afore mentioned mathematical spaces. In the present work we utilize some novel reinterpretations of basic E (∞) Cantorian spacetime relations in terms of the Hilbert space of quantum mechanics. Proceeding in this way, we gain a better understanding of the physico-mathematical structure of quantum spacetime which is at the heart of the paradoxical and non-intuitive outcome of the famous quantum two-slit gedanken experiment
Space-time-modulated stochastic processes
Giona, Massimiliano
2017-10-01
Starting from the physical problem associated with the Lorentzian transformation of a Poisson-Kac process in inertial frames, the concept of space-time-modulated stochastic processes is introduced for processes possessing finite propagation velocity. This class of stochastic processes provides a two-way coupling between the stochastic perturbation acting on a physical observable and the evolution of the physical observable itself, which in turn influences the statistical properties of the stochastic perturbation during its evolution. The definition of space-time-modulated processes requires the introduction of two functions: a nonlinear amplitude modulation, controlling the intensity of the stochastic perturbation, and a time-horizon function, which modulates its statistical properties, providing irreducible feedback between the stochastic perturbation and the physical observable influenced by it. The latter property is the peculiar fingerprint of this class of models that makes them suitable for extension to generic curved-space times. Considering Poisson-Kac processes as prototypical examples of stochastic processes possessing finite propagation velocity, the balance equations for the probability density functions associated with their space-time modulations are derived. Several examples highlighting the peculiarities of space-time-modulated processes are thoroughly analyzed.
Jurco, B; Jurco, B; Schlieker, M
1995-01-01
In this paper we construct explicitly natural (from the geometrical point of view) Fock space representations (contragradient Verma modules) of the quantized enveloping algebras. In order to do so, we start from the Gauss decomposition of the quantum group and introduce the differential operators on the corresponding q-deformed flag manifold (asuumed as a left comodule for the quantum group) by a projection to it of the right action of the quantized enveloping algebra on the quantum group. Finally, we express the representatives of the elements of the quantized enveloping algebra corresponding to the left-invariant vector fields on the quantum group as first-order differential operators on the q-deformed flag manifold.
BRST quantization of Yang-Mills theory: A purely Hamiltonian approach on Fock space
Öttinger, Hans Christian
2018-04-01
We develop the basic ideas and equations for the BRST quantization of Yang-Mills theories in an explicit Hamiltonian approach, without any reference to the Lagrangian approach at any stage of the development. We present a new representation of ghost fields that combines desirable self-adjointness properties with canonical anticommutation relations for ghost creation and annihilation operators, thus enabling us to characterize the physical states on a well-defined Fock space. The Hamiltonian is constructed by piecing together simple BRST invariant operators to obtain a minimal invariant extension of the free theory. It is verified that the evolution equations implied by the resulting minimal Hamiltonian provide a quantum version of the classical Yang-Mills equations. The modifications and requirements for the inclusion of matter are discussed in detail.
Constructing quantum fields in a Fock space using a new picture of quantum mechanics
International Nuclear Information System (INIS)
Farrukh, M.O.
1977-11-01
For any conventional non-relativistic quantum theory of a finite number of degrees of freedom a picture is constructed called '' the scattering picture'', combining the ''nice'' properties of both the interaction and the Heisenberg pictures, and show that in the absence of bound states, the theory could be formulated in terms of a free Hamiltonian and an effective potential. The equations thus derived are generalized to the relativistic case and show that, given a Poincare invariant self-adjoint operator D densely defined on a Fock space, there exists an interacting field which is asymptotically free and has as the scattering matrix the non-trivial operator S=esup(iD), provided that D annihilates the vacuum and the one-particle states. Crossing relations could easily be imposed on D, but apart from a few comments, the problem of analyticity of S is left open
On higher-dimensional loop algebras, pseudodifferential operators and Fock space realizations
International Nuclear Information System (INIS)
Westerberg, A.
1997-01-01
We discuss a previously discovered extension of the infinite-dimensional Lie algebra map(M,g) which generalizes the Kac-Moody algebras in 1+1 dimensions and the Mickelsson-Faddeev algebras in 3+1 dimensions to manifolds M of general dimensions. Furthermore, we review the method of regularizing current algebras in higher dimensions using pseudodifferential operator (PSDO) symbol calculus. In particular, we discuss the issue of Lie algebra cohomology of PSDOs and its relation to the Schwinger terms arising in the quantization process. Finally, we apply this regularization method to the algebra with partial success, and discuss the remaining obstacles to the construction of a Fock space representation. (orig.)
Stochastic space-time and quantum theory
International Nuclear Information System (INIS)
Frederick, C.
1976-01-01
Much of quantum mechanics may be derived if one adopts a very strong form of Mach's principle such that in the absence of mass, space-time becomes not flat, but stochastic. This is manifested in the metric tensor which is considered to be a collection of stochastic variables. The stochastic-metric assumption is sufficient to generate the spread of the wave packet in empty space. If one further notes that all observations of dynamical variables in the laboratory frame are contravariant components of tensors, and if one assumes that a Lagrangian can be constructed, then one can obtain an explanation of conjugate variables and also a derivation of the uncertainty principle. Finally the superposition of stochastic metrics and the identification of root -g in the four-dimensional invariant volume element root -g dV as the indicator of relative probability yields the phenomenon of interference as will be described for the two-slit experiment
Stochastic inflation: Quantum phase-space approach
International Nuclear Information System (INIS)
Habib, S.
1992-01-01
In this paper a quantum-mechanical phase-space picture is constructed for coarse-grained free quantum fields in an inflationary universe. The appropriate stochastic quantum Liouville equation is derived. Explicit solutions for the phase-space quantum distribution function are found for the cases of power-law and exponential expansions. The expectation values of dynamical variables with respect to these solutions are compared to the corresponding cutoff regularized field-theoretic results (we do not restrict ourselves only to left-angle Φ 2 right-angle). Fair agreement is found provided the coarse-graining scale is kept within certain limits. By focusing on the full phase-space distribution function rather than a reduced distribution it is shown that the thermodynamic interpretation of the stochastic formalism faces several difficulties (e.g., there is no fluctuation-dissipation theorem). The coarse graining does not guarantee an automatic classical limit as quantum correlations turn out to be crucial in order to get results consistent with standard quantum field theory. Therefore, the method does not by itself constitute an explanation of the quantum to classical transition in the early Universe. In particular, we argue that the stochastic equations do not lead to decoherence
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.
Quantum mechanics, stochasticity and space-time
International Nuclear Information System (INIS)
Ramanathan, R.
1986-04-01
An extended and more rigorous version of a recent proposal for an objective stochastic formulation of quantum mechanics along with its extension to the relativistic case without spin is presented. The relativistic Klein-Gordon equation is shown to be a particular form of the relativistic Kolmogorov-Fokker-Planck equation which is derived from a covariant formulation of the Chapman-Kolmogorov condition. Complexification of probability amplitudes is again achieved only through a conformal rotation of Minkowski space-time M 4 . (author)
Born's reciprocity principle in stochastic phase space
International Nuclear Information System (INIS)
Prugovecki, E.
1981-01-01
It is shown that the application of Born's reciprocity principle to relativistic quantum mechanics in stochastic phase space (by the requirement that the proper wave functions of extended particles satisfy the Born-Lande as well as the Klein-Gordon equation) leads to the unique determination of these functions for any given value of their rms radius. The resulting particle propagators display not only Lorentz but also reciprocal invariance. This feature remains true even in the case of mass-zero particles, such as photons, when their localization is achieved by means of extended test particles whose proper wave functions obey the reciprocity principle. (author)
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.
International Nuclear Information System (INIS)
Molique, H.; Dudek, J.
1997-01-01
A particle-number conserving approach is presented to solve the nuclear mean-field plus pairing Hamiltonian problem with a realistic deformed Woods-Saxon single-particle potential. The method is designed for the state-dependent monopole pairing Hamiltonian H pair =summation αβ G αβ c α † c bar α † c bar β c β with an arbitrary set of matrix elements G αβ . Symmetries of the Hamiltonians on the many-body level are discussed using the language of P symmetry introduced earlier in the literature and are employed to diagonalize the problem; the only essential approximation used is a many-body (Fock-space) basis cutoff. An optimal basis construction is discussed and the stability of the final result with respect to the basis cutoff is illustrated in details. Extensions of the concept of P symmetry are introduced and their consequences for an optimal many-body basis cutoff construction are exploited. An algorithm is constructed allowing to solve the pairing problems in the many-body spaces corresponding to p∼40 particles on n∼80 levels and for several dozens of lowest lying states with precision ∼(1 endash 2) % within seconds of the CPU time on a CRAY computer. Among applications, the presence of the low-lying seniority s=0 solutions, that are usually poorly described in terms of the standard approximations (BCS, HFB), is discussed and demonstrated to play a role in the interpretation of the spectra of rotating nuclei. copyright 1997 The American Physical Society
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...
Stochastic inflation in phase space: is slow roll a stochastic attractor?
Energy Technology Data Exchange (ETDEWEB)
Grain, Julien [Institut d' Astrophysique Spatiale, UMR8617, CNRS, Univ. Paris Sud, Université Paris-Saclay, Bt. 121, Orsay, F-91405 (France); Vennin, Vincent, E-mail: julien.grain@ias.u-psud.fr, E-mail: vincent.vennin@port.ac.uk [Institute of Cosmology and Gravitation, University of Portsmouth, Dennis Sciama Building, Burnaby Road, Portsmouth, PO13FX (United Kingdom)
2017-05-01
An appealing feature of inflationary cosmology is the presence of a phase-space attractor, ''slow roll'', which washes out the dependence on initial field velocities. We investigate the robustness of this property under backreaction from quantum fluctuations using the stochastic inflation formalism in the phase-space approach. A Hamiltonian formulation of stochastic inflation is presented, where it is shown that the coarse-graining procedure—where wavelengths smaller than the Hubble radius are integrated out—preserves the canonical structure of free fields. This means that different sets of canonical variables give rise to the same probability distribution which clarifies the literature with respect to this issue. The role played by the quantum-to-classical transition is also analysed and is shown to constrain the coarse-graining scale. In the case of free fields, we find that quantum diffusion is aligned in phase space with the slow-roll direction. This implies that the classical slow-roll attractor is immune to stochastic effects and thus generalises to a stochastic attractor regardless of initial conditions, with a relaxation time at least as short as in the classical system. For non-test fields or for test fields with non-linear self interactions however, quantum diffusion and the classical slow-roll flow are misaligned. We derive a condition on the coarse-graining scale so that observational corrections from this misalignment are negligible at leading order in slow roll.
Quadratically convergent MCSCF scheme using Fock operators
International Nuclear Information System (INIS)
Das, G.
1981-01-01
A quadratically convergent formulation of the MCSCF method using Fock operators is presented. Among its advantages the present formulation is quadratically convergent unlike the earlier ones based on Fock operators. In contrast to other quadratically convergent schemes as well as the one based on generalized Brillouin's theorem, this method leads easily to a hybrid scheme where the weakly coupled orbitals (such as the core) are handled purely by Fock equations, while the rest of the orbitals are treated by a quadratically convergent approach with a truncated virtual space obtained by the use of the corresponding Fock equations
International Nuclear Information System (INIS)
Swope, W.C.; Schaefer, H.F. III; Yarkony, D.R.
1980-01-01
The use of Clebsch--Gordan-type coupling coefficients for finite point groups is applied to the problem of constructing symmetrized N-electron wave functions (configurations) for use by the Hartree--Fock SCF and CI methods of determining electronic wave functions for molecular systems. The configurations are eigenfunctions of electronic spin operators, and transform according to a particular irreducible representation of the relevant group of spatial operations which leave the Born--Oppenheimer Hamiltonian invariant. The method proposed for constructing the configurations involves a genealogical coupling procedure. It is particularly useful for studies of molecules which belong to a group which has multiply degenerate irreducible representations. The advantage of the method is that it results in configurations which are real linear combinations of determinants of real symmetry orbitals. This procedure for constructing configurations also allows for the identification of configurations which have no matrix element of the Hamiltonian with a reference configuration. It is therefore possible to construct a Hartree--Fock interacting space of configurations which can speed the convergence of a CI wave function. The coupling method is applied to a study of the ground and two excited electronic states of BH 3 in its D/sub 3h/ geometry. The theoretical approach involved Hartree--Fock SCF calculations followed by single and double substitution CI calculations, both of which employed double-zeta plus polarization quality basis sets
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
Geometro-stochastic quantization of gauge fields in curved space-time
International Nuclear Information System (INIS)
Prugovecki, E.
1988-01-01
It is shown that the geometro-stochastic method of quantization of massive fields in curved space-time can be extended to the massless cases of electromagnetic fields and general Yang-Mills fields. The Fock fibres of the massive case are replaced in the present context by fibres with indefinite inner products, such as Gupta-Bleuler fibres in the electromagnetic case. The quantum space-time form factor used in the massive case gives rise in the present case to quantum gauge frames whose elements are generalized coherent states corresponding to pseudounitary spin-one representations of direct products of the Poincare group with the U(1), SU(N) or other internal gauge groups. Quantum connections are introduced on bundles of second-quantized frames, and the corresponding parallel transport is expressed in terms of path integrals for quantum frame propagators. In the Yang-Mills case, these path integral make use of Faddeev-Popov quantum frames. It is shown, however, that in the present framework the ghost fields that give rise to these frames possess a geometric interpretation related to the presence of a super-gauge group that, in addition to the external Poincare and Yang-Mills gauge degrees of freedom, involves also the internal ones related to choices of gauge bases within the quantum fibres
Quantum dynamical time evolutions as stochastic flows on phase space
International Nuclear Information System (INIS)
Combe, P.; Rodriguez, R.; Guerra, F.; Sirigue, M.; Sirigue-Collin, M.
1984-01-01
We are mainly interested in describing the time development of the Wigner functions by means of stochastic processes. In the second section we recall the main properties of the Wigner functions as well as those of their Fourier transform. In the next one we derive the evolution equation of these functions for a class of Hamiltonians and we give a probabilistic expression for the solution of these equations by means of a stochastic flow in phase space which reminds of the classical flows. In the last section we remark that the previously defined flow can be extended to the bounded continuous functions on phase space and that this flow conserves the cone generated by the Wigner functions. (orig./HSI)
Stochastic quantization of geometrodynamic curved space-time
International Nuclear Information System (INIS)
Prugovecki, E.
1981-01-01
It is proposed that quantum rather than classical test particles be used in recent operational definitions of space-time. In the resulting quantum space-time the role of test particle trajectories is taken over by propagators. The introduced co-ordinate values are stochastic rather than deterministic, the afore-mentioned propagators providing probability amplitudes describing fluctuations of measured co-ordinates around their mean values. It is shown that, if a geometrodynamic point of view based on 3 + 1 foliations of space-time is adopted, self-consistent families of propagators for quantum test particles in free fall can be constructed. The resulting formalism for quantum space-time is outlined and the quantization of spatially flat Robertson-Walker space-times is provided as an illustration. (author)
International Nuclear Information System (INIS)
Carlen, E.A.; Loffredo, M.I.
1989-01-01
We show how to obtain a complete correspondence between stochastic and quantum mechanics on multiply connected spaces. We do this by introducing a stochastic mechanical analog of the hydrodynamical circulation, relating it to the topological properties of the configuration space, and using it to constrain the stochastic mechanical variational principles. (orig.)
Energy Technology Data Exchange (ETDEWEB)
Yodgorov, G R [Navoi State Pedagogical Institute, Navoi (Uzbekistan); Ismail, F [Universiti Putra Malaysia, Selangor (Malaysia); Muminov, Z I [Malaysia – Japan International Institute of Technology, Kuala Lumpur (Malaysia)
2014-12-31
We consider a certain model operator acting in a subspace of a fermionic Fock space. We obtain an analogue of Faddeev's equation. We describe the location of the essential spectrum of the operator under consideration and show that the essential spectrum consists of the union of at most four segments. Bibliography: 19 titles.
Quantum Ito's formula and stochastic evolutions
International Nuclear Information System (INIS)
Hudson, R.L.; Parthasarathy, K.R.
1984-01-01
Using only the Boson canonical commutation relations and the Riemann-Lebesgue integral we construct a simple theory of stochastic integrals and differentials with respect to the basic field operator processes. This leads to a noncommutative Ito product formula, a realisation of the classical Poisson process in Fock space which gives a noncommutative central limit theorem, the construction of solutions of certain noncommutative stochastic differential equations, and finally to the integration of certain irreversible equations of motion governed by semigroups of completely positive maps. The classical Ito product formula for stochastic differentials with respect to Brownian motion and the Poisson process is a special case. (orig.)
From stochastic phase space evolution to Brownian motion in collective space
International Nuclear Information System (INIS)
Benhassine, B.; Farine, M.; Hernandez, E.S.; Idier, D.; Remaud, B.; Sebille, F.
1993-01-01
Within the framework of stochastic transport equations in phase space, the dynamics of fluctuations on collective variables in homogeneous fermion systems is studied. The transport coefficients are formally deduced in the relaxation time approximation and a general method to compute dynamically the dispersions of collective observables is proposed as a set of coupled equations. Independently, the general covariance matrix of phase space fluctuations and the dispersion on collective variables at equilibrium are derived. Detailed numerical applications show that dynamics of fluctuations can be extracted from noisy numerical simulations and that the leading parameter for collective fluctuations is the excitation energy whatever is its degree of thermalization. (authors). 16 refs., 12 figs
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.
Parsing polarization squeezing into Fock layers
DEFF Research Database (Denmark)
Mueller, Christian R.; Madsen, Lars Skovgaard; Klimov, Andrei B.
2016-01-01
photon number do the methods coincide; when the photon number is indefinite, we parse the state in Fock layers, finding that substantially higher squeezing can be observed in some of the single layers. By capitalizing on the properties of the Husimi Q function, we map this notion onto the Poincare space......, providing a full account of the measured squeezing....
From stochastic phase-space evolution to brownian motion in collective space
Energy Technology Data Exchange (ETDEWEB)
Benhassine, B. (Lab. de Physique Nucleaire/ CNRS et Univ. de Nantes, 44 Nantes (France)); Farine, M. (Lab. de Physique Nucleaire/ CNRS et Univ. de Nantes, 44 Nantes (France) Ecole Navale, Lamveoc-Loulmic, 29 Brest-Naval (France)); Hernandez, E.S. (Dept. de Fisica - Facultad de Ciencias Exactas y Naturales, Univ. de Buenos Aires (Argentina)); Idier, D. (Lab. de Physique Nucleaire/ CNRS et Univ. de Nantes, 44 Nantes (France)); Remaud, B. (Lab. de Physique Nucleaire/ CNRS et Univ. de Nantes, 44 Nantes (France)); Sebille, F. (Lab. de Physique Nucleaire/ CNRS et Univ. de Nantes, 44 Nantes (France))
1994-01-24
Within the framework of stochastic transport equations in phase space, we study the dynamics of fluctuations on collective variables in homogeneous fermion systems. The transport coefficients are formally deduced in the relaxation-time approximation and a general method to compute dynamically the dispersions of collective observables is proposed as a set of coupled equations: respectively, the BUU/Landau-Vlasov equation for the average phase-space trajectories and the equations for the averages and dispersions of the observables. Independently, we derive the general covariance matrix of phase-space fluctuations and then by projection, the dispersion on collective variables at equilibrium. Detailed numerical applications of the formalism are given; they show that the dynamics of fluctuations can be extracted from noisy numerical simulations and that the leading parameter for collective fluctuations is the excitation energy, whatever is its degree of thermalization. (orig.)
From stochastic phase-space evolution to brownian motion in collective space
International Nuclear Information System (INIS)
Benhassine, B.; Farine, M.; Hernandez, E.S.; Idier, D.; Remaud, B.; Sebille, F.
1994-01-01
Within the framework of stochastic transport equations in phase space, we study the dynamics of fluctuations on collective variables in homogeneous fermion systems. The transport coefficients are formally deduced in the relaxation-time approximation and a general method to compute dynamically the dispersions of collective observables is proposed as a set of coupled equations: respectively, the BUU/Landau-Vlasov equation for the average phase-space trajectories and the equations for the averages and dispersions of the observables. Independently, we derive the general covariance matrix of phase-space fluctuations and then by projection, the dispersion on collective variables at equilibrium. Detailed numerical applications of the formalism are given; they show that the dynamics of fluctuations can be extracted from noisy numerical simulations and that the leading parameter for collective fluctuations is the excitation energy, whatever is its degree of thermalization. (orig.)
Stochastic TDHF and the Boltzman-Langevin equation
International Nuclear Information System (INIS)
Suraud, E.; Reinhard, P.G.
1991-01-01
Outgoing from a time-dependent theory of correlations, we present a stochastic differential equation for the propagation of ensembles of Slater determinants, called Stochastic Time-Dependent Hartree-Fock (Stochastic TDHF). These ensembles are allowed to develop large fluctuations in the Hartree-Fock mean fields. An alternative stochastic differential equation, the Boltzmann-Langevin equation, can be derived from Stochastic TDHF by averaging over subensembles with small fluctuations
The Schrödinger–Robinson inequality from stochastic analysis on a complex Hilbert space
International Nuclear Information System (INIS)
Khrennikov, Andrei
2013-01-01
We explored the stochastic analysis on a complex Hilbert space to show that one of the cornerstones of quantum mechanics (QM), namely Heisenberg's uncertainty relation, can be derived in the classical probabilistic framework. We created a new mathematical representation of quantum averages: as averages with respect to classical random fields. The existence of a classical stochastic model matching with Heisenberg's uncertainty relation makes the connection between classical and quantum probabilistic models essentially closer. In real physical situations, random fields are valued in the L 2 -space. Hence, although we model QM and not QFT, the classical systems under consideration have an infinite number of degrees of freedom. And in our modeling, infinite-dimensional stochastic analysis is the basic mathematical tool. (comment)
Stability of the Hartree-Fock model with temperature
Dolbeault, Jean; Felmer, Patricio; Lewin, Mathieu
2008-01-01
This paper is devoted to the Hartree-Fock model with temperature in the euclidean space. For large classes of free energy functionals, minimizers are obtained as long as the total charge of the system does not exceed a threshold which depends on the temperature. The usual Hartree-Fock model is recovered in the zero temperature limit. An orbital stability result for the Cauchy problem is deduced from the variational approach.
Stochastic Coulomb interactions in space charge limited electron emission
Nijkerk, M.D.; Kruit, P.
2004-01-01
A Monte Carlo simulation tool, which was used to evaluate the influence of discrete space charge effects on self-consistent calculations of cathode-ray tube optics, was discussed. It was found that interactions in the space charge cloud affect the electron trajectories such that the velocity
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.
Hartree-Fock-Bogolyubov Calculations
International Nuclear Information System (INIS)
Wolter, H.H.
1970-01-01
The author discusses in which way and to what extent pairing correlations affect the nuclear wave function. He finds that for many nuclei in the pf-shell the Hartree-Fock approximation is not valid. (author)
Stochastic Coulomb interactions in space charge limited electron emission
International Nuclear Information System (INIS)
Nijkerk, M.D.; Kruit, P.
2004-01-01
Emission models that form the basis of self-consistent field computations make use of the approximation that emitted electrons form a smooth space charge jelly. In reality, electrons are discrete particles that are subject to statistical Coulomb interactions. A Monte Carlo simulation tool is used to evaluate the influence of discrete space charge effects on self-consistent calculations of cathode-ray tube optics. We find that interactions in the space charge cloud affect the electron trajectories such that the velocity distribution is Maxwellian, regardless of the current density. Interactions near the emitter effectively conserve the Maxwellian distribution. The surprising result is that the width of the distribution of transversal velocities does not change. The distribution of longitudinal velocities does broaden, as expected from existing theories
A stochastic space-time model for intermittent precipitation occurrences
Sun, Ying; Stein, Michael L.
2016-01-01
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.
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.
Stochastic sampling of the RNA structural alignment space.
Harmanci, Arif Ozgun; Sharma, Gaurav; Mathews, David H
2009-07-01
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 virtue of the implicit comparative analysis between the two sequences, the method offers an improvement over single sequence sampling of the Boltzmann ensemble. A cluster analysis shows that the samples obtained from joint sampling of the structural alignment space cluster more closely than samples generated by the single sequence method. On average, the representative (centroid) structure and alignment of the most populated cluster in the sample of structures and alignments generated by joint sampling are more accurate than single sequence sampling and alignment based on sequence alone, respectively. The 'best' centroid structure that is closest to the known structure among all the centroids is, on average, more accurate than structure predictions of other methods. Additionally, cluster analysis identifies, on average, a few clusters, whose centroids can be presented as alternative candidates. The source code for the proposed method can be downloaded at http://rna.urmc.rochester.edu.
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.
Fock representations of exchange algebras with involution
International Nuclear Information System (INIS)
Liguori, A.; Mintchev, M.; Rossi, M.
1997-01-01
An associative algebra scr(A) R with exchange properties generalizing the canonical (anti)commutation relations is considered. We introduce a family of involutions in scr(A) R and construct the relative Fock representations, examining the positivity of the metric. As an application of the general results, we rigorously prove unitarity of the scattering operator of integrable models in 1+1 space-time dimensions. In this context the possibility of adopting various involutions in the Zamolodchikov endash Faddeev algebra is also explored. copyright 1997 American Institute of Physics
Time-dependent Hartree-Fock dynamics and phase transition in Lipkin-Meshkov-Glick model
International Nuclear Information System (INIS)
Kan, K.; Lichtner, P.C.; Dworzecka, M.; Griffin, J.J.
1980-01-01
The time-dependent Hartree-Fock solutions of the two-level Lipkin-Meshkov-Glick model are studied by transforming the time-dependent Hartree-Fock equations into Hamilton's canonical form and analyzing the qualitative structure of the Hartree-Fock energy surface in the phase space. It is shown that as the interaction strength increases these time-dependent Hartree-Fock solutions undergo a qualitative change associated with the ground state phase transition previously studied in terms of coherent states. For two-body interactions stronger than the critical value, two types of time-dependent Hartree-Fock solutions (the ''librations'' and ''rotations'' in Hamilton's mechanics) exist simultaneously, while for weaker interactions only the rotations persist. It is also shown that the coherent states with the maximum total pseudospin value are determinants, so that time-dependent Hartree-Fock analysis is equivalent to the coherent state method
Detecting a stochastic gravitational wave background with the Laser Interferometer Space Antenna
International Nuclear Information System (INIS)
Cornish, Neil J.
2002-01-01
The random superposition of many weak sources will produce a stochastic background of gravitational waves that may dominate the response of the LISA (Laser Interferometer Space Antenna) gravitational wave observatory. Unless something can be done to distinguish between a stochastic background and detector noise, the two will combine to form an effective noise floor for the detector. Two methods have been proposed to solve this problem. The first is to cross-correlate the output of two independent interferometers. The second is an ingenious scheme for monitoring the instrument noise by operating LISA as a Sagnac interferometer. Here we derive the optimal orbital alignment for cross-correlating a pair of LISA detectors, and provide the first analytic derivation of the Sagnac sensitivity curve
A stochastic fractional dynamics model of space-time variability of rain
Kundu, Prasun K.; Travis, James E.
2013-09-01
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, which 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 time scales. We test the model with radar and gauge data collected contemporaneously at the NASA TRMM ground validation sites located near Melbourne, Florida and on the Kwajalein Atoll, Marshall Islands in the tropical Pacific. We estimate the parameters by tuning them to fit the second moment statistics of radar data at the smaller spatiotemporal scales. The model predictions are then found to fit the second moment statistics of the gauge data reasonably well at these scales without any further adjustment.
International Nuclear Information System (INIS)
Brown, Kristen A.; Harlim, John
2013-01-01
In this paper, we consider a practical filtering approach for assimilating irregularly spaced, sparsely observed turbulent signals through a hierarchical Bayesian reduced stochastic filtering framework. The proposed hierarchical Bayesian approach consists of two steps, blending a data-driven interpolation scheme and the Mean Stochastic Model (MSM) filter. We examine the potential of using the deterministic piecewise linear interpolation scheme and the ordinary kriging scheme in interpolating irregularly spaced raw data to regularly spaced processed data and the importance of dynamical constraint (through MSM) in filtering the processed data on a numerically stiff state estimation problem. In particular, we test this approach on a two-layer quasi-geostrophic model in a two-dimensional domain with a small radius of deformation to mimic ocean turbulence. Our numerical results suggest that the dynamical constraint becomes important when the observation noise variance is large. Second, we find that the filtered estimates with ordinary kriging are superior to those with linear interpolation when observation networks are not too sparse; such robust results are found from numerical simulations with many randomly simulated irregularly spaced observation networks, various observation time intervals, and observation error variances. Third, when the observation network is very sparse, we find that both the kriging and linear interpolations are comparable
The stochastic versus the Euclidean approach to quantum fields on a static space-time
International Nuclear Information System (INIS)
De Angelis, G.F.; de Falco, D.
1986-01-01
Equations are presented which modify the definition of the Gaussian field in the Rindler chart in order to make contact with the Wightman state, the Hartle-Hawking state, and the Euclidean field. By taking Ornstein-Uhlenbeck processes the authors have chosen, in the sense of stochastic mechanics, to place precisely the Fulling modes in their harmonic oscillator ground state. In this respect, together with the periodicity of Minkowski space-time, the authors observe that the covariance of the Ornstein-Uhlenbeck process can be obtained by analytical continuation of the Wightman function of the harmonic oscillator at zero temperature
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.
On the Uniqueness of the Fock Quantization of the Dirac Field in the Closed FRW Cosmology
Directory of Open Access Journals (Sweden)
Jerónimo Cortez
2018-01-01
Full Text Available The Fock quantization of free fields propagating in cosmological backgrounds is in general not unambiguously defined due to the nonstationarity of the space-time. For the case of a scalar field in cosmological scenarios, it is known that the criterion of unitary implementation of the dynamics serves to remove the ambiguity in the choice of Fock representation (up to unitary equivalence. Here, applying the same type of arguments and methods previously used for the scalar field case, we discuss the issue of the uniqueness of the Fock quantization of the Dirac field in the closed FRW space-time proposed by D’Eath and Halliwell.
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.
Fock exchange in meson theories of nuclei
International Nuclear Information System (INIS)
Bolsterli, M.
1986-01-01
The Fock exchange term in meson field theories of nuclear systems is shown to arise from a two-loop ground-state self-energy diagram. Evaluation of this diagram gives the relativistic or semirelativistic analog of the Fock exchange energy; it differs from the nucleon-nucleon Fock energy in including retardation effects. In finite meson-field theories of nuclear systems, the variational nature of the meson-field analog of the Hartree-Fock energy functional can be further elucidated. 4 refs
Contribution to the stochastically studies of space-time dependable hydrological processes
International Nuclear Information System (INIS)
Kjaevski, Ivancho
2002-12-01
One of the fundaments of today's planning and water economy is Science of Hydrology. Science of Hydrology through the history had followed the development of the water management systems. Water management systems, during the time from single-approach evolved to complex and multi purpose systems. The dynamic and development of the today's society contributed for increasing the demand of clean water, and in the same time, the resources of clean water in the nature are reduced. In this kind of conditions, water management systems should resolve problems that are more complicated during managing of water sources. Solving the problems in water management, enable development and applying new methods and technologies in planning and management with water resources and water management systems like: systematical analyses, operational research, hierarchy decisions, expert systems, computer technology etc. Planning and management of water sources needs historical measured data for hydro metrological processes. In our country there are data of hydro metrological processes in period of 50-70, but in some Europe countries there are data more than 100 years. Water economy trends follow the hydro metrological trend research. The basic statistic techniques like sampling, probability distribution function, correlation and regression, are used about one intended and simple water management problems. Solving new problems about water management needs using of space-time stochastic technique, modem mathematical and statistical techniques during simulation and optimization of complex water systems. We need tree phases of development of the techniques to get secure hydrological models: i) Estimate the quality of hydro meteorological data, analyzing of their consistency, and homogeneous; ii) Structural analyze of hydro meteorological processes; iii) Mathematical models for modeling hydro meteorological processes. Very often, the third phase is applied for analyzing and modeling of hydro
Gerencsér, Máté; Jentzen, Arnulf; Salimova, Diyora
2017-11-01
In a recent article (Jentzen et al. 2016 Commun. Math. Sci. 14 , 1477-1500 (doi:10.4310/CMS.2016.v14.n6.a1)), it has been established that, for every arbitrarily slow convergence speed and every natural number d ∈{4,5,…}, there exist d -dimensional stochastic differential equations with infinitely often differentiable and globally bounded coefficients such that no approximation method based on finitely many observations of the driving Brownian motion can converge in absolute mean to the solution faster than the given speed of convergence. In this paper, we strengthen the above result by proving that this slow convergence phenomenon also arises in two ( d =2) and three ( d =3) space dimensions.
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.
Redshift space correlations and scale-dependent stochastic biasing of density peaks
Desjacques, Vincent; Sheth, Ravi K.
2010-01-01
dependent, so the configuration-space bias is stochastic and scale dependent, both in real and redshift space. We provide expressions for this stochasticity and its evolution.
The Hartree-Fock seniority approximation
International Nuclear Information System (INIS)
Gomez, J.M.G.; Prieto, C.
1986-01-01
A new self-consistent method is used to take into account the mean-field and the pairing correlations in nuclei at the same time. We call it the Hartree-Fock seniority approximation, because the long-range and short-range correlations are treated in the frameworks of Hartree-Fock theory and the seniority scheme. The method is developed in detail for a minimum-seniority variational wave function in the coordinate representation for an effective interaction of the Skyrme type. An advantage of the present approach over the Hartree-Fock-Bogoliubov theory is the exact conservation of angular momentum and particle number. Furthermore, the computational effort required in the Hartree-Fock seniority approximation is similar to that ofthe pure Hartree-Fock picture. Some numerical calculations for Ca isotopes are presented. (orig.)
International Nuclear Information System (INIS)
Guatteri, Giuseppina; Tessitore, Gianmario
2008-01-01
We study the Riccati equation arising in a class of quadratic optimal control problems with infinite dimensional stochastic differential state equation and infinite horizon cost functional. We allow the coefficients, both in the state equation and in the cost, to be random.In such a context backward stochastic Riccati equations are backward stochastic differential equations in the whole positive real axis that involve quadratic non-linearities and take values in a non-Hilbertian space. We prove existence of a minimal non-negative solution and, under additional assumptions, its uniqueness. We show that such a solution allows to perform the synthesis of the optimal control and investigate its attractivity properties. Finally the case where the coefficients are stationary is addressed and an example concerning a controlled wave equation in random media is proposed
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.
International Nuclear Information System (INIS)
Pham, Nhu Viet Ha
2011-02-01
To predict the space-time dependent behavior of a nuclear reactor, the conventional space-dependent kinetics equations are widely used for treating the spatial variables. However, the solutions of such deterministic space-dependent kinetics equations, which give only the mean values of the neutron population and the delayed neutron precursor concentrations, do not offer sufficient insight into the actual dynamic processes within a reactor, where the interacting populations vary randomly with space and time. It is also noted that at high power levels, the random behavior of a reactor is negligible but at low power levels, such as at start-up, random fluctuations in population dynamics can be significant. To mathematically describe the evolution of the state of a nuclear reactor using a set of stochastic kinetics equations, the forward stochastic model (FSM) in stochastic kinetics theory is devised through the concept of reactor transition probability and its probability generating function as the spatial domain of a reactor is partitioned into a number of space cells. Nevertheless, the FSM equations for the mean value of neutron and precursor distribution are deterministic-like. Furthermore, the numerical treatment of the FSM equations for the means, variances, and covariances is quite complicated and time-consuming. In the present study, a generalized stochastic model (called the stochastic space-dependent kinetics model or SSKM) based on the FSM and the Its stochastic differential equations was newly developed for the analysis of monoenergetic spacetime nuclear reactor kinetics in one dimension. First, the FSM equations for determining the mean values of neutron and delayed-neutron precursor populations were considered as the deterministic ones without taking into account their variances and covariances. Second, the system of interest was randomized again in the light of the Its stochastic differential equations in order to derive the SSKM. The proposed model
Semiclassical expansions of the nuclear relativistic Hartree-Fock theory
International Nuclear Information System (INIS)
Weigel, M.K.; Haddad, S.
1991-01-01
Semiclassical expansions for Green functions, self-energy, phase-space density and density are given and discussed. The many-body problem was treated in the relativistic Hartree-Fock approximation with a Lagrangian with a standard OBE potential structure including the possibility of space-dependent couplings. The expansions are obtained by formulating the many-body problem in the mixed position-momentum (Wigner) representation and application of the (h/2π)-Wigner-Kirkwood expansion scheme. The resulting self-consistency problems for the zeroth and second order are formulated in three versions. (author)
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
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
Ibrahim, I. N.; Akkad, M. A. Al; Abramov, I. V.
2018-05-01
This paper discusses the control of Unmanned Aerial Vehicles (UAVs) for active interaction and manipulation of objects. The manipulator motion with an unknown payload was analysed concerning force and moment disturbances, which influence the mass distribution, and the centre of gravity (CG). Therefore, a general dynamics mathematical model of a hexacopter was formulated where a stochastic state-space model was extracted in order to build anti-disturbance controllers. Based on the compound pendulum method, the disturbances model that simulates the robotic arm with a payload was inserted into the stochastic model. This study investigates two types of controllers in order to study the stability of a hexacopter. A controller based on Ackermann’s method and the other - on the linear quadratic regulator (LQR) approach - were presented. The latter constitutes a challenge for UAV control performance especially with the presence of uncertainties and disturbances.
Energy Technology Data Exchange (ETDEWEB)
Analytis, G.T. [Paul Scherrer Institute (PSI), Villigen (Switzerland)
1995-09-01
A non-linear one-group space-dependent neutronic model for a finite one-dimensional core is coupled with a simple BWR feed-back model. In agreement with results obtained by the authors who originally developed the point-kinetics version of this model, we shall show numerically that stochastic reactivity excitations may result in limit-cycles and eventually in a chaotic behaviour, depending on the magnitude of the feed-back coefficient K. In the framework of this simple space-dependent model, the effect of the non-linearities on the different spatial harmonics is studied and the importance of the space-dependent effects is exemplified and assessed in terms of the importance of the higher harmonics. It is shown that under certain conditions, when the limit-cycle-type develop, the neutron spectra may exhibit strong space-dependent effects.
Parallel scalability of Hartree-Fock calculations
Chow, Edmond; Liu, Xing; Smelyanskiy, Mikhail; Hammond, Jeff R.
2015-03-01
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.
Hartree--Fock density matrix equation
International Nuclear Information System (INIS)
Cohen, L.; Frishberg, C.
1976-01-01
An equation for the Hartree--Fock density matrix is discussed and the possibility of solving this equation directly for the density matrix instead of solving the Hartree--Fock equation for orbitals is considered. Toward that end the density matrix is expanded in a finite basis to obtain the matrix representative equation. The closed shell case is considered. Two numerical schemes are developed and applied to a number of examples. One example is given where the standard orbital method does not converge while the method presented here does
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...
Lp Theory for Super-Parabolic Backward Stochastic Partial Differential Equations in the Whole Space
International Nuclear Information System (INIS)
Du Kai; Qiu, Jinniao; Tang Shanjian
2012-01-01
This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An L p -theory is given for the Cauchy problem of BSPDEs, separately for the case of p∈(1,2] and for the case of p∈(2,∞). A comparison theorem is also addressed.
On the Fock quantisation of the hydrogen atom
International Nuclear Information System (INIS)
Cordani, B.
1989-01-01
In a celebrated work, Fock explained the degeneracy of the energy levels of the Kepler problem (or hydrogen atom) (Z. Phys. 98, 145-54, 1935) in terms of the dynamical symmetry group SO(4). Making a stereographic projection in the momentum space and rescaling the momenta with the eigenvalues of the energy, he showed that the problem is equivalent to the geodesic flow on the sphere S 3 . In this way, the 'hidden' symmetry SO(4) is made manifest. The present author has shown that the classical n-dimensional Kepler problem can be better understood by enlarging the phase space of the geodesical motion on S'' and including time and energy as canonical variables: a following symplectomorphism transforms the motion on S'' in the Kepler problem. We want to prove in this paper that the Fock procedure is the implementation at 'quantum' level of the above-mentioned symplectomorphism. The interest is not restricted to the old Kepler problem: more recently two other systems exhibiting the same symmetries have been found. They are the McIntosh-Cisneros-Zwanziger system and the geodesic motion in Euclidean Taub-NUT space. Both have a physical interest: they indeed describe a spinless test particle moving outside the core of a self-dual monopole and the asymptotic scattering of two self-dual monopoles, respectively. (author)
Hartree--Fock time-dependent problem
Energy Technology Data Exchange (ETDEWEB)
Bove, A; Fano, G [Bologna Univ. (Italy). Istituto di Fisica; Istituto Nazionale di Fisica Nucleare, Bologna (Italy)); Da Prato, G [Rome Univ. (Italy). Istituto di Matematica
1976-06-01
A previous result is generalized. An existence and uniqueness theorem is proved for the Hartree--Fock time-dependent problem in the case of a finite Fermi system interacting via a two body potential which is supposed to be dominated by the kinetic energy part of the one-particle Hamiltonian.
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...
The spectrum of 12C in a multi-configuration Hartree-Fock Basis
International Nuclear Information System (INIS)
Amos, K.; Morrison, I.; Smith, R.; Schmid, K.W.
1981-01-01
The energy level spectrum of 12 C is calculated in a truncated but large shell model space of projected one particle-one hole Hartree Fock determinants using a realistic G-matrix. Predictions of electromagnetic decays and electron scattering form factors are compared with experimental values
The time-dependent Hartree-Fock equations with Coulomb two-body interaction
International Nuclear Information System (INIS)
Chadam, J.M.; Glassey, R.T.
1975-06-01
The existence and uniqueness of global solutions to the Cauchy problem is proved in the space of ''smooth'' density matrices for the time-dependent Hartree-Fock equations describing the motion of finite Fermi systems interacting via a Coulomb two-body potential [fr
Dodov, B.
2017-12-01
Stochastic simulation of realistic and statistically robust patterns of Tropical Cyclone (TC) induced precipitation is a challenging task. It is even more challenging in a catastrophe modeling context, where tens of thousands of typhoon seasons need to be simulated in order to provide a complete view of flood risk. Ultimately, one could run a coupled global climate model and regional Numerical Weather Prediction (NWP) model, but this approach is not feasible in the catastrophe modeling context and, most importantly, may not provide TC track patterns consistent with observations. Rather, we propose to leverage NWP output for the observed TC precipitation patterns (in terms of downscaled reanalysis 1979-2015) collected on a Lagrangian frame along the historical TC tracks and reduced to the leading spatial principal components of the data. The reduced data from all TCs is then grouped according to timing, storm evolution stage (developing, mature, dissipating, ETC transitioning) and central pressure and used to build a dictionary of stationary (within a group) and non-stationary (for transitions between groups) covariance models. Provided that the stochastic storm tracks with all the parameters describing the TC evolution are already simulated, a sequence of conditional samples from the covariance models chosen according to the TC characteristics at a given moment in time are concatenated, producing a continuous non-stationary precipitation pattern in a Lagrangian framework. The simulated precipitation for each event is finally distributed along the stochastic TC track and blended with a non-TC background precipitation using a data assimilation technique. The proposed framework provides means of efficient simulation (10000 seasons simulated in a couple of days) and robust typhoon precipitation patterns consistent with observed regional climate and visually undistinguishable from high resolution NWP output. The framework is used to simulate a catalog of 10000 typhoon
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.
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 is a complexified Cartan decomposition. In this realization the space of k-finite vectors consists of holomorphic polynomials on X. The reproducing kernel of the Fock space is calculated explicitly in terms of an I-Bessel function. We further find an explicit formula of a generalized Segal-Bargmann transform which...... 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....
Hartree-Fock calculations of nuclear masses
International Nuclear Information System (INIS)
Quentin, P.
1976-01-01
Hartree-Fock calculations pertaining to the determination of nuclear binding energies throughout the whole chart of nuclides are reviewed. Such an approach is compared with other methods. Main techniques in use are shortly presented. Advantages and drawbacks of these calculations are also discussed with a special emphasis on the extrapolation towards nuclei far from the stability valley. Finally, a discussion of some selected results from light to superheavy nuclei, is given [fr
Xie, Bin
2018-01-01
In this paper, the main topic is to investigate the intermittent property of the one-dimensional stochastic heat equation driven by an inhomogeneous Brownian sheet, which is a noise deduced from the study of the catalytic super-Brownian motion. Under some proper conditions on the catalytic measure of the inhomogeneous Brownian sheet, we show that the solution is weakly full intermittent based on the estimates of moments of the solution. In particular, it is proved that the second moment of the solution grows at the exponential rate. The novelty is that the catalytic measure relative to the inhomogeneous noise is not required to be absolutely continuous with respect to the Lebesgue measure on R.
International Nuclear Information System (INIS)
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
Spatial and Spin Symmetry Breaking in Semidefinite-Programming-Based Hartree-Fock Theory.
Nascimento, Daniel R; DePrince, A Eugene
2018-05-08
The Hartree-Fock problem was recently recast as a semidefinite optimization over the space of rank-constrained two-body reduced-density matrices (RDMs) [ Phys. Rev. A 2014 , 89 , 010502(R) ]. This formulation of the problem transfers the nonconvexity of the Hartree-Fock energy functional to the rank constraint on the two-body RDM. We consider an equivalent optimization over the space of positive semidefinite one-electron RDMs (1-RDMs) that retains the nonconvexity of the Hartree-Fock energy expression. The optimized 1-RDM satisfies ensemble N-representability conditions, and ensemble spin-state conditions may be imposed as well. The spin-state conditions place additional linear and nonlinear constraints on the 1-RDM. We apply this RDM-based approach to several molecular systems and explore its spatial (point group) and spin ( Ŝ 2 and Ŝ 3 ) symmetry breaking properties. When imposing Ŝ 2 and Ŝ 3 symmetry but relaxing point group symmetry, the procedure often locates spatial-symmetry-broken solutions that are difficult to identify using standard algorithms. For example, the RDM-based approach yields a smooth, spatial-symmetry-broken potential energy curve for the well-known Be-H 2 insertion pathway. We also demonstrate numerically that, upon relaxation of Ŝ 2 and Ŝ 3 symmetry constraints, the RDM-based approach is equivalent to real-valued generalized Hartree-Fock theory.
Stochastic space interval as a link between quantum randomness and macroscopic randomness?
Haug, Espen Gaarder; Hoff, Harald
2018-03-01
For many stochastic phenomena, we observe statistical distributions that have fat-tails and high-peaks compared to the Gaussian distribution. In this paper, we will explain how observable statistical distributions in the macroscopic world could be related to the randomness in the subatomic world. We show that fat-tailed (leptokurtic) phenomena in our everyday macroscopic world are ultimately rooted in Gaussian - or very close to Gaussian-distributed subatomic particle randomness, but they are not, in a strict sense, Gaussian distributions. By running a truly random experiment over a three and a half-year period, we observed a type of random behavior in trillions of photons. Combining our results with simple logic, we find that fat-tailed and high-peaked statistical distributions are exactly what we would expect to observe if the subatomic world is quantized and not continuously divisible. We extend our analysis to the fact that one typically observes fat-tails and high-peaks relative to the Gaussian distribution in stocks and commodity prices and many aspects of the natural world; these instances are all observable and documentable macro phenomena that strongly suggest that the ultimate building blocks of nature are discrete (e.g. they appear in quanta).
International Nuclear Information System (INIS)
Okun, Lev B
2010-01-01
V A Fock, in 1926, was the first to have the idea of an Abelian gradient transformation and to discover that the electromagnetic interaction of charged particles has a gradient invariance in the framework of quantum mechanics. These transformation and invariance were respectively named Eichtransformation and Eichinvarianz by H Weyl in 1929 (the German verb zu eichen means to gauge). The first non-Abelian gauge theory was suggested by O Klein in 1938; and in 1954, C N Yang and R L Mills rediscovered the non-Abelian gauge symmetry. Gauge invariance is the underlying principle of the current Standard Model of strong and electroweak interactions. (from the history of physics)
New algorithm for Hartree-Fock variational equation
International Nuclear Information System (INIS)
Iwasawa, K.; Sakata, F.; Hashimoto, Y.; Terasaki, J.
1994-08-01
Aiming at microscopically understanding the shape-coexistence phenomena, a new algorithm for obtaining many self-consistent Hartree-Fock states is developed. In contrast with the conventional numerical method of solving the constrained Hartree-Fock equation which gives the most energetically favorable state under a given constrained condition, it can find many high-lying Hartree-Fock states as well as many continuous constraint Hartree-Fock solutions by dictating their configurations through some reference state. Numerical calculation is performed by using the Skyrme III. (author)
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...
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.
International Nuclear Information System (INIS)
Accardi, Luigi; Boukas, Andreas
2008-01-01
The identification of the *-Lie algebra of the renormalized higher powers of White noise (RHPWN) and the analytic continuation of the second quantized centreless Virasoro (or Witt)-Zamolodchikov-w ∞ *-Lie algebra of conformal field theory and high-energy physics, was recently established on results obtained. In the present paper, we show how the RHPWN Fock kernels must be truncated in order to be positive semi-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 ≥2 host the continuous binomial and beta processes
Graded Fock-like representations for a system of algebraically interacting paraparticles
International Nuclear Information System (INIS)
Kanakoglou, Konstantinos; Herrera-Aguilar, Alfredo
2011-01-01
We will present and study an algebra describing a mixed paraparticle model, known in the bibliography as 'The Relative Parabose Set (RPBS)'. Focusing in the special case of a single parabosonic and a single parafermionic degree of freedom P (1,1) BF , we will construct a class of Fock-like representations of this algebra, dependent on a positive parameter p a kind of generalized parastatistics order. Mathematical properties of the Fock-like modules will be investigated for all values of p and constructions such as ladder operators, irreducibility (for the carrier spaces) and (Z 2 x Z 2 )-gradings (for both the carrier spaces and the algebra itself) will be established.
On the solution of the Hartree-Fock-Bogoliubov equations by the conjugate gradient method
International Nuclear Information System (INIS)
Egido, J.L.; Robledo, L.M.
1995-01-01
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.)
Hartree-Fock description of superdeformed states
International Nuclear Information System (INIS)
Dobaczewski, J.; Meyer, J.
1991-10-01
The discovery of superdeformation has been preceded by theoretical predictions made in Nilsson-Strutinsky calculations and a description of the phenomenon still constitutes an exciting challenge to the theory of nuclear collective motion. In particular, a determination of electromagnetic transition rates requires a knowledge of microscopic collective wave functions, which can be achieved by using the Hartree-Fock (HF) theory and the generator coordinate method (GCM). In this study we present results of our calculations concerning the properties and superdeformed states in the mercury region. Using the GCM, we diagonalize the microscopic two-body hamiltonian within the basis set of constrained HF+BCS wave functions. The GCM provides values for the energy of the ground and excited states including the shape isomer which take into account the effect of correlations in the collective degree of freedom. The GCM will also allow us to discuss the qualitative modifications of the shape isomeric stability as induced by changes in pairing correlations
Stochastic quantisation: theme and variation
International Nuclear Information System (INIS)
Klauder, J.R.; Kyoto Univ.
1987-01-01
The paper on stochastic quantisation is a contribution to the book commemorating the sixtieth birthday of E.S. Fradkin. Stochastic quantisation reformulates Euclidean quantum field theory in the language of Langevin equations. The generalised free field is discussed from the viewpoint of stochastic quantisation. An artificial family of highly singular model theories wherein the space-time derivatives are dropped altogether is also examined. Finally a modified form of stochastic quantisation is considered. (U.K.)
Unique Fock quantization of scalar cosmological perturbations
Fernández-Méndez, Mikel; Mena Marugán, Guillermo A.; Olmedo, Javier; Velhinho, José M.
2012-05-01
We investigate the ambiguities in the Fock quantization of the scalar perturbations of a Friedmann-Lemaître-Robertson-Walker model with a massive scalar field as matter content. We consider the case of compact spatial sections (thus avoiding infrared divergences), with the topology of a three-sphere. After expanding the perturbations in series of eigenfunctions of the Laplace-Beltrami operator, the Hamiltonian of the system is written up to quadratic order in them. We fix the gauge of the local degrees of freedom in two different ways, reaching in both cases the same qualitative results. A canonical transformation, which includes the scaling of the matter-field perturbations by the scale factor of the geometry, is performed in order to arrive at a convenient formulation of the system. We then study the quantization of these perturbations in the classical background determined by the homogeneous variables. Based on previous work, we introduce a Fock representation for the perturbations in which: (a) the complex structure is invariant under the isometries of the spatial sections and (b) the field dynamics is implemented as a unitary operator. These two properties select not only a unique unitary equivalence class of representations, but also a preferred field description, picking up a canonical pair of field variables among all those that can be obtained by means of a time-dependent scaling of the matter field (completed into a linear canonical transformation). Finally, we present an equivalent quantization constructed in terms of gauge-invariant quantities. We prove that this quantization can be attained by a mode-by-mode time-dependent linear canonical transformation which admits a unitary implementation, so that it is also uniquely determined.
Stochastic, real-space, imaginary-time evaluation of third-order Feynman–Goldstone diagrams
International Nuclear Information System (INIS)
Willow, Soohaeng Yoo; Hirata, So
2014-01-01
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 mE h after 10 6 Monte Carlo steps
Stochastic, real-space, imaginary-time evaluation of third-order Feynman–Goldstone diagrams
Energy Technology Data Exchange (ETDEWEB)
Willow, Soohaeng Yoo [Department of Chemistry, University of Illinois at Urbana-Champaign, 600 South Mathews Avenue, Urbana, Illinois 61801 (United States); Center for Superfunctional Materials, Department of Chemistry, Pohang University of Science and Technology, San 31, Hyojadong, Namgu, Pohang 790-784 (Korea, Republic of); Hirata, So, E-mail: sohirata@illinois.edu [Department of Chemistry, University of Illinois at Urbana-Champaign, 600 South Mathews Avenue, Urbana, Illinois 61801 (United States); CREST, Japan Science and Technology Agency, Saitama 332-0012 (Japan)
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 mE{sub h} after 10{sup 6} Monte Carlo steps.
The Mehler-Fock Transform in Signal Processing
Directory of Open Access Journals (Sweden)
Reiner Lenz
2017-06-01
Full Text Available Many signals can be described as functions on the unit disk (ball. In the framework of group representations it is well-known how to construct Hilbert-spaces containing these functions that have the groups SU(1,N as their symmetry groups. One illustration of this construction is three-dimensional color spaces in which chroma properties are described by points on the unit disk. A combination of principal component analysis and the Perron-Frobenius theorem can be used to show that perspective projections map positive signals (i.e., functions with positive values to a product of the positive half-axis and the unit ball. The representation theory (harmonic analysis of the group SU(1,1 leads to an integral transform, the Mehler-Fock-transform (MFT, that decomposes functions, depending on the radial coordinate only, into combinations of associated Legendre functions. This transformation is applied to kernel density estimators of probability distributions on the unit disk. It is shown that the transform separates the influence of the data and the measured data. The application of the transform is illustrated by studying the statistical distribution of RGB vectors obtained from a common set of object points under different illuminants.
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.
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...
Stochastic quantization and gravity
International Nuclear Information System (INIS)
Rumpf, H.
1984-01-01
We give a preliminary account of the application of stochastic quantization to the gravitational field. We start in Section I from Nelson's formulation of quantum mechanics as Newtonian stochastic mechanics and only then introduce the Parisi-Wu stochastic quantization scheme on which all the later discussion will be based. In Section II we present a generalization of the scheme that is applicable to fields in physical (i.e. Lorentzian) space-time and treat the free linearized gravitational field in this manner. The most remarkable result of this is the noncausal propagation of conformal gravitons. Moreover the concept of stochastic gauge-fixing is introduced and a complete discussion of all the covariant gauges is given. A special symmetry relating two classes of covariant gauges is exhibited. Finally Section III contains some preliminary remarks on full nonlinear gravity. In particular we argue that in contrast to gauge fields the stochastic gravitational field cannot be transformed to a Gaussian process. (Author)
Semiclassical approximation to time-dependent Hartree--Fock theory
International Nuclear Information System (INIS)
Dworzecka, M.; Poggioli, R.
1976-01-01
Working within a time-dependent Hartree-Fock framework, one develops a semiclassical approximation appropriate for large systems. It is demonstrated that the standard semiclassical approach, the Thomas-Fermi approximation, is inconsistent with Hartree-Fock theory when the basic two-body interaction is short-ranged (as in nuclear systems, for example). However, by introducing a simple extension of the Thomas-Fermi approximation, one overcomes this problem. One also discusses the infinite nuclear matter problem and point out that time-dependent Hartree-Fock theory yields collective modes of the zero sound variety instead of ordinary hydrodynamic (first) sound. One thus emphasizes that one should be extremely circumspect when attempting to cast the equations of motion of time-dependent Hartree-Fock theory into a hydrodynamic-like form
The Hartree-Fock approximation applied to nuclear structure problems
International Nuclear Information System (INIS)
Oliveira, D.R. de.
1972-01-01
The Hartree-Fock indepedent-particle state basis is firstly constructed, whose wave functions are expressed as linear combinations of states of a Known basis. The coefficients of these combinations are reals e from themselves the Hartree-Fock density matrix is defined. The symmetries which characterize the system in study are embedded in these coefficients and in the density matrix. The formalism is applied to the Ne 20 , Si 28 and Ar 36 nuclei whose lowest Hartree-Fock energies are obtained admitting that theirs wave functions having axial symmetry. Once known the Hartree-Fock wave function, states are projected from it with well-defined total angular momentum using the Peierls and Yoccoz method. From these wave functions energy levels of the ground band are calculated as well as the electric quadrupole transition probabilities among these levels. (L.C.) [pt
Stochastic massless fields I: Integer spin
International Nuclear Information System (INIS)
Lim, S.C.
1981-04-01
Nelson's stochastic quantization scheme is applied to classical massless tensor potential in ''Coulomb'' gauge. The relationship between stochastic potential field in various gauges is discussed using the case of vector potential as an illustration. It is possible to identify the Euclidean tensor potential with the corresponding stochastic field in physical Minkowski space-time. Stochastic quantization of massless fields can also be carried out in terms of field strength tensors. An example of linearized stochastic gravitational field in vacuum is given. (author)
Linearized Jastrow-style fluctuations on spin-projected Hartree-Fock
International Nuclear Information System (INIS)
Henderson, Thomas M.; Scuseria, Gustavo E.
2013-01-01
The accurate and efficient description of strong electronic correlations remains an important objective in electronic structure theory. Projected Hartree-Fock theory, where symmetries of the Hamiltonian are deliberately broken and projectively restored, all with a mean-field computational scaling, shows considerable promise in this regard. However, the method is neither size extensive nor size consistent; in other words, the correlation energy per particle beyond broken-symmetry mean field vanishes in the thermodynamic limit, and the dissociation limit of a molecule is not the sum of the fragment energies. These two problems are closely related. Recently, Neuscamman [Phys. Rev. Lett. 109, 203001 (2012)] has proposed a method to cure the lack of size consistency in the context of the antisymmetrized geminal power wave function (equivalent to number-projected Hartree-Fock-Bogoliubov) by using a Jastrow-type correlator in Hilbert space. Here, we apply the basic idea in the context of projected Hartree-Fock theory, linearizing the correlator for computational simplicity but extending it to include spin fluctuations. Results are presented for the Hubbard Hamiltonian and for some simple molecular systems
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.
Dirac fields in flat FLRW cosmology: Uniqueness of the Fock quantization
International Nuclear Information System (INIS)
Cortez, Jerónimo; Elizaga Navascués, Beatriz; Martín-Benito, Mercedes; Mena Marugán, Guillermo A.; Velhinho, José M.
2017-01-01
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 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.
Uniqueness of the Fock quantization of the Gowdy T3 model
International Nuclear Information System (INIS)
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 admits 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 reparametrizations 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 addition of a time-dependent, linear contribution of the field to this momentum. Demanding again unitarity of the field dynamics and invariance under the gauge group, we prove that the alternate canonical pairs of fieldlike variables admit a Fock representation if and only if the scaling of the field is constant in time. In this case, there exists essentially a unique Fock representation, provided by the quantization constructed by Corichi, Cortez, and Mena Marugan. In particular, our analysis shows that the scalar field description proposed by Pierri does not admit a Fock quantization with the above unitarity and invariance properties
Unitary group representations in Fock spaces with generalized exchange properties
International Nuclear Information System (INIS)
Liguori, A.
1994-09-01
The notion of second R-quantization is investigated, - a suitable deformation of the standard second quantization which properly takes into account the non-trivial exchange properties characterizing generalized statistics. The R-quantization of a class of unitary one-particle representations relevant for the description of symmetries is also performed. The Euclidean covariance of anyons is analyzed in this context. (author). 11 refs
Multiconfiguration Hartree-Fock calculations for complex atoms
International Nuclear Information System (INIS)
Fischer, C.F.
1984-01-01
The Hartree-Fock method has become a standard in atomic structure theory. Simpler methods are often compared with it when accessing their reliability or worth and the notion of correlation, which intuitively may be thought of as the correction needed to account for the fact that electrons do not move independently in a central field, is defined with respect to the Hartree-Fock method rather than some other independent-particle model. In fact, in an earlier article in this series, Fricke (Progress in Atomic Spectroscopy, Part A, Plenum Press (1978)), states, ''The so-called HF method is the basis of all good atomic calculations.'' In some sense, the Hartree-Fock method is the best method. The author briefly reviews its properties here. 67 references, 2 figures
Generalized Hartree-Fock-Bogoliubov approach in the description of many-body systems
International Nuclear Information System (INIS)
Janssen, D.
1979-01-01
The quantum mechanical equation for a group of states connected by large probabilities of transitions to each other, i.e. possessing common internal structure, is found. No phenomenological assumptions about the vibrational or rotational character of these states have been used. The equations obtained here can be understood as a direct generalization of the Hartree-Fock-Bogoliubov equation, this scheme including not only the ground state, but some excited states as well. The question of normalization of the density matrix in the generalized space has been solved and the additional solutions of the problem have been excluded. (author)
Multiconfiguration Dirac-Hartree-Fock calculations of energy levels and radiative rates of Fe VII
Li, Yang; Xu, Xiaokai; Li, Bowen; Jönsson, Per; Chen, Ximeng
2018-06-01
Detailed calculations are performed for 134 fine-structure levels of the 3p63d2, 3p63d4s, 3p53d3 and 3p63d4p configurations in Fe VII using the multiconfiguration Dirac-Hartree-Fock (MCDHF) and relativistic configuration interaction (RCI) methods. Important electron correlation effects are systematically accounted for through active space (AS) expansions. Our results compare well with experimental measurements, emphasizing the importance of a careful treatment of electron correlation, and provide some missing data in the NIST atomic database. The data obtained are expected to be useful in astrophysical applications, particularly for the research of the solar coronal plasma.
Variational derivation of a time-dependent Hartree-Fock Hamiltonian
International Nuclear Information System (INIS)
Lichtner, P.C.; Griffin, J.J.; Schultheis, H.; Schultheis, R.; Volkov, A.B.
1979-01-01
The variational derivation of the time-dependent Hartree-Fock equation is reviewed. When norm-violating variations are included, a unique time-dependent Hartree-Fock Hamiltonian, which differs from that customarily used in time-dependent Hartree-Fock analyses, is implied. This variationally ''true'' Hartree-Fock Hamiltonian has the same expectation value as the exact Hamiltonian, equal to the average energy of the system. Since this quantity remains constant under time-dependent Hartree-Fock time evolution, we suggest the label ''constant '' for this form of time-dependent Hartree-Fock theory
SU(3) versus deformed Hartree-Fock state
International Nuclear Information System (INIS)
Johnson, Calvin W.; Stetcu, Ionel; Draayer, J.P.
2002-01-01
Deformation is fundamental to understanding nuclear structure. We compare two ways to efficiently realize deformation for many-fermion wave functions, the leading SU(3) irreducible representation and the angular-momentum-projected Hartree-Fock state. In the absence of single-particle spin-orbit splitting the two are nearly identical. With realistic forces, however, the difference between the two is nontrivial, with the angular-momentum-projected Hartree-Fock state better approximating an 'exact' wave function calculated in the fully interacting shell model. The difference is driven almost entirely by the single-particle spin-orbit splitting
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...
International Nuclear Information System (INIS)
Loebl, N.; Maruhn, J. A.; Reinhard, P.-G.
2011-01-01
By calculating the Wigner distribution function in the reaction plane, we are able to probe the phase-space behavior in the time-dependent Hartree-Fock scheme during a heavy-ion collision in a consistent framework. Various expectation values of operators are calculated by evaluating the corresponding integrals over the Wigner function. In this approach, it is straightforward to define and analyze quantities even locally. We compare the Wigner distribution function with the smoothed Husimi distribution function. Different reaction scenarios are presented by analyzing central and noncentral 16 O + 16 O and 96 Zr + 132 Sn collisions. Although we observe strong dissipation in the time evolution of global observables, there is no evidence for complete equilibration in the local analysis of the Wigner function. Because the initial phase-space volumes of the fragments barely merge and mean values of the observables are conserved in fusion reactions over thousands of fm/c, we conclude that the time-dependent Hartree-Fock method provides a good description of the early stage of a heavy-ion collision but does not provide a mechanism to change the phase-space structure in a dramatic way necessary to obtain complete equilibration.
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 ...
Nuclear Hartree-Fock approximation testing and other related approximations
International Nuclear Information System (INIS)
Cohenca, J.M.
1970-01-01
Hartree-Fock, and Tamm-Dancoff approximations are tested for angular momentum of even-even nuclei. Wave functions, energy levels and momenta are comparatively evaluated. Quadripole interactions are studied following the Elliott model. Results are applied to Ne 20 [pt
Generation and measurement of nonclassical states by quantum Fock filter
International Nuclear Information System (INIS)
D'Ariano, G.M.; Maccone, L.; Paris, M.G.A.; Sacchi, M.F.
1999-01-01
We study a novel optical setup which selects a specific Fock component from a generic input state. The device allows to synthesize number states and superpositions of few number states, and to measure the photon distribution and the density matrix of a generic signal. (Authors)
Derivative discontinuity with localized Hartree-Fock potential
Energy Technology Data Exchange (ETDEWEB)
Nazarov, V. U. [Research Center for Applied Sciences, Academia Sinica, Taipei 11529, Taiwan (China); Vignale, G. [Department of Physics, University of Missouri-Columbia, Columbia, Missouri 65211 (United States)
2015-08-14
The localized Hartree-Fock potential has proven to be a computationally efficient alternative to the optimized effective potential, preserving the numerical accuracy of the latter and respecting the exact properties of being self-interaction free and having the correct −1/r asymptotics. In this paper we extend the localized Hartree-Fock potential to fractional particle numbers and observe that it yields derivative discontinuities in the energy as required by the exact theory. The discontinuities are numerically close to those of the computationally more demanding Hartree-Fock method. Our potential enjoys a “direct-energy” property, whereby the energy of the system is given by the sum of the single-particle eigenvalues multiplied by the corresponding occupation numbers. The discontinuities c{sub ↑} and c{sub ↓} of the spin-components of the potential at integer particle numbers N{sub ↑} and N{sub ↓} satisfy the condition c{sub ↑}N{sub ↑} + c{sub ↓}N{sub ↓} = 0. Thus, joining the family of effective potentials which support a derivative discontinuity, but being considerably easier to implement, the localized Hartree-Fock potential becomes a powerful tool in the broad area of applications in which the fundamental gap is an issue.
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.
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.
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.
Parzen, Emanuel
1962-01-01
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
International Nuclear Information System (INIS)
Palev, T.D.; Stoilova, N.I.; Jeugt, J. van der
1999-12-01
Fock space representations of the Lie superalgebra sl(n + 1 vertical bar m) and of its quantum analogue U q [sl(n + 1 vertical bar m)] are written down. The results are based on a description of these superalgebras via creation and annihilation operators. The properties of the underlying statistics are briefly discussed. (author)
International Nuclear Information System (INIS)
Klauder, J.R.
1983-01-01
The author provides an introductory survey to stochastic quantization in which he outlines this new approach for scalar fields, gauge fields, fermion fields, and condensed matter problems such as electrons in solids and the statistical mechanics of quantum spins. (Auth.)
International Nuclear Information System (INIS)
Rumpf, H.
1987-01-01
We begin with a naive application of the Parisi-Wu scheme to linearized gravity. This will lead into trouble as one peculiarity of the full theory, the indefiniteness of the Euclidean action, shows up already at this level. After discussing some proposals to overcome this problem, Minkowski space stochastic quantization will be introduced. This will still not result in an acceptable quantum theory of linearized gravity, as the Feynman propagator turns out to be non-causal. This defect will be remedied only after a careful analysis of general covariance in stochastic quantization has been performed. The analysis requires the notion of a metric on the manifold of metrics, and a natural candidate for this is singled out. With this a consistent stochastic quantization of Einstein gravity becomes possible. It is even possible, at least perturbatively, to return to the Euclidean regime. 25 refs. (Author)
Stochastic cooling at Fermilab
International Nuclear Information System (INIS)
Marriner, J.
1986-08-01
The topics discussed are the stochastic cooling systems in use at Fermilab and some of the techniques that have been employed to meet the particular requirements of the anti-proton source. Stochastic cooling at Fermilab became of paramount importance about 5 years ago when the anti-proton source group at Fermilab abandoned the electron cooling ring in favor of a high flux anti-proton source which relied solely on stochastic cooling to achieve the phase space densities necessary for colliding proton and anti-proton beams. The Fermilab systems have constituted a substantial advance in the techniques of cooling including: large pickup arrays operating at microwave frequencies, extensive use of cryogenic techniques to reduce thermal noise, super-conducting notch filters, and the development of tools for controlling and for accurately phasing the system
Migliorati, G.; Nobile, F.; von Schwerin, E.; Tempone, Raul
2013-01-01
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
The contribution of Skyrme Hartree-Fock calculations to the understanding of the shell model
International Nuclear Information System (INIS)
Zamick, L.
1984-01-01
The authors present a detailed comparison of Skyrme Hartree-Fock and the shell model. The H-F calculations are sensitive to the parameters that are chosen. The H-F results justify the use of effective charges in restricted model space calculations by showing that the core contribution can be large. Further, the H-F results roughly justify the use of a constant E2 effective charge, but seem to yield nucleus dependent E4 effective charges. The H-F can yield results for E6 and higher multipoles, which would be zero in s-d model space calculations. On the other side of the coin in H-F the authors can easily consider only the lowest rotational band, whereas in the shell model one can calculate the energies and properties of many more states. In the comparison some apparent problems remain, in particular E4 transitions in the upper half of the s-d shell
Time-dependent Hartree-Fock approach to nuclear ``pasta'' at finite temperature
Schuetrumpf, B.; Klatt, M. A.; Iida, K.; Maruhn, J. A.; Mecke, K.; Reinhard, P.-G.
2013-05-01
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 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. 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. In addition, we propose the variance in the cell density distribution as a measure to distinguish pasta matter from uniform matter.
Time-Dependent Hartree-Fock Approach to Nuclear Pasta at Finite Temperature
International Nuclear Information System (INIS)
Schuetrumpf, B; Maruhn, J A; Klatt, M A; Mecke, K; Reinhard, P-G; Iida, K
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 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. 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.
Time-Dependent Hartree-Fock Approach to Nuclear Pasta at Finite Temperature
Schuetrumpf, B.; Klatt, M. A.; Iida, K.; Maruhn, J. A.; Mecke, K.; Reinhard, P.-G.
2013-03-01
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 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. 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.
Hartree-Fock states in the thermodynamic limit
International Nuclear Information System (INIS)
Aguilera-Navarro, V.C.; Llano, M. de; Peltier, S.; Plastino, A.
1976-01-01
Two infinite families of two-parameter generalized Overhauser orbitals are introduced and shown to explicitly satisfy, for occupied states, the self-consistent Hartree-Fock equations in the thermodynamic limit. For an attractive delta interaction, they give lower Hartree-Fock energy than the usual plane-wave solutions, even for relatively weak coupling and/or low density. The limiting members (possessing an infinite number of harmonics) of both families appear to tend to a 'classical static lattice' state. The related density profiles and energy expressions are calculated as functions of the two new parameters. A direct-variation with respect to these parameters was done numerically and results are presented graphically. (Author) [pt
Higher Fock states and power counting in exclusive P-wave quarkonium decays
Bolz, J; Schuler, G A; Bolz, Jan; Kroll, Peter; Schuler, Gerhard A.
1998-01-01
Exclusive processes at large momentum transfer Q factor into perturbatively calculable short-distance parts and long-distance hadronic wave functions. Usually, only contributions from the leading Fock states have to be included to leading order in 1/Q. We show that for exclusive decays of P-wave quarkonia the contribution from the next-higher Fock state |Q Qbar g> contributes at the same order in 1/Q. We investigate how the constituent gluon attaches to the hard process in order to form colour-singlet final-state hadrons and argue that a single additional long-distance factor is sufficient to parametrize the size of its contribution. Incorporating transverse degrees of freedom and Sudakov factors, our results are perturbatively stable in the sense that soft phase-space contributions are largely suppressed. Explicit calculations yield good agreement with data on chi_{c J} decays into pairs of pions, kaons, and etas. We also comment on J/psi decays into two pions.
STOCHASTIC ASSESSMENT OF NIGERIAN STOCHASTIC ...
African Journals Online (AJOL)
eobe
STOCHASTIC ASSESSMENT OF NIGERIAN WOOD FOR BRIDGE DECKS ... abandoned bridges with defects only in their decks in both rural and urban locations can be effectively .... which can be seen as the detection of rare physical.
How good are Hartree-Fock charge densities
International Nuclear Information System (INIS)
Campi, X.
1975-01-01
The principle characteristics of Hartree-Fock charge densities (mean square radius, surface thickness, quantum fluctuation) calculated using different effective interactions are discussed in terms of their nuclear matter properties (Fermi momentum, effective mass, incompressibility). A comparison with the experimental charge distributions is made. Differences between the charge densities of neighbouring nuclei (isotope and isotone shifts) are also considered and the main factors governing these effects are discussed [fr
The Hartree-Fock seniority method and its foundation
International Nuclear Information System (INIS)
Gomez, J.M.G.; Prieto, C.
1987-01-01
The seniority scheme is discussed in the framewok of quasi-spin formalism. It is shown that the ground-state wave function of the seniority scheme can be determined self-consistently from a set of Hartree-Fock seniority equations derived from the variational prinicple. The method takes into account the mean-field and the pairing correlations in nuclei at the same time. Angular momentum and particle number are exactly conserved. (author)
General multi-configuration Hartree--Fock program: MCHF77
International Nuclear Information System (INIS)
Fischer, C.F.
1977-11-01
This technical report contains a listing of a general program for multi-configuration Hartree--Fock (MCHF) calculations, including its documentation. Several examples are given showing how the program may be used. Typical output for several cases is also presented. This program has been tested over an extended period of time for a large variety of cases. This program is written for the IBM 360 or 370 in double-precision arithmetic
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...
Liao, F.; Rasouli, S.; Timmermans, H.J.P.
2014-01-01
Multistate supernetwork approach has been advanced recently to study multimodal, multi-activity travel behavior. The approach allows simultaneously modeling multiple choice facets pertaining to activity-travel scheduling behavior, subject to space-time constraints, in the context of full daily
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.
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.
Stochasticity in the Josephson map
International Nuclear Information System (INIS)
Nomura, Y.; Ichikawa, Y.H.; Filippov, A.T.
1996-04-01
The Josephson map describes nonlinear dynamics of systems characterized by standard map with the uniform external bias superposed. The intricate structures of the phase space portrait of the Josephson map are examined on the basis of the tangent map associated with the Josephson map. Numerical observation of the stochastic diffusion in the Josephson map is examined in comparison with the renormalized diffusion coefficient calculated by the method of characteristic function. The global stochasticity of the Josephson map occurs at the values of far smaller stochastic parameter than the case of the standard map. (author)
Stochasticity induced by coherent wavepackets
International Nuclear Information System (INIS)
Fuchs, V.; Krapchev, V.; Ram, A.; Bers, A.
1983-02-01
We consider the momentum transfer and diffusion of electrons periodically interacting with a coherent longitudinal wavepacket. Such a problem arises, for example, in lower-hybrid current drive. We establish the stochastic threshold, the stochastic region δv/sub stoch/ in velocity space, the associated momentum transfer j, and the diffusion coefficient D. We concentrate principally on the weak-field regime, tau/sub autocorrelation/ < tau/sub bounce/
Stochastic runaway of dynamical systems
International Nuclear Information System (INIS)
Pfirsch, D.; Graeff, P.
1984-10-01
One-dimensional, stochastic, dynamical systems are well studied with respect to their stability properties. Less is known for the higher dimensional case. This paper derives sufficient and necessary criteria for the asymptotic divergence of the entropy (runaway) and sufficient ones for the moments of n-dimensional, stochastic, dynamical systems. The crucial implication is the incompressibility of their flow defined by the equations of motion in configuration space. Two possible extensions to compressible flow systems are outlined. (orig.)
Stochastic optimization: beyond mathematical programming
CERN. Geneva
2015-01-01
Stochastic optimization, among which bio-inspired algorithms, is gaining momentum in areas where more classical optimization algorithms fail to deliver satisfactory results, or simply cannot be directly applied. This presentation will introduce baseline stochastic optimization algorithms, and illustrate their efficiency in different domains, from continuous non-convex problems to combinatorial optimization problem, to problems for which a non-parametric formulation can help exploring unforeseen possible solution spaces.
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.
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...... 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...
Self-consistent Hartree-Fock RPA calculations in 208Pb
Taqi, Ali H.; Ali, Mohammed S.
2018-01-01
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.
The time dependent Hartree-Fock-theory for collective nuclear motions
International Nuclear Information System (INIS)
Goeke, K.
1976-11-01
The time-dependent Hartree-Fock theory (TDHF) approximately solves the Schroedinger equation by a variational method in the space of the time-dependent Slater determinants. As the TDHF wave function, similar to the exact solution has the property of being determined completely for all times by the nucleon-nucleon interaction and by assuming initial conditions. TDHF is expected to describe collective motion of nuclei with large amplitudes, too. The subject of this paper is to formulate the TDHF theory and its adiabatic limiting case (ATDHF) suited for setting up a collective Schroedinger equation, to investigate the relations with other theories, and to show the applicability for solving practical problems. (orig./WL) [de
Generalized Hartree-Fock method for electron-atom scattering
International Nuclear Information System (INIS)
Rosenberg, L.
1997-01-01
In the widely used Hartree-Fock procedure for atomic structure calculations, trial functions in the form of linear combinations of Slater determinants are constructed and the Rayleigh-Ritz minimum principle is applied to determine the best in that class. A generalization of this approach, applicable to low-energy electron-atom scattering, is developed here. The method is based on a unique decomposition of the scattering wave function into open- and closed-channel components, so chosen that an approximation to the closed-channel component may be obtained by adopting it as a trial function in a minimum principle, whose rigor can be maintained even when the target wave functions are imprecisely known. Given a closed-channel trial function, the full scattering function may be determined from the solution of an effective one-body Schroedinger equation. Alternatively, in a generalized Hartree-Fock approach, the minimum principle leads to coupled integrodifferential equations to be satisfied by the basis functions appearing in a Slater-determinant representation of the closed-channel wave function; it also provides a procedure for optimizing the choice of nonlinear parameters in a variational determination of these basis functions. Inclusion of additional Slater determinants in the closed-channel trial function allows for systematic improvement of that function, as well as the calculated scattering parameters, with the possibility of spurious singularities avoided. Electron-electron correlations can be important in accounting for long-range forces and resonances. These correlation effects can be included explicitly by suitable choice of one component of the closed-channel wave function; the remaining component may then be determined by the generalized Hartree-Fock procedure. As a simple test, the method is applied to s-wave scattering of positrons by hydrogen. copyright 1997 The American Physical Society
Momentum Maps and Stochastic Clebsch Action Principles
Cruzeiro, Ana Bela; Holm, Darryl D.; Ratiu, Tudor S.
2018-01-01
We derive stochastic differential equations whose solutions follow the flow of a stochastic nonlinear Lie algebra operation on a configuration manifold. For this purpose, we develop a stochastic Clebsch action principle, in which the noise couples to the phase space variables through a momentum map. This special coupling simplifies the structure of the resulting stochastic Hamilton equations for the momentum map. In particular, these stochastic Hamilton equations collectivize for Hamiltonians that depend only on the momentum map variable. The Stratonovich equations are derived from the Clebsch variational principle and then converted into Itô form. In comparing the Stratonovich and Itô forms of the stochastic dynamical equations governing the components of the momentum map, we find that the Itô contraction term turns out to be a double Poisson bracket. Finally, we present the stochastic Hamiltonian formulation of the collectivized momentum map dynamics and derive the corresponding Kolmogorov forward and backward equations.
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...
Time Dependent Hartree Fock Equation: Gateway to Nonequilibrium Plasmas
International Nuclear Information System (INIS)
Dufty, James W.
2007-01-01
This is the Final Technical Report for DE-FG02-2ER54677 award 'Time Dependent Hartree Fock Equation - Gateway to Nonequilibrium Plasmas'. Research has focused on the nonequilibrium dynamics of electrons in the presence of ions, both via basic quantum theory and via semi-classical molecular dynamics (MD) simulation. In addition, fundamental notions of dissipative dynamics have been explored for models of grains and dust, and for scalar fields (temperature) in turbulent edge plasmas. The specific topics addressed were Quantum Kinetic Theory for Metallic Clusters, Semi-classical MD Simulation of Plasmas , and Effects of Dissipative Dynamics.
Relativity and pseudopotentials in the Hartree-Fock-Slater method
International Nuclear Information System (INIS)
Snijders, J.G.
1979-01-01
The methodological problems involved in electronic structure determinations of compounds containing heavy elements by the Hartree-Fock-Slater scheme are investigated. It is shown that the effect of the inner electrons can be simulated by a so called pseudopotential, so that only the valence electrons have to be treated explicitly which constitutes a considerable reduction of computation time. It is further shown that a pseudopotential calculation is able to achieve an accuracy that is comparable to the results of a calculation including the core. (Auth.)
Hartree-Fock-Bogoliubov approximation for finite systems
International Nuclear Information System (INIS)
Bulgac, A.
1980-08-01
The features of the spectrum of the Hartree-Fock-Bogoliubov equations are examined. Special attention is paid to the asymptotic behaviours of the single quasiparticle wave functions (s.qp.w.fs.), matter density distribution and density of the pair condensate. It is shown that, due to the coupling between hole and particle, the sufficiently deeply bound hole states acquire a width and consequently have to be treated as continuum states. The proper normalization of the s.qp.w.fs. is discussed. (author)
Exponential convergence and acceleration of Hartree-Fock calculations
International Nuclear Information System (INIS)
Bonaccorso, A.; Di Toro, M.; Lomnitz-Adler, J.
1979-01-01
It is shown that one can expect an exponential behaviour for the convergence of the Hartree-Fock solution during the HF iteration procedure. This property is used to extrapolate some collective degrees of freedom, in this case the shape, in order to speed up the self-consistent calculation. For axially deformed nuclei the method is applied to the quadrupole moment which corresponds to a simple scaling transformation on the single particle wave functions. Results are shown for the deformed nuclei 20 Ne and 28 Si with a Skyrme interaction. (Auth.)
A Hartree-Fock program for atomic structure calculations
International Nuclear Information System (INIS)
Mitroy, J.
1999-01-01
The Hartree-Fock equations for a general open shell atom are described. The matrix equations that result when the single particle orbitals are written in terms of a linear combination of analytic basis functions are derived. Attention is paid to the complexities that occur when open shells are present. The specifics of a working FORTRAN program which is available for public use are described. The program has the flexibility to handle either Slater-type orbitals or Gaussian-type orbitals. It can be obtained over the internet at http://lacebark.ntu.edu.au/j_mitroy/research/atomic.htm Copyright (1999) CSIRO Australia
Multiconfiguration Dirac-Fock method for atomic structure
International Nuclear Information System (INIS)
Sasaki, Ken
1982-02-01
The multiconfiguration Dirac-Fock method for calculating the atomic structure is reviewed in some detail. Being more comprehensive than the ones introduced in Desclaux's paper, the mathematical formulae derived in this review are more helpful to trace the thread of ideas and understand the algorithm in Desclaux's computer program which embodied the method. A detailed analysis is made on the restrictions on how the program is used, that is, on the fact that it does not apply to the problem where the configuration mixing occurs via the one-electron Hamiltonian. Finally, in conclusion, a way to overcome the difficulty is suggested. (author)
International Nuclear Information System (INIS)
West, Aaron C.; Schmidt, Michael W.; Gordon, Mark S.; Ruedenberg, Klaus
2013-01-01
Through a basis-set-independent web of localizing orbital-transformations, the electronic wave function of a molecule is expressed in terms of a set of orbitals that reveal the atomic structure and the bonding pattern of a molecule. The analysis is based on resolving the valence orbital space in terms of an internal space, which has minimal basis set dimensions, and an external space. In the internal space, oriented quasi-atomic orbitals and split-localized molecular orbitals are determined by new, fast localization methods. The density matrix between the oriented quasi-atomic orbitals as well as the locations of the split-localized orbitals exhibit atomic populations and inter-atomic bonding patterns. A correlation-adapted quasi-atomic basis is determined in the external orbital space. The general formulations are specified in detail for Hartree-Fock wave functions. Applications to specific molecules exemplify the general scheme
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
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.
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
Stochastic temperature and the Nicolai map
International Nuclear Information System (INIS)
Hueffel, H.
1989-01-01
Just as standard temperature can be related to the time coordinate of Euclidean space, a new concept of 'stochastic temperature' may be introduced by associating it to the Parisi-Wu time of stochastic quantization. The perturbative equilibrium limit for a self-interacting scalar field is studied, and a 'thermal' mass shift to one loop is shown. In addition one may interpret the underlying stochastic process as a Nicolai map at nonzero 'temperature'. 22 refs. (Author)
Sequential neural models with stochastic layers
DEFF Research Database (Denmark)
Fraccaro, Marco; Sønderby, Søren Kaae; Paquet, Ulrich
2016-01-01
How can we efficiently propagate uncertainty in a latent state representation with recurrent neural networks? This paper introduces stochastic recurrent neural networks which glue a deterministic recurrent neural network and a state space model together to form a stochastic and sequential neural...... generative model. The clear separation of deterministic and stochastic layers allows a structured variational inference network to track the factorization of the model's posterior distribution. By retaining both the nonlinear recursive structure of a recurrent neural network and averaging over...
Borodin, Andrei N
2017-01-01
This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it also presents proofs of well-known results, sometimes together with new approaches. Moreover, the book explores topics not previously covered elsewhere, such as distributions of functionals of diffusions stopped at different random times, the Brownian local time, diffusions with jumps, and an invariance principle for random walks and local times. Supported by carefully selected material, the book showcases a wealth of examples that demonstrate how to solve concrete problems by applying theoretical results. It addresses a broad range of applications, focusing on concrete computational techniques rather than on abstract theory. The content presented here is largely self-contained, making it suitable for researchers and graduate students alike.
Hartree-Fock-Bogoliubov model: a theoretical and numerical perspective
International Nuclear Information System (INIS)
Paul, S.
2012-01-01
This work is devoted to the theoretical and numerical study of Hartree-Fock-Bogoliubov (HFB) theory for attractive quantum systems, which is one of the main methods in nuclear physics. We first present the model and its main properties, and then explain how to get numerical solutions. We prove some convergence results, in particular for the simple fixed point algorithm (sometimes called Roothaan). We show that it converges, or oscillates between two states, none of them being a solution. This generalizes to the HFB case previous results of Cances and Le Bris for the simpler Hartree-Fock model in the repulsive case. Following these authors, we also propose a relaxed constraint algorithm for which convergence is guaranteed. In the last part of the thesis, we illustrate the behavior of these algorithms by some numerical experiments. We first consider a system where the particles only interact through the Newton potential. Our numerical results show that the pairing matrix never vanishes, a fact that has not yet been proved rigorously. We then study a very simplified model for protons and neutrons in a nucleus. (author)
International Nuclear Information System (INIS)
Ferrari, R.; I.N.F.N., Trento
1994-01-01
The formalism introduced in a previous paper is used for discussing the Coulomb interaction of many electrons moving in two space-dimensions in the presence of a strong magnetic field. The matrix element of the coulomb interaction is evaluated in the new basis, whose states are invariant under discrete translations. This paper is devoted to the case of low filling factor, thus the authors limit themselves to the lowest Landau level and to spins all oriented along the magnetic field. For the case of filling factor ν f = 1/u they give an Ansatz on the state of many electrons which provides a good approximated solution of the Hartree-Fock equation. For general filling factor ν f = u'/u a trial state is given which converges very rapidly to a solution of the self-consistent equation. They generalize the Hartree-Fock equation by considering some correlation: all quantum states are allowed for the u' electrons with the same translation quantum numbers. Numerical results are given for the mean energy and the energy bands, for some values of the filling factor (ν f = 1/2, 1/3, 2/3, 1/4, 3/4, 1/5, 2/5, 3/5, 4/5). The results agree numerically with the Charge Density Wave approach. The boundary conditions are shown to be very important: only large systems (degeneracy of Landau level over 200) are not affected by the boundaries. Therefore results obtained on small scale systems are somewhat unreliable. The relevance of the results for the Fractional Quantum Hall Effect is briefly discussed
Functionals Hartree-Fock equations in the Schrodinger representation of quantum field theory
International Nuclear Information System (INIS)
Gamboa, J.
1989-08-01
Hartree-Fock equations for a scalar field theory in the Schrodinger representation are derived. It is shown that renormalization of the total energy in the functional Schrodinger equation is enterely contained in the eigenvalues of the Hartree-Fock hamiltonian. (A.C.A.S.) [pt
Stochastic quantization of gravity and string fields
International Nuclear Information System (INIS)
Rumpf, H.
1986-01-01
The stochastic quantization method of Parisi and Wu is generalized so as to make it applicable to Einstein's theory of gravitation. The generalization is based on the existence of a preferred metric in field configuration space, involves Ito's calculus, and introduces a complex stochastic process adapted to Lorentzian spacetime. It implies formally the path integral measure of DeWitt, a causual Feynman propagator, and a consistent stochastic perturbation theory. The lineraized version of the theory is also obtained from the stochastic quantization of the free string field theory of Siegel and Zwiebach. (Author)
International Nuclear Information System (INIS)
Colombino, A.; Mosiello, R.; Norelli, F.; Jorio, V.M.; Pacilio, N.
1975-01-01
A nuclear system kinetics is formulated according to a stochastic approach. The detailed probability balance equations are written for the probability of finding the mixed population of neutrons and detected neutrons, i.e. detectrons, at a given level for a given instant of time. Equations are integrated in search of a probability profile: a series of cases is analyzed through a progressive criterium. It tends to take into account an increasing number of physical processes within the chosen model. The most important contribution is that solutions interpret analytically experimental conditions of equilibrium (moise analysis) and non equilibrium (pulsed neutron measurements, source drop technique, start up procedures)
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.
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...
Theories of the nuclear ground state beyond Hartree-Fock
International Nuclear Information System (INIS)
Gogny, D.
1979-01-01
Intensive efforts have been invested toward defining a microscopic approach, simple enough to render feasible systematic calculations of nuclear structure and of the some time sufficiently rich in information as to serve for updating traditional microscopic approaches to the collective excitations. Our starting point is the mean field approximation with density dependent effective forces. To describe the collective excitations we use the two well known extensions based on the H.F. theory namely the random phase approximation and the adiabatic approximation to the time dependent Hartree-Fock theory. The purpose of this paper is to show what sort of calculations can be effectively carried out in the frame of such fully self consistent approaches. (KBE) 891 KBE/KBE 892 ARA
Extended Hartree-Fock-Bogoliubov theory for degenerate Bose systems
International Nuclear Information System (INIS)
Tommasini, Paolo; Passos, E J V de; Pires, M O C; Piza, A F R de Toledo
2005-01-01
An extension of the Hartree-Fock-Bogoliubov (HFB) theory of degenerate Bose systems in which the coupling between one and two quasi-particles is taken into account is developed. The excitation operators are written as linear combinations of one and two HFB quasi-particles. Excitation energies and quasi-particle amplitudes are given by generalized Bogoliubov equations. The excitation spectrum has two branches. The first one is a discrete branch which is gapless and has a phonon character at large wavelength and, contrarily to HFB, is always stable. This branch is detached from a second, continuum branch whose threshold, at fixed total momentum, coincides with the two quasi-particle threshold of the HFB theory. The gap between the two branches at P = 0 is twice the HFB gap, which thus provides for the relevant energy scale. Numerical results for a specific case are given
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.)
Toroidal Superheavy Nuclei in Skyrme-Hartree-Fock Approach
International Nuclear Information System (INIS)
Staszczak, A.; Wong, Cheuk-Yin
2009-01-01
Within the self-consistent constraint Skyrme-Hartree-Fock+BCS model (SHF+BCS), we found equilibrium toroidal nuclear density distributions in the region of superheavy elements. For nuclei with a sufficient oblate deformation (Q 20 < -200 b), it becomes energetically favorable to change the genus of nuclear surface from 0 to 1, i.e., to switch the shape from a biconcave disc to a torus. The energy of the toroidal (genus=1) SHF+BCS solution relative to the compact (genus=0) ground state energy is strongly dependent both on the atomic number Z and the mass number A. We discuss the region of Z and A where the toroidal SHF+BCS total energy begins to be a global minimum
Computational Nuclear Physics and Post Hartree-Fock Methods
Energy Technology Data Exchange (ETDEWEB)
Lietz, Justin [Michigan State University; Sam, Novario [Michigan State University; Hjorth-Jensen, M. [University of Oslo, Norway; Hagen, Gaute [ORNL; Jansen, Gustav R. [ORNL
2017-05-01
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.
Stochastic quantization of instantons
International Nuclear Information System (INIS)
Grandati, Y.; Berard, A.; Grange, P.
1996-01-01
The method of Parisi and Wu to quantize classical fields is applied to instanton solutions var-phi I of euclidian non-linear theory in one dimension. The solution var-phi var-epsilon of the corresponding Langevin equation is built through a singular perturbative expansion in var-epsilon=h 1/2 in the frame of the center of the mass of the instanton, where the difference var-phi var-epsilon -var-phi I carries only fluctuations of the instanton form. The relevance of the method is shown for the stochastic K dV equation with uniform noise in space: the exact solution usually obtained by the inverse scattering method is retrieved easily by the singular expansion. A general diagrammatic representation of the solution is then established which makes a thorough use of regrouping properties of stochastic diagrams derived in scalar field theory. Averaging over the noise and in the limit of infinite stochastic time, the authors obtain explicit expressions for the first two orders in var-epsilon of the pertrubed instanton of its Green function. Specializing to the Sine-Gordon and var-phi 4 models, the first anaharmonic correction is obtained analytically. The calculation is carried to second order for the var-phi 4 model, showing good convergence. 21 refs., 5 fig
Application of Stochastic Partial Differential Equations to Reservoir Property Modelling
Potsepaev, R.; Farmer, C.L.
2010-01-01
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 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.
Nelson's stochastic quantization of free linearized gravitational field and its Markovian structure
International Nuclear Information System (INIS)
Lim, S.C.
1983-05-01
It is shown that by applying Nelson's stochastic quantization scheme to free linearized gravitational field tensor one can associate with the resulting stochastic system a stochastic tensor field which coincides with the ''space'' part of the Riemannian tensor in Euclidean space-time. However, such a stochastic field fails to satisfy the Markov property. Instead, it satisfies the reflection positivity. The Markovian structure of the stochastic fields associated with the electromagnetic field is also discussed. (author)
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 ...
Nuclear Pasta at Finite Temperature with the Time-Dependent Hartree-Fock Approach
International Nuclear Information System (INIS)
Schuetrumpf, B; Maruhn, J A; Klatt, M A; Mecke, K; Reinhard, P-G; Iida, K
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. (paper)
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.
Hartree–Fock many-body perturbation theory for nuclear ground-states
Directory of Open Access Journals (Sweden)
Alexander Tichai
2016-05-01
Full Text Available 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 for the unperturbed basis leads to a convergent MBPT series for soft interactions, in contrast to the divergent MBPT series obtained with a harmonic oscillator basis. For larger model spaces and heavier nuclei, where a direct high-order MBPT calculation is not feasible, we perform third-order calculations and compare to advanced ab initio coupled-cluster results for the same interactions and model spaces. We demonstrate that third-order MBPT provides ground-state energies for nuclei up into the tin isotopic chain in excellent agreement with the best available coupled-cluster calculations at a fraction of the computational cost.
Hartree–Fock many-body perturbation theory for nuclear ground-states
Energy Technology Data Exchange (ETDEWEB)
Tichai, Alexander, E-mail: alexander.tichai@physik.tu-darmstadt.de [Institut für Kernphysik, Technische Universität Darmstadt, 64289 Darmstadt (Germany); Langhammer, Joachim [Institut für Kernphysik, Technische Universität Darmstadt, 64289 Darmstadt (Germany); Binder, Sven [Department of Physics and Astronomy, University of Tennessee, Knoxville, TN 37996 (United States); Physics Division, Oak Ridge National Laboratory, Oak Ridge, TN 37831 (United States); Roth, Robert, E-mail: robert.roth@physik.tu-darmstadt.de [Institut für Kernphysik, Technische Universität Darmstadt, 64289 Darmstadt (Germany)
2016-05-10
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 for the unperturbed basis leads to a convergent MBPT series for soft interactions, in contrast to the divergent MBPT series obtained with a harmonic oscillator basis. For larger model spaces and heavier nuclei, where a direct high-order MBPT calculation is not feasible, we perform third-order calculations and compare to advanced ab initio coupled-cluster results for the same interactions and model spaces. We demonstrate that third-order MBPT provides ground-state energies for nuclei up into the tin isotopic chain in excellent agreement with the best available coupled-cluster calculations at a fraction of the computational cost.
Time-dependent--S-matrix Hartree-Fock theory of complex reactions
International Nuclear Information System (INIS)
Griffin, J.J.; Lichtner, P.C.; Dworzecka, M.
1980-01-01
Some limitations of the conventional time-dependent Hartree-Fock method for describing complex reactions are noted, and one particular ubiquitous defect is discussed in detail: the post-breakup spurious cross channel correlations which arise whenever several asymptotic reaction channels must be simultaneously described by a single determinant. A reformulated time-dependent--S-matrix Hartree-Fock theory is proposed, which obviates this difficulty. Axiomatic requirements minimal to assure that the time-dependent--S-matrix Hartree-Fock theory represents an unambiguous and physically interpretable asymptotic reaction theory are utilized to prescribe conditions upon the definition of acceptable asymptotic channels. That definition, in turn, defines the physical range of the time-dependent--S-matrix Hartree-Fock theory to encompass the collisions of mathematically well-defined ''time-dependent Hartree-Fock droplets.'' The physical properties of these objects then circumscribe the content of the Hartree-Fock single determinantal description. If their periodic vibrations occur for continuous ranges of energy then the resulting ''classical'' time-dependent Hartree-Fock droplets are seen to be intrinsically dissipative, and the single determinantal description of their collisions reduces to a ''trajectory'' theory which can describe the masses and relative motions of the fragments but can provide no information about specific asymptotic excited states beyond their constants of motion, or the average properties of the limit, if it exists, of their equilibrization process. If, on the other hand, the periodic vibrations of the time-dependent Hartree-Fock droplets are discrete in energy, then the time-dependent--S-matrix Hartree-Fock theory can describe asymptotically the time-average properties of the whole spectrum of such periodic vibrations
Stochastic dynamics of new inflation
International Nuclear Information System (INIS)
Nakao, Ken-ichi; Nambu, Yasusada; Sasaki, Misao.
1988-07-01
We investigate thoroughly the dynamics of an inflation-driving scalar field in terms of an extended version of the stochastic approach proposed by Starobinsky and discuss the spacetime structure of the inflationary universe. To avoid any complications which might arise due to quantum gravity, we concentrate our discussions on the new inflationary universe scenario in which all the energy scales involved are well below the planck mass. The investigation is done both analytically and numerically. In particular, we present a full numerical analysis of the stochastic scalar field dynamics on the phase space. Then implications of the results are discussed. (author)
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...
Energy Technology Data Exchange (ETDEWEB)
Glasser, M. L.; March, N. H.; Nieto, L. M. [Departamento de Fisica Teorica, Atomica y Optica, Universidad de Valladolid, ES-47011 Valladolid, Spain and Department of Physics, Clarkson University, Potsdam, New York 13699 (United States); Department of Physics, University of Antwerp, BE-2020 Antwerp, Belgium and Department of Theoretical Chemistry, University of Oxford, Oxford OX1 2JD (United Kingdom); Departamento de Fisica Teorica, Atomica y Optica, Universidad de Valladolid, ES-47011 Valladolid (Spain)
2011-12-15
Here attention is first drawn to the importance of gaining insight into Fock's early proposal for expanding the ground-state wave function for He-like atomic ions in hyperspherical coordinates. We approach the problem via two solvable models, namely, (i) the s-term model put forth by Temkin [Phys. Rev. 126, 130 (1962)] and (ii) the Hookean atom model proposed by Kestner and Sinanoglu [Phys. Rev. 128, 2687 (1962)]. In both cases the local kinetic energy can be obtained explicitly in hyperspherical coordinates. Separation of variables occurs in both model wave functions, though in a different context in the two cases. Finally, a k-space formulation is proposed that should eventually result in distinctive identifying characteristics of Fock's nonanalyticities for He-like atomic ions when both electrons are close to the nucleus.
Chong, Jacky Jia Wei
2018-04-01
We prove the global well-posedness of the time-dependent Hartree-Fock-Bogoliubov (TDHFB) equations in R^{1+1} with two-body interaction potential of the form N^{-1}v_N(x) = N^{β -1} v(N^β x) where v≥0 is a sufficiently regular radial function, i.e., v \\in L^1(R)\\cap C^∞ (R) . In particular, using methods of dispersive PDEs similar to the ones used in Grillakis and Machedon (Commun Partial Differ Equ 42:24-67, 2017), we are able to show for any scaling parameter β >0 the TDHFB equations are globally well-posed in some Strichartz-type spaces independent of N, cf. (Bach et al. in The time-dependent Hartree-Fock-Bogoliubov equations for Bosons, 2016. arXiv:1602.05171).
Stochastic quantization of general relativity
International Nuclear Information System (INIS)
Rumpf, H.
1986-01-01
Following an elementary exposition of the basic mathematical concepts used in the theory of stochastic relaxation processes the stochastic quantization method of Parisi and Wu is briefly reviewed. The method is applied to Einstein's theory of gravitation using a formalism that is manifestly covariant with respect to field redefinitions. This requires the adoption of Ito's calculus and the introduction of a metric in field configuration space, for which there is a unique candidate. Due to the indefiniteness of the Euclidean Einstein-Hilbert action stochastic quantization is generalized to the pseudo-Riemannian case. It is formally shown to imply the DeWitt path integral measure. Finally a new type of perturbation theory is developed. (Author)
Plymen, Roger; Robinson, Paul
1995-01-01
Infinite-dimensional Clifford algebras and their Fock representations originated in the quantum mechanical study of electrons. In this book, the authors give a definitive account of the various Clifford algebras over a real Hilbert space and of their Fock representations. A careful consideration of the latter's transformation properties under Bogoliubov automorphisms leads to the restricted orthogonal group. From there, a study of inner Bogoliubov automorphisms enables the authors to construct infinite-dimensional spin groups. Apart from assuming a basic background in functional analysis and operator algebras, the presentation is self-contained with complete proofs, many of which offer a fresh perspective on the subject.
State-of-the-art for multiconfiguration Dirac-Fock calculations
International Nuclear Information System (INIS)
Desclaux, J.P.
1981-01-01
The approximations involved in almost all relativistic calculations are analyzed and one of the most advanced methods, the multiconfiguration Dirac-Fock (MCDF) one, available to carry out high quality atomic calculations for bound states is discussed
International Nuclear Information System (INIS)
Thomaz, M.T.; Toledo Piza, A.F.R. de
1994-01-01
We show that the Hartree-Fock-Bogoliubov (alias Gaussian) approximation of the initial condition problem of the Fermionic Anharmonic Oscillator i equivalent to a bosonic Hamiltonian system of two classical spin. (author)
Numerical studies of the stochastic Korteweg-de Vries equation
International Nuclear Information System (INIS)
Lin Guang; Grinberg, Leopold; Karniadakis, George Em
2006-01-01
We present numerical solutions of the stochastic Korteweg-de Vries equation for three cases corresponding to additive time-dependent noise, multiplicative space-dependent noise and a combination of the two. We employ polynomial chaos for discretization in random space, and discontinuous Galerkin and finite difference for discretization in physical space. The accuracy of the stochastic solutions is investigated by comparing the first two moments against analytical and Monte Carlo simulation results. Of particular interest is the interplay of spatial discretization error with the stochastic approximation error, which is examined for different orders of spatial and stochastic approximation
Energy Technology Data Exchange (ETDEWEB)
Ripka, G [Commissariat a l' Energie Atomique, 91 - Saclay (France). Centre d' Etudes Nucleaires
1968-09-01
Most of the content of this thesis is published in english in Advances In Nuclear Physics, Vol. 1 (Editors: Baranger and Vogt - Plenum Press). The Hartree- Fock equations are derived. The expansions of the orbits and the possible symmetries of the Hartree-Fock field are discussed. Wavefunctions of even-even N = Z nuclei are given for 12 {<=} A {<=} 40. The role of the monopole, quadrupole and exchange components of the force are discussed. The multiplicity of the solutions and the effect of the spin-orbit interaction are discussed. Exact angular momentum projection is used to generate rotational bands. The validity of the adiabatic rotational model in light nuclei is discussed. Hartree-Fock calculations are extended to include major-shell mixing in order to obtain quadrupole deformations without the use of effective charge. The incompressibility, of nuclei is discussed and the compatibility between the Hartree-Fock solutions, the Mottelson model of quadrupole deformations and the SU3 states of J.P. Elliott and M. Moshinsky is established. (author) [French] La theorie de Hartree-Fock est appliquee au calcul des fonctions d'onde des noyaux legers deformes. Les equations de Hartree-Fock, les symetries permises et le choix du developpement des orbites sont discutes. Les fonctions d'onde des noyaux pair-pairs N = Z (12 {<=} A {<=} 40) sont tabulees. Les contributions des composantes monopolaires et quadrupolaires ainsi que des termes d'echange de la force nucleon-nucleon sont discutees. La methode de projection de moment cinetique est utilisee pour engendrer les bandes de rotation. La validite du modele rotationnel adiabatique est discutee. Les calculs de Hartree-Fock qui tiennent compte du melange de plusieurs couches majeures dans chaque orbite sont appliques au calcul des deformations quadrupolaires sans l'utilisation de charge effective. L'incompressibilite des noyaux et la compatibilite des fonctions d'onde de Hartree- Fock avec les fonctions d'onde SU3 de J
Energy Technology Data Exchange (ETDEWEB)
Ripka, G. [Commissariat a l' Energie Atomique, 91 - Saclay (France). Centre d' Etudes Nucleaires
1968-09-01
Most of the content of this thesis is published in english in Advances In Nuclear Physics, Vol. 1 (Editors: Baranger and Vogt - Plenum Press). The Hartree- Fock equations are derived. The expansions of the orbits and the possible symmetries of the Hartree-Fock field are discussed. Wavefunctions of even-even N = Z nuclei are given for 12 {<=} A {<=} 40. The role of the monopole, quadrupole and exchange components of the force are discussed. The multiplicity of the solutions and the effect of the spin-orbit interaction are discussed. Exact angular momentum projection is used to generate rotational bands. The validity of the adiabatic rotational model in light nuclei is discussed. Hartree-Fock calculations are extended to include major-shell mixing in order to obtain quadrupole deformations without the use of effective charge. The incompressibility, of nuclei is discussed and the compatibility between the Hartree-Fock solutions, the Mottelson model of quadrupole deformations and the SU3 states of J.P. Elliott and M. Moshinsky is established. (author) [French] La theorie de Hartree-Fock est appliquee au calcul des fonctions d'onde des noyaux legers deformes. Les equations de Hartree-Fock, les symetries permises et le choix du developpement des orbites sont discutes. Les fonctions d'onde des noyaux pair-pairs N = Z (12 {<=} A {<=} 40) sont tabulees. Les contributions des composantes monopolaires et quadrupolaires ainsi que des termes d'echange de la force nucleon-nucleon sont discutees. La methode de projection de moment cinetique est utilisee pour engendrer les bandes de rotation. La validite du modele rotationnel adiabatique est discutee. Les calculs de Hartree-Fock qui tiennent compte du melange de plusieurs couches majeures dans chaque orbite sont appliques au calcul des deformations quadrupolaires sans l'utilisation de charge effective. L'incompressibilite des noyaux et la compatibilite des fonctions d'onde de Hartree- Fock avec les
International Nuclear Information System (INIS)
Cowan, R.D.; Grant, I.P.; Fawcett, B.C.; Rose, S.J.
1985-11-01
A Multi-Configuration-Dirac-Fock (MCDF) computer program is adapted to interface with the Hartree-Fock-Relativistic (HFR) program for the RAL IBM mainframe computer. The two codes are integrated into a package which includes the Zeeman Laboratory Slater parameter optimisation routines as well as new RAL routines to further process the HFR and MCDF output. A description of the adaptions to MCDF and new output extensions is included in this report, and details are given regarding HFR FORTRAN subroutines, and lists of Job Control Language (JCL) files for the complete package. (author)
Directory of Open Access Journals (Sweden)
Thomas Gomez
2018-04-01
Full Text Available Atomic structure of N-electron atoms is often determined by solving the Hartree-Fock equations, which are a set of integro-differential equations. The integral part of the Hartree-Fock equations treats electron exchange, but the Hartree-Fock equations are not often treated as an integro-differential equation. The exchange term is often approximated as an inhomogeneous or an effective potential so that the Hartree-Fock equations become a set of ordinary differential equations (which can be solved using the usual shooting methods. Because the Hartree-Fock equations are an iterative-refinement method, the inhomogeneous term relies on the previous guess of the wavefunction. In addition, there are numerical complications associated with solving inhomogeneous differential equations. This work uses matrix methods to solve the Hartree-Fock equations as an integro-differential equation. It is well known that a derivative operator can be expressed as a matrix made of finite-difference coefficients; energy eigenvalues and eigenvectors can be obtained by using linear-algebra packages. The integral (exchange part of the Hartree-Fock equation can be approximated as a sum and written as a matrix. The Hartree-Fock equations can be solved as a matrix that is the sum of the differential and integral matrices. We compare calculations using this method against experiment and standard atomic structure calculations. This matrix method can also be used to solve for free-electron wavefunctions, thus improving how the atoms and free electrons interact. This technique is important for spectral line broadening in two ways: it improves the atomic structure calculations, and it improves the motion of the plasma electrons that collide with the atom.
Synthesis of arbitrary Fock states via conditional measurement on beam splitters
International Nuclear Information System (INIS)
Escher, B.M.; Baseia, B.; Avelar, A.T.
2005-01-01
In a previous work [Opt. Commun. 138, 71 (1997)] a scheme was proposed to create traveling fields in the Fock state |2 J >. Here we show how to extend this result to arbitrary Fock states. The procedure combines one-photon states impinging on a sequence of distinct beam splitters, each one associated with a (zero detection) single-photon photodetector, with optimization of the success probability to get the desired state. Advantages and disadvantages of this scheme are discussed
Testing the multi-configuration time-dependent Hartree-Fock method
International Nuclear Information System (INIS)
Zanghellini, Juergen; Kitzler, Markus; Brabec, Thomas; Scrinzi, Armin
2004-01-01
We test the multi-configuration time-dependent Hartree-Fock method as a new approach towards the numerical calculation of dynamical processes in multi-electron systems using the harmonic quantum dot and one-dimensional helium in strong laser pulses as models. We find rapid convergence for quantities such as ground-state population, correlation coefficient and single ionization towards the exact results. The method converges, where the time-dependent Hartree-Fock method fails qualitatively
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
Jacobson generators, Fock representations and statistics of sl(n + 1)
International Nuclear Information System (INIS)
Palev, T.D.; Jeugt, J. van der
2000-10-01
The properties of A-statistics, related to the class of simple Lie algebras sl(n + 1), n is an element of Z + (Palev, T.D.: Preprint JINR E17-10550 (1977); hep-th/9705032), are further investigated. The description of each sl(n + 1) is carried out via generators and their relations (see eq. (2.5)), first introduced by Jacobson. The related Fock spaces W p , p is an element of N, are finite-dimensional irreducible sl(n + 1)-modules. The Pauli principle of the underlying statistics is formulated. In addition the paper contains the following new results: (a) the A-statistics are interpreted as exclusion statistics; (b) within each W p operators B(p) 1 ± ,...,B(p) n ± , proportional to the Jacobson generators, are introduced. It is proved that in an appropriate topology (Definition 2) lim p→∞ B(p) i ± = B i ± , where B i ± are Bose creation and annihilation operators; (c) it is shown that the local statistics of the degenerated hard-core Bose models and of the related Heisenberg spin models is p = I A-statistics. (author)
Multi-configuration Dirac-Hartree-Fock (MCDHF) calculations for Ni XXV
Singh, Narendra; Aggarwal, Sunny
2018-03-01
We present accurate 165 fine-structure energy levels related to the configurations 1s22s2, 1s22p2, 1s2nƖn‧l‧ (n = 2, n‧ = 2, 3, 4, 5, Ɩ = s,p Ɩ‧ = s, p, d, f, g) of Ni XXV which may be useful ion for astrophysical and fusion plasma. For the calculations of energy levels and radiative rates, we have used the multiconfiguration Dirac-Hartree-Fock (MCDHF) method employed in GRASP2K code. 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. The transition wavelengths, transition probabilities, line strengths, and absorption oscillator strengths are reported for electric dipole (E1), electric quadrupole (E2), magnetic dipole (M1), magnetic quadrupole (M2) transitions from the ground state. We have compared our calculated results with available theoretical and experimental data and good agreement is achieved. We predict new energy levels, oscillator strengths, line strengths and transition probabilities, where no other experimental or theoretical results are available. The present complete set of results should be of great help in line identification and the interpretation of spectra, as well as in the modelling and diagnostics of astrophysical and fusion plasmas.
International Nuclear Information System (INIS)
Wellens, Thomas; Shatokhin, Vyacheslav; Buchleitner, Andreas
2004-01-01
We are taught by conventional wisdom that the transmission and detection of signals is hindered by noise. However, during the last two decades, the paradigm of stochastic resonance (SR) proved this assertion wrong: indeed, addition of the appropriate amount of noise can boost a signal and hence facilitate its detection in a noisy environment. Due to its simplicity and robustness, SR has been implemented by mother nature on almost every scale, thus attracting interdisciplinary interest from physicists, geologists, engineers, biologists and medical doctors, who nowadays use it as an instrument for their specific purposes. At the present time, there exist a lot of diversified models of SR. Taking into account the progress achieved in both theoretical understanding and practical application of this phenomenon, we put the focus of the present review not on discussing in depth technical details of different models and approaches but rather on presenting a general and clear physical picture of SR on a pedagogical level. Particular emphasis will be given to the implementation of SR in generic quantum systems-an issue that has received limited attention in earlier review papers on the topic. The major part of our presentation relies on the two-state model of SR (or on simple variants thereof), which is general enough to exhibit the main features of SR and, in fact, covers many (if not most) of the examples of SR published so far. In order to highlight the diversity of the two-state model, we shall discuss several examples from such different fields as condensed matter, nonlinear and quantum optics and biophysics. Finally, we also discuss some situations that go beyond the generic SR scenario but are still characterized by a constructive role of noise
Koopmans' theorem in the Hartree-Fock method. General formulation
Plakhutin, Boris N.
2018-03-01
This work presents a general formulation of Koopmans' theorem (KT) in the Hartree-Fock (HF) method which is applicable to molecular and atomic systems with arbitrary orbital occupancies and total electronic spin including orbitally degenerate (OD) systems. The new formulation is based on the full set of variational conditions imposed upon the HF orbitals by the variational principle for the total energy and the conditions imposed by KT on the orbitals of an ionized electronic shell [B. N. Plakhutin and E. R. Davidson, J. Chem. Phys. 140, 014102 (2014)]. Based on these conditions, a general form of the restricted open-shell HF method is developed, whose eigenvalues (orbital energies) obey KT for the whole energy spectrum. Particular attention is paid to the treatment of OD systems, for which the new method gives a number of unexpected results. For example, the present method gives four different orbital energies for the triply degenerate atomic level 2p in the second row atoms B to F. Based on both KT conditions and a parallel treatment of atoms B to F within a limited configuration interaction approach, we prove that these four orbital energies, each of which is triply degenerate, are related via KT to the energies of different spin-dependent ionization and electron attachment processes (2p)N → (2p ) N ±1. A discussion is also presented of specific limitations of the validity of KT in the HF method which arise in OD systems. The practical applicability of the theory is verified by comparing KT estimates of the ionization potentials I2s and I2p for the second row open-shell atoms Li to F with the relevant experimental data.
BRS invariant stochastic quantization of Einstein gravity
International Nuclear Information System (INIS)
Nakazawa, Naohito.
1989-11-01
We study stochastic quantization of gravity in terms of a BRS invariant canonical operator formalism. By introducing artificially canonical momentum variables for the original field variables, a canonical formulation of stochastic quantization is proposed in the sense that the Fokker-Planck hamiltonian is the generator of the fictitious time translation. Then we show that there exists a nilpotent BRS symmetry in an enlarged phase space of the first-class constrained systems. The phase space is spanned by the dynamical variables, their canonical conjugate momentum variables, Faddeev-Popov ghost and anti-ghost. We apply the general BRS invariant formulation to stochastic quantization of gravity which is described as a second-class constrained system in terms of a pair of Langevin equations coupled with white noises. It is shown that the stochastic action of gravity includes explicitly the De Witt's type superspace metric which leads to a geometrical interpretation of quantum gravity analogous to nonlinear σ-models. (author)
Stochastic Thermodynamics: A Dynamical Systems Approach
Directory of Open Access Journals (Sweden)
Tanmay Rajpurohit
2017-12-01
Full Text Available In this paper, we develop an energy-based, large-scale dynamical system model driven by Markov diffusion processes to present a unified framework for statistical thermodynamics predicated on a stochastic dynamical systems formalism. Specifically, using a stochastic state space formulation, we develop a nonlinear stochastic compartmental dynamical system model characterized by energy conservation laws that is consistent with statistical thermodynamic principles. In particular, we show that the difference between the average supplied system energy and the average stored system energy for our stochastic thermodynamic model is a martingale with respect to the system filtration. In addition, we show that the average stored system energy is equal to the mean energy that can be extracted from the system and the mean energy that can be delivered to the system in order to transfer it from a zero energy level to an arbitrary nonempty subset in the state space over a finite stopping time.
Stochastic Stabilityfor Contracting Lorenz Maps and Flows
Metzger, R. J.
In a previous work [M], we proved the existence of absolutely continuous invariant measures for contracting Lorenz-like maps, and constructed Sinai-Ruelle-Bowen measures f or the flows that generate them. Here, we prove stochastic stability for such one-dimensional maps and use this result to prove that the corresponding flows generating these maps are stochastically stable under small diffusion-type perturbations, even though, as shown by Rovella [Ro], they are persistent only in a measure theoretical sense in a parameter space. For the one-dimensional maps we also prove strong stochastic stability in the sense of Baladi and Viana[BV].
DEFF Research Database (Denmark)
Duun-Henriksen, Anne Katrine; Schmidt, S.; Nørgaard, K.
2013-01-01
extension incorporating exercise effects on insulin and glucose dynamics. Our model is constructed as a stochastic state space model consisting of a set of stochastic differential equations (SDEs). In a stochastic state space model, the residual error is split into random measurement error...
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
Stochastic processes and filtering theory
Jazwinski, Andrew H
1970-01-01
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
Drift-Implicit Multi-Level Monte Carlo Tau-Leap Methods for Stochastic Reaction Networks
Ben Hammouda, Chiheb
2015-01-01
-space and deterministic ones. These stochastic models constitute the theory of stochastic reaction networks (SRNs). Furthermore, in some cases, the dynamics of fast and slow time scales can be well separated and this is characterized by what is called sti
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 ...
The interpolation method of stochastic functions and the stochastic variational principle
International Nuclear Information System (INIS)
Liu Xianbin; Chen Qiu
1993-01-01
Uncertainties have been attaching more importance to increasingly in modern engineering structural design. Viewed on an appropriate scale, the inherent physical attributes (material properties) of many structural systems always exhibit some patterns of random variation in space and time, generally the random variation shows a small parameter fluctuation. For a linear mechanical system, the random variation is modeled as a random one of a linear partial differential operator and, in stochastic finite element method, a random variation of a stiffness matrix. Besides the stochasticity of the structural physical properties, the influences of random loads which always represent themselves as the random boundary conditions bring about much more complexities in structural analysis. Now the stochastic finite element method or the probabilistic finite element method is used to study the structural systems with random physical parameters, whether or not the loads are random. Differing from the general finite element theory, the main difficulty which the stochastic finite element method faces is the inverse operation of stochastic operators and stochastic matrices, since the inverse operators and the inverse matrices are statistically correlated to the random parameters and random loads. So far, many efforts have been made to obtain the reasonably approximate expressions of the inverse operators and inverse matrices, such as Perturbation Method, Neumann Expansion Method, Galerkin Method (in appropriate Hilbert Spaces defined for random functions), Orthogonal Expansion Method. Among these methods, Perturbation Method appear to be the most available. The advantage of these methods is that the fairly accurate response statistics can be obtained under the condition of the finite information of the input. However, the second-order statistics obtained by use of Perturbation Method and Neumann Expansion Method are not always the appropriate ones, because the relevant second
Charge transfer excitations from excited state Hartree-Fock subsequent minimization scheme
International Nuclear Information System (INIS)
Theophilou, Iris; Tassi, M.; Thanos, S.
2014-01-01
Photoinduced charge-transfer processes play a key role for novel photovoltaic phenomena and devices. Thus, the development of ab initio methods that allow for an accurate and computationally inexpensive treatment of charge-transfer excitations is a topic that nowadays attracts a lot of scientific attention. In this paper we extend an approach recently introduced for the description of single and double excitations [M. Tassi, I. Theophilou, and S. Thanos, Int. J. Quantum Chem. 113, 690 (2013); M. Tassi, I. Theophilou, and S. Thanos, J. Chem. Phys. 138, 124107 (2013)] to allow for the description of intermolecular charge-transfer excitations. We describe an excitation where an electron is transferred from a donor system to an acceptor one, keeping the excited state orthogonal to the ground state and avoiding variational collapse. These conditions are achieved by decomposing the space spanned by the Hartree-Fock (HF) ground state orbitals into four subspaces: The subspace spanned by the occupied orbitals that are localized in the region of the donor molecule, the corresponding for the acceptor ones and two more subspaces containing the virtual orbitals that are localized in the neighborhood of the donor and the acceptor, respectively. Next, we create a Slater determinant with a hole in the subspace of occupied orbitals of the donor and a particle in the virtual subspace of the acceptor. Subsequently we optimize both the hole and the particle by minimizing the HF energy functional in the corresponding subspaces. Finally, we test our approach by calculating the lowest charge-transfer excitation energies for a set of tetracyanoethylene-hydrocarbon complexes that have been used earlier as a test set for such kind of excitations
Numerical Analysis for Stochastic Partial Differential Delay Equations with Jumps
Li, Yan; Hu, Junhao
2013-01-01
We investigate the convergence rate of Euler-Maruyama method for a class of stochastic partial differential delay equations driven by both Brownian motion and Poisson point processes. We discretize in space by a Galerkin method and in time by using a stochastic exponential integrator. We generalize some results of Bao et al. (2011) and Jacob et al. (2009) in finite dimensions to a class of stochastic partial differential delay equations with jumps in infinite dimensions.
Renormalization of an abelian gauge theory in stochastic quantization
International Nuclear Information System (INIS)
Chaturvedi, S.; Kapoor, A.K.; Srinivasan, V.
1987-01-01
The renormalization of an abelian gauge field coupled to a complex scalar field is discussed in the stochastic quantization method. The super space formulation of the stochastic quantization method is used to derive the Ward Takahashi identities associated with supersymmetry. These Ward Takahashi identities together with previously derived Ward Takahashi identities associated with gauge invariance are shown to be sufficient to fix all the renormalization constants in terms of scaling of the fields and of the parameters appearing in the stochastic theory. (orig.)
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....
Construction of the Fock Matrix on a Grid-Based Molecular Orbital Basis Using GPGPUs.
Losilla, Sergio A; Watson, Mark A; Aspuru-Guzik, Alán; Sundholm, Dage
2015-05-12
We present a GPGPU implementation of the construction of the Fock matrix in the molecular orbital basis using the fully numerical, grid-based bubbles representation. For a test set of molecules containing up to 90 electrons, the total Hartree-Fock energies obtained from reference GTO-based calculations are reproduced within 10(-4) Eh to 10(-8) Eh for most of the molecules studied. Despite the very large number of arithmetic operations involved, the high performance obtained made the calculations possible on a single Nvidia Tesla K40 GPGPU card.
The total Hartree-Fock energy-eigenvalue sum relationship in atoms
International Nuclear Information System (INIS)
Sen, K.D.
1979-01-01
Using the well known relationships for the isoelectronic changes in the total Hartree-Fock energy, nucleus-electron attraction energy and electron-electron repulsion energy in atoms a simple polynomial expansion in Z is obtained for the sum of the eigenvalues which can be used to calculate the total Hartree-Fock energy. Numerical results are presented for 2-10 electron series to show that the present relationship is a better approximation than the other available energy-eigenvalue relationships. (author)
Instability of the cranked Hartree-Fock-Bogoliubov field in backbending region
International Nuclear Information System (INIS)
Horibata, Takatoshi; Onishi, Naoki.
1982-01-01
The stability condition of the cranked Hartree-Fock-Bogoliubov field is examined explicitly by solving the eigenvalue equation for the second order variation of the energy, which is reduced to an algebraic equation through a coupled dispersion formula. We confirm that the Hartree-Fock-Bogoliubov field is unstable in the backbending region of an irregular rotational band, even though the frequency of the softest random phase approximation mode always has a positive value. We investigate properties of the softest mode in detail. (author)
Double stochastic matrices in quantum mechanics
International Nuclear Information System (INIS)
Louck, J.D.
1997-01-01
The general set of doubly stochastic matrices of order n corresponding to ordinary nonrelativistic quantum mechanical transition probability matrices is given. Lande's discussion of the nonquantal origin of such matrices is noted. Several concrete examples are presented for elementary and composite angular momentum systems with the focus on the unitary symmetry associated with such systems in the spirit of the recent work of Bohr and Ulfbeck. Birkhoff's theorem on doubly stochastic matrices of order n is reformulated in a geometrical language suitable for application to the subset of quantum mechanical doubly stochastic matrices. Specifically, it is shown that the set of points on the unit sphere in cartesian n'-space is subjective with the set of doubly stochastic matrices of order n. The question is raised, but not answered, as to what is the subset of points of this unit sphere that correspond to the quantum mechanical transition probability matrices, and what is the symmetry group of this subset of matrices
Transport stochastic multi-dimensional media
International Nuclear Information System (INIS)
Haran, O.; Shvarts, D.
1996-01-01
Many physical phenomena evolve according to known deterministic rules, but in a stochastic media in which the composition changes in space and time. Examples to such phenomena are heat transfer in turbulent atmosphere with non uniform diffraction coefficients, neutron transfer in boiling coolant of a nuclear reactor and radiation transfer through concrete shields. The results of measurements conducted upon such a media are stochastic by nature, and depend on the specific realization of the media. In the last decade there has been a considerable efforts to describe linear particle transport in one dimensional stochastic media composed of several immiscible materials. However, transport in two or three dimensional stochastic media has been rarely addressed. The important effect in multi-dimensional transport that does not appear in one dimension is the ability to bypass obstacles. The current work is an attempt to quantify this effect. (authors)
Transport stochastic multi-dimensional media
Energy Technology Data Exchange (ETDEWEB)
Haran, O; Shvarts, D [Israel Atomic Energy Commission, Beersheba (Israel). Nuclear Research Center-Negev; Thiberger, R [Ben-Gurion Univ. of the Negev, Beersheba (Israel)
1996-12-01
Many physical phenomena evolve according to known deterministic rules, but in a stochastic media in which the composition changes in space and time. Examples to such phenomena are heat transfer in turbulent atmosphere with non uniform diffraction coefficients, neutron transfer in boiling coolant of a nuclear reactor and radiation transfer through concrete shields. The results of measurements conducted upon such a media are stochastic by nature, and depend on the specific realization of the media. In the last decade there has been a considerable efforts to describe linear particle transport in one dimensional stochastic media composed of several immiscible materials. However, transport in two or three dimensional stochastic media has been rarely addressed. The important effect in multi-dimensional transport that does not appear in one dimension is the ability to bypass obstacles. The current work is an attempt to quantify this effect. (authors).
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.
International Nuclear Information System (INIS)
Neese, Frank; Wennmohs, Frank; Hansen, Andreas; Becker, Ute
2009-01-01
In this paper, the possibility is explored to speed up Hartree-Fock and hybrid density functional calculations by forming the Coulomb and exchange parts of the Fock matrix by different approximations. For the Coulomb part the previously introduced Split-RI-J variant (F. Neese, J. Comput. Chem. 24 (2003) 1740) of the well-known 'density fitting' approximation is used. The exchange part is formed by semi-numerical integration techniques that are closely related to Friesner's pioneering pseudo-spectral approach. Our potentially linear scaling realization of this algorithm is called the 'chain-of-spheres exchange' (COSX). A combination of semi-numerical integration and density fitting is also proposed. Both Split-RI-J and COSX scale very well with the highest angular momentum in the basis sets. It is shown that for extended basis sets speed-ups of up to two orders of magnitude compared to traditional implementations can be obtained in this way. Total energies are reproduced with an average error of <0.3 kcal/mol as determined from extended test calculations with various basis sets on a set of 26 molecules with 20-200 atoms and up to 2000 basis functions. Reaction energies agree to within 0.2 kcal/mol (Hartree-Fock) or 0.05 kcal/mol (hybrid DFT) with the canonical values. The COSX algorithm parallelizes with a speedup of 8.6 observed for 10 processes. Minimum energy geometries differ by less than 0.3 pm in the bond distances and 0.5 deg. in the bond angels from their canonical values. These developments enable highly efficient and accurate self-consistent field calculations including nonlocal Hartree-Fock exchange for large molecules. In combination with the RI-MP2 method and large basis sets, second-order many body perturbation energies can be obtained for medium sized molecules with unprecedented efficiency. The algorithms are implemented into the ORCA electronic structure system
Stochastic Generalized Method of Moments
Yin, Guosheng; Ma, Yanyuan; Liang, Faming; Yuan, Ying
2011-01-01
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.
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.
Stochastic 2-D Navier-Stokes Equation
International Nuclear Information System (INIS)
Menaldi, J.L.; Sritharan, S.S.
2002-01-01
In this paper we prove the existence and uniqueness of strong solutions for the stochastic Navier-Stokes equation in bounded and unbounded domains. These solutions are stochastic analogs of the classical Lions-Prodi solutions to the deterministic Navier-Stokes equation. Local monotonicity of the nonlinearity is exploited to obtain the solutions in a given probability space and this significantly improves the earlier techniques for obtaining strong solutions, which depended on pathwise solutions to the Navier-Stokes martingale problem where the probability space is also obtained as a part of the solution
Elitism and Stochastic Dominance
Bazen, Stephen; Moyes, Patrick
2011-01-01
Stochastic dominance has typically been used with a special emphasis on risk and inequality reduction something captured by the concavity of the utility function in the expected utility model. We claim that the applicability of the stochastic dominance approach goes far beyond risk and inequality measurement provided suitable adpations be made. We apply in the paper the stochastic dominance approach to the measurment of elitism which may be considered the opposite of egalitarianism. While the...
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.
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.
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
Semilinear Kolmogorov Equations and Applications to Stochastic Optimal Control
International Nuclear Information System (INIS)
Masiero, Federica
2005-01-01
Semilinear parabolic differential equations are solved in a mild sense in an infinite-dimensional Hilbert space. Applications to stochastic optimal control problems are studied by solving the associated Hamilton-Jacobi-Bellman equation. These results are applied to some controlled stochastic partial differential equations
International Nuclear Information System (INIS)
Redon, N.; Meyer, J.; Meyer, M.
1989-01-01
An approximate restoration of the particle number symmetry, a la Lipkin-Nogami, is numerically investigated in the context of Constrained Hartree-Fock plus BCS calculations. Its effect is assessed in a variety of physical situations like potential energy landscapes in transitional nuclei, shape isomerism at low spin and fission barriers of actinide nuclei
The positronium and the dipositronium in a Hartree-Fock approximation of quantum electrodynamics
DEFF Research Database (Denmark)
Sok, Jérémy Vithya
2016-01-01
The Bogoliubov-Dirac-Fock (BDF) model is a no-photon approximation of quantum electrodynamics. It allows to study relativistic electrons in interaction with the Dirac sea. A state is fully characterized by its one-body density matrix, an infinite rank non-negative projector. We prove the existence...
Derivation of equation of quasipotential type using the method of Fock-- Podolsky
Energy Technology Data Exchange (ETDEWEB)
Blokhintsev, D I; Rizov, V A; Todorov, I T
1975-12-31
A quasipotential equation is derived for the relativistic Coulomb problem from the equations of motion of quantum electrodynamics using the method of Fock-- Podolsky (Tamm-Dancoff). Relation with an inhomogeneous equation for the 4-point retarded function is exhibited. (auth)
Damping of monopole vibrations in time dependent Hartree-Fock theory
International Nuclear Information System (INIS)
Vautherin, D.; Stringari, S.
1979-01-01
Monopole vibrations in oxygen-16 and calcium-40 have been investigated in time-dependent Hartree-Fock theory. The characteristic damping time obtained is tau approximately 1.5x10 -22 sec. This value is in good agreement with the width of the monopole mode calculated in the random phase approximation
Orbital and total atomic momentum expectation values with Roothaan-Hartree-Fock wave functions
International Nuclear Information System (INIS)
De La Vega, J.M.G.; Miguel, B.
1993-01-01
Orbital and total momentum expectation values are computed using the Roothaan-Hartree-Fock wave functions of Clementi and Roetti. These values are calculated analytically and may be used to study the quality of basis sets. Tabulations for ground and excited states of atoms from Z = 2 to Z = 54 are presented. 23 refs., 1 tab
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)
Extension of Hartree-Fock theory including tensor correlation in nuclear matter
Hu, Jinniu; Toki, Hiroshi; Ogawa, Yoko
2013-10-01
We study the properties of nuclear matter in the extension of Hartree-Fock theory including tensor correlation using a realistic nucleon-nucleon (NN) interaction. The nuclear wave function consists of the Hartree-Fock and two-particle-two-hole (2p-2h) states, following the concept of the tensor-optimized shell model (TOSM) for light nuclei. The short range repulsion and strong tensor force of realistic NN interaction provide high momentum components, which are taken into account in a many-body framework by introducing 2p-2h states. Single particle states are determined by the variational principle of the total energy with respect to 2p-2h amplitudes and Hartree-Fock (HF) single-particle states. The resulting differential equation is almost identical with that of Brueckner-Hartree-Fock (BHF) theory by taking two-body scattering terms only. We calculate the equation of state (EOS) of nuclear matter in this framework with the Bonn potential as a realistic NN interaction. We found similar results to BHF theory with slightly repulsive effects in the total energy. The relativistic effect is discussed for the EOSs of nuclear matter in both non-relativistic and relativistic frameworks. The momentum distribution has large components at high momenta due to 2p-2h excitations. We also obtain the EOSs of pure neutron matter, where the tensor effect is small in the iso-vector channel.
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
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
International Nuclear Information System (INIS)
Dupuis, M.
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
On the Efficiency of Algorithms for Solving Hartree–Fock and Kohn–Sham Response Equations
DEFF Research Database (Denmark)
Kauczor, Joanna; Jørgensen, Poul; Norman, Patrick
2011-01-01
The response equations as occurring in the Hartree–Fock, multiconfigurational self-consistent field, and Kohn–Sham density functional theory have identical matrix structures. The algorithms that are used for solving these equations are discussed, and new algorithms are proposed where trial vectors...
Dirac-Hartree-Fock studies of X-ray transitions in meitnerium
International Nuclear Information System (INIS)
Thierfelder, C.; Schwerdtfeger, P.; Hessberger, F.P.; Hofmann, S.
2008-01-01
The K -shell and L -shell ionizations potentials for 268 109 Mt were calculated at the Dirac-Hartree-Fock level taking into account quantum electrodynamic and finite nuclear-size effects. The K α1 transition energies for different ionization states are accurately predicted and compared with recent experiments in the α -decay of 272 111 Rg. (orig.)
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.
Huntington, Lee M J; Krupička, Martin; Neese, Frank; Izsák, Róbert
2017-11-07
The similarity transformed equation of motion coupled-cluster approach is extended for applications to high-spin open-shell systems, within the unrestricted Hartree-Fock (UHF) formalism. An automatic active space selection scheme has also been implemented such that calculations can be performed in a black-box fashion. It is observed that both the canonical and automatic active space selecting similarity transformed equation of motion (STEOM) approaches perform about as well as the more expensive equation of motion coupled-cluster singles doubles (EOM-CCSD) method for the calculation of the excitation energies of doublet radicals. The automatic active space selecting UHF STEOM approach can therefore be employed as a viable, lower scaling alternative to UHF EOM-CCSD for the calculation of excited states in high-spin open-shell systems.
Huntington, Lee M. J.; Krupička, Martin; Neese, Frank; Izsák, Róbert
2017-11-01
The similarity transformed equation of motion coupled-cluster approach is extended for applications to high-spin open-shell systems, within the unrestricted Hartree-Fock (UHF) formalism. An automatic active space selection scheme has also been implemented such that calculations can be performed in a black-box fashion. It is observed that both the canonical and automatic active space selecting similarity transformed equation of motion (STEOM) approaches perform about as well as the more expensive equation of motion coupled-cluster singles doubles (EOM-CCSD) method for the calculation of the excitation energies of doublet radicals. The automatic active space selecting UHF STEOM approach can therefore be employed as a viable, lower scaling alternative to UHF EOM-CCSD for the calculation of excited states in high-spin open-shell systems.
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...
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...
A heterogeneous stochastic FEM framework for elliptic PDEs
International Nuclear Information System (INIS)
Hou, Thomas Y.; Liu, Pengfei
2015-01-01
We introduce a new concept of sparsity for the stochastic elliptic operator −div(a(x,ω)∇(⋅)), which reflects the compactness of its inverse operator in the stochastic direction and allows for spatially heterogeneous stochastic structure. This new concept of sparsity motivates a heterogeneous stochastic finite element method (HSFEM) framework for linear elliptic equations, which discretizes the equations using the heterogeneous coupling of spatial basis with local stochastic basis to exploit the local stochastic structure of the solution space. We also provide a sampling method to construct the local stochastic basis for this framework using the randomized range finding techniques. The resulting HSFEM involves two stages and suits the multi-query setting: in the offline stage, the local stochastic structure of the solution space is identified; in the online stage, the equation can be efficiently solved for multiple forcing functions. An online error estimation and correction procedure through Monte Carlo sampling is given. Numerical results for several problems with high dimensional stochastic input are presented to demonstrate the efficiency of the HSFEM in the online stage
Stochastic stability and bifurcation in a macroeconomic model
International Nuclear Information System (INIS)
Li Wei; Xu Wei; Zhao Junfeng; Jin Yanfei
2007-01-01
On the basis of the work of Goodwin and Puu, a new business cycle model subject to a stochastically parametric excitation is derived in this paper. At first, we reduce the model to a one-dimensional diffusion process by applying the stochastic averaging method of quasi-nonintegrable Hamiltonian system. Secondly, we utilize the methods of Lyapunov exponent and boundary classification associated with diffusion process respectively to analyze the stochastic stability of the trivial solution of system. The numerical results obtained illustrate that the trivial solution of system must be globally stable if it is locally stable in the state space. Thirdly, we explore the stochastic Hopf bifurcation of the business cycle model according to the qualitative changes in stationary probability density of system response. It is concluded that the stochastic Hopf bifurcation occurs at two critical parametric values. Finally, some explanations are given in a simply way on the potential applications of stochastic stability and bifurcation analysis
American option pricing with stochastic volatility processes
Directory of Open Access Journals (Sweden)
Ping LI
2017-12-01
Full Text Available In order to solve the problem of option pricing more perfectly, the option pricing problem with Heston stochastic volatility model is considered. The optimal implementation boundary of American option and the conditions for its early execution are analyzed and discussed. In view of the fact that there is no analytical American option pricing formula, through the space discretization parameters, the stochastic partial differential equation satisfied by American options with Heston stochastic volatility is transformed into the corresponding differential equations, and then using high order compact finite difference method, numerical solutions are obtained for the option price. The numerical experiments are carried out to verify the theoretical results and simulation. The two kinds of optimal exercise boundaries under the conditions of the constant volatility and the stochastic volatility are compared, and the results show that the optimal exercise boundary also has stochastic volatility. Under the setting of parameters, the behavior and the nature of volatility are analyzed, the volatility curve is simulated, the calculation results of high order compact difference method are compared, and the numerical option solution is obtained, so that the method is verified. The research result provides reference for solving the problems of option pricing under stochastic volatility such as multiple underlying asset option pricing and barrier option pricing.
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...
Multiple fields in stochastic inflation
Energy Technology Data Exchange (ETDEWEB)
Assadullahi, Hooshyar [Institute of Cosmology & Gravitation, University of Portsmouth,Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom); Firouzjahi, Hassan [School of Astronomy, Institute for Research in Fundamental Sciences (IPM),P.O. Box 19395-5531, Tehran (Iran, Islamic Republic of); Noorbala, Mahdiyar [Department of Physics, University of Tehran,P.O. Box 14395-547, Tehran (Iran, Islamic Republic of); School of Astronomy, Institute for Research in Fundamental Sciences (IPM),P.O. Box 19395-5531, Tehran (Iran, Islamic Republic of); Vennin, Vincent; Wands, David [Institute of Cosmology & Gravitation, University of Portsmouth,Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom)
2016-06-24
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 numbers of e-folds can be used to calculate the distribution of primordial density perturbations in the stochastic-δN formalism.
Stochastic cooling in muon colliders
International Nuclear Information System (INIS)
Barletta, W.A.; Sessler, A.M.
1993-09-01
Analysis of muon production techniques for high energy colliders indicates the need for rapid and effective beam cooling in order that one achieve luminosities > 10 30 cm -2 s -1 as required for high energy physics experiments. This paper considers stochastic cooling to increase the phase space density of the muons in the collider. Even at muon energies greater than 100 GeV, the number of muons per bunch must be limited to ∼10 3 for the cooling rate to be less than the muon lifetime. With such a small number of muons per bunch, the final beam emittance implied by the luminosity requirement is well below the thermodynamic limit for beam electronics at practical temperatures. Rapid bunch stacking after the cooling process can raise the number of muons per bunch to a level consistent with both the luminosity goals and with practical temperatures for the stochastic cooling electronics. A major advantage of our stochastic cooling/stacking scheme over scenarios that employ only ionization cooling is that the power on the production target can be reduced below 1 MW
Stochastic analytic regularization
International Nuclear Information System (INIS)
Alfaro, J.
1984-07-01
Stochastic regularization is reexamined, pointing out a restriction on its use due to a new type of divergence which is not present in the unregulated theory. Furthermore, we introduce a new form of stochastic regularization which permits the use of a minimal subtraction scheme to define the renormalized Green functions. (author)
Instantaneous stochastic perturbation theory
International Nuclear Information System (INIS)
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.
Gottwald, G.A.; Crommelin, D.T.; Franzke, C.L.E.; Franzke, C.L.E.; O'Kane, T.J.
2017-01-01
In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations contain a Markov term, a memory term and a term suggestive of
Meyer, Joerg M.
2018-01-01
The contrary of stochastic independence splits up into two cases: pairs of events being favourable or being unfavourable. Examples show that both notions have quite unexpected properties, some of them being opposite to intuition. For example, transitivity does not hold. Stochastic dependence is also useful to explain cases of Simpson's paradox.
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...
Excited states in stochastic electrodynamics
International Nuclear Information System (INIS)
Franca, H.M.; Marshall, T.W.
1987-12-01
It is shown that the set of Wigner functions associated with the excited states of the harmonic oscillator constitute a complete set of functions over the phase space. An arbitraty distribution can be expanded in terms of these Wigner functions. By studying the time evolution, according to Stochastic Electrodynamics, of the expansion coefficients, becomes feasible to separate explicity the contributionsof the radiative reaction and the vaccuum field to the Einsten. A coefficients for this system. A simple semiclassical explanation of the Weisskopf-Heitler phenomenon in resonance fluorescence is also supplied. (author) [pt
Compositional Modelling of Stochastic Hybrid Systems
Strubbe, S.N.
2005-01-01
In this thesis we present a modelling framework for compositional modelling of stochastic hybrid systems. Hybrid systems consist of a combination of continuous and discrete dynamics. The state space of a hybrid system is hybrid in the sense that it consists of a continuous component and a discrete
Distributed evaluation of stochastic Petri nets
Bell, A.; Buchholz, Peter; Lehnert, Ralf; Pioro, Micha
2004-01-01
In this paper we present on the distributed performance evaluation and model checking of systems specified by stochastic Petri nets. The approaches discussed rely on an explicit state-space generation and target at the usage of clusters of workstations. We present results for systems with several
Constraints, BRST-Cohomology and stochastic quantization
International Nuclear Information System (INIS)
Hueffel, H.
1989-01-01
After presenting a pedagogical introduction to the Becchi-Rouet-Stora-formalism we introduce stochastic quantization in extended configuration space. The appearance of a specific projection operator and its relationship to the BRST-cohomology is pointed out. 20 refs. (Author)
International Nuclear Information System (INIS)
Baldin, A.M.
1999-01-01
The development of the gauge symmetry has resulted in a complete determination of the Lagrangians for electromagnetic, weak, strong and gravitational interactions and has created illusions about the construction of 'the theory of everything'. However, in just the same way as in classical physics, it became clear that the deductive obtaining of solutions (laws of Nature) is based not only on the principle of the Lagrangian symmetry. To find unambiguously solutions some additional conditions are needed without which the solutions of the Lagrange equations are ambiguous. The additional conditions such as hypotheses about the integral symmetries of solutions, the boundary and initial conditions, the constants entering Lagrangians, and so on are essential so that in a number of cases it is possible to construct models (solutions, laws of Nature) without the recourse to the Lagrange method. An example of using such an approach in one of the rapidly developing domains of modern physics, namely relativistic nuclear physics, is given. An exact mathematical language of the gauge symmetry is the differential geometry and that of the additional conditions in the topology, the parameter space properties as a whole. In the present paper the fundamental contribution of V.A. Fock to the development of the concept of space, the primary concept of physics, is given
The Faddeev equation and essential spectrum of a Hamiltonian in Fock space
International Nuclear Information System (INIS)
Muminov, M.I.; Rasulov, T.H.
2008-05-01
A model operator H associated to a quantum system with non conserved number of particles is studied. The Faddeev type system of equation for eigenvectors of H is constructed. The essential spectrum of H is described by the spectrum of the channel operator. (author)
Theoretical description of electron–phonon Fock space for gapless and gapped nanowires
International Nuclear Information System (INIS)
Shariati, Ashrafalsadat; Rabani, Hassan; Mardaani, Mohammad
2017-01-01
We study the effect of electron–phonon (e–ph) interaction on the elastic and inelastic electronic transport of a nanowire connected to two simple rigid leads within the tight-binding and harmonic approximations. The model is constructed using Green’s function and multi-channel techniques, taking into account the local and nonlocal e–ph interactions. Then, we examine the model for the gapless (simple chain) and gapped (PA-like nanowire) systems. The results show that the tunneling conductance is improved by the e–ph interaction in both local and nonlocal regimes, while for the resonance conductance, the coherent part mainly decreases and the incoherent part increases. At the corresponding energies which depend on the phonon frequency, two dips in the elastic and two peaks in the inelastic conductance spectra appear. The reason is the absorption of the phonon by the electron in transition into inelastic channels. (paper)
Fock-space multi-reference coupled-cluster response with the effect ...
Indian Academy of Sciences (India)
of the doublet SF and ClO radicals is useful due to their importance in atmospheric chemistry. The dipole ... contributes to the energy from fourth order onwards. ... variation approach (CVA), involves construction of a ... method was first formulated within the CCSD approxi- ... In this paper, we will analyse the effect and impor-.
Böhm, Karl-Heinz; Auer, Alexander A; Espig, Mike
2016-06-28
In this proof-of-principle study, we apply tensor decomposition techniques to the Full Configuration Interaction (FCI) wavefunction in order to approximate the wavefunction parameters efficiently and to reduce the overall computational effort. For this purpose, the wavefunction ansatz is formulated in an occupation number vector representation that ensures antisymmetry. If the canonical product format tensor decomposition is then applied, the Hamiltonian and the wavefunction can be cast into a multilinear product form. As a consequence, the number of wavefunction parameters does not scale to the power of the number of particles (or orbitals) but depends on the rank of the approximation and linearly on the number of particles. The degree of approximation can be controlled by a single threshold for the rank reduction procedure required in the algorithm. We demonstrate that using this approximation, the FCI Hamiltonian matrix can be stored with N(5) scaling. The error of the approximation that is introduced is below Millihartree for a threshold of ϵ = 10(-4) and no convergence problems are observed solving the FCI equations iteratively in the new format. While promising conceptually, all effort of the algorithm is shifted to the required rank reduction procedure after the contraction of the Hamiltonian with the coefficient tensor. At the current state, this crucial step is the bottleneck of our approach and even for an optimistic estimate, the algorithm scales beyond N(10) and future work has to be directed towards reduction-free algorithms.
Energy Technology Data Exchange (ETDEWEB)
Stenger, Drake C., E-mail: drake.stenger@ars.usda.gov [USDA, Agricultural Research Service, San Joaquin Valley Agricultural Sciences Center, 9611 South Riverbend Ave., Parlier, CA 93648-9757 (United States); Krugner, Rodrigo [USDA, Agricultural Research Service, San Joaquin Valley Agricultural Sciences Center, 9611 South Riverbend Ave., Parlier, CA 93648-9757 (United States); Nouri, Shahideh; Ferriol, Inmaculada; Falk, Bryce W. [Department of Plant Pathology, University of California, Davis, CA 95616 (United States); Sisterson, Mark S. [USDA, Agricultural Research Service, San Joaquin Valley Agricultural Sciences Center, 9611 South Riverbend Ave., Parlier, CA 93648-9757 (United States)
2016-11-15
Population structure of Homalodisca coagulata Virus-1 (HoCV-1) among and within field-collected insects sampled from a single point in space and time was examined. Polymorphism in complete consensus sequences among single-insect isolates was dominated by synonymous substitutions. The mutant spectrum of the C2 helicase region within each single-insect isolate was unique and dominated by nonsynonymous singletons. Bootstrapping was used to correct the within-isolate nonsynonymous:synonymous arithmetic ratio (N:S) for RT-PCR error, yielding an N:S value ~one log-unit greater than that of consensus sequences. Probability of all possible single-base substitutions for the C2 region predicted N:S values within 95% confidence limits of the corrected within-isolate N:S when the only constraint imposed was viral polymerase error bias for transitions over transversions. These results indicate that bottlenecks coupled with strong negative/purifying selection drive consensus sequences toward neutral sequence space, and that most polymorphism within single-insect isolates is composed of newly-minted mutations sampled prior to selection. -- Highlights: •Sampling protocol minimized differential selection/history among isolates. •Polymorphism among consensus sequences dominated by negative/purifying selection. •Within-isolate N:S ratio corrected for RT-PCR error by bootstrapping. •Within-isolate mutant spectrum dominated by new mutations yet to undergo selection.
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
Remarks on stochastic acceleration
International Nuclear Information System (INIS)
Graeff, P.
1982-12-01
Stochastic acceleration and turbulent diffusion are strong turbulence problems since no expansion parameter exists. Hence the problem of finding rigorous results is of major interest both for checking approximations and for reference models. Since we have found a way of constructing such models in the turbulent diffusion case the question of the extension to stochastic acceleration now arises. The paper offers some possibilities illustrated by the case of 'stochastic free fall' which may be particularly interesting in the context of linear response theory. (orig.)
Relativistic many-body perturbation-theory calculations based on Dirac-Fock-Breit wave functions
International Nuclear Information System (INIS)
Ishikawa, Y.; Quiney, H.M.
1993-01-01
A relativistic many-body perturbation theory based on the Dirac-Fock-Breit wave functions has been developed and implemented by employing analytic basis sets of Gaussian-type functions. The instantaneous Coulomb and low-frequency Breit interactions are treated using a unified formalism in both the construction of the Dirac-Fock-Breit self-consistent-field atomic potential and in the evaluation of many-body perturbation-theory diagrams. The relativistic many-body perturbation-theory calculations have been performed on the helium atom and ions of the helium isoelectronic sequence up to Z=50. The contribution of the low-frequency Breit interaction to the relativistic correlation energy is examined for the helium isoelectronic sequence
Teleportation of displaced Fock states: Fidelity and their teleported photon number distributions
Energy Technology Data Exchange (ETDEWEB)
Quintero, William; Ladera, Celso L, E-mail: clladera@usb.ve [Departamento de Fisica, Universidad Simon BolIvar, Apdo. 89000, Caracas 1086 (Venezuela, Bolivarian Republic of)
2011-01-01
We consider the teleportation of displaced Fock states which are highly non-classical states of the quantized electromagnetic field which have a set of remarkable quantum properties that include the peculiar oscillations of their photon number distributions. We use the transfer operator formalism to show that the quantum teleportation of a DFS renders a finite superposition of orthonormal DFS's and find its explicit mathematical expression in terms of the compression parameter of the correlated EPR states of the quantum channel. The expression for a teleported Fock state is also derived as a particular case of DFS's teleportation. We finally apply these results to study the fidelity of the teleportation of DFS's and the teleportation of their photon number statistics.
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.
Teleportation of displaced Fock states: Fidelity and their teleported photon number distributions
International Nuclear Information System (INIS)
Quintero, William; Ladera, Celso L
2011-01-01
We consider the teleportation of displaced Fock states which are highly non-classical states of the quantized electromagnetic field which have a set of remarkable quantum properties that include the peculiar oscillations of their photon number distributions. We use the transfer operator formalism to show that the quantum teleportation of a DFS renders a finite superposition of orthonormal DFS's and find its explicit mathematical expression in terms of the compression parameter of the correlated EPR states of the quantum channel. The expression for a teleported Fock state is also derived as a particular case of DFS's teleportation. We finally apply these results to study the fidelity of the teleportation of DFS's and the teleportation of their photon number statistics.
The light-cone Fock state expansion and hadron physics phenomenology
International Nuclear Information System (INIS)
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
An adiabatic time-dependent Hartree-Fock theory of collective motion in finite systems
International Nuclear Information System (INIS)
Baranger, M.; Veneroni, M.
1977-11-01
It is shown how to derive the parameters of a phenomenological collective model from a microscopic theory. The microscopic theory is Hartree-Fock, and one starts from the time-dependent Hartree-Fock equation. To this, the adiabatic approximation is added, and the energy in powers of an adiabatic parameter is expanded, which results in a collective kinetic energy quadratic in the velocities, with coefficients depending on the coordinates, as in the phenomenological models. The adiabatic equations of motion are derived in different ways and their analogy with classical mechanics is stressed. The role of the adiabatic hypothesis and its range of validity, are analyzed in detail. It assumes slow motion, but not small amplitude, and is therefore suitable for large-amplitude collective motion. The RPA is obtained as the limiting case where the amplitude is also small. The translational mass is correctly given and the moment of inertia under rotation is that of Thouless and Valatin
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.
Unitary evolution and uniqueness of the Fock quantization in flat cosmologies
International Nuclear Information System (INIS)
Marugán, G A Mena; Błas, D Martín-de; Gomar, L Castelló
2013-01-01
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. The proof is generalizable to any compact spatial topology in three or less dimensions, though we focus on the case of the three-torus owing to the especially relevant implications.
A uniqueness criterion for the Fock quantization of scalar fields with time-dependent mass
International Nuclear Information System (INIS)
Cortez, Jeronimo; Mena Marugan, Guillermo A; Olmedo, Javier; Velhinho, Jose M
2011-01-01
A major problem in the quantization of fields in curved spacetimes is the ambiguity in the choice of a Fock representation for the canonical commutation relations. There exists infinite number of choices leading to different physical predictions. In stationary scenarios, a common strategy is to select a vacuum (or a family of unitarily equivalent vacua) by requiring invariance under the spacetime symmetries. When stationarity is lost, a natural generalization consists in replacing time invariance by unitarity in the evolution. We prove that when the spatial sections are compact, the criterion of a unitary dynamics, together with the invariance under the spatial isometries, suffices to select a unique family of Fock quantizations for a scalar field with time-dependent mass. (fast track communication)
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.
Introduction to stochastic calculus
Karandikar, Rajeeva L
2018-01-01
This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly address continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier–Pellumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level stud...
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.
Relativistic description of nuclear systems in the Hartree-Fock approximation
International Nuclear Information System (INIS)
Bouyssy, A.; Mathiot, J.F.; Nguyen Van Giai; Marcos, S.
1986-03-01
The structure of infinite nuclear matter and finite nuclei is studied in the framework of the relativistic Hartree-Fock approximation. A particular attention is paid to the contribution of isovector mesons. (π,p). A satisfactory description of binding energies and densities can be obtained for light as well as heavy nuclei. The spin-orbit splittings are well reproduced. Connections with non-relativistic formulations are also discussed
An introduction to the adiabatic time-dependent Hartree-Fock method
International Nuclear Information System (INIS)
Giannoni, M.J.
1984-05-01
The aim of the adiabatic time-dependent Hartree-Fock method is to investigate the microscopic foundations of the phenomenological collective models. We briefly review the general formulation, which consists in deriving a Bohr-like Hamiltonian from a mean field theory, and discuss the limiting case where only a few collective variables participate to the motion. Some applications to soft nuclei and heavy ion collisions are presented
Coupled Hartree-Fock calculation of {sup 13} C shielding tensors in acetylene clusters
Energy Technology Data Exchange (ETDEWEB)
Craw, John Simon; Nascimento, Marco Antonio Chaer [Universidade Federal, Rio de Janeiro, RJ (Brazil). Inst. de Quimica
1992-12-31
The coupled Hartree Fock method has been used to calculate ab-initio carbon magnetic shielding tensors for small clusters of acetylene molecules. The chemical shift increases from the monomer to the dimer and trimer. This is mainly due increased diamagnetism, which is imperfectly cancelled by increased paramagnetism due to loss of axial symmetry. Anisotropic effects are shown to be small in both the dimer the and trimer. (author) 21 refs., 2 tabs.
A constrained Hartree-Fock-Bogoliubov equation derived from the double variational method
International Nuclear Information System (INIS)
Onishi, Naoki; Horibata, Takatoshi.
1980-01-01
The double variational method is applied to the intrinsic state of the generalized BCS wave function. A constrained Hartree-Fock-Bogoliubov equation is derived explicitly in the form of an eigenvalue equation. A method of obtaining approximate overlap and energy overlap integrals is proposed. This will help development of numerical calculations of the angular momentum projection method, especially for general intrinsic wave functions without any symmetry restrictions. (author)
Positron and electron energy bands in several ionic crystals using restricted Hartree-Fock method
Kunz, A. B.; Waber, J. T.
1981-08-01
Using a restricted Hartree-Fock formalism and suitably localized and symmetrized wave functions, both the positron and electron energy bands were calculated for NaF, MgO and NiO. The lowest positron state at Γ 1 lies above the vacuum level and negative work functions are predicted. Positron annihilation rates were calculated and found to be in good agreement with measured lifetimes.
Hartree-Fock energies of the doubly excited states of the boron isoelectronic sequence
International Nuclear Information System (INIS)
El-Sherbini, T.M.; Mansour, H.M.; Farrag, A.A.; Rahman, A.A.
1985-08-01
Hartree-Fock energies of the 1s 2 2s 2p ns( 4 P), 1s 2 2s 2p np ( 4 P, 4 D) and 1s 2 2s 2p nd ( 4 P, 4 D); n=3-6 states in the boron isoelectronic sequence are reported. The results show a fairly good agreement with the experimental data of Bromander for O IV. (author)
Ground-state properties of axially deformed Sr isotopes in Skyrme-Hartree-Fock-Bogolyubov method
International Nuclear Information System (INIS)
Yilmaz, A.H.; Bayram, T.; Demirci, M.; Engin, B.; Bayram, T.
2010-01-01
Binding energies, the mean-square nuclear radii, neutron radii, quadrupole moments and deformation parameters to axially deformed Strontium isotopes were evaluated using Hartree-Fock-Bogolyubov method. Shape coexistence was also discussed. The results were compared with experimental data and some estimates obtained within some nuclear models. The calculations were performed for SIy4 set of Skyrme forces and for wide range of the neutron numbers of Sr isotopes
Stochastic Subspace Modelling of Turbulence
DEFF Research Database (Denmark)
Sichani, Mahdi Teimouri; Pedersen, B. J.; Nielsen, Søren R.K.
2009-01-01
positive definite cross-spectral density matrix a frequency response matrix is constructed which determines the turbulence vector as a linear filtration of Gaussian white noise. Finally, an accurate state space modelling method is proposed which allows selection of an appropriate model order......, and estimation of a state space model for the vector turbulence process incorporating its phase spectrum in one stage, and its results are compared with a conventional ARMA modelling method.......Turbulence of the incoming wind field is of paramount importance to the dynamic response of civil engineering structures. Hence reliable stochastic models of the turbulence should be available from which time series can be generated for dynamic response and structural safety analysis. In the paper...
Stochastic quantum mechanics and quantum spacetime
International Nuclear Information System (INIS)
Prugovecki, E.
1984-01-01
This monograph's principal intent is to provide a systematic and self-contained introduction to an alternative unification of relativity with quantum theory based on stochastic phase spaces and stochastic geometries, and presented at a level accessible to graduate students in theoretical and mathematical physics as well as to professional physicists and mathematicians. The proposed framework for unification embraces classical as well as quantum theories by implementing an epistemic idea first put forth by M. Born, namely that all physical theories should be formulated in terms of stochastic rather than deterministic values for measurable quantities. The framework gives rise to a whole range of yet unresearched problems, whose solutions are bound to shed some light on the relationship between relativity and quantum theories of the most fundamental physical and mathematical levels. (Auth.)
International Nuclear Information System (INIS)
Almbladh, C.-O.; Ekenberg, U.; Pedroza, A.C.
1983-01-01
The authors compare the electron densities and Hartree potentials in the local density and the Hartree-Fock approximations to the corresponding quantities obtained from more accurate correlated wavefunctions. The comparison is made for a number of two-electron atoms, Li, and for Be. The Hartree-Fock approximation is more accurate than the local density approximation within the 1s shell and for the spin polarization in Li, while the local density approximation is slightly better than the Hartree-Fock approximation for charge densities in the 2s shell. The inaccuracy of the Hartree-Fock and local density approximations to the Hartree potential is substantially smaller than the inaccuracy of the local density approximation to the ground-state exchange-correlation potential. (Auth.)
Approximating Preemptive Stochastic Scheduling
Megow Nicole; Vredeveld Tjark
2009-01-01
We present constant approximative policies for preemptive stochastic scheduling. We derive policies with a guaranteed performance ratio of 2 for scheduling jobs with release dates on identical parallel machines subject to minimizing the sum of weighted completion times. Our policies as well as their analysis apply also to the recently introduced more general model of stochastic online scheduling. The performance guarantee we give matches the best result known for the corresponding determinist...
The stochastic goodwill problem
Marinelli, Carlo
2003-01-01
Stochastic control problems related to optimal advertising under uncertainty are considered. In particular, we determine the optimal strategies for the problem of maximizing the utility of goodwill at launch time and minimizing the disutility of a stream of advertising costs that extends until the launch time for some classes of stochastic perturbations of the classical Nerlove-Arrow dynamics. We also consider some generalizations such as problems with constrained budget and with discretionar...
International Nuclear Information System (INIS)
Hueffel, H.
1990-01-01
After a brief review of the BRST formalism and of the Parisi-Wu stochastic quantization method we introduce the BRST stochastic quantization scheme. It allows the second quantization of constrained Hamiltonian systems in a manifestly gauge symmetry preserving way. The examples of the relativistic particle, the spinning particle and the bosonic string are worked out in detail. The paper is closed by a discussion on the interacting field theory associated to the relativistic point particle system. 58 refs. (Author)
Constant resolution of time-dependent Hartree--Fock phase ambiguity
International Nuclear Information System (INIS)
Lichtner, P.C.; Griffin, J.J.; Schultheis, H.; Schultheis, R.; Volkov, A.B.
1978-01-01
The customary time-dependent Hartree--Fock problem is shown to be ambiguous up to an arbitrary function of time additive to H/sub HF/, and, consequently, up to an arbitrary time-dependent phase for the solution, PHI(t). The ''constant'' (H)'' phase is proposed as the best resolution of this ambiguity. It leads to the following attractive features: (a) the time-dependent Hartree--Fock (TDHF) Hamiltonian, H/sub HF/, becomes a quantity whose expectation value is equal to the average energy and, hence, constant in time; (b) eigenstates described exactly by determinants, have time-dependent Hartree--Fock solutions identical with the exact time-dependent solutions; (c) among all possible TDHF solutions this choice minimizes the norm of the quantity (H--i dirac constant delta/delta t) operating on the ket PHI, and guarantees optimal time evolution over an infinitesimal period; (d) this choice corresponds both to the stationary value of the absolute difference between (H) and (i dirac constant delta/delta t) and simultaneously to its absolute minimal value with respect to choice of the time-dependent phase. The source of the ambiguity is discussed. It lies in the time-dependent generalization of the freedom to transform unitarily among the single-particle states of a determinant at the (physically irrelevant for stationary states) cost of altering only a factor of unit magnitude
International Nuclear Information System (INIS)
Seddigi, Z.S.
2004-01-01
We found interesting results regarding some thermodynamical parameters (Delta H, Delta G and Delta S of the MTG Reaction and FTIR Spectra of methanol and dimethylether, using the Hartree-Fock method and Density Functional Theory (DFT) calculations at different computational levels. It is the aim of this paper to highlight these results. The GAUSSIAN 98 program was used to carry out the LCAO-MO-SCF calculations at the following levels: RHF/3-21g, RHF/6-31g and DFT/B3LYP/d95**. Calculations at the restricted Hartree-Fock levels (FHR/3-22 g and RHF/6-31g) were performed since they are expensive as other levels (DFT/B3LYP/d95**. In case of the HF method, working with larger basis set (6-31g) has improved the values slightly, which is as expected. We have noticed that performing calculations at higher levels (DFT/B3LY/D95**) than the Hartree-Fock method does not dramatically improve the situation. Indeed RHF is a reasonable approximation for many single gas phase molecular calculations. HF calculations at relatively small basis sets are adequate. The theoretical vibrational spectra of both methanol and dimethylether were compared with experimental results. (author)
A unique Fock quantization for fields in non-stationary spacetimes
International Nuclear Information System (INIS)
Cortez, Jerónimo; Marugán, Guillermo A. Mena; Olmedo, Javier; Velhinho, José M.
2010-01-01
In curved spacetimes, the lack of criteria for the construction of a unique quantization is a fundamental problem undermining the significance of the predictions of quantum field theory. Inequivalent quantizations lead to different physics. Recently, however, some uniqueness results have been obtained for fields in non-stationary settings. In particular, for vacua that are invariant under the background symmetries, a unitary implementation of the classical evolution suffices to pick up a unique Fock quantization in the case of Klein-Gordon fields with time-dependent mass, propagating in a static spacetime whose spatial sections are three-spheres. In fact, the field equation can be reinterpreted as describing the propagation in a Friedmann-Robertson-Walker spacetime after a suitable scaling of the field by a function of time. For this class of fields, we prove here an even stronger result about the Fock quantization: the uniqueness persists when one allows for linear time-dependent transformations of the field in order to account for a scaling by background functions. In total, paying attention to the dynamics, there exists a preferred choice of quantum field, and only one SO(4)-invariant Fock representation for it that respects the standard probabilistic interpretation along the evolution. The result has relevant implications e.g. in cosmology
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.
International Nuclear Information System (INIS)
Amusa, A.
1983-03-01
Different Hamiltonians and their corresponding rotationally degenerate intrinsic counterparts are employed in the study of 18 O nucleus under the normal Hartree-Fock, as well as under six other Hartree-Fock type variational calculation schemes. The results are compared and then assessed in the light of their closeness or otherwise to the full 1s-0d basis shell model calculations for this nucleus. The use of these schemes for other shells is also considered. (author)
Relativistic Dirac-Fock and many-body perturbation calculations on He, He-like ions, Ne, and Ar
International Nuclear Information System (INIS)
Ishikawa, Y.
1990-01-01
Relativistic Dirac-Fock and diagrammatic many-body perturbation-theory calculations have been performed on He, several He-like ions, Ne, and Ar. The no-pair Dirac-Coulomb Hamiltonian is taken as the starting point. A solution of the Dirac-Fock equations is obtained by analytic expansion in basis sets of Gaussian-type functions. Many-body perturbation improvements of Coulomb correlation are done to third order
Stochastic growth of localized plasma waves
International Nuclear Information System (INIS)
Robinson, P.A.; Cairns, Iver H.
2001-01-01
Localized bursty plasma waves are detected by spacecraft in many space plasmas. The large spatiotemporal scales involved imply that beam and other instabilities relax to marginal stability and that mean wave energies are low. Stochastic wave growth occurs when ambient fluctuations perturb the system, causing fluctuations about marginal stability. This yields regions where growth is enhanced and others where damping is increased; bursts are associated with enhanced growth and can occur even when the mean growth rate is negative. In stochastic growth, energy loss from the source is suppressed relative to secular growth, preserving it far longer than otherwise possible. Linear stochastic growth can operate at wave levels below thresholds of nonlinear wave-clumping mechanisms such as strong-turbulence modulational instability and is not subject to their coherence and wavelength limits. These mechanisms can be distinguished by statistics of the fields, whose strengths are lognormally distributed if stochastically growing and power-law distributed in strong turbulence. Recent applications of stochastic growth theory (SGT) are described, involving bursty plasma waves and unstable particle distributions in type III solar radio sources, the Earth's foreshock, magnetosheath, and polar cap regions. It is shown that when combined with wave-wave processes, SGT also accounts for associated radio emissions
The Dirac equation in the Lobachevsky space-time
International Nuclear Information System (INIS)
Paramonov, D.V.; Paramonova, N.N.; Shavokhina, N.S.
2000-01-01
The product of the Lobachevsky space and the time axis is termed the Lobachevsky space-time. The Lobachevsky space is considered as a hyperboloid's sheet in the four-dimensional pseudo-Euclidean space. The Dirac-Fock-Ivanenko equation is reduced to the Dirac equation in two special forms by passing from Lame basis in the Lobachevsky space to the Cartesian basis in the enveloping pseudo-Euclidean space
Path to Stochastic Stability: Comparative Analysis of Stochastic Learning Dynamics in Games
Jaleel, Hassan
2018-04-08
Stochastic stability is a popular solution concept for stochastic learning dynamics in games. However, a critical limitation of this solution concept is its inability to distinguish between different learning rules that lead to the same steady-state behavior. We address this limitation for the first time and develop a framework for the comparative analysis of stochastic learning dynamics with different update rules but same steady-state behavior. We present the framework in the context of two learning dynamics: Log-Linear Learning (LLL) and Metropolis Learning (ML). Although both of these dynamics have the same stochastically stable states, LLL and ML correspond to different behavioral models for decision making. Moreover, we demonstrate through an example setup of sensor coverage game that for each of these dynamics, the paths to stochastically stable states exhibit distinctive behaviors. Therefore, we propose multiple criteria to analyze and quantify the differences in the short and medium run behavior of stochastic learning dynamics. We derive and compare upper bounds on the expected hitting time to the set of Nash equilibria for both LLL and ML. For the medium to long-run behavior, we identify a set of tools from the theory of perturbed Markov chains that result in a hierarchical decomposition of the state space into collections of states called cycles. We compare LLL and ML based on the proposed criteria and develop invaluable insights into the comparative behavior of the two dynamics.
The Long Time Behavior of a Stochastic Logistic Model with Infinite Delay and Impulsive Perturbation
Lu, Chun; Wu, Kaining
2016-01-01
This paper considers a stochastic logistic model with infinite delay and impulsive perturbation. Firstly, with the space $C_{g}$ as phase space, the definition of solution to a stochastic functional differential equation with infinite delay and impulsive perturbation is established. According to this definition, we show that our model has an unique global positive solution. Then we establish the sufficient and necessary conditions for extinction and stochastic permanence of the...
International Nuclear Information System (INIS)
Haran, O.; Shvarts, D.; Thieberger, R.
1998-01-01
Classical transport of neutral particles in a binary, scattering, stochastic media is discussed. It is assumed that the cross-sections of the constituent materials and their volume fractions are known. The inner structure of the media is stochastic, but there exist a statistical knowledge about the lump sizes, shapes and arrangement. The transmission through the composite media depends on the specific heterogeneous realization of the media. The current research focuses on the averaged transmission through an ensemble of realizations, frm which an effective cross-section for the media can be derived. The problem of one dimensional transport in stochastic media has been studied extensively [1]. In the one dimensional description of the problem, particles are transported along a line populated with alternating material segments of random lengths. The current work discusses transport in two-dimensional stochastic media. The phenomenon that is unique to the multi-dimensional description of the problem is obstacle bypassing. Obstacle bypassing tends to reduce the opacity of the media, thereby reducing its effective cross-section. The importance of this phenomenon depends on the manner in which the obstacles are arranged in the media. Results of transport simulations in multi-dimensional stochastic media are presented. Effective cross-sections derived from the simulations are compared against those obtained for the one-dimensional problem, and against those obtained from effective multi-dimensional models, which are partially based on a Markovian assumption
International Nuclear Information System (INIS)
Ding Chaoliang; Lue Baida; Pan Liuzhan
2009-01-01
The unified theory of coherence and polarization proposed by Wolf is extended from stochastic stationary electromagnetic beams to stochastic spatially and spectrally partially coherent electromagnetic pulsed beams. Taking the stochastic electromagnetic Gaussian Schell-model pulsed (GSMP) beam as a typical example of stochastic spatially and spectrally partially coherent electromagnetic pulsed beams, the expressions for the spectral density, spectral degree of polarization and spectral degree of coherence of stochastic electromagnetic GSMP beams propagating in free space are derived. Some special cases are analyzed. The illustrative examples are given and the results are interpreted physically.
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
Stochastic approach to microphysics
Energy Technology Data Exchange (ETDEWEB)
Aron, J.C.
1987-01-01
The presently widespread idea of ''vacuum population'', together with the quantum concept of vacuum fluctuations leads to assume a random level below that of matter. This stochastic approach starts by a reminder of the author's previous work, first on the relation of diffusion laws with the foundations of microphysics, and then on hadron spectrum. Following the latter, a random quark model is advanced; it gives to quark pairs properties similar to those of a harmonic oscillator or an elastic string, imagined as an explanation to their asymptotic freedom and their confinement. The stochastic study of such interactions as electron-nucleon, jets in e/sup +/e/sup -/ collisions, or pp -> ..pi../sup 0/ + X, gives form factors closely consistent with experiment. The conclusion is an epistemological comment (complementarity between stochastic and quantum domains, E.P.R. paradox, etc...).
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.
Separable quadratic stochastic operators
International Nuclear Information System (INIS)
Rozikov, U.A.; Nazir, S.
2009-04-01
We consider quadratic stochastic operators, which are separable as a product of two linear operators. Depending on properties of these linear operators we classify the set of the separable quadratic stochastic operators: first class of constant operators, second class of linear and third class of nonlinear (separable) quadratic stochastic operators. Since the properties of operators from the first and second classes are well known, we mainly study the properties of the operators of the third class. We describe some Lyapunov functions of the operators and apply them to study ω-limit sets of the trajectories generated by the operators. We also compare our results with known results of the theory of quadratic operators and give some open problems. (author)
Stochastic growth of localized plasma waves
International Nuclear Information System (INIS)
Robinson, P.A.; Cairns, I.H.
2000-01-01
Full text: Localized bursty plasma waves occur in many natural systems, where they are detected by spacecraft. The large spatiotemporal scales involved imply that beam and other instabilities relax to marginal stability and that mean wave energies are low. Stochastic wave growth occurs when ambient fluctuations perturb the wave-driver interaction, causing fluctuations about marginal stability. This yields regions where growth is enhanced and others where damping is increased; observed bursts are associated with enhanced growth and can occur even when the mean growth rate is negative. In stochastic growth, energy loss from the source is suppressed relative to secular growth, preserving it for much longer times and distances than otherwise possible. Linear stochastic growth can operate at wave levels below thresholds of nonlinear wave-clumping mechanisms such as strong-turbulence modulational instability and is not subject to their coherence and wavelength limits. Growth mechanisms can be distinguished by statistics of the fields, whose strengths are lognormally distributed if stochastically growing, power-law distributed in strong turbulence, and uniformly distributed in log under secular growth. After delineating stochastic growth and strong-turbulence regimes, recent applications of stochastic growth theory (SGT) are described, involving bursty plasma waves and unstable particle distributions in type II and III solar radio sources, foreshock regions upstream of the bow shocks of Earth and planets, and Earth's magnetosheath, auroras, and polar-caps. It is shown that when combined with wave-wave processes, SGT accounts for type II and III solar radio emissions. SGT thus removes longstanding problems in understanding persistent unstable distributions, bursty fields, and radio emissions observed in space
BRS symmetry in stochastic quantization of the gravitational field
International Nuclear Information System (INIS)
Nakazawa, Naohito.
1989-12-01
We study stochastic quantization of gravity in terms of a BRS invariant canonical operator formalism. By introducing artificially canonical momentum variables for the original field variables, a canonical formulation of stochastic quantization is proposed in a sense that the Fokker-Planck hamiltonian is the generator of the fictitious time translation. Then we show that there exists a nilpotent BRS symmetry in an enlarged phase space for gravity (in general, for the first-class constrained systems). The stochastic action of gravity includes explicitly an unique De Witt's type superspace metric which leads to a geometrical interpretation of quantum gravity analogous to nonlinear σ-models. (author)
Stochastic Feedforward Control Technique
Halyo, Nesim
1990-01-01
Class of commanded trajectories modeled as stochastic process. Advanced Transport Operating Systems (ATOPS) research and development program conducted by NASA Langley Research Center aimed at developing capabilities for increases in capacities of airports, safe and accurate flight in adverse weather conditions including shear, winds, avoidance of wake vortexes, and reduced consumption of fuel. Advances in techniques for design of modern controls and increased capabilities of digital flight computers coupled with accurate guidance information from Microwave Landing System (MLS). Stochastic feedforward control technique developed within context of ATOPS program.
Markov stochasticity coordinates
International Nuclear Information System (INIS)
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.
DEFF Research Database (Denmark)
Simonsen, Maria
This thesis treats stochastic systems with switching dynamics. Models with these characteristics are studied from several perspectives. Initially in a simple framework given in the form of stochastic differential equations and, later, in an extended form which fits into the framework of sliding...... mode control. It is investigated how to understand and interpret solutions to models of switched systems, which are exposed to discontinuous dynamics and uncertainties (primarily) in the form of white noise. The goal is to gain knowledge about the performance of the system by interpreting the solution...
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
CSIR Research Space (South Africa)
Roux, FS
2013-09-01
Full Text Available Roux Presented at the International Conference on Correlation Optics 2013 Chernivtsi, Ukraine 18-20 September 2013 CSIR National Laser Centre, Pretoria, South Africa – p. 1/24 Contents ⊲ Defining Stochastic Singular Optics (SSO) ⊲ Tools of Stochastic... of vortices: topological charge ±1 (higher order are unstable). Positive and negative vortex densities np(x, y, z) and nn(x, y, z) ⊲ Vortex density: V = np + nn ⊲ Topological charge density: T = np − nn – p. 4/24 Subfields of SSO ⊲ Homogeneous, normally...
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
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.
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.
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
Stochastic models for tumoral growth
Escudero, Carlos
2006-02-01
Strong experimental evidence has indicated that tumor growth belongs to the molecular beam epitaxy universality class. This type of growth is characterized by the constraint of cell proliferation to the tumor border and the surface diffusion of cells at the growing edge. Tumor growth is thus conceived as a competition for space between the tumor and the host, and cell diffusion at the tumor border is an optimal strategy adopted for minimizing the pressure and helping tumor development. Two stochastic partial differential equations are reported in this paper in order to correctly model the physical properties of tumoral growth in (1+1) and (2+1) dimensions. The advantage of these models is that they reproduce the correct geometry of the tumor and are defined in terms of polar variables. An analysis of these models allows us to quantitatively estimate the response of the tumor to an unfavorable perturbation during growth.
Discrete stochastic processes and applications
Collet, Jean-François
2018-01-01
This unique text for beginning graduate students gives a self-contained introduction to the mathematical properties of stochastics and presents their applications to Markov processes, coding theory, population dynamics, and search engine design. The book is ideal for a newly designed course in an introduction to probability and information theory. Prerequisites include working knowledge of linear algebra, calculus, and probability theory. The first part of the text focuses on the rigorous theory of Markov processes on countable spaces (Markov chains) and provides the basis to developing solid probabilistic intuition without the need for a course in measure theory. The approach taken is gradual beginning with the case of discrete time and moving on to that of continuous time. The second part of this text is more applied; its core introduces various uses of convexity in probability and presents a nice treatment of entropy.
Stochastic dynamics of dengue epidemics.
de Souza, David R; Tomé, Tânia; Pinho, Suani T R; Barreto, Florisneide R; de Oliveira, Mário J
2013-01-01
We use a stochastic Markovian dynamics approach to describe the spreading of vector-transmitted diseases, such as dengue, and the threshold of the disease. The coexistence space is composed of two structures representing the human and mosquito populations. The human population follows a susceptible-infected-recovered (SIR) type dynamics and the mosquito population follows a susceptible-infected-susceptible (SIS) type dynamics. The human infection is caused by infected mosquitoes and vice versa, so that the SIS and SIR dynamics are interconnected. We develop a truncation scheme to solve the evolution equations from which we get the threshold of the disease and the reproductive ratio. The threshold of the disease is also obtained by performing numerical simulations. We found that for certain values of the infection rates the spreading of the disease is impossible, for any death rate of infected mosquitoes.
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, math.......AG/0311149]. We investigate the cluster structure of this moduli space, and define its quantum version....
Stochastic Evolution Equations Driven by Fractional Noises
2016-11-28
paper is to establish the weak convergence, in the topology of the Skorohod space, of the ν-symmetric Riemann sums for functionals of the fractional...stochastic heat equation with fractional-colored noise: existence of the solution. ALEA Lat. Am. J. Probab. Math . Stat. 4 (2008), 57–87. [8] P. Carmona, Y...Hu: Strong disorder implies strong localization for directed polymers in a random environment. ALEA Lat. Am. J. Probab. Math . Stat. 2 (2006), 217
Hartree-Fock calculation of nuclear binding energy of sodium isotopes
International Nuclear Information System (INIS)
Campi, X.; Flocard, H.
1975-01-01
Mass spectrometer measurements of the neutron rich sodium isotopes show a sudden increase at 31 Na in the values of the two neutron separation energies. The spherical shell model naturally predicts a sudden decrease at 32 Na after the N=20 shell closure. It is proposed that the explanation for this disagreement lies in the fact that sodium isotopes in this mass region are strongly deformed due to the filling of negative parity orbitals from the 1f(7/2) shell. Hartree-Fock calculations are presented in support of this conjecture [fr
Calculation of transition probabilities using the multiconfiguration Dirac-Fock method
International Nuclear Information System (INIS)
Kim, Yong Ki; Desclaux, Jean Paul; Indelicato, Paul
1998-01-01
The performance of the multiconfiguration Dirac-Fock (MCDF) method in calculating transition probabilities of atoms is reviewed. In general, the MCDF wave functions will lead to transition probabilities accurate to ∼ 10% or better for strong, electric-dipole allowed transitions for small atoms. However, it is more difficult to get reliable transition probabilities for weak transitions. Also, some MCDF wave functions for a specific J quantum number may not reduce to the appropriate L and S quantum numbers in the nonrelativistic limit. Transition probabilities calculated from such MCDF wave functions for nonrelativistically forbidden transitions are unreliable. Remedies for such cases are discussed
Ab initio Hartree-Fock study on surface desorption process in tritium release
International Nuclear Information System (INIS)
Taniguchi, M.; Tanaka, S.
1998-01-01
Dissociative adsorption of hydrogen on Li 2 O (110) surface has been investigated with ab initio Hartree-Fock quantum chemical calculation technique. Heat of adsorption and surface potential energy for H 2 dissociative adsorption were evaluated by calculating the total energy of the system. The calculated results on adsorption heat indicated that H 2 adsorption is endothermic. However, when an oxygen vacancy exists adjacent to the adsorption site, the heat of adsorption became less endothermic and the activation energy required to dissociate the H-H bonding was smaller than that for the terrace site. This is considered to be caused by the excess charge localized near the defect. (orig.)
Hartree-Fock-Bogolubov approximation in the models with general four-fermion interaction
International Nuclear Information System (INIS)
Bogolubov, N.N. Jr.; Soldatov, A.V.
1995-12-01
The foundation of this work was established by the lectures of Prof. N.N. Bogolubov (senior) written in the beginning of 1990. We should like to develop some of his ideas connected with Hartree-Fock-Bogolubov method and to show how this approximation works in connection with general equations for Green's functions with source terms for sufficiently general model Hamiltonian of four-fermion interaction type and how, for example, to get some results of superconductivity theory by means of this method. (author). 5 refs
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.
Basic and heavy ion scattering in time dependent Hartree-Fock Theory
International Nuclear Information System (INIS)
Weiss, M.S.
1984-01-01
Time Dependent Hartree-Fock theory, TDHF, is the most sophisticated, microscopic approach to nuclear dynamics yet practiced. Although it is far from a description of nature it does allow us to examine multiply interactive many-body systems semi quantum mechanically and to visualize otherwise covert processes. Some of the properties of the TDHF equations are stated leaving the interested reader to one of several excellent review articles for the derivations. Some of the applications to the collision of heavy ions are briefly described
Comparison of the surface friction model with the time-dependent Hartree-Fock method
International Nuclear Information System (INIS)
Froebrich, P.
1984-01-01
A comparison is made between the classical phenomenological surface friction model and a time-dependent Hartree-Fock study by Dhar for the system 208 Pb+ 74 Ge at E/sub lab/(Pb) = 1600 MeV. The general trends for energy loss, mean values for charge and mass, interaction times and energy-angle correlations turn out to be fairly similar in both methods. However, contrary to Dhar, the events close to capture are interpreted as normal deep-inelastic, i.e., not as fast fission processes
Second-Order Moller-Plesset Perturbation Theory for Molecular Dirac-Hartree-Fock Wave Functions
Dyall, Kenneth G.; Arnold, James O. (Technical Monitor)
1994-01-01
Moller-Plesset perturbation theory is developed to second order for a selection of Kramers restricted Dirac-Hartree-Fock closed and open-shell reference wave functions. The open-shell wave functions considered are limited to those with no more than two electrons in open shells, but include the case of a two-configuration SCF reference. Denominator shifts are included in the style of Davidson's OPT2 method. An implementation which uses unordered integrals with labels is presented, and results are given for a few test cases.
Stochastic quantization of Proca field
International Nuclear Information System (INIS)
Lim, S.C.
1981-03-01
We discuss the complications that arise in the application of Nelson's stochastic quantization scheme to classical Proca field. One consistent way to obtain spin-one massive stochastic field is given. It is found that the result of Guerra et al on the connection between ground state stochastic field and the corresponding Euclidean-Markov field extends to the spin-one case. (author)
Stochastic Estimation via Polynomial Chaos
2015-10-01
AFRL-RW-EG-TR-2015-108 Stochastic Estimation via Polynomial Chaos Douglas V. Nance Air Force Research...COVERED (From - To) 20-04-2015 – 07-08-2015 4. TITLE AND SUBTITLE 5a. CONTRACT NUMBER Stochastic Estimation via Polynomial Chaos ...This expository report discusses fundamental aspects of the polynomial chaos method for representing the properties of second order stochastic
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)
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)
Schrager, D.F.
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
Composite stochastic processes
Kampen, N.G. van
Certain problems in physics and chemistry lead to the definition of a class of stochastic processes. Although they are not Markovian they can be treated explicitly to some extent. In particular, the probability distribution for large times can be found. It is shown to obey a master equation. This
Entropy Production in Stochastics
Directory of Open Access Journals (Sweden)
Demetris Koutsoyiannis
2017-10-01
Full Text Available While the modern definition of entropy is genuinely probabilistic, in entropy production the classical thermodynamic definition, as in heat transfer, is typically used. Here we explore the concept of entropy production within stochastics and, particularly, two forms of entropy production in logarithmic time, unconditionally (EPLT or conditionally on the past and present having been observed (CEPLT. We study the theoretical properties of both forms, in general and in application to a broad set of stochastic processes. A main question investigated, related to model identification and fitting from data, is how to estimate the entropy production from a time series. It turns out that there is a link of the EPLT with the climacogram, and of the CEPLT with two additional tools introduced here, namely the differenced climacogram and the climacospectrum. In particular, EPLT and CEPLT are related to slopes of log-log plots of these tools, with the asymptotic slopes at the tails being most important as they justify the emergence of scaling laws of second-order characteristics of stochastic processes. As a real-world application, we use an extraordinary long time series of turbulent velocity and show how a parsimonious stochastic model can be identified and fitted using the tools developed.
Stochastic modelling of turbulence
DEFF Research Database (Denmark)
Sørensen, Emil Hedevang Lohse
previously been shown to be closely connected to the energy dissipation. The incorporation of the small scale dynamics into the spatial model opens the door to a fully fledged stochastic model of turbulence. Concerning the interaction of wind and wind turbine, a new method is proposed to extract wind turbine...
Research in Stochastic Processes.
1982-10-31
Office of Scientific Research Grant AFOSR F49620 82 C 0009 Period: 1 Noveber 1981 through 31 October 1982 Title: Research in Stochastic Processes Co...STA4ATIS CAMBANIS The work briefly described here was developed in connection with problems arising from and related to the statistical comunication
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...
Stochastic nonlinear beam equations
Czech Academy of Sciences Publication Activity Database
Brzezniak, Z.; Maslowski, Bohdan; Seidler, Jan
2005-01-01
Roč. 132, č. 1 (2005), s. 119-149 ISSN 0178-8051 R&D Projects: GA ČR(CZ) GA201/01/1197 Institutional research plan: CEZ:AV0Z10190503 Keywords : stochastic beam equation * stability Subject RIV: BA - General Mathematics Impact factor: 0.896, year: 2005
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 role of stochasticity in sawtooth oscillation
International Nuclear Information System (INIS)
Lichtenberg, A.J.; Itoh, Kimitaka; Itoh, Sanae; Fukuyama, Atsushi.
1991-08-01
In this paper we have demonstrated that stochastization of field lines, resulting from the interaction of the fundamental m/n=1/1 helical mode with other periodicities, plays an important role in sawtooth oscillations. The time scale for the stochastic temperature diffusion has been determined. It was shown to be sufficiently fast to account for the fast sawtooth crash, and is generally shorter than the time scales for the redistribution of current. The enhancement of the electron and ion viscosity, arising from the stochastic field lines, has been calculated. The enhanced electron viscosity always leads to an initial increase in the growth rate of the mode; the enhanced ion viscosity can ultimately lead to mode stabilization before a complete temperature redistribution or flux reconnection has occurred. A dynamical model has been introduced to calculate the path of the sawtooth oscillation through a parameter space of shear and amplitude of the helical perturbation. The stochastic trigger to the enhanced growth rate and the stabilization by the ion viscosity are also included in the mode. A reasonable prescription for the flux reconnection at the end of the growth phase allows us to determine the initial q-value for the successive sawtooth ramps. (J.P.N.)
Maitra, Rahul; Nakajima, Takahito
2017-11-28
We present an accurate single reference coupled cluster theory in which the conventional Fock operator matrix is suitably dressed to simulate the effect of triple and higher excitations within a singles and doubles framework. The dressing thus invoked originates from a second-order perturbative approximation of a similarity transformed Hamiltonian and induces higher rank excitations through local renormalization of individual occupied and unoccupied orbital lines. Such a dressing is able to recover a significant amount of correlation effects beyond singles and doubles approximation, but only with an economic n 5 additional cost. Due to the inclusion of higher rank excitations via the Fock matrix dressing, this method is a natural improvement over conventional coupled cluster theory with singles and doubles approximation, and this method would be demonstrated via applications on some challenging systems. This highly promising scheme has a conceptually simple structure which is also easily generalizable to a multi-reference coupled cluster scheme for treating strong degeneracy. We shall demonstrate that this method is a natural lowest order perturbative approximation to the recently developed iterative n-body excitation inclusive coupled cluster singles and doubles scheme [R. Maitra et al., J. Chem. Phys. 147, 074103 (2017)].
Application of the resonating Hartree-Fock random phase approximation to the Lipkin model
International Nuclear Information System (INIS)
Nishiyama, S.; Ishida, K.; Ido, M.
1996-01-01
We have applied the resonating Hartree-Fock (Res-HF) approximation to the exactly solvable Lipkin model by utilizing a newly developed orbital-optimization algorithm. The Res-HF wave function was superposed by two Slater determinants (S-dets) which give two corresponding local energy minima of monopole ''deformations''. The self-consistent Res-HF calculation gives an excellent ground-state correlation energy. There exist excitations due to small vibrational fluctuations of the orbitals and mixing coefficients around their stationary values. They are described by a new approximation called the resonating Hartree-Fock random phase approximation (Res-HF RPA). Matrices of the second-order variation of the Res-HF energy have the same structures as those of the Res-HF RPA's matrices. The quadratic steepest descent of the Res-HF energy in the orbital optimization is considered to include certainly both effects of RPA-type fluctuations up to higher orders and their mode-mode couplings. It is a very important and interesting task to apply the Res-HF RPA to the Lipkin model with the use of the stationary values and to prove the above argument. It turns out that the Res-HF RPA works far better than the usual HF RPA and the renormalized one. We also show some important features of the Res-HF RPA. (orig.)
Kobus, Jacek
2015-02-01
Recently it has been demonstrated that the finite difference Hartree-Fock method can be used to deliver highly accurate values of electric multipole moments together with polarizabilities αz z,Az ,z z , and hyperpolarizabilities βz z z, γz z z,Bz z ,z z , for the ground states of various atomic and diatomic systems. Since these results can be regarded as de facto Hartree-Fock limit values their quality is of the utmost importance. This paper reexamines the use of the finite field method to calculate these electric properties, discusses its accuracy, and presents an updated list of the properties for the following atoms and diatomic molecules: H-, He, Li, Li+,Li2 +,Li-,Be2 + , Be, B+,C2 + , Ne, Mg2 +, Mg, Al+,Si2 + , Ar, K+,Ca2 +,Rb+,Sr2 +,Zr4 +,He2 , Be2,N2,F2,O2 , HeNe, LiH2 +, LiCl, LiBr, BH, CO, FH, NaCl, and KF. The potential energy curves and the dependence of the electric properties on the internuclear distance is also studied for He2,LiH+,Be2 , and HeNe systems.
Cluster modeling of solid state defects and adsorbates: Beyond the Hartree-Fock level
International Nuclear Information System (INIS)
Kunz, A.B.
1990-01-01
The use of finite clusters of atoms to represent the physically interesting portion of a condensed matter system has been an accepted technique for the past two decades. Physical systems have been studied in this way using both density functional and Hartree-Fock methodologies, as well as a variety of empirical or semiempirical techniques. In this article, the author concentrates on the Hartree-Fock based methods. The attempt here is to construct a theoretical basis for the inclusion of correlation corrections in such an approach, as well as a strategy by which the limits of a finite cluster may be transcended in such a study. The initial appeal will be to a modeling approach, but methods to convert the model to a self-contained theory will be described. It will be seen for the case of diffusion of large ions in solids that such an approach is quite useful. A further study of the case of adsorption of rare gas atoms on simple metals will demonstrate the value of inclusion of electron correlation
International Nuclear Information System (INIS)
Brut, F.
1982-01-01
The spectroscopy of odd-A nuclei, in the 1p and 2s-1d shells, is studied in the framework of the projected Hartree-Fock method and by the generator coordinate method. The nuclear effective interactions of Cohen and Kurath, on the one hand, and of Kuo or Preedom-Wildenthal, on the other hand, are used. The binding energies, the nuclear spectra, the static moments and the electromagnetic transitions obtained by these two approaches are compared to the same quantities given by a complete diagonalization in the shell model basis. This study of light nuclei gives some possibilities to put in order the energy levels by coupled rotational bands. In the microscopic approach, thus we find all the elements of the unified model of Bohr and Mottelson. To give evidence of such a relation, the functions of the angle β, in the integrals of the projection method of Peierls and Yoccoz, for a Slater determinant, are developed in the vicinity of the bounds β = O and β = π. The microscopic coefficients are evaluated in the Hartree-Fock approximation, using the particle-hole formalism. Calculations are made for 20 Ne and 21 Ne and the resulting microscopic coefficients are compared with the corresponding terms of the unified model of Bohr and Mottelson [fr
A correction for the Hartree-Fock density of states for jellium without screening
International Nuclear Information System (INIS)
Blair, Alexander I.; Kroukis, Aristeidis; Gidopoulos, Nikitas I.
2015-01-01
We revisit the Hartree-Fock (HF) calculation for the uniform electron gas, or jellium model, whose predictions—divergent derivative of the energy dispersion relation and vanishing density of states (DOS) at the Fermi level—are in qualitative disagreement with experimental evidence for simple metals. Currently, this qualitative failure is attributed to the lack of screening in the HF equations. Employing Slater’s hyper-Hartree-Fock (HHF) equations, derived variationally, to study the ground state and the excited states of jellium, we find that the divergent derivative of the energy dispersion relation and the zero in the DOS are still present, but shifted from the Fermi wavevector and energy of jellium to the boundary between the set of variationally optimised and unoptimised HHF orbitals. The location of this boundary is not fixed, but it can be chosen to lie at arbitrarily high values of wavevector and energy, well clear from the Fermi level of jellium. We conclude that, rather than the lack of screening in the HF equations, the well-known qualitative failure of the ground-state HF approximation is an artifact of its nonlocal exchange operator. Other similar artifacts of the HF nonlocal exchange operator, not associated with the lack of electronic correlation, are known in the literature
Uniqueness of the Fock representation of the Gowdy S1 x S2 and S3 models
International Nuclear Information System (INIS)
Cortez, Jeronimo; Marugan, Guillermo A Mena; Velhinho, Jose M
2008-01-01
After a suitable gauge fixing, the local gravitational degrees of freedom of the Gowdy S 1 x S 2 and S 3 cosmologies are encoded in an axisymmetric field on the sphere S 2 . Recently, it has been shown that a standard field parametrization of these reduced models admits no Fock quantization with a unitary dynamics. This lack of unitarity is surpassed by a convenient redefinition of the field and the choice of an adequate complex structure. The result is a Fock quantization where both the dynamics and the SO(3)-symmetries of the field equations are unitarily implemented. The present work proves that this Fock representation is in fact unique inasmuch as, up to equivalence, there exists no other possible choice of SO(3)-invariant complex structure leading to a unitary implementation of the time evolution
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...
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.
Stochastic Levy Divergence and Maxwell's Equations
Directory of Open Access Journals (Sweden)
B. O. Volkov
2015-01-01
Full Text Available One of the main reasons for interest in the Levy Laplacian and its analogues such as Levy d'Alembertian is a connection of these operators with gauge fields. The theorem proved by Accardi, Gibillisco and Volovich stated that a connection in a bundle over a Euclidean space or over a Minkowski space is a solution of the Yang-Mills equations if and only if the corresponding parallel transport to the connection is a solution of the Laplace equation for the Levy Laplacian or of the d'Alembert equation for the Levy d'Alembertian respectively (see [5, 6]. There are two approaches to define Levy type operators, both of which date back to the original works of Levy [7]. The first is that the Levy Laplacian (or Levy d'Alembertian is defined as an integral functional generated by a special form of the second derivative. This approach is used in the works [5, 6], as well as in the paper [8] of Leandre and Volovich, where stochastic Levy-Laplacian is discussed. Another approach to the Levy Laplacian is defining it as the Cesaro mean of second order derivatives along the family of vectors, which is an orthonormal basis in the Hilbert space. This definition of the Levy Laplacian is used for the description of solutions of the Yang-Mills equations in the paper [10].The present work shows that the definitions of the Levy Laplacian and the Levy d'Alembertian based on Cesaro averaging of the second order directional derivatives can be transferred to the stochastic case. In the article the values of these operators on a stochastic parallel transport associated with a connection (vector potential are found. In this case, unlike the deterministic case and the stochastic case of Levy Laplacian from [8], these values are not equal to zero if the vector potential corresponding to the stochastic parallel transport is a solution of the Maxwell's equations. As a result, two approaches to definition of the Levy Laplacian in the stochastic case give different operators. This
Effective hamiltonian calculations using incomplete model spaces
International Nuclear Information System (INIS)
Koch, S.; Mukherjee, D.
1987-01-01
It appears that the danger of encountering ''intruder states'' is substantially reduced if an effective hamiltonian formalism is developed for incomplete model spaces (IMS). In a Fock-space approach, the proof a ''connected diagram theorem'' is fairly straightforward with exponential-type of ansatze for the wave-operator W, provided the normalization chosen for W is separable. Operationally, one just needs a suitable categorization of the Fock-space operators into ''diagonal'' and ''non-diagonal'' parts that is generalization of the corresponding procedure for the complete model space. The formalism is applied to prototypical 2-electron systems. The calculations have been performed on the Cyber 205 super-computer. The authors paid special attention to an efficient vectorization for the construction and solution of the resulting coupled non-linear equations
International Nuclear Information System (INIS)
Santos, Marcelo Franca
2005-01-01
We present a simple quantum circuit that allows for the universal and deterministic manipulation of the quantum state of confined harmonic oscillators. The scheme is based on the selective interactions of the referred oscillator with an auxiliary three-level system and a classical external driving source, and enables any unitary operations on Fock states, two by two. One circuit is equivalent to a single qubit unitary logical gate on Fock states qubits. Sequences of similar protocols allow for complete, deterministic, and state-independent manipulation of the harmonic oscillator quantum state
International Nuclear Information System (INIS)
Jiang Minhao; Meng Xujun
2005-01-01
The effect of the free electron background in plasmas is introduced in Hartree-Fock-Slater self-consistent field atomic model to correct the single electron energies for each electron configuration, and to provide accurate atomic data for Boltzmann-Saha equation. In the iteration process chemical potential is adjusted to change the free electron background to satisfy simultaneously the conservation of the free electrons in Saha equation as well as in Hartree-Fock-Slater self-consistent field atomic model. As examples the equations of state of the carbon and aluminum plasmas are calculated to show the applicability of this method. (authors)
New Exact Solutions for the Wick-Type Stochastic Kudryashov–Sinelshchikov Equation
International Nuclear Information System (INIS)
Ray, S. Saha; Singh, S.
2017-01-01
In this article, exact solutions of Wick-type stochastic Kudryashov–Sinelshchikov equation have been obtained by using improved Sub-equation method. We have used Hermite transform for transforming the Wick-type stochastic Kudryashov–Sinelshchikov equation to deterministic partial differential equation. Also we have applied inverse Hermite transform for obtaining a set of stochastic solutions in the white noise space. (paper)
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...
Some illustrations of stochasticity
International Nuclear Information System (INIS)
Laslett, L.J.
1977-01-01
A complex, and apparently stochastic, character frequently can be seen to occur in the solutions to simple Hamiltonian problems. Such behavior is of interest, and potentially of importance, to designers of particle accelerators--as well as to workers in other fields of physics and related disciplines. Even a slow development of disorder in the motion of particles in a circular accelerator or storage ring could be troublesome, because a practical design requires the beam particles to remain confined in an orderly manner within a narrow beam tube for literally tens of billions of revolutions. The material presented is primarily the result of computer calculations made to investigate the occurrence of ''stochasticity,'' and is organized in a manner similar to that adopted for presentation at a 1974 accelerator conference
Stochastic ice stream dynamics.
Mantelli, Elisa; Bertagni, Matteo Bernard; Ridolfi, Luca
2016-08-09
Ice streams are narrow corridors of fast-flowing ice that constitute the arterial drainage network of ice sheets. Therefore, changes in ice stream flow are key to understanding paleoclimate, sea level changes, and rapid disintegration of ice sheets during deglaciation. The dynamics of ice flow are tightly coupled to the climate system through atmospheric temperature and snow recharge, which are known exhibit stochastic variability. Here we focus on the interplay between stochastic climate forcing and ice stream temporal dynamics. Our work demonstrates that realistic climate fluctuations are able to (i) induce the coexistence of dynamic behaviors that would be incompatible in a purely deterministic system and (ii) drive ice stream flow away from the regime expected in a steady climate. We conclude that environmental noise appears to be crucial to interpreting the past behavior of ice sheets, as well as to predicting their future evolution.
Fractional Stochastic Field Theory
Honkonen, Juha
2018-02-01
Models describing evolution of physical, chemical, biological, social and financial processes are often formulated as differential equations with the understanding that they are large-scale equations for averages of quantities describing intrinsically random processes. Explicit account of randomness may lead to significant changes in the asymptotic behaviour (anomalous scaling) in such models especially in low spatial dimensions, which in many cases may be captured with the use of the renormalization group. Anomalous scaling and memory effects may also be introduced with the use of fractional derivatives and fractional noise. Construction of renormalized stochastic field theory with fractional derivatives and fractional noise in the underlying stochastic differential equations and master equations and the interplay between fluctuation-induced and built-in anomalous scaling behaviour is reviewed and discussed.
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...
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...
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.
Stochastic stacking without filters
International Nuclear Information System (INIS)
Johnson, R.P.; Marriner, J.
1982-12-01
The rate of accumulation of antiprotons is a critical factor in the design of p anti p colliders. A design of a system to accumulate higher anti p fluxes is presented here which is an alternative to the schemes used at the CERN AA and in the Fermilab Tevatron I design. Contrary to these stacking schemes, which use a system of notch filters to protect the dense core of antiprotons from the high power of the stack tail stochastic cooling, an eddy current shutter is used to protect the core in the region of the stack tail cooling kicker. Without filters one can have larger cooling bandwidths, better mixing for stochastic cooling, and easier operational criteria for the power amplifiers. In the case considered here a flux of 1.4 x 10 8 per sec is achieved with a 4 to 8 GHz bandwidth
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
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 ...
Stochastic beam dynamics in storage rings
International Nuclear Information System (INIS)
Pauluhn, A.
1993-12-01
In this thesis several approaches to stochastic dynamics in storage rings are investigated. In the first part the theory of stochastic differential equations and Fokker-Planck equations is used to describe the processes which have been assumed to be Markov processes. The mathematical theory of Markov processes is well known. Nevertheless, analytical solutions can be found only in special cases and numerical algorithms are required. Several numerical integration schemes for stochastic differential equations will therefore be tested in analytical solvable examples and then applied to examples from accelerator physics. In particular the stochastically perturbed synchrotron motion is treated. For the special case of a double rf system several perturbation theoretical methods for deriving the Fokker-Planck equation in the action variable are used and compared with numerical results. The second part is concerned with the dynamics of electron storage rings. Due to the synchrotron radiation the electron motion is influenced by damping and exciting forces. An algorithm for the computation of the density function in the phase space of such a dissipative stochastically excited system is introduced. The density function contains all information of a process, e.g. it determines the beam dimensions and the lifetime of a stored electron beam. The new algorithm consists in calculating a time propagator for the density function. By means of this propagator the time evolution of the density is modelled very computing time efficient. The method is applied to simple models of the beam-beam interaction (one-dimensional, round beams) and the results of the density calculations are compared with results obtained from multiparticle tracking. Furthermore some modifications of the algorithm are introduced to improve its efficiency concerning computing time and storage requirements. Finally, extensions to two-dimensional beam-beam models are described. (orig.)
Stochastic Spectral Descent for Discrete Graphical Models
International Nuclear Information System (INIS)
Carlson, David; Hsieh, Ya-Ping; Collins, Edo; Carin, Lawrence; Cevher, Volkan
2015-01-01
Interest in deep probabilistic graphical models has in-creased in recent years, due to their state-of-the-art performance on many machine learning applications. Such models are typically trained with the stochastic gradient method, which can take a significant number of iterations to converge. Since the computational cost of gradient estimation is prohibitive even for modestly sized models, training becomes slow and practically usable models are kept small. In this paper we propose a new, largely tuning-free algorithm to address this problem. Our approach derives novel majorization bounds based on the Schatten- norm. Intriguingly, the minimizers of these bounds can be interpreted as gradient methods in a non-Euclidean space. We thus propose using a stochastic gradient method in non-Euclidean space. We both provide simple conditions under which our algorithm is guaranteed to converge, and demonstrate empirically that our algorithm leads to dramatically faster training and improved predictive ability compared to stochastic gradient descent for both directed and undirected graphical models.
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 split determinant algorithms
International Nuclear Information System (INIS)
Horvatha, Ivan
2000-01-01
I propose a large class of stochastic Markov processes associated with probability distributions analogous to that of lattice gauge theory with dynamical fermions. The construction incorporates the idea of approximate spectral split of the determinant through local loop action, and the idea of treating the infrared part of the split through explicit diagonalizations. I suggest that exact algorithms of practical relevance might be based on Markov processes so constructed
Stochasticity Modeling in Memristors
Naous, Rawan; Al-Shedivat, Maruan; Salama, Khaled N.
2015-01-01
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.
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.
A concise course on stochastic partial differential equations
Prévôt, Claudia
2007-01-01
These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. All kinds of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. To keep the technicalities minimal we confine ourselves to the case where the noise term is given by a stochastic integral w.r.t. a cylindrical Wiener process.But all results can be easily generalized to SPDE with more general noises such as, for instance, stochastic integral w.r.t. a continuous local martingale. There are basically three approaches to analyze SPDE: the "martingale measure approach", the "mild solution approach" and the "variational approach". The purpose of these notes is to give a concise and as self-contained as possible an introduction to the "variational approach". A large part of necessary background material, such as definitions and results from the theory of Hilbert spaces, are included in appendices.
Stochastic theory for classical and quantum mechanical systems
International Nuclear Information System (INIS)
Pena, L. de la; Cetto, A.M.
1975-01-01
From first principles a theory of stochastic processes in configuration space is formulated. The fundamental equations of the theory are an equation of motion which generalizes Newton's second law and an equation which expresses the condition of conservation of matter. Two types of stochastic motion are possible, both described by the same general equations, but leading in one case to classical Brownian motion behavior and in the other to quantum mechanical behavior. The Schroedinger equation, which is derived with no further assumption, is thus shown to describe a specific stochastic process. It is explicitly shown that only in the quantum mechanical process does the superposition of probability amplitudes give rise to interference phenomena; moreover, the presence of dissipative forces in the Brownian motion equations invalidates the superposition principle. At no point are any special assumptions made concerning the physical nature of the underlying stochastic medium, although some suggestions are discussed in the last section
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...
Long-time correlations in the stochastic regime
International Nuclear Information System (INIS)
Karney, C.F.F.
1982-11-01
The phase space for Hamiltonians of two degrees of freedom is usually divided into stochastic and integrable components. Even when well into the stochastic regime, integrable orbits may surround small stable regions or islands. The effect of these islands on the correlation function for the stochastic trajectories is examined. Depending on the value of the parameter describing the rotation number for the elliptic fixed point at the center of the island, the long-time correlation function may decay as t -5 or exponentially, but more commonly it decays much more slowly (roughly as t -1 ). As a consequence these small islands may have a profound effect on the properties such as the diffusion coefficient, of the stochastic orbits
Stochastic mechanics and the Ehrenfest relations. Memorandum no. 628
International Nuclear Information System (INIS)
Beumee, J.G.B.; Rabitz, H.; Princeton Univ., NJ
1987-05-01
The Ehrenfest relations in quantum mechanics maintain that the acceleration of the mean position of a particle in configuration space equals the expectation of the force acting on the particle. The proof of this equality depends on the form of the position and momentum operators. It is assumed that the position of this particle can be represented as a stochastic process and using a symmetric definition of the derivative within the expectation, it is demonstrated that the acceleration of the mean equals the expectation of the mean acceleration operator commonly found in stochastic mechanics. The subsequent requirement that this mean acceleration equals the force for every possible position of the particle reproduces the stochastic analog of the Newton equation introduced by Nelson in the theory of stochastic quantization. 12 refs.; 13 schemes
Bučinský , Luká š; Malček, Michal; Biskupič, Stanislav; Jayatilaka, Dylan; Bü chel, Gabriel E.; Arion, Vladimir B.
2015-01-01
"Kramers pairs symmetry breaking" is evaluated at the 2-component (2c) Kramers unrestricted and/or general complex Hartree-Fock (GCHF) level of theory, and its analogy with "spin contamination" at the 1-component (1c) unrestricted Hartree-Fock (UHF
Dirac-Fock-Breit-Gaunt calculations for tungsten hexacarbonyl W(CO)6.
Malli, Gulzari L
2016-05-21
The first all-electron fully relativistic Dirac-Fock-Breit-Gaunt (DFBG), Dirac-Fock (DF), and nonrelativistic (NR) Hartree-Fock (HF) calculations are reported for octahedral (Oh) tungsten hexacarbonyl W(CO)6. Our DF and NR HF calculations predict atomization energy of 73.76 and 70.33 eV, respectively. The relativistic contribution of ∼3.4 eV to the atomization energy of W(CO)6 is fairly significant. The DF and NR energy for the reaction W + 6CO → W(CO)6 is calculated as -7.90 and -8.86 eV, respectively. The mean bond energy predicted by our NR and DF calculations is 142.5 kJ/mol and 177.5 kJ/mol, respectively, and our predicted DF mean bond energy is in excellent agreement with the experimental value of 179 kJ/mol quoted in the literature. The relativistic effects contribute ∼35 kJ/mol to the mean bond energy and the calculated BSSE is 1.6 kcal/mol, which indicates that the triple zeta basis set used here is fairly good. The mean bond energy and the atomization energy calculated in our DFBG SCF calculations, which include variationally both the relativistic and magnetic Breit effects, is 157.4 kJ/mol and 68.84 eV, respectively. The magnetic Breit effects lead to a decrease of ∼20 kJ/mol and ∼4.9 eV for the mean bond energy and atomization energy, respectively, for W(CO)6. Our calculated magnetic Breit interaction energy of -9.79 eV for the energy of reaction (ΔE) for W + 6CO → W(CO)6 is lower by ∼1.90 eV as compared to the corresponding DF value (ΔE) and contributes significantly to the ΔE. A detailed discussion is presented of electronic structure, bonding, and molecular energy levels at various levels of theory for W(CO)6.
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.
Differential form representation of stochastic electromagnetic fields
Directory of Open Access Journals (Sweden)
M. Haider
2017-09-01
Full Text Available In this work, we revisit the theory of stochastic electromagnetic fields using exterior differential forms. We present a short overview as well as a brief introduction to the application of differential forms in electromagnetic theory. Within the framework of exterior calculus we derive equations for the second order moments, describing stochastic electromagnetic fields. Since the resulting objects are continuous quantities in space, a discretization scheme based on the Method of Moments (MoM is introduced for numerical treatment. The MoM is applied in such a way, that the notation of exterior calculus is maintained while we still arrive at the same set of algebraic equations as obtained for the case of formulating the theory using the traditional notation of vector calculus. We conclude with an analytic calculation of the radiated electric field of two Hertzian dipole, excited by uncorrelated random currents.
Differential form representation of stochastic electromagnetic fields
Haider, Michael; Russer, Johannes A.
2017-09-01
In this work, we revisit the theory of stochastic electromagnetic fields using exterior differential forms. We present a short overview as well as a brief introduction to the application of differential forms in electromagnetic theory. Within the framework of exterior calculus we derive equations for the second order moments, describing stochastic electromagnetic fields. Since the resulting objects are continuous quantities in space, a discretization scheme based on the Method of Moments (MoM) is introduced for numerical treatment. The MoM is applied in such a way, that the notation of exterior calculus is maintained while we still arrive at the same set of algebraic equations as obtained for the case of formulating the theory using the traditional notation of vector calculus. We conclude with an analytic calculation of the radiated electric field of two Hertzian dipole, excited by uncorrelated random currents.
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.
Stochastic and non-stochastic effects - a conceptual analysis
International Nuclear Information System (INIS)
Karhausen, L.R.
1980-01-01
The attempt to divide radiation effects into stochastic and non-stochastic effects is discussed. It is argued that radiation or toxicological effects are contingently related to radiation or chemical exposure. Biological effects in general can be described by general laws but these laws never represent a necessary connection. Actually stochastic effects express contingent, or empirical, connections while non-stochastic effects represent semantic and non-factual connections. These two expressions stem from two different levels of discourse. The consequence of this analysis for radiation biology and radiation protection is discussed. (author)
Malliavin Calculus With Applications to Stochastic Partial Differential Equations
Sanz-Solé, Marta
2005-01-01
Developed in the 1970s to study the existence and smoothness of density for the probability laws of random vectors, Malliavin calculus--a stochastic calculus of variation on the Wiener space--has proven fruitful in many problems in probability theory, particularly in probabilistic numerical methods in financial mathematics.This book presents applications of Malliavin calculus to the analysis of probability laws of solutions to stochastic partial differential equations driven by Gaussian noises that are white in time and coloured in space. The first five chapters introduce the calculus itself
Reflected stochastic differential equation models for constrained animal movement
Hanks, Ephraim M.; Johnson, Devin S.; Hooten, Mevin B.
2017-01-01
Movement for many animal species is constrained in space by barriers such as rivers, shorelines, or impassable cliffs. We develop an approach for modeling animal movement constrained in space by considering a class of constrained stochastic processes, reflected stochastic differential equations. Our approach generalizes existing methods for modeling unconstrained animal movement. We present methods for simulation and inference based on augmenting the constrained movement path with a latent unconstrained path and illustrate this augmentation with a simulation example and an analysis of telemetry data from a Steller sea lion (Eumatopias jubatus) in southeast Alaska.
Energy Technology Data Exchange (ETDEWEB)
Barbosa, Rugles Cesar
2002-07-01
The present thesis is divided into two parts. The first part describes the many kind of the formalisms of the Generator Coordinate Hartree-Fock method (GCHFM) and second part describes the computational aspect applied to the GCHFM formalism in its discreet form. The major aim of this work is the development of an alternative method to non-linear parameters optimization (basis set) and later uses these optimized parameters to adjust the weight function into GCHFM method. The study of the weight function when N {yields} {infinity} (or for large N), where N represents the number of mesh, is important since the GCHFM theory in its continuous form depend on understanding of such behavior. In this thesis, a detailed study is carried out about the methodologies of the self-consistent solution of the GCHFM and some methodology aspects of non-linear parameters optimization. This work shows that the Generator Coordinate Hartree-Fock method is general and it has as particular case the Hartree-Fock Roothaan method. Some possible variations or combinations around of the characteristics of the GCHFM and a comparison with conventional SCF procedure are reported in this thesis. The piecewise weight function method developed in this work shows to be very good for collective parameter optimizations of the Generator Coordinate (GC). The GCHFM calculations are necessary restrict (GCM-RHF), especially when the calculated value energies approach of its numerical values or Hartree-Fock limit. In the optimization methods of state functions for atomic electronic systems is very common the application of the gradient method and its efficacy is not contested. However, the method describes above allow us to obtain results as good as the gradient method. The basis set generated using the piecewise weight function method for Gaussian type function were used in the Restrict Hartree-Fock (RHF) calculations to obtain the total energies for some atomic electronic systems, such as neutron atoms and
Extension of the multiconfiguration Hartree-Fock program for continuum functions
International Nuclear Information System (INIS)
Fischer, C.F.; Saha, H.P.
1984-01-01
The wave function of an outer electron coupled to a core, possibly with correlation included in the core, is similar to a multiconfiguration Hartree-Fock (MCHF) wavefunction, except that the radial function of the electron is a continuum function, and different numerical procedures are required for determining it. Only a single continuum function is allowed, and the orbitals defining the wave function of the core and bound channels are assumed to be fixed. The coefficients in the expansion of the wave function of the core are also fixed and are the result of a bound state calculation for the core. Under these assumptions, the equation for the radial wave function of the electron is solved iteratively. The asymptotic phase shift is evaluated. In order to test the accuracy of the procedure, calculations were performed for the scattering of electrons by neutral hydrogen. Some results of a photo-ionization calculation are compared, and for an electron transition in nitrogen
Relativistic Hartree-Fock theory. Part I: density-dependent effective Lagrangians
Energy Technology Data Exchange (ETDEWEB)
LongWen Hui [School of Physics, Peking University, 100871 Beijing (China)]|[CNRS-IN2P3, UMR 8608, F-91406 Orsay Cedex (France)]|[Univ Paris-Sud, F-91405 Orsay (France); Giai, Nguyen Van [CNRS-IN2P3, UMR 8608, F-91406 Orsay Cedex (France)]|[Univ Paris-Sud, F-91405 Orsay (France); Meng, Jie [School of Physics, Peking University, 100871 Beijing (China)]|[Institute of Theoretical Physics, Chinese Academy of Sciences, Beijing (China)]|[Center of Theoretical Nuclear Physics, National Laboratory of Heavy Ion Accelerator, 730000 Lanzhou (China)
2006-10-15
Effective Lagrangians suitable for a relativistic Hartree-Fock description of nuclear systems are presented. They include the 4 effective mesons {sigma}, {omega}, {rho} and {pi} with density-dependent meson-nucleon couplings. The criteria for determining the model parameters are the reproduction of the binding energies in a number of selected nuclei, and the bulk properties of nuclear matter (saturation point, compression modulus, symmetry energy). An excellent description of nuclear binding energies and radii is achieved for a range of nuclei encompassing light and heavy systems. The predictions of the present approach compare favorably with those of existing relativistic mean field models, with the advantage of incorporating the effects of pion-nucleon coupling. (authors)
Derivation of an adiabatic time-dependent Hartree-Fock formalism from a variational principle
International Nuclear Information System (INIS)
Brink, D.M.; Giannoni, M.J.; Veneroni, M.
1975-10-01
A derivation of the adiabatic time-dependent Hartree-Fock formalism is given, which is based on a variational principle analogous to Hamilton's principle in classical mechanics. The method leads to a Hamiltonian for collective motion which separates into a potential and a kinetic energy and gives mass and potential parameters in terms of the nucleon-nucleon interaction. The adiabatic approximation assumes slow motion but not small amplitudes and can therefore describe anharmonic effects. The RPA is a limiting case where both amplitudes and velocities are small. The variational approach provides a consistent way of extracting coordinated and momenta from the density matrix and of obtaining equations of motion when particular trial forms for this density matrix are chosen. One such choice leads to Thouless-Valatin formula. An other choice leads to irrotational hydrodynamics [fr
The positronium and the dipositronium in a Hartree-Fock approximation of quantum electrodynamics
Sok, Jérémy
2016-02-01
The Bogoliubov-Dirac-Fock (BDF) model is a no-photon approximation of quantum electrodynamics. It allows to study relativistic electrons in interaction with the Dirac sea. A state is fully characterized by its one-body density matrix, an infinite rank non-negative projector. We prove the existence of the para-positronium, the bound state of an electron and a positron with antiparallel spins, in the BDF model represented by a critical point of the energy functional in the absence of an external field. We also prove the existence of the dipositronium, a molecule made of two electrons and two positrons that also appears as a critical point. More generally, for any half integer j ∈ 1/2 + Z + , we prove the existence of a critical point of the energy functional made of 2j + 1 electrons and 2j + 1 positrons.
Application of the gradient method to Hartree-Fock-Bogoliubov theory
International Nuclear Information System (INIS)
Robledo, L. M.; Bertsch, G. F.
2011-01-01
A computer code is presented for solving the equations of the Hartree-Fock-Bogoliubov (HFB) theory by the gradient method, motivated by the need for efficient and robust codes to calculate the configurations required by extensions of the HFB theory, such as the generator coordinate method. The code is organized with a separation between the parts that are specific to the details of the Hamiltonian and the parts that are generic to the gradient method. This permits total flexibility in choosing the symmetries to be imposed on the HFB solutions. The code solves for both even and odd particle-number ground states, with the choice determined by the input data stream. Application is made to the nuclei in the sd shell using the universal sd-shell interaction B (USDB) shell-model Hamiltonian.
International Nuclear Information System (INIS)
Brack, M.
1981-01-01
Strutinsky's shell-correction method is investigated in the framework of the microscopial Hartree-Fock-Bogoliubov method at finite temperature HFBT. Applying the Strutinsky energy averaging consistently to the normal and abnormal density matrices and to the entropy, we define a self-consistently average HFBT system as the solution of a variational problem. From the latter we derive the generalized Strutinsky energy theorem and the explicit expressions for the shell correction of a statistically excited system of BCS quasiparticles. Using numerical results of HF calculations, we demonstrate the convergence of the Strutinsky expansion and estimate the validity of the partical shell-correction approach. We also discuss the close connections of the Strutinsky energy averaging with semiclassical expansions and their usefulness for solving the average nuclear self-consistency problem. In particular we argue that the Hohenberg-Kohn theorem should hold for the averaged HFBT system and we thus provide a justification of the use of semiclassical density functionals. (orig.)
Hartree-Fock+BCS approach to unstable nuclei with the Skyrme force
International Nuclear Information System (INIS)
Tajima, Naoki
2001-01-01
We reanalyze the results of our extensive Hartree-Fock+BCS calculation from new points of view paying attention to the properties of unstable nuclei. The calculation has been done with the Skyrme SIII force for the ground and shape isomeric states of 1029 even-even nuclei ranging 2≤Z≤114. We also discuss the advantages of the employed three-dimensional Cartesian-mesh representation, especially on its remarkably high precision with apparently coarse meshes when applied to atomic nuclei. In Appendices we give the coefficients of finite-point numerical differentiation and integration formulae suitable for Cartesian mesh representation and elucidate the features of each formula and the differences from a method based on the Fourier transformation. (author)
On the relation between the Hartree-Fock and Kohn-Sham approaches
Energy Technology Data Exchange (ETDEWEB)
Amusia, M.Ya. [Racah Institute of Physics, Hebrew University, 91904 Jerusalem (Israel); A.F. Ioffe Physical-Technical Institute, 194021 St. Petersburg (Russian Federation); Msezane, A.Z. [CTSPS, Clark Atlanta University, Atlanta, GA 30314 (United States); Shaginyan, V.R. [CTSPS, Clark Atlanta University, Atlanta, GA 30314 (United States); Petersburg Nuclear Physics Institute, 188300 Gatchina (Russian Federation)]. E-mail: vrshag@thd.pnpi.spb.ru; Sokolovski, D. [Queen' s University of Belfast, Belfast BT7 1NN (United Kingdom)
2004-09-13
We show that the Hartree-Fock (HF) results cannot be reproduced within the framework of Kohn-Sham (KS) theory because the single-particle densities of finite systems obtained within the HF calculations are not v-representable, i.e., do not correspond to any ground state of a N non-interacting electron systems in a local external potential. For this reason, the KS theory, which finds a minimum on a different subset of all densities, can overestimate the ground state energy, as compared to the HF result. The discrepancy between the two approaches provides no grounds to assume that either the KS theory or the density functional theory suffers from internal contradictions.
On the relation between the Hartree-Fock and Kohn-Sham approaches
International Nuclear Information System (INIS)
Amusia, M.Ya.; Msezane, A.Z.; Shaginyan, V.R.; Sokolovski, D.
2004-01-01
We show that the Hartree-Fock (HF) results cannot be reproduced within the framework of Kohn-Sham (KS) theory because the single-particle densities of finite systems obtained within the HF calculations are not v-representable, i.e., do not correspond to any ground state of a N non-interacting electron systems in a local external potential. For this reason, the KS theory, which finds a minimum on a different subset of all densities, can overestimate the ground state energy, as compared to the HF result. The discrepancy between the two approaches provides no grounds to assume that either the KS theory or the density functional theory suffers from internal contradictions
Skyrme-Hartree-Fock in the realm of nuclear mean field models
International Nuclear Information System (INIS)
Reinhard, P.G.; Reiss, C.; Maruhn, J.; Bender, M.; Buervenich, T.; Greiner, W.
2000-01-01
We discuss and compare two brands of nuclear mean field models, the Skyrme-Hartree-Fock scheme (SHF) and the relativistic mean field model (RMF). Similarities and differences are worked out on a formal basis and with respect to the models performance in describing nuclear data. The bulk observables of stable nuclei are all described very well. Differences come up when extrapolating to exotic nuclei. The typically larger asymmetry energy in RMF leads to a larger neutron skin. Superheavy nuclei are found to be very sensitive on the single particle levels particularly on the spin orbit splitting. Ground state correlations from collective surface vibrations can have a significant effect on difference observables, as two-nucleon separation energy and two-nucleon shell gap. (author)
International Nuclear Information System (INIS)
Starodubskij, V.E.; Shaginyan, V.R.
1979-01-01
Friar-Negele method is applied to determine the static densities of neutrons and nuclear matter from the fast proton-nuclei elastic scattering data. This model-independent analysis (MIA) has been carried out for 28 Si, sup(32,34)S, sup(40,42,44,48)Ca, 48 Ti, sup(58,60)Ni, 90 Zr, 208 Pb nuclei. The binding energies, rms radii, densities and scattering cross sections of 1 GeV-proton are calculated in the framework of the Hartree-Fock theory (HF) with Skyrme's interaction. The HF and MIA densities and cross sections have been compared to draw a conclusion on the quality of the HF densities. Calculation of the cross sections has included the spin-orbit interaction with parameters taken from the polarization data
Ab-initio Hartree-Fock study of tritium desorption from Li{sub 2}O
Energy Technology Data Exchange (ETDEWEB)
Taniguchi, Masaki; Tanaka, Satoru [Tokyo Univ. (Japan). Faculty of Engineering
1998-03-01
Dissociative adsorption of hydrogen on Li{sub 2}O (110) surface has been investigated with ab-initio Hartree-Fock quantum chemical calculation technique. Heat of adsorption and potential energy surface for H{sub 2} dissociative adsorption was evaluated by calculating the total energy of the system. Calculation results on adsorption heat indicated that H{sub 2} adsorption is endothermic. However, when oxygen vacancy exists adjacent to the adsorption sites, heat of adsorption energy became less endothermic and the activation energy required to dissociate the H-H bonding was smaller than that for the terrace site. This is considered to be caused by the excess charge localized near the defect. (author)
Guidez, Emilie B; Gordon, Mark S
2015-03-12
The modeling of dispersion interactions in density functional theory (DFT) is commonly performed using an energy correction that involves empirically fitted parameters for all atom pairs of the system investigated. In this study, the first-principles-derived dispersion energy from the effective fragment potential (EFP) method is implemented for the density functional theory (DFT-D(EFP)) and Hartree-Fock (HF-D(EFP)) energies. Overall, DFT-D(EFP) performs similarly to the semiempirical DFT-D corrections for the test cases investigated in this work. HF-D(EFP) tends to underestimate binding energies and overestimate intermolecular equilibrium distances, relative to coupled cluster theory, most likely due to incomplete accounting for electron correlation. Overall, this first-principles dispersion correction yields results that are in good agreement with coupled-cluster calculations at a low computational cost.
Angular momentum projection on a mesh of cranked Hartree-Fock wave functions
International Nuclear Information System (INIS)
Baye, D.; Heenen, P.
1984-01-01
A method for projecting on angular momentum wave functions discretized on a three-dimensional Cartesian mesh is presented. The method is based on a matrix representation of the rotation operator. It is applied to cranked Hartree-Fock wave functions calculated for 24 Mg with a simple interaction. In this case, the accuracy of the projected matrix elements is estimated to be of the order of 0.1%. An extensive comparison of the projected and cranking energies is made. The validity of the cranking method as an approximation to a variation-after-projection calculation seems to be wider than usually expected. The study of the fission barrier of 24 Mg for the channel 4 He- 16 O- 4 He shows that the cranking predictions for these very deformed states are quite reliable
On particle emission in the time-dependent Hartree-Fock approximation
International Nuclear Information System (INIS)
Maedler, P.
1984-01-01
Investigations of fast particle emission in the time-dependent Hartree-Fock mean-field approximation (TDHF) have been performed for one-dimensional slab collisions. For a fixed target mass number and incident velocity the total yields of PEP exhibit pronounced srtructures as a function of the pro ectile mass number, which strongly correcate with the binding energy of the last nucleon in the projectnle. This is in explicit disagreement with experiment. The conclusion has been drawn that the Fermi-jet mechanism cannot be responsible for most of the fast particles observed in experiment, even if quantum diffraction is taken into account (as in TDHF). After PEP emission large amplitude density oscillations, which are the only possible modes in the slab geometry, are found to be damped by further particle emission
A retrodictive stochastic simulation algorithm
International Nuclear Information System (INIS)
Vaughan, T.G.; Drummond, P.D.; Drummond, A.J.
2010-01-01
In this paper we describe a simple method for inferring the initial states of systems evolving stochastically according to master equations, given knowledge of the final states. This is achieved through the use of a retrodictive stochastic simulation algorithm which complements the usual predictive stochastic simulation approach. We demonstrate the utility of this new algorithm by applying it to example problems, including the derivation of likely ancestral states of a gene sequence given a Markovian model of genetic mutation.
Stochastic processes and quantum theory
International Nuclear Information System (INIS)
Klauder, J.R.
1975-01-01
The author analyses a variety of stochastic processes, namely real time diffusion phenomena, which are analogues of imaginary time quantum theory and convariant imaginary time quantum field theory. He elaborates some standard properties involving probability measures and stochastic variables and considers a simple class of examples. Finally he develops the fact that certain stochastic theories actually exhibit divergences that simulate those of covariant quantum field theory and presents examples of both renormaizable and unrenormalizable behavior. (V.J.C.)
Amour, Laurent; Khodja, Mohamed; Nourrigat, Jean
2011-01-01
We study the Wick symbol of a solution of the time dependent Hartree Fock equation, under weaker hypotheses than those needed for the Weyl symbol in the first paper with thesame title. With similar, we prove some kind of Ehrenfest theorem for observables that are not pseudo-differential operators.
Anguiano, M.; Lallena, A. M.; Co', G.; De Donno, V.
2014-02-01
In this work we test the validity of a Hartree-Fock plus Bardeen-Cooper-Schrieffer model in which a finite-range interaction is used in the two steps of the calculation by comparing the results obtained to those found in fully self-consistent Hartree-Fock-Bogoliubov calculations using the same interaction. Specifically, we consider the Gogny-type D1S and D1M forces. We study a wide range of spherical nuclei, far from the stability line, in various regions of the nuclear chart, from oxygen to tin isotopes. We calculate various quantities related to the ground state properties of these nuclei, such as binding energies, radii, charge and density distributions, and elastic electron scattering cross sections. The pairing effects are studied by direct comparison with the Hartree-Fock results. Despite its relative simplicity, in most cases, our model provides results very close to those of the Hartree-Fock-Bogoliubov calculations, and it reproduces the empirical evidence of pairing effects rather well in the nuclei investigated.
Chan, GuoXuan; Wang, Xin
2018-04-01
We consider two typical approximations that are used in the microscopic calculations of double-quantum dot spin qubits, namely, the Heitler-London (HL) and the Hund-Mulliken (HM) approximations, which use linear combinations of Fock-Darwin states to approximate the two-electron states under the double-well confinement potential. We compared these results to a case in which the solution to a one-dimensional Schr¨odinger equation was exactly known and found that typical microscopic calculations based on Fock-Darwin states substantially underestimate the value of the exchange interaction, which is the key parameter that controls the quantum dot spin qubits. This underestimation originates from the lack of tunneling of Fock-Darwin states, which is accurate only in the case with a single potential well. Our results suggest that the accuracies of the current two-dimensional molecular- orbit-theoretical calculations based on Fock-Darwin states should be revisited since underestimation could only deteriorate in dimensions that are higher than one.
Adiabatic time-dependent Hartree-Fock theory of collective motion in finite systems
International Nuclear Information System (INIS)
Baranger, M.; Veneroni, M.
1978-01-01
We show how to derive the parameters of a phenomenological collective model from a microscopic theory. The microscopic theory is Hartree-Fock, and we start from the time-dependent Hartree-Fock equation. To this we add the adiabatic approximation, which results in a collective kinetic energy quadratic in the velocities, with coefficients depending on the coordinates, as in the phenomenological models. The crucial step is the decomposition of the single-particle density matrix p in the form exp(i/sub chi/) rho/sub omicron/exp(-i/sub chi/), where rho/sub omicron/ represents a time-even Slater determinant and plays the role of coordinate. Then chi plays the role of momentum, and the adiabatic assumption is that chi is small. The energy is expanded in powers of chi, the zeroth-order being the collective potential energy. The analogy with classical mechanics is stressed and studied. The same adiabatic equations of motion are derived in three different ways (directly, from the Lagrangian, from the Hamiltonian), thus proving the consistency of the theory. The dynamical equation is not necessary for writing the energy or for the subsequent quantization which leads to a Schroedinger equation, but it must be used to check the validity of various approximation schemes, particularly to reduce the problem to a few degrees of freedom. The role of the adiabatic hypothesis, its definition, and range of validity, are analyzed in great detail. It assumes slow motion, but not small amplitude, and is therefore suitable for large-amplitude collective motion. The RPA is obtained as the limiting case where the amplitude is also small. The translational mass is correctly given, and the moment of inertia under rotation is that of Thouless and Valatin. For a quadrupole two-body force, the Baranger-Kumar formalism is recovered. The self-consistency brings additional terms to the Inglis cranking formula. Comparison is also made with generator coordinate methods
Stochastic Analysis with Financial Applications
Kohatsu-Higa, Arturo; Sheu, Shuenn-Jyi
2011-01-01
Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. This book also covers the areas of backward stochastic differential equations via the (non-li
On the problem of representability and the Bogolyubov-Hartree-Fock theory
Energy Technology Data Exchange (ETDEWEB)
Knoerr, Hans Konrad
2013-11-22
The general topic of this thesis is an approximation of the ground state energy for many-particle quantum systems. In particular the Bogolyubov-Hartree-Fock theory and the representability of one- and two-particle density matrices are studied. After an introductory chapter we specify some basic notation of many-body quantum mechanics in Chapter 2. In Chapter 3 we consider boson, as well as fermion systems. We first tackle the question of representability for bosons, i.e., the question which conditions a one- and a two-particle operator must satisfy to ensure that they are the one- and the two-particle density matrix of a state. For a particle number-conserving system, the representability conditions up to second order for bosons are well-known and called admissibility, P-, and G-conditions. Since, however, most physical systems consisting of bosons are not particle number-conserving, we give an alternative for such systems: Generalizing the two-particle density matrix, we observe that the representability conditions up to second order hold if and only if this generalized two-particle density matrix is positive semi-definite and the one- and the two-particle density matrices fulfill trace class and symmetry conditions. Moreover, we study the Bogolyubov-Hartree-Fock energy of boson and fermion systems. We generalize Lieb's variational principle which in its original formulation holds for purely repulsive particle interactions for fermions only. Our second main result is the following: for bosons, as well as for fermions the infimum of the energy for a variation over pure quasifree states coincides with the one for a variation over all quasifree states under the assumption that the Hamiltonian is bounded below. In the last section of Chapter 3 we specify the relation between centered quasifree states and their corresponding generalized one-particle density matrix, which finds an application in the variational process in the Bogolyubov-Hartree-Fock theory. It is
A finite difference Hartree-Fock program for atoms and diatomic molecules
Kobus, Jacek
2013-03-01
The newest version of the two-dimensional finite difference Hartree-Fock program for atoms and diatomic molecules is presented. This is an updated and extended version of the program published in this journal in 1996. It can be used to obtain reference, Hartree-Fock limit values of total energies and multipole moments for a wide range of diatomic molecules and their ions in order to calibrate existing and develop new basis sets, calculate (hyper)polarizabilities (αzz, βzzz, γzzzz, Az,zz, Bzz,zz) of atoms, homonuclear and heteronuclear diatomic molecules and their ions via the finite field method, perform DFT-type calculations using LDA or B88 exchange functionals and LYP or VWN correlations ones or the self-consistent multiplicative constant method, perform one-particle calculations with (smooth) Coulomb and Krammers-Henneberger potentials and take account of finite nucleus models. The program is easy to install and compile (tarball+configure+make) and can be used to perform calculations within double- or quadruple-precision arithmetic. Catalogue identifier: ADEB_v2_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADEB_v2_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU General Public License version 2 No. of lines in distributed program, including test data, etc.: 171196 No. of bytes in distributed program, including test data, etc.: 9481802 Distribution format: tar.gz Programming language: Fortran 77, C. Computer: any 32- or 64-bit platform. Operating system: Unix/Linux. RAM: Case dependent, from few MB to many GB Classification: 16.1. Catalogue identifier of previous version: ADEB_v1_0 Journal reference of previous version: Comput. Phys. Comm. 98(1996)346 Does the new version supersede the previous version?: Yes Nature of problem: The program finds virtually exact solutions of the Hartree-Fock and density functional theory type equations for atoms, diatomic molecules and their ions
On the problem of representability and the Bogolyubov-Hartree-Fock theory
International Nuclear Information System (INIS)
Knoerr, Hans Konrad
2013-01-01
The general topic of this thesis is an approximation of the ground state energy for many-particle quantum systems. In particular the Bogolyubov-Hartree-Fock theory and the representability of one- and two-particle density matrices are studied. After an introductory chapter we specify some basic notation of many-body quantum mechanics in Chapter 2. In Chapter 3 we consider boson, as well as fermion systems. We first tackle the question of representability for bosons, i.e., the question which conditions a one- and a two-particle operator must satisfy to ensure that they are the one- and the two-particle density matrix of a state. For a particle number-conserving system, the representability conditions up to second order for bosons are well-known and called admissibility, P-, and G-conditions. Since, however, most physical systems consisting of bosons are not particle number-conserving, we give an alternative for such systems: Generalizing the two-particle density matrix, we observe that the representability conditions up to second order hold if and only if this generalized two-particle density matrix is positive semi-definite and the one- and the two-particle density matrices fulfill trace class and symmetry conditions. Moreover, we study the Bogolyubov-Hartree-Fock energy of boson and fermion systems. We generalize Lieb's variational principle which in its original formulation holds for purely repulsive particle interactions for fermions only. Our second main result is the following: for bosons, as well as for fermions the infimum of the energy for a variation over pure quasifree states coincides with the one for a variation over all quasifree states under the assumption that the Hamiltonian is bounded below. In the last section of Chapter 3 we specify the relation between centered quasifree states and their corresponding generalized one-particle density matrix, which finds an application in the variational process in the Bogolyubov-Hartree-Fock theory. It is
Stochastic field theory and finite-temperature supersymmetry
International Nuclear Information System (INIS)
Ghosh, P.; Bandyopadhyay, P.
1988-01-01
The finite-temperature behavior of supersymmetry is considered from the viewpoint of stochastic field theory. To this end, it is considered that Nelson's stochastic mechanics may be generalized to the quantization of a Fermi field when the classical analog of such a field is taken to be a scalar nonlocal field where the internal space is anisotropic in nature such that when quantized this gives rise to two internal helicities corresponding to fermion and antifermion. Stochastic field theory at finite temperature is then formulated from stochastic mechanics which incorporates Brownian motion in the external space as well as in the internal space of a particle. It is shown that when the anisotropy of the internal space is suppressed so that the internal time ξ 0 vanishes and the internal space variables are integrated out one has supersymmetry at finite temperature. This result is true for T = 0, also. However, at this phase equilibrium will be destroyed. Thus for a random process van Hove's result involving quantum mechanical operators, i.e., that when supersymmetry remains unbroken at T = 0 it will also remain unbroken at Tnot =0, occurs. However, this formalism indicates that when at T = 0 broken supersymmetry results, supersymmetry may be restored at a critical temperature T/sub c/
International Nuclear Information System (INIS)
Barbosa, Rugles Cesar
2002-01-01
The present thesis is divided into two parts. The first part describes the many kind of the formalisms of the Generator Coordinate Hartree-Fock method (GCHFM) and second part describes the computational aspect applied to the GCHFM formalism in its discreet form. The major aim of this work is the development of an alternative method to non-linear parameters optimization (basis set) and later uses these optimized parameters to adjust the weight function into GCHFM method. The study of the weight function when N → ∞ (or for large N), where N represents the number of mesh, is important since the GCHFM theory in its continuous form depend on understanding of such behavior. In this thesis, a detailed study is carried out about the methodologies of the self-consistent solution of the GCHFM and some methodology aspects of non-linear parameters optimization. This work shows that the Generator Coordinate Hartree-Fock method is general and it has as particular case the Hartree-Fock Roothaan method. Some possible variations or combinations around of the characteristics of the GCHFM and a comparison with conventional SCF procedure are reported in this thesis. The piecewise weight function method developed in this work shows to be very good for collective parameter optimizations of the Generator Coordinate (GC). The GCHFM calculations are necessary restrict (GCM-RHF), especially when the calculated value energies approach of its numerical values or Hartree-Fock limit. In the optimization methods of state functions for atomic electronic systems is very common the application of the gradient method and its efficacy is not contested. However, the method describes above allow us to obtain results as good as the gradient method. The basis set generated using the piecewise weight function method for Gaussian type function were used in the Restrict Hartree-Fock (RHF) calculations to obtain the total energies for some atomic electronic systems, such as neutron atoms and ions in
Energy Technology Data Exchange (ETDEWEB)
Hardwick, Robert J.; Vennin, Vincent; Wands, David [Institute of Cosmology and Gravitation, University of Portsmouth, Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom); Byrnes, Christian T.; Torrado, Jesús, E-mail: robert.hardwick@port.ac.uk, E-mail: vincent.vennin@port.ac.uk, E-mail: c.byrnes@sussex.ac.uk, E-mail: jesus.torrado@sussex.ac.uk, E-mail: david.wands@port.ac.uk [Department of Physics and Astronomy, University of Sussex, Brighton BN1 9QH (United Kingdom)
2017-10-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
International Nuclear Information System (INIS)
Hardwick, Robert J.; Vennin, Vincent; Wands, David; Byrnes, Christian T.; Torrado, Jesús
2017-01-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
Stochastic quantization and gauge-fixing of the linearized gravitational field
International Nuclear Information System (INIS)
Hueffel, H.; Rumpf, H.
1984-01-01
Due to the indefiniteness of the Euclidean gravitational action the Parisi-Wu stochastic quantization scheme fails in the case of the gravitational field. Therefore we apply a recently proposed modification of stochastic quantization that works in Minkowski space and preserves all the advantages of the original Parisi-Wu method; in particular no gauge-fixing is required. Additionally stochastic gauge-fixing may be introduced and is also studied in detail. The graviton propagators obtained with and without stochastic gauge-fixing all exhibit a noncausal contribution, but apart from this effect the gauge-invariant quantities are the same as those of standard quantization. (Author)
Portfolio Optimization with Stochastic Dividends and Stochastic Volatility
Varga, Katherine Yvonne
2015-01-01
We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…
Stochastic ontogenetic growth model
West, B. J.; West, D.
2012-02-01
An ontogenetic growth model (OGM) for a thermodynamically closed system is generalized to satisfy both the first and second law of thermodynamics. The hypothesized stochastic ontogenetic growth model (SOGM) is shown to entail the interspecies allometry relation by explicitly averaging the basal metabolic rate and the total body mass over the steady-state probability density for the total body mass (TBM). This is the first derivation of the interspecies metabolic allometric relation from a dynamical model and the asymptotic steady-state distribution of the TBM is fit to data and shown to be inverse power law.
Stochastic calculus in physics
International Nuclear Information System (INIS)
Fox, R.F.
1987-01-01
The relationship of Ito-Stratonovich stochastic calculus to studies of weakly colored noise is explained. A functional calculus approach is used to obtain an effective Fokker-Planck equation for the weakly colored noise regime. In a smooth limit, this representation produces the Stratonovich version of the Ito-Stratonovich calculus for white noise. It also provides an approach to steady state behavior for strongly colored noise. Numerical simulation algorithms are explored, and a novel suggestion is made for efficient and accurate simulation of white noise equations
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...... with the outputs and at the same time the inputs impose constraints on the waiting times. Consequently, the expected inputs may not be available when needed and therefore the calculus allows to express the absence of data.The communication delays are expressed by general distributions and the resulting semantics...
Stochastic conditional intensity processes
DEFF Research Database (Denmark)
Bauwens, Luc; Hautsch, Nikolaus
2006-01-01
model allows for a wide range of (cross-)autocorrelation structures in multivariate point processes. The model is estimated by simulated maximum likelihood (SML) using the efficient importance sampling (EIS) technique. By modeling price intensities based on NYSE trading, we provide significant evidence......In this article, we introduce the so-called stochastic conditional intensity (SCI) model by extending Russell’s (1999) autoregressive conditional intensity (ACI) model by a latent common dynamic factor that jointly drives the individual intensity components. We show by simulations that the proposed...... for a joint latent factor and show that its inclusion allows for an improved and more parsimonious specification of the multivariate intensity process...
Stochastic cooling for beginners
International Nuclear Information System (INIS)
Moehl, D.
1984-01-01
These two lectures have been prepared to give a simple introduction to the principles. In Part I we try to explain stochastic cooling using the time-domain picture which starts from the pulse response of the system. In Part II the discussion is repeated, looking more closely at the frequency-domain response. An attempt is made to familiarize the beginners with some of the elementary cooling equations, from the 'single particle case' up to equations which describe the evolution of the particle distribution. (orig.)
Trajectory averaging for stochastic approximation MCMC algorithms
Liang, Faming
2010-01-01
to the stochastic approximation Monte Carlo algorithm [Liang, Liu and Carroll J. Amer. Statist. Assoc. 102 (2007) 305-320]. The application of the trajectory averaging estimator to other stochastic approximationMCMC algorithms, for example, a stochastic
Simulating biological processes: stochastic physics from whole cells to colonies
Earnest, Tyler M.; Cole, John A.; Luthey-Schulten, Zaida
2018-05-01
The last few decades have revealed the living cell to be a crowded spatially heterogeneous space teeming with biomolecules whose concentrations and activities are governed by intrinsically random forces. It is from this randomness, however, that a vast array of precisely timed and intricately coordinated biological functions emerge that give rise to the complex forms and behaviors we see in the biosphere around us. This seemingly paradoxical nature of life has drawn the interest of an increasing number of physicists, and recent years have seen stochastic modeling grow into a major subdiscipline within biological physics. Here we review some of the major advances that have shaped our understanding of stochasticity in biology. We begin with some historical context, outlining a string of important experimental results that motivated the development of stochastic modeling. We then embark upon a fairly rigorous treatment of the simulation methods that are currently available for the treatment of stochastic biological models, with an eye toward comparing and contrasting their realms of applicability, and the care that must be taken when parameterizing them. Following that, we describe how stochasticity impacts several key biological functions, including transcription, translation, ribosome biogenesis, chromosome replication, and metabolism, before considering how the functions may be coupled into a comprehensive model of a ‘minimal cell’. Finally, we close with our expectation for the future of the field, focusing on how mesoscopic stochastic methods may be augmented with atomic-scale molecular modeling approaches in order to understand life across a range of length and time scales.
Bidirectional Classical Stochastic Processes with Measurements and Feedback
Hahne, G. E.
2005-01-01
A measurement on a quantum system is said to cause the "collapse" of the quantum state vector or density matrix. An analogous collapse occurs with measurements on a classical stochastic process. This paper addresses the question of describing the response of a classical stochastic process when there is feedback from the output of a measurement to the input, and is intended to give a model for quantum-mechanical processes that occur along a space-like reaction coordinate. The classical system can be thought of in physical terms as two counterflowing probability streams, which stochastically exchange probability currents in a way that the net probability current, and hence the overall probability, suitably interpreted, is conserved. The proposed formalism extends the . mathematics of those stochastic processes describable with linear, single-step, unidirectional transition probabilities, known as Markov chains and stochastic matrices. It is shown that a certain rearrangement and combination of the input and output of two stochastic matrices of the same order yields another matrix of the same type. Each measurement causes the partial collapse of the probability current distribution in the midst of such a process, giving rise to calculable, but non-Markov, values for the ensuing modification of the system's output probability distribution. The paper concludes with an analysis of a classical probabilistic version of the so-called grandfather paradox.
Expressing stochastic unravellings using random evolution operators
International Nuclear Information System (INIS)
Salgado, D; Sanchez-Gomez, J L
2002-01-01
We prove how the form of the most general invariant stochastic unravelling for Markovian (recently given in the literature by Wiseman and Diosi) and non-Markovian but Lindblad-type open quantum systems can be attained by imposing a single mathematical condition upon the random evolution operator of the system, namely a.s. trace preservation (a.s. stands for almost surely). The use of random operators ensures the complete positivity of the density operator evolution and characterizes the linear/non-linear character of the evolution in a straightforward way. It is also shown how three quantum stochastic evolution models - continuous spontaneous localization, quantum state diffusion and quantum mechanics with universal position localization - appear as concrete choices for the noise term of the evolution random operators are assumed. We finally conjecture how these operators may in the future be used in two different directions: both to connect quantum stochastic evolution models with random properties of space-time and to handle noisy quantum logical gates
Stationary stochastic processes theory and applications
Lindgren, Georg
2012-01-01
Some Probability and Process BackgroundSample space, sample function, and observablesRandom variables and stochastic processesStationary processes and fieldsGaussian processesFour historical landmarksSample Function PropertiesQuadratic mean propertiesSample function continuityDerivatives, tangents, and other characteristicsStochastic integrationAn ergodic resultExercisesSpectral RepresentationsComplex-valued stochastic processesBochner's theorem and the spectral distributionSpectral representation of a stationary processGaussian processesStationary counting processesExercisesLinear Filters - General PropertiesLinear time invariant filtersLinear filters and differential equationsWhite noise in linear systemsLong range dependence, non-integrable spectra, and unstable systemsThe ARMA-familyLinear Filters - Special TopicsThe Hilbert transform and the envelopeThe sampling theoremKarhunen-Loève expansionClassical Ergodic Theory and MixingThe basic ergodic theorem in L2Stationarity and transformationsThe ergodic th...
Stochasticity and superadiabaticity in radiofrequency plasma heating
International Nuclear Information System (INIS)
Stix, T.H.
1979-04-01
In a plasma subject to radiofrequency fields, it is only the resonant particles - comprising just a minor portion of the total velocity distribution - which are strongly affected. Under near-fusion conditions, thermalization by Coulomb collisions is slow, and noncollisional stochasticity can play an important role in reshaping f(v). It is found that the common rf interactions, including Landau, cyclotron and transit-time damping, can be fitted in a unified manner by a simple two-step one-parameter (epsilon) mapping which can display collision-free stochastic or adiabatic (also called superadiabatic) behavior, depending on the choice of epsilon. The effect on the evolution of the space averaged f (x,v,t) is reasonably well described by a pseudo-stochastic diffusion function, D/sub PS/(v,epsilon) which is the quasilinear diffusion coefficient but with appropriate widening of the delta-function spikes. Coulomb collisions, leading to D/sub Coul/(v) which may be added and directly compared to D/sub PS/(v,epsilon), are introduced by Langevin terms in the mapping equations
Stochastic Blind Motion Deblurring
Xiao, Lei
2015-05-13
Blind motion deblurring from a single image is a highly under-constrained problem with many degenerate solutions. A good approximation of the intrinsic image can therefore only be obtained with the help of prior information in the form of (often non-convex) regularization terms for both the intrinsic image and the kernel. While the best choice of image priors is still a topic of ongoing investigation, this research is made more complicated by the fact that historically each new prior requires the development of a custom optimization method. In this paper, we develop a stochastic optimization method for blind deconvolution. Since this stochastic solver does not require the explicit computation of the gradient of the objective function and uses only efficient local evaluation of the objective, new priors can be implemented and tested very quickly. We demonstrate that this framework, in combination with different image priors produces results with PSNR values that match or exceed the results obtained by much more complex state-of-the-art blind motion deblurring algorithms.
Schilstra, Maria J; Martin, Stephen R
2009-01-01
Stochastic simulations may be used to describe changes with time of a reaction system in a way that explicitly accounts for the fact that molecules show a significant degree of randomness in their dynamic behavior. The stochastic approach is almost invariably used when small numbers of molecules or molecular assemblies are involved because this randomness leads to significant deviations from the predictions of the conventional deterministic (or continuous) approach to the simulation of biochemical kinetics. Advances in computational methods over the three decades that have elapsed since the publication of Daniel Gillespie's seminal paper in 1977 (J. Phys. Chem. 81, 2340-2361) have allowed researchers to produce highly sophisticated models of complex biological systems. However, these models are frequently highly specific for the particular application and their description often involves mathematical treatments inaccessible to the nonspecialist. For anyone completely new to the field to apply such techniques in their own work might seem at first sight to be a rather intimidating prospect. However, the fundamental principles underlying the approach are in essence rather simple, and the aim of this article is to provide an entry point to the field for a newcomer. It focuses mainly on these general principles, both kinetic and computational, which tend to be not particularly well covered in specialist literature, and shows that interesting information may even be obtained using very simple operations in a conventional spreadsheet.
AA, stochastic precooling pickup
CERN PhotoLab
1980-01-01
The freshly injected antiprotons were subjected to fast stochastic "precooling". In this picture of a precooling pickup, the injection orbit is to the left, the stack orbit to the far right. After several seconds of precooling with the system's kickers (in momentum and in the vertical plane), the precooled antiprotons were transferred, by means of RF, to the stack tail, where they were subjected to further stochastic cooling in momentum and in both transverse planes, until they ended up, deeply cooled, in the stack core. During precooling, a shutter near the central orbit shielded the pickups from the signals emanating from the stack-core, whilst the stack-core was shielded from the violent action of the precooling kickers by a shutter on these. All shutters were opened briefly during transfer of the precooled antiprotons to the stack tail. Here, the shutter is not yet mounted. Precooling pickups and kickers had the same design, except that the kickers had cooling circuits and the pickups had none. Peering th...
Behavioral Stochastic Resonance
Freund, Jan A.; Schimansky-Geier, Lutz; Beisner, Beatrix; Neiman, Alexander; Russell, David F.; Yakusheva, Tatyana; Moss, Frank
2001-03-01
Zooplankton emit weak electric fields into the surrounding water that originate from their own muscular activities associated with swimming and feeding. Juvenile paddlefish prey upon single zooplankton by detecting and tracking these weak electric signatures. The passive electric sense in the fish is provided by an elaborate array of electroreceptors, Ampullae Lorenzini, spread over the surface of an elongated rostrum. We have previously shown that the fish use stochastic resonance to enhance prey capture near the detection threshold of their sensory system. But stochastic resonance requires an external source of electrical noise in order to function. The required noise can be provided by a swarm of plankton, for example Daphnia. Thus juvenile paddlefish can detect and attack single Daphnia as outliers in the vicinity of the swarm by making use of noise from the swarm itself. From the power spectral density of the noise plus the weak signal from a single Daphnia we calculate the signal-to-noise ratio and the Fisher information at the surface of the paddlefish's rostrum. The results predict a specific attack pattern for the paddlefish that appears to be experimentally testable.
Stochastic programming with integer recourse
van der Vlerk, Maarten Hendrikus
1995-01-01
In this thesis we consider two-stage stochastic linear programming models with integer recourse. Such models are at the intersection of two different branches of mathematical programming. On the one hand some of the model parameters are random, which places the problem in the field of stochastic
Thermal mixtures in stochastic mechanics
Energy Technology Data Exchange (ETDEWEB)
Guerra, F [Rome Univ. (Italy). Ist. di Matematica; Loffredo, M I [Salerno Univ. (Italy). Ist. di Fisica
1981-01-17
Stochastic mechanics is extended to systems in thermal equilibrium. The resulting stochastic processes are mixtures of Nelson processes. Their Markov property is investigated in some simple cases. It is found that in order to inforce Markov property the algebra of observable associated to the present must be suitably enlarged.
Alternative Asymmetric Stochastic Volatility Models
M. Asai (Manabu); M.J. McAleer (Michael)
2010-01-01
textabstractThe stochastic volatility model usually incorporates asymmetric effects by introducing the negative correlation between the innovations in returns and volatility. In this paper, we propose a new asymmetric stochastic volatility model, based on the leverage and size effects. The model is
Stochastic ferromagnetism analysis and numerics
Brzezniak, Zdzislaw; Neklyudov, Mikhail; Prohl, Andreas
2013-01-01
This monograph examines magnetization dynamics at elevated temperatures which can be described by the stochastic Landau-Lifshitz-Gilbert equation (SLLG). Comparative computational studies with the stochastic model are included. Constructive tools such as e.g. finite element methods are used to derive the theoretical results, which are then used for computational studies.
Variance decomposition in stochastic simulators.
Le Maître, O P; Knio, O M; Moraes, A
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maître, O. P.; Knio, O. M.; Moraes, A.
2015-06-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Energy Technology Data Exchange (ETDEWEB)
Le Maître, O. P., E-mail: olm@limsi.fr [LIMSI-CNRS, UPR 3251, Orsay (France); Knio, O. M., E-mail: knio@duke.edu [Department of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708 (United States); Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa [King Abdullah University of Science and Technology, Thuwal (Saudi Arabia)
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maî tre, O. P.; Knio, O. M.; Moraes, Alvaro
2015-01-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Stochastic petri nets for wireless networks
Lei, Lei; Zhong, Zhangdui
2015-01-01
This SpringerBrief presents research in the application of Stochastic Petri Nets (SPN) to the performance evaluation of wireless networks under bursty traffic. It covers typical Quality-of-Service performance metrics such as mean throughput, average delay and packet dropping probability. Along with an introduction of SPN basics, the authors introduce the key motivation and challenges of using SPN to analyze the resource sharing performance in wireless networks. The authors explain two powerful modeling techniques that treat the well-known state space explosion problem: model decomposition and
Transport near the onset of stochasticity
International Nuclear Information System (INIS)
Meiss, J.D.
1985-05-01
For two-degree-of-freedom Hamiltonians, (e.g., a particle in a 2-D potential or the flow of magnetic field lines) an invariant torus in phase space acts as an absolute barrier for trajectories. When an invariant torus is destroyed by a perturbation, a remnant remains with gaps. This ''cantorus'' forms a formidable barrier even well into the stochastic regime. We show that correlation functions decay algebraically invalidating the common assumptions of chaos. The decay rate is given by a universal exponent, obtained from self-similar scaling
Transport near the onset of stochasticity
Energy Technology Data Exchange (ETDEWEB)
Meiss, J D
1986-01-01
For two-degree-of-freedom Hamiltonians (e.g., a particle in a 2-D potential or the flow of magnetic-field lines), an invariant torus in phase space acts as an absolute barrier for trajectories. When an invariant torus is destroyed by perturbation, a remnant remains with gaps. This 'cantorus' forms a formidable barrier even well into the stochastic regime. We show that correlation functions decay algebraically, invalidating the common assumptions of chaos. The decay rate is given by a universal exponent, obtained from self-similar scaling.
Regular and stochastic particle motion in plasma dynamics
International Nuclear Information System (INIS)
Kaufman, A.N.
1979-08-01
A Hamiltonian formalism is presented for the study of charged-particle trajectories in the self-consistent field of the particles. The intention is to develop a general approach to plasma dynamics. Transformations of phase-space variables are used to separate out the regular, adiabatic motion from the irregular, stochastic trajectories. Several new techniques are included in this presentation
Stochastic description of supersymmetric fields with values in a manifold
International Nuclear Information System (INIS)
Hoba, Z.
1986-01-01
This paper discusses the mathematical problem of the imaginary time quantum mechanics of a particle moving in Euclidean space as considered from the theory of diffusion processes. The diffusion process is defined by a stochastic equation; the equation describes the diffusion process as a time evolution of a Brownian particle in a force field. The paper considers a Brownian particle on a Riemannian manifold
Optimal adaptive control for a class of stochastic systems
Bagchi, Arunabha; Chen, Han-Fu
1995-01-01
We study linear-quadratic adaptive tracking problems for a special class of stochastic systems expressed in the state-space form. This is a long-standing problem in the control of aircraft flying through atmospheric turbulence. Using an ELS-based algorithm and introducing dither in the control law
Lv, Qiming; Schneider, Manuel K; Pitchford, Jonathan W
2008-08-01
We study individual plant growth and size hierarchy formation in an experimental population of Arabidopsis thaliana, within an integrated analysis that explicitly accounts for size-dependent growth, size- and space-dependent competition, and environmental stochasticity. It is shown that a Gompertz-type stochastic differential equation (SDE) model, involving asymmetric competition kernels and a stochastic term which decreases with the logarithm of plant weight, efficiently describes individual plant growth, competition, and variability in the studied population. The model is evaluated within a Bayesian framework and compared to its deterministic counterpart, and to several simplified stochastic models, using distributional validation. We show that stochasticity is an important determinant of size hierarchy and that SDE models outperform the deterministic model if and only if structural components of competition (asymmetry; size- and space-dependence) are accounted for. Implications of these results are discussed in the context of plant ecology and in more general modelling situations.
Stochastic optimal control in infinite dimension dynamic programming and HJB equations
Fabbri, Giorgio; Święch, Andrzej
2017-01-01
Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general introduction to optimal stochastic control, including basic results (e.g. the dynamic programming principle) with proofs, and provides examples of applications. A complete and up-to-date exposition of the existing theory of viscosity solutions and regular solutions of second-order HJB equations in Hilbert spaces is given, together with an extensive survey of other methods, with a full bibliography. In particular, Chapter 6, written by M. Fuhrman and G. Tessitore, surveys the theory of regular solutions of HJB equations arising in infinite-dimensional stochastic control, via BSDEs. The book is of interest to both pure and applied researchers working in the control theory of stochastic PDEs, and in PDEs in infinite ...
Kozachenko, Yuriy; Troshki, Viktor
2015-01-01
We consider a measurable stationary Gaussian stochastic process. A criterion for testing hypotheses about the covariance function of such a process using estimates for its norm in the space $L_p(\\mathbb {T}),\\,p\\geq1$, is constructed.
EXISTENCE OF SOLUTION TO NONLINEAR SECOND ORDER NEUTRAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH DELAY
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
This paper is concerned with nonlinear second order neutral stochastic differential equations with delay in a Hilbert space. Sufficient conditions for the existence of solution to the system are obtained by Picard iterations.
Database of Nucleon-Nucleon Scattering Cross Sections by Stochastic Simulation, Phase I
National Aeronautics and Space Administration — A database of nucleon-nucleon elastic differential and total cross sections will be generated by stochastic simulation of the quantum Liouville equation in the...
Microscopic optical model potential based on Brueckner-Hartree-Fock theory
International Nuclear Information System (INIS)
Li Lulu; Zhao Enguang; Zhou Shangui; Li Zenghua; Zuo Wei; Bonaccorso, Angela; Lonbardo, Umberto
2010-01-01
The optical model is one of the most important models in the study of nuclear reactions. In the optical model, the elastic channel is considered to be dominant and the contributions of all other absorption channels are described by introducing an imaginary potential, Koning and Delaroche obtained empirically the so-called KDR optical potentials based on a best-fitting of massive experimental data on nucleon-nucleus scattering reactions. The volume part is found to be dominant in the real component of the OMP at low energies. Using the Bruckner-Hartree-Fock theory with Bonn B potential plus self consistent three body force, the nucleon-nucleus optical potential is studied in this thesis. In the Bruckner theory, the on-shell self energy, is corresponding to the depth of the volume part of the optical model potential (OMP) for nucleon-nucleus scattering. Using Bruckner-Hartree-Fock theory, the nucleon on-shell self energy is calculated based on Hughenoltz-Van Hove (HVH) theorem. The microscopic optical potentials thus obtained agree well with the volume part of the KDR potentials. Furthermore, the isospin splitting in the volume part of the OMP is also reproduced satisfactorily. The isospin effect in the volume part of the OMP is directly related to the isospin splitting of the effective mass of the nucleon. According to our results, the isospin splitting of neutron to proton effective mass is such that the neutron effective mass increases with isospin, whereas the proton effective mass decreases. The isovector potential U n (E) - U p (E) vanishes at energy E ≈ 200 MeV and then changes sign indicating a possible inversion in the effective mass isospin spitting. We also calculated from the Bruckner theory the imaginary part of the OMP, and the microscopic calculations predict that the isospin splitting exists also in the imaginary OMP whereas the empirical KDR potentials do not show this feature. The shape of the real component of the nucleon-nucleus OMP is
Boundedness of the Segal-Bargmann Transform on Fractional Hermite-Sobolev Spaces
Directory of Open Access Journals (Sweden)
Hong Rae Cho
2017-01-01
Full Text Available Let s∈R and 2≤p≤∞. We prove that the Segal-Bargmann transform B is a bounded operator from fractional Hermite-Sobolev spaces WHs,pRn to fractional Fock-Sobolev spaces FRs,p.
Morgan, Byron JT; Tanner, Martin Abba; Carlin, Bradley P
2008-01-01
Introduction and Examples Introduction Examples of data sets Basic Model Fitting Introduction Maximum-likelihood estimation for a geometric model Maximum-likelihood for the beta-geometric model Modelling polyspermy Which model? What is a model for? Mechanistic models Function Optimisation Introduction MATLAB: graphs and finite differences Deterministic search methods Stochastic search methods Accuracy and a hybrid approach Basic Likelihood ToolsIntroduction Estimating standard errors and correlations Looking at surfaces: profile log-likelihoods Confidence regions from profiles Hypothesis testing in model selectionScore and Wald tests Classical goodness of fit Model selection biasGeneral Principles Introduction Parameterisation Parameter redundancy Boundary estimates Regression and influence The EM algorithm Alternative methods of model fitting Non-regular problemsSimulation Techniques Introduction Simulating random variables Integral estimation Verification Monte Carlo inference Estimating sampling distributi...
Stochastic population theories
Ludwig, Donald
1974-01-01
These notes serve as an introduction to stochastic theories which are useful in population biology; they are based on a course given at the Courant Institute, New York, in the Spring of 1974. In order to make the material. accessible to a wide audience, it is assumed that the reader has only a slight acquaintance with probability theory and differential equations. The more sophisticated topics, such as the qualitative behavior of nonlinear models, are approached through a succession of simpler problems. Emphasis is placed upon intuitive interpretations, rather than upon formal proofs. In most cases, the reader is referred elsewhere for a rigorous development. On the other hand, an attempt has been made to treat simple, useful models in some detail. Thus these notes complement the existing mathematical literature, and there appears to be little duplication of existing works. The authors are indebted to Miss Jeanette Figueroa for her beautiful and speedy typing of this work. The research was supported by the Na...
Propagator of stochastic electrodynamics
International Nuclear Information System (INIS)
Cavalleri, G.
1981-01-01
The ''elementary propagator'' for the position of a free charged particle subject to the zero-point electromagnetic field with Lorentz-invariant spectral density proportionalω 3 is obtained. The nonstationary process for the position is solved by the stationary process for the acceleration. The dispersion of the position elementary propagator is compared with that of quantum electrodynamics. Finally, the evolution of the probability density is obtained starting from an initial distribution confined in a small volume and with a Gaussian distribution in the velocities. The resulting probability density for the position turns out to be equal, to within radiative corrections, to psipsi* where psi is the Kennard wave packet. If the radiative corrections are retained, the present result is new since the corresponding expression in quantum electrodynamics has not yet been found. Besides preceding quantum electrodynamics for this problem, no renormalization is required in stochastic electrodynamics
RES: Regularized Stochastic BFGS Algorithm
Mokhtari, Aryan; Ribeiro, Alejandro
2014-12-01
RES, a regularized stochastic version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method is proposed to solve convex optimization problems with stochastic objectives. The use of stochastic gradient descent algorithms is widespread, but the number of iterations required to approximate optimal arguments can be prohibitive in high dimensional problems. Application of second order methods, on the other hand, is impracticable because computation of objective function Hessian inverses incurs excessive computational cost. BFGS modifies gradient descent by introducing a Hessian approximation matrix computed from finite gradient differences. RES utilizes stochastic gradients in lieu of deterministic gradients for both, the determination of descent directions and the approximation of the objective function's curvature. Since stochastic gradients can be computed at manageable computational cost RES is realizable and retains the convergence rate advantages of its deterministic counterparts. Convergence results show that lower and upper bounds on the Hessian egeinvalues of the sample functions are sufficient to guarantee convergence to optimal arguments. Numerical experiments showcase reductions in convergence time relative to stochastic gradient descent algorithms and non-regularized stochastic versions of BFGS. An application of RES to the implementation of support vector machines is developed.
Existence of weak solutions to stochastic evolution inclusions
Jakubowski , Adam; Kamenskii , Mikhail; Raynaud de Fitte , Paul
2005-01-01
International audience; We consider the Cauchy problem for a semilinear stochastic differential inclusion in a Hilbert space. The linear operator generates a strongly continuous semigroup and the nonlinear term is multivalued and satisfies a condition which is more heneral than the Lipschitz condition. We prove the existence of a mild solution to this problem. This solution is not "strong" in the probabilistic sense, that is, it is not defined on the underlying probability space, but on a lar...
Energy Technology Data Exchange (ETDEWEB)
Lötstedt, Erik, E-mail: lotstedt@chem.s.u-tokyo.ac.jp; Kato, Tsuyoshi; Yamanouchi, Kaoru [Department of Chemistry, School of Science, The University of Tokyo, 7-3-1 Hongo, Bunkyo-ku, Tokyo 113-0033 (Japan)
2016-04-21
An approximate implementation of the multiconfiguration time-dependent Hartree-Fock method is proposed, in which the matrix of configuration-interaction coefficients is decomposed into a product of matrices of smaller dimension. The applicability of this method in which all the configurations are kept in the expansion of the wave function, while the configuration-interaction coefficients are approximately calculated, is discussed by showing the results on three model systems: a one-dimensional model of a beryllium atom, a one-dimensional model of a carbon atom, and a one-dimensional model of a chain of four hydrogen atoms. The time-dependent electronic dynamics induced by a few-cycle, long-wavelength laser pulse is found to be well described at a lower computational cost compared to the standard multiconfiguration time-dependent Hartree-Fock treatment. Drawbacks of the method are also discussed.
Stochastic estimation of electricity consumption
International Nuclear Information System (INIS)
Kapetanovic, I.; Konjic, T.; Zahirovic, Z.
1999-01-01
Electricity consumption forecasting represents a part of the stable functioning of the power system. It is very important because of rationality and increase of control process efficiency and development planning of all aspects of society. On a scientific basis, forecasting is a possible way to solve problems. Among different models that have been used in the area of forecasting, the stochastic aspect of forecasting as a part of quantitative models takes a very important place in applications. ARIMA models and Kalman filter as stochastic estimators have been treated together for electricity consumption forecasting. Therefore, the main aim of this paper is to present the stochastic forecasting aspect using short time series. (author)
Linear stochastic neutron transport theory
International Nuclear Information System (INIS)
Lewins, J.
1978-01-01
A new and direct derivation of the Bell-Pal fundamental equation for (low power) neutron stochastic behaviour in the Boltzmann continuum model is given. The development includes correlation of particle emission direction in induced and spontaneous fission. This leads to generalizations of the backward and forward equations for the mean and variance of neutron behaviour. The stochastic importance for neutron transport theory is introduced and related to the conventional deterministic importance. Defining equations and moment equations are derived and shown to be related to the backward fundamental equation with the detector distribution of the operational definition of stochastic importance playing the role of an adjoint source. (author)
Introduction to stochastic dynamic programming
Ross, Sheldon M; Lukacs, E
1983-01-01
Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent chapters study infinite-stage models: discounting future returns, minimizing nonnegative costs, maximizing nonnegative returns, and maximizing the long-run average return. Each of these chapters first considers whether an optimal policy need exist-providing counterexamples where appropriate-and the
Nonlocal quantum field theory and stochastic quantum mechanics
International Nuclear Information System (INIS)
Namsrai, K.
1986-01-01
This volume presents a systematic development of the implications to both quantum mechanics and quantum field theory of the hypothesis of a stochastic structure of space-time. Some applications to elementary particle physics are also considered. Part 1 is concerned with nonlocal quantum field theory and, among other topics, deals with quantized fields, electromagnetic and weak processes, the Schroedinger equation, and functional methods and their applications. Part 2 presents an introduction to stochastic mechanics and many specific problems of interest are discussed. (Auth.)
Parameter estimation in stochastic rainfall-runoff models
DEFF Research Database (Denmark)
Jonsdottir, Harpa; Madsen, Henrik; Palsson, Olafur Petur
2006-01-01
A parameter estimation method for stochastic rainfall-runoff models is presented. The model considered in the paper is a conceptual stochastic model, formulated in continuous-discrete state space form. The model is small and a fully automatic optimization is, therefore, possible for estimating all...... the parameter values are optimal for simulation or prediction. The data originates from Iceland and the model is designed for Icelandic conditions, including a snow routine for mountainous areas. The model demands only two input data series, precipitation and temperature and one output data series...
Stochastic Optimal Prediction with Application to Averaged Euler Equations
Energy Technology Data Exchange (ETDEWEB)
Bell, John [Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States); Chorin, Alexandre J. [Univ. of California, Berkeley, CA (United States); Crutchfield, William [Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States)
2017-04-24
Optimal prediction (OP) methods compensate for a lack of resolution in the numerical solution of complex problems through the use of an invariant measure as a prior measure in the Bayesian sense. In first-order OP, unresolved information is approximated by its conditional expectation with respect to the invariant measure. In higher-order OP, unresolved information is approximated by a stochastic estimator, leading to a system of random or stochastic differential equations. We explain the ideas through a simple example, and then apply them to the solution of Averaged Euler equations in two space dimensions.
Projection after variation in the finite-temperature Hartree-Fock-Bogoliubov approximation
Fanto, P.
2017-11-01
The finite-temperature Hartree-Fock-Bogoliubov (HFB) approximation often breaks symmetries of the underlying many-body Hamiltonian. Restricting the calculation of the HFB partition function to a subspace with good quantum numbers through projection after variation restores some of the correlations lost in breaking these symmetries, although effects of the broken symmetries such as sharp kinks at phase transitions remain. However, the most general projection after variation formula in the finite-temperature HFB approximation is limited by a sign ambiguity. Here, I extend the Pfaffian formula for the many-body traces of HFB density operators introduced by Robledo [L. M. Robledo, Phys. Rev. C. 79, 021302(R) (2009), 10.1103/PhysRevC.79.021302] to eliminate this sign ambiguity and evaluate the more complicated many-body traces required in projection after variation in the most general HFB case. The method is validated through a proof-of-principle calculation of the particle-number-projected HFB thermal energy in a simple model.