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.

Time independent mean-field theory

International Nuclear Information System (INIS)

Negele, J.W.

1980-02-01

The physical and theoretical motivations for the time-dependent mean-field theory are presented, and the successes and limitations of the time-dependent Hartree-Fock initial-vaue problem are reviewed. New theoretical developments are described in the treatment of two-body correlations and the formulation of a quantum mean-field theory of large-amplitude collective motion and tunneling decay. Finally, the mean-field theory is used to obtain new insights into the phenomenon of pion condensation in finite nuclei. 18 figures

An application of information theory to stochastic classical gravitational fields

Science.gov (United States)

Angulo, J.; Angulo, J. C.; Angulo, J. M.

2018-06-01

The objective of this study lies on the incorporation of the concepts developed in the Information Theory (entropy, complexity, etc.) with the aim of quantifying the variation of the uncertainty associated with a stochastic physical system resident in a spatiotemporal region. As an example of application, a relativistic classical gravitational field has been considered, with a stochastic behavior resulting from the effect induced by one or several external perturbation sources. One of the key concepts of the study is the covariance kernel between two points within the chosen region. Using this concept and the appropriate criteria, a methodology is proposed to evaluate the change of uncertainty at a given spatiotemporal point, based on available information and efficiently applying the diverse methods that Information Theory provides. For illustration, a stochastic version of the Einstein equation with an added Gaussian Langevin term is analyzed.

Mean-field approximation minimizes relative entropy

International Nuclear Information System (INIS)

Bilbro, G.L.; Snyder, W.E.; Mann, R.C.

1991-01-01

The authors derive the mean-field approximation from the information-theoretic principle of minimum relative entropy instead of by minimizing Peierls's inequality for the Weiss free energy of statistical physics theory. They show that information theory leads to the statistical mechanics procedure. As an example, they consider a problem in binary image restoration. They find that mean-field annealing compares favorably with the stochastic approach

Mean-field theory and solitonic matter

International Nuclear Information System (INIS)

Cohen, T.D.

1989-01-01

Finite density solitonic matter is considered in the context of quantum field theory. Mean-field theory, which provides a reasonable description for single-soliton properties gives rise to a crystalline description. A heuristic description of solitonic matter is given which shows that the low-density limit of solitonic matter (the limit which is presumably relevant for nuclear matter) does not commute with the mean-field theory limit and gives rise to a Fermi-gas description of the system. It is shown on the basis of a formal expansion of simple soliton models in terms of the coupling constant why one expects mean-field theory to fail at low densities and why the corrections to mean-field theory are nonperturbative. This heuristic description is tested against an exactly solvable 1+1 dimensional model (the sine-Gordon model) and found to give the correct behavior. The relevance of these results to the program of doing nuclear physics based on soliton models is discussed. (orig.)

Stochastic quantization and topological theories

International Nuclear Information System (INIS)

Fainberg, V.Y.; Subbotin, A.V.; Kuznetsov, A.N.

1992-01-01

In the last two years topological quantum field theories (TQFT) have attached much attention. This paper reports that from the very beginning it was realized that due to a peculiar BRST-like symmetry these models admitted so-called Nicolai mapping: the Nicolai variables, in terms of which actions of the theories become gaussian, are nothing but (anti-) selfduality conditions or their generalizations. This fact became a starting point in the quest of possible stochastic interpretation to topological field theories. The reasons behind were quite simple and included, in particular, the well-known relations between stochastic processes and supersymmetry. The main goal would have been achieved, if it were possible to construct stochastic processes governed by Langevin or Fokker-Planck equations in a real Euclidean time leading to TQFT's path integrals (equivalently: to reformulate TQFTs as non-equilibrium phase dynamics of stochastic processes). Further on, if it would appear that these processes correspond to the stochastic quantization of theories of some definite kind, one could expect (d + 1)-dimensional TQFTs to share some common properties with d-dimensional ones

Stochastic Gravity: Theory and Applications

Directory of Open Access Journals (Sweden)

Hu Bei Lok

2004-01-01

Full Text Available Whereas semiclassical gravity is based on the semiclassical Einstein equation with sources given by the expectation value of the stress-energy tensor of quantum fields, stochastic semiclassical gravity is based on the Einstein-Langevin equation, which has in addition sources due to the noise kernel. The noise kernel is the vacuum expectation value of the (operator-valued stress-energy bi-tensor which describes the fluctuations of quantum matter fields in curved spacetimes. In the first part, we describe the fundamentals of this new theory via two approaches: the axiomatic and the functional. The axiomatic approach is useful to see the structure of the theory from the framework of semiclassical gravity, showing the link from the mean value of the stress-energy tensor to their correlation functions. The functional approach uses the Feynman-Vernon influence functional and the Schwinger-Keldysh closed-time-path effective action methods which are convenient for computations. It also brings out the open systems concepts and the statistical and stochastic contents of the theory such as dissipation, fluctuations, noise, and decoherence. We then focus on the properties of the stress-energy bi-tensor. We obtain a general expression for the noise kernel of a quantum field defined at two distinct points in an arbitrary curved spacetime as products of covariant derivatives of the quantum field's Green function. In the second part, we describe three applications of stochastic gravity theory. First, we consider metric perturbations in a Minkowski spacetime. We offer an analytical solution of the Einstein-Langevin equation and compute the two-point correlation functions for the linearized Einstein tensor and for the metric perturbations. Second, we discuss structure formation from the stochastic gravity viewpoint, which can go beyond the standard treatment by incorporating the full quantum effect of the inflaton fluctuations. Third, we discuss the backreaction

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)

Mean-field magnetohydrodynamics and dynamo theory

CERN Document Server

Krause, F

2013-01-01

Mean-Field Magnetohydrodynamics and Dynamo Theory provides a systematic introduction to mean-field magnetohydrodynamics and the dynamo theory, along with the results achieved. Topics covered include turbulence and large-scale structures; general properties of the turbulent electromotive force; homogeneity, isotropy, and mirror symmetry of turbulent fields; and turbulent electromotive force in the case of non-vanishing mean flow. The turbulent electromotive force in the case of rotational mean motion is also considered. This book is comprised of 17 chapters and opens with an overview of the gen

Stochastic quantization of topological field theory: generalized Langevin equation with memory kernel

International Nuclear Information System (INIS)

Menezes, G.; Svaiter, N.F.

2006-04-01

We use the method of stochastic quantization in a topological field theory defined in an Euclidean space, assuming a Langevin equation with a memory kernel. We show that our procedure for the Abelian Chern-Simons theory converges regardless of the nature of the Chern-Simons coefficient. (author)

A Stochastic Maximum Principle for General Mean-Field Systems

International Nuclear Information System (INIS)

Buckdahn, Rainer; Li, Juan; Ma, Jin

2016-01-01

In this paper we study the optimal control problem for a class of general mean-field stochastic differential equations, in which the coefficients depend, nonlinearly, on both the state process as well as of its law. In particular, we assume that the control set is a general open set that is not necessary convex, and the coefficients are only continuous on the control variable without any further regularity or convexity. We validate the approach of Peng (SIAM J Control Optim 2(4):966–979, 1990) by considering the second order variational equations and the corresponding second order adjoint process in this setting, and we extend the Stochastic Maximum Principle of Buckdahn et al. (Appl Math Optim 64(2):197–216, 2011) to this general case.

A Stochastic Maximum Principle for General Mean-Field Systems

Energy Technology Data Exchange (ETDEWEB)

Buckdahn, Rainer, E-mail: Rainer.Buckdahn@univ-brest.fr [Université de Bretagne-Occidentale, Département de Mathématiques (France); Li, Juan, E-mail: juanli@sdu.edu.cn [Shandong University, Weihai, School of Mathematics and Statistics (China); Ma, Jin, E-mail: jinma@usc.edu [University of Southern California, Department of Mathematics (United States)

2016-12-15

In this paper we study the optimal control problem for a class of general mean-field stochastic differential equations, in which the coefficients depend, nonlinearly, on both the state process as well as of its law. In particular, we assume that the control set is a general open set that is not necessary convex, and the coefficients are only continuous on the control variable without any further regularity or convexity. We validate the approach of Peng (SIAM J Control Optim 2(4):966–979, 1990) by considering the second order variational equations and the corresponding second order adjoint process in this setting, and we extend the Stochastic Maximum Principle of Buckdahn et al. (Appl Math Optim 64(2):197–216, 2011) to this general case.

Dynamical Mean Field Approximation Applied to Quantum Field Theory

CERN Document Server

Akerlund, Oscar; Georges, Antoine; Werner, Philipp

2013-12-04

We apply the Dynamical Mean Field (DMFT) approximation to the real, scalar phi^4 quantum field theory. By comparing to lattice Monte Carlo calculations, perturbation theory and standard mean field theory, we test the quality of the approximation in two, three, four and five dimensions. The quantities considered in these tests are the critical coupling for the transition to the ordered phase and the associated critical exponents nu and beta. We also map out the phase diagram in four dimensions. In two and three dimensions, DMFT incorrectly predicts a first order phase transition for all bare quartic couplings, which is problematic, because the second order nature of the phase transition of lattice phi^4-theory is crucial for taking the continuum limit. Nevertheless, by extrapolating the behaviour away from the phase transition, one can obtain critical couplings and critical exponents. They differ from those of mean field theory and are much closer to the correct values. In four dimensions the transition is sec...

Stochastic mean-field theory: Method and application to the disordered Bose-Hubbard model at finite temperature and speckle disorder

International Nuclear Information System (INIS)

Bissbort, Ulf; Hofstetter, Walter; Thomale, Ronny

2010-01-01

We discuss the stochastic mean-field theory (SMFT) method, which is a new approach for describing disordered Bose systems in the thermodynamic limit including localization and dimensional effects. We explicate the method in detail and apply it to the disordered Bose-Hubbard model at finite temperature, with on-site box disorder, as well as experimentally relevant unbounded speckle disorder. We find that disorder-induced condensation and re-entrant behavior at constant filling are only possible at low temperatures, beyond the reach of current experiments [M. Pasienski, D. McKay, M. White, and B. DeMarco, e-print arXiv:0908.1182]. Including off-diagonal hopping disorder as well, we investigate its effect on the phase diagram in addition to pure on-site disorder. To make connection to present experiments on a quantitative level, we also combine SMFT with an LDA approach and obtain the condensate fraction in the presence of an external trapping potential.

A study of Monte Carlo methods for weak approximations of stochastic particle systems in the mean-field?

KAUST Repository

Haji Ali, Abdul Lateef

2016-01-08

I discuss using single level and multilevel Monte Carlo methods to compute quantities of interests of a stochastic particle system in the mean-field. In this context, the stochastic particles follow a coupled system of Ito stochastic differential equations (SDEs). Moreover, this stochastic particle system converges to a stochastic mean-field limit as the number of particles tends to infinity. I start by recalling the results of applying different versions of Multilevel Monte Carlo (MLMC) for particle systems, both with respect to time steps and the number of particles and using a partitioning estimator. Next, I expand on these results by proposing the use of our recent Multi-index Monte Carlo method to obtain improved convergence rates.

A study of Monte Carlo methods for weak approximations of stochastic particle systems in the mean-field?

KAUST Repository

Haji Ali, Abdul Lateef

2016-01-01

I discuss using single level and multilevel Monte Carlo methods to compute quantities of interests of a stochastic particle system in the mean-field. In this context, the stochastic particles follow a coupled system of Ito stochastic differential equations (SDEs). Moreover, this stochastic particle system converges to a stochastic mean-field limit as the number of particles tends to infinity. I start by recalling the results of applying different versions of Multilevel Monte Carlo (MLMC) for particle systems, both with respect to time steps and the number of particles and using a partitioning estimator. Next, I expand on these results by proposing the use of our recent Multi-index Monte Carlo method to obtain improved convergence rates.

Stochastic Gravity: Theory and Applications

Directory of Open Access Journals (Sweden)

Hu Bei Lok

2008-05-01

Full Text Available Whereas semiclassical gravity is based on the semiclassical Einstein equation with sources given by the expectation value of the stress-energy tensor of quantum fields, stochastic semiclassical gravity is based on the Einstein–Langevin equation, which has, in addition, sources due to the noise kernel. The noise kernel is the vacuum expectation value of the (operator-valued stress-energy bitensor, which describes the fluctuations of quantum-matter fields in curved spacetimes. A new improved criterion for the validity of semiclassical gravity may also be formulated from the viewpoint of this theory. In the first part of this review we describe the fundamentals of this new theory via two approaches: the axiomatic and the functional. The axiomatic approach is useful to see the structure of the theory from the framework of semiclassical gravity, showing the link from the mean value of the stress-energy tensor to the correlation functions. The functional approach uses the Feynman–Vernon influence functional and the Schwinger–Keldysh closed-time-path effective action methods. In the second part, we describe three applications of stochastic gravity. First, we consider metric perturbations in a Minkowski spacetime, compute the two-point correlation functions of these perturbations and prove that Minkowski spacetime is a stable solution of semiclassical gravity. Second, we discuss structure formation from the stochastic-gravity viewpoint, which can go beyond the standard treatment by incorporating the full quantum effect of the inflaton fluctuations. Third, using the Einstein–Langevin equation, we discuss the backreaction of Hawking radiation and the behavior of metric fluctuations for both the quasi-equilibrium condition of a black-hole in a box and the fully nonequilibrium condition of an evaporating black hole spacetime. Finally, we briefly discuss the theoretical structure of stochastic gravity in relation to quantum gravity and point out

Dynamic behaviors of spin-1/2 bilayer system within Glauber-type stochastic dynamics based on the effective-field theory

International Nuclear Information System (INIS)

Ertaş, Mehmet; Kantar, Ersin; Keskin, Mustafa

2014-01-01

The dynamic phase transitions (DPTs) and dynamic phase diagrams of the kinetic spin-1/2 bilayer system in the presence of a time-dependent oscillating external magnetic field are studied by using Glauber-type stochastic dynamics based on the effective-field theory with correlations for the ferromagnetic/ferromagnetic (FM/FM), antiferromagnetic/ferromagnetic (AFM/FM) and antiferromagnetic/antiferromagnetic (AFM/AFM) interactions. The time variations of average magnetizations and the temperature dependence of the dynamic magnetizations are investigated. The dynamic phase diagrams for the amplitude of the oscillating field versus temperature were presented. The results are compared with the results of the same system within Glauber-type stochastic dynamics based on the mean-field theory. - Highlights: • The Ising bilayer system is investigated within the Glauber dynamics based on EFT. • The time variations of average order parameters to find phases are studied. • The dynamic phase diagrams are found for the different interaction parameters. • The system displays the critical points as well as a re-entrant behavior

Dynamic behaviors of spin-1/2 bilayer system within Glauber-type stochastic dynamics based on the effective-field theory

Energy Technology Data Exchange (ETDEWEB)

Ertaş, Mehmet; Kantar, Ersin, E-mail: ersinkantar@erciyes.edu.tr; Keskin, Mustafa

2014-05-01

The dynamic phase transitions (DPTs) and dynamic phase diagrams of the kinetic spin-1/2 bilayer system in the presence of a time-dependent oscillating external magnetic field are studied by using Glauber-type stochastic dynamics based on the effective-field theory with correlations for the ferromagnetic/ferromagnetic (FM/FM), antiferromagnetic/ferromagnetic (AFM/FM) and antiferromagnetic/antiferromagnetic (AFM/AFM) interactions. The time variations of average magnetizations and the temperature dependence of the dynamic magnetizations are investigated. The dynamic phase diagrams for the amplitude of the oscillating field versus temperature were presented. The results are compared with the results of the same system within Glauber-type stochastic dynamics based on the mean-field theory. - Highlights: • The Ising bilayer system is investigated within the Glauber dynamics based on EFT. • The time variations of average order parameters to find phases are studied. • The dynamic phase diagrams are found for the different interaction parameters. • The system displays the critical points as well as a re-entrant behavior.

Rapidity-density patterns for events in a stochastic-field multiparticle theory

International Nuclear Information System (INIS)

Arnold, R.C.

1976-02-01

Typical-event rapidity distributions expected at energies of a few TeV are calculated in a stochastic-field multiparticle production theory. Short range rapidity correlations with characteristics of a Van der Waals fluid give rise to ''domain'' patterns in rapidity density, which have the appearance of clusters separated by rapidity gaps

Mean-field theory of nuclear structure and dynamics

International Nuclear Information System (INIS)

Negele, J.W.

1982-01-01

The physical and theoretical foundations are presented for the mean-field theory of nuclear structure and dynamics. Salient features of the many-body theory of stationary states are reviewed to motivate the time-dependent mean-field approximation. The time-dependent Hartree-Fock approximation and its limitations are discussed and general theoretical formulations are presented which yield time-dependent mean-field equations in lowest approximation and provide suitable frameworks for overcoming various conceptual and practical limitations of the mean-field theory. Particular emphasis is placed on recent developments utilizing functional integral techniques to obtain a quantum mean-field theory applicable to quantized eigenstates, spontaneous fission, the nuclear partition function, and scattering problems. Applications to a number of simple, idealized systems are presented to verify the approximations for solvable problems and to elucidate the essential features of mean-field dynamics. Finally, calculations utilizing moderately realistic geometries and interactions are reviewed which address heavy-ion collisions, fusion, strongly damped collisions, and fission

Stationary stochastic processes theory and applications

CERN Document Server

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...

Application of Stochastic Unsaturated Flow Theory, Numerical Simulations, and Comparisons to Field Observations

DEFF Research Database (Denmark)

Jensen, Karsten Høgh; Mantoglou, Aristotelis

1992-01-01

unsaturated flow equation representing the mean system behavior is solved using a finite difference numerical solution technique. The effective parameters are evaluated from the stochastic theory formulas before entering them into the numerical solution for each iteration. The stochastic model is applied...... seems to offer a rational framework for modeling large-scale unsaturated flow and estimating areal averages of soil-hydrological processes in spatially variable soils....

Multiagent model and mean field theory of complex auction dynamics

Science.gov (United States)

Chen, Qinghua; Huang, Zi-Gang; Wang, Yougui; Lai, Ying-Cheng

2015-09-01

Recent years have witnessed a growing interest in analyzing a variety of socio-economic phenomena using methods from statistical and nonlinear physics. We study a class of complex systems arising from economics, the lowest unique bid auction (LUBA) systems, which is a recently emerged class of online auction game systems. Through analyzing large, empirical data sets of LUBA, we identify a general feature of the bid price distribution: an inverted J-shaped function with exponential decay in the large bid price region. To account for the distribution, we propose a multi-agent model in which each agent bids stochastically in the field of winner’s attractiveness, and develop a theoretical framework to obtain analytic solutions of the model based on mean field analysis. The theory produces bid-price distributions that are in excellent agreement with those from the real data. Our model and theory capture the essential features of human behaviors in the competitive environment as exemplified by LUBA, and may provide significant quantitative insights into complex socio-economic phenomena.

Multiagent model and mean field theory of complex auction dynamics

International Nuclear Information System (INIS)

Chen, Qinghua; Wang, Yougui; Huang, Zi-Gang; Lai, Ying-Cheng

2015-01-01

Recent years have witnessed a growing interest in analyzing a variety of socio-economic phenomena using methods from statistical and nonlinear physics. We study a class of complex systems arising from economics, the lowest unique bid auction (LUBA) systems, which is a recently emerged class of online auction game systems. Through analyzing large, empirical data sets of LUBA, we identify a general feature of the bid price distribution: an inverted J-shaped function with exponential decay in the large bid price region. To account for the distribution, we propose a multi-agent model in which each agent bids stochastically in the field of winner’s attractiveness, and develop a theoretical framework to obtain analytic solutions of the model based on mean field analysis. The theory produces bid-price distributions that are in excellent agreement with those from the real data. Our model and theory capture the essential features of human behaviors in the competitive environment as exemplified by LUBA, and may provide significant quantitative insights into complex socio-economic phenomena. (paper)

Mean fields and self consistent normal ordering of lattice spin and gauge field theories

International Nuclear Information System (INIS)

Ruehl, W.

1986-01-01

Classical Heisenberg spin models on lattices possess mean field theories that are well defined real field theories on finite lattices. These mean field theories can be self consistently normal ordered. This leads to a considerable improvement over standard mean field theory. This concept is carried over to lattice gauge theories. We construct first an appropriate real mean field theory. The equations determining the Gaussian kernel necessary for self-consistent normal ordering of this mean field theory are derived. (orig.)

Polarization of the vacuum by a stochastic external field

International Nuclear Information System (INIS)

Krive, I.V.; Pastur, L.A.; Rozhavskii, A.S.

1988-01-01

The effect of disorder, realized in the form of a fluctuating extra mass term, on the bosonic vacuum and fermionic vacuum of models of quantum field theory is studied. A method is developed for calculating the mean effective potential in the stochastic external field. For a model of interacting scalar and fermion fields in (3+1)-dimensional space-time it is shown that random fluctuations of the mass lead to an increase of the equilibrium mean scalar field in the system

Stochastic Growth Theory of Spatially-Averaged Distributions of Langmuir Fields in Earth's Foreshock

Science.gov (United States)

Boshuizen, Christopher R.; Cairns, Iver H.; Robinson, P. A.

2001-01-01

Langmuir-like waves in the foreshock of Earth are characteristically bursty and irregular, and are the subject of a number of recent studies. Averaged over the foreshock, it is observed that the probability distribution is power-law P(bar)(log E) in the wave field E with the bar denoting this averaging over position, In this paper it is shown that stochastic growth theory (SGT) can explain a power-law spatially-averaged distributions P(bar)(log E), when the observed power-law variations of the mean and standard deviation of log E with position are combined with the log normal statistics predicted by SGT at each location.

Advances in dynamic and mean field games theory, applications, and numerical methods

CERN Document Server

Viscolani, Bruno

2017-01-01

This contributed volume considers recent advances in dynamic games and their applications, based on presentations given at the 17th Symposium of the International Society of Dynamic Games, held July 12-15, 2016, in Urbino, Italy. Written by experts in their respective disciplines, these papers cover various aspects of dynamic game theory including mean-field games, stochastic and pursuit-evasion games, and computational methods for dynamic games. Topics covered include Pedestrian flow in crowded environments Models for climate change negotiations Nash Equilibria for dynamic games involving Volterra integral equations Differential games in healthcare markets Linear-quadratic Gaussian dynamic games Aircraft control in wind shear conditions Advances in Dynamic and Mean-Field Games presents state-of-the-art research in a wide spectrum of areas. As such, it serves as a testament to the continued vitality and growth of the field of dynamic games and their applications. It will be of interest to an interdisciplinar...

Superfield formulation of stochastic quantization for gauge theories

International Nuclear Information System (INIS)

Egoryan, Ed.Sh.; Manvelian, R.P.

1990-01-01

Using gauge symmetry localization relative to superspace coordinates an extended stochastic action for the Yang-Mills field possessing supergauge invariance is obtained. This allows to formulate correctly a mechanism of stochastic reduction for gauge theories beyond the framework of perturbation theory. 12 refs

Quantization of dynamical systems and stochastic control theory

International Nuclear Information System (INIS)

Guerra, F.; Morato, L.M.

1982-09-01

In the general framework of stochastic control theory we introduce a suitable form of stochastic action associated to the controlled process. Then a variational principle gives all main features of Nelson's stochastic mechanics. In particular we derive the expression of the current velocity field as the gradient of the phase action. Moreover the stochastic corrections to the Hamilton-Jacobi equation are in agreement with the quantum mechanical form of the Madelung fluid (equivalent to the Schroedinger equation). Therefore stochastic control theory can provide a very simple model simulating quantum mechanical behavior

Band mixing effects in mean field theories

International Nuclear Information System (INIS)

Kuyucak, S.; Morrison, I.

1989-01-01

The 1/N expansion method, which is an angular momentum projected mean field theory, is used to investigate the nature of electromagnetic transitions in the interacting boson model (IBM). Conversely, comparison with the exact IBM results sheds light on the range of validity of the mean field theory. It is shown that the projected mean field results for the E2 transitions among the ground, β and γ bands are incomplete for the spin dependent terms and it is essential to include band mixing effect for a correct (Mikhailov) analysis of E2 data. The algebraic expressions derived are general and will be useful in the analysis of experimental data in terms of both the sd and sdg boson models. 17 refs., 7 figs., 8 tabs

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.

Kinetic theory of age-structured stochastic birth-death processes

Science.gov (United States)

Greenman, Chris D.; Chou, Tom

2016-01-01

Classical age-structured mass-action models such as the McKendrick-von Foerster equation have been extensively studied but are unable to describe stochastic fluctuations or population-size-dependent birth and death rates. Stochastic theories that treat semi-Markov age-dependent processes using, e.g., the Bellman-Harris equation do not resolve a population's age structure and are unable to quantify population-size dependencies. Conversely, current theories that include size-dependent population dynamics (e.g., mathematical models that include carrying capacity such as the logistic equation) cannot be easily extended to take into account age-dependent birth and death rates. In this paper, we present a systematic derivation of a new, fully stochastic kinetic theory for interacting age-structured populations. By defining multiparticle probability density functions, we derive a hierarchy of kinetic equations for the stochastic evolution of an aging population undergoing birth and death. We show that the fully stochastic age-dependent birth-death process precludes factorization of the corresponding probability densities, which then must be solved by using a Bogoliubov--Born--Green--Kirkwood--Yvon-like hierarchy. Explicit solutions are derived in three limits: no birth, no death, and steady state. These are then compared with their corresponding mean-field results. Our results generalize both deterministic models and existing master equation approaches by providing an intuitive and efficient way to simultaneously model age- and population-dependent stochastic dynamics applicable to the study of demography, stem cell dynamics, and disease evolution.

Stochastic Neural Field Theory and the System-Size Expansion

KAUST Repository

Bressloff, Paul C.

2010-01-01

We analyze a master equation formulation of stochastic neurodynamics for a network of synaptically coupled homogeneous neuronal populations each consisting of N identical neurons. The state of the network is specified by the fraction of active or spiking neurons in each population, and transition rates are chosen so that in the thermodynamic or deterministic limit (N → ∞) we recover standard activity-based or voltage-based rate models. We derive the lowest order corrections to these rate equations for large but finite N using two different approximation schemes, one based on the Van Kampen system-size expansion and the other based on path integral methods. Both methods yield the same series expansion of the moment equations, which at O(1/N) can be truncated to form a closed system of equations for the first-and second-order moments. Taking a continuum limit of the moment equations while keeping the system size N fixed generates a system of integrodifferential equations for the mean and covariance of the corresponding stochastic neural field model. We also show how the path integral approach can be used to study large deviation or rare event statistics underlying escape from the basin of attraction of a stable fixed point of the mean-field dynamics; such an analysis is not possible using the system-size expansion since the latter cannot accurately determine exponentially small transitions. © by SIAM.

Regularity theory for mean-field game systems

CERN Document Server

Gomes, Diogo A; Voskanyan, Vardan

2016-01-01

Beginning with a concise introduction to the theory of mean-field games (MFGs), this book presents the key elements of the regularity theory for MFGs. It then introduces a series of techniques for well-posedness in the context of mean-field problems, including stationary and time-dependent MFGs, subquadratic and superquadratic MFG formulations, and distinct classes of mean-field couplings. It also explores stationary and time-dependent MFGs through a series of a-priori estimates for solutions of the Hamilton-Jacobi and Fokker-Planck equation. It shows sophisticated a-priori systems derived using a range of analytical techniques, and builds on previous results to explain classical solutions. The final chapter discusses the potential applications, models and natural extensions of MFGs. As MFGs connect common problems in pure mathematics, engineering, economics and data management, this book is a valuable resource for researchers and graduate students in these fields.

Regularity Theory for Mean-Field Game Systems

KAUST Repository

Gomes, Diogo A.

2016-09-14

Beginning with a concise introduction to the theory of mean-field games (MFGs), this book presents the key elements of the regularity theory for MFGs. It then introduces a series of techniques for well-posedness in the context of mean-field problems, including stationary and time-dependent MFGs, subquadratic and superquadratic MFG formulations, and distinct classes of mean-field couplings. It also explores stationary and time-dependent MFGs through a series of a-priori estimates for solutions of the Hamilton-Jacobi and Fokker-Planck equation. It shows sophisticated a-priori systems derived using a range of analytical techniques, and builds on previous results to explain classical solutions. The final chapter discusses the potential applications, models and natural extensions of MFGs. As MFGs connect common problems in pure mathematics, engineering, economics and data management, this book is a valuable resource for researchers and graduate students in these fields.

Regularity Theory for Mean-Field Game Systems

KAUST Repository

Gomes, Diogo A.; Pimentel, Edgard A.; Voskanyan, Vardan K.

2016-01-01

Beginning with a concise introduction to the theory of mean-field games (MFGs), this book presents the key elements of the regularity theory for MFGs. It then introduces a series of techniques for well-posedness in the context of mean-field problems, including stationary and time-dependent MFGs, subquadratic and superquadratic MFG formulations, and distinct classes of mean-field couplings. It also explores stationary and time-dependent MFGs through a series of a-priori estimates for solutions of the Hamilton-Jacobi and Fokker-Planck equation. It shows sophisticated a-priori systems derived using a range of analytical techniques, and builds on previous results to explain classical solutions. The final chapter discusses the potential applications, models and natural extensions of MFGs. As MFGs connect common problems in pure mathematics, engineering, economics and data management, this book is a valuable resource for researchers and graduate students in these fields.

Functional stochastic differential equations: mathematical theory of nonlinear parabolic systems with applications in field theory and statistical mechanics

International Nuclear Information System (INIS)

Doering, C.R.

1985-01-01

Applications of nonlinear parabolic stochastic differential equations with additive colored noise in equilibrium and nonequilibrium statistical mechanics and quantum field theory are developed in detail, providing a new unified mathematical approach to many problems. The existence and uniqueness of solutions to these equations is established, and some of the properties of the solutions are investigated. In particular, asymptotic expansions for the correlation functions of the solutions are introduced and compared to rigorous nonperturbative bounds on the moments. It is found that the perturbative analysis is in qualitative disagreement with the exact result in models corresponding to cut-off self-interacting nonperturbatively renormalizable scalar quantum field theories. For these theories the nonlinearities cannot be considered as perturbations of the linearized theory

Symplectic manifolds, coadjoint orbits, and Mean Field Theory

International Nuclear Information System (INIS)

Rosensteel, G.

1986-01-01

Mean field theory is given a geometrical interpretation as a Hamiltonian dynamical system. The Hartree-Fock phase space is the Grassmann manifold, a symplectic submanifold of the projective space of the full many-fermion Hilbert space. The integral curves of the Hartree-Fock vector field are the time-dependent Hartree-Fock solutions, while the critical points of the energy function are the time-independent states. The mean field theory is generalized beyond determinants to coadjoint orbit spaces of the unitary group; the Grassmann variety is the minimal coadjoint orbit

Classification of networks of automata by dynamical mean field theory

International Nuclear Information System (INIS)

Burda, Z.; Jurkiewicz, J.; Flyvbjerg, H.

1990-01-01

Dynamical mean field theory is used to classify the 2 24 =65,536 different networks of binary automata on a square lattice with nearest neighbour interactions. Application of mean field theory gives 700 different mean field classes, which fall in seven classes of different asymptotic dynamics characterized by fixed points and two-cycles. (orig.)

International Conference Modern Stochastics: Theory and Applications III

CERN Document Server

Limnios, Nikolaos; Mishura, Yuliya; Sakhno, Lyudmyla; Shevchenko, Georgiy; Modern Stochastics and Applications

2014-01-01

This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a  great source of inspiration for designing new algorithms, modeling procedures, and experiments. Accessible to researchers, practitioners, as well as graduate and postgraduate students, this volume presents a variety of new tools, ideas, and methodologies in the fields of optimization, physics, finance, probability, hydrodynamics, reliability, decision making, mathematical finance, mathematical physics, and economics. Contributions to this Work include those of selected speakers from the international conference entitled “Modern Stochastics: Theory and Applications III,”  held on September 10 –14, 2012 at Taras Shevchenko National University of Kyiv, Ukraine. The conference covered the following areas of research in probability theory and its applications: stochastic analysis, stochastic processes and fields, random matrices, optimization methods in probability, st...

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)

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.)

Electricity Market Stochastic Dynamic Model and Its Mean Stability Analysis

Directory of Open Access Journals (Sweden)

Zhanhui Lu

2014-01-01

Full Text Available Based on the deterministic dynamic model of electricity market proposed by Alvarado, a stochastic electricity market model, considering the random nature of demand sides, is presented in this paper on the assumption that generator cost function and consumer utility function are quadratic functions. The stochastic electricity market model is a generalization of the deterministic dynamic model. Using the theory of stochastic differential equations, stochastic process theory, and eigenvalue techniques, the determining conditions of the mean stability for this electricity market model under small Gauss type random excitation are provided and testified theoretically. That is, if the demand elasticity of suppliers is nonnegative and the demand elasticity of consumers is negative, then the stochastic electricity market model is mean stable. It implies that the stability can be judged directly by initial data without any computation. Taking deterministic electricity market data combined with small Gauss type random excitation as numerical samples to interpret random phenomena from a statistical perspective, the results indicate the conclusions above are correct, valid, and practical.

Mean field with corrections in lattice gauge theory

International Nuclear Information System (INIS)

Flyvbjerg, H.; Zuber, J.B.; Lautrup, B.

1981-12-01

A systematic expansion of the path integral for lattice gauge theory is performed around the mean field solution. In this letter the authors present the results for the pure gauge groups Z(2), SU(2) and SO(3). The agreement with Monte Carlo calculations is excellent. For the discrete group the calculation is performed with and without gauge fixing, whereas for the continuous groups gauge fixing is mandatory. In the case of SU(2) the absence of a phase transition is correctly signalled by mean field theory. (Auth.)

Nuclear collective vibrations in extended mean-field theory

Energy Technology Data Exchange (ETDEWEB)

Lacroix, D. [Lab. de Physique Corpusculaire/ ENSICAEN, 14 - Caen (France); Ayik, S. [Tennessee Technological Univ., Cookeville, TN (United States); Chomaz, Ph. [Grand Accelerateur National d' Ions Lourds (GANIL), 14 - Caen (France)

2003-07-01

The extended mean-field theory, which includes both the incoherent dissipation mechanism due to nucleon-nucleon collisions and the coherent dissipation mechanism due to coupling to low-lying surface vibrations, is briefly reviewed. Expressions of the strength functions for the collective excitations are presented in the small amplitude limit of this approach. This fully microscopic theory is applied by employing effective Skyrme forces to various giant resonance excitations at zero and finite temperature. The theory is able to describe the gross properties of giant resonance excitations, the fragmentation of the strength distributions as well as their fine structure. At finite temperature, the success and limitations of this extended mean-field description are discussed. (authors)

Analysis of a Stochastic Chemical System Close to a SNIPER Bifurcation of Its Mean-Field Model

KAUST Repository

Erban, Radek; Chapman, S. Jonathan; Kevrekidis, Ioannis G.; Vejchodský , Tomá š

2009-01-01

A framework for the analysis of stochastic models of chemical systems for which the deterministic mean-field description is undergoing a saddle-node infinite period (SNIPER) bifurcation is presented. Such a bifurcation occurs, for example

Scattering theory of stochastic electromagnetic light waves.

Science.gov (United States)

Wang, Tao; Zhao, Daomu

2010-07-15

We generalize scattering theory to stochastic electromagnetic light waves. It is shown that when a stochastic electromagnetic light wave is scattered from a medium, the properties of the scattered field can be characterized by a 3 x 3 cross-spectral density matrix. An example of scattering of a spatially coherent electromagnetic light wave from a deterministic medium is discussed. Some interesting phenomena emerge, including the changes of the spectral degree of coherence and of the spectral degree of polarization of the scattered field.

Differential form representation of stochastic electromagnetic fields

Science.gov (United States)

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.

Some stochastic techniques in quantization, new developments in Markov fields and quantum fields

International Nuclear Information System (INIS)

Albeverio, S.; Zegarlinski, B.

1990-01-01

In these lectures we intend to discuss a few recent developments in the area of interactions between quantum fields and Markow fields in which we have been involved. We stress particularly developments involving techniques of stochastic analysis and where mathematical results have been obtained. In sections 1 and 2 we discuss recent developments in the study and applications of the theory of Dirichlet forms in its relations with quantum mechanics and quantum field theory. In our opinion, this theory provides a natural setting for the study of the singular stochastic processes associated with quantum theory. In section 3 we discuss a recent rigorous construction of a convergent simplicial approximation to quantum fields. We look upon these developments as a first step towards a mathematical realization, at least in 2 space-time dimensions, of a convergent 'Regge-calculus', and as first steps to the mathematical control of more general models (like e.g. models involving actions of Chern-Simons type) in the continuum. In Sect. 4 we discuss applications of some stochastic techniques to the study of gauge fields and Higgs fields, mainly in 2 space time dimensions and certain non linear electromagnetic-type fields in 4-space-time dimensions. (orig./HSI)

Risk-sensitive mean-field games

KAUST Repository

Tembine, Hamidou

2014-04-01

In this paper, we study a class of risk-sensitive mean-field stochastic differential games. We show that under appropriate regularity conditions, the mean-field value of the stochastic differential game with exponentiated integral cost functional coincides with the value function satisfying a Hamilton -Jacobi- Bellman (HJB) equation with an additional quadratic term. We provide an explicit solution of the mean-field best response when the instantaneous cost functions are log-quadratic and the state dynamics are affine in the control. An equivalent mean-field risk-neutral problem is formulated and the corresponding mean-field equilibria are characterized in terms of backward-forward macroscopic McKean-Vlasov equations, Fokker-Planck-Kolmogorov equations, and HJB equations. We provide numerical examples on the mean field behavior to illustrate both linear and McKean-Vlasov dynamics. © 1963-2012 IEEE.

Risk-sensitive mean-field games

KAUST Repository

Tembine, Hamidou; Zhu, Quanyan; Başar, Tamer

2014-01-01

In this paper, we study a class of risk-sensitive mean-field stochastic differential games. We show that under appropriate regularity conditions, the mean-field value of the stochastic differential game with exponentiated integral cost functional coincides with the value function satisfying a Hamilton -Jacobi- Bellman (HJB) equation with an additional quadratic term. We provide an explicit solution of the mean-field best response when the instantaneous cost functions are log-quadratic and the state dynamics are affine in the control. An equivalent mean-field risk-neutral problem is formulated and the corresponding mean-field equilibria are characterized in terms of backward-forward macroscopic McKean-Vlasov equations, Fokker-Planck-Kolmogorov equations, and HJB equations. We provide numerical examples on the mean field behavior to illustrate both linear and McKean-Vlasov dynamics. © 1963-2012 IEEE.

Mean Field Games with a Dominating Player

Energy Technology Data Exchange (ETDEWEB)

Bensoussan, A., E-mail: axb046100@utdallas.edu [The University of Texas at Dallas, International Center for Decision and Risk Analysis, Jindal School of Management (United States); Chau, M. H. M., E-mail: michaelchaumanho@gmail.com; Yam, S. C. P., E-mail: scpyam@sta.cuhk.edu.hk [The Chinese University of Hong Kong, Department of Statistics (Hong Kong, People’s Republic of China) (China)

2016-08-15

In this article, we consider mean field games between a dominating player and a group of representative agents, each of which acts similarly and also interacts with each other through a mean field term being substantially influenced by the dominating player. We first provide the general theory and discuss the necessary condition for the optimal controls and equilibrium condition by adopting adjoint equation approach. We then present a special case in the context of linear-quadratic framework, in which a necessary and sufficient condition can be asserted by stochastic maximum principle; we finally establish the sufficient condition that guarantees the unique existence of the equilibrium control. The proof of the convergence result of finite player game to mean field counterpart is provided in Appendix.

Intermittency in multiparticle production analyzed by means of stochastic theories

International Nuclear Information System (INIS)

Bartl, A.; Suzuki, N.

1990-01-01

Intermittency in multiparticle production is described by means of probability distributions derived from pure birth stochastic equations. The UA1, TASSO, NA22 and cosmic ray data are analyzed. 24 refs., 1 fig. (Authors)

Stochastic processes inference theory

CERN Document Server

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.

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.

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 geometry of critical curves, Schramm-Loewner evolutions and conformal field theory

International Nuclear Information System (INIS)

Gruzberg, Ilya A

2006-01-01

Conformally invariant curves that appear at critical points in two-dimensional statistical mechanics systems and their fractal geometry have received a lot of attention in recent years. On the one hand, Schramm (2000 Israel J. Math. 118 221 (Preprint math.PR/9904022)) has invented a new rigorous as well as practical calculational approach to critical curves, based on a beautiful unification of conformal maps and stochastic processes, and by now known as Schramm-Loewner evolution (SLE). On the other hand, Duplantier (2000 Phys. Rev. Lett. 84 1363; Fractal Geometry and Applications: A Jubilee of Benot Mandelbrot: Part 2 (Proc. Symp. Pure Math. vol 72) (Providence, RI: American Mathematical Society) p 365 (Preprint math-ph/0303034)) has applied boundary quantum gravity methods to calculate exact multifractal exponents associated with critical curves. In the first part of this paper, I provide a pedagogical introduction to SLE. I present mathematical facts from the theory of conformal maps and stochastic processes related to SLE. Then I review basic properties of SLE and provide practical derivation of various interesting quantities related to critical curves, including fractal dimensions and crossing probabilities. The second part of the paper is devoted to a way of describing critical curves using boundary conformal field theory (CFT) in the so-called Coulomb gas formalism. This description provides an alternative (to quantum gravity) way of obtaining the multifractal spectrum of critical curves using only traditional methods of CFT based on free bosonic fields

Modification of linear response theory for mean-field approximations

NARCIS (Netherlands)

Hütter, M.; Öttinger, H.C.

1996-01-01

In the framework of statistical descriptions of many particle systems, the influence of mean-field approximations on the linear response theory is studied. A procedure, analogous to one where no mean-field approximation is involved, is used in order to determine the first order response of the

Backward stochastic differential equations from linear to fully nonlinear theory

CERN Document Server

Zhang, Jianfeng

2017-01-01

This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included. The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering.

The Covariance and Bicovariance of the Stochastic Neutron Field

International Nuclear Information System (INIS)

Perez, R.B.; Mattingly, J.K.; Valentine, T.E.; Mihalczo, J.T.

2000-01-01

On the basis of the general stochastic neutron field theory developed by Munoz-Cobo et al, results on the covariance and bicovariance of the neutron field have been presented. These two statistical quantities are obtained from the counts observed in detectors operating during a period of time (gate length), Δ qc . A classical example is the so called Feynmann Y-function that is defined as the variance to mean ratio of the neutron field. Upon taking the limit of the covariance and bicovariance function for Δ qc r a rrow O , one obtains the two and three detector cross correlation functions respectively. The mathematical structure of the results so obtained have a transparent physical interpretation in terms of the space and delay time overlap between the field-of-view of the detectors. For the first time, an expression has been obtained for the bispectrum function of the stochastic neutron field and for the appropriate weight functions to be used as space-energy-angle correction factors for the one-point kinetics approximation

Development of mean field theories in nuclear physics and in desordered media

International Nuclear Information System (INIS)

Orland, Henri.

1981-04-01

This work, in two parts, deals with the development of mean field theories in nuclear physics (nuclei in balance and collisions of heavy ions) as well as in disordered media. In the first part, two different ways of tackling the problem of developments around mean field theories are explained. Possessing an approach wave function for the system, the natural idea for including the correlations is to develop the exact wave function of the system around the mean field wave function. The first two chapters show two different ways of dealing with this problem: the perturbative approach - Hartree-Fock equations with two body collisions and functional methods. In the second part: mean field theory for spin glasses. The problem for spin glasses is to construct a physically acceptable mean field theory. The importance of this problem in statistical mechanics is linked to the fact that the mean field theory provides a qualitative description of the low temperature phase and is the starting point needed for using more sophisticated methods (renormalization group). Two approaches to this problem are presented, one based on the Sherrington-Kirkpatrick model and the other based on a model of spins with purely local disorder and competitive interaction between the spins [fr

Mean field games for cognitive radio networks

KAUST Repository

Tembine, Hamidou

2012-06-01

In this paper we study mobility effect and power saving in cognitive radio networks using mean field games. We consider two types of users: primary and secondary users. When active, each secondary transmitter-receiver uses carrier sensing and is subject to long-term energy constraint. We formulate the interaction between primary user and large number of secondary users as an hierarchical mean field game. In contrast to the classical large-scale approaches based on stochastic geometry, percolation theory and large random matrices, the proposed mean field framework allows one to describe the evolution of the density distribution and the associated performance metrics using coupled partial differential equations. We provide explicit formulas and algorithmic power management for both primary and secondary users. A complete characterization of the optimal distribution of energy and probability of success is given.

Analysis of a Stochastic Chemical System Close to a SNIPER Bifurcation of Its Mean-Field Model

KAUST Repository

Erban, Radek

2009-01-01

A framework for the analysis of stochastic models of chemical systems for which the deterministic mean-field description is undergoing a saddle-node infinite period (SNIPER) bifurcation is presented. Such a bifurcation occurs, for example, in the modeling of cell-cycle regulation. It is shown that the stochastic system possesses oscillatory solutions even for parameter values for which the mean-field model does not oscillate. The dependence of the mean period of these oscillations on the parameters of the model (kinetic rate constants) and the size of the system (number of molecules present) are studied. Our approach is based on the chemical Fokker-Planck equation. To gain some insight into the advantages and disadvantages of the method, a simple one-dimensional chemical switch is first analyzed, and then the chemical SNIPER problem is studied in detail. First, results obtained by solving the Fokker-Planck equation numerically are presented. Then an asymptotic analysis of the Fokker-Planck equation is used to derive explicit formulae for the period of oscillation as a function of the rate constants and as a function of the system size. © 2009 Society for Industrial and Applied Mathematics.

General Relativistic Mean Field Theory for rotating nuclei

Energy Technology Data Exchange (ETDEWEB)

Madokoro, Hideki [Kyushu Univ., Fukuoka (Japan). Dept. of Physics; Matsuzaki, Masayuki

1998-03-01

The {sigma}-{omega} model Lagrangian is generalized to an accelerated frame by using the technique of general relativity which is known as tetrad formalism. We apply this model to the description of rotating nuclei within the mean field approximation, which we call General Relativistic Mean Field Theory (GRMFT) for rotating nuclei. The resulting equations of motion coincide with those of Munich group whose formulation was not based on the general relativistic transformation property of the spinor fields. Some numerical results are shown for the yrast states of the Mg isotopes and the superdeformed rotational bands in the A {approx} 60 mass region. (author)

Mean field theory for non-abelian gauge theories and fluid dynamics. A brief progress report

International Nuclear Information System (INIS)

Wadia, Spenta R.

2009-01-01

We review the long standing problem of 'mean field theory' for non-abelian gauge theories. As a consequence of the AdS/CFT correspondence, in the large N limit, at strong coupling, and high temperatures and density, the 'mean field theory' is described by the Navier-Stokes equations of fluid dynamics. We also discuss and present results on the non-conformal fluid dynamics of the D1 brane in 1+1 dim. (author)

A simplified BBGKY hierarchy for correlated fermions from a stochastic mean-field approach

International Nuclear Information System (INIS)

Lacroix, Denis; Tanimura, Yusuke; Ayik, Sakir; Yilmaz, Bulent

2016-01-01

The stochastic mean-field (SMF) approach allows to treat correlations beyond mean-field using a set of independent mean-field trajectories with appropriate choice of fluctuating initial conditions. We show here that this approach is equivalent to a simplified version of the Bogolyubov-Born-Green-Kirkwood-Yvon (BBGKY) hierarchy between one-, two-,.., N -body degrees of freedom. In this simplified version, one-body degrees of freedom are coupled to fluctuations to all orders while retaining only specific terms of the general BBGKY hierarchy. The use of the simplified BBGKY is illustrated with the Lipkin-Meshkov-Glick (LMG) model. We show that a truncated version of this hierarchy can be useful, as an alternative to the SMF, especially in the weak coupling regime to get physical insight in the effect beyond mean-field. In particular, it leads to approximate analytical expressions for the quantum fluctuations both in the weak and strong coupling regime. In the strong coupling regime, it can only be used for short time evolution. In that case, it gives information on the evolution time-scale close to a saddle point associated to a quantum phase-transition. For long time evolution and strong coupling, we observed that the simplified BBGKY hierarchy cannot be truncated and only the full SMF with initial sampling leads to reasonable results. (orig.)

Quantum mean-field theory of collective dynamics and tunneling

International Nuclear Information System (INIS)

Negele, J.W.

1981-01-01

A fundamental problem in quantum many-body theory is formulation of a microscopic theory of collective motion. For self-bound, saturating systems like finite nuclei described in the context of nonrelativistic quantum mechanics with static interactions, the essential problem is how to formulate a systematic quantal theory in which the relevant collective variables and their dynamics arise directly and naturally from the Hamiltonian and the system under consideration. Significant progress has been made recently in formulating the quantum many-body problem in terms of an expansion about solutions to time-dependent mean-field equations. The essential ideas, principal results, and illustrative examples are summarized. An exact expression for an observable of interest is written using a functional integral representation for the evolution operator, and tractable time-dependent mean field equations are obtained by application of the stationary-phase approximation (SPA) to the functional integral. Corrections to the lowest-order theory may be systematically enumerated. 6 figures

Orbital effect of the magnetic field in dynamical mean-field theory

Science.gov (United States)

Acheche, S.; Arsenault, L.-F.; Tremblay, A.-M. S.

2017-12-01

The availability of large magnetic fields at international facilities and of simulated magnetic fields that can reach the flux-quantum-per-unit-area level in cold atoms calls for systematic studies of orbital effects of the magnetic field on the self-energy of interacting systems. Here we demonstrate theoretically that orbital effects of magnetic fields can be treated within single-site dynamical mean-field theory with a translationally invariant quantum impurity problem. As an example, we study the one-band Hubbard model on the square lattice using iterated perturbation theory as an impurity solver. We recover the expected quantum oscillations in the scattering rate, and we show that the magnetic fields allow the interaction-induced effective mass to be measured through the single-particle density of states accessible in tunneling experiments. The orbital effect of magnetic fields on scattering becomes particularly important in the Hofstadter butterfly regime.

Mean-field theory and self-consistent dynamo modeling

International Nuclear Information System (INIS)

Yoshizawa, Akira; Yokoi, Nobumitsu

2001-12-01

Mean-field theory of dynamo is discussed with emphasis on the statistical formulation of turbulence effects on the magnetohydrodynamic equations and the construction of a self-consistent dynamo model. The dynamo mechanism is sought in the combination of the turbulent residual-helicity and cross-helicity effects. On the basis of this mechanism, discussions are made on the generation of planetary magnetic fields such as geomagnetic field and sunspots and on the occurrence of flow by magnetic fields in planetary and fusion phenomena. (author)

Algebraic and stochastic coding theory

CERN Document Server

Kythe, Dave K

2012-01-01

Using a simple yet rigorous approach, Algebraic and Stochastic Coding Theory makes the subject of coding theory easy to understand for readers with a thorough knowledge of digital arithmetic, Boolean and modern algebra, and probability theory. It explains the underlying principles of coding theory and offers a clear, detailed description of each code. More advanced readers will appreciate its coverage of recent developments in coding theory and stochastic processes. After a brief review of coding history and Boolean algebra, the book introduces linear codes, including Hamming and Golay codes.

Diffusion with intrinsic trapping in 2-d incompressible stochastic velocity fields

International Nuclear Information System (INIS)

Vlad, M.; Spineanu, F.; Misguich, J.H.; Vlad, M.; Spineanu, F.; Balescu, R.

1998-10-01

A new statistical approach that applies to the high Kubo number regimes for particle diffusion in stochastic velocity fields is presented. This 2-dimensional model describes the partial trapping of the particles in the stochastic field. the results are close to the numerical simulations and also to the estimations based on percolation theory. (authors)

Applicability of self-consistent mean-field theory

International Nuclear Information System (INIS)

Guo Lu; Sakata, Fumihiko; Zhao Enguang

2005-01-01

Within the constrained Hartree-Fock (CHF) theory, an analytic condition is derived to estimate whether a concept of the self-consistent mean field is realized in the level repulsive region. The derived condition states that an iterative calculation of the CHF equation does not converge when the quantum fluctuations coming from two-body residual interaction and quadrupole deformation become larger than a single-particle energy difference between two avoided crossing orbits. By means of numerical calculation, it is shown that the analytic condition works well for a realistic case

A mean field theory of coded CDMA systems

International Nuclear Information System (INIS)

Yano, Toru; Tanaka, Toshiyuki; Saad, David

2008-01-01

We present a mean field theory of code-division multiple-access (CDMA) systems with error-control coding. On the basis of the relation between the free energy and mutual information, we obtain an analytical expression of the maximum spectral efficiency of the coded CDMA system, from which a mean-field description of the coded CDMA system is provided in terms of a bank of scalar Gaussian channels whose variances in general vary at different code symbol positions. Regular low-density parity-check (LDPC)-coded CDMA systems are also discussed as an example of the coded CDMA systems

A mean field theory of coded CDMA systems

Energy Technology Data Exchange (ETDEWEB)

Yano, Toru [Graduate School of Science and Technology, Keio University, Hiyoshi, Kohoku-ku, Yokohama-shi, Kanagawa 223-8522 (Japan); Tanaka, Toshiyuki [Graduate School of Informatics, Kyoto University, Yoshida Hon-machi, Sakyo-ku, Kyoto-shi, Kyoto 606-8501 (Japan); Saad, David [Neural Computing Research Group, Aston University, Birmingham B4 7ET (United Kingdom)], E-mail: yano@thx.appi.keio.ac.jp

2008-08-15

We present a mean field theory of code-division multiple-access (CDMA) systems with error-control coding. On the basis of the relation between the free energy and mutual information, we obtain an analytical expression of the maximum spectral efficiency of the coded CDMA system, from which a mean-field description of the coded CDMA system is provided in terms of a bank of scalar Gaussian channels whose variances in general vary at different code symbol positions. Regular low-density parity-check (LDPC)-coded CDMA systems are also discussed as an example of the coded CDMA systems.

Topics in quantum field theory

International Nuclear Information System (INIS)

Svaiter, N.F.

2006-11-01

This paper presents some important aspects on quantum field theory, covering the following aspects: the triumph and limitations of the quantum field theory; the field theory in curved spaces - Hawking and Unruh-Davies effects; the problem of divergent theory of the zero-point; the problem of the spinning detector and the Trocheries-Takeno vacuum; the field theory at finite temperature - symmetry breaking and phase transition; the problem of the summability of the perturbative series and the perturbative expansion for the strong coupling; quantized fields in presence of classical macroscopic structures; the Parisi-Wu stochastic quantization method

A stochastic-field description of finite-size spiking neural networks.

Science.gov (United States)

Dumont, Grégory; Payeur, Alexandre; Longtin, André

2017-08-01

Neural network dynamics are governed by the interaction of spiking neurons. Stochastic aspects of single-neuron dynamics propagate up to the network level and shape the dynamical and informational properties of the population. Mean-field models of population activity disregard the finite-size stochastic fluctuations of network dynamics and thus offer a deterministic description of the system. Here, we derive a stochastic partial differential equation (SPDE) describing the temporal evolution of the finite-size refractory density, which represents the proportion of neurons in a given refractory state at any given time. The population activity-the density of active neurons per unit time-is easily extracted from this refractory density. The SPDE includes finite-size effects through a two-dimensional Gaussian white noise that acts both in time and along the refractory dimension. For an infinite number of neurons the standard mean-field theory is recovered. A discretization of the SPDE along its characteristic curves allows direct simulations of the activity of large but finite spiking networks; this constitutes the main advantage of our approach. Linearizing the SPDE with respect to the deterministic asynchronous state allows the theoretical investigation of finite-size activity fluctuations. In particular, analytical expressions for the power spectrum and autocorrelation of activity fluctuations are obtained. Moreover, our approach can be adapted to incorporate multiple interacting populations and quasi-renewal single-neuron dynamics.

Mean Field Theory, Ginzburg Criterion, and Marginal Dimensionality of Phase-Transitions

DEFF Research Database (Denmark)

Als-Nielsen, Jens Aage; Birgenau, R. J.

1977-01-01

By applying a real space version of the Ginzburg criterion, the role of fluctuations and thence the self‐consistency of mean field theory are assessed in a simple fashion for a variety of phase transitions. It is shown that in using this approach the concept of ’’marginal dimensionality’’ emerges...... in a natural way. For example, it is shown that for many homogeneous structural transformations the marginal dimensionality is two, so that mean field theory will be valid for real three‐dimensional systems. It is suggested that this simple self‐consistent approach to Landau theory should be incorporated...

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

Stochastic equations theory and applications in acoustics, hydrodynamics, magnetohydrodynamics, and radiophysics

CERN Document Server

Klyatskin, Valery I

2015-01-01

This monograph set presents a consistent and self-contained framework of stochastic dynamic systems with maximal possible completeness. Volume 1 presents the basic concepts, exact results, and asymptotic approximations of the theory of stochastic equations on the basis of the developed functional approach. This approach offers a possibility of both obtaining exact solutions to stochastic problems for a number of models of fluctuating parameters and constructing various asymptotic buildings. Ideas of statistical topography are used to discuss general issues of generating coherent structures from chaos with probability one, i.e., almost in every individual realization of random parameters. The general theory is illustrated with certain problems and applications of stochastic mathematical physics in various fields such as mechanics, hydrodynamics, magnetohydrodynamics, acoustics, optics, and radiophysics.  

Particle Production and Effective Thermalization in Inhomogeneous Mean Field Theory

NARCIS (Netherlands)

Aarts, G.; Smit, J.

2000-01-01

As a toy model for dynamics in nonequilibrium quantum field theory we consider the abelian Higgs model in 1+1 dimensions with fermions. In the approximate dynamical equations, inhomogeneous classical (mean) Bose fields are coupled to quantized fermion fields, which are treated with a mode function

Exact mean-field theory of ionic solutions: non-Debye screening

International Nuclear Information System (INIS)

Varela, L.M.; Garcia, Manuel; Mosquera, Victor

2003-01-01

The main aim of this report is to analyze the equilibrium properties of primitive model (PM) ionic solutions in the formally exact mean-field formalism. Previously, we review the main theoretical and numerical results reported throughout the last century for homogeneous (electrolytes) and inhomogeneous (electric double layer, edl) ionic systems, starting with the classical mean-field theory of electrolytes due to Debye and Hueckel (DH). In this formalism, the effective potential is derived from the Poisson-Boltzmann (PB) equation and its asymptotic behavior analyzed in the classical Debye theory of screening. The thermodynamic properties of electrolyte solutions are briefly reviewed in the DH formalism. The main analytical and numerical extensions of DH formalism are revised, ranging from the earliest extensions that overcome the linearization of the PB equation to the more sophisticated integral equation techniques introduced after the late 1960s. Some Monte Carlo and molecular dynamic simulations are also reviewed. The potential distributions in an inhomogeneous ionic system are studied in the classical PB framework, presenting the classical Gouy-Chapman (GC) theory of the electric double layer (edl) in a brief manner. The mean-field theory is adequately contextualized using field theoretic (FT) results and it is proven that the classical PB theory is recovered at the Gaussian or one-loop level of the exact FT, and a systematic way to obtain the corrections to the DH theory is derived. Particularly, it is proven following Kholodenko and Beyerlein that corrections to DH theory effectively lead to a renormalization of charges and Debye screening length. The main analytical and numerical results for this non-Debye screening length are reviewed, ranging from asymptotic expansions, self-consistent theory, nonlinear DH results and hypernetted chain (HNC) calculations. Finally, we study the exact mean-field theory of ionic solutions, the so-called dressed-ion theory

Stochastic spin-one massive field

International Nuclear Information System (INIS)

Lim, S.C.

1984-01-01

Stochastic quantization schemes of Nelson and Parisi and Wu are applied to a spin-one massive field. Unlike the scalar case Nelson's stochastic spin-one massive field cannot be identified with the corresponding euclidean field even if the fourth component of the euclidean coordinate is taken as equal to the real physical time. In the Parisi-Wu quantization scheme the stochastic Proca vector field has a similar property as the scalar field; which has an asymptotically stationary part and a transient part. The large equal-time limit of the expectation values of the stochastic Proca field are equal to the expectation values of the corresponding euclidean field. In the Stueckelberg formalism the Parisi-Wu scheme gives rise to a stochastic vector field which differs from the massless gauge field in that the gauge cannot be fixed by the choice of boundary condition. (orig.)

Stochastic theories of quantum mechanics

International Nuclear Information System (INIS)

De la Pena, L.; Cetto, A.M.

1991-01-01

The material of this article is organized into five sections. In Sect. I the basic characteristics of quantum systems are briefly discussed, with emphasis on their stochastic properties. In Sect. II a version of stochastic quantum mechanics is presented, to conclude that the quantum formalism admits an interpretation in terms of stochastic processes. In Sect. III the elements of stochastic electrodynamics are described, and its possibilities and limitations as a fundamental theory of quantum systems are discussed. Section IV contains a recent reformulation that overcomes the limitations of the theory discussed in the foregoing section. Finally, in Sect. V the theorems of EPR, Von Neumann and Bell are discussed briefly. The material is pedagogically presented and includes an ample list of references, but the details of the derivations are generally omitted. (Author)

Stochastic models in risk theory and management accounting

NARCIS (Netherlands)

Brekelmans, R.C.M.

2000-01-01

This thesis deals with stochastic models in two fields: risk theory and management accounting. Firstly, two extensions of the classical risk process are analyzed. A method is developed that computes bounds of the probability of ruin for the classical risk rocess extended with a constant interest

Stochastic linear programming models, theory, and computation

CERN Document Server

Kall, Peter

2011-01-01

This new edition of Stochastic Linear Programming: Models, Theory and Computation has been brought completely up to date, either dealing with or at least referring to new material on models and methods, including DEA with stochastic outputs modeled via constraints on special risk functions (generalizing chance constraints, ICC’s and CVaR constraints), material on Sharpe-ratio, and Asset Liability Management models involving CVaR in a multi-stage setup. To facilitate use as a text, exercises are included throughout the book, and web access is provided to a student version of the authors’ SLP-IOR software. Additionally, the authors have updated the Guide to Available Software, and they have included newer algorithms and modeling systems for SLP. The book is thus suitable as a text for advanced courses in stochastic optimization, and as a reference to the field. From Reviews of the First Edition: "The book presents a comprehensive study of stochastic linear optimization problems and their applications. … T...

Mean field theory of nuclei and shell model. Present status and future outlook

International Nuclear Information System (INIS)

Nakada, Hitoshi

2003-01-01

Many of the recent topics of the nuclear structure are concerned on the problems of unstable nuclei. It has been revealed experimentally that the nuclear halos and the neutron skins as well as the cluster structures or the molecule-like structures can be present in the unstable nuclei, and the magic numbers well established in the stable nuclei disappear occasionally while new ones appear. The shell model based on the mean field approximation has been successfully applied to stable nuclei to explain the nuclear structure as the finite many body system quantitatively and it is considered as the standard model at present. If the unstable nuclei will be understood on the same model basis or not is a matter related to fundamental principle of nuclear structure theories. In this lecture, the fundamental concept and the framework of the theory of nuclear structure based on the mean field theory and the shell model are presented to make clear the problems and to suggest directions for future researches. At first fundamental properties of nuclei are described under the subtitles: saturation and magic numbers, nuclear force and effective interactions, nuclear matter, and LS splitting. Then the mean field theory is presented under subtitles: the potential model, the mean field theory, Hartree-Fock approximation for nuclear matter, density dependent force, semiclassical mean field theory, mean field theory and symmetry, Skyrme interaction and density functional, density matrix expansion, finite range interactions, effective masses, and motion of center of mass. The subsequent section is devoted to the shell model with the subtitles: beyond the mean field approximation, core polarization, effective interaction of shell model, one-particle wave function, nuclear deformation and shell model, and shell model of cross shell. Finally structure of unstable nuclei is discussed with the subtitles: general remark on the study of unstable nuclear structure, asymptotic behavior of wave

Conserving gapless mean-field theory for weakly interacting Bose gases

International Nuclear Information System (INIS)

Kita, Takafumi

2006-01-01

This paper presents a conserving gapless mean-field theory for weakly interacting Bose gases. We first construct a mean-field Luttinger-Ward thermodynamic functional in terms of the condensate wave function Ψ and the Nambu Green's function G for the quasiparticle field. Imposing its stationarity respect to Ψ and G yields a set of equations to determine the equilibrium for general non-uniform systems. They have a plausible property of satisfying the Hugenholtz-Pines theorem to provide a gapless excitation spectrum. Also, the corresponding dynamical equations of motion obey various conservation laws. Thus, the present mean-field theory shares two important properties with the exact theory: 'conserving' and 'gapless'. The theory is then applied to a homogeneous weakly interacting Bose gas with s-wave scattering length a and particle mass m to clarify its basic thermodynamic properties under two complementary conditions of constant density n and constant pressure p. The superfluid transition is predicted to be first-order because of the non-analytic nature of the order-parameter expansion near T c inherent in Bose systems, i.e., the Landau-Ginzburg expansion is not possible here. The transition temperature T c shows quite a different interaction dependence between the n-fixed and p-fixed cases. In the former case T c increases from the ideal gas value T 0 as T c /T 0 =1+2.33an 1/3 , whereas it decreases in the latter as T c /T 0 =1-3.84a(mp/2πℎ 2 ) 1/5 . Temperature dependences of basic thermodynamic quantities are clarified explicitly. (author)

Nonequilibrium dynamical mean-field theory

Energy Technology Data Exchange (ETDEWEB)

Eckstein, Martin

2009-12-21

The aim of this thesis is the investigation of strongly interacting quantum many-particle systems in nonequilibrium by means of the dynamical mean-field theory (DMFT). An efficient numerical implementation of the nonequilibrium DMFT equations within the Keldysh formalism is provided, as well a discussion of several approaches to solve effective single-site problem to which lattice models such as the Hubbard-model are mapped within DMFT. DMFT is then used to study the relaxation of the thermodynamic state after a sudden increase of the interaction parameter in two different models: the Hubbard model and the Falicov-Kimball model. In the latter case an exact solution can be given, which shows that the state does not even thermalize after infinite waiting times. For a slow change of the interaction, a transition to adiabatic behavior is found. The Hubbard model, on the other hand, shows a very sensitive dependence of the relaxation on the interaction, which may be called a dynamical phase transition. Rapid thermalization only occurs at the interaction parameter which corresponds to this transition. (orig.)

Nonequilibrium dynamical mean-field theory

International Nuclear Information System (INIS)

Eckstein, Martin

2009-01-01

The aim of this thesis is the investigation of strongly interacting quantum many-particle systems in nonequilibrium by means of the dynamical mean-field theory (DMFT). An efficient numerical implementation of the nonequilibrium DMFT equations within the Keldysh formalism is provided, as well a discussion of several approaches to solve effective single-site problem to which lattice models such as the Hubbard-model are mapped within DMFT. DMFT is then used to study the relaxation of the thermodynamic state after a sudden increase of the interaction parameter in two different models: the Hubbard model and the Falicov-Kimball model. In the latter case an exact solution can be given, which shows that the state does not even thermalize after infinite waiting times. For a slow change of the interaction, a transition to adiabatic behavior is found. The Hubbard model, on the other hand, shows a very sensitive dependence of the relaxation on the interaction, which may be called a dynamical phase transition. Rapid thermalization only occurs at the interaction parameter which corresponds to this transition. (orig.)

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 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)

Stochastic-field cavitation model

International Nuclear Information System (INIS)

Dumond, J.; Magagnato, F.; Class, A.

2013-01-01

Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian “particles” or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations

Stochastic-field cavitation model

Science.gov (United States)

Dumond, J.; Magagnato, F.; Class, A.

2013-07-01

Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian "particles" or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.

Nonlinear mean field theory for nuclear matter and surface properties

International Nuclear Information System (INIS)

Boguta, J.; Moszkowski, S.A.

1983-01-01

Nuclear matter properties are studied in a nonlinear relativistic mean field theory. We determine the parameters of the model from bulk properties of symmetric nuclear matter and a reasonable value of the effective mass. In this work, we stress the nonrelativistic limit of the theory which is essentially equivalent to a Skyrme hamiltonian, and we show that most of the results can be obtained, to a good approximation, analytically. The strength of the required parameters is determined from the binding energy and density of nuclear matter and the effective nucleon mass. For realistic values of the parameters, the nonrelativistic approximation turns out to be quite satisfactory. Using reasonable values of the parameters, we can account for other key properties of nuclei, such as the spin-orbit coupling, surface energy, and diffuseness of the nuclear surface. Also the energy dependence of the nucleon-nucleus optical model is accounted for reasonably well except near the Fermi surface. It is found, in agreement with empirical results, that the Landau parameter F 0 is quite small in normal nuclear matter. Both density dependence and momentum dependence of the NN interaction, but especially the former, are important for nuclear saturation. The required scalar and vector coupling constants agree fairly well with those obtained from analyses of NN scattering phase shifts with one-boson-exchange models. The mean field theory provides a semiquantitative justification for the weak Skyrme interaction in odd states. The strength of the required nonlinear term is roughly consistent with that derived using a new version of the chiral mean field theory in which the vector mass as well as the nucleon mass is generated by the sigma-field. (orig.)

Dynamic magnetic behavior of the mixed-spin bilayer system in an oscillating field within the mean-field theory

International Nuclear Information System (INIS)

Ertaş, Mehmet; Keskin, Mustafa

2012-01-01

The dynamic magnetic behavior of the mixed Ising bilayer system (σ=2 and S=5/2), with a crystal-field interaction in an oscillating field are studied, within the mean-field approach, by using the Glauber-type stochastic dynamics for both ferromagnetic/ferromagnetic and antiferromagnetic/ferromagnetic interactions. The time variations of average magnetizations and the temperature dependence of the dynamic magnetizations are investigated. The dynamic phase diagrams are presented in the reduced temperature and magnetic field amplitude plane and they exhibit several ordered phases, coexistence phase regions and critical points as well as a re-entrant behavior depending on interaction parameters. -- Highlights: ► Dynamic magnetic behavior of the mixed Ising bilayer system is investigated within the Glauber-type stochastic dynamics. ► The time variations of average magnetizations are studied to find the phases. ► The temperature dependence of the dynamic magnetizations is investigated to obtain the dynamic phase transition points. ► The dynamic phase diagrams are presented and they exhibit several ordered phases, coexistence phase regions and critical points as well as a re-entrant behavior.

Dynamic magnetic behavior of the mixed-spin bilayer system in an oscillating field within the mean-field theory

Energy Technology Data Exchange (ETDEWEB)

Ertaş, Mehmet [Department of Physics, Erciyes University, 38039 Kayseri (Turkey); Keskin, Mustafa, E-mail: keskin@erciyes.edu.tr [Department of Physics, Erciyes University, 38039 Kayseri (Turkey)

2012-07-23

The dynamic magnetic behavior of the mixed Ising bilayer system (σ=2 and S=5/2), with a crystal-field interaction in an oscillating field are studied, within the mean-field approach, by using the Glauber-type stochastic dynamics for both ferromagnetic/ferromagnetic and antiferromagnetic/ferromagnetic interactions. The time variations of average magnetizations and the temperature dependence of the dynamic magnetizations are investigated. The dynamic phase diagrams are presented in the reduced temperature and magnetic field amplitude plane and they exhibit several ordered phases, coexistence phase regions and critical points as well as a re-entrant behavior depending on interaction parameters. -- Highlights: ► Dynamic magnetic behavior of the mixed Ising bilayer system is investigated within the Glauber-type stochastic dynamics. ► The time variations of average magnetizations are studied to find the phases. ► The temperature dependence of the dynamic magnetizations is investigated to obtain the dynamic phase transition points. ► The dynamic phase diagrams are presented and they exhibit several ordered phases, coexistence phase regions and critical points as well as a re-entrant behavior.

Dynamical mean-field theory of noisy spiking neuron ensembles: Application to the Hodgkin-Huxley model

International Nuclear Information System (INIS)

Hasegawa, Hideo

2003-01-01

A dynamical mean-field approximation (DMA) previously proposed by the present author [H. Hasegawa, Phys. Rev E 67, 041903 (2003)] has been extended to ensembles described by a general noisy spiking neuron model. Ensembles of N-unit neurons, each of which is expressed by coupled K-dimensional differential equations (DEs), are assumed to be subject to spatially correlated white noises. The original KN-dimensional stochastic DEs have been replaced by K(K+2)-dimensional deterministic DEs expressed in terms of means and the second-order moments of local and global variables: the fourth-order contributions are taken into account by the Gaussian decoupling approximation. Our DMA has been applied to an ensemble of Hodgkin-Huxley (HH) neurons (K=4), for which effects of the noise, the coupling strength, and the ensemble size on the response to a single-spike input have been investigated. Numerical results calculated by the DMA theory are in good agreement with those obtained by direct simulations, although the former computation is about a thousand times faster than the latter for a typical HH neuron ensemble with N=100

Semiclassical approximations in a mean-field theory with collision terms

International Nuclear Information System (INIS)

Galetti, D.

1986-01-01

Semiclassical approximations in a mean-field theory with collision terms are discussed taking the time dependent Hartree-Fock method as framework in the obtainment of the relevant parameters.(L.C.) [pt

Stochastic quantization and gauge theories

International Nuclear Information System (INIS)

Kolck, U. van.

1987-01-01

Stochastic quantization is presented taking the Flutuation-Dissipation Theorem as a guide. It is shown that the original approach of Parisi and Wu to gauge theories fails to give the right results to gauge invariant quantities when dimensional regularization is used. Although there is a simple solution in an abelian theory, in the non-abelian case it is probably necessary to start from a BRST invariant action instead of a gauge invariant one. Stochastic regularizations are also discussed. (author) [pt

Perturbation theory for continuous stochastic equations

International Nuclear Information System (INIS)

Chechetkin, V.R.; Lutovinov, V.S.

1987-01-01

The various general perturbational schemes for continuous stochastic equations are considered. These schemes have many analogous features with the iterational solution of Schwinger equation for S-matrix. The following problems are discussed: continuous stochastic evolution equations for probability distribution functionals, evolution equations for equal time correlators, perturbation theory for Gaussian and Poissonian additive noise, perturbation theory for birth and death processes, stochastic properties of systems with multiplicative noise. The general results are illustrated by diffusion-controlled reactions, fluctuations in closed systems with chemical processes, propagation of waves in random media in parabolic equation approximation, and non-equilibrium phase transitions in systems with Poissonian breeding centers. The rate of irreversible reaction X + X → A (Smoluchowski process) is calculated with the use of general theory based on continuous stochastic equations for birth and death processes. The threshold criterion and range of fluctuational region for synergetic phase transition in system with Poissonian breeding centers are also considered. (author)

Exact pairing correlations in one-dimensional trapped fermions with stochastic mean-field wave-functions

Energy Technology Data Exchange (ETDEWEB)

Juillet, O.; Gulminelli, F. [Caen Univ., Lab. de Physique Corpusculaire (LPC/ENSICAEN), 14 (France); Chomaz, Ph. [Grand Accelerateur National d' Ions Lourds (GANIL), 14 - Caen (France)

2003-11-01

The canonical thermodynamic properties of a one-dimensional system of interacting spin-1/2 fermions with an attractive zero-range pseudo-potential are investigated within an exact approach. The density operator is evaluated as the statistical average of dyadics formed from a stochastic mean-field propagation of independent Slater determinants. For an harmonically trapped Fermi gas and for fermions confined in a 1D-like torus, we observe the transition to a quasi-BCS state with Cooper-like momentum correlations and an algebraic long-range order. For few trapped fermions in a rotating torus, a dominant superfluid component with quantized circulation can be isolated. (author)

Noisy mean field game model for malware propagation in opportunistic networks

KAUST Repository

Tembine, Hamidou

2012-01-01

In this paper we present analytical mean field techniques that can be used to better understand the behavior of malware propagation in opportunistic large networks. We develop a modeling methodology based on stochastic mean field optimal control that is able to capture many aspects of the problem, especially the impact of the control and heterogeneity of the system on the spreading characteristics of malware. The stochastic large process characterizing the evolution of the total number of infected nodes is examined with a noisy mean field limit and compared to a deterministic one. The stochastic nature of the wireless environment make stochastic approaches more realistic for such types of networks. By introducing control strategies, we show that the fraction of infected nodes can be maintained below some threshold. In contrast to most of the existing results on mean field propagation models which focus on deterministic equations, we show that the mean field limit is stochastic if the second moment of the number of object transitions per time slot is unbounded with the size of the system. This allows us to compare one path of the fraction of infected nodes with the stochastic trajectory of its mean field limit. In order to take into account the heterogeneity of opportunistic networks, the analysis is extended to multiple types of nodes. Our numerical results show that the heterogeneity can help to stabilize the system. We verify the results through simulation showing how to obtain useful approximations in the case of very large systems. © 2012 ICST Institute for Computer Science, Social Informatics and Telecommunications Engineering.

Mean field theories and dual variation mathematical structures of the mesoscopic model

CERN Document Server

Suzuki, Takashi

2015-01-01

Mean field approximation has been adopted to describe macroscopic phenomena from microscopic overviews. It is still in progress; fluid mechanics, gauge theory, plasma physics, quantum chemistry, mathematical oncology, non-equilibirum thermodynamics.  spite of such a wide range of scientific areas that are concerned with the mean field theory, a unified study of its mathematical structure has not been discussed explicitly in the open literature.  The benefit of this point of view on nonlinear problems should have significant impact on future research, as will be seen from the underlying features of self-assembly or bottom-up self-organization which is to be illustrated in a unified way. The aim of this book is to formulate the variational and hierarchical aspects of the equations that arise in the mean field theory from macroscopic profiles to microscopic principles, from dynamics to equilibrium, and from biological models to models that arise from chemistry and physics.

Some approximate calculations in SU2 lattice mean field theory

International Nuclear Information System (INIS)

Hari Dass, N.D.; Lauwers, P.G.

1981-12-01

Approximate calculations are performed for small Wilson loops of SU 2 lattice gauge theory in mean field approximation. Reasonable agreement is found with Monte Carlo data. Ways of improving these calculations are discussed. (Auth.)

The theory of hybrid stochastic algorithms

International Nuclear Information System (INIS)

Kennedy, A.D.

1989-01-01

These lectures introduce the family of Hybrid Stochastic Algorithms for performing Monte Carlo calculations in Quantum Field Theory. After explaining the basic concepts of Monte Carlo integration we discuss the properties of Markov processes and one particularly useful example of them: the Metropolis algorithm. Building upon this framework we consider the Hybrid and Langevin algorithms from the viewpoint that they are approximate versions of the Hybrid Monte Carlo method; and thus we are led to consider Molecular Dynamics using the Leapfrog algorithm. The lectures conclude by reviewing recent progress in these areas, explaining higher-order integration schemes, the asymptotic large-volume behaviour of the various algorithms, and some simple exact results obtained by applying them to free field theory. It is attempted throughout to give simple yet correct proofs of the various results encountered. 38 refs

Nonlinear many-body reaction theories from nuclear mean field approximations

International Nuclear Information System (INIS)

Griffin, J.J.

1983-01-01

Several methods of utilizing nonlinear mean field propagation in time to describe nuclear reaction have been studied. The property of physical asymptoticity is analyzed in this paper, which guarantees that the prediction by a reaction theory for the physical measurement of internal fragment properties shall not depend upon the precise location of the measuring apparatus. The physical asymptoticity is guaranteed in the Schroedinger collision theory of a scuttering system with translationally invariant interaction by the constancy of the S-matrix elements and by the translational invariance of the internal motion for well-separated fragments. Both conditions are necessary for the physical asymptoticity. The channel asymptotic single-determinantal propagation can be described by the Dirac-TDHF (time dependent Hartree-Fock) time evolution. A new asymptotic Hartree-Fock stationary phase (AHFSP) description together with the S-matrix time-dependent Hartree-Fock (TD-S-HF) theory constitute the second example of a physically asymptotic nonlinear many-body reaction theory. A review of nonlinear mean field many-body reaction theories shows that initial value TDHF is non-asymptotic. The TD-S-HF theory is asymptotic by the construction. The gauge invariant periodic quantized solution of the exact Schroedinger problem has been considered to test whether it includes all of the exact eigenfunctions as it ought to. It did, but included as well an infinity of all spurions solutions. (Kato, T.)

Instability in relativistic mean-field theories of nuclear matter

International Nuclear Information System (INIS)

Friman, B.L.; Henning, P.A.

1988-01-01

We investigate the stability of the nuclear matter ground state with respect to small-perturbations of the meson fields in relativistic mean-field theories. The popular σ-ω model is shown to have an instability at about twice the nuclear density, which gives rise to a new ground state with periodic spin alignment. Taking into account the contributions of the Dirac sea properly, this instability vanishes. Consequences for relativistic heavy-ion-collisions are discussed briefly. (orig.)

Instability in relativistic mean-field theories of nuclear matter

International Nuclear Information System (INIS)

Friman, B.L.; Henning, P.A.

1988-01-01

We investigate the stability of the nuclear matter ground state with respect to small perturbations of the meson fields in relativistic mean-field theories. The popular σ-ω model is shown to have an instability at about twice the nuclear density, which gives rise to a new ground state with periodic spin alignment. Taking into account the contributions of the Dirac sea properly, this instability vanishes. Consequences for relativistic heavy-ion collisions are discussed briefly. (orig.)

On a stochastic process associated to non-abelian gauge fields

International Nuclear Information System (INIS)

Vilela Mendes, R.

1989-01-01

A stochastic process is constructed from a ground state measure that generalizes to non-abelian fields the ground state of abelian (free) gauge fields without fermions. Using a latticized version one shows how the process leads to a well-defined quantum theory in the Schroedinger representation. An analysis of the qualitative behaviour of the theory seems to imply a quasi-free behaviour at short distances and a maximally disordered field strength configuration for the low-momentum component of the ground state. Scaling relations for the mass gap are inferred from the theory of small random perturbations of dynamical systems. (orig.)

Analytic stochastic regularization: gauge and supersymmetry theories

International Nuclear Information System (INIS)

Abdalla, M.C.B.

1988-01-01

Analytic stochastic regularization for gauge and supersymmetric theories is considered. Gauge invariance in spinor and scalar QCD is verified to brak fown by an explicit one loop computation of the two, theree and four point vertex function of the gluon field. As a result, non gauge invariant counterterms must be added. However, in the supersymmetric multiplets there is a cancellation rendering the counterterms gauge invariant. The calculation is considered at one loop order. (author) [pt

Functional differential equation approach to the large N expansion and mean field perturbation theory

International Nuclear Information System (INIS)

Bender, C.M.; Cooper, F.

1985-01-01

An apparent difference between formulating mean field perturbation theory for lambdaphi 4 field theory via path integrals or via functional differential equations when there are external sources present is shown not to exist when mean field theory is considered as the N = 1 limit of the 0(N)lambdaphi 4 field theory. A simply method is given for determining the 1/N expansion for the Green's functions in the presence of external sources by directly solving the functional differential equations order by order in 1/N. The 1/N expansion for the effective action GAMMA(phi,chi) is obtained by directly integrating the functional differential equations for the fields phi and chi (equivalent1/2lambda/Nphi/sub α/phi/sup α/-μ 2 ) in the presence of two external sources j = -deltaGAMMA/deltaphi, S = -deltaGAMMA/deltachi

Relativistic mean field theory for unstable nuclei

International Nuclear Information System (INIS)

Toki, Hiroshi

2000-01-01

We discuss the properties of unstable nuclei in the framework of the relativistic mean field (RMF) theory. We take the RMF theory as a phenomenological theory with several parameters, whose form is constrained by the successful microscopic theory (RBHF), and whose values are extracted from the experimental values of unstable nuclei. We find the outcome with the newly obtained parameter sets (TM1 and TMA) is promising in comparison with various experimental data. We calculate systematically the ground state properties of even-even nuclei up to the drip lines; about 2000 nuclei. We find that the neutron magic shells (N=82, 128) at the standard magic numbers stay at the same numbers even far from the stability line and hence provide the feature of the r-process nuclei. However, many proton magic numbers disappear at the neutron numbers far away from the magic numbers due to the deformations. We discuss how to describe giant resonances for the case of the non-linear coupling terms for the sigma and omega mesons in the relativistic RPA. We mention also the importance of the relativistic effect on the spin observables as the Gamow-Teller strength and the longitudinal and transverse spin responses. (author)

Mean field strategies induce unrealistic nonlinearities in calcium puffs

Directory of Open Access Journals (Sweden)

Guillermo eSolovey

2011-08-01

Full Text Available Mean field models are often useful approximations to biological systems, but sometimes, they can yield misleading results. In this work, we compare mean field approaches with stochastic models of intracellular calcium release. In particular, we concentrate on calcium signals generated by the concerted opening of several clustered channels (calcium puffs. To this end we simulate calcium puffs numerically and then try to reproduce features of the resulting calcium distribution using mean field models were all the channels open and close simultaneously. We show that an unrealistic nonlinear relationship between the current and the number of open channels is needed to reproduce the simulated puffs. Furthermore, a single channel current which is five times smaller than the one of the stochastic simulations is also needed. Our study sheds light on the importance of the stochastic kinetics of the calcium release channel activity to estimate the release fluxes.

Analysis and development of stochastic multigrid methods in lattice field theory

International Nuclear Information System (INIS)

Grabenstein, M.

1994-01-01

We study the relation between the dynamical critical behavior and the kinematics of stochastic multigrid algorithms. The scale dependence of acceptance rates for nonlocal Metropolis updates is analyzed with the help of an approximation formula. A quantitative study of the kinematics of multigrid algorithms in several interacting models is performed. We find that for a critical model with Hamiltonian H(Φ) absence of critical slowing down can only be expected if the expansion of (H(Φ+ψ)) in terms of the shift ψ contains no relevant term (mass term). The predictions of this rule was verified in a multigrid Monte Carlo simulation of the Sine Gordon model in two dimensions. Our analysis can serve as a guideline for the development of new algorithms: We propose a new multigrid method for nonabelian lattice gauge theory, the time slice blocking. For SU(2) gauge fields in two dimensions, critical slowing down is almost completely eliminated by this method, in accordance with the theoretical prediction. The generalization of the time slice blocking to SU(2) in four dimensions is investigated analytically and by numerical simulations. Compared to two dimensions, the local disorder in the four dimensional gauge field leads to kinematical problems. (orig.)

Linear–Quadratic Mean-Field-Type Games: A Direct Method

Directory of Open Access Journals (Sweden)

Tyrone E. Duncan

2018-02-01

Full Text Available In this work, a multi-person mean-field-type game is formulated and solved that is described by a linear jump-diffusion system of mean-field type and a quadratic cost functional involving the second moments, the square of the expected value of the state, and the control actions of all decision-makers. We propose a direct method to solve the game, team, and bargaining problems. This solution approach does not require solving the Bellman–Kolmogorov equations or backward–forward stochastic differential equations of Pontryagin’s type. The proposed method can be easily implemented by beginners and engineers who are new to the emerging field of mean-field-type game theory. The optimal strategies for decision-makers are shown to be in a state-and-mean-field feedback form. The optimal strategies are given explicitly as a sum of the well-known linear state-feedback strategy for the associated deterministic linear–quadratic game problem and a mean-field feedback term. The equilibrium cost of the decision-makers are explicitly derived using a simple direct method. Moreover, the equilibrium cost is a weighted sum of the initial variance and an integral of a weighted variance of the diffusion and the jump process. Finally, the method is used to compute global optimum strategies as well as saddle point strategies and Nash bargaining solution in state-and-mean-field feedback form.

Theory, technology, and technique of stochastic cooling

International Nuclear Information System (INIS)

Marriner, J.

1993-10-01

The theory and technological implementation of stochastic cooling is described. Theoretical and technological limitations are discussed. Data from existing stochastic cooling systems are shown to illustrate some useful techniques

Non-cooperative stochastic differential game theory of generalized Markov jump linear systems

CERN Document Server

Zhang, Cheng-ke; Zhou, Hai-ying; Bin, Ning

2017-01-01

This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the...

Spin and orbital exchange interactions from Dynamical Mean Field Theory

Energy Technology Data Exchange (ETDEWEB)

Secchi, A., E-mail: a.secchi@science.ru.nl [Radboud University, Institute for Molecules and Materials, 6525 AJ Nijmegen (Netherlands); Lichtenstein, A.I., E-mail: alichten@physnet.uni-hamburg.de [Universitat Hamburg, Institut für Theoretische Physik, Jungiusstraße 9, D-20355 Hamburg (Germany); Katsnelson, M.I., E-mail: m.katsnelson@science.ru.nl [Radboud University, Institute for Molecules and Materials, 6525 AJ Nijmegen (Netherlands)

2016-02-15

We derive a set of equations expressing the parameters of the magnetic interactions characterizing a strongly correlated electronic system in terms of single-electron Green's functions and self-energies. This allows to establish a mapping between the initial electronic system and a spin model including up to quadratic interactions between the effective spins, with a general interaction (exchange) tensor that accounts for anisotropic exchange, Dzyaloshinskii–Moriya interaction and other symmetric terms such as dipole–dipole interaction. We present the formulas in a format that can be used for computations via Dynamical Mean Field Theory algorithms. - Highlights: • We give formulas for the exchange interaction tensor in strongly correlated systems. • Interactions are written in terms of electronic Green's functions and self-energies. • The method is suitable for a Dynamical Mean Field Theory implementation. • No quenching of the orbital magnetic moments is assumed. • Spin and orbital contributions to magnetism can be computed separately.

Non-local correlations within dynamical mean field theory

Energy Technology Data Exchange (ETDEWEB)

Li, Gang

2009-03-15

The contributions from the non-local fluctuations to the dynamical mean field theory (DMFT) were studied using the recently proposed dual fermion approach. Straight forward cluster extensions of DMFT need the solution of a small cluster, where all the short-range correlations are fully taken into account. All the correlations beyond the cluster scope are treated in the mean-field level. In the dual fermion method, only a single impurity problem needs to be solved. Both the short and long-range correlations could be considered on equal footing in this method. The weak-coupling nature of the dual fermion ensures the validity of the finite order diagram expansion. The one and two particle Green's functions calculated from the dual fermion approach agree well with the Quantum Monte Carlo solutions, and the computation time is considerably less than with the latter method. The access of the long-range order allows us to investigate the collective behavior of the electron system, e.g. spin wave excitations. (orig.)

Non-local correlations within dynamical mean field theory

International Nuclear Information System (INIS)

Li, Gang

2009-03-01

The contributions from the non-local fluctuations to the dynamical mean field theory (DMFT) were studied using the recently proposed dual fermion approach. Straight forward cluster extensions of DMFT need the solution of a small cluster, where all the short-range correlations are fully taken into account. All the correlations beyond the cluster scope are treated in the mean-field level. In the dual fermion method, only a single impurity problem needs to be solved. Both the short and long-range correlations could be considered on equal footing in this method. The weak-coupling nature of the dual fermion ensures the validity of the finite order diagram expansion. The one and two particle Green's functions calculated from the dual fermion approach agree well with the Quantum Monte Carlo solutions, and the computation time is considerably less than with the latter method. The access of the long-range order allows us to investigate the collective behavior of the electron system, e.g. spin wave excitations. (orig.)

High-energy hadron dynamics based on a stochastic-field multieikonal theory

International Nuclear Information System (INIS)

Arnold, R.C.

1977-01-01

Multieikonal theory, using a stochastic-field representation for collective long-range rapidity correlations, is developed and applied to the calculation of Regge-pole parameters, high-transverse-momentum enhancements, and fluctuation patterns in rapidity densities. If a short-range-order model, such as the one-dimensional planar bootstrap, with only leading t-channel meson poles, is utilized as input to the multieikonal method, the pole spectrum is modified in three ways: promotion and renormalization of leading trajectories (suggesting an effective Pomeron above unity at intermediate energies), and a proliferation of dynamical secondary trajectories, reminiscent of dual models. When transverse dimensions are included, the collective effects produce a growth with energy of large-P/sub T/ inclusive cross sections. Typical-event rapidity distributions, at energies of a few TeV, can be estimated by suitable approximations; the fluctuations give rise to ''domain'' patterns, which have the appearance of clusters separated by rapidity gaps. The relations between this approach to strong-interaction dynamics and a possible unification of weak, electromagnetic, and strong interactions are outlined

Mean-field theory for a ferroelectric transition

International Nuclear Information System (INIS)

Dobry, A.; Greco, A.; Stachiotti, M.

1990-01-01

For the treatment of anharmonic models of solids presenting structural transitions, a commonly used approximation is that of self-consistent phonons. Rather than the usual site decoupling, this mean-field theory is based on decoupling of modes in reciprocal space. A self-consistent phonon approximation for the non-linear polarizability model is developed in this work. The model describes the dynamical properties of ferroelectric materials. Phase diagrams as a function of relevant model parameters are presented. An analysis is made of critical behaviour and it is shown that the approximation leads to the same anomalies found in other models. (Author). 9 refs., 3 figs

Uncertainty quantification for mean field games in social interactions

KAUST Repository

Dia, Ben Mansour

2016-01-09

We present an overview of mean field games formulation. A comparative analysis of the optimality for a stochastic McKean-Vlasov process with time-dependent probability is presented. Then we examine mean-field games for social interactions and we show that optimizing the long-term well-being through effort and social feeling state distribution (mean-field) will help to stabilize couple (marriage). However , if the cost of effort is very high, the couple fluctuates in a bad feeling state or the marriage breaks down. We then examine the influence of society on a couple using mean field sentimental games. We show that, in mean-field equilibrium, the optimal effort is always higher than the one-shot optimal effort. Finally we introduce the Wiener chaos expansion for the construction of solution of stochastic differential equations of Mckean-Vlasov type. The method is based on the Cameron-Martin version of the Wiener Chaos expansion and allow to quantify the uncertainty in the optimality system.

Uncertainty quantification for mean field games in social interactions

KAUST Repository

Dia, Ben Mansour

2016-01-01

We present an overview of mean field games formulation. A comparative analysis of the optimality for a stochastic McKean-Vlasov process with time-dependent probability is presented. Then we examine mean-field games for social interactions and we show that optimizing the long-term well-being through effort and social feeling state distribution (mean-field) will help to stabilize couple (marriage). However , if the cost of effort is very high, the couple fluctuates in a bad feeling state or the marriage breaks down. We then examine the influence of society on a couple using mean field sentimental games. We show that, in mean-field equilibrium, the optimal effort is always higher than the one-shot optimal effort. Finally we introduce the Wiener chaos expansion for the construction of solution of stochastic differential equations of Mckean-Vlasov type. The method is based on the Cameron-Martin version of the Wiener Chaos expansion and allow to quantify the uncertainty in the optimality system.

The application of mean field theory to image motion estimation.

Science.gov (United States)

Zhang, J; Hanauer, G G

1995-01-01

Previously, Markov random field (MRF) model-based techniques have been proposed for image motion estimation. Since motion estimation is usually an ill-posed problem, various constraints are needed to obtain a unique and stable solution. The main advantage of the MRF approach is its capacity to incorporate such constraints, for instance, motion continuity within an object and motion discontinuity at the boundaries between objects. In the MRF approach, motion estimation is often formulated as an optimization problem, and two frequently used optimization methods are simulated annealing (SA) and iterative-conditional mode (ICM). Although the SA is theoretically optimal in the sense of finding the global optimum, it usually takes many iterations to converge. The ICM, on the other hand, converges quickly, but its results are often unsatisfactory due to its "hard decision" nature. Previously, the authors have applied the mean field theory to image segmentation and image restoration problems. It provides results nearly as good as SA but with much faster convergence. The present paper shows how the mean field theory can be applied to MRF model-based motion estimation. This approach is demonstrated on both synthetic and real-world images, where it produced good motion estimates.

Perturbation theory from stochastic quantization

International Nuclear Information System (INIS)

Hueffel, H.

1984-01-01

By using a diagrammatical method it is shown that in scalar theories the stochastic quantization method of Parisi and Wu gives the usual perturbation series in Feynman diagrams. It is further explained how to apply the diagrammatical method to gauge theories, discussing the origin of ghost effects. (Author)

Mean-field theory of spin-glasses with finite coordination number

Science.gov (United States)

Kanter, I.; Sompolinsky, H.

1987-01-01

The mean-field theory of dilute spin-glasses is studied in the limit where the average coordination number is finite. The zero-temperature phase diagram is calculated and the relationship between the spin-glass phase and the percolation transition is discussed. The present formalism is applicable also to graph optimization problems.

Stochastic Theory of Turbulence Mixing by Finite Eddies in the Turbulent Boundary Layer

NARCIS (Netherlands)

Dekker, H.; Leeuw, G. de; Maassen van den Brink, A.

1995-01-01

Turbulence mixing is treated by means of a novel formulation of nonlocal K-theory, involving sample paths and a stochastic hypothesis. The theory simplifies for mixing by exchange (strong-eddies) and is then applied to the boundary layer (involving scaling). This maps boundary layer turbulence onto

Linear Quadratic Mean Field Type Control and Mean Field Games with Common Noise, with Application to Production of an Exhaustible Resource

Energy Technology Data Exchange (ETDEWEB)

Graber, P. Jameson, E-mail: jameson-graber@baylor.edu [Baylor University, Department of Mathematics (United States)

2016-12-15

We study a general linear quadratic mean field type control problem and connect it to mean field games of a similar type. The solution is given both in terms of a forward/backward system of stochastic differential equations and by a pair of Riccati equations. In certain cases, the solution to the mean field type control is also the equilibrium strategy for a class of mean field games. We use this fact to study an economic model of production of exhaustible resources.

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.)

Nuclear matter in relativistic mean field theory with isovector scalar meson.

Energy Technology Data Exchange (ETDEWEB)

Kubis, S.; Kutschera, M. [Institute of Nuclear Physics, Cracow (Poland)

1996-12-01

Relativistic mean field (RMF) theory of nuclear matter with the isovector scalar mean field corresponding to the {delta}-meson [a{sub 0}(980)] is studied. While the {delta}-meson field vanishes in symmetric nuclear matter, it can influence properties of asymmetric nuclear matter in neutron stars. The RMF contribution due to {delta}-field to the nuclear symmetry energy is negative. To fit the empirical value, E{sub s}{approx}30 MeV, a stronger {rho}-meson coupling is required than in absence of the {delta}-field. The energy per particle of neutron star matter is than larger at high densities than the one with no {delta}-field included. Also, the proton fraction of {beta}-stable matter increases. Splitting of proton and neutron effective masses due to the {delta}-field can affect transport properties of neutron star matter. (author). 4 refs, 6 figs.

Nuclear matter in relativistic mean field theory with isovector scalar meson

International Nuclear Information System (INIS)

Kubis, S.; Kutschera, M.

1996-12-01

Relativistic mean field (RMF) theory of nuclear matter with the isovector scalar mean field corresponding to the δ-meson [a 0 (980)] is studied. While the δ-meson field vanishes in symmetric nuclear matter, it can influence properties of asymmetric nuclear matter in neutron stars. The RMF contribution due to δ-field to the nuclear symmetry energy is negative. To fit the empirical value, E s ∼30 MeV, a stronger ρ-meson coupling is required than in absence of the δ-field. The energy per particle of neutron star matter is than larger at high densities than the one with no δ-field included. Also, the proton fraction of β-stable matter increases. Splitting of proton and neutron effective masses due to the δ-field can affect transport properties of neutron star matter. (author). 4 refs, 6 figs

Intermittency in multihadron production: An analysis using stochastic theories

International Nuclear Information System (INIS)

Biyajima, M.

1989-01-01

Multiplicity data of the NA22, KLM, and UA1 collaborations are analysed by means of probability distributions derived in the framework of pure birth stochastic equations. The intermittent behaviour of the KLM and UA1 data is well reproduced by the theory. A comparison with the negative binomial distribution is also made. 19 refs., 3 figs., 1 tab. (Authors)

arXiv Stochastic locality and master-field simulations of very large lattices

CERN Document Server

Lüscher, Martin

2018-01-01

In lattice QCD and other field theories with a mass gap, the field variables in distant regions of a physically large lattice are only weakly correlated. Accurate stochastic estimates of the expectation values of local observables may therefore be obtained from a single representative field. Such master-field simulations potentially allow very large lattices to be simulated, but require various conceptual and technical issues to be addressed. In this talk, an introduction to the subject is provided and some encouraging results of master-field simulations of the SU(3) gauge theory are reported.

Stochastic Loewner evolution as an approach to conformal field theory

International Nuclear Information System (INIS)

Mueller-Lohmann, Annekathrin

2008-01-01

The main focus on this work lies on the relationship between two-dimensional boundary Conformal Field Theories (BCFTs) and SCHRAMM-LOEWNER Evolutions (SLEs) as motivated by their connection to the scaling limit of Statistical Physics models at criticality. The BCFT approach used for the past 25 years is based on the algebraic formulation of local objects such as fields and their correlations in these models. Introduced in 1999, SLE describes the physical properties from a probabilistic point of view, studying measures on growing curves, i.e. global objects such as cluster interfaces. After a short motivation of the topic, followed by a more detailed introduction to two-dimensional boundary Conformal Field Theory and SCHRAMM-LOEWNER Evolution, we present the results of our original work. We extend the method of obtaining SLE variants for a change of measure of the single SLE to derive the most general BCFT model that can be related to SLE. Moreover, we interpret the change of the measure in the context of physics and Probability Theory. In addition, we discuss the meaning of bulk fields in BCFT as bulk force-points for the SLE variant SLE (κ, vector ρ). Furthermore, we investigate the short-distance expansion of the boundary condition changing fields, creating cluster interfaces that can be described by SLE, with other boundary or bulk fields. Thereby we derive new SLE martingales related to the existence of boundary fields with vanishing descendant on level three. We motivate that the short-distance scaling law of these martingales as adjustment of the measure can be interpreted as the SLE probability of curves coming close to the location of the second field. Finally, we extend the algebraic κ-relation for the allowed variances in multiple SLE, arising due to the commutation requirement of the infinitesimal growth operators, to the joint growth of two SLE traces. The analysis straightforwardly suggests the form of the infinitesimal LOEWNER mapping of joint

Stochastic Stability of Endogenous Growth: Theory and Applications

OpenAIRE

Boucekkine, Raouf; Pintus, Patrick; Zou, Benteng

2015-01-01

We examine the issue of stability of stochastic endogenous growth. First, stochastic stability concepts are introduced and applied to stochastic linear homogenous differen- tial equations to which several stochastic endogenous growth models reduce. Second, we apply the mathematical theory to two models, starting with the stochastic AK model. It’s shown that in this case exponential balanced paths, which characterize optimal trajectories in the absence of uncertainty, are not robust to uncerta...

Does one see gluon condensation after subtraction of mean field perturbation theory from Monte Carlo data

International Nuclear Information System (INIS)

Schlichting, H.

1985-01-01

We do a linearised mean field calculation in axial gauge for the four dimensional mixed fundamental adjoint SU(2) lattice gauge theory and extract the gluon condensate parameter from the expectation values of the plaquette and the action by subtracting mean field perturbation theory from Monte Carlo data. (orig.)

Stochastic theory of fatigue corrosion

Science.gov (United States)

Hu, Haiyun

1999-10-01

A stochastic theory of corrosion has been constructed. The stochastic equations are described giving the transportation corrosion rate and fluctuation corrosion coefficient. In addition the pit diameter distribution function, the average pit diameter and the most probable pit diameter including other related empirical formula have been derived. In order to clarify the effect of stress range on the initiation and growth behaviour of pitting corrosion, round smooth specimen were tested under cyclic loading in 3.5% NaCl solution.

An effective correlated mean-field theory applied in the spin-1/2 Ising ferromagnetic model

Energy Technology Data Exchange (ETDEWEB)

Roberto Viana, J.; Salmon, Octávio R. [Universidade Federal do Amazonas – UFAM, Manaus 69077-000, AM (Brazil); Ricardo de Sousa, J. [Universidade Federal do Amazonas – UFAM, Manaus 69077-000, AM (Brazil); National Institute of Science and Technology for Complex Systems, Universidade Federal do Amazonas, 3000, Japiim, 69077-000 Manaus, AM (Brazil); Neto, Minos A.; Padilha, Igor T. [Universidade Federal do Amazonas – UFAM, Manaus 69077-000, AM (Brazil)

2014-11-15

We developed a new treatment for mean-field theory applied in spins systems, denominated effective correlated mean-field (ECMF). We apply this theory to study the spin-1/2 Ising ferromagnetic model with nearest-neighbor interactions on a square lattice. We use clusters of finite sizes and study the criticality of the ferromagnetic system, where we obtain a convergence of critical temperature for the value k{sub B}T{sub c}/J≃2.27905±0.00141. Also the behavior of magnetic and thermodynamic properties, using the condition of minimum energy of the physical system is obtained. - Highlights: • We developed spin models to study real magnetic systems. • We study the thermodynamic and magnetic properties of the ferromagnetism. • We enhanced a mean-field theory applied in spins models.

The generalized Fenyes-Nelson model for free scalar field theory

International Nuclear Information System (INIS)

Davidson, M.

1980-01-01

The generalized Fenyes-Nelson model of quantum mechanics is applied to the free scalar field. The resulting Markov field is equivalent to the Euclidean Markov field with the times scaled by a common factor which depends on the diffusion parameter. This result is consistent with Guerra's earlier work on stochastic quantization of scalar fields. It suggests a deep connection between Euclidean field theory and the stochastic interpretation of quantum mechanics. The question of Lorentz covariance is also discussed. (orig.)

A philosophical approach to quantum field theory

CERN Document Server

Öttinger, Hans Christian

2015-01-01

This text presents an intuitive and robust mathematical image of fundamental particle physics based on a novel approach to quantum field theory, which is guided by four carefully motivated metaphysical postulates. In particular, the book explores a dissipative approach to quantum field theory, which is illustrated for scalar field theory and quantum electrodynamics, and proposes an attractive explanation of the Planck scale in quantum gravity. Offering a radically new perspective on this topic, the book focuses on the conceptual foundations of quantum field theory and ontological questions. It also suggests a new stochastic simulation technique in quantum field theory which is complementary to existing ones. Encouraging rigor in a field containing many mathematical subtleties and pitfalls this text is a helpful companion for students of physics and philosophers interested in quantum field theory, and it allows readers to gain an intuitive rather than a formal understanding.

Fictive impurity approach to dynamical mean field theory

Energy Technology Data Exchange (ETDEWEB)

Fuhrmann, A.

2006-10-15

A new extension of the dynamical mean-field theory was investigated in the regime of large Coulomb repulsion. A number of physical quantities such as single-particle density of states, spin-spin correlation, internal energy and Neel temperature, were computed for a two-dimensional Hubbard model at half-filling. The numerical data were compared to our analytical results as well as to the results computed using the dynamical cluster approximation. In the second part of this work we consider a two-plane Hubbard model. The transport properties of the bilayer were investigated and the phase diagram was obtained. (orig.)

Fictive impurity approach to dynamical mean field theory

International Nuclear Information System (INIS)

Fuhrmann, A.

2006-10-01

A new extension of the dynamical mean-field theory was investigated in the regime of large Coulomb repulsion. A number of physical quantities such as single-particle density of states, spin-spin correlation, internal energy and Neel temperature, were computed for a two-dimensional Hubbard model at half-filling. The numerical data were compared to our analytical results as well as to the results computed using the dynamical cluster approximation. In the second part of this work we consider a two-plane Hubbard model. The transport properties of the bilayer were investigated and the phase diagram was obtained. (orig.)

Double giant resonances in time-dependent relativistic mean-field theory

International Nuclear Information System (INIS)

Ring, P.; Podobnik, B.

1996-01-01

Collective vibrations in spherical nuclei are described in the framework of time-dependent relativistic mean-field theory (RMFT). Isoscalar quadrupole and isovector dipole oscillations that correspond to giant resonances are studied, and possible excitations of higher modes are investigated. We find evidence for modes which can be interpreted as double resonances. In a quantized RMFT they correspond to two-phonon states. (orig.)

Stochastic calculus an introduction through theory and exercises

CERN Document Server

Baldi, Paolo

2017-01-01

This book provides a comprehensive introduction to the theory of stochastic calculus and some of its applications. It is the only textbook on the subject to include more than two hundred exercises with complete solutions. After explaining the basic elements of probability, the author introduces more advanced topics such as Brownian motion, martingales and Markov processes. The core of the book covers stochastic calculus, including stochastic differential equations, the relationship to partial differential equations, numerical methods and simulation, as well as applications of stochastic processes to finance. The final chapter provides detailed solutions to all exercises, in some cases presenting various solution techniques together with a discussion of advantages and drawbacks of the methods used. Stochastic Calculus will be particularly useful to advanced undergraduate and graduate students wishing to acquire a solid understanding of the subject through the theory and exercises. Including full mathematical ...

Nonlocal stochastic mixing-length theory and the velocity profile in the turbulent boundary layer

NARCIS (Netherlands)

Dekker, H.; Leeuw, G. de; Maassen van den Brink, A.

1995-01-01

Turbulence mixing by finite size eddies will be treated by means of a novel formulation of nonlocal K-theory, involving sample paths and a stochastic closure hypothesis, which implies a well defined recipe for the calculation of sampling and transition rates. The connection with the general theory

Stochastic modeling of catalytic processes in nanoporous materials: Beyond mean-field approach

Energy Technology Data Exchange (ETDEWEB)

Garcia, Andres [Iowa State Univ., Ames, IA (United States)

2017-08-05

Transport and reaction in zeolites and other porous materials, such as mesoporous silica particles, has been a focus of interest in recent years. This is in part due to the possibility of anomalous transport effects (e.g. single-file diffusion) and its impact in the reaction yield in catalytic processes. Computational simulations are often used to study these complex nonequilibrium systems. Computer simulations using Molecular Dynamics (MD) techniques are prohibitive, so instead coarse grained one-dimensional models with the aid of Kinetic Monte Carlo (KMC) simulations are used. Both techniques can be computationally expensive, both time and resource wise. These coarse-grained systems can be exactly described by a set of coupled stochastic master equations, that describe the reaction-diffusion kinetics of the system. The equations can be written exactly, however, coupling between the equations and terms within the equations make it impossible to solve them exactly; approximations must be made. One of the most common methods to obtain approximate solutions is to use Mean Field (MF) theory. MF treatments yield reasonable results at high ratios of reaction rate k to hop rate h of the particles, but fail completely at low k=h due to the over-estimation of fluxes of particles within the pore. We develop a method to estimate fluxes and intrapore diffusivity in simple one- dimensional reaction-diffusion models at high and low k=h, where the pores are coupled to an equilibrated three-dimensional fluid. We thus successfully describe analytically these simple reaction-diffusion one-dimensional systems. Extensions to models considering behavior with long range steric interactions and wider pores require determination of multiple boundary conditions. We give a prescription to estimate the required parameters for these simulations. For one dimensional systems, if single-file diffusion is relaxed, additional parameters to describe particle exchange have to be introduced. We use

Time-odd mean fields in covariant density functional theory: Rotating systems

International Nuclear Information System (INIS)

Afanasjev, A. V.; Abusara, H.

2010-01-01

Time-odd mean fields (nuclear magnetism) and their impact on physical observables in rotating nuclei are studied in the framework of covariant density functional theory (CDFT). It is shown that they have profound effect on the dynamic and kinematic moments of inertia. Particle number, configuration, and rotational frequency dependencies of their impact on the moments of inertia have been analyzed in a systematic way. Nuclear magnetism can also considerably modify the band crossing features such as crossing frequencies and the properties of the kinematic and dynamic moments of inertia in the band crossing region. The impact of time-odd mean fields on the moments of inertia in the regions away from band crossing only weakly depends on the relativistic mean-field parametrization, reflecting good localization of the properties of time-odd mean fields in CDFT. The moments of inertia of normal-deformed nuclei considerably deviate from the rigid-body value. On the contrary, superdeformed and hyperdeformed nuclei have the moments of inertia which are close to rigid-body value. The structure of the currents in rotating frame, their microscopic origin, and the relations to the moments of inertia have been systematically analyzed. The phenomenon of signature separation in odd-odd nuclei, induced by time-odd mean fields, has been analyzed in detail.

Multiscale Monte Carlo algorithms in statistical mechanics and quantum field theory

Energy Technology Data Exchange (ETDEWEB)

Lauwers, P G

1990-12-01

Conventional Monte Carlo simulation algorithms for models in statistical mechanics and quantum field theory are afflicted by problems caused by their locality. They become highly inefficient if investigations of critical or nearly-critical systems, i.e., systems with important large scale phenomena, are undertaken. We present two types of multiscale approaches that alleveate problems of this kind: Stochastic cluster algorithms and multigrid Monte Carlo simulation algorithms. Another formidable computational problem in simulations of phenomenologically relevant field theories with fermions is the need for frequently inverting the Dirac operator. This inversion can be accelerated considerably by means of deterministic multigrid methods, very similar to the ones used for the numerical solution of differential equations. (orig.).

Geometric continuum regularization of quantum field theory

International Nuclear Information System (INIS)

Halpern, M.B.

1989-01-01

An overview of the continuum regularization program is given. The program is traced from its roots in stochastic quantization, with emphasis on the examples of regularized gauge theory, the regularized general nonlinear sigma model and regularized quantum gravity. In its coordinate-invariant form, the regularization is seen as entirely geometric: only the supermetric on field deformations is regularized, and the prescription provides universal nonperturbative invariant continuum regularization across all quantum field theory. 54 refs

Quantum field theory and phase transitions: universality and renormalization group

International Nuclear Information System (INIS)

Zinn-Justin, J.

2003-08-01

In the quantum field theory the problem of infinite values has been solved empirically through a method called renormalization, this method is satisfying only in the framework of renormalization group. It is in the domain of statistical physics and continuous phase transitions that these issues are the easiest to discuss. Within the framework of a course in theoretical physics the author introduces the notions of continuous limits and universality in stochastic systems operating with a high number of freedom degrees. It is shown that quasi-Gaussian and mean field approximation are unable to describe phase transitions in a satisfying manner. A new concept is required: it is the notion of renormalization group whose fixed points allow us to understand universality beyond mean field. The renormalization group implies the idea that long distance correlations near the transition temperature might be described by a statistical field theory that is a quantum field in imaginary time. Various forms of renormalization group equations are presented and solved in particular boundary limits, namely for fields with high numbers of components near the dimensions 4 and 2. The particular case of exact renormalization group is also introduced. (A.C.)

Mean-Square Convergence of Drift-Implicit One-Step Methods for Neutral Stochastic Delay Differential Equations with Jump Diffusion

Directory of Open Access Journals (Sweden)

Lin Hu

2011-01-01

Full Text Available A class of drift-implicit one-step schemes are proposed for the neutral stochastic delay differential equations (NSDDEs driven by Poisson processes. A general framework for mean-square convergence of the methods is provided. It is shown that under certain conditions global error estimates for a method can be inferred from estimates on its local error. The applicability of the mean-square convergence theory is illustrated by the stochastic θ-methods and the balanced implicit methods. It is derived from Theorem 3.1 that the order of the mean-square convergence of both of them for NSDDEs with jumps is 1/2. Numerical experiments illustrate the theoretical results. It is worth noting that the results of mean-square convergence of the stochastic θ-methods and the balanced implicit methods are also new.

Stochastic processes and filtering theory

CERN Document Server

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

Improved ensemble-mean forecast skills of ENSO events by a zero-mean stochastic model-error model of an intermediate coupled model

Science.gov (United States)

Zheng, F.; Zhu, J.

2015-12-01

To perform an ensemble-based ENSO probabilistic forecast, the crucial issue is to design a reliable ensemble prediction strategy that should include the major uncertainties of a forecast system. In this study, we developed a new general ensemble perturbation technique to improve the ensemble-mean predictive skill of forecasting ENSO using an intermediate coupled model (ICM). The model uncertainties are first estimated and analyzed from EnKF analysis results through assimilating observed SST. Then, based on the pre-analyzed properties of the model errors, a zero-mean stochastic model-error model is developed to mainly represent the model uncertainties induced by some important physical processes missed in the coupled model (i.e., stochastic atmospheric forcing/MJO, extra-tropical cooling and warming, Indian Ocean Dipole mode, etc.). Each member of an ensemble forecast is perturbed by the stochastic model-error model at each step during the 12-month forecast process, and the stochastical perturbations are added into the modeled physical fields to mimic the presence of these high-frequency stochastic noises and model biases and their effect on the predictability of the coupled system. The impacts of stochastic model-error perturbations on ENSO deterministic predictions are examined by performing two sets of 21-yr retrospective forecast experiments. The two forecast schemes are differentiated by whether they considered the model stochastic perturbations, with both initialized by the ensemble-mean analysis states from EnKF. The comparison results suggest that the stochastic model-error perturbations have significant and positive impacts on improving the ensemble-mean prediction skills during the entire 12-month forecast process. Because the nonlinear feature of the coupled model can induce the nonlinear growth of the added stochastic model errors with model integration, especially through the nonlinear heating mechanism with the vertical advection term of the model, the

Neural fields theory and applications

CERN Document Server

Graben, Peter; Potthast, Roland; Wright, James

2014-01-01

With this book, the editors present the first comprehensive collection in neural field studies, authored by leading scientists in the field - among them are two of the founding-fathers of neural field theory. Up to now, research results in the field have been disseminated across a number of distinct journals from mathematics, computational neuroscience, biophysics, cognitive science and others. Starting with a tutorial for novices in neural field studies, the book comprises chapters on emergent patterns, their phase transitions and evolution, on stochastic approaches, cortical development, cognition, robotics and computation, large-scale numerical simulations, the coupling of neural fields to the electroencephalogram and phase transitions in anesthesia. The intended readership are students and scientists in applied mathematics, theoretical physics, theoretical biology, and computational neuroscience. Neural field theory and its applications have a long-standing tradition in the mathematical and computational ...

Compressible cavitation with stochastic field method

Science.gov (United States)

Class, Andreas; Dumond, Julien

2012-11-01

Non-linear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally the simulation of pdf transport requires Monte-Carlo codes based on Lagrange particles or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic field method solving pdf transport based on Euler fields has been proposed which eliminates the necessity to mix Euler and Lagrange techniques or prescribed pdf assumptions. In the present work, part of the PhD Design and analysis of a Passive Outflow Reducer relying on cavitation, a first application of the stochastic field method to multi-phase flow and in particular to cavitating flow is presented. The application considered is a nozzle subjected to high velocity flow so that sheet cavitation is observed near the nozzle surface in the divergent section. It is demonstrated that the stochastic field formulation captures the wide range of pdf shapes present at different locations. The method is compatible with finite-volume codes where all existing physical models available for Lagrange techniques, presumed pdf or binning methods can be easily extended to the stochastic field formulation.

Noisy mean field game model for malware propagation in opportunistic networks

KAUST Repository

Tembine, Hamidou; Vilanova, Pedro; Debbah, Mé roú ane

2012-01-01

nodes is examined with a noisy mean field limit and compared to a deterministic one. The stochastic nature of the wireless environment make stochastic approaches more realistic for such types of networks. By introducing control strategies, we show

Neutron stars in relativistic mean field theory with isovector scalar meson

International Nuclear Information System (INIS)

Kubis, S.; Kutschera, M.; Stachniewicz, S.

1996-12-01

We study the equation of state (EOS) of neutron star matter in a relativistic mean field (RMF) theory with the isovector scalar mean field corresponding to the δ-meson [a 0 (980)]. A range of values of the δ-meson coupling compatible with the Bonn potentials is explored. Parameters of the model in the isovector sector are constrained to fit the nuclear symmetry energy, E s ∼ 30 MeV. We find that proton fraction of neutron star matter is higher in the presence of the δ-field whereas the energy per particle is lower. The EOS becomes slightly stiffer and the maximum mass of the neutron star increased with increasing δmeson coupling. The effect is stronger for soft EOS. (author). 7 refs, 6 figs, 1 tab

Neutron stars in relativistic mean field theory with isovector scalar meson

International Nuclear Information System (INIS)

Kubis, S.; Kutschera, M.; Stachniewicz, S.

1998-01-01

We study the equation of state (EOS) of β-stable dense matter and models of neutron stars in the relativistic mean field (RMF) theory with the isovector scalar mean field corresponding to the δ-meson (a 0 (980)). A range of values of the δ-meson coupling compatible with the Bonn potentials is explored. Parameters of the model in the isovector sector are constrained to fit the nuclear symmetry energy, E s ∼30 MeV. We find that the quantity most sensitive to the δ-meson coupling is the proton fraction of neutron star matter. It increases significantly in the presence of the δ-field. The energy per baryon also increases but the effect is smaller. The EOS becomes slightly stiffer and the maximum neutron star mass increases for stronger δ-meson coupling. (author)

Neutron stars in relativistic mean field theory with isovector scalar meson

Energy Technology Data Exchange (ETDEWEB)

Kubis, S.; Kutschera, M.; Stachniewicz, S. [Institute of Nuclear Physics, Cracow (Poland)

1996-12-01

We study the equation of state (EOS) of neutron star matter in a relativistic mean field (RMF) theory with the isovector scalar mean field corresponding to the {delta}-meson [a{sub 0}(980)]. A range of values of the {delta}-meson coupling compatible with the Bonn potentials is explored. Parameters of the model in the isovector sector are constrained to fit the nuclear symmetry energy, E{sub s} {approx} 30 MeV. We find that proton fraction of neutron star matter is higher in the presence of the {delta}-field whereas the energy per particle is lower. The EOS becomes slightly stiffer and the maximum mass of the neutron star increased with increasing {delta}meson coupling. The effect is stronger for soft EOS. (author). 7 refs, 6 figs, 1 tab.

Process theory for supervisory control of stochastic systems with data

NARCIS (Netherlands)

Markovski, J.

2012-01-01

We propose a process theory for supervisory control of stochastic nondeterministic plants with data-based observations. The Markovian process theory with data relies on the notion of Markovian partial bisimulation to capture controllability of stochastic nondeterministic systems. It presents a

Finite discrete field theory

International Nuclear Information System (INIS)

Souza, Manoelito M. de

1997-01-01

We discuss the physical meaning and the geometric interpretation of implementation in classical field theories. The origin of infinities and other inconsistencies in field theories is traced to fields defined with support on the light cone; a finite and consistent field theory requires a light-cone generator as the field support. Then, we introduce a classical field theory with support on the light cone generators. It results on a description of discrete (point-like) interactions in terms of localized particle-like fields. We find the propagators of these particle-like fields and discuss their physical meaning, properties and consequences. They are conformally invariant, singularity-free, and describing a manifestly covariant (1 + 1)-dimensional dynamics in a (3 = 1) spacetime. Remarkably this conformal symmetry remains even for the propagation of a massive field in four spacetime dimensions. We apply this formalism to Classical electrodynamics and to the General Relativity Theory. The standard formalism with its distributed fields is retrieved in terms of spacetime average of the discrete field. Singularities are the by-products of the averaging process. This new formalism enlighten the meaning and the problem of field theory, and may allow a softer transition to a quantum theory. (author)

Front Propagation in Stochastic Neural Fields

KAUST Repository

Bressloff, Paul C.

2012-01-01

We analyze the effects of extrinsic multiplicative noise on front propagation in a scalar neural field with excitatory connections. Using a separation of time scales, we represent the fluctuating front in terms of a diffusive-like displacement (wandering) of the front from its uniformly translating position at long time scales, and fluctuations in the front profile around its instantaneous position at short time scales. One major result of our analysis is a comparison between freely propagating fronts and fronts locked to an externally moving stimulus. We show that the latter are much more robust to noise, since the stochastic wandering of the mean front profile is described by an Ornstein-Uhlenbeck process rather than a Wiener process, so that the variance in front position saturates in the long time limit rather than increasing linearly with time. Finally, we consider a stochastic neural field that supports a pulled front in the deterministic limit, and show that the wandering of such a front is now subdiffusive. © 2012 Society for Industrial and Applied Mathematics.

Diffusive processes in a stochastic magnetic field

International Nuclear Information System (INIS)

Wang, H.; Vlad, M.; Vanden Eijnden, E.; Spineanu, F.; Misguich, J.H.; Balescu, R.

1995-01-01

The statistical representation of a fluctuating (stochastic) magnetic field configuration is studied in detail. The Eulerian correlation functions of the magnetic field are determined, taking into account all geometrical constraints: these objects form a nondiagonal matrix. The Lagrangian correlations, within the reasonable Corrsin approximation, are reduced to a single scalar function, determined by an integral equation. The mean square perpendicular deviation of a geometrical point moving along a perturbed field line is determined by a nonlinear second-order differential equation. The separation of neighboring field lines in a stochastic magnetic field is studied. We find exponentiation lengths of both signs describing, in particular, a decay (on the average) of any initial anisotropy. The vanishing sum of these exponentiation lengths ensures the existence of an invariant which was overlooked in previous works. Next, the separation of a particle's trajectory from the magnetic field line to which it was initially attached is studied by a similar method. Here too an initial phase of exponential separation appears. Assuming the existence of a final diffusive phase, anomalous diffusion coefficients are found for both weakly and strongly collisional limits. The latter is identical to the well known Rechester-Rosenbluth coefficient, which is obtained here by a more quantitative (though not entirely deductive) treatment than in earlier works

Stochastic theory of grain growth

International Nuclear Information System (INIS)

Hu Haiyun; Xing Xiusan.

1990-11-01

The purpose of this note is to set up a stochastic theory of grain growth and to derive the statistical distribution function and the average value of the grain radius so as to match them with the experiment further. 8 refs, 1 fig

Mean field theory for a balanced hypercolumn model of orientation selectivity in primary visual cortex

DEFF Research Database (Denmark)

Lerchner, Alexander; Sterner, G.; Hertz, J.

2006-01-01

We present a complete mean field theory for a balanced state of a simple model of an orientation hypercolumn, with a numerical procedure for solving the mean-field equations quantitatively. With our treatment, one can determine self-consistently both the firing rates and the firing correlations...

Active matter beyond mean-field: ring-kinetic theory for self-propelled particles.

Science.gov (United States)

Chou, Yen-Liang; Ihle, Thomas

2015-02-01

Recently, Hanke et al. [Phys. Rev. E 88, 052309 (2013)] showed that mean-field kinetic theory fails to describe collective motion in soft active colloids and that correlations must not be neglected. Correlation effects are also expected to be essential in systems of biofilaments driven by molecular motors and in swarms of midges. To obtain correlations in an active matter system from first principles, we derive a ring-kinetic theory for Vicsek-style models of self-propelled agents from the exact N-particle evolution equation in phase space. The theory goes beyond mean-field and does not rely on Boltzmann's approximation of molecular chaos. It can handle precollisional correlations and cluster formation, which are both important to understand the phase transition to collective motion. We propose a diagrammatic technique to perform a small-density expansion of the collision operator and derive the first two equations of the Bogoliubov-Born-Green-Kirkwood-Yvon (BBGKY) hierarchy. An algorithm is presented that numerically solves the evolution equation for the two-particle correlations on a lattice. Agent-based simulations are performed and informative quantities such as orientational and density correlation functions are compared with those obtained by ring-kinetic theory. Excellent quantitative agreement between simulations and theory is found at not-too-small noises and mean free paths. This shows that there are parameter ranges in Vicsek-like models where the correlated closure of the BBGKY hierarchy gives correct and nontrivial results. We calculate the dependence of the orientational correlations on distance in the disordered phase and find that it seems to be consistent with a power law with an exponent around -1.8, followed by an exponential decay. General limitations of the kinetic theory and its numerical solution are discussed.

Large-deviation principles, stochastic effective actions, path entropies, and the structure and meaning of thermodynamic descriptions

International Nuclear Information System (INIS)

Smith, Eric

2011-01-01

The meaning of thermodynamic descriptions is found in large-deviations scaling (Ellis 1985 Entropy, Large Deviations, and Statistical Mechanics (New York: Springer); Touchette 2009 Phys. Rep. 478 1-69) of the probabilities for fluctuations of averaged quantities. The central function expressing large-deviations scaling is the entropy, which is the basis both for fluctuation theorems and for characterizing the thermodynamic interactions of systems. Freidlin-Wentzell theory (Freidlin and Wentzell 1998 Random Perturbations in Dynamical Systems 2nd edn (New York: Springer)) provides a quite general formulation of large-deviations scaling for non-equilibrium stochastic processes, through a remarkable representation in terms of a Hamiltonian dynamical system. A number of related methods now exist to construct the Freidlin-Wentzell Hamiltonian for many kinds of stochastic processes; one method due to Doi (1976 J. Phys. A: Math. Gen. 9 1465-78; 1976 J. Phys. A: Math. Gen. 9 1479) and Peliti (1985 J. Physique 46 1469; 1986 J. Phys. A: Math. Gen. 19 L365, appropriate to integer counting statistics, is widely used in reaction-diffusion theory. Using these tools together with a path-entropy method due to Jaynes (1980 Annu. Rev. Phys. Chem. 31 579-601), this review shows how to construct entropy functions that both express large-deviations scaling of fluctuations, and describe system-environment interactions, for discrete stochastic processes either at or away from equilibrium. A collection of variational methods familiar within quantum field theory, but less commonly applied to the Doi-Peliti construction, is used to define a 'stochastic effective action', which is the large-deviations rate function for arbitrary non-equilibrium paths. We show how common principles of entropy maximization, applied to different ensembles of states or of histories, lead to different entropy functions and different sets of thermodynamic state variables. Yet the relations among all these levels of

Unitary field theories

International Nuclear Information System (INIS)

Bergmann, P.G.

1980-01-01

A problem of construction of the unitary field theory is discussed. The preconditions of the theory are briefly described. The main attention is paid to the geometrical interpretation of physical fields. The meaning of the conceptions of diversity and exfoliation is elucidated. Two unitary field theories are described: the Weyl conformic geometry and Calitzy five-dimensioned theory. It is proposed to consider supersymmetrical theories as a new approach to the problem of a unitary field theory. It is noted that the supergravitational theories are really unitary theories, since the fields figuring there do not assume invariant expansion

Neutron stars in relativistic mean field theory with isovector scalar meson

Energy Technology Data Exchange (ETDEWEB)

Kubis, S.; Kutschera, M.; Stachniewicz, S. [H. Niewodniczanski Institute of Nuclear Physics, Cracow (Poland)

1998-03-01

We study the equation of state (EOS) of {beta}-stable dense matter and models of neutron stars in the relativistic mean field (RMF) theory with the isovector scalar mean field corresponding to the {delta}-meson (a{sub 0}(980)). A range of values of the {delta}-meson coupling compatible with the Bonn potentials is explored. Parameters of the model in the isovector sector are constrained to fit the nuclear symmetry energy, E{sub s}{approx}30 MeV. We find that the quantity most sensitive to the {delta}-meson coupling is the proton fraction of neutron star matter. It increases significantly in the presence of the {delta}-field. The energy per baryon also increases but the effect is smaller. The EOS becomes slightly stiffer and the maximum neutron star mass increases for stronger {delta}-meson coupling. (author) 8 refs, 6 figs, 2 tabs

Diagrammatic routes to nonlocal correlations beyond dynamical mean field theory

Science.gov (United States)

Rohringer, G.; Hafermann, H.; Toschi, A.; Katanin, A. A.; Antipov, A. E.; Katsnelson, M. I.; Lichtenstein, A. I.; Rubtsov, A. N.; Held, K.

2018-04-01

Strong electronic correlations pose one of the biggest challenges to solid state theory. Recently developed methods that address this problem by starting with the local, eminently important correlations of dynamical mean field theory (DMFT) are reviewed. In addition, nonlocal correlations on all length scales are generated through Feynman diagrams, with a local two-particle vertex instead of the bare Coulomb interaction as a building block. With these diagrammatic extensions of DMFT long-range charge, magnetic, and superconducting fluctuations as well as (quantum) criticality can be addressed in strongly correlated electron systems. An overview is provided of the successes and results achieved, mainly for model Hamiltonians, and an outline is given of future prospects for realistic material calculations.

The mean field theory in EM procedures for blind Markov random field image restoration.

Science.gov (United States)

Zhang, J

1993-01-01

A Markov random field (MRF) model-based EM (expectation-maximization) procedure for simultaneously estimating the degradation model and restoring the image is described. The MRF is a coupled one which provides continuity (inside regions of smooth gray tones) and discontinuity (at region boundaries) constraints for the restoration problem which is, in general, ill posed. The computational difficulty associated with the EM procedure for MRFs is resolved by using the mean field theory from statistical mechanics. An orthonormal blur decomposition is used to reduce the chances of undesirable locally optimal estimates. Experimental results on synthetic and real-world images show that this approach provides good blur estimates and restored images. The restored images are comparable to those obtained by a Wiener filter in mean-square error, but are most visually pleasing.

Approximate models for broken clouds in stochastic radiative transfer theory

International Nuclear Information System (INIS)

Doicu, Adrian; Efremenko, Dmitry S.; Loyola, Diego; Trautmann, Thomas

2014-01-01

This paper presents approximate models in stochastic radiative transfer theory. The independent column approximation and its modified version with a solar source computed in a full three-dimensional atmosphere are formulated in a stochastic framework and for arbitrary cloud statistics. The nth-order stochastic models describing the independent column approximations are equivalent to the nth-order stochastic models for the original radiance fields in which the gradient vectors are neglected. Fast approximate models are further derived on the basis of zeroth-order stochastic models and the independent column approximation. The so-called “internal mixing” models assume a combination of the optical properties of the cloud and the clear sky, while the “external mixing” models assume a combination of the radiances corresponding to completely overcast and clear skies. A consistent treatment of internal and external mixing models is provided, and a new parameterization of the closure coefficient in the effective thickness approximation is given. An efficient computation of the closure coefficient for internal mixing models, using a previously derived vector stochastic model as a reference, is also presented. Equipped with appropriate look-up tables for the closure coefficient, these models can easily be integrated into operational trace gas retrieval systems that exploit absorption features in the near-IR solar spectrum. - Highlights: • Independent column approximation in a stochastic setting. • Fast internal and external mixing models for total and diffuse radiances. • Efficient optimization of internal mixing models to match reference models

Plasma transport in stochastic magnetic fields. III. Kinetics of test-particle diffusion

International Nuclear Information System (INIS)

Krommes, J.A.; Oberman, C.; Kleva, R.G.

1982-07-01

A discussion is given of test particle transport in the presence of specified stochastic magnetic fields, with particular emphasis on the collisional limit. Certain paradoxes and inconsistencies in the literature regarding the form of the scaling laws are resolved by carefully distinguishing a number of physically distinct correlation lengths, and thus by identifying several collisional subregimes. The common procedure of averaging the conventional fluid equations over the statistics of a random field is shown to fail in some important cases because of breakdown of the Chapman-Enskog ordering in the presence of a stochastic field component with short autocorrelation length. A modified perturbation theory is introduced which leads to a Kubo-like formula valid in all collisionality regimes. The direct-interaction approximation is shown to fail in the interesting limit in which the orbit exponentiation length L/sub K/ appears explicitly. A higher order renormalized kinetic theory in which L/sub K/ appears naturally is discussed and used to rederive more systematically the results of the heuristic scaling arguments

On the stochastic structure of globally supersymmetric field theories

International Nuclear Information System (INIS)

Flume, R.; Lechtenfeld, O.

1983-09-01

We reformulate the bosonic sector of globally supersymmetric field theories through a ''fermionisation'' of bosonic Feynman graphs. The recipe for the fermionisation gives an explicit realisation of the Nicolai map. The graphical rules for supersymmetric Yang-Mills fields in the reformulated version turn out to be simpler than those of ordinary Yang-Mills fields. (orig.)

Short-range correlations in an extended time-dependent mean-field theory

International Nuclear Information System (INIS)

Madler, P.

1982-01-01

A generalization is performed of the time-dependent mean-field theory by an explicit inclusion of strong short-range correlations on a level of microscopic reversibility relating them to realistic nucleon-nucleon forces. Invoking a least action principle for correlated trial wave functions, equations of motion for the correlation functions and the single-particle model wave function are derived in lowest order of the FAHT cluster expansion. Higher order effects as well as long-range correlations are consider only to the extent to which they contribute to the mean field via a readjusted phenomenological effective two-body interaction. The corresponding correlated stationary problem is investigated and appropriate initial conditions to describe a heavy ion reaction are proposed. The singleparticle density matrix is evaluated

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

Topics in quantum field theory; Topicos em teoria quantica dos campos

Energy Technology Data Exchange (ETDEWEB)

Svaiter, N.F

2006-11-15

This paper presents some important aspects on quantum field theory, covering the following aspects: the triumph and limitations of the quantum field theory; the field theory in curved spaces - Hawking and Unruh-Davies effects; the problem of divergent theory of the zero-point; the problem of the spinning detector and the Trocheries-Takeno vacuum; the field theory at finite temperature - symmetry breaking and phase transition; the problem of the summability of the perturbative series and the perturbative expansion for the strong coupling; quantized fields in presence of classical macroscopic structures; the Parisi-Wu stochastic quantization method.

Accurate nonadiabatic quantum dynamics on the cheap: Making the most of mean field theory with master equations

Energy Technology Data Exchange (ETDEWEB)

Kelly, Aaron; Markland, Thomas E., E-mail: tmarkland@stanford.edu [Department of Chemistry, Stanford University, Stanford, California 94305 (United States); Brackbill, Nora [Department of Physics, Stanford University, Stanford, California 94305 (United States)

2015-03-07

In this article, we show how Ehrenfest mean field theory can be made both a more accurate and efficient method to treat nonadiabatic quantum dynamics by combining it with the generalized quantum master equation framework. The resulting mean field generalized quantum master equation (MF-GQME) approach is a non-perturbative and non-Markovian theory to treat open quantum systems without any restrictions on the form of the Hamiltonian that it can be applied to. By studying relaxation dynamics in a wide range of dynamical regimes, typical of charge and energy transfer, we show that MF-GQME provides a much higher accuracy than a direct application of mean field theory. In addition, these increases in accuracy are accompanied by computational speed-ups of between one and two orders of magnitude that become larger as the system becomes more nonadiabatic. This combination of quantum-classical theory and master equation techniques thus makes it possible to obtain the accuracy of much more computationally expensive approaches at a cost lower than even mean field dynamics, providing the ability to treat the quantum dynamics of atomistic condensed phase systems for long times.

Accurate nonadiabatic quantum dynamics on the cheap: making the most of mean field theory with master equations.

Science.gov (United States)

Kelly, Aaron; Brackbill, Nora; Markland, Thomas E

2015-03-07

In this article, we show how Ehrenfest mean field theory can be made both a more accurate and efficient method to treat nonadiabatic quantum dynamics by combining it with the generalized quantum master equation framework. The resulting mean field generalized quantum master equation (MF-GQME) approach is a non-perturbative and non-Markovian theory to treat open quantum systems without any restrictions on the form of the Hamiltonian that it can be applied to. By studying relaxation dynamics in a wide range of dynamical regimes, typical of charge and energy transfer, we show that MF-GQME provides a much higher accuracy than a direct application of mean field theory. In addition, these increases in accuracy are accompanied by computational speed-ups of between one and two orders of magnitude that become larger as the system becomes more nonadiabatic. This combination of quantum-classical theory and master equation techniques thus makes it possible to obtain the accuracy of much more computationally expensive approaches at a cost lower than even mean field dynamics, providing the ability to treat the quantum dynamics of atomistic condensed phase systems for long times.

A relativistic theory for continuous measurement of quantum fields

International Nuclear Information System (INIS)

Diosi, L.

1990-04-01

A formal theory for the continuous measurement of relativistic quantum fields is proposed. The corresponding scattering equations were derived. The proposed formalism reduces to known equations in the Markovian case. Two recent models for spontaneous quantum state reduction have been recovered in the framework of this theory. A possible example of the relativistic continuous measurement has been outlined in standard Quantum Electrodynamics. The continuous measurement theory possesses an alternative formulation in terms of interacting quantum and stochastic fields. (author) 23 refs

An Approach to Stochastic Peridynamic Theory.

Energy Technology Data Exchange (ETDEWEB)

Demmie, Paul N.

2018-04-01

In many material systems, man-made or natural, we have an incomplete knowledge of geometric or material properties, which leads to uncertainty in predicting their performance under dynamic loading. Given the uncertainty and a high degree of spatial variability in properties of materials subjected to impact, a stochastic theory of continuum mechanics would be useful for modeling dynamic response of such systems. Peridynamic theory is such a theory. It is formulated as an integro- differential equation that does not employ spatial derivatives, and provides for a consistent formulation of both deformation and failure of materials. We discuss an approach to stochastic peridynamic theory and illustrate the formulation with examples of impact loading of geological materials with uncorrelated or correlated material properties. We examine wave propagation and damage to the material. The most salient feature is the absence of spallation, referred to as disorder toughness, which generalizes similar results from earlier quasi-static damage mechanics. Acknowledgements This research was made possible by the support from DTRA grant HDTRA1-08-10-BRCWM. I thank Dr. Martin Ostoja-Starzewski for introducing me to the mechanics of random materials and collaborating with me throughout and after this DTRA project.

Topological recursion for Gaussian means and cohomological field theories

Science.gov (United States)

Andersen, J. E.; Chekhov, L. O.; Norbury, P.; Penner, R. C.

2015-12-01

We introduce explicit relations between genus-filtrated s-loop means of the Gaussian matrix model and terms of the genus expansion of the Kontsevich-Penner matrix model (KPMM), which is the generating function for volumes of discretized (open) moduli spaces M g,s disc (discrete volumes). Using these relations, we express Gaussian means in all orders of the genus expansion as polynomials in special times weighted by ancestor invariants of an underlying cohomological field theory. We translate the topological recursion of the Gaussian model into recurrence relations for the coefficients of this expansion, which allows proving that they are integers and positive. We find the coefficients in the first subleading order for M g,1 for all g in three ways: using the refined Harer-Zagier recursion, using the Givental-type decomposition of the KPMM, and counting diagrams explicitly.

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

Sine-Gordon mean field theory of a Coulomb gas

Energy Technology Data Exchange (ETDEWEB)

Diehl, Alexandre; Barbosa, Marcia C.; Levin, Yan

1997-12-31

Full text. The Coulomb gas provides a paradigm for the study of various models of critical phenomena. In particular, it is well known that the two dimensional (2 D). Coulomb gas can be directly used to study the superfluidity transition in {sup 4} He films, arrays of Josephson junctions, roughening transition, etc. Not withstanding its versatility, our full understanding of the most basic model of Coulomb gas, namely an ensemble of hard spheres carrying either positive or negative charges at their center, is still lacking. It is now well accepted that at low density the two dimensional plasma of equal number of positive and negative particles undergoes a Kosterlitz-Thouless (KT) metal insulator transition. This transition is of an infinite order and is characterized by a diverging Debye screening length. As the density of particles increases, the validity of the KT theory becomes questionable and the possibility of the KT transition being replaced by some kind of first order discontinuity has been speculated for a long time. In this work sine-Gordon field theory is used to investigate the phase diagram of a neutral Coulomb gas. A variational mean-field free energy is constructed and the corresponding phase diagrams in two and three dimensions are obtained. When analyzed in terms of chemical potential, the sine-Gordon theory predicts the phase diagram topologically identical to the Monte Carlo simulations and a recently developed Debye-Huckel-Bjerrum theory. In 2D, we find that the infinite-order Kosterlitz-Thouless line terminates in a tricritical point, after which the metal-insulator transition becomes first order. However, when the transformation from chemical potential to the density is made the whole insulating phase is mapped onto zero density. (author)

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)

CO_2 volatility impact on energy portfolio choice: A fully stochastic LCOE theory analysis

International Nuclear Information System (INIS)

Lucheroni, Carlo; Mari, Carlo

2017-01-01

Highlights: • Stochastic LCOE theory is an extension of the levelized cost of electricity analysis. • The fully stochastic analysis include stochastic processes for fossil fuels prices and CO_2 prices. • The nuclear asset is risky through uncertainty about construction times and it is used as a hedge. • Volatility of CO_2 prices has a strong influence on CO_2 emissions reduction. - Abstract: Market based pricing of CO_2 was designed to control CO_2 emissions by means of the price level, since high CO_2 price levels discourage emissions. In this paper, it will be shown that the level of uncertainty on CO_2 market prices, i.e. the volatility of CO_2 prices itself, has a strong influence not only on generation portfolio risk management but also on CO_2 emissions abatement. A reduction of emissions can be obtained when rational power generation capacity investors decide that the capacity expansion cost risk induced jointly by CO_2 volatility and fossil fuels prices volatility can be efficiently hedged adding to otherwise fossil fuel portfolios some nuclear power as a carbon free asset. This intriguing effect will be discussed using a recently introduced economic analysis tool, called stochastic LCOE theory. The stochastic LCOE theory used here was designed to investigate diversification effects on energy portfolios. In previous papers this theory was used to study diversification effects on portfolios composed of carbon risky fossil technologies and a carbon risk-free nuclear technology in a risk-reward trade-off frame. In this paper the stochastic LCOE theory will be extended to include uncertainty about nuclear power plant construction times, i.e. considering nuclear risky as well, this being the main uncertainty source of financial risk in nuclear technology. Two measures of risk will be used, standard deviation and CVaR deviation, to derive efficient frontiers for generation portfolios. Frontier portfolios will be analyzed in their implications on emissions

A cavitation model based on Eulerian stochastic fields

Science.gov (United States)

Magagnato, F.; Dumond, J.

2013-12-01

Non-linear phenomena can often be described using probability density functions (pdf) and pdf transport models. Traditionally the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian "particles" or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and in particular to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. Firstly, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.

Stochastic chemical kinetics theory and (mostly) systems biological applications

CERN Document Server

Érdi, Péter; Lente, Gabor

2014-01-01

This volume reviews the theory and simulation methods of stochastic kinetics by integrating historical and recent perspectives, presents applications, mostly in the context of systems biology and also in combustion theory. In recent years, due to the development in experimental techniques, such as optical imaging, single cell analysis, and fluorescence spectroscopy, biochemical kinetic data inside single living cells have increasingly been available. The emergence of systems biology brought renaissance in the application of stochastic kinetic methods.

Gaming practices in everyday life. An analytical operationalization of field theory by means of practice theory

Directory of Open Access Journals (Sweden)

Claus Toft-Nielsen

2015-05-01

Full Text Available This article investigates digital game play (gaming as a specific media field (Bourdieu, 1984, p. 72, in which especially gaming capital (Consalvo, 2007 functions as a theoretical lens. We aim to analyse the specific practices that constitute and are constituted in and around gaming. This multitude of practices is theoretically qualified by the second generation of practice theorists, including (Bruchler & Postill, 2010; Reckwitz, 2002; Schatzki, 2008; Warde, 2005. The empirical data are drawn from qualitative studies of gamers and gaming practices (focus groups as well as participant observations, and function as exemplary cases that illustrate our theoretical arguments. Our purpose is to analytically operationalize field theory, by means of practice theory, to enhance our understanding of digital games as new media and the specific contexts and media practices herein.

Gaming practices in everyday life. An analytical operationalization of field theory by means of practice theory

DEFF Research Database (Denmark)

Toft-Nielsen, Claus; Krogager, Stinne Gunder Strøm

2015-01-01

This article investigates digital game play (gaming) as a specific media field (Bourdieu, 1984, p. 72), in which especially gaming capital (Consalvo, 2007) functions as a theoretical lens. We aim to analyse the specific practices that constitute and are constituted in and around gaming....... This multitude of practices is theoretically qualified by the second generation of practice theorists, including (Bruchler & Postill, 2010; Reckwitz, 2002; Schatzki, 2008; Warde, 2005). The empirical data are drawn from qualitative studies of gamers and gaming practices (focus groups as well as participant...... observations), and function as exemplary cases that illustrate our theoretical arguments. Our purpose is to analytically operationalize field theory, by means of practice theory, to enhance our understanding of digital games as new media and the specific contexts and media practices herein....

Mean-field theory of meta-learning

International Nuclear Information System (INIS)

Plewczynski, Dariusz

2009-01-01

We discuss here the mean-field theory for a cellular automata model of meta-learning. Meta-learning is the process of combining outcomes of individual learning procedures in order to determine the final decision with higher accuracy than any single learning method. Our method is constructed from an ensemble of interacting, learning agents that acquire and process incoming information using various types, or different versions, of machine learning algorithms. The abstract learning space, where all agents are located, is constructed here using a fully connected model that couples all agents with random strength values. The cellular automata network simulates the higher level integration of information acquired from the independent learning trials. The final classification of incoming input data is therefore defined as the stationary state of the meta-learning system using simple majority rule, yet the minority clusters that share the opposite classification outcome can be observed in the system. Therefore, the probability of selecting a proper class for a given input data, can be estimated even without the prior knowledge of its affiliation. The fuzzy logic can be easily introduced into the system, even if learning agents are built from simple binary classification machine learning algorithms by calculating the percentage of agreeing agents

The golden mean in the topology of four-manifolds, in conformal field theory, in the mathematical probability theory and in Cantorian space-time

International Nuclear Information System (INIS)

Marek-Crnjac, L.

2006-01-01

In the present work we show the connections between the topology of four-manifolds, conformal field theory, the mathematical probability theory and Cantorian space-time. In all these different mathematical fields, we find as the main connection the appearance of the golden mean

Mean field theory for a balanced hypercolumn model of orientation selectivity in primary visual cortex

CERN Document Server

Lerchner, A; Hertz, J; Ahmadi, M

2004-01-01

We present a complete mean field theory for a balanced state of a simple model of an orientation hypercolumn. The theory is complemented by a description of a numerical procedure for solving the mean-field equations quantitatively. With our treatment, we can determine self-consistently both the firing rates and the firing correlations, without being restricted to specific neuron models. Here, we solve the analytically derived mean-field equations numerically for integrate-and-fire neurons. Several known key properties of orientation selective cortical neurons emerge naturally from the description: Irregular firing with statistics close to -- but not restricted to -- Poisson statistics; an almost linear gain function (firing frequency as a function of stimulus contrast) of the neurons within the network; and a contrast-invariant tuning width of the neuronal firing. We find that the irregularity in firing depends sensitively on synaptic strengths. If Fano factors are bigger than 1, then they are so for all stim...

An impurity solver for nonequilibrium dynamical mean field theory based on hierarchical quantum master equations

Energy Technology Data Exchange (ETDEWEB)

Haertle, Rainer [Institut fuer Theoretische Physik, Georg-August-Universitaet Goettingen, Goettingen (Germany); Millis, Andrew J. [Department of Physics, Columbia University, New York (United States)

2016-07-01

We present a new impurity solver for real-time and nonequilibrium dynamical mean field theory applications, based on the recently developed hierarchical quantum master equation approach. Our method employs a hybridization expansion of the time evolution operator, including an advanced, systematic truncation scheme. Convergence to exact results for not too low temperatures has been demonstrated by a direct comparison to quantum Monte Carlo simulations. The approach is time-local, which gives us access to slow dynamics such as, e.g., in the presence of magnetic fields or exchange interactions and to nonequilibrium steady states. Here, we present first results of this new scheme for the description of strongly correlated materials in the framework of dynamical mean field theory, including benchmark and new results for the Hubbard and periodic Anderson model.

Mean-field theory of differential rotation in density stratified turbulent convection

Science.gov (United States)

Rogachevskii, I.

2018-04-01

A mean-field theory of differential rotation in a density stratified turbulent convection has been developed. This theory is based on the combined effects of the turbulent heat flux and anisotropy of turbulent convection on the Reynolds stress. A coupled system of dynamical budget equations consisting in the equations for the Reynolds stress, the entropy fluctuations and the turbulent heat flux has been solved. To close the system of these equations, the spectral approach, which is valid for large Reynolds and Péclet numbers, has been applied. The adopted model of the background turbulent convection takes into account an increase of the turbulence anisotropy and a decrease of the turbulent correlation time with the rotation rate. This theory yields the radial profile of the differential rotation which is in agreement with that for the solar differential rotation.

Stochastic methods in quantum mechanics

CERN Document Server

Gudder, Stanley P

2005-01-01

Practical developments in such fields as optical coherence, communication engineering, and laser technology have developed from the applications of stochastic methods. This introductory survey offers a broad view of some of the most useful stochastic methods and techniques in quantum physics, functional analysis, probability theory, communications, and electrical engineering. Starting with a history of quantum mechanics, it examines both the quantum logic approach and the operational approach, with explorations of random fields and quantum field theory.The text assumes a basic knowledge of fun

The theory of hybrid stochastic algorithms

International Nuclear Information System (INIS)

Duane, S.; Kogut, J.B.

1986-01-01

The theory of hybrid stochastic algorithms is developed. A generalized Fokker-Planck equation is derived and is used to prove that the correct equilibrium distribution is generated by the algorithm. Systematic errors following from the discrete time-step used in the numerical implementation of the scheme are computed. Hybrid algorithms which simulate lattice gauge theory with dynamical fermions are presented. They are optimized in computer simulations and their systematic errors and efficiencies are studied. (orig.)

Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency

DEFF Research Database (Denmark)

Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, Almut

Ambit stochastics is the name for the theory and applications of ambit fields and ambit processes and constitutes a new research area in stochastics for tempo-spatial phenomena. This paper gives an overview of the main findings in ambit stochastics up to date and establishes new results on genera...

Field theory modelling of vortex tube entanglement in turbulent magnetohydrodynamics

International Nuclear Information System (INIS)

Moriconi, L.; Nobre, F.A. S.

2000-01-01

Full text follows: We study the dynamics of interacting closed vortex tubes in magnetohydrodynamics, in terms of a (1+1)-dimensional field theory derived within the context of the Martin-Siggia-Rose formalism. The fluid is stirred by large scale stochastic forces which affect smaller scales through foldings of the velocity and magnetic vortex tubes. Numerical computations are done by means of a length-preserving scheme, motivated by the usual self-induction approximation. In order to understand the origin of intermittency effects, we investigate the multifractal exponents for the equilibrium vortex tube configurations, as well as correlations developed between different tubes. (author)

Collective enhancement of inclusive cross sections at large transverse momentum in stochastic-field multiparticle theory

International Nuclear Information System (INIS)

Arnold, R.C.

1976-01-01

A stochastic-field calculus, previously discussed in connection with Regge intercepts and instability questions, is applied to inclusive cross sections, and is shown to predict a growth with energy of large-P/perpendicular/ to inclusives

Self-consistent normal ordering of gauge field theories

International Nuclear Information System (INIS)

Ruehl, W.

1987-01-01

Mean-field theories with a real action of unconstrained fields can be self-consistently normal ordered. This leads to a considerable improvement over standard mean-field theory. This concept is applied to lattice gauge theories. First an appropriate real action mean-field theory is constructed. The equations determining the Gaussian kernel necessary for self-consistent normal ordering of this mean-field theory are derived. (author). 4 refs

Stochastic control theory dynamic programming principle

CERN Document Server

Nisio, Makiko

2015-01-01

This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems. First we consider completely observable control problems with finite horizons. Using a time discretization we construct a nonlinear semigroup related to the dynamic programming principle (DPP), whose generator provides the Hamilton–Jacobi–Bellman (HJB) equation, and we characterize the value function via the nonlinear semigroup, besides the viscosity solution theory. When we control not only the dynamics of a system but also the terminal time of its evolution, control-stopping problems arise. This problem is treated in the same frameworks, via the nonlinear semigroup. Its results are applicable to the American option price problem. Zero-sum two-player time-homogeneous stochastic differential games and viscosity solutions of the Isaacs equations arising from such games are studied via a nonlinear semigroup related to DPP (the min-ma...

Field theory of absorbing phase transitions with a non-diffusive conserved field

International Nuclear Information System (INIS)

Pastor-Satorras, R.; Vespignani, A.

2000-04-01

We investigate the critical behavior of a reaction-diffusion system exhibiting a continuous absorbing-state phase transition. The reaction-diffusion system strictly conserves the total density of particles, represented as a non-diffusive conserved field, and allows an infinite number of absorbing configurations. Numerical results show that it belongs to a wide universality class that also includes stochastic sandpile models. We derive microscopically the field theory representing this universality class. (author)

Stochastic Still Water Response Model

DEFF Research Database (Denmark)

Friis-Hansen, Peter; Ditlevsen, Ove Dalager

2002-01-01

In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model is...... out that an important parameter of the stochastic cargo field model is the mean number of containers delivered by each customer.......In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model...... is to establish the stochastic load field conditional on a given draft and trim of the vessel. The model contributes to a realistic modelling of the stochastic load processes to be used in a reliability evaluation of the ship hull. Emphasis is given to container vessels. The formulation of the model for obtaining...

Covariant density functional theory beyond mean field and applications for nuclei far from stability

International Nuclear Information System (INIS)

Ring, P

2010-01-01

Density functional theory provides a very powerful tool for a unified microscopic description of nuclei all over the periodic table. It is not only successful in reproducing bulk properties of nuclear ground states such as binding energies, radii, or deformation parameters, but it also allows the investigation of collective phenomena, such as giant resonances and rotational excitations. However, it is based on the mean field concept and therefore it has its limits. We discuss here two methods based based on covariant density functional theory going beyond the mean field concept, (i) models with an energy dependent self energy allowing the coupling to complex configurations and a quantitative description of the width of giant resonances and (ii) methods of configuration mixing between Slater determinants with different deformation and orientation providing are very successful description of transitional nuclei and quantum phase transitions.

Alfven-wave current drive and magnetic field stochasticity

International Nuclear Information System (INIS)

Litwin, C.; Hegna, C.C.

1993-01-01

Propagating Alfven waves can generate parallel current through an alpha effect. In resistive MHD however, the dynamo field is proportional to resistivity and as such cannot drive significant currents for realistic parameters. In the search for an enhancement of this effect the authors investigate the role of magnetic field stochasticity. They show that the presence of a stochastic magnetic field, either spontaneously generated by instabilities or induced externally, can enhance the alpha effect of the wave. This enhancement is caused by an increased wave dissipation due to both current diffusion and filamentation. For the range of parameters of current drive experiments at Phaedrus-T tokamak, a moderate field stochasticity leads to significant modifications in the loop voltage

Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework

International Nuclear Information System (INIS)

Zhou, X.Y.; Li, D.

2000-01-01

This paper is concerned with a continuous-time mean-variance portfolio selection model that is formulated as a bicriteria optimization problem. The objective is to maximize the expected terminal return and minimize the variance of the terminal wealth. By putting weights on the two criteria one obtains a single objective stochastic control problem which is however not in the standard form due to the variance term involved. It is shown that this nonstandard problem can be 'embedded' into a class of auxiliary stochastic linear-quadratic (LQ) problems. The stochastic LQ control model proves to be an appropriate and effective framework to study the mean-variance problem in light of the recent development on general stochastic LQ problems with indefinite control weighting matrices. This gives rise to the efficient frontier in a closed form for the original portfolio selection problem

Diffusion of test particles in stochastic magnetic fields for small Kubo numbers

International Nuclear Information System (INIS)

Neuer, Marcus; Spatschek, Karl H.

2006-01-01

Motion of charged particles in a collisional plasma with stochastic magnetic field lines is investigated on the basis of the so-called A-Langevin equation. Compared to the previously used V-Langevin model, here finite Larmor radius effects are taken into account. The A-Langevin equation is solved under the assumption that the Lagrangian correlation function for the magnetic field fluctuations is related to the Eulerian correlation function (in Gaussian form) via the Corrsin approximation. The latter is justified for small Kubo numbers. The velocity correlation function, being averaged with respect to the stochastic variables including collisions, leads to an implicit differential equation for the mean square displacement. From the latter, different transport regimes, including the well-known Rechester-Rosenbluth diffusion coefficient, are derived. Finite Larmor radius contributions show a decrease of the diffusion coefficient compared to the guiding center limit. The case of small (or vanishing) mean fields is also discussed

Stochastic variables in N=1 supersymmetric Yang-Mills theory

International Nuclear Information System (INIS)

Lechtenfeld, O.

1984-06-01

The stochastic structure of N=1 supersymmetric Yang-Mills theory is rederived by using a previously developed method for the construction of the (nonlocal) Nicolai map. The stochastic variables correspond to the fixed points of this mapping. The relations are derived in a light cone gauge and in general covariant gauges. (orig.)

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)

Stochastic population theories

CERN Document Server

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...

Pionic atoms, the relativistic mean-field theory and the pion-nucleon scattering lenghts

International Nuclear Information System (INIS)

Goudsmit, P.F.A.; Leisi, H.J.; Matsinos, E.

1991-01-01

Analysing pionic-atom data of isoscalar nuclei within the relativistic mean-field (RMF) theory, we determine the pseudoscalar πNN mixing parameter x=0.24±0.06 (syst.) and the strength of the nuclear scalar meson field for pions, S π =-34±14 (syst.) MeV. We show that these values are compatible with the elementary π-N interaction. Our RMF model provides a solution to the long-standing problem of the s-wave repulsion. (orig.)

A constructive mean-field analysis of multi-population neural networks with random synaptic weights and stochastic inputs.

Science.gov (United States)

Faugeras, Olivier; Touboul, Jonathan; Cessac, Bruno

2009-01-01

We deal with the problem of bridging the gap between two scales in neuronal modeling. At the first (microscopic) scale, neurons are considered individually and their behavior described by stochastic differential equations that govern the time variations of their membrane potentials. They are coupled by synaptic connections acting on their resulting activity, a nonlinear function of their membrane potential. At the second (mesoscopic) scale, interacting populations of neurons are described individually by similar equations. The equations describing the dynamical and the stationary mean-field behaviors are considered as functional equations on a set of stochastic processes. Using this new point of view allows us to prove that these equations are well-posed on any finite time interval and to provide a constructive method for effectively computing their unique solution. This method is proved to converge to the unique solution and we characterize its complexity and convergence rate. We also provide partial results for the stationary problem on infinite time intervals. These results shed some new light on such neural mass models as the one of Jansen and Rit (1995): their dynamics appears as a coarse approximation of the much richer dynamics that emerges from our analysis. Our numerical experiments confirm that the framework we propose and the numerical methods we derive from it provide a new and powerful tool for the exploration of neural behaviors at different scales.

Quantum correlated cluster mean-field theory applied to the transverse Ising model.

Science.gov (United States)

Zimmer, F M; Schmidt, M; Maziero, Jonas

2016-06-01

Mean-field theory (MFT) is one of the main available tools for analytical calculations entailed in investigations regarding many-body systems. Recently, there has been a surge of interest in ameliorating this kind of method, mainly with the aim of incorporating geometric and correlation properties of these systems. The correlated cluster MFT (CCMFT) is an improvement that succeeded quite well in doing that for classical spin systems. Nevertheless, even the CCMFT presents some deficiencies when applied to quantum systems. In this article, we address this issue by proposing the quantum CCMFT (QCCMFT), which, in contrast to its former approach, uses general quantum states in its self-consistent mean-field equations. We apply the introduced QCCMFT to the transverse Ising model in honeycomb, square, and simple cubic lattices and obtain fairly good results both for the Curie temperature of thermal phase transition and for the critical field of quantum phase transition. Actually, our results match those obtained via exact solutions, series expansions or Monte Carlo simulations.

Stochastic catastrophe theory and instabilities in plasma turbulence

International Nuclear Information System (INIS)

Rajkovic, Milan; Skoric, Milos

2009-01-01

Full text: A Langevin equation (LE) describing evolution of turbulence amplitude in plasma is analyzed from the aspect of stochastic catastrophe theory (SCT) so that turbulent plasma is considered as a stochastic gradient system. According to SCT the dynamics of the system is completely determined by the stochastic potential function and the maximum likelihood estimates of stable and unstable equilibria are associated with the modes and anti-modes, respectively, of the system's stationary probability density function. First order phase transitions occur at degenerate equilibrium points and the potential function at these points may be represented in a generic way. Since the diffusion function of plasma LE is not constant the probability density function (pdf) is not a reliable estimator of the number of stable states. We show that the generalized pdf represented as the product of the stationary pdf and the diffusion function is a reliable estimator of the stable states and that it can be evaluated from the zero mean crossing analysis of plasma turbulence signal. Stochastic bifurcations, and particularly the sudden (catastrophic) ones, are recognized from the pdf's obtained by the zero crossing analysis and we illustrate the applications of SCT in plasma turbulence on data obtained from the MAST (Mega Ampere Spherical Tokamak) for low (L), high (H) and unstable dithering (L/H) confinement regimes. The relationship of the transformation invariant zero-crossing function and SCT is shown to provide important information about the nature of edge localized modes (ELMs) and L-H transition. Finally we show that ELMs occur as a result of catastrophic (hard) bifurcations ruling out the self-organized criticality scenario for their origin. (author)

Studies in quantum field theory

International Nuclear Information System (INIS)

Bender, C.M.; Mandula, J.E.; Shrauner, J.E.

1982-01-01

Washington University is currently conducting research in many areas of high energy theoretical and mathematical physics. These areas include: strong-coupling approximation; classical solutions of non-Abelian gauge theories; mean-field approximation in quantum field theory; path integral and coherent state representations in quantum field theory; lattice gauge calculations; the nature of perturbation theory in large orders; quark condensation in QCD; chiral symmetry breaking; the l/N expansion in quantum field theory; effective potential and action in quantum field theories, including QCD

Superheavy nuclei in the relativistic mean-field theory

International Nuclear Information System (INIS)

Lalazissis, G.A.; Ring, P.; Gambhir, Y.K.

1996-01-01

We have carried out a study of superheavy nuclei in the framework of the relativistic mean-field theory. Relativistic Hartree-Bogoliubov (RHB) calculations have been performed for nuclei with large proton and neutron numbers. A finite-range pairing force of Gogny type has been used in the RHB calculations. The ground-state properties of very heavy nuclei with atomic numbers Z=100-114 and neutron numbers N=154-190 have been obtained. The results show that in addition to N=184 the neutron numbers N=160 and N=166 exhibit an extra stability as compared to their neighbors. For the case of protons the atomic number Z=106 is shown to demonstrate a closed-shell behavior in the region of well deformed nuclei about N=160. The proton number Z=114 also indicates a shell closure. Indications for a doubly magic character at Z=106 and N=160 are observed. Implications of shell closures on a possible synthesis of superheavy nuclei are discussed. (orig.)

First Test of Stochastic Growth Theory for Langmuir Waves in Earth's Foreshock

Science.gov (United States)

Cairns, Iver H.; Robinson, P. A.

1997-01-01

This paper presents the first test of whether stochastic growth theory (SGT) can explain the detailed characteristics of Langmuir-like waves in Earth's foreshock. A period with unusually constant solar wind magnetic field is analyzed. The observed distributions P(logE) of wave fields E for two intervals with relatively constant spacecraft location (DIFF) are shown to agree well with the fundamental prediction of SGT, that P(logE) is Gaussian in log E. This stochastic growth can be accounted for semi-quantitatively in terms of standard foreshock beam parameters and a model developed for interplanetary type III bursts. Averaged over the entire period with large variations in DIFF, the P(logE) distribution is a power-law with index approximately -1; this is interpreted in terms of convolution of intrinsic, spatially varying P(logE) distributions with a probability function describing ISEE's residence time at a given DIFF. Wave data from this interval thus provide good observational evidence that SGT can sometimes explain the clumping, burstiness, persistence, and highly variable fields of the foreshock Langmuir-like waves.

Virtual-site correlation mean field approach to criticality in spin systems

International Nuclear Information System (INIS)

Sen, Aditi; Sen, Ujjwal

2013-01-01

We propose a virtual-site correlation mean field theory for dealing with interacting many-body systems. It involves a coarse-graining technique that terminates a step before the mean field theory: While mean field theory deals with only single-body physical parameters, the virtual-site correlation mean field theory deals with single- as well as two-body ones, and involves a virtual site for every interaction term in the Hamiltonian. We generalize the theory to a cluster virtual-site correlation mean field, that works with a fundamental unit of the lattice of the many-body system. We apply these methods to interacting Ising spin systems in several lattice geometries and dimensions, and show that the predictions of the onset of criticality of these models are generally much better in the proposed theories as compared to the corresponding ones in mean field theories

Quantum critical point revisited by dynamical mean-field theory

Science.gov (United States)

Xu, Wenhu; Kotliar, Gabriel; Tsvelik, Alexei M.

2017-03-01

Dynamical mean-field theory is used to study the quantum critical point (QCP) in the doped Hubbard model on a square lattice. The QCP is characterized by a universal scaling form of the self-energy and a spin density wave instability at an incommensurate wave vector. The scaling form unifies the low-energy kink and the high-energy waterfall feature in the spectral function, while the spin dynamics includes both the critical incommensurate and high-energy antiferromagnetic paramagnons. We use the frequency-dependent four-point correlation function of spin operators to calculate the momentum-dependent correction to the electron self-energy. By comparing with the calculations based on the spin-fermion model, our results indicate the frequency dependence of the quasiparticle-paramagnon vertices is an important factor to capture the momentum dependence in quasiparticle scattering.

Multichain Mean-Field Theory of Quasi-One-Dimensional Quantum Spin Systems

International Nuclear Information System (INIS)

Sandvik, A.W.

1999-01-01

A multichain mean-field theory is developed and applied to a two-dimensional system of weakly coupled S=1/2 Heisenberg chains. The environment of a chain C 0 is modeled by a number of neighboring chains C δ , δ=±1, hor-ellipsis,± , with the edge chains C ±n coupled to a staggered field. Using a quantum Monte Carlo method, the effective (2n+1) -chain Hamiltonian is solved self-consistently for n up to 4 . The results are compared with simulation results for the original Hamiltonian on large rectangular lattices. Both methods show that the staggered magnetization M for small interchain couplings α behaves as M∼√(α) enhanced by a multiplicative logarithmic correction. copyright 1999 The American Physical Society

Statistical theory of dynamo

Science.gov (United States)

Kim, E.; Newton, A. P.

2012-04-01

One major problem in dynamo theory is the multi-scale nature of the MHD turbulence, which requires statistical theory in terms of probability distribution functions. In this contribution, we present the statistical theory of magnetic fields in a simplified mean field α-Ω dynamo model by varying the statistical property of alpha, including marginal stability and intermittency, and then utilize observational data of solar activity to fine-tune the mean field dynamo model. Specifically, we first present a comprehensive investigation into the effect of the stochastic parameters in a simplified α-Ω dynamo model. Through considering the manifold of marginal stability (the region of parameter space where the mean growth rate is zero), we show that stochastic fluctuations are conductive to dynamo. Furthermore, by considering the cases of fluctuating alpha that are periodic and Gaussian coloured random noise with identical characteristic time-scales and fluctuating amplitudes, we show that the transition to dynamo is significantly facilitated for stochastic alpha with random noise. Furthermore, we show that probability density functions (PDFs) of the growth-rate, magnetic field and magnetic energy can provide a wealth of useful information regarding the dynamo behaviour/intermittency. Finally, the precise statistical property of the dynamo such as temporal correlation and fluctuating amplitude is found to be dependent on the distribution the fluctuations of stochastic parameters. We then use observations of solar activity to constrain parameters relating to the effect in stochastic α-Ω nonlinear dynamo models. This is achieved through performing a comprehensive statistical comparison by computing PDFs of solar activity from observations and from our simulation of mean field dynamo model. The observational data that are used are the time history of solar activity inferred for C14 data in the past 11000 years on a long time scale and direct observations of the sun spot

Quantum field theory and phase transitions: universality and renormalization group; Theorie quantique des champs et transitions de phase: universalite et groupe de renormalisation

Energy Technology Data Exchange (ETDEWEB)

Zinn-Justin, J

2003-08-01

In the quantum field theory the problem of infinite values has been solved empirically through a method called renormalization, this method is satisfying only in the framework of renormalization group. It is in the domain of statistical physics and continuous phase transitions that these issues are the easiest to discuss. Within the framework of a course in theoretical physics the author introduces the notions of continuous limits and universality in stochastic systems operating with a high number of freedom degrees. It is shown that quasi-Gaussian and mean field approximation are unable to describe phase transitions in a satisfying manner. A new concept is required: it is the notion of renormalization group whose fixed points allow us to understand universality beyond mean field. The renormalization group implies the idea that long distance correlations near the transition temperature might be described by a statistical field theory that is a quantum field in imaginary time. Various forms of renormalization group equations are presented and solved in particular boundary limits, namely for fields with high numbers of components near the dimensions 4 and 2. The particular case of exact renormalization group is also introduced. (A.C.)

Mean-field dynamics of a population of stochastic map neurons

Science.gov (United States)

Franović, Igor; Maslennikov, Oleg V.; Bačić, Iva; Nekorkin, Vladimir I.

2017-07-01

We analyze the emergent regimes and the stimulus-response relationship of a population of noisy map neurons by means of a mean-field model, derived within the framework of cumulant approach complemented by the Gaussian closure hypothesis. It is demonstrated that the mean-field model can qualitatively account for stability and bifurcations of the exact system, capturing all the generic forms of collective behavior, including macroscopic excitability, subthreshold oscillations, periodic or chaotic spiking, and chaotic bursting dynamics. Apart from qualitative analogies, we find a substantial quantitative agreement between the exact and the approximate system, as reflected in matching of the parameter domains admitting the different dynamical regimes, as well as the characteristic properties of the associated time series. The effective model is further shown to reproduce with sufficient accuracy the phase response curves of the exact system and the assembly's response to external stimulation of finite amplitude and duration.

Stochastic and infinite dimensional analysis

CERN Document Server

Carpio-Bernido, Maria; Grothaus, Martin; Kuna, Tobias; Oliveira, Maria; Silva, José

2016-01-01

This volume presents a collection of papers covering applications from a wide range of systems with infinitely many degrees of freedom studied using techniques from stochastic and infinite dimensional analysis, e.g. Feynman path integrals, the statistical mechanics of polymer chains, complex networks, and quantum field theory. Systems of infinitely many degrees of freedom create their particular mathematical challenges which have been addressed by different mathematical theories, namely in the theories of stochastic processes, Malliavin calculus, and especially white noise analysis. These proceedings are inspired by a conference held on the occasion of Prof. Ludwig Streit’s 75th birthday and celebrate his pioneering and ongoing work in these fields.

Stochastic theory of relaxation and collisional broadening of spectral line shapes

International Nuclear Information System (INIS)

Faid, K.

1986-01-01

A complete stochastic theory of relaxation is developed in terms of a homogeneous equation for the averaged density matrix of a system immersed in a thermal bath. This theory is then used as the basis of a new stochastic approach to the phenomenon of collisional broadening of spectral line shapes. Single-photon and multiphoton processes are studied. The features of a line shape are linked by simple expressions to the statistical properties of a stochastic hermitian Hamiltonian. The ordinary line shape predicted by Kubo's approach is generalized. The present approach predicts broadening as well as asymmetry and shift. A representation of line shapes in multiphoton processes by diagrams is also developed

Time Series, Stochastic Processes and Completeness of Quantum Theory

International Nuclear Information System (INIS)

Kupczynski, Marian

2011-01-01

Most of physical experiments are usually described as repeated measurements of some random variables. Experimental data registered by on-line computers form time series of outcomes. The frequencies of different outcomes are compared with the probabilities provided by the algorithms of quantum theory (QT). In spite of statistical predictions of QT a claim was made that it provided the most complete description of the data and of the underlying physical phenomena. This claim could be easily rejected if some fine structures, averaged out in the standard descriptive statistical analysis, were found in time series of experimental data. To search for these structures one has to use more subtle statistical tools which were developed to study time series produced by various stochastic processes. In this talk we review some of these tools. As an example we show how the standard descriptive statistical analysis of the data is unable to reveal a fine structure in a simulated sample of AR (2) stochastic process. We emphasize once again that the violation of Bell inequalities gives no information on the completeness or the non locality of QT. The appropriate way to test the completeness of quantum theory is to search for fine structures in time series of the experimental data by means of the purity tests or by studying the autocorrelation and partial autocorrelation functions.

Mean Square Synchronization of Stochastic Nonlinear Delayed Coupled Complex Networks

Directory of Open Access Journals (Sweden)

Chengrong Xie

2013-01-01

Full Text Available We investigate the problem of adaptive mean square synchronization for nonlinear delayed coupled complex networks with stochastic perturbation. Based on the LaSalle invariance principle and the properties of the Weiner process, the controller and adaptive laws are designed to ensure achieving stochastic synchronization and topology identification of complex networks. Sufficient conditions are given to ensure the complex networks to be mean square synchronization. Furthermore, numerical simulations are also given to demonstrate the effectiveness of the proposed scheme.

Simple Theory for the Dynamics of Mean-Field-Like Models of Glass-Forming Fluids

Science.gov (United States)

Szamel, Grzegorz

2017-10-01

We propose a simple theory for the dynamics of model glass-forming fluids, which should be solvable using a mean-field-like approach. The theory is based on transparent physical assumptions, which can be tested in computer simulations. The theory predicts an ergodicity-breaking transition that is identical to the so-called dynamic transition predicted within the replica approach. Thus, it can provide the missing dynamic component of the random first order transition framework. In the large-dimensional limit the theory reproduces the result of a recent exact calculation of Maimbourg et al. [Phys. Rev. Lett. 116, 015902 (2016), 10.1103/PhysRevLett.116.015902]. Our approach provides an alternative, physically motivated derivation of this result.

Atomically flat superconducting nanofilms: multiband properties and mean-field theory

Science.gov (United States)

Shanenko, A. A.; Aguiar, J. Albino; Vagov, A.; Croitoru, M. D.; Milošević, M. V.

2015-05-01

Recent progress in materials synthesis enabled fabrication of superconducting atomically flat single-crystalline metallic nanofilms with thicknesses down to a few monolayers. Interest in such nano-thin systems is attracted by the dimensional 3D-2D crossover in their coherent properties which occurs with decreasing the film thickness. The first fundamental aspect of this crossover is dictated by the Mermin-Wagner-Hohenberg theorem and concerns frustration of the long-range order due to superconductive fluctuations and the possibility to track its impact with an unprecedented level of control. The second important aspect is related to the Fabri-Pérot modes of the electronic motion strongly bound in the direction perpendicular to the nanofilm. The formation of such modes results in a pronounced multiband structure that changes with the nanofilm thickness and affects both the mean-field behavior and superconductive fluctuations. Though the subject is very rich in physics, it is scarcely investigated to date. The main obstacle is that there are no manageable models to study a complex magnetic response in this case. Full microscopic consideration is rather time consuming, if practicable at all, while the standard Ginzburg-Landau theory is not applicable. In the present work we review the main achievements in the subject to date, and construct and justify an efficient multiband mean-field formalism which allows for numerical and even analytical treatment of nano-thin superconductors in applied magnetic fields.

Atomically flat superconducting nanofilms: multiband properties and mean-field theory

International Nuclear Information System (INIS)

Shanenko, A A; Aguiar, J Albino; Vagov, A; Croitoru, M D; Milošević, M V

2015-01-01

Recent progress in materials synthesis enabled fabrication of superconducting atomically flat single-crystalline metallic nanofilms with thicknesses down to a few monolayers. Interest in such nano-thin systems is attracted by the dimensional 3D–2D crossover in their coherent properties which occurs with decreasing the film thickness. The first fundamental aspect of this crossover is dictated by the Mermin–Wagner–Hohenberg theorem and concerns frustration of the long-range order due to superconductive fluctuations and the possibility to track its impact with an unprecedented level of control. The second important aspect is related to the Fabri–Pérot modes of the electronic motion strongly bound in the direction perpendicular to the nanofilm. The formation of such modes results in a pronounced multiband structure that changes with the nanofilm thickness and affects both the mean-field behavior and superconductive fluctuations. Though the subject is very rich in physics, it is scarcely investigated to date. The main obstacle is that there are no manageable models to study a complex magnetic response in this case. Full microscopic consideration is rather time consuming, if practicable at all, while the standard Ginzburg–Landau theory is not applicable. In the present work we review the main achievements in the subject to date, and construct and justify an efficient multiband mean-field formalism which allows for numerical and even analytical treatment of nano-thin superconductors in applied magnetic fields. (paper)

Hidden Fermi liquid, scattering rate saturation, and Nernst effect: a dynamical mean-field theory perspective.

Science.gov (United States)

Xu, Wenhu; Haule, Kristjan; Kotliar, Gabriel

2013-07-19

We investigate the transport properties of a correlated metal within dynamical mean-field theory. Canonical Fermi liquid behavior emerges only below a very low temperature scale T(FL). Surprisingly the quasiparticle scattering rate follows a quadratic temperature dependence up to much higher temperatures and crosses over to saturated behavior around a temperature scale T(sat). We identify these quasiparticles as constituents of the hidden Fermi liquid. The non-Fermi-liquid transport above T(FL), in particular the linear-in-T resistivity, is shown to be a result of a strongly temperature dependent band dispersion. We derive simple expressions for the resistivity, Hall angle, thermoelectric power and Nernst coefficient in terms of a temperature dependent renormalized band structure and the quasiparticle scattering rate. We discuss possible tests of the dynamical mean-field theory picture of transport using ac measurements.

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

Mean field theory of EM algorithm for Bayesian grey scale image restoration

International Nuclear Information System (INIS)

Inoue, Jun-ichi; Tanaka, Kazuyuki

2003-01-01

The EM algorithm for the Bayesian grey scale image restoration is investigated in the framework of the mean field theory. Our model system is identical to the infinite range random field Q-Ising model. The maximum marginal likelihood method is applied to the determination of hyper-parameters. We calculate both the data-averaged mean square error between the original image and its maximizer of posterior marginal estimate, and the data-averaged marginal likelihood function exactly. After evaluating the hyper-parameter dependence of the data-averaged marginal likelihood function, we derive the EM algorithm which updates the hyper-parameters to obtain the maximum likelihood estimate analytically. The time evolutions of the hyper-parameters and so-called Q function are obtained. The relation between the speed of convergence of the hyper-parameters and the shape of the Q function is explained from the viewpoint of dynamics

Renormalization group and instantons in stochastic nonlinear dynamics, from self-organized criticality to thermonuclear reactors

International Nuclear Information System (INIS)

Volchenkov, D.

2009-01-01

Stochastic counterparts of nonlinear dynamics are studied by means of nonperturbative functional methods developed in the framework of quantum field theory (QFT). In particular, we discuss fully developed turbulence, including leading corrections on possible compressibility of fluids, transport through porous media, theory of waterspouts and tsunami waves, stochastic magnetohydrodynamics, turbulent transport in crossed fields, self-organized criticality, and dynamics of accelerated wrinkled flame fronts advancing in a wide canal. This report would be of interest to the broad auditorium of physicists and applied mathematicians, with a background in nonperturbative QFT methods or nonlinear dynamical systems, having an interest in both methodological developments and interdisciplinary applications. (author)

Renormalization group and instantons in stochastic nonlinear dynamics, from self-organized criticality to thermonuclear reactors

Energy Technology Data Exchange (ETDEWEB)

Volchenkov, D. [Bielefeld Univ., Center of Excellence Cognitive Interaction Technology (CITEC) (Germany)

2009-03-15

Stochastic counterparts of nonlinear dynamics are studied by means of nonperturbative functional methods developed in the framework of quantum field theory (QFT). In particular, we discuss fully developed turbulence, including leading corrections on possible compressibility of fluids, transport through porous media, theory of waterspouts and tsunami waves, stochastic magnetohydrodynamics, turbulent transport in crossed fields, self-organized criticality, and dynamics of accelerated wrinkled flame fronts advancing in a wide canal. This report would be of interest to the broad auditorium of physicists and applied mathematicians, with a background in nonperturbative QFT methods or nonlinear dynamical systems, having an interest in both methodological developments and interdisciplinary applications. (author)

On Social Optima of Non-Cooperative Mean Field Games

Energy Technology Data Exchange (ETDEWEB)

Li, Sen; Zhang, Wei; Zhao, Lin; Lian, Jianming; Kalsi, Karanjit

2016-12-12

This paper studies the social optima in noncooperative mean-field games for a large population of agents with heterogeneous stochastic dynamic systems. Each agent seeks to maximize an individual utility functional, and utility functionals of different agents are coupled through a mean field term that depends on the mean of the population states/controls. The paper has the following contributions. First, we derive a set of control strategies for the agents that possess *-Nash equilibrium property, and converge to the mean-field Nash equilibrium as the population size goes to infinity. Second, we study the social optimal in the mean field game. We derive the conditions, termed the socially optimal conditions, under which the *-Nash equilibrium of the mean field game maximizes the social welfare. Third, a primal-dual algorithm is proposed to compute the *-Nash equilibrium of the mean field game. Since the *-Nash equilibrium of the mean field game is socially optimal, we can compute the equilibrium by solving the social welfare maximization problem, which can be addressed by a decentralized primal-dual algorithm. Numerical simulations are presented to demonstrate the effectiveness of the proposed approach.

Coagulation kinetics beyond mean field theory using an optimised Poisson representation

Energy Technology Data Exchange (ETDEWEB)

Burnett, James [Department of Mathematics, UCL, Gower Street, London WC1E 6BT (United Kingdom); Ford, Ian J. [Department of Physics and Astronomy, UCL, Gower Street, London WC1E 6BT (United Kingdom)

2015-05-21

Binary particle coagulation can be modelled as the repeated random process of the combination of two particles to form a third. The kinetics may be represented by population rate equations based on a mean field assumption, according to which the rate of aggregation is taken to be proportional to the product of the mean populations of the two participants, but this can be a poor approximation when the mean populations are small. However, using the Poisson representation, it is possible to derive a set of rate equations that go beyond mean field theory, describing pseudo-populations that are continuous, noisy, and complex, but where averaging over the noise and initial conditions gives the mean of the physical population. Such an approach is explored for the simple case of a size-independent rate of coagulation between particles. Analytical results are compared with numerical computations and with results derived by other means. In the numerical work, we encounter instabilities that can be eliminated using a suitable “gauge” transformation of the problem [P. D. Drummond, Eur. Phys. J. B 38, 617 (2004)] which we show to be equivalent to the application of the Cameron-Martin-Girsanov formula describing a shift in a probability measure. The cost of such a procedure is to introduce additional statistical noise into the numerical results, but we identify an optimised gauge transformation where this difficulty is minimal for the main properties of interest. For more complicated systems, such an approach is likely to be computationally cheaper than Monte Carlo simulation.

On the theory of stochastic dynamics of magnetically confined plasma

Energy Technology Data Exchange (ETDEWEB)

El-Sharif, R.N.; El-Atoy, N.S. [Plasma and Nuclear Fusion Dept., N.R.C, Atomic Energy Authority, Cairo (Egypt)]|[Physics Dept., Girls Colleges, KSA (Saudi Arabia)

2004-07-01

This work is devoted to a study of the motion of plasma electrons in a system of two fields, a magnetic field along z-axis and wave-packet field, which propagates in the x-z plane. The strongest interaction between plasma electrons and both fields is due to their resonance with these fields. The motion of plasma electrons become stochastic when a set of resonance overlapping. Conditions for stochasticity are obtained. (orig.)

On the theory of stochastic dynamics of magnetically confined plasma

International Nuclear Information System (INIS)

El-Sharif, R.N.; El-Atoy, N.S.

2004-01-01

This work is devoted to a study of the motion of plasma electrons in a system of two fields, a magnetic field along z-axis and wave-packet field, which propagates in the x-z plane. The strongest interaction between plasma electrons and both fields is due to their resonance with these fields. The motion of plasma electrons become stochastic when a set of resonance overlapping. Conditions for stochasticity are obtained. (orig.)

Quantum critical point revisited by dynamical mean-field theory

International Nuclear Information System (INIS)

Xu, Wenhu; Kotliar, Gabriel; Rutgers University, Piscataway, NJ; Tsvelik, Alexei M.

2017-01-01

Dynamical mean-field theory is used to study the quantum critical point (QCP) in the doped Hubbard model on a square lattice. We characterize the QCP by a universal scaling form of the self-energy and a spin density wave instability at an incommensurate wave vector. The scaling form unifies the low-energy kink and the high-energy waterfall feature in the spectral function, while the spin dynamics includes both the critical incommensurate and high-energy antiferromagnetic paramagnons. Here, we use the frequency-dependent four-point correlation function of spin operators to calculate the momentum-dependent correction to the electron self-energy. Furthermore, by comparing with the calculations based on the spin-fermion model, our results indicate the frequency dependence of the quasiparticle-paramagnon vertices is an important factor to capture the momentum dependence in quasiparticle scattering.

Information theory and stochastics for multiscale nonlinear systems

CERN Document Server

Majda, Andrew J; Grote, Marcus J

2005-01-01

This book introduces mathematicians to the fascinating emerging mathematical interplay between ideas from stochastics and information theory and important practical issues in studying complex multiscale nonlinear systems. It emphasizes the serendipity between modern applied mathematics and applications where rigorous analysis, the development of qualitative and/or asymptotic models, and numerical modeling all interact to explain complex phenomena. After a brief introduction to the emerging issues in multiscale modeling, the book has three main chapters. The first chapter is an introduction to information theory with novel applications to statistical mechanics, predictability, and Jupiter's Red Spot for geophysical flows. The second chapter discusses new mathematical issues regarding fluctuation-dissipation theorems for complex nonlinear systems including information flow, various approximations, and illustrates applications to various mathematical models. The third chapter discusses stochastic modeling of com...

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

Mean-field theory of photoinduced molecular reorientation in azobenzene liquid crystalline side-chain polymers

DEFF Research Database (Denmark)

Pedersen, T.G.; Johansen, P.M.

1997-01-01

. The theory provides an explanation for the high long-term stability of the photoinduced anisotropy as well as a theoretical prediction of the temporal behavior of photoinduced birefringence. The theoretical results agree favorably with measurements in the entire range of writing intensities used......A novel mean-field theory of photoinduced reorientation and optical anisotropy in liquid crystalline side-chain polymers is presented and compared with experiments, The reorientation mechanism is based on photoinduced trans cis isomerization and a multidomain model of the material is introduced...

Potential and flux field landscape theory. I. Global stability and dynamics of spatially dependent non-equilibrium systems.

Science.gov (United States)

Wu, Wei; Wang, Jin

2013-09-28

We established a potential and flux field landscape theory to quantify the global stability and dynamics of general spatially dependent non-equilibrium deterministic and stochastic systems. We extended our potential and flux landscape theory for spatially independent non-equilibrium stochastic systems described by Fokker-Planck equations to spatially dependent stochastic systems governed by general functional Fokker-Planck equations as well as functional Kramers-Moyal equations derived from master equations. Our general theory is applied to reaction-diffusion systems. For equilibrium spatially dependent systems with detailed balance, the potential field landscape alone, defined in terms of the steady state probability distribution functional, determines the global stability and dynamics of the system. The global stability of the system is closely related to the topography of the potential field landscape in terms of the basins of attraction and barrier heights in the field configuration state space. The effective driving force of the system is generated by the functional gradient of the potential field alone. For non-equilibrium spatially dependent systems, the curl probability flux field is indispensable in breaking detailed balance and creating non-equilibrium condition for the system. A complete characterization of the non-equilibrium dynamics of the spatially dependent system requires both the potential field and the curl probability flux field. While the non-equilibrium potential field landscape attracts the system down along the functional gradient similar to an electron moving in an electric field, the non-equilibrium flux field drives the system in a curly way similar to an electron moving in a magnetic field. In the small fluctuation limit, the intrinsic potential field as the small fluctuation limit of the potential field for spatially dependent non-equilibrium systems, which is closely related to the steady state probability distribution functional, is

Renormalization group equations in the stochastic quantization scheme

International Nuclear Information System (INIS)

Pugnetti, S.

1987-01-01

We show that there exists a remarkable link between the stochastic quantization and the theory of critical phenomena and dynamical statistical systems. In the stochastic quantization of a field theory, the stochastic Green functions coverge to the quantum ones when the frictious time goes to infinity. We therefore use the typical techniques of the Renormalization Group equations developed in the framework of critical phenomena to discuss some features of the convergence of the stochastic theory. We are also able, in this way, to compute some dynamical critical exponents and give new numerical valuations for them. (orig.)

Mean square exponential stability of stochastic delayed Hopfield neural networks

International Nuclear Information System (INIS)

Wan Li; Sun Jianhua

2005-01-01

Stochastic effects to the stability property of Hopfield neural networks (HNN) with discrete and continuously distributed delay are considered. By using the method of variation parameter, inequality technique and stochastic analysis, the sufficient conditions to guarantee the mean square exponential stability of an equilibrium solution are given. Two examples are also given to demonstrate our results

An introduction to continuous-time stochastic processes theory, models, and applications to finance, biology, and medicine

CERN Document Server

Capasso, Vincenzo

2015-01-01

This textbook, now in its third edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics include: * Markov processes * Stochastic differential equations * Arbitrage-free markets and financial derivatives * Insurance risk * Population dynamics, and epidemics * Agent-based models New to the Third Edition: * Infinitely divisible distributions * Random measures * Levy processes * Fractional Brownian motion * Ergodic theory * Karhunen-Loeve expansion * Additional applications * Additional  exercises * Smoluchowski  approximation of  Langevin systems An Introduction to Continuous-Time Stochastic Processes, Third Editio...

Potential and flux field landscape theory. II. Non-equilibrium thermodynamics of spatially inhomogeneous stochastic dynamical systems

International Nuclear Information System (INIS)

Wu, Wei; Wang, Jin

2014-01-01

We have established a general non-equilibrium thermodynamic formalism consistently applicable to both spatially homogeneous and, more importantly, spatially inhomogeneous systems, governed by the Langevin and Fokker-Planck stochastic dynamics with multiple state transition mechanisms, using the potential-flux landscape framework as a bridge connecting stochastic dynamics with non-equilibrium thermodynamics. A set of non-equilibrium thermodynamic equations, quantifying the relations of the non-equilibrium entropy, entropy flow, entropy production, and other thermodynamic quantities, together with their specific expressions, is constructed from a set of dynamical decomposition equations associated with the potential-flux landscape framework. The flux velocity plays a pivotal role on both the dynamic and thermodynamic levels. On the dynamic level, it represents a dynamic force breaking detailed balance, entailing the dynamical decomposition equations. On the thermodynamic level, it represents a thermodynamic force generating entropy production, manifested in the non-equilibrium thermodynamic equations. The Ornstein-Uhlenbeck process and more specific examples, the spatial stochastic neuronal model, in particular, are studied to test and illustrate the general theory. This theoretical framework is particularly suitable to study the non-equilibrium (thermo)dynamics of spatially inhomogeneous systems abundant in nature. This paper is the second of a series

Diagrammatic Monte Carlo approach for diagrammatic extensions of dynamical mean-field theory: Convergence analysis of the dual fermion technique

Science.gov (United States)

Gukelberger, Jan; Kozik, Evgeny; Hafermann, Hartmut

2017-07-01

The dual fermion approach provides a formally exact prescription for calculating properties of a correlated electron system in terms of a diagrammatic expansion around dynamical mean-field theory (DMFT). Most practical implementations, however, neglect higher-order interaction vertices beyond two-particle scattering in the dual effective action and further truncate the diagrammatic expansion in the two-particle scattering vertex to a leading-order or ladder-type approximation. In this work, we compute the dual fermion expansion for the two-dimensional Hubbard model including all diagram topologies with two-particle interactions to high orders by means of a stochastic diagrammatic Monte Carlo algorithm. We benchmark the obtained self-energy against numerically exact diagrammatic determinant Monte Carlo simulations to systematically assess convergence of the dual fermion series and the validity of these approximations. We observe that, from high temperatures down to the vicinity of the DMFT Néel transition, the dual fermion series converges very quickly to the exact solution in the whole range of Hubbard interactions considered (4 ≤U /t ≤12 ), implying that contributions from higher-order vertices are small. As the temperature is lowered further, we observe slower series convergence, convergence to incorrect solutions, and ultimately divergence. This happens in a regime where magnetic correlations become significant. We find, however, that the self-consistent particle-hole ladder approximation yields reasonable and often even highly accurate results in this regime.

The time-dependent relativistic mean-field theory and the random phase approximation

International Nuclear Information System (INIS)

Ring, P.; Ma, Zhong-yu; Van Giai, Nguyen; Vretenar, D.; Wandelt, A.; Cao, Li-gang

2001-01-01

The Relativistic Random Phase Approximation (RRPA) is derived from the Time-Dependent Relativistic Mean-Field (TD RMF) theory in the limit of small amplitude oscillations. In the no-sea approximation of the RMF theory, the RRPA configuration space includes not only the usual particle-hole ph-states, but also αh-configurations, i.e. pairs formed from occupied states in the Fermi sea and empty negative-energy states in the Dirac sea. The contribution of the negative-energy states to the RRPA matrices is examined in a schematic model, and the large effect of Dirac-sea states on isoscalar strength distributions is illustrated for the giant monopole resonance in 116 Sn. It is shown that, because the matrix elements of the time-like component of the vector-meson fields which couple the αh-configurations with the ph-configurations are strongly reduced with respect to the corresponding matrix elements of the isoscalar scalar meson field, the inclusion of states with unperturbed energies more than 1.2 GeV below the Fermi energy has a pronounced effect on giant resonances with excitation energies in the MeV region. The influence of nuclear magnetism, i.e. the effect of the spatial components of the vector fields is examined, and the difference between the nonrelativistic and relativistic RPA predictions for the nuclear matter compression modulus is explained

Relativistic mean field theory for deformed nuclei with pairing correlations

International Nuclear Information System (INIS)

Geng, Lisheng; Toki, Hiroshi; Sugimoto, Satoru; Meng, Jie

2003-01-01

We develop a relativistic mean field (RMF) description of deformed nuclei with pairing correlations in the BCS approximation. The treatment of the pairing correlations for nuclei whose Fermi surfaces are close to the threshold of unbound states needs special attention. With this in mind, we use a delta function interaction for the pairing interaction to pick up those states whose wave functions are concentrated in the nuclear region and employ the standard BCS approximation for the single-particle states obtained from the BMF theory with deformation. We apply the RMF + BCS method to the Zr isotopes and obtain a good description of the binding energies and the nuclear radii of nuclei from the proton drip line to the neutron drip line. (author)

A Maximum Principle for SDEs of Mean-Field Type

Energy Technology Data Exchange (ETDEWEB)

Andersson, Daniel, E-mail: danieand@math.kth.se; Djehiche, Boualem, E-mail: boualem@math.kth.se [Royal Institute of Technology, Department of Mathematics (Sweden)

2011-06-15

We study the optimal control of a stochastic differential equation (SDE) of mean-field type, where the coefficients are allowed to depend on some functional of the law as well as the state of the process. Moreover the cost functional is also of mean-field type, which makes the control problem time inconsistent in the sense that the Bellman optimality principle does not hold. Under the assumption of a convex action space a maximum principle of local form is derived, specifying the necessary conditions for optimality. These are also shown to be sufficient under additional assumptions. This maximum principle differs from the classical one, where the adjoint equation is a linear backward SDE, since here the adjoint equation turns out to be a linear mean-field backward SDE. As an illustration, we apply the result to the mean-variance portfolio selection problem.

A Maximum Principle for SDEs of Mean-Field Type

International Nuclear Information System (INIS)

Andersson, Daniel; Djehiche, Boualem

2011-01-01

We study the optimal control of a stochastic differential equation (SDE) of mean-field type, where the coefficients are allowed to depend on some functional of the law as well as the state of the process. Moreover the cost functional is also of mean-field type, which makes the control problem time inconsistent in the sense that the Bellman optimality principle does not hold. Under the assumption of a convex action space a maximum principle of local form is derived, specifying the necessary conditions for optimality. These are also shown to be sufficient under additional assumptions. This maximum principle differs from the classical one, where the adjoint equation is a linear backward SDE, since here the adjoint equation turns out to be a linear mean-field backward SDE. As an illustration, we apply the result to the mean-variance portfolio selection problem.

Prequantum classical statistical field theory: background field as a source of everything?

International Nuclear Information System (INIS)

Khrennikov, Andrei

2011-01-01

Prequantum classical statistical field theory (PCSFT) is a new attempt to consider quantum mechanics (QM) as an emergent phenomenon, cf. with De Broglie's 'double solution' approach, Bohmian mechanics, stochastic electrodynamics (SED), Nelson's stochastic QM and its generalization by Davidson, 't Hooft's models and their development by Elze. PCSFT is a comeback to a purely wave viewpoint on QM, cf. with early Schrodinger. There is no quantum particles at all, only waves. In particular, photons are simply wave-pulses of the classical electromagnetic field, cf. SED. Moreover, even massive particles are special 'prequantum fields': the electron field, the neutron field, and so on. PCSFT claims that (sooner or later) people will be able to measure components of these fields: components of the 'photonic field' (the classical electromagnetic field of low intensity), electronic field, neutronic field, and so on. At the moment we are able to produce quantum correlations as correlations of classical Gaussian random fields. In this paper we are interested in mathematical and physical reasons of usage of Gaussian fields. We consider prequantum signals (corresponding to quantum systems) as composed of a huge number of wave-pulses (on very fine prequantum time scale). We speculate that the prequantum background field (the field of 'vacuum fluctuations') might play the role of a source of such pulses, i.e., the source of everything.

New theory of radiative energy transfer in free electromagnetic fields

International Nuclear Information System (INIS)

Wolf, E.

1976-01-01

A new theory of radiative energy transfer in free, statistically stationary electromagnetic fields is presented. It provides a model for energy transport that is rigorous both within the framework of the stochastic theory of the classical field as well as within the framework of the theory of the quantized field. Unlike the usual phenomenological model of radiative energy transfer that centers around a single scalar quantity (the specific intensity of radiation), our theory brings into evidence the need for characterizing the energy transport by means of two (related) quantities: a scalar and a vector that may be identified, in a well-defined sense, with ''angular components'' of the average electromagnetic energy density and of the average Poynting vector, respectively. Both of them are defined in terms of invariants of certain new electromagnetic correlation tensors. In the special case when the field is statistically homogeneous, our model reduces to the usual one and our angular component of the average electromagnetic energy density, when multiplied by the vacuum speed of light, then acquires all the properties of the specific intensity of radiation. When the field is not statistically homogeneous our model approximates to the usual phenomenological one, provided that the angular correlations between plane wave modes of the field extend over a sufficiently small solid angle of directions about the direction of propagation of each mode. It is tentatively suggested that, when suitably normalized, our angular component of the average electromagnetic energy density may be interpreted as a quasi-probability (general quantum-mechancial phase-space distribution function, such as Wigner's) for the position and the momentum of a photon

Meta-orbital transition in heavy-fermion systems. Analysis by dynamical mean field theory and self-consistent renormalization theory of orbital fluctuations

International Nuclear Information System (INIS)

Hattori, Kazumasa

2010-01-01

We investigate a two-orbital Anderson lattice model with Ising orbital intersite exchange interactions on the basis of a dynamical mean field theory combined with the static mean field approximation of intersite orbital interactions. Focusing on Ce-based heavy-fermion compounds, we examine the orbital crossover between two orbital states, when the total f-electron number per site n f is ∼1. We show that a 'meta-orbital' transition, at which the occupancy of two orbitals changes steeply, occurs when the hybridization between the ground-state f-electron orbital and conduction electrons is smaller than that between the excited f-electron orbital and conduction electrons at low pressures. Near the meta-orbital critical end point, orbital fluctuations are enhanced and couple with charge fluctuations. A critical theory of meta-orbital fluctuations is also developed by applying the self-consistent renormalization theory of itinerant electron magnetism to orbital fluctuations. The critical end point, first-order transition, and crossover are described within Gaussian approximations of orbital fluctuations. We discuss the relevance of our results to CeAl 2 , CeCu 2 Si 2 , CeCu 2 Ge 2 , and related compounds, which all have low-lying crystalline-electric-field excited states. (author)

Naturalness of Nonlinear Scalar Self-Couplings in a Relativistic Mean Field Theory for Neutron Stars

International Nuclear Information System (INIS)

Maekawa, Claudio; Razeira, Moises; Vasconcellos, Cesar A. Z.; Dillig, Manfred; Bodmann, Bardo E. J.

2004-01-01

We investigate the role of naturalness in effective field theory. We focus on dense hadronic matter using a generalized relativistic multi-baryon lagrangian density mean field approach which contains nonlinear self-couplings of the σ, δ meson fields and the fundamental baryon octet. We adjust the model parameters to describe bulk static properties of ordinary nuclear matter. Then, we show that our approach represents a natural modelling of nuclear matter under the extreme conditions of density as the ones found in the interior of neutron stars

Role of elasticity forces in thermodynamics of intercalation compounds : Self-consistent mean-field theory and Monte Carlo simulations

NARCIS (Netherlands)

Kalikmanov, V.I.; De Leeuw, S.W.

2002-01-01

We propose a self-consistent mean-field lattice-gas theory of intercalation compounds based on effective interactions between interstitials in the presence of the host atoms. In addition to short-range screened Coulomb repulsions, usually discussed in the lattice gas models, the present theory takes

Almost Periodic Solutions for Impulsive Fractional Stochastic Evolution Equations

Directory of Open Access Journals (Sweden)

Toufik Guendouzi

2014-08-01

Full Text Available In this paper, we consider the existence of square-mean piecewise almost periodic solutions for impulsive fractional stochastic evolution equations involving Caputo fractional derivative. The main results are obtained by means of the theory of operators semi-group, fractional calculus, fixed point technique and stochastic analysis theory and methods adopted directly from deterministic fractional equations. Some known results are improved and generalized.

Mean Square Exponential Stability of Stochastic Switched System with Interval Time-Varying Delays

Directory of Open Access Journals (Sweden)

Manlika Rajchakit

2012-01-01

Full Text Available This paper is concerned with mean square exponential stability of switched stochastic system with interval time-varying delays. The time delay is any continuous function belonging to a given interval, but not necessary to be differentiable. By constructing a suitable augmented Lyapunov-Krasovskii functional combined with Leibniz-Newton’s formula, a switching rule for the mean square exponential stability of switched stochastic system with interval time-varying delays and new delay-dependent sufficient conditions for the mean square exponential stability of the switched stochastic system are first established in terms of LMIs. Numerical example is given to show the effectiveness of the obtained result.

Stochastic Processes in Epidemic Theory

CERN Document Server

Lefèvre, Claude; Picard, Philippe

1990-01-01

This collection of papers gives a representative cross-selectional view of recent developments in the field. After a survey paper by C. Lefèvre, 17 other research papers look at stochastic modeling of epidemics, both from a theoretical and a statistical point of view. Some look more specifically at a particular disease such as AIDS, malaria, schistosomiasis and diabetes.

Neutron stochastic transport theory with delayed neutrons

International Nuclear Information System (INIS)

Munoz-Cobo, J.L.; Verdu, G.

1987-01-01

From the stochastic transport theory with delayed neutrons, the Boltzmann transport equation with delayed neutrons for the average flux emerges in a natural way without recourse to any approximation. From this theory a general expression is obtained for the Feynman Y-function when delayed neutrons are included. The single mode approximation for the particular case of a subcritical assembly is developed, and it is shown that Y-function reduces to the familiar expression quoted in many books, when delayed neutrons are not considered, and spatial and source effects are not included. (author)

Relativistic mean-field theory for unstable nuclei with non-linear σ and ω terms

International Nuclear Information System (INIS)

Sugahara, Y.; Toki, H.

1994-01-01

We search for a new parameter set for the description of stable as well as unstable nuclei in the wide mass range within the relativistic mean-field theory. We include a non-linear ω self-coupling term in addition to the non-linear σ self-coupling terms, the necessity of which is suggested by the relativistic Brueckner-Hartree-Fock (RBHF) theory of nuclear matter. We find two parameter sets, one of which is for nuclei above Z=20 and the other for nuclei below that. The calculated results agree very well with the existing data for finite nuclei. The parameter set for the heavy nuclei provides the equation of state of nuclear matter similar to the one of the RBHF theory. ((orig.))

Stochastic gravity: a primer with applications

International Nuclear Information System (INIS)

Hu, B L; Verdaguer, E

2003-01-01

Stochastic semiclassical gravity of the 1990s is a theory naturally evolved from semiclassical gravity of the 1970s and 1980s. It improves on the semiclassical Einstein equation with source given by the expectation value of the stress-energy tensor of quantum matter fields in curved spacetime by incorporating an additional source due to their fluctuations. In stochastic semiclassical gravity the main object of interest is the noise kernel, the vacuum expectation value of the (operator-valued) stress-energy bi-tensor, and the centrepiece is the (semiclassical) Einstein-Langevin equation. We describe this new theory via two approaches: the axiomatic and the functional. The axiomatic approach is useful to see the structure of the theory from the framework of semiclassical gravity, showing the link from the mean value of the energy-momentum tensor to their correlation functions. The functional approach uses the Feynman-Vernon influence functional and the Schwinger-Keldysh closed-time-path effective action methods which are convenient for computations. It also brings out the open system concepts and the statistical and stochastic contents of the theory such as dissipation, fluctuations, noise and decoherence. We then describe the applications of stochastic gravity to the backreaction problems in cosmology and black-hole physics. In the first problem, we study the backreaction of conformally coupled quantum fields in a weakly inhomogeneous cosmology. In the second problem, we study the backreaction of a thermal field in the gravitational background of a quasi-static black hole (enclosed in a box) and its fluctuations. These examples serve to illustrate closely the ideas and techniques presented in the first part. This topical review is intended as a first introduction providing readers with some basic ideas and working knowledge. Thus, we place more emphasis here on pedagogy than completeness. (Further discussions of ideas, issues and ongoing research topics can be found

Stochastic gravity: a primer with applications

Energy Technology Data Exchange (ETDEWEB)

Hu, B L [Department of Physics, University of Maryland, College Park, MD 20742-4111 (United States); Verdaguer, E [Departament de Fisica Fonamental and CER en Astrofisica Fisica de Particules i Cosmologia, Universitat de Barcelona, Av. Diagonal 647, 08028 Barcelona (Spain)

2003-03-21

Stochastic semiclassical gravity of the 1990s is a theory naturally evolved from semiclassical gravity of the 1970s and 1980s. It improves on the semiclassical Einstein equation with source given by the expectation value of the stress-energy tensor of quantum matter fields in curved spacetime by incorporating an additional source due to their fluctuations. In stochastic semiclassical gravity the main object of interest is the noise kernel, the vacuum expectation value of the (operator-valued) stress-energy bi-tensor, and the centrepiece is the (semiclassical) Einstein-Langevin equation. We describe this new theory via two approaches: the axiomatic and the functional. The axiomatic approach is useful to see the structure of the theory from the framework of semiclassical gravity, showing the link from the mean value of the energy-momentum tensor to their correlation functions. The functional approach uses the Feynman-Vernon influence functional and the Schwinger-Keldysh closed-time-path effective action methods which are convenient for computations. It also brings out the open system concepts and the statistical and stochastic contents of the theory such as dissipation, fluctuations, noise and decoherence. We then describe the applications of stochastic gravity to the backreaction problems in cosmology and black-hole physics. In the first problem, we study the backreaction of conformally coupled quantum fields in a weakly inhomogeneous cosmology. In the second problem, we study the backreaction of a thermal field in the gravitational background of a quasi-static black hole (enclosed in a box) and its fluctuations. These examples serve to illustrate closely the ideas and techniques presented in the first part. This topical review is intended as a first introduction providing readers with some basic ideas and working knowledge. Thus, we place more emphasis here on pedagogy than completeness. (Further discussions of ideas, issues and ongoing research topics can be found

Effective-field theory for dynamic phase diagrams of the kinetic spin-3/2 Blume–Capel model under a time oscillating longitudinal field

Energy Technology Data Exchange (ETDEWEB)

Ertaş, Mehmet [Department of Physics, Erciyes University, 38039 Kayseri (Turkey); Kocakaplan, Yusuf [Institute of Science, Erciyes University, 38039 Kayseri (Turkey); Keskin, Mustafa, E-mail: keskin@erciyes.edu.tr [Department of Physics, Erciyes University, 38039 Kayseri (Turkey)

2013-12-15

Dynamic phase diagrams are presented for the kinetic spin-3/2 Blume–Capel model under a time oscillating longitudinal field by use of the effective-field theory with correlations. The dynamic equation of the average magnetization is obtained for the square lattice by utilizing the Glauber-type stochastic process. Dynamic phase diagrams are presented in the reduced temperature and the magnetic field amplitude plane. We also investigated the effect of longitudinal field frequency. Finally, the discussion and comparison of the phase diagrams are given. - Highlights: • Dynamic behaviors in the spin-3/2 Blume–Capel system is investigated by the effective-field theory based on the Glauber-type stochastic dynamics. • The dynamic phase transitions and dynamic phase diagrams are obtained. • The effects of the longitudinal field frequency on the dynamic phase diagrams of the system are investigated. • Dynamic phase diagrams exhibit several ordered phases, coexistence phase regions and several critical points as well as a re-entrant behavior.

Effective-field theory for dynamic phase diagrams of the kinetic spin-3/2 Blume–Capel model under a time oscillating longitudinal field

International Nuclear Information System (INIS)

Ertaş, Mehmet; Kocakaplan, Yusuf; Keskin, Mustafa

2013-01-01

Dynamic phase diagrams are presented for the kinetic spin-3/2 Blume–Capel model under a time oscillating longitudinal field by use of the effective-field theory with correlations. The dynamic equation of the average magnetization is obtained for the square lattice by utilizing the Glauber-type stochastic process. Dynamic phase diagrams are presented in the reduced temperature and the magnetic field amplitude plane. We also investigated the effect of longitudinal field frequency. Finally, the discussion and comparison of the phase diagrams are given. - Highlights: • Dynamic behaviors in the spin-3/2 Blume–Capel system is investigated by the effective-field theory based on the Glauber-type stochastic dynamics. • The dynamic phase transitions and dynamic phase diagrams are obtained. • The effects of the longitudinal field frequency on the dynamic phase diagrams of the system are investigated. • Dynamic phase diagrams exhibit several ordered phases, coexistence phase regions and several critical points as well as a re-entrant behavior

The interpolation method of stochastic functions and the stochastic variational principle

International Nuclear Information System (INIS)

Liu Xianbin; Chen Qiu

1993-01-01

-order stochastic finite element equations are not very reasonable. On the other hand, Galerkin Method is hopeful, along with the method, the projection principle had been advanced to solve the stochastic operator equations. In Galerkin Method, by means of projecting the stochastic solution functions into the subspace of the solution function space, the treatment of the stochasticity of the structural physical properties and the loads is reasonable. However, the construction or the selection of the subspace of the solution function space which is a Hilbert Space of stochastic functions is difficult, and furthermore it is short of a reasonable rule to measure whether the approximation of the subspace to the solution function space is fine or not. In stochastic finite element method, the discretization of stochastic functions in space and time shows a very importance, so far, the discrete patterns consist of Local Average Theory, Interpolation Method and Orthogonal Expansion Method. Although the Local Average Theory has already been a success in the stationary random fields, it is not suitable for the non-stationary ones as well. For the general stochastic functions, whether it is stationary or not, interpolation method is available. In the present paper, the authors have shown that the error between the true solution function and its approximation, its projection in the subspace, depends continuously on the errors between the stochastic functions and their interpolation functions, the latter rely continuously on the scales of the discrete elements; so a conclusion can be obtained that the Interpolation method of stochastic functions is convergent. That is to say that the approximation solution functions would limit to the true solution functions when the scales of the discrete elements goes smaller and smaller. Using the Interpolation method, a basis of subspace of the solution function space is constructed in this paper, and by means of combining the projection principle and

Nonequilibrium quantum field theories

International Nuclear Information System (INIS)

Niemi, A.J.

1988-01-01

Combining the Feynman-Vernon influence functional formalism with the real-time formulation of finite-temperature quantum field theories we present a general approach to relativistic quantum field theories out of thermal equilibrium. We clarify the physical meaning of the additional fields encountered in the real-time formulation of quantum statistics and outline diagrammatic rules for perturbative nonequilibrium computations. We derive a generalization of Boltzmann's equation which gives a complete characterization of relativistic nonequilibrium phenomena. (orig.)

Regular and chaotic dynamics in time-dependent relativistic mean-field theory

International Nuclear Information System (INIS)

Vretenar, D.; Ring, P.; Lalazissis, G.A.; Poeschl, W.

1997-01-01

Isoscalar and isovector monopole oscillations that correspond to giant resonances in spherical nuclei are described in the framework of time-dependent relativistic mean-field theory. Time-dependent and self-consistent calculations that reproduce experimental data on monopole resonances in 208 Pb show that the motion of the collective coordinate is regular for isoscalar oscillations, and that it becomes chaotic when initial conditions correspond to the isovector mode. Regular collective dynamics coexists with chaotic oscillations on the microscopic level. Time histories, Fourier spectra, state-space plots, Poincare sections, autocorrelation functions, and Lyapunov exponents are used to characterize the nonlinear system and to identify chaotic oscillations. Analogous considerations apply to higher multipolarities. copyright 1997 The American Physical Society

Records in stochastic processes—theory and applications

International Nuclear Information System (INIS)

Wergen, Gregor

2013-01-01

In recent years there has been a surge of interest in the statistics of record-breaking events in stochastic processes. Along with that, many new and interesting applications of the theory of records were discovered and explored. The record statistics of uncorrelated random variables sampled from time-dependent distributions was studied extensively. The findings were applied in various areas to model and explain record-breaking events in observational data. Particularly interesting and fruitful was the study of record-breaking temperatures and their connection with global warming, but also records in sports, biology and some areas in physics were considered in the last years. Similarly, researchers have recently started to understand the record statistics of correlated processes such as random walks, which can be helpful to model record events in financial time series. This review is an attempt to summarize and evaluate the progress that has been made in the field of record statistics throughout recent years. (topical review)

SMD-based numerical stochastic perturbation theory

Science.gov (United States)

Dalla Brida, Mattia; Lüscher, Martin

2017-05-01

The viability of a variant of numerical stochastic perturbation theory, where the Langevin equation is replaced by the SMD algorithm, is examined. In particular, the convergence of the process to a unique stationary state is rigorously established and the use of higher-order symplectic integration schemes is shown to be highly profitable in this context. For illustration, the gradient-flow coupling in finite volume with Schrödinger functional boundary conditions is computed to two-loop (i.e. NNL) order in the SU(3) gauge theory. The scaling behaviour of the algorithm turns out to be rather favourable in this case, which allows the computations to be driven close to the continuum limit.

SMD-based numerical stochastic perturbation theory

Energy Technology Data Exchange (ETDEWEB)

Dalla Brida, Mattia [Universita di Milano-Bicocca, Dipartimento di Fisica, Milan (Italy); INFN, Sezione di Milano-Bicocca (Italy); Luescher, Martin [CERN, Theoretical Physics Department, Geneva (Switzerland); AEC, Institute for Theoretical Physics, University of Bern (Switzerland)

2017-05-15

The viability of a variant of numerical stochastic perturbation theory, where the Langevin equation is replaced by the SMD algorithm, is examined. In particular, the convergence of the process to a unique stationary state is rigorously established and the use of higher-order symplectic integration schemes is shown to be highly profitable in this context. For illustration, the gradient-flow coupling in finite volume with Schroedinger functional boundary conditions is computed to two-loop (i.e. NNL) order in the SU(3) gauge theory. The scaling behaviour of the algorithm turns out to be rather favourable in this case, which allows the computations to be driven close to the continuum limit. (orig.)

SMD-based numerical stochastic perturbation theory

International Nuclear Information System (INIS)

Dalla Brida, Mattia; Luescher, Martin

2017-01-01

The viability of a variant of numerical stochastic perturbation theory, where the Langevin equation is replaced by the SMD algorithm, is examined. In particular, the convergence of the process to a unique stationary state is rigorously established and the use of higher-order symplectic integration schemes is shown to be highly profitable in this context. For illustration, the gradient-flow coupling in finite volume with Schroedinger functional boundary conditions is computed to two-loop (i.e. NNL) order in the SU(3) gauge theory. The scaling behaviour of the algorithm turns out to be rather favourable in this case, which allows the computations to be driven close to the continuum limit. (orig.)

Aspects of the statistical theory of stochastic magnetic fields: test particle transport and turbulent collisionless tearing mode

International Nuclear Information System (INIS)

Kleva, R.G.

1980-01-01

The first part of this work is concerned with test particle transport in a stochastic magnetic field. In the absence of collisions, the test particle self-diffusion coefficient is given by D = D/sub m/ V (in the zero gyroradius limit), where D/sub m/ is the magnetic diffusion coefficient due to a given spectrum of magnetic fluctuations and V is the particle velocity along a field line. The effect of collisions, either classical or turbulent, on this result is considered. The second part of this work is concerned with the evolution of the collisionless tearing mode in the presence of a stochastic magnetic field. A statistical closure approximation, obtained from the DIA by neglecting a mode-coupling term, is used to derive a nonlinear dispersion relation. For L 0 < L/sub K/ the dominant nonlinear effect is shown to be a turbulent broadening of the perturbed current layer. Saturation occurs when the perturbed current layer broadens to the point where Δ' = 0, where Δ' is the jump in the logarithmic derivative of the vector potential across the perturbed current layer

Brownian motion, martingales, and stochastic calculus

CERN Document Server

Le Gall, Jean-François

2016-01-01

This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested i...

Stochastic climate theory

NARCIS (Netherlands)

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

Novel Approaches to Spectral Properties of Correlated Electron Materials: From Generalized Kohn-Sham Theory to Screened Exchange Dynamical Mean Field Theory

Science.gov (United States)

Delange, Pascal; Backes, Steffen; van Roekeghem, Ambroise; Pourovskii, Leonid; Jiang, Hong; Biermann, Silke

2018-04-01

The most intriguing properties of emergent materials are typically consequences of highly correlated quantum states of their electronic degrees of freedom. Describing those materials from first principles remains a challenge for modern condensed matter theory. Here, we review, apply and discuss novel approaches to spectral properties of correlated electron materials, assessing current day predictive capabilities of electronic structure calculations. In particular, we focus on the recent Screened Exchange Dynamical Mean-Field Theory scheme and its relation to generalized Kohn-Sham Theory. These concepts are illustrated on the transition metal pnictide BaCo2As2 and elemental zinc and cadmium.

Non-linear diffusion of charged particles due to stochastic electromagnetic fields

International Nuclear Information System (INIS)

Martins, A.M.; Balescu, R.; Mendonca, J.T.

1989-01-01

It is well known that the energy confinement times observed in tokamak cannot be explained by the classical or neo-classical transport theory. The alternative explanations are based on the existence of various kinds of micro-instabilities, or on the stochastic destruction of the magnetic surfaces, due to the interaction of magnetic islands of different helicities. In the absence of a well established theory of anomalous transport it is perhaps important to study in some detail the diffusion coefficient of single charged particles in the presence of electromagnetic fluctuation, because it can provide the physical grounds for more complete and self-consistent calculations. In the present work we derive a general expression for the transverse diffusion coefficient of electrons and ions in a constant magnetic field and in the presence of space and time dependent electromagnetic fluctuation. We neglect macroscopic drifts due to inhomogeneity and field curvatures, but retain finite Larmor radius effects. (author) 3 refs

The SU(3) beta function from numerical stochastic perturbation theory

Energy Technology Data Exchange (ETDEWEB)

Horsley, R. [Edinburgh Univ. (United Kingdom). School of Physics and Astronomy; Perlt, H. [Leipzig Univ. (Germany). Inst. fuer Theoretische Physik; Bonn Univ. (Germany). Helmholtz Inst. fuer Strahlen- und Kernphysik; Rakow, P.E.L. [Liverpool Univ. (United Kingdom). Theoretical Physics Div.; Schierholz, G.; Schiller, A. [Deutsches Elektronen-Synchrotron (DESY), Hamburg (Germany)

2013-09-15

The SU(3) beta function is derived from Wilson loops computed to 20th order in numerical stochastic perturbation theory. An attempt is made to include massless fermions, whose contribution is known analytically to 4th order. The question whether the theory admits an infrared stable fixed point is addressed.

An Analysis of Stochastic Game Theory for Multiagent Reinforcement Learning

National Research Council Canada - National Science Library

Bowling, Michael

2000-01-01

.... In this paper we contribute a comprehensive presentation of the relevant techniques for solving stochastic games from both the game theory community and reinforcement learning communities. We examine the assumptions and limitations of these algorithms, and identify similarities between these algorithms, single agent reinforcement learners, and basic game theory techniques.

Numerical stochastic perturbation theory in the Schroedinger functional

International Nuclear Information System (INIS)

Brambilla, Michele; Di Renzo, Francesco; Hesse, Dirk; Dalla Brida, Mattia; Sint, Stefan; Deutsches Elektronen-Synchrotron

2013-11-01

The Schroedinger functional (SF) is a powerful and widely used tool for the treatment of a variety of problems in renormalization and related areas. Albeit offering many conceptual advantages, one major downside of the SF scheme is the fact that perturbative calculations quickly become cumbersome with the inclusion of higher orders in the gauge coupling and hence the use of an automated perturbation theory framework is desirable. We present the implementation of the SF in numerical stochastic perturbation theory (NSPT) and compare first results for the running coupling at two loops in pure SU(3) Yang-Mills theory with the literature.

Numerical stochastic perturbation theory in the Schroedinger functional

Energy Technology Data Exchange (ETDEWEB)

Brambilla, Michele; Di Renzo, Francesco; Hesse, Dirk [Parma Univ. (Italy); INFN, Parma (Italy); Dalla Brida, Mattia [Trinity College Dublin (Ireland). School of Mathematics; Sint, Stefan [Trinity College Dublin (Ireland). School of Mathematics; Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC

2013-11-15

The Schroedinger functional (SF) is a powerful and widely used tool for the treatment of a variety of problems in renormalization and related areas. Albeit offering many conceptual advantages, one major downside of the SF scheme is the fact that perturbative calculations quickly become cumbersome with the inclusion of higher orders in the gauge coupling and hence the use of an automated perturbation theory framework is desirable. We present the implementation of the SF in numerical stochastic perturbation theory (NSPT) and compare first results for the running coupling at two loops in pure SU(3) Yang-Mills theory with the literature.

A self-consistent mean field theory for diffusion in alloys

International Nuclear Information System (INIS)

Nastar, M.; Barbe, V.

2007-01-01

Starting from a microscopic model of the atomic transport via vacancies and interstitials in alloys, a self-consistent mean field (SCMF) kinetic theory yields the phenomenological coefficients L ij . In this theory, kinetic correlations are accounted for through a set of effective interactions within a non-equilibrium distribution function of the system. The introduction of a master equation describing the evolution with time of the distribution function and its moments leads to general self-consistent kinetic equations. The L ij of a face centered cubic alloy are calculated using the kinetic equations of Nastar (M. Nastar, Philos. Mag., 2005, 85, 3767, ref. 1) derived from a microscopic broken bond model of the vacancy jump frequency. A first approximation leads to an analytical expression of the L ij and a second approximation to a better agreement with the Monte Carlo simulations. A change of sign of the L ij is studied as a function of the microscopic parameters of the jump frequency. The L ij of a cubic centered alloy obtained for the complex diffusion mechanism of the dumbbell configuration of the interstitial are used to study the effect of an on-site rotation of the dumbbell on the transport. (authors)

Mean field theory of dynamic phase transitions in ferromagnets

International Nuclear Information System (INIS)

Idigoras, O.; Vavassori, P.; Berger, A.

2012-01-01

We have studied the second order dynamic phase transition (DPT) of the two-dimensional kinetic Ising model by means of numerical calculations. While it is well established that the order parameter Q of the DPT is the average magnetization per external field oscillation cycle, the possible identity of the conjugate field has been addressed only recently. In this work, we demonstrate that our entire set of numerical data is fully consistent with the applied bias field H b being the conjugate field of order parameter Q. For this purpose, we have analyzed the Q(H b )-dependence and we have found that it follows the expected power law behavior with the same critical exponent as the mean field equilibrium case.

Thermal behavior of dynamic magnetizations, hysteresis loop areas and correlations of a cylindrical Ising nanotube in an oscillating magnetic field within the effective-field theory and the Glauber-type stochastic dynamics approach

International Nuclear Information System (INIS)

Deviren, Bayram; Keskin, Mustafa

2012-01-01

The dynamical aspects of a cylindrical Ising nanotube in the presence of a time-varying magnetic field are investigated within the effective-field theory with correlations and Glauber-type stochastic approach. Temperature dependence of the dynamic magnetizations, dynamic total magnetization, hysteresis loop areas and correlations are investigated in order to characterize the nature of dynamic transitions as well as to obtain the dynamic phase transition temperatures and compensation behaviors. Some characteristic phenomena are found depending on the ratio of the physical parameters in the surface shell and core, i.e., five different types of compensation behaviors in the Néel classification nomenclature exist in the system. -- Highlights: ► Kinetic cylindrical Ising nanotube is investigated using the effective-field theory. ► The dynamic magnetizations, hysteresis loop areas and correlations are calculated. ► The effects of the exchange interactions have been studied in detail. ► Five different types of compensation behaviors have been found. ► Some characteristic phenomena are found depending on ratio of physical parameters.

Thermal behavior of dynamic magnetizations, hysteresis loop areas and correlations of a cylindrical Ising nanotube in an oscillating magnetic field within the effective-field theory and the Glauber-type stochastic dynamics approach

Energy Technology Data Exchange (ETDEWEB)

Deviren, Bayram, E-mail: bayram.deviren@nevsehir.edu.tr [Department of Physics, Nevsehir University, 50300 Nevsehir (Turkey); Keskin, Mustafa [Department of Physics, Erciyes University, 38039 Kayseri (Turkey)

2012-02-20

The dynamical aspects of a cylindrical Ising nanotube in the presence of a time-varying magnetic field are investigated within the effective-field theory with correlations and Glauber-type stochastic approach. Temperature dependence of the dynamic magnetizations, dynamic total magnetization, hysteresis loop areas and correlations are investigated in order to characterize the nature of dynamic transitions as well as to obtain the dynamic phase transition temperatures and compensation behaviors. Some characteristic phenomena are found depending on the ratio of the physical parameters in the surface shell and core, i.e., five different types of compensation behaviors in the Néel classification nomenclature exist in the system. -- Highlights: ► Kinetic cylindrical Ising nanotube is investigated using the effective-field theory. ► The dynamic magnetizations, hysteresis loop areas and correlations are calculated. ► The effects of the exchange interactions have been studied in detail. ► Five different types of compensation behaviors have been found. ► Some characteristic phenomena are found depending on ratio of physical parameters.

BRST stochastic quantization

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)

Green's Function and Stress Fields in Stochastic Heterogeneous Continua

Science.gov (United States)

Negi, Vineet

Many engineering materials used today are heterogenous in composition e.g. Composites - Polymer Matrix Composites, Metal Matrix Composites. Even, conventional engineering materials - metals, plastics, alloys etc. - may develop heterogeneities, like inclusions and residual stresses, during the manufacturing process. Moreover, these materials may also have intrinsic heterogeneities at a nanoscale in the form of grain boundaries in metals, crystallinity in amorphous polymers etc. While, the homogenized constitutive models for these materials may be satisfactory at a macroscale, recent studies of phenomena like fatigue failure, void nucleation, size-dependent brittle-ductile transition in polymeric nanofibers reveal a major play of micro/nanoscale physics in these phenomena. At this scale, heterogeneities in a material may no longer be ignored. Thus, this demands a study into the effects of various material heterogeneities. In this work, spatial heterogeneities in two material properties - elastic modulus and yield stress - have been investigated separately. The heterogeneity in the elastic modulus is studied in the context of Green's function. The Stochastic Finite Element method is adopted to get the mean statistics of the Green's function defined on a stochastic heterogeneous 2D infinite space. A study of the elastic-plastic transition in a domain having stochastic heterogenous yield stress was done using Mont-Carlo methods. The statistics for various stress and strain fields during the transition were obtained. Further, the effects of size of the domain and the strain-hardening rate on the stress fields during the heterogeneous elastic-plastic transition were investigated. Finally, a case is made for the role of the heterogenous elastic-plastic transition in damage nucleation and growth.

Mean-field theory of active electrolytes: Dynamic adsorption and overscreening

Science.gov (United States)

Frydel, Derek; Podgornik, Rudolf

2018-05-01

We investigate active electrolytes within the mean-field level of description. The focus is on how the double-layer structure of passive, thermalized charges is affected by active dynamics of constituting ions. One feature of active dynamics is that particles adhere to hard surfaces, regardless of chemical properties of a surface and specifically in complete absence of any chemisorption or physisorption. To carry out the mean-field analysis of the system that is out of equilibrium, we develop the "mean-field simulation" technique, where the simulated system consists of charged parallel sheets moving on a line and obeying active dynamics, with the interaction strength rescaled by the number of sheets. The mean-field limit becomes exact in the limit of an infinite number of movable sheets.

Stochastic integration in Banach spaces theory and applications

CERN Document Server

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...

The kinetic theory and stability of a stochastic plasma with respect to low frequency perturbations and magnetospheric convection

International Nuclear Information System (INIS)

Hurricane, O.A.

1994-09-01

In this dissertation, a new linear Vlasov kinetic theory is developed for calculating the plasma response to perturbing electromagnetic fields in cases where the particle dynamics are stochastic; for modes with frequencies less than the typical particle bounce frequency. A variational form is arrived at which allows one to properly perform a stability analysis for a stochastic plasma. In the case of stochastic dynamics, the authors demonstrate that the plasma responds to the flux tube volume average of the perturbing potentials as opposed to the usual case of adiabatic dynamics where plasma responds to the bounce average of the perturbed potentials. They show that for the stochastic plasma, the kinetic variational form maps into the Bernstein energy principle if the perturbation frequency is large compared to all drift frequencies, the perpendicular wavelength is large compared to the Larmor radius, and vanishing of the potentials associated with the parallel electric field are all assumed. By explicit minimization of the energy principle, it is established that the stochastic plasma is always less stable than an adiabatic plasma. Lastly, the effect of strictly enforcing the quasi-neutrality (QN) condition upon a gyro-kinetic type stability analysis is explored. From simple mathematical considerations, it is shown that when the QN condition is imposed convective type modes that are equipotentials along magnetic field lines are created that alter the stability properties of the plasma. The pertinent modifications to the Bernstein energy principle are given

A combined stochastic analysis of mean daily temperature and diurnal temperature range

Science.gov (United States)

Sirangelo, B.; Caloiero, T.; Coscarelli, R.; Ferrari, E.

2018-03-01

In this paper, a stochastic model, previously proposed for the maximum daily temperature, has been improved for the combined analysis of mean daily temperature and diurnal temperature range. In particular, the procedure applied to each variable sequentially performs the deseasonalization, by means of truncated Fourier series expansions, and the normalization of the temperature data, with the use of proper transformation functions. Then, a joint stochastic analysis of both the climatic variables has been performed by means of a FARIMA model, taking into account the stochastic dependency between the variables, namely introducing a cross-correlation between the standardized noises. The model has been applied to five daily temperature series of southern Italy. After the application of a Monte Carlo simulation procedure, the return periods of the joint behavior of the mean daily temperature and the diurnal temperature range have been evaluated. Moreover, the annual maxima of the temperature excursions in consecutive days have been analyzed for the synthetic series. The results obtained showed different behaviors probably linked to the distance from the sea and to the latitude of the station.

Mean-field theory of anyons near Bose statistics

International Nuclear Information System (INIS)

McCabe, J.; MacKenzie, R.

1992-01-01

The validity of a mean-field approximation for a boson-based free anyon gas near Bose statistics is shown. The magnetic properties of the system is discussed in the approximation that the statistical magnetic field is uniform. It is proved that the anyon gas does not exhibit a Meissner effect in the domain of validity the approximation. (K.A.) 7 refs

Correlated effective field theory in transition metal compounds

International Nuclear Information System (INIS)

Mukhopadhyay, Subhasis; Chatterjee, Ibha

2004-01-01

Mean field theory is good enough to study the physical properties at higher temperatures and in higher dimensions. It explains the critical phenomena in a restricted sense. Near the critical temperatures, when fluctuations become important, it may not give the correct results. Similarly in low dimensions, the correlations become important and the mean field theory seems to be inadequate to explain the physical phenomena. At low-temperatures too, the quantum correlations become important and these effects are to be treated in an appropriate way. In 1974, Prof. M.E. Lines of Bell Laboratories, developed a theory which goes beyond the mean field theory and is known as the correlated effective field (CEF) theory. It takes into account the fluctuations in a semiempirical way. Lines and his collaborators used this theory to explain the short-range correlations and their anisotropy in the paramagnetic phase. Later Suzuki et al., Chatterjee and Desai, Mukhopadhyay and Chatterjee applied this theory to the magnetically ordered phase and a tremendous success of the theory has been found in real systems. The success of the CEF theory is discussed in this review. In order to highlight the success of this theory, earlier effective field theories and their improvements over mean field theories e.g., Bethe-Peierls-Weiss method, reaction field approximation, etc., are also discussed in this review for completeness. The beauty of the CEF theory is that it is mean field-like, but captures the essential physics of real systems to a great extent. However, this is a weak correlated theory and as a result is inappropriate for the metallic phase when strong correlations become important. In recent times, transition metal oxides become important due to the discovery of the high-temperature superconductivity and the colossal magnetoresistance phenomena. These oxides seem to be Mott insulators and undergo an insulator to metal transition by applying magnetic field, pressure and by changing

Exact many-body dynamics with stochastic one-body density matrix evolution

International Nuclear Information System (INIS)

Lacroix, D.

2004-05-01

In this article, we discuss some properties of the exact treatment of the many-body problem with stochastic Schroedinger equation (SSE). Starting from the SSE theory, an equivalent reformulation is proposed in terms of quantum jumps in the density matrix space. The technical details of the derivation a stochastic version of the Liouville von Neumann equation are given. It is shown that the exact Many-Body problem could be replaced by an ensemble of one-body density evolution, where each density matrix evolves according to its own mean-field augmented by a one-body noise. (author)

Revisiting the cape cod bacteria injection experiment using a stochastic modeling approach

Science.gov (United States)

Maxwell, R.M.; Welty, C.; Harvey, R.W.

2007-01-01

Bromide and resting-cell bacteria tracer tests conducted in a sandy aquifer at the U.S. Geological Survey Cape Cod site in 1987 were reinterpreted using a three-dimensional stochastic approach. Bacteria transport was coupled to colloid filtration theory through functional dependence of local-scale colloid transport parameters upon hydraulic conductivity and seepage velocity in a stochastic advection - dispersion/attachment - detachment model. Geostatistical information on the hydraulic conductivity (K) field that was unavailable at the time of the original test was utilized as input. Using geostatistical parameters, a groundwater flow and particle-tracking model of conservative solute transport was calibrated to the bromide-tracer breakthrough data. An optimization routine was employed over 100 realizations to adjust the mean and variance ofthe natural-logarithm of hydraulic conductivity (InK) field to achieve best fit of a simulated, average bromide breakthrough curve. A stochastic particle-tracking model for the bacteria was run without adjustments to the local-scale colloid transport parameters. Good predictions of mean bacteria breakthrough were achieved using several approaches for modeling components of the system. Simulations incorporating the recent Tufenkji and Elimelech (Environ. Sci. Technol. 2004, 38, 529-536) correlation equation for estimating single collector efficiency were compared to those using the older Rajagopalan and Tien (AIChE J. 1976, 22, 523-533) model. Both appeared to work equally well at predicting mean bacteria breakthrough using a constant mean bacteria diameter for this set of field conditions. Simulations using a distribution of bacterial cell diameters available from original field notes yielded a slight improvement in the model and data agreement compared to simulations using an average bacterial diameter. The stochastic approach based on estimates of local-scale parameters for the bacteria-transport process reasonably captured

Grassmann phase space methods for fermions. II. Field theory

Energy Technology Data Exchange (ETDEWEB)

Dalton, B.J., E-mail: bdalton@swin.edu.au [Centre for Quantum and Optical Science, Swinburne University of Technology, Melbourne, Victoria 3122 (Australia); Jeffers, J. [Department of Physics, University of Strathclyde, Glasgow G4ONG (United Kingdom); Barnett, S.M. [School of Physics and Astronomy, University of Glasgow, Glasgow G12 8QQ (United Kingdom)

2017-02-15

In both quantum optics and cold atom physics, the behaviour of bosonic photons and atoms is often treated using phase space methods, where mode annihilation and creation operators are represented by c-number phase space variables, with the density operator equivalent to a distribution function of these variables. The anti-commutation rules for fermion annihilation, creation operators suggests the possibility of using anti-commuting Grassmann variables to represent these operators. However, in spite of the seminal work by Cahill and Glauber and a few applications, the use of Grassmann phase space methods in quantum-atom optics to treat fermionic systems is rather rare, though fermion coherent states using Grassmann variables are widely used in particle physics. This paper presents a phase space theory for fermion systems based on distribution functionals, which replace the density operator and involve Grassmann fields representing anti-commuting fermion field annihilation, creation operators. It is an extension of a previous phase space theory paper for fermions (Paper I) based on separate modes, in which the density operator is replaced by a distribution function depending on Grassmann phase space variables which represent the mode annihilation and creation operators. This further development of the theory is important for the situation when large numbers of fermions are involved, resulting in too many modes to treat separately. Here Grassmann fields, distribution functionals, functional Fokker–Planck equations and Ito stochastic field equations are involved. Typical applications to a trapped Fermi gas of interacting spin 1/2 fermionic atoms and to multi-component Fermi gases with non-zero range interactions are presented, showing that the Ito stochastic field equations are local in these cases. For the spin 1/2 case we also show how simple solutions can be obtained both for the untrapped case and for an optical lattice trapping potential.

Grassmann phase space methods for fermions. II. Field theory

International Nuclear Information System (INIS)

Dalton, B.J.; Jeffers, J.; Barnett, S.M.

2017-01-01

In both quantum optics and cold atom physics, the behaviour of bosonic photons and atoms is often treated using phase space methods, where mode annihilation and creation operators are represented by c-number phase space variables, with the density operator equivalent to a distribution function of these variables. The anti-commutation rules for fermion annihilation, creation operators suggests the possibility of using anti-commuting Grassmann variables to represent these operators. However, in spite of the seminal work by Cahill and Glauber and a few applications, the use of Grassmann phase space methods in quantum-atom optics to treat fermionic systems is rather rare, though fermion coherent states using Grassmann variables are widely used in particle physics. This paper presents a phase space theory for fermion systems based on distribution functionals, which replace the density operator and involve Grassmann fields representing anti-commuting fermion field annihilation, creation operators. It is an extension of a previous phase space theory paper for fermions (Paper I) based on separate modes, in which the density operator is replaced by a distribution function depending on Grassmann phase space variables which represent the mode annihilation and creation operators. This further development of the theory is important for the situation when large numbers of fermions are involved, resulting in too many modes to treat separately. Here Grassmann fields, distribution functionals, functional Fokker–Planck equations and Ito stochastic field equations are involved. Typical applications to a trapped Fermi gas of interacting spin 1/2 fermionic atoms and to multi-component Fermi gases with non-zero range interactions are presented, showing that the Ito stochastic field equations are local in these cases. For the spin 1/2 case we also show how simple solutions can be obtained both for the untrapped case and for an optical lattice trapping potential.

On the stochastic quantization of gauge theories

Energy Technology Data Exchange (ETDEWEB)

Jona-Lasinio, G.; Parrinello, C.

1988-11-03

The non-gradient stochastic quantization scheme for gauge theories proposed by Zwanziger is analyzed in the semiclassical limit. Using ideas from the theory of small random perturbations of dynamical systems we derive a lower bound for the equilibrium distribution in a neighbourhood of a stable critical point of the drift. In this approach the calculation of the equilibrium distribution is reduced to the problem of finding a minimum for the large fluctuation functional associated to the Langevin equation. Our estimate follows from a simple upper bound for this minimum; in addition to the Yang-Mills action a gauge-fixing term which tends to suppress Gribov copies appears.

Landau-like theory for universality of critical exponents in quasistationary states of isolated mean-field systems.

Science.gov (United States)

Ogawa, Shun; Yamaguchi, Yoshiyuki Y

2015-06-01

An external force dynamically drives an isolated mean-field Hamiltonian system to a long-lasting quasistationary state, whose lifetime increases with population of the system. For second order phase transitions in quasistationary states, two nonclassical critical exponents have been reported individually by using a linear and a nonlinear response theories in a toy model. We provide a simple way to compute the critical exponents all at once, which is an analog of the Landau theory. The present theory extends the universality class of the nonclassical exponents to spatially periodic one-dimensional systems and shows that the exponents satisfy a classical scaling relation inevitably by using a key scaling of momentum.

Electronic structure and core-level spectra of light actinide dioxides in the dynamical mean-field theory

Czech Academy of Sciences Publication Activity Database

Kolorenč, Jindřich; Shick, Alexander; Lichtenstein, A.I.

2015-01-01

Roč. 92, č. 8 (2015), "085125-1"-"085125-10" ISSN 1098-0121 R&D Projects: GA ČR GC15-05872J Institutional support: RVO:68378271 Keywords : electronic-structure calculations * dynamical mean-field theory * Mott insulators * actinides * oxides * photoemission Subject RIV: BM - Solid Matter Physics ; Magnetism Impact factor: 3.736, year: 2014

Detailed balance principle and finite-difference stochastic equation in a field theory

International Nuclear Information System (INIS)

Kozhamkulov, T.A.

1986-01-01

A finite-difference equation, which is a generalization of the Langevin equation in field theory, has been obtained basing upon the principle of detailed balance for the Markov chain. Advantages of the present approach as compared with the conventional Parisi-Wu method are shown for examples of an exactly solvable problem of zero-dimensional quantum theory and a simple numerical simulation

Stochastic foundations of undulatory transport phenomena: generalized Poisson-Kac processes—part III extensions and applications to kinetic theory and transport

Science.gov (United States)

Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro

2017-08-01

This third part extends the theory of Generalized Poisson-Kac (GPK) processes to nonlinear stochastic models and to a continuum of states. Nonlinearity is treated in two ways: (i) as a dependence of the parameters (intensity of the stochastic velocity, transition rates) of the stochastic perturbation on the state variable, similarly to the case of nonlinear Langevin equations, and (ii) as the dependence of the stochastic microdynamic equations of motion on the statistical description of the process itself (nonlinear Fokker-Planck-Kac models). Several numerical and physical examples illustrate the theory. Gathering nonlinearity and a continuum of states, GPK theory provides a stochastic derivation of the nonlinear Boltzmann equation, furnishing a positive answer to the Kac’s program in kinetic theory. The transition from stochastic microdynamics to transport theory within the framework of the GPK paradigm is also addressed.

Stochastic foundations of undulatory transport phenomena: generalized Poisson–Kac processes—part III extensions and applications to kinetic theory and transport

International Nuclear Information System (INIS)

Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro

2017-01-01

This third part extends the theory of Generalized Poisson–Kac (GPK) processes to nonlinear stochastic models and to a continuum of states. Nonlinearity is treated in two ways: (i) as a dependence of the parameters (intensity of the stochastic velocity, transition rates) of the stochastic perturbation on the state variable, similarly to the case of nonlinear Langevin equations, and (ii) as the dependence of the stochastic microdynamic equations of motion on the statistical description of the process itself (nonlinear Fokker–Planck–Kac models). Several numerical and physical examples illustrate the theory. Gathering nonlinearity and a continuum of states, GPK theory provides a stochastic derivation of the nonlinear Boltzmann equation, furnishing a positive answer to the Kac’s program in kinetic theory. The transition from stochastic microdynamics to transport theory within the framework of the GPK paradigm is also addressed. (paper)

Mean-field Theory for Some Bus Transport Networks with Random Overlapping Clique Structure

International Nuclear Information System (INIS)

Yang Xuhua; Sun Bao; Wang Bo; Sun Youxian

2010-01-01

Transport networks, such as railway networks and airport networks, are a kind of random network with complex topology. Recently, more and more scholars paid attention to various kinds of transport networks and try to explore their inherent characteristics. Here we study the exponential properties of a recently introduced Bus Transport Networks (BTNs) evolution model with random overlapping clique structure, which gives a possible explanation for the observed exponential distribution of the connectivities of some BTNs of three major cities in China. Applying mean-field theory, we analyze the BTNs model and prove that this model has the character of exponential distribution of the connectivities, and develop a method to predict the growth dynamics of the individual vertices, and use this to calculate analytically the connectivity distribution and the exponents. By comparing mean-field based theoretic results with the statistical data of real BTNs, we observe that, as a whole, both of their data show similar character of exponential distribution of the connectivities, and their exponents have same order of magnitude, which show the availability of the analytical result of this paper. (general)

[Studies in quantum field theory

International Nuclear Information System (INIS)

1990-01-01

During the period 4/1/89--3/31/90 the theoretical physics group supported by Department of Energy Contract No. AC02-78ER04915.A015 and consisting of Professors Bender and Shrauner, Associate Professor Papanicolaou, Assistant Professor Ogilvie, and Senior Research Associate Visser has made progress in many areas of theoretical and mathematical physics. Professors Bender and Shrauner, Associate Professor Papanicolaou, Assistant Professor Ogilvie, and Research Associate Visser are currently conducting research in many areas of high energy theoretical and mathematical physics. These areas include: strong-coupling approximation; classical solutions of non-Abelian gauge theories; mean-field approximation in quantum field theory; path integral and coherent state representations in quantum field theory; lattice gauge calculations; the nature of perturbation theory in large order; quark condensation in QCD; chiral symmetry breaking; the 1/N expansion in quantum field theory; effective potential and action in quantum field theories, including OCD; studies of the early universe and inflation, and quantum gravity

Quantum Critical Point revisited by the Dynamical Mean Field Theory

Science.gov (United States)

Xu, Wenhu; Kotliar, Gabriel; Tsvelik, Alexei

Dynamical mean field theory is used to study the quantum critical point (QCP) in the doped Hubbard model on a square lattice. The QCP is characterized by a universal scaling form of the self energy and a spin density wave instability at an incommensurate wave vector. The scaling form unifies the low energy kink and the high energy waterfall feature in the spectral function, while the spin dynamics includes both the critical incommensurate and high energy antiferromagnetic paramagnons. We use the frequency dependent four-point correlation function of spin operators to calculate the momentum dependent correction to the electron self energy. Our results reveal a substantial difference with the calculations based on the Spin-Fermion model which indicates that the frequency dependence of the the quasiparitcle-paramagnon vertices is an important factor. The authors are supported by Center for Computational Design of Functional Strongly Correlated Materials and Theoretical Spectroscopy under DOE Grant DE-FOA-0001276.

Magnetic field line diffusion at the onset of stochasticity

International Nuclear Information System (INIS)

Elsaesser, K.; Deeskow, P.

1987-01-01

The Hamiltonian equations of a particle in a random set of waves just above the stochasticity threshold are considered both theoretically and numerically. First we derive the diffusion coefficient and the autocorrelation time perturbatively without using the thermodynamic limit, and we discuss the relevance of the Hamiltonian problem for particle acceleration and magnetic field line flow. Then we integrate the equations for an ensemble of magnetic field lines numerically for a model problem and show the time evolution of moments and correlations. Twice above the threshold we observe diffusive behaviour from the beginning, but the diffusion coefficient includes also the non-resonant modes. Just at threshold we find first a short phase of free acceleration, later a diffusion which is lower than predicted by the theoretical formula. The best way to analyze the problem is in terms of cumulants, but a reliable comparison with any theory requires also a time integration of the corresponding kinetic equations. (orig.)

Unified field theory

International Nuclear Information System (INIS)

Vollendorf, F.

1976-01-01

A theory is developed in which the gravitational as well as the electromagnetic field is described in a purely geometrical manner. In the case of a static central symmetric field Newton's law of gravitation and Schwarzschild's line element are derived by means of an action principle. The same principle leads to Fermat's law which defines the world lines of photons. (orig.) [de

Modular invariance and stochastic quantization

International Nuclear Information System (INIS)

Ordonez, C.R.; Rubin, M.A.; Zwanziger, D.

1989-01-01

In Polyakov path integrals and covariant closed-string field theory, integration over Teichmueller parameters must be restricted by hand to a single modular region. This problem has an analog in Yang-Mills gauge theory---namely, the Gribov problem, which can be resolved by the method of stochastic gauge fixing. This method is here employed to quantize a simple modular-invariant system: the Polyakov point particle. In the limit of a large gauge-fixing force, it is shown that suitable choices for the functional form of the gauge-fixing force can lead to a restriction of Teichmueller integration to a single modular region. Modifications which arise when applying stochastic quantization to a system in which the volume of the orbits of the gauge group depends on a dynamical variable, such as a Teichmueller parameter, are pointed out, and the extension to Polyakov strings and covariant closed-string field theory is discussed

Stochastic field-line wandering in magnetic turbulence with shear. I. Quasi-linear theory

Energy Technology Data Exchange (ETDEWEB)

Shalchi, A. [Department of Physics and Astronomy, University of Manitoba, Winnipeg, Manitoba R3T 2N2 (Canada); Negrea, M.; Petrisor, I. [Department of Physics, University of Craiova, Association Euratom-MEdC, 13A.I.Cuza Str, 200585 Craiova (Romania)

2016-07-15

We investigate the random walk of magnetic field lines in magnetic turbulence with shear. In the first part of the series, we develop a quasi-linear theory in order to compute the diffusion coefficient of magnetic field lines. We derive general formulas for the diffusion coefficients in the different directions of space. We like to emphasize that we expect that quasi-linear theory is only valid if the so-called Kubo number is small. We consider two turbulence models as examples, namely, a noisy slab model as well as a Gaussian decorrelation model. For both models we compute the field line diffusion coefficients and we show how they depend on the aforementioned Kubo number as well as a shear parameter. It is demonstrated that the shear effect reduces all field line diffusion coefficients.

Stochastic field-line wandering in magnetic turbulence with shear. I. Quasi-linear theory

International Nuclear Information System (INIS)

Shalchi, A.; Negrea, M.; Petrisor, I.

2016-01-01

We investigate the random walk of magnetic field lines in magnetic turbulence with shear. In the first part of the series, we develop a quasi-linear theory in order to compute the diffusion coefficient of magnetic field lines. We derive general formulas for the diffusion coefficients in the different directions of space. We like to emphasize that we expect that quasi-linear theory is only valid if the so-called Kubo number is small. We consider two turbulence models as examples, namely, a noisy slab model as well as a Gaussian decorrelation model. For both models we compute the field line diffusion coefficients and we show how they depend on the aforementioned Kubo number as well as a shear parameter. It is demonstrated that the shear effect reduces all field line diffusion coefficients.

Higgs-Yukawa model with higher dimension operators via extended mean field theory

CERN Document Server

Akerlund, Oscar

2016-01-01

Using Extended Mean Field Theory (EMFT) on the lattice, we study properties of the Higgs-Yukawa model as an approximation of the Standard Model Higgs sector, and the effect of higher dimension operators. We note that the discussion of vacuum stability is completely modified in the presence of a $\\phi^6$ term, and that the Higgs mass no longer appears fine tuned. We also study the finite temperature transition. Without higher dimension operators the transition is found to be second order (crossover with gauge fields) for the experimental value of the Higgs mass $M_h=125$ GeV. By taking a $\\phi^6$ interaction in the Higgs potential as a proxy for a UV completion of the Standard Model, the transition becomes stronger and turns first order if the scale of new physics, i.e. the mass of the lightest mediator particle, is around $1.5$ TeV. This implies that electroweak baryogenesis may be viable in models which introduce new particles around that scale.

Recent progress on the unified theory of polarization and coherence for stochastic electromagnetic fields

DEFF Research Database (Denmark)

Wang, Wei; Zhao, Juan; Hu, Xiaoying

2017-01-01

All optical fields undergo random fluctuation and the underlying theory referred to as coherence and polarization of optical fields has played a fundamental role as an important manifestation of the random fluctuations of the electric fields. In this paper, we reviewed our recent theoretical...... and experimental work on the unified theory of polarization and coherence including coherence tensor wave, degree of coherence tensor, degree of generalized Stokes parameters, and their applications including coherence tensor holography and two-point resolution of polarimetric imaging....

The limits of the mean field

International Nuclear Information System (INIS)

Guerra, E.M. de

2001-01-01

In these talks, we review non relativistic selfconsistent mean field theories, their scope and limitations. We first discuss static and time dependent mean field approaches for particles and quasiparticles, together with applications. We then discuss extensions that go beyond the non-relativistic independent particle limit. On the one hand, we consider extensions concerned with restoration of symmetries and with the treatment of collective modes, particularly by means of quantized ATDHF. On the other hand, we consider extensions concerned with the relativistic dynamics of bound nucleons. We present data on nucleon momentum distributions that show the need for relativistic mean field approach and probe the limits of the mean field concept. Illustrative applications of various methods are presented stressing the role that selfconsistency plays in providing a unifying reliable framework to study all sorts of properties and phenomena. From global properties such as size, mass, lifetime,.., to detailed structure in excitation spectra (high spin, RPA modes,..), as well as charge, magnetization and velocity distributions. (orig.)

Diffusion of charged particles in a stochastic magnetic field

International Nuclear Information System (INIS)

Balescu, R.; Misguich, J.H.; Nakach, R.

1992-07-01

The diffusive motion of charged particles in a stochastic magnetic field is investigated systematically in a model in which the statistics of both the collisions and the magnetic field are described by coloured noises characterized, respectively, by a finite correlation time and finite correlation lengths. An analytic solution is obtained for the basic nonlinear differential equation of the model..It describes asymptotically a pure diffusion process, in which the mean square displacement in the perpendicular direction, Γ(t), grows proportionally to time (after a sufficiently long time). The corresponding diffusion coefficient scales like the fourth power of the magnetic fluctuation intensity. The values obtained are in very good agreement with experimental data in reverse-field pinch experiments. The present result contradicts earlier results predicting subdiffusive behaviour: Γ(t) ∼ t 1/2 or Γ(t) ∼ t 1/4 . The relation of these results to ours is discussed in detail

Mean field dynamics of networks of delay-coupled noisy excitable units

Energy Technology Data Exchange (ETDEWEB)

Franović, Igor, E-mail: franovic@ipb.ac.rs [Scientific Computing Laboratory, Institute of Physics Belgrade, University of Belgrade, Pregrevica 118, 11080 Belgrade (Serbia); Todorović, Kristina; Burić, Nikola [Department of Physics and Mathematics, Faculty of Pharmacy, University of Belgrade, Vojvode Stepe 450, Belgrade (Serbia); Vasović, Nebojša [Department of Applied Mathematics, Faculty of Mining and Geology, University of Belgrade, PO Box 162, Belgrade (Serbia)

2016-06-08

We use the mean-field approach to analyze the collective dynamics in macroscopic networks of stochastic Fitzhugh-Nagumo units with delayed couplings. The conditions for validity of the two main approximations behind the model, called the Gaussian approximation and the Quasi-independence approximation, are examined. It is shown that the dynamics of the mean-field model may indicate in a self-consistent fashion the parameter domains where the Quasi-independence approximation fails. Apart from a network of globally coupled units, we also consider the paradigmatic setup of two interacting assemblies to demonstrate how our framework may be extended to hierarchical and modular networks. In both cases, the mean-field model can be used to qualitatively analyze the stability of the system, as well as the scenarios for the onset and the suppression of the collective mode. In quantitative terms, the mean-field model is capable of predicting the average oscillation frequency corresponding to the global variables of the exact system.

Mott-Hubbard transition and Anderson localization: A generalized dynamical mean-field theory approach

International Nuclear Information System (INIS)

Kuchinskii, E. Z.; Nekrasov, I. A.; Sadovskii, M. V.

2008-01-01

The DOS, the dynamic (optical) conductivity, and the phase diagram of a strongly correlated and strongly disordered paramagnetic Anderson-Hubbard model are analyzed within the generalized dynamical mean field theory (DMFT + Σ approximation). Strong correlations are taken into account by the DMFT, and disorder is taken into account via an appropriate generalization of the self-consistent theory of localization. The DMFT effective single-impurity problem is solved by a numerical renormalization group (NRG); we consider the three-dimensional system with a semielliptic DOS. The correlated metal, Mott insulator, and correlated Anderson insulator phases are identified via the evolution of the DOS and dynamic conductivity, demonstrating both the Mott-Hubbard and Anderson metal-insulator transition and allowing the construction of the complete zero-temperature phase diagram of the Anderson-Hubbard model. Rather unusual is the possibility of a disorder-induced Mott insulator-to-metal transition

Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics.

Science.gov (United States)

Cotter, C J; Gottwald, G A; Holm, D D

2017-09-01

In Holm (Holm 2015 Proc. R. Soc. A 471 , 20140963. (doi:10.1098/rspa.2014.0963)), stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics naturally arises in a multi-scale decomposition of the deterministic Lagrangian flow map into a slow large-scale mean and a rapidly fluctuating small-scale map. We employ homogenization theory to derive effective slow stochastic particle dynamics for the resolved mean part, thereby obtaining stochastic fluid partial equations in the Eulerian formulation. To justify the application of rigorous homogenization theory, we assume mildly chaotic fast small-scale dynamics, as well as a centring condition. The latter requires that the mean of the fluctuating deviations is small, when pulled back to the mean flow.

Analytic stochastic regularization and gauge theories

International Nuclear Information System (INIS)

Abdalla, E.; Gomes, M.; Lima-Santos, A.

1987-04-01

We prove that analytic stochatic regularization braks gauge invariance. This is done by an explicit one loop calculation of the two three and four point vertex functions of the gluon field in scalar chromodynamics, which turns out not to be geuge invariant. We analyse the counter term structure, Langevin equations and the construction of composite operators in the general framework of stochastic quantization. (author) [pt

The field theory approach to percolation processes

International Nuclear Information System (INIS)

Janssen, Hans-Karl; Taeuber, Uwe C.

2005-01-01

We review the field theory approach to percolation processes. Specifically, we focus on the so-called simple and general epidemic processes that display continuous non-equilibrium active to absorbing state phase transitions whose asymptotic features are governed, respectively, by the directed (DP) and dynamic isotropic percolation (dIP) universality classes. We discuss the construction of a field theory representation for these Markovian stochastic processes based on fundamental phenomenological considerations, as well as from a specific microscopic reaction-diffusion model realization. Subsequently we explain how dynamic renormalization group (RG) methods can be applied to obtain the universal properties near the critical point in an expansion about the upper critical dimensions d c = 4 (DP) and 6 (dIP). We provide a detailed overview of results for critical exponents, scaling functions, crossover phenomena, finite-size scaling, and also briefly comment on the influence of long-range spreading, the presence of a boundary, multispecies generalizations, coupling of the order parameter to other conserved modes, and quenched disorder

Stochastic resonance and vibrational resonance in an excitable system: The golden mean barrier

International Nuclear Information System (INIS)

Stan, Cristina; Cristescu, C.P.; Alexandroaei, D.; Agop, M.

2009-01-01

We report on stochastic resonance and vibrational resonance in an electric charge double layer configuration as usually found in electrical discharges, biological cell membranes, chemical systems and nanostructures. The experiment and numerical computation show the existence of a barrier expressible in terms of the golden mean above which the two phenomena do not take place. We consider this as new evidence for the importance of the golden mean criticality in the oscillatory dynamics, in agreement with El Naschie's E-infinity theory. In our experiment, the dynamics of a charge double layer generated in the inter-anode space of a twin electrical discharge is investigated under noise-harmonic and harmonic-harmonic perturbations. In the first case, a Gaussian noise can enhance the response of the system to a weak injected periodic signal, a clear mark of stochastic resonance. In the second case, similar enhancement can appear if the noise is replaced by a harmonic perturbation with a frequency much higher than the frequency of the weak oscillation. The amplitude of the low frequency oscillation shows a maximum versus the amplitude of the high frequency perturbation demonstrating vibrational resonance. In order to model these dynamics, we derived an excitable system by modifying a biased van der Pol oscillator. The computational study considers the behaviour of this system under the same types of perturbation as in the experimental investigations and is found to give consistent results in both situations.

Definition and solution of a stochastic inverse problem for the Manning's n parameter field in hydrodynamic models

Science.gov (United States)

Butler, T.; Graham, L.; Estep, D.; Dawson, C.; Westerink, J. J.

2015-04-01

The uncertainty in spatially heterogeneous Manning's n fields is quantified using a novel formulation and numerical solution of stochastic inverse problems for physics-based models. The uncertainty is quantified in terms of a probability measure and the physics-based model considered here is the state-of-the-art ADCIRC model although the presented methodology applies to other hydrodynamic models. An accessible overview of the formulation and solution of the stochastic inverse problem in a mathematically rigorous framework based on measure theory is presented. Technical details that arise in practice by applying the framework to determine the Manning's n parameter field in a shallow water equation model used for coastal hydrodynamics are presented and an efficient computational algorithm and open source software package are developed. A new notion of "condition" for the stochastic inverse problem is defined and analyzed as it relates to the computation of probabilities. This notion of condition is investigated to determine effective output quantities of interest of maximum water elevations to use for the inverse problem for the Manning's n parameter and the effect on model predictions is analyzed.

Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information

NARCIS (Netherlands)

Postek, Krzysztof; Ben-Tal, A.; den Hertog, Dick; Melenberg, Bertrand

2015-01-01

In this paper we consider ambiguous stochastic constraints under partial information consisting of means and dispersion measures of the underlying random parameters. Whereas the past literature used the variance as the dispersion measure, here we use the mean absolute deviation from the mean (MAD).

Stochastic synaptic plasticity with memristor crossbar arrays

KAUST Repository

Naous, Rawan

2016-11-01

Memristive devices have been shown to exhibit slow and stochastic resistive switching behavior under low-voltage, low-current operating conditions. Here we explore such mechanisms to emulate stochastic plasticity in memristor crossbar synapse arrays. Interfaced with integrate-and-fire spiking neurons, the memristive synapse arrays are capable of implementing stochastic forms of spike-timing dependent plasticity which parallel mean-rate models of stochastic learning with binary synapses. We present theory and experiments with spike-based stochastic learning in memristor crossbar arrays, including simplified modeling as well as detailed physical simulation of memristor stochastic resistive switching characteristics due to voltage and current induced filament formation and collapse. © 2016 IEEE.

Stochastic synaptic plasticity with memristor crossbar arrays

KAUST Repository

Naous, Rawan; Al-Shedivat, Maruan; Neftci, Emre; Cauwenberghs, Gert; Salama, Khaled N.

2016-01-01

Memristive devices have been shown to exhibit slow and stochastic resistive switching behavior under low-voltage, low-current operating conditions. Here we explore such mechanisms to emulate stochastic plasticity in memristor crossbar synapse arrays. Interfaced with integrate-and-fire spiking neurons, the memristive synapse arrays are capable of implementing stochastic forms of spike-timing dependent plasticity which parallel mean-rate models of stochastic learning with binary synapses. We present theory and experiments with spike-based stochastic learning in memristor crossbar arrays, including simplified modeling as well as detailed physical simulation of memristor stochastic resistive switching characteristics due to voltage and current induced filament formation and collapse. © 2016 IEEE.

Noncausal stochastic calculus

CERN Document Server

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 ...

Endogenous fields enhanced stochastic resonance in a randomly coupled neuronal network

International Nuclear Information System (INIS)

Deng, Bin; Wang, Lin; Wang, Jiang; Wei, Xi-le; Yu, Hai-tao

2014-01-01

Highlights: • We study effects of endogenous fields on stochastic resonance in a neural network. • Stochastic resonance can be notably enhanced by endogenous field feedback. • Endogenous field feedback delay plays a vital role in stochastic resonance. • The parameters of low-passed filter play a subtle role in SR. - Abstract: Endogenous field, evoked by structured neuronal network activity in vivo, is correlated with many vital neuronal processes. In this paper, the effects of endogenous fields on stochastic resonance (SR) in a randomly connected neuronal network are investigated. The network consists of excitatory and inhibitory neurons and the axonal conduction delays between neurons are also considered. Numerical results elucidate that endogenous field feedback results in more rhythmic macroscope activation of the network for proper time delay and feedback coefficient. The response of the network to the weak periodic stimulation can be notably enhanced by endogenous field feedback. Moreover, the endogenous field feedback delay plays a vital role in SR. We reveal that appropriately tuned delays of the feedback can either induce the enhancement of SR, appearing at every integer multiple of the weak input signal’s oscillation period, or the depression of SR, appearing at every integer multiple of half the weak input signal’s oscillation period for the same feedback coefficient. Interestingly, the parameters of low-passed filter which is used in obtaining the endogenous field feedback signal play a subtle role in SR

Stochastic, weighted hit size theory of cellular radiobiological action

International Nuclear Information System (INIS)

Bond, V.P.; Varma, M.N.

1982-01-01

A stochastic theory that appears to account well for the observed responses of cell populations exposed in radiation fields of different qualities and for different durations of exposure is described. The theory appears to explain well most cellular radiobiological phenomena observed in at least autonomous cell systems, argues for the use of fluence rate (phi) instead of absorbed dose for quantification of the amount of radiation involved in low level radiation exposure. With or without invoking the cell sensitivity function, the conceptual improvement would be substantial. The approach suggested also shows that the absorbed dose-cell response functions currently employed do not reflect the spectrum of cell sensitivities to increasing cell doses of a single agent, nor can RBE represent the potency ratio for different agents that can produce similar quantal responses. Thus, for accurate comparison of cell sensitivities among different cells in the same individual, or between the cells in different kinds of individuals, it is necessary to quantify cell sensitivity in terms of the hit size weighting or cell sensitivity function introduced here. Similarly, this function should be employed to evaluate the relative potency of radiation and other radiomimetic chemical or physical agents

Hybrid approaches for multiple-species stochastic reaction–diffusion models

International Nuclear Information System (INIS)

Spill, Fabian; Guerrero, Pilar; Alarcon, Tomas; Maini, Philip K.; Byrne, Helen

2015-01-01

Reaction–diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction–diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model. - Highlights: • A novel hybrid stochastic/deterministic reaction–diffusion simulation method is given. • Can massively speed up stochastic simulations while preserving stochastic effects. • Can handle multiple reacting species. • Can handle moving boundaries

Hybrid approaches for multiple-species stochastic reaction–diffusion models

Energy Technology Data Exchange (ETDEWEB)

Spill, Fabian, E-mail: fspill@bu.edu [Department of Biomedical Engineering, Boston University, 44 Cummington Street, Boston, MA 02215 (United States); Department of Mechanical Engineering, Massachusetts Institute of Technology, 77 Massachusetts Avenue, Cambridge, MA 02139 (United States); Guerrero, Pilar [Department of Mathematics, University College London, Gower Street, London WC1E 6BT (United Kingdom); Alarcon, Tomas [Centre de Recerca Matematica, Campus de Bellaterra, Edifici C, 08193 Bellaterra (Barcelona) (Spain); Departament de Matemàtiques, Universitat Atonòma de Barcelona, 08193 Bellaterra (Barcelona) (Spain); Maini, Philip K. [Wolfson Centre for Mathematical Biology, Mathematical Institute, University of Oxford, Oxford OX2 6GG (United Kingdom); Byrne, Helen [Wolfson Centre for Mathematical Biology, Mathematical Institute, University of Oxford, Oxford OX2 6GG (United Kingdom); Computational Biology Group, Department of Computer Science, University of Oxford, Oxford OX1 3QD (United Kingdom)

2015-10-15

Reaction–diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction–diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model. - Highlights: • A novel hybrid stochastic/deterministic reaction–diffusion simulation method is given. • Can massively speed up stochastic simulations while preserving stochastic effects. • Can handle multiple reacting species. • Can handle moving boundaries.

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)

Fields Institute International Symposium on Asymptotic Methods in Stochastics

CERN Document Server

Kulik, Rafal; Haye, Mohamedou; Szyszkowicz, Barbara; Zhao, Yiqiang

2015-01-01

This book contains articles arising from a conference in honour of mathematician-statistician Miklόs Csörgő on the occasion of his 80th birthday, held in Ottawa in July 2012. It comprises research papers and overview articles, which provide a substantial glimpse of the history and state-of-the-art of the field of asymptotic methods in probability and statistics, written by leading experts. The volume consists of twenty articles on topics on limit theorems for self-normalized processes, planar processes, the central limit theorem and laws of large numbers, change-point problems, short and long range dependent time series, applied probability and stochastic processes, and the theory and methods of statistics. It also includes Csörgő’s list of publications during more than 50 years, since 1962.

Stochastic theory of nonequilibrium steady states and its applications. Part I

International Nuclear Information System (INIS)

Zhang Xuejuan; Qian Hong; Qian Min

2012-01-01

The concepts of equilibrium and nonequilibrium steady states are introduced in the present review as mathematical concepts associated with stationary Markov processes. For both discrete stochastic systems with master equations and continuous diffusion processes with Fokker–Planck equations, the nonequilibrium steady state (NESS) is characterized in terms of several key notions which are originated from nonequilibrium physics: time irreversibility, breakdown of detailed balance, free energy dissipation, and positive entropy production rate. After presenting this NESS theory in pedagogically accessible mathematical terms that require only a minimal amount of prerequisites in nonlinear differential equations and the theory of probability, it is applied, in Part I, to two widely studied problems: the stochastic resonance (also known as coherent resonance) and molecular motors (also known as Brownian ratchet). Although both areas have advanced rapidly on their own with a vast amount of literature, the theory of NESS provides them with a unifying mathematical foundation. Part II of this review contains applications of the NESS theory to processes from cellular biochemistry, ranging from enzyme catalyzed reactions, kinetic proofreading, to zeroth-order ultrasensitivity.

Nonlinear analysis of the cooperation of strategic alliances through stochastic catastrophe theory

Science.gov (United States)

Xu, Yan; Hu, Bin; Wu, Jiang; Zhang, Jianhua

2014-04-01

The excitation intervention of strategic alliance may change with the changes in the parameters of circumstance (e.g., external alliance tasks). As a result, the stable cooperation between members may suffer a complete unplanned betrayal at last. However, current perspectives on strategic alliances cannot adequately explain this transition mechanism. This study is a first attempt to analyze this nonlinear phenomenon through stochastic catastrophe theory (SCT). A stochastic dynamics model is constructed based on the cooperation of strategic alliance from the perspective of evolutionary game theory. SCT explains the discontinuous changes caused by the changes in environmental parameters. Theoretically, we identify conditions where catastrophe can occur in the cooperation of alliance members.

Studies to the stochastic theory of coupled reactorkinetic-thermohydraulic systems Pt. 2

International Nuclear Information System (INIS)

Mesko, L.

1983-06-01

The description is given of the noise phenomena taking place in a multivariable coupled system by a comprehensive model based on the theory of stochastic fluctuations. A comparison is made with models using transfer function formalism for systems characterized by deterministic open and closed loop signal transmission properties. The advantages of the stochastic model are illustrated by simple reactor dynamical examples having diagnostical importance. (author)

A Stochastic Theory for Deep Bed Filtration Accounting for Dispersion and Size Distributions

DEFF Research Database (Denmark)

Shapiro, Alexander; Bedrikovetsky, P. G.

2010-01-01

We develop a stochastic theory for filtration of suspensions in porous media. The theory takes into account particle and pore size distributions, as well as the random character of the particle motion, which is described in the framework of the theory of continuous-time random walks (CTRW...

Modeling cytoskeletal flow over adhesion sites: competition between stochastic bond dynamics and intracellular relaxation

International Nuclear Information System (INIS)

Sabass, Benedikt; Schwarz, Ulrich S

2010-01-01

In migrating cells, retrograde flow of the actin cytoskeleton is related to traction at adhesion sites located at the base of the lamellipodium. The coupling between the moving cytoskeleton and the stationary adhesions is mediated by the continuous association and dissociation of molecular bonds. We introduce a simple model for the competition between the stochastic dynamics of elastic bonds at the moving interface and relaxation within the moving actin cytoskeleton represented by an internal viscous friction coefficient. Using exact stochastic simulations and an analytical mean field theory, we show that the stochastic bond dynamics lead to biphasic friction laws as observed experimentally. At low internal dissipation, stochastic bond dynamics lead to a regime of irregular stick-and-slip motion. High internal dissipation effectively suppresses cooperative effects among bonds and hence stabilizes the adhesion.

Coulomb repulsion and correlation strength in LaFeAsO from density functional and dynamical mean-field theories

Czech Academy of Sciences Publication Activity Database

Anisimov, V.I.; Korotin, D. M.; Korotin, M. A.; Kozhevnikov, A, V.; Kuneš, Jan; Shorikov, A.O.; Skornyakov, S.L.; Streltsov, S. V.

2009-01-01

Roč. 21, č. 7 (2009), 075602/1-075602/7 ISSN 0953-8984 Institutional research plan: CEZ:AV0Z10100521 Keywords : iron pnictide * electronic correlations * dynamical mean-field theory Subject RIV: BM - Solid Matter Physics ; Magnetism Impact factor: 1.964, year: 2009

A mean-field theory on the differential capacitance of asymmetric ionic liquid electrolytes.

Science.gov (United States)

Han, Yining; Huang, Shanghui; Yan, Tianying

2014-07-16

The size of ions significantly influences the electric double layer structure of room temperature ionic liquid (IL) electrolytes and their differential capacitance (Cd). In this study, we extended the mean-field theory (MFT) developed independently by Kornyshev (2007J. Phys. Chem. B 111 5545-57) and Kilic, Bazant, and Ajdari (2007 Phys. Rev. E 75 021502) (the KKBA MFT) to take into account the asymmetric 1:1 IL electrolytes by introducing an additional parameter ξ for the anion/cation volume ratio, besides the ionic compressibility γ in the KKBA MFT. The MFT of asymmetric ions becomes KKBA MFT upon ξ = 1, and further reduces to Gouy-Chapman theory in the γ → 0 limit. The result of the extended MFT demonstrates that the asymmetric ILs give rise to an asymmetric Cd, with the higher peak in Cd occurring at positive polarization for the smaller anionic size. At high potential, Cd decays asymptotically toward KKBA MFT characterized by γ for the negative polarization, and characterized by ξγ for the positive polarization, with inverse-square-root behavior. At low potential, around the potential of zero charge, the asymmetric ions cause a higher Cd, which exceeds that of Gouy-Chapman theory.

COMPARISON OF EIGENMODE-BASED AND RANDOM FIELD-BASED IMPERFECTION MODELING FOR THE STOCHASTIC BUCKLING ANALYSIS OF I-SECTION BEAM–COLUMNS

KAUST Repository

STAVREV, A.

2013-03-01

The uncertainty of geometric imperfections in a series of nominally equal I-beams leads to a variability of corresponding buckling loads. Its analysis requires a stochastic imperfection model, which can be derived either by the simple variation of the critical eigenmode with a scalar random variable, or with the help of the more advanced theory of random fields. The present paper first provides a concise review of the two different modeling approaches, covering theoretical background, assumptions and calibration, and illustrates their integration into commercial finite element software to conduct stochastic buckling analyses with the Monte-Carlo method. The stochastic buckling behavior of an example beam is then simulated with both stochastic models, calibrated from corresponding imperfection measurements. The simulation results show that for different load cases, the response statistics of the buckling load obtained with the eigenmode-based and the random field-based models agree very well. A comparison of our simulation results with corresponding Eurocode 3 limit loads indicates that the design standard is very conservative for compression dominated load cases. © 2013 World Scientific Publishing Company.

Relationship between Feshbach's and Green's function theories of the nucleon-nucleus mean field

International Nuclear Information System (INIS)

Capuzzi, F.; Mahaux, C.

1995-01-01

We clarify the relationship and difference between theories of the optical-model potential which had previously been developed in the framework of Feshbach's projection operator approach to nuclear reactions and of Green's function theory, respectively. For definiteness, we consider the nucleon-nucleus system but all results can readily be adapted to the atomic case. The effects of antisymmetrization are properly taken into account. It is shown that one can develop along closely parallel lines the theories of open-quotes holeclose quotes and open-quotes particleclose quotes mean fields. The open-quotes holeclose quotes one-body Hamiltonians describe the single-particle properties of the system formed when one nucleon is taken away from the target ground state, for instance in knockout of pickup processes. The particle one-body Hamiltonians are associated with the system formed when one nucleon is elastically scattered from the ground state, or is added to it by means of stripping reactions. An infinite number of particle, as well as of hole, Hamiltonians are constructed which all yield exactly the same single-particle wave functions. Many open-quotes equivalentclose quotes one-body Hamiltonians can coexist because these operators have a complicated structure: they are nonlocal, complex, and energy-dependent. They do not have the same analytic properties in the complex energy plane. Their real and imaginary parts fulfill dispersion relations which may be different. It is shown that hole and particle Hamiltonians can also be constructed by decomposing any vector of the Hilbert space into two parts which are not orthogonal to one another, in contrast to Feshbach's original theory; one interest of this procedure is that the construction and properties of the corresponding hole Hamiltonian can be justified in a mathematically rigorous way. We exhibit the relationship between the hole and particle Hamiltonians and the open-quotes mass operator.close quotes

Identifiability in stochastic models

CERN Document Server

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.

The extended local gauge invariance and the BRS symmetry in stochastic quantization of gauge fields

International Nuclear Information System (INIS)

Nakazawa, Naohito.

1989-05-01

We investigate the BRS invariance of the first-class constrained systems in the context of the stochastic quantization. For the first-class constrained systems, we construct the nilpotent BRS transformation and the BRS invariant stochastic effective action based on the D+1 dimensional field theoretical formulation of stochastic quantization. By eliminating the multiplier field of the gauge fixing condition and an auxiliary field, it is shown that there exists a truncated BRS transformation which satisfies the nilpotency condition. The truncated BRS invariant stochastic action is also derived. As the examples of the general formulation, we investigate the BRS invariant structure in the massless and massive Yang-Mills fields in stochastic quantization. (author)

Molecules with an induced dipole moment in a stochastic electric field.

Science.gov (United States)

Band, Y B; Ben-Shimol, Y

2013-10-01

The mean-field dynamics of a molecule with an induced dipole moment (e.g., a homonuclear diatomic molecule) in a deterministic and a stochastic (fluctuating) electric field is solved to obtain the decoherence properties of the system. The average (over fluctuations) electric dipole moment and average angular momentum as a function of time for a Gaussian white noise electric field are determined via perturbative and nonperturbative solutions in the fluctuating field. In the perturbative solution, the components of the average electric dipole moment and the average angular momentum along the deterministic electric field direction do not decay to zero, despite fluctuations in all three components of the electric field. This is in contrast to the decay of the average over fluctuations of a magnetic moment in a Gaussian white noise magnetic field. In the nonperturbative solution, the component of the average electric dipole moment and the average angular momentum in the deterministic electric field direction also decay to zero.

Principle of detailed balance and the finite-difference stochastic equation in field theory

International Nuclear Information System (INIS)

Kozhamkulov, T.A.

1986-01-01

The principle of detailed balance for the Markov chain is used to obtain a finite-difference equation which generalizes the Langevin equation in field theory. The advantages of using this approach compared to the conventional Parisi-Wu method are demonstrated for the examples of an exactly solvable problem in zero-dimensional quantum theory and a simple numerical simulation

Stochastic field-line wandering in magnetic turbulence with shear. II. Decorrelation trajectory method

Science.gov (United States)

Negrea, M.; Petrisor, I.; Shalchi, A.

2017-11-01

We study the diffusion of magnetic field lines in turbulence with magnetic shear. In the first part of the series, we developed a quasi-linear theory for this type of scenario. In this article, we employ the so-called DeCorrelation Trajectory method in order to compute the diffusion coefficients of stochastic magnetic field lines. The magnetic field configuration used here contains fluctuating terms which are described by the dimensionless functions bi(X, Y, Z), i = (x, y) and they are assumed to be Gaussian processes and are perpendicular with respect to the main magnetic field B0. Furthermore, there is also a z-component of the magnetic field depending on radial coordinate x (representing the gradient of the magnetic field) and a poloidal average component. We calculate the diffusion coefficients for magnetic field lines for different values of the magnetic Kubo number K, the dimensionless inhomogeneous magnetic parallel and perpendicular Kubo numbers KB∥, KB⊥ , as well as Ka v=bya vKB∥/KB⊥ .

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

Hybrid approaches for multiple-species stochastic reaction-diffusion models

Science.gov (United States)

Spill, Fabian; Guerrero, Pilar; Alarcon, Tomas; Maini, Philip K.; Byrne, Helen

2015-10-01

Reaction-diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction-diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model.

Hybrid approaches for multiple-species stochastic reaction-diffusion models.

KAUST Repository

Spill, Fabian; Guerrero, Pilar; Alarcon, Tomas; Maini, Philip K; Byrne, Helen

2015-01-01

Reaction-diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction-diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model.

Hybrid approaches for multiple-species stochastic reaction-diffusion models.

KAUST Repository

Spill, Fabian

2015-10-01

Reaction-diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction-diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model.

Fuzzy stochastic damage mechanics (FSDM based on fuzzy auto-adaptive control theory

Directory of Open Access Journals (Sweden)

Ya-jun Wang

2012-06-01

Full Text Available In order to fully interpret and describe damage mechanics, the origin and development of fuzzy stochastic damage mechanics were introduced based on the analysis of the harmony of damage, probability, and fuzzy membership in the interval of [0,1]. In a complete normed linear space, it was proven that a generalized damage field can be simulated through β probability distribution. Three kinds of fuzzy behaviors of damage variables were formulated and explained through analysis of the generalized uncertainty of damage variables and the establishment of a fuzzy functional expression. Corresponding fuzzy mapping distributions, namely, the half-depressed distribution, swing distribution, and combined swing distribution, which can simulate varying fuzzy evolution in diverse stochastic damage situations, were set up. Furthermore, through demonstration of the generalized probabilistic characteristics of damage variables, the cumulative distribution function and probability density function of fuzzy stochastic damage variables, which show β probability distribution, were modified according to the expansion principle. The three-dimensional fuzzy stochastic damage mechanical behaviors of the Longtan rolled-concrete dam were examined with the self-developed fuzzy stochastic damage finite element program. The statistical correlation and non-normality of random field parameters were considered comprehensively in the fuzzy stochastic damage model described in this paper. The results show that an initial damage field based on the comprehensive statistical evaluation helps to avoid many difficulties in the establishment of experiments and numerical algorithms for damage mechanics analysis.

Stochastic lattice model of synaptic membrane protein domains.

Science.gov (United States)

Li, Yiwei; Kahraman, Osman; Haselwandter, Christoph A

2017-05-01

Neurotransmitter receptor molecules, concentrated in synaptic membrane domains along with scaffolds and other kinds of proteins, are crucial for signal transmission across chemical synapses. In common with other membrane protein domains, synaptic domains are characterized by low protein copy numbers and protein crowding, with rapid stochastic turnover of individual molecules. We study here in detail a stochastic lattice model of the receptor-scaffold reaction-diffusion dynamics at synaptic domains that was found previously to capture, at the mean-field level, the self-assembly, stability, and characteristic size of synaptic domains observed in experiments. We show that our stochastic lattice model yields quantitative agreement with mean-field models of nonlinear diffusion in crowded membranes. Through a combination of analytic and numerical solutions of the master equation governing the reaction dynamics at synaptic domains, together with kinetic Monte Carlo simulations, we find substantial discrepancies between mean-field and stochastic models for the reaction dynamics at synaptic domains. Based on the reaction and diffusion properties of synaptic receptors and scaffolds suggested by previous experiments and mean-field calculations, we show that the stochastic reaction-diffusion dynamics of synaptic receptors and scaffolds provide a simple physical mechanism for collective fluctuations in synaptic domains, the molecular turnover observed at synaptic domains, key features of the observed single-molecule trajectories, and spatial heterogeneity in the effective rates at which receptors and scaffolds are recycled at the cell membrane. Our work sheds light on the physical mechanisms and principles linking the collective properties of membrane protein domains to the stochastic dynamics that rule their molecular components.

Laboratory Evidence for Stochastic Plasma-Wave Growth

International Nuclear Information System (INIS)

Austin, D. R.; Hole, M. J.; Robinson, P. A.; Cairns, Iver H.; Dallaqua, R.

2007-01-01

The first laboratory confirmation of stochastic growth theory is reported. Floating potential fluctuations are measured in a vacuum arc centrifuge using a Langmuir probe. Statistical analysis of the energy density reveals a lognormal distribution over roughly 2 orders of magnitude, with a high-field nonlinear cutoff whose spatial dependence is consistent with the predicted eigenmode profile. These results are consistent with stochastic growth and nonlinear saturation of a spatially extended eigenmode, the first evidence for stochastic growth of an extended structure

Mean square stabilization and mean square exponential stabilization of stochastic BAM neural networks with Markovian jumping parameters

International Nuclear Information System (INIS)

Ye, Zhiyong; Zhang, He; Zhang, Hongyu; Zhang, Hua; Lu, Guichen

2015-01-01

Highlights: •This paper introduces a non-conservative Lyapunov functional. •The achieved results impose non-conservative and can be widely used. •The conditions are easily checked by the Matlab LMI Tool Box. The desired state feedback controller can be well represented by the conditions. -- Abstract: This paper addresses the mean square exponential stabilization problem of stochastic bidirectional associative memory (BAM) neural networks with Markovian jumping parameters and time-varying delays. By establishing a proper Lyapunov–Krasovskii functional and combining with LMIs technique, several sufficient conditions are derived for ensuring exponential stabilization in the mean square sense of such stochastic BAM neural networks. In addition, the achieved results are not difficult to verify for determining the mean square exponential stabilization of delayed BAM neural networks with Markovian jumping parameters and impose less restrictive and less conservative than the ones in previous papers. Finally, numerical results are given to show the effectiveness and applicability of the achieved results

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)

Explore Stochastic Instabilities of Periodic Points by Transition Path Theory

Science.gov (United States)

Cao, Yu; Lin, Ling; Zhou, Xiang

2016-06-01

We consider the noise-induced transitions from a linearly stable periodic orbit consisting of T periodic points in randomly perturbed discrete logistic map. Traditional large deviation theory and asymptotic analysis at small noise limit cannot distinguish the quantitative difference in noise-induced stochastic instabilities among the T periodic points. To attack this problem, we generalize the transition path theory to the discrete-time continuous-space stochastic process. In our first criterion to quantify the relative instability among T periodic points, we use the distribution of the last passage location related to the transitions from the whole periodic orbit to a prescribed disjoint set. This distribution is related to individual contributions to the transition rate from each periodic points. The second criterion is based on the competency of the transition paths associated with each periodic point. Both criteria utilize the reactive probability current in the transition path theory. Our numerical results for the logistic map reveal the transition mechanism of escaping from the stable periodic orbit and identify which periodic point is more prone to lose stability so as to make successful transitions under random perturbations.

Transport in simple liquids and dense gases: kinetic mean-field theory and the KAC limit

International Nuclear Information System (INIS)

Karkheck, J.; Stell, G.; Martina, E.

1982-01-01

Maximization of entropy is used in conjunction with the BBGKY hierarchy to obtain a closed one-particle kinetic equation. For an interparticle potential of hard-sphere core plus smooth attractive tail, this equation contains a hard-core collision integral, identical to that of the revised Enskog theory, plus a mean-field term which is linear in the tail strength. The thermodynamics contained therein leads directly to the now-standard statistical-mechanical methods to construct a state-dependent effective hard-core potential in relation to a more realistic potential. These methods induce an extension of the transport coefficients to the Lennard-Jones potential. Predictions of the resulting transport theory compare very favorably with thermal conductivity and shear viscosity experimental results for real simple liquids and dense gases, and also with molecular dynamics simulation results. Poor agreement between theory and experiment is found for moderately dense and dilute gases. The kinetic theory also contains an entropy functional and an H-theorem is proven. Extension to mixtures is straightforward and the Kac-limit is discussed in detail

From stochastic completion fields to tensor voting

NARCIS (Netherlands)

Almsick, van M.A.; Duits, R.; Franken, E.M.; Haar Romenij, ter B.M.; Olsen, O.F.; Florack, L.M.J.; Kuijper, A.

2005-01-01

Several image processing algorithms imitate the lateral interaction of neurons in the visual striate cortex V1 to account for the correlations along contours and lines. Here we focus on two methodologies: tensor voting by Guy and Medioni, and stochastic completion fields by Mumford, Williams and

On Mean-Variance Hedging of Bond Options with Stochastic Risk Premium Factor

NARCIS (Netherlands)

Aihara, ShinIchi; Bagchi, Arunabha; Kumar, Suresh K.

2014-01-01

We consider the mean-variance hedging problem for pricing bond options using the yield curve as the observation. The model considered contains infinite-dimensional noise sources with the stochastically- varying risk premium. Hence our model is incomplete. We consider mean-variance hedging under the

Gutzwiller-RVB theory of high temperature superconductivity. Results from renormalized mean field theory and variational Monte Carlo calculations

International Nuclear Information System (INIS)

Edegger, B.

2007-01-01

We consider the theory of high temperature superconductivity from the viewpoint of a strongly correlated electron system. In particular, we discuss Gutzwiller projected wave functions, which incorporate strong correlations by prohibiting double occupancy in orbitals with strong on-site repulsion. After a general overview on high temperature superconductivity, we discuss Anderson's resonating valence bond (RVB) picture and its implementation by renormalized mean field theory (RMFT) and variational Monte Carlo (VMC) techniques. In the following, we present a detailed review on RMFT and VMC results with emphasis on our recent contributions. Especially, we are interested in spectral features of Gutzwiller-Bogolyubov quasiparticles obtained by extending VMC and RMFT techniques to excited states. We explicitly illustrate this method to determine the quasiparticle weight and provide a comparison with angle resolved photoemission spectroscopy (ARPES) and scanning tunneling microscopy (STM). We conclude by summarizing recent successes and by discussing open questions, which must be solved for a thorough understanding of high temperature superconductivity by Gutzwiller projected wave functions. (orig.)

Gutzwiller-RVB theory of high temperature superconductivity. Results from renormalized mean field theory and variational Monte Carlo calculations

Energy Technology Data Exchange (ETDEWEB)

Edegger, B.

2007-08-10

We consider the theory of high temperature superconductivity from the viewpoint of a strongly correlated electron system. In particular, we discuss Gutzwiller projected wave functions, which incorporate strong correlations by prohibiting double occupancy in orbitals with strong on-site repulsion. After a general overview on high temperature superconductivity, we discuss Anderson's resonating valence bond (RVB) picture and its implementation by renormalized mean field theory (RMFT) and variational Monte Carlo (VMC) techniques. In the following, we present a detailed review on RMFT and VMC results with emphasis on our recent contributions. Especially, we are interested in spectral features of Gutzwiller-Bogolyubov quasiparticles obtained by extending VMC and RMFT techniques to excited states. We explicitly illustrate this method to determine the quasiparticle weight and provide a comparison with angle resolved photoemission spectroscopy (ARPES) and scanning tunneling microscopy (STM). We conclude by summarizing recent successes and by discussing open questions, which must be solved for a thorough understanding of high temperature superconductivity by Gutzwiller projected wave functions. (orig.)

Tetragonal and collapsed-tetragonal phases of CaFe2As2 : A view from angle-resolved photoemission and dynamical mean-field theory

Science.gov (United States)

van Roekeghem, Ambroise; Richard, Pierre; Shi, Xun; Wu, Shangfei; Zeng, Lingkun; Saparov, Bayrammurad; Ohtsubo, Yoshiyuki; Qian, Tian; Sefat, Athena S.; Biermann, Silke; Ding, Hong

2016-06-01

We present a study of the tetragonal to collapsed-tetragonal transition of CaFe2As2 using angle-resolved photoemission spectroscopy and dynamical mean field theory-based electronic structure calculations. We observe that the collapsed-tetragonal phase exhibits reduced correlations and a higher coherence temperature due to the stronger Fe-As hybridization. Furthermore, a comparison of measured photoemission spectra and theoretical spectral functions shows that momentum-dependent corrections to the density functional band structure are essential for the description of low-energy quasiparticle dispersions. We introduce those using the recently proposed combined "screened exchange + dynamical mean field theory" scheme.

A mean field theory of study of lattice gauge theory with finite temperature and with finite fermion density

International Nuclear Information System (INIS)

Naik, S.

1990-01-01

We have developed a mean field theory technique to study the confinement-deconfinement phase transition and chiral symmetry restoring phase transition with dynamical fermions and with finite chemical potential and finite temperature. The approximation scheme concerns the saddle point scenario and large space dimension. The static quark-antiquark potentials are identified from the Wilson loop correlation functions in both the fundamental and the adjoint representation of the gauge group with different temperatures. The difference between the responses of the chemical potential to the fermion number with singlet and non-singlet isospin configuration is found. We compare our results with recent Monte Carlo data. (orig.)

Mean-field models and superheavy elements

International Nuclear Information System (INIS)

Reinhard, P.G.; Bender, M.; Maruhn, J.A.; Frankfurt Univ.

2001-03-01

We discuss the performance of two widely used nuclear mean-field models, the relativistic mean-field theory (RMF) and the non-relativistic Skyrme-Hartree-Fock approach (SHF), with particular emphasis on the description of superheavy elements (SHE). We provide a short introduction to the SHF and RMF, the relations between these two approaches and the relations to other nuclear structure models, briefly review the basic properties with respect to normal nuclear observables, and finally present and discuss recent results on the binding properties of SHE computed with a broad selection of SHF and RMF parametrisations. (orig.)

Quantum mean-field approximations for nuclear bound states and tunneling

International Nuclear Information System (INIS)

Negele, J.W.; Levit, S.; Paltiel, Z.; Massachusetts Inst. of Tech., Cambridge

1979-01-01

A conceptual framework has been presented in which observables are approximated in terms of a self-consistent quantum mean-field theory. Since the SPA (Stationary Phase Approximation) determines the optimal mean field to approximate a given observable, it is natural that when one changes the observable, the best mean field to describe it changes as well. Although the theory superficially appears applicable to any observable expressible in terms of an evolution operator, for example an S-matrix element, one would have to go far beyond the SPA to adequately approximate the overlap of two many-body wave functions. The most salient open problems thus concern quantitative assessment of the accuracy of the SPA, reformulation of the theory to accomodate hard cores, and selection of sensible expectation values of few-body operators to address in scattering problems

A mean-field theory on the differential capacitance of asymmetric ionic liquid electrolytes

International Nuclear Information System (INIS)

Han, Yining; Huang, Shanghui; Yan, Tianying

2014-01-01

The size of ions significantly influences the electric double layer structure of room temperature ionic liquid (IL) electrolytes and their differential capacitance (C d ). In this study, we extended the mean-field theory (MFT) developed independently by Kornyshev (2007J. Phys. Chem. B 111 5545–57) and Kilic, Bazant, and Ajdari (2007 Phys. Rev. E 75 021502) (the KKBA MFT) to take into account the asymmetric 1:1 IL electrolytes by introducing an additional parameter ξ for the anion/cation volume ratio, besides the ionic compressibility γ in the KKBA MFT. The MFT of asymmetric ions becomes KKBA MFT upon ξ = 1, and further reduces to Gouy–Chapman theory in the γ → 0 limit. The result of the extended MFT demonstrates that the asymmetric ILs give rise to an asymmetric C d , with the higher peak in C d occurring at positive polarization for the smaller anionic size. At high potential, C d decays asymptotically toward KKBA MFT characterized by γ for the negative polarization, and characterized by ξγ for the positive polarization, with inverse-square-root behavior. At low potential, around the potential of zero charge, the asymmetric ions cause a higher C d , which exceeds that of Gouy–Chapman theory. (paper)

One-pion exchange current corrections for nuclear magnetic moments in relativistic mean field theory

International Nuclear Information System (INIS)

Li Jian; Yao, J.M.; Meng Jie; Arima, Akito

2011-01-01

The one-pion exchange current corrections to isoscalar and isovector magnetic moments of double-closed shell nuclei plus and minus one nucleon with A = 15, 17, 39 and 41 have been studied in the relativistic mean field (RMF) theory and compared with previous relativistic and non-relativistic results. It has been found that the one-pion exchange current gives a negligible contribution to the isoscalar magnetic moments but a significant correction to the isovector ones. However, the one-pion exchange current enhances the isovector magnetic moments further and does not improve the corresponding description for the concerned nuclei in the present work. (author)

Expansions of general stationary stochastic optical fields: general formalism

International Nuclear Information System (INIS)

Martinez-Herrero, R.; Mejias, P.M.

1985-01-01

A new expansion of a general stationary stochastic optical field is derived. Each term of the series is seen to represent a recently defined new class of optical fields, the so-called spectrally quasi-factorizable fields. Alternative expansion in terms of nonstationary fields that obey the wave equation is also shown. A relationship between temporal and spatial features of stationary free optical fields is discussed

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

Distribution of particles in stochastic electric fields

International Nuclear Information System (INIS)

Rolland, Paul.

1979-11-01

The distribution of one particle as well as an ensemble of particles submitted to a stochastic electric field obeying different kinds of laws is studied. A particular attention is devoted to the deviation from the gaussian distribution and to the consequences of this effect on diffusion and heating [fr

Mean Field Game for Marriage

KAUST Repository

Bauso, Dario; Dia, Ben Mansour; Djehiche, Boualem; Tembine, Hamidou; Tempone, Raul

2014-01-01

The myth of marriage has been and is still a fascinating historical societal phenomenon. Paradoxically, the empirical divorce rates are at an all-time high. This work describes a unique paradigm for preserving relationships and marital stability from mean-field game theory. We show that optimizing the long-term well-being via effort and society feeling state distribution will help in stabilizing relationships.

Mean Field Game for Marriage

KAUST Repository

Bauso, Dario

2014-01-06

The myth of marriage has been and is still a fascinating historical societal phenomenon. Paradoxically, the empirical divorce rates are at an all-time high. This work describes a unique paradigm for preserving relationships and marital stability from mean-field game theory. We show that optimizing the long-term well-being via effort and society feeling state distribution will help in stabilizing relationships.

Plasma transport in stochastic magnetic fields. I. General considerations and test particle transport

International Nuclear Information System (INIS)

Krommes, J.A.; Kleva, R.G.; Oberman, C.

1978-05-01

A systematic theory is developed for the computation of electron transport in stochastic magnetic fields. Small scale magnetic perturbations arising, for example, from finite-β micro-instabilities are assumed to destroy the flux surfaces of a standard tokamak equilibrium. Because the magnetic lines then wander in a volume, electron radial flux is enhanced due to the rapid particle transport along as well as across the lines. By treating the magnetic lines as random variables, it is possible to develop a kinetic equation for the electron distribution function. This is solved approximately to yield the diffusion coefficient

Plasma transport in stochastic magnetic fields. I. General considerations and test particle transport

Energy Technology Data Exchange (ETDEWEB)

Krommes, J.A.; Kleva, R.G.; Oberman, C.

1978-05-01

A systematic theory is developed for the computation of electron transport in stochastic magnetic fields. Small scale magnetic perturbations arising, for example, from finite-..beta.. micro-instabilities are assumed to destroy the flux surfaces of a standard tokamak equilibrium. Because the magnetic lines then wander in a volume, electron radial flux is enhanced due to the rapid particle transport along as well as across the lines. By treating the magnetic lines as random variables, it is possible to develop a kinetic equation for the electron distribution function. This is solved approximately to yield the diffusion coefficient.

Non-Markovian stochastic Schroedinger equations: Generalization to real-valued noise using quantum-measurement theory

International Nuclear Information System (INIS)

Gambetta, Jay; Wiseman, H.M.

2002-01-01

Do stochastic Schroedinger equations, also known as unravelings, have a physical interpretation? In the Markovian limit, where the system on average obeys a master equation, the answer is yes. Markovian stochastic Schroedinger equations generate quantum trajectories for the system state conditioned on continuously monitoring the bath. For a given master equation, there are many different unravelings, corresponding to different sorts of measurement on the bath. In this paper we address the non-Markovian case, and in particular the sort of stochastic Schroedinger equation introduced by Strunz, Diosi, and Gisin [Phys. Rev. Lett. 82, 1801 (1999)]. Using a quantum-measurement theory approach, we rederive their unraveling that involves complex-valued Gaussian noise. We also derive an unraveling involving real-valued Gaussian noise. We show that in the Markovian limit, these two unravelings correspond to heterodyne and homodyne detection, respectively. Although we use quantum-measurement theory to define these unravelings, we conclude that the stochastic evolution of the system state is not a true quantum trajectory, as the identity of the state through time is a fiction

Semiclassical methods in field theories

International Nuclear Information System (INIS)

Ventura, I.

1978-10-01

A new scheme is proposed for semi-classical quantization in field theory - the expansion about the charge (EAC) - which is developed within the canonical formalism. This method is suitable for quantizing theories that are invariant under global gauge transformations. It is used in the treatment of the non relativistic logarithmic theory that was proposed by Bialynicki-Birula and Mycielski - a theory we can formulate in any number of spatial dimensions. The non linear Schroedinger equation is also quantized by means of the EAC. The classical logarithmic theories - both, the non relativistic and the relativistic one - are studied in detail. It is shown that the Bohr-Sommerfeld quantization rule(BSQR) in field theory is, in many cases, equivalent to charge quantization. This rule is then applied to the massive Thirring Model and the logarithmic theories. The BSQR can be see as a simplified and non local version of the EAC [pt

Applications of stochastic models to solute transport in fractured rocks

International Nuclear Information System (INIS)

Gelhar, L.W.

1987-01-01

A stochastic theory for flow and solute transport in a single variable aperture fracture bounded by sorbing porous matrix into which solutes may diffuse, is developed using a perturbation approximation and spectral solution techniques which assume local statistical homogeneity. The theory predicts that the effective aperture of the fracture for mean solute displacement will be larger than the aperture required to calculate the large-scale flow resistance of the fracture. This ratio of apertures is a function of the variance of the logarithm of the apertures. The theory also predicts the macrodispersion coefficient for large-scale transport in the fracture. The resulting macrodispersivity is proportional to the variance of the logaperture and to its correlation scale. When variable surface sorption is included, it is found that the macrodispersivity is increased significantly, in some cases more than an order of magnitude. It is also shown that the effective retardation coefficient for the sorptively heterogeneous fracture is found by simply taking the arithmetic mean of the local surface sorption coefficient. Matrix diffusion is also shown to increase the fracture macrodispesivity at very large times. A reexamination of the results of four different field tracer tests in crystalline rock in Sweden and Canada shows aperture ratios and dispersivities that are consistent with the stochastic theory. The variance of the natural logarithm of the aperture is found to be in the range of 3 to 6 and the correlation scales for logaperture ranges from .2 to 1.2 meters. Detailed recommendations for additional field investigations at scales ranging from a few meters up to a kilometer are presented. (orig.)