WorldWideScience

Sample records for stochastic mean-field theory

  1. Linear response in stochastic mean-field theories and the onset of instabilities

    International Nuclear Information System (INIS)

    Colonna, M.; Chomaz, Ph.

    1993-01-01

    The small amplitude response of stochastic one-body theories, such as the Boltzmann-Langevin approach is studied. Whereas the two-time correlation function only describes the propagation of fluctuations initially present, the equal-time correlation function is related to the source of stochasticity. For stable systems it yields the Einstein relation, while for unstable systems it determines the growth of the instabilities. These features are illustrated for unstable nuclear matter in two dimensions. (author) 14 refs.; 5 figs

  2. Stochastic quantization and mean field approximation

    International Nuclear Information System (INIS)

    Jengo, R.; Parga, N.

    1983-09-01

    In the context of the stochastic quantization we propose factorized approximate solutions for the Fokker-Planck equation for the XY and Zsub(N) spin systems in D dimensions. The resulting differential equation for a factor can be solved and it is found to give in the limit of t→infinity the mean field or, in the more general case, the Bethe-Peierls approximation. (author)

  3. 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

  4. Mean Field Games for Stochastic Growth with Relative Utility

    Energy Technology Data Exchange (ETDEWEB)

    Huang, Minyi, E-mail: mhuang@math.carleton.ca [Carleton University, School of Mathematics and Statistics (Canada); Nguyen, Son Luu, E-mail: sonluu.nguyen@upr.edu [University of Puerto Rico, Department of Mathematics (United States)

    2016-12-15

    This paper considers continuous time stochastic growth-consumption optimization in a mean field game setting. The individual capital stock evolution is determined by a Cobb–Douglas production function, consumption and stochastic depreciation. The individual utility functional combines an own utility and a relative utility with respect to the population. The use of the relative utility reflects human psychology, leading to a natural pattern of mean field interaction. The fixed point equation of the mean field game is derived with the aid of some ordinary differential equations. Due to the relative utility interaction, our performance analysis depends on some ratio based approximation error estimate.

  5. Mean Field Games for Stochastic Growth with Relative Utility

    International Nuclear Information System (INIS)

    Huang, Minyi; Nguyen, Son Luu

    2016-01-01

    This paper considers continuous time stochastic growth-consumption optimization in a mean field game setting. The individual capital stock evolution is determined by a Cobb–Douglas production function, consumption and stochastic depreciation. The individual utility functional combines an own utility and a relative utility with respect to the population. The use of the relative utility reflects human psychology, leading to a natural pattern of mean field interaction. The fixed point equation of the mean field game is derived with the aid of some ordinary differential equations. Due to the relative utility interaction, our performance analysis depends on some ratio based approximation error estimate.

  6. 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.

  7. 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

  8. 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.)

  9. 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

  10. 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)

  11. Stochastic mean-field dynamics for fermions in the weak coupling limit

    Energy Technology Data Exchange (ETDEWEB)

    Lacroix, D

    2005-09-15

    Assuming that the effect of the residual interaction beyond mean-field is weak and can be treated as a statistical ensemble of two-body interactions, a Markovian quantum jump theory is developed for fermionic systems. In this theory, jumps occur between many-body densities formed of pairs of states D |{phi}{sub a}> <|{phi}{sub b}| / <|{phi}{sub b} | |{phi} {sub a}> where |{phi}{sub a}> and |{phi}{sub b}> are anti-symmetrized products of single-particle states. The underlying Stochastic Mean-Field (SMF) theory is discussed and applied to the monopole vibration of a spherical {sup 40}Ca nucleus under the influence of a statistical ensemble of two-body contact interactions. In this example, the mean-field evolution of one-body observables is recovered by averaging over different stochastic trajectories while fluctuations beyond mean-field are observed. Finally, the nature of the fluctuations is discussed. (author)

  12. Stochastic mean-field dynamics for fermions in the weak coupling limit

    International Nuclear Information System (INIS)

    Lacroix, D.

    2005-09-01

    Assuming that the effect of the residual interaction beyond mean-field is weak and can be treated as a statistical ensemble of two-body interactions, a Markovian quantum jump theory is developed for fermionic systems. In this theory, jumps occur between many-body densities formed of pairs of states D |Φ a > b | / b | |Φ a > where |Φ a > and |Φ b > are anti-symmetrized products of single-particle states. The underlying Stochastic Mean-Field (SMF) theory is discussed and applied to the monopole vibration of a spherical 40 Ca nucleus under the influence of a statistical ensemble of two-body contact interactions. In this example, the mean-field evolution of one-body observables is recovered by averaging over different stochastic trajectories while fluctuations beyond mean-field are observed. Finally, the nature of the fluctuations is discussed. (author)

  13. 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.

  14. 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.

  15. 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.)

  16. 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.)

  17. Probabilistic theory of mean field games with applications

    CERN Document Server

    Carmona, René

    2018-01-01

    This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions. Volume I of the book is entirely devoted to the theory of mean field games without a common noise. The first half of the volume provides a self-contained introduction to mean field games, starting from concrete illustrations of games with a finite number of players, and ending with ready-for-use solvability results. Readers are provided with the tools necessary for the solution of forward-backward stochastic differential equations of the McKean-Vlasov type at the core of the probabilistic approach. The second half of this volume focuses on the main principles of analysis on the Wasserstein space. It includes Lions' approach to the Wasserstein differential calculus, and the applications of its results to the analysis of stochastic...

  18. 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.)

  19. A Stochastic Maximum Principle for a Stochastic Differential Game of a Mean-Field Type

    Energy Technology Data Exchange (ETDEWEB)

    Hosking, John Joseph Absalom, E-mail: j.j.a.hosking@cma.uio.no [University of Oslo, Centre of Mathematics for Applications (CMA) (Norway)

    2012-12-15

    We construct a stochastic maximum principle (SMP) which provides necessary conditions for the existence of Nash equilibria in a certain form of N-agent stochastic differential game (SDG) of a mean-field type. The information structure considered for the SDG is of a possible asymmetric and partial type. To prove our SMP we take an approach based on spike-variations and adjoint representation techniques, analogous to that of S. Peng (SIAM J. Control Optim. 28(4):966-979, 1990) in the optimal stochastic control context. In our proof we apply adjoint representation procedures at three points. The first-order adjoint processes are defined as solutions to certain mean-field backward stochastic differential equations, and second-order adjoint processes of a first type are defined as solutions to certain backward stochastic differential equations. Second-order adjoint processes of a second type are defined as solutions of certain backward stochastic equations of a type that we introduce in this paper, and which we term conditional mean-field backward stochastic differential equations. From the resulting representations, we show that the terms relating to these second-order adjoint processes of the second type are of an order such that they do not appear in our final SMP equations. A comparable situation exists in an article by R. Buckdahn, B. Djehiche, and J. Li (Appl. Math. Optim. 64(2):197-216, 2011) that constructs a SMP for a mean-field type optimal stochastic control problem; however, the approach we take of using these second-order adjoint processes of a second type to deal with the type of terms that we refer to as the second form of quadratic-type terms represents an alternative to a development, to our setting, of the approach used in their article for their analogous type of term.

  20. A Stochastic Maximum Principle for a Stochastic Differential Game of a Mean-Field Type

    International Nuclear Information System (INIS)

    Hosking, John Joseph Absalom

    2012-01-01

    We construct a stochastic maximum principle (SMP) which provides necessary conditions for the existence of Nash equilibria in a certain form of N-agent stochastic differential game (SDG) of a mean-field type. The information structure considered for the SDG is of a possible asymmetric and partial type. To prove our SMP we take an approach based on spike-variations and adjoint representation techniques, analogous to that of S. Peng (SIAM J. Control Optim. 28(4):966–979, 1990) in the optimal stochastic control context. In our proof we apply adjoint representation procedures at three points. The first-order adjoint processes are defined as solutions to certain mean-field backward stochastic differential equations, and second-order adjoint processes of a first type are defined as solutions to certain backward stochastic differential equations. Second-order adjoint processes of a second type are defined as solutions of certain backward stochastic equations of a type that we introduce in this paper, and which we term conditional mean-field backward stochastic differential equations. From the resulting representations, we show that the terms relating to these second-order adjoint processes of the second type are of an order such that they do not appear in our final SMP equations. A comparable situation exists in an article by R. Buckdahn, B. Djehiche, and J. Li (Appl. Math. Optim. 64(2):197–216, 2011) that constructs a SMP for a mean-field type optimal stochastic control problem; however, the approach we take of using these second-order adjoint processes of a second type to deal with the type of terms that we refer to as the second form of quadratic-type terms represents an alternative to a development, to our setting, of the approach used in their article for their analogous type of term.

  1. Nuclear response beyond mean field theory

    International Nuclear Information System (INIS)

    Brand, M.G.E.; Allaart, K.; Dickhoff, W.H.

    1990-01-01

    An extension of the RPA equations is derived, with emphasis on the relation between the single-particle Green function and the polarization propagator. Including second order self-energy contributions the resulting particle-hole interaction includes the coupling to two-particle-two-hole (2p2h) states and the resulting response satisfies relevant conservation laws. This aspect of the theory is shown to be essential to obtain reliable and meaningful results for excitation strengths and to avoid ghost solutions. This method is applied to electromagnetic and charge exchange excitations in 48 Ca up to 100 MeV. A G-matrix interaction based on meson exchange is used which takes care of short-range correlations. The results compare favourably with measured excitation strengths and electromagnetic form factors both at low energy as well as in the giant resonance region. Remaining discrepancies point in the direction of further strength reduction due to short-range correlations as well as a possible stronger coupling to 2p2h states at low energy. (orig.)

  2. 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

  3. 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.

  4. 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)

  5. 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.)

  6. 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...

  7. 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

  8. 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

  9. 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.)

  10. 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.

  11. 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.

  12. 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.

  13. Non-equilibrium mean-field theories on scale-free networks

    International Nuclear Information System (INIS)

    Caccioli, Fabio; Dall'Asta, Luca

    2009-01-01

    Many non-equilibrium processes on scale-free networks present anomalous critical behavior that is not explained by standard mean-field theories. We propose a systematic method to derive stochastic equations for mean-field order parameters that implicitly account for the degree heterogeneity. The method is used to correctly predict the dynamical critical behavior of some binary spin models and reaction–diffusion processes. The validity of our non-equilibrium theory is further supported by showing its relation with the generalized Landau theory of equilibrium critical phenomena on networks

  14. 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

  15. 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.

  16. 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)

  17. 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)

  18. 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.)

  19. 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.)

  20. A General Stochastic Maximum Principle for SDEs of Mean-field Type

    International Nuclear Information System (INIS)

    Buckdahn, Rainer; Djehiche, Boualem; Li Juan

    2011-01-01

    We study the optimal control for stochastic differential equations (SDEs) of mean-field type, in which the coefficients depend on the state of the solution process as well as of its expected value. Moreover, the cost functional is also of mean-field type. This makes the control problem time inconsistent in the sense that the Bellman optimality principle does not hold. For a general action space a Peng’s-type stochastic maximum principle (Peng, S.: SIAM J. Control Optim. 2(4), 966–979, 1990) is derived, specifying the necessary conditions for optimality. This maximum principle differs from the classical one in the sense that here the first order adjoint equation turns out to be a linear mean-field backward SDE, while the second order adjoint equation remains the same as in Peng’s stochastic maximum principle.

  1. A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control

    KAUST Repository

    Djehiche, Boualem; Tembine, Hamidou; Tempone, Raul

    2015-01-01

    In this paper we study mean-field type control problems with risk-sensitive performance functionals. We establish a stochastic maximum principle (SMP) for optimal control of stochastic differential equations (SDEs) of mean-field type, in which the drift and the diffusion coefficients as well as the performance functional depend not only on the state and the control but also on the mean of the distribution of the state. Our result extends the risk-sensitive SMP (without mean-field coupling) of Lim and Zhou (2005), derived for feedback (or Markov) type optimal controls, to optimal control problems for non-Markovian dynamics which may be time-inconsistent in the sense that the Bellman optimality principle does not hold. In our approach to the risk-sensitive SMP, the smoothness assumption on the value-function imposed in Lim and Zhou (2005) needs not be satisfied. For a general action space a Peng's type SMP is derived, specifying the necessary conditions for optimality. Two examples are carried out to illustrate the proposed risk-sensitive mean-field type SMP under linear stochastic dynamics with exponential quadratic cost function. Explicit solutions are given for both mean-field free and mean-field models.

  2. A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control

    KAUST Repository

    Djehiche, Boualem

    2015-02-24

    In this paper we study mean-field type control problems with risk-sensitive performance functionals. We establish a stochastic maximum principle (SMP) for optimal control of stochastic differential equations (SDEs) of mean-field type, in which the drift and the diffusion coefficients as well as the performance functional depend not only on the state and the control but also on the mean of the distribution of the state. Our result extends the risk-sensitive SMP (without mean-field coupling) of Lim and Zhou (2005), derived for feedback (or Markov) type optimal controls, to optimal control problems for non-Markovian dynamics which may be time-inconsistent in the sense that the Bellman optimality principle does not hold. In our approach to the risk-sensitive SMP, the smoothness assumption on the value-function imposed in Lim and Zhou (2005) needs not be satisfied. For a general action space a Peng\\'s type SMP is derived, specifying the necessary conditions for optimality. Two examples are carried out to illustrate the proposed risk-sensitive mean-field type SMP under linear stochastic dynamics with exponential quadratic cost function. Explicit solutions are given for both mean-field free and mean-field models.

  3. 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.)

  4. 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

  5. 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

  6. 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.)

  7. 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)

  8. 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

  9. 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.)

  10. 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.

  11. 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.

  12. 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.

  13. 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.)

  14. 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.)

  15. 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.)

  16. 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.

  17. 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.

  18. 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.

  19. 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)

  20. 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)

  1. 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.)

  2. 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

  3. 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...

  4. 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

  5. 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.)

  6. Quantum mean-field theory of collective dynamics and tunneling

    International Nuclear Information System (INIS)

    Negele, J.W.; Massachusetts Inst. of Tech., Cambridge

    1981-01-01

    In collaboration with Shimon Levit and Zvi Paltiel, 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 will be summarized here. (orig./HSI)

  7. 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

  8. 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)

  9. 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

  10. 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.

  11. 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

  12. 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.

  13. 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.

  14. 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.)

  15. 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...

  16. 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.

  17. 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

  18. 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

  19. 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...

  20. 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.

  1. 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.

  2. 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.

  3. 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

  4. 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...

  5. 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.

  6. 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

  7. 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.

  8. 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.

  9. 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.

  10. 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.

  11. 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.

  12. 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.)

  13. 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.)

  14. 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...

  15. 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

  16. 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.

  17. 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

  18. 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)

  19. 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.

  20. 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

  1. 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

  2. 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)

  3. 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.

  4. 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)

  5. 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.

  6. 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

  7. 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)

  8. 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.)

  9. 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.))

  10. 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.

  11. 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.

  12. 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

  13. Fractional Stochastic Field Theory

    Science.gov (United States)

    Honkonen, Juha

    2018-02-01

    Models describing evolution of physical, chemical, biological, social and financial processes are often formulated as differential equations with the understanding that they are large-scale equations for averages of quantities describing intrinsically random processes. Explicit account of randomness may lead to significant changes in the asymptotic behaviour (anomalous scaling) in such models especially in low spatial dimensions, which in many cases may be captured with the use of the renormalization group. Anomalous scaling and memory effects may also be introduced with the use of fractional derivatives and fractional noise. Construction of renormalized stochastic field theory with fractional derivatives and fractional noise in the underlying stochastic differential equations and master equations and the interplay between fluctuation-induced and built-in anomalous scaling behaviour is reviewed and discussed.

  14. Stochastic processes and quantum theory

    International Nuclear Information System (INIS)

    Klauder, J.R.

    1975-01-01

    The author analyses a variety of stochastic processes, namely real time diffusion phenomena, which are analogues of imaginary time quantum theory and convariant imaginary time quantum field theory. He elaborates some standard properties involving probability measures and stochastic variables and considers a simple class of examples. Finally he develops the fact that certain stochastic theories actually exhibit divergences that simulate those of covariant quantum field theory and presents examples of both renormaizable and unrenormalizable behavior. (V.J.C.)

  15. Density functional theory and dynamical mean-field theory. A way to model strongly correlated systems

    International Nuclear Information System (INIS)

    Backes, Steffen

    2017-04-01

    The study of the electronic properties of correlated systems is a very diverse field and has lead to valuable insight into the physics of real materials. In these systems, the decisive factor that governs the physical properties is the ratio between the electronic kinetic energy, which promotes delocalization over the lattice, and the Coulomb interaction, which instead favours localized electronic states. Due to this competition, correlated electronic systems can show unique and interesting properties like the Metal-Insulator transition, diverse phase diagrams, strong temperature dependence and in general a high sensitivity to the environmental conditions. A theoretical description of these systems is not an easy task, since perturbative approaches that do not preserve the competition between the kinetic and interaction terms can only be applied in special limiting cases. One of the most famous approaches to obtain the electronic properties of a real material is the ab initio density functional theory (DFT) method. It allows one to obtain the ground state density of the system under investigation by mapping onto an effective non-interacting system that has to be found self-consistently. While being an exact theory, in practical implementations certain approximations have to be made to the exchange-correlation potential. The local density approximation (LDA), which approximates the exchange-correlation contribution to the total energy by that of a homogeneous electron gas with the corresponding density, has proven quite successful in many cases. Though, this approximation in general leads to an underestimation of electronic correlations and is not able to describe a metal-insulator transition due to electronic localization in the presence of strong Coulomb interaction. A different approach to the interacting electronic problem is the dynamical mean-field theory (DMFT), which is non-perturbative in the kinetic and interaction term but neglects all non

  16. Density functional theory and dynamical mean-field theory. A way to model strongly correlated systems

    Energy Technology Data Exchange (ETDEWEB)

    Backes, Steffen

    2017-04-15

    The study of the electronic properties of correlated systems is a very diverse field and has lead to valuable insight into the physics of real materials. In these systems, the decisive factor that governs the physical properties is the ratio between the electronic kinetic energy, which promotes delocalization over the lattice, and the Coulomb interaction, which instead favours localized electronic states. Due to this competition, correlated electronic systems can show unique and interesting properties like the Metal-Insulator transition, diverse phase diagrams, strong temperature dependence and in general a high sensitivity to the environmental conditions. A theoretical description of these systems is not an easy task, since perturbative approaches that do not preserve the competition between the kinetic and interaction terms can only be applied in special limiting cases. One of the most famous approaches to obtain the electronic properties of a real material is the ab initio density functional theory (DFT) method. It allows one to obtain the ground state density of the system under investigation by mapping onto an effective non-interacting system that has to be found self-consistently. While being an exact theory, in practical implementations certain approximations have to be made to the exchange-correlation potential. The local density approximation (LDA), which approximates the exchange-correlation contribution to the total energy by that of a homogeneous electron gas with the corresponding density, has proven quite successful in many cases. Though, this approximation in general leads to an underestimation of electronic correlations and is not able to describe a metal-insulator transition due to electronic localization in the presence of strong Coulomb interaction. A different approach to the interacting electronic problem is the dynamical mean-field theory (DMFT), which is non-perturbative in the kinetic and interaction term but neglects all non

  17. 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.

  18. 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

  19. 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.

  20. 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.

  1. 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)

  2. 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)

  3. 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...

  4. 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

  5. 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

  6. 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.

  7. 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

  8. On the binding energy of double Λ hypernuclei in the relativistic mean field theory

    International Nuclear Information System (INIS)

    Marcos, S.; Lombard, R.J.

    1997-01-01

    The binding energy of two Λ hyperons bound to a nuclear core is calculated within the relativistic mean field theory. The starting point is a two body relativistic equation of the Breit type suggested by the RMFT, and corrected for the two-particle interaction. The 2 Λ correlation energy is evaluated and the contribution of the δ and φ mesons, acting solely between hyperons, to the bond energy σB ΛΛ of ( ΛΛ ) 6 He, ( ΛΛ ) 10 Be and ( ΛΛ ) 13 B is calculated. Predictions of the ΔB ΛΛ A dependence are made for heavier Λ-hypernuclei. (K.A.)

  9. 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

  10. 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)

  11. Structural predictions for Correlated Electron Materials Using the Functional Dynamical Mean Field Theory Approach

    Science.gov (United States)

    Haule, Kristjan

    2018-04-01

    The Dynamical Mean Field Theory (DMFT) in combination with the band structure methods has been able to address reach physics of correlated materials, such as the fluctuating local moments, spin and orbital fluctuations, atomic multiplet physics and band formation on equal footing. Recently it is getting increasingly recognized that more predictive ab-initio theory of correlated systems needs to also address the feedback effect of the correlated electronic structure on the ionic positions, as the metal-insulator transition is almost always accompanied with considerable structural distortions. We will review recently developed extension of merger between the Density Functional Theory (DFT) and DMFT method, dubbed DFT+ embedded DMFT (DFT+eDMFT), whichsuccessfully addresses this challenge. It is based on the stationary Luttinger-Ward functional to minimize the numerical error, it subtracts the exact double-counting of DFT and DMFT, and implements self-consistent forces on all atoms in the unit cell. In a few examples, we will also show how the method elucidated the important feedback effect of correlations on crystal structure in rare earth nickelates to explain the mechanism of the metal-insulator transition. The method showed that such feedback effect is also essential to understand the dynamic stability of the high-temperature body-centered cubic phase of elemental iron, and in particular it predicted strong enhancement of the electron-phonon coupling over DFT values in FeSe, which was very recently verified by pioneering time-domain experiment.

  12. 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.

  13. Dynamic mean field theory for lattice gas models of fluid mixtures confined in mesoporous materials.

    Science.gov (United States)

    Edison, J R; Monson, P A

    2013-11-12

    We present the extension of dynamic mean field theory (DMFT) for fluids in porous materials (Monson, P. A. J. Chem. Phys. 2008, 128, 084701) to the case of mixtures. The theory can be used to describe the relaxation processes in the approach to equilibrium or metastable equilibrium states for fluids in pores after a change in the bulk pressure or composition. It is especially useful for studying systems where there are capillary condensation or evaporation transitions. Nucleation processes associated with these transitions are emergent features of the theory and can be visualized via the time dependence of the density distribution and composition distribution in the system. For mixtures an important component of the dynamics is relaxation of the composition distribution in the system, especially in the neighborhood of vapor-liquid interfaces. We consider two different types of mixtures, modeling hydrocarbon adsorption in carbon-like slit pores. We first present results on bulk phase equilibria of the mixtures and then the equilibrium (stable/metastable) behavior of these mixtures in a finite slit pore and an inkbottle pore. We then use DMFT to describe the evolution of the density and composition in the pore in the approach to equilibrium after changing the state of the bulk fluid via composition or pressure changes.

  14. 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.

  15. 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)

  16. 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

  17. 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

  18. 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

  19. 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.

  20. 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

  1. Cluster radioactive decay within the preformed cluster model using relativistic mean-field theory densities

    International Nuclear Information System (INIS)

    Singh, BirBikram; Patra, S. K.; Gupta, Raj K.

    2010-01-01

    We have studied the (ground-state) cluster radioactive decays within the preformed cluster model (PCM) of Gupta and collaborators [R. K. Gupta, in Proceedings of the 5th International Conference on Nuclear Reaction Mechanisms, Varenna, edited by E. Gadioli (Ricerca Scientifica ed Educazione Permanente, Milano, 1988), p. 416; S. S. Malik and R. K. Gupta, Phys. Rev. C 39, 1992 (1989)]. The relativistic mean-field (RMF) theory is used to obtain the nuclear matter densities for the double folding procedure used to construct the cluster-daughter potential with M3Y nucleon-nucleon interaction including exchange effects. Following the PCM approach, we have deduced empirically the preformation probability P 0 emp from the experimental data on both the α- and exotic cluster-decays, specifically of parents in the trans-lead region having doubly magic 208 Pb or its neighboring nuclei as daughters. Interestingly, the RMF-densities-based nuclear potential supports the concept of preformation for both the α and heavier clusters in radioactive nuclei. P 0 α(emp) for α decays is almost constant (∼10 -2 -10 -3 ) for all the parent nuclei considered here, and P 0 c(emp) for cluster decays of the same parents decrease with the size of clusters emitted from different parents. The results obtained for P 0 c(emp) are reasonable and are within two to three orders of magnitude of the well-accepted phenomenological model of Blendowske-Walliser for light clusters.

  2. Nuclear sub-structure in 112–122Ba nuclei within relativistic mean field theory

    International Nuclear Information System (INIS)

    Bhuyan, M.; Patra, S.K.; Arumugam, P.; Gupta, Raj K.

    2011-01-01

    Working within the framework of relativistic mean field theory, we study for the first time the clustering structure (nuclear sub-structure) of 112–122 Ba nuclei in an axially deformed cylindrical coordinate. We calculate the individual neutrons and protons density distributions for Ba-isotopes. From the analysis of the clustering configurations in total (neutrons-plus-protons) density distributions for various shapes of both the ground and excited states, we find different sub-structures inside the Ba nuclei considered here. The important step, carried out here for the first time, is the counting of number of protons and neutrons present in the clustering region(s). 12 C is shown to constitute the cluster configuration in prolate-deformed ground-states of 112–116 Ba and oblate-deformed first excited states of 118–122 Ba nuclei. Presence of other lighter clusters such as 2 H, 3 H and nuclei in the neighborhood of N = Z, 14 N, 34–36 Cl, 36 Ar and 42 Ca are also indicated in the ground and excited states of these nuclei. Cases with no cluster configuration are shown for 112–116 Ba in their first and second excited states. All these results are of interest for the observed intermediate-mass-fragments and fusion–fission processes, and the so far unobserved evaporation residues from the decaying Ba* compound nuclei formed in heavy ion reactions. (author)

  3. Dynamical mean-field theory and path integral renormalisation group calculations of strongly correlated electronic states

    Energy Technology Data Exchange (ETDEWEB)

    Heilmann, D.B.

    2007-02-15

    The two-plane HUBBARD model, which is a model for some electronic properties of undoped YBCO superconductors as well as displays a MOTT metal-to-insulator transition and a metal-to-band insulator transition, is studied within Dynamical Mean-Field Theory using HIRSCH-FYE Monte Carlo. In order to find the different transitions and distinguish the types of insulator, we calculate the single-particle spectral densities, the self-energies and the optical conductivities. We conclude that there is a continuous transition from MOTT to band insulator. In the second part, ground state properties of a diagonally disordered HUBBARD model is studied using a generalisation of Path Integral Renormalisation Group, a variational method which can also determine low-lying excitations. In particular, the distribution of antiferromagnetic properties is investigated. We conclude that antiferromagnetism breaks down in a percolation-type transition at a critical disorder, which is not changed appreciably by the inclusion of correlation effects, when compared to earlier studies. Electronic and excitation properties at the system sizes considered turn out to primarily depend on the geometry. (orig.)

  4. Dynamical mean-field theory and path integral renormalisation group calculations of strongly correlated electronic states

    International Nuclear Information System (INIS)

    Heilmann, D.B.

    2007-02-01

    The two-plane HUBBARD model, which is a model for some electronic properties of undoped YBCO superconductors as well as displays a MOTT metal-to-insulator transition and a metal-to-band insulator transition, is studied within Dynamical Mean-Field Theory using HIRSCH-FYE Monte Carlo. In order to find the different transitions and distinguish the types of insulator, we calculate the single-particle spectral densities, the self-energies and the optical conductivities. We conclude that there is a continuous transition from MOTT to band insulator. In the second part, ground state properties of a diagonally disordered HUBBARD model is studied using a generalisation of Path Integral Renormalisation Group, a variational method which can also determine low-lying excitations. In particular, the distribution of antiferromagnetic properties is investigated. We conclude that antiferromagnetism breaks down in a percolation-type transition at a critical disorder, which is not changed appreciably by the inclusion of correlation effects, when compared to earlier studies. Electronic and excitation properties at the system sizes considered turn out to primarily depend on the geometry. (orig.)

  5. 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.

  6. Non-degeneracy, Mean Field Equations and the Onsager Theory of 2D Turbulence

    Science.gov (United States)

    Bartolucci, Daniele; Jevnikar, Aleks; Lee, Youngae; Yang, Wen

    2018-04-01

    The understanding of some large energy, negative specific heat states in the Onsager description of 2D turbulence seem to require the analysis of a subtle open problem about bubbling solutions of the mean field equation. Motivated by this application we prove that, under suitable non-degeneracy assumptions on the associated m-vortex Hamiltonian, the m-point bubbling solutions of the mean field equation are non-degenerate as well. Then we deduce that the Onsager mean field equilibrium entropy is smooth and strictly convex in the high energy regime on domains of second kind.

  7. 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.

  8. 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

  9. Magnetic moments in present relativistic nuclear theories: a mean-field problem

    International Nuclear Information System (INIS)

    Desplanques, B.

    1986-07-01

    We show that the magnetic moments of LS closed shell nuclei plus or minus one nucleon derived from non-relativistic Hartree-Fock mean-fields are as bad as those obtained in relativistic approaches of nuclear structure. Deviations with respect to more complete results in both cases are ascribed to the mean-field approximation which neglects some degrees of freedom in the nucleus description. 18 refs

  10. General model of phospholipid bilayers in fluid phase within the single chain mean field theory

    Energy Technology Data Exchange (ETDEWEB)

    Guo, Yachong; Baulin, Vladimir A. [Departament d’Enginyeria Química, Universitat Rovira i Virgili, Av. dels Paisos Catalans 26, 43007 Tarragona (Spain); Pogodin, Sergey [Institute of Chemical Research of Catalonia, ICIQ, Av. Paisos Catalans 16, 43007 Tarragona (Spain)

    2014-05-07

    Coarse-grained model for saturated phospholipids: 1,2-didecanoyl-sn-glycero-3-phosphocholine (DCPC), 1,2-dilauroyl-sn-glycero-3-phosphocholine (DLPC), 1,2-dimyristoyl-sn-glycero-3-phosphocholine (DMPC), 1,2-dipalmitoyl-sn-glycero-3-phosphocholine (DPPC), 1,2-distearoyl-sn-glycero-3-phosphocholine (DSPC) and unsaturated phospholipids: 1-palmitoyl-2-oleoyl-sn-glycero-3-phosphocholine (POPC), 1,2- dioleoyl-sn-glycero-3-phosphocholine (DOPC) is introduced within the single chain mean field theory. A single set of parameters adjusted for DMPC bilayers gives an adequate description of equilibrium and mechanical properties of a range of saturated lipid molecules that differ only in length of their hydrophobic tails and unsaturated (POPC, DOPC) phospholipids which have double bonds in the tails. A double bond is modeled with a fixed angle of 120°, while the rest of the parameters are kept the same as saturated lipids. The thickness of the bilayer and its hydrophobic core, the compressibility, and the equilibrium area per lipid correspond to experimentally measured values for each lipid, changing linearly with the length of the tail. The model for unsaturated phospholipids also fetches main thermodynamical properties of the bilayers. This model is used for an accurate estimation of the free energies of the compressed or stretched bilayers in stacks or multilayers and gives reasonable estimates for free energies. The proposed model may further be used for studies of mixtures of lipids, small molecule inclusions, interactions of bilayers with embedded proteins.

  11. 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.)

  12. 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.

  13. 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

  14. 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

  15. 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.

  16. Generator coordinate representation of the time independent mean field theory of collisions

    International Nuclear Information System (INIS)

    Giraud, B.G.; Lemm, J.; Weiguny, A.; Wierling, A.

    1991-01-01

    We show how matrix elements of the T-matrix can be easily estimated on a basis of Slater determinants, with a mean field approximation. Linear superpositions of these Slater determinants then generate plane waves, or distorted (Coulomb) waves. This provides physical matrix elements of T

  17. 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)

  18. Kinetic mean field theories: Results of energy constraint in maximizing entropy

    NARCIS (Netherlands)

    Stell, G.; Karkheck, J.; Beijeren, H. van

    1983-01-01

    Structure of liquids and solids; crystallography Classical, semiclassical, and quantum theories of liquid structure Statistical theories of liquid structure - Kinetic and transport theory of fluids; physical properties of gases Kinetic and transport theory

  19. 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)

  20. 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.

  1. 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)

  2. An RVB state with fermionic charges and bosonic spins: Mean field theory

    International Nuclear Information System (INIS)

    Flensberg, K.; Hedegard, P.; Brix Pedersen, M.

    1989-01-01

    We consider a representation of the Hubbard model, in which the charge carriers are fermions and the spin carriers are bosons. We show that there exist a mean-field solution with a condensate of spin-singlets and we characterize the low temperature behavior of the quasiparticles. Finally we calculate the tunneling spectrum for a normal metal-RVB state tunnel junction and suggest the tunneling experiment as a probe of the statistics of the RVB quasiparticles. (orig.)

  3. A mean field theory for the cold quark gluon plasma applied to stellar structure

    Energy Technology Data Exchange (ETDEWEB)

    Fogaca, D. A.; Navarra, F. S.; Franzon, B. [Instituto de Fisica, Universidade de Sao Paulo Rua do Matao, Travessa R, 187, 05508-090 Sao Paulo, SP (Brazil); Horvath, J. E. [Instituto de Astronomia, Geofisica e Ciencias Atmosfericas, Universidade de Sao Paulo, Rua do Matao, 1226, 05508-090, Sao Paulo, SP (Brazil)

    2013-03-25

    An equation of state based on a mean-field approximation of QCD is used to describe the cold quark gluon plasma and also to study the structure of compact stars. We obtain stellar masses compatible with the pulsar PSR J1614-2230 that was determined to have a mass of (1.97 {+-} 0.04 M{sub Circled-Dot-Operator }), and the corresponding radius around 10-11 km.

  4. Statistical thermodynamics and mean-field theory for the alloy under irradiation model

    International Nuclear Information System (INIS)

    Kamyshendo, V.

    1993-01-01

    A generalization of statistical thermodynamics to the open systems case, is discussed, using as an example the alloy-under-irradiation model. The statistical properties of stationary states are described with the use of generalized thermodynamic potentials and 'quasi-interactions' determined from the master equation for micro-configuration probabilities. Methods for resolving this equation are illustrated by the mean-field type calculations of correlators, thermodynamic potentials and phase diagrams for disordered alloys

  5. 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.

  6. 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

  7. 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.

  8. 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

  9. 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

  10. 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

  11. Fission barriers and asymmetric ground states in the relativistic mean-field theory

    International Nuclear Information System (INIS)

    Rutz, K.; Reinhard, P.G.; Greiner, W.

    1995-01-01

    The symmetric and asymmetric fission path for 240 Pu, 232 Th and 226 Ra is investigated within the relativistic mean-field model. Standard parametrizations which are well fitted to nuclear ground-state properties are found to deliver reasonable qualitative and quantitative features of fission, comparable to similar nonrelativistic calculations. Furthermore, stable octupole deformations in the ground states of radium isotopes are investigated. They are found in a series of isotopes, qualitatively in agreement with nonrelativistic models. But the quantitative details differ amongst the models and between the various relativistic parametrizations. (orig.)

  12. Mean-field theory of photoinduced formation of surface reliefs in side-chain azobenzene polymers

    DEFF Research Database (Denmark)

    Pedersen, Thomas Garm; Johansen, Per Michael; Holme, N.C.R.

    1998-01-01

    A mean-field model of photoinduced surface reliefs in dye containing side-chain polymers is presented. It is demonstrated that photoinduced ordering of dye molecules subject to anisotropic intermolecular interactions leads to mass transport even when the intensity of the incident light is spatially...... uniform. Theoretical profiles are obtained using a simple variational method and excellent agreement with experimental surface reliefs recorded under various polarization configurations is found. The polarization dependence of both period and shape of the profiles is correctly reproduced by the model....

  13. 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.)

  14. 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.)

  15. Finite nucleus Dirac mean field theory and random phase approximation using finite B splines

    International Nuclear Information System (INIS)

    McNeil, J.A.; Furnstahl, R.J.; Rost, E.; Shepard, J.R.; Department of Physics, University of Maryland, College Park, Maryland 20742; Department of Physics, University of Colorado, Boulder, Colorado 80309)

    1989-01-01

    We calculate the finite nucleus Dirac mean field spectrum in a Galerkin approach using finite basis splines. We review the method and present results for the relativistic σ-ω model for the closed-shell nuclei 16 O and 40 Ca. We study the convergence of the method as a function of the size of the basis and the closure properties of the spectrum using an energy-weighted dipole sum rule. We apply the method to the Dirac random-phase-approximation response and present results for the isoscalar 1/sup -/ and 3/sup -/ longitudinal form factors of 16 O and 40 Ca. We also use a B-spline spectral representation of the positive-energy projector to evaluate partial energy-weighted sum rules and compare with nonrelativistic sum rule results

  16. Adaptive and self-averaging Thouless-Anderson-Palmer mean-field theory for probabilistic modeling

    DEFF Research Database (Denmark)

    Opper, Manfred; Winther, Ole

    2001-01-01

    We develop a generalization of the Thouless-Anderson-Palmer (TAP) mean-field approach of disorder physics. which makes the method applicable to the computation of approximate averages in probabilistic models for real data. In contrast to the conventional TAP approach, where the knowledge...... of the distribution of couplings between the random variables is required, our method adapts to the concrete set of couplings. We show the significance of the approach in two ways: Our approach reproduces replica symmetric results for a wide class of toy models (assuming a nonglassy phase) with given disorder...... distributions in the thermodynamic limit. On the other hand, simulations on a real data model demonstrate that the method achieves more accurate predictions as compared to conventional TAP approaches....

  17. Parity doubling structure of nucleon at non-zero density in the holographic mean field theory

    Directory of Open Access Journals (Sweden)

    He Bing-Ran

    2014-06-01

    Full Text Available We summarize our recent work in which we develope the holographic mean field approach to study the dense baryonic matter in a bottom-up holographic QCD model including baryons and scalar mesons in addition to vector mesons. We first show that, at zero density, the rate of the chiral invariant mass of nucleon is controlled by the ratio of the infrared boundary values of two baryon fields included in the model. Then, at non-zero density, we find that the chiral condensate decreases with the increasing density indicating the partial restoration of the chiral symmetry. Our result shows that the more amount of the proton mass comes from the chiral symmetry breaking, the faster the effective nucleon mass decrease with density.

  18. Mean field theory of epidemic spreading with effective contacts on networks

    International Nuclear Information System (INIS)

    Wu, Qingchu; Chen, Shufang

    2015-01-01

    We present a general approach to the analysis of the susceptible-infected-susceptible model with effective contacts on networks, where each susceptible node will be infected with a certain probability only for effective contacts. In the network, each node has a given effective contact number. By using the one-vertex heterogenous mean-field (HMF) approximation and the pair HMF approximation, we obtain conditions for epidemic outbreak on degree-uncorrelated networks. Our results suggest that the epidemic threshold is closely related to the effective contact and its distribution. However, when the effective contact is only dependent of node degree, the epidemic threshold can be established by the degree distribution of networks.

  19. 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.

  20. 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

  1. Temperature dependence of magnetic anisotropy and magnetostriction: Beyond the mean-field theory

    International Nuclear Information System (INIS)

    Millev, Y.; Faehnle, M.

    1994-05-01

    The first nonvanishing magnetic anisotropy coefficient is calculated as a function of temperature for any spin quantum number and all temperatures below the Curie temperature for the case of face-centred cubic symmetry within the random-phase approximation (RPA). A detailed and instructive comparison between the mean-field and the RPA predictions is carried out. The RPA magnetization curves are also given for the first time for spins S>1/2. Most of the theoretical considerations are quite general as regard lattice type and even decoupling scheme and can thus be applied straightforwardly to other cases of interest. The progress reported here has been attained with the help of a new simplified and improved parametric approach and of a recent calculation of the average occupation number of magnons within the RPA. In particular, the new approach makes unnecessary the solving of integral equations so that the proposed procedure is especially simple and practically versatile in applications to any particular anisotropic material. (author). Refs, 6 figs

  2. Effective interactions and mean field theory: from nuclear matter to nuclei

    International Nuclear Information System (INIS)

    Cochet, B.

    2005-07-01

    The Skyrme force is a zero-range force that allows the construction of the mean field inside the nucleus in a simple way. Skyrme forces are reasonably predictive but some features of the infinite nuclear matter or the mass of heavy nuclei are not well computed. The aim of this work is to propose an expanded parametrization of the Skyrme force in order to improve its predictive power. The first part is dedicated to the construction of the expansion of the parametrization. We recall how the effective forces are linked to the nucleon-nucleon interaction then we show the limits of the standard Skyrme forces and we propose a relatively natural improvements based on the integration of spin and isospin instabilities. The second part deals with the validation of the model, first by describing infinite nuclear matter then by studying β-balanced nuclear matter which has enabled us to reproduce some features of neutron stars like mass and radius. The computation of properties of nuclei like binding energy, mass, radii depends strongly on the adjustment procedure. (A.C.)

  3. 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.

  4. Quasiparticle method in relativistic mean-field theories of nuclear structure

    International Nuclear Information System (INIS)

    Ai, H.

    1988-01-01

    In recent years, in order to understand the success of Dirac phenomenology, relativistic Brueckner-Hartree-Fock (RBHF) theory has been developed. This theory is a relativistic many-body theory of nuclear structure. Based upon the RBHF theory, which is characterized as having no free parameters other than those introduced in fitting free-space nucleon-nucleon scattering data, we construct an effective interaction. This interaction, when treated in a relativistic Hartree-Fock approximation, reproduces, rather accurately, the nucleon self-energy in nuclear matter, Migdal parameters obtained via relativistic Brueckner-Hartree-Fock calculations, and the saturation curves calculated with the full relativistic Brueckner-Hartree-Fock theory. This effective interaction is constructed by adding a number of pseudoparticles to the mesons used to construct one-boson-exchange (OBE) models of the nuclear force. The pseudoparticles have relatively large masses and either real or imaginary coupling constants. (For example, exchange of a pseudo-sigma with an imaginary coupling constant has the effect of reducing the scalar attraction arising from sigma exchange, while exchange of a pseudo-omega with an imaginary coupling constant has the effect of reducing the repulsion arising from omega exchange. The terms beyond the Born term in the case of pion exchange are well simulated by pseudo-sigma exchange with a real coupling constant.) The effective interaction constructed here may be used for calculations of the properties of finite nuclei in a relativistic Hartree-Fock approximation

  5. 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.

  6. 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.

  7. Odd-even mass differences from self-consistent mean field theory

    International Nuclear Information System (INIS)

    Bertsch, G. F.; Bertulani, C. A.; Nazarewicz, W.; Schunck, N.; Stoitsov, M. V.

    2009-01-01

    We survey odd-even nuclear binding energy staggering using density functional theory with several treatments of the pairing interaction including the BCS, Hartree-Fock-Bogoliubov, and the Hartree-Fock-Bogoliubov with the Lipkin-Nogami approximation. We calculate the second difference of binding energies and compare the results with 443 measured neutron energy differences in isotope chains and 418 measured proton energy differences in isotone chains. The particle-hole part of the energy functional is taken as the SLy4 Skyrme parametrization, and the pairing part of the functional is based on a contact interaction with possible density dependence. An important feature of the data, reproduced by the theory, is the sharp gap quenching at magic numbers. With the strength of the interaction as a free parameter, the theory can reproduce the data to an rms accuracy of about 0.25 MeV. This is slightly better than a single-parameter phenomenological description but slightly poorer than the usual two-parameter phenomenological form c/A α . The following conclusions can be made about the performance of common parametrization of the pairing interaction: (i) there is a weak preference for a surface-peaked neutron-neutron pairing, which might be attributable to many-body effects, (ii) a larger strength is required in the proton pairing channel than in the neutron pairing channel, and (iii) pairing strengths adjusted to the well-known spherical isotope chains are too weak to give a good overall fit to the mass differences

  8. Transport processes in macroscopically disordered media from mean field theory to percolation

    CERN Document Server

    Snarskii, Andrei A; Sevryukov, Vladimir A; Morozovskiy, Alexander; Malinsky, Joseph

    2016-01-01

    This book reflects on recent advances in the understanding of percolation systems to present a wide range of transport phenomena in inhomogeneous disordered systems. Further developments in the theory of macroscopically inhomogeneous media are also addressed. These developments include galvano-electric, thermoelectric, elastic properties, 1/f noise and higher current momenta, Anderson localization, and harmonic generation in composites in the vicinity of the percolation threshold. The book describes how one can find effective characteristics, such as conductivity, dielectric permittivity, magnetic permeability, with knowledge of the distribution of different components constituting an inhomogeneous medium. Considered are a wide range of recent studies dedicated to the elucidation of physical properties of macroscopically disordered systems. Aimed at researchers and advanced students, it contains a straightforward set of useful tools which will allow the reader to derive the basic physical properties of compli...

  9. 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

  10. 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

  11. Rare-earth nuclei: Radii, isotope-shifts and deformation properties in the relativistic mean-field theory

    International Nuclear Information System (INIS)

    Lalazissis, G.A.; Ring, P.

    1996-01-01

    A systematic study of the ground-state properties of even-even rare earth nuclei has been performed in the framework of the Relativistic Mean-Field (RMF) theory using the parameter set NL-SH. Nuclear radii, isotope shifts and deformation properties of the heavier rare-earth nuclei have been obtained, which encompass atomic numbers ranging from Z=60 to Z=70 and include a large range of isospin. It is shown that RMF theory is able to provide a good and comprehensive description of the empirical binding energies of the isotopic chains. At the same time the quadrupole deformations β 2 obtained in the RMF theory are found to be in good agreement with the available empirical values. The theory predicts a shape transition from prolate to oblate for nuclei at neutron number N=78 in all the chains. A further addition of neutrons up to the magic number 82 brings about the spherical shape. For nuclei above N=82, the RMF theory predicts the well-known onset of prolate deformation at about N=88, which saturates at about N=102. The deformation properties display an identical behaviour for all the nuclear chains. A good description of the above deformation transitions in the RMF theory in all the isotopic chains leads to a successful reproduction of the anomalous behaviour of the empirical isotopic shifts of the rare-earth nuclei. The RMF theory exhibits a remarkable success in providing a unified and microscopic description of various empirical data. (orig.)

  12. Superfluid and insulating phases in an interacting-boson model: mean-field theory and the RPA

    International Nuclear Information System (INIS)

    Sheshadri, K.; Pandit, R.; Krishnamurthy, H.R.; Ramakrishnan, T.V.

    1993-01-01

    The bosonic Hubbard model is studied via a simple mean-field theory. At zero temperature, in addition to yielding a phase diagram that is qualitatively correct, namely a superfluid phase for non-integer fillings and a Mott transition from a superfluid to an insulating phase for integer fillings, this theory gives results that are in good agreement with Monte Carlo simulations. In particular, the superfluid fraction obtained as a function of the interaction strength U for both integer and non-integer fillings is close to the simulation results. In all phases the excitation spectra are obtained by using the random phase approximation (RPA): the spectrum has a gap in the insulating phase and is gapless (and linear at small wave vectors) in the superfluid phase. Analytic results are presented in the limits of large U and small superfluid density. Finite-temperature phase diagrams and the Mott-insulator-normal-phase crossover are also described. (orig.)

  13. 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

  14. Ground-state properties of exotic nuclei near Z=40 in the relativistic mean-field theory

    International Nuclear Information System (INIS)

    Lalazissis, G.A.

    1995-01-01

    Study of the ground-state properties of Kr, Sr and Zr isotopes has been performed in the framework of the relativistic mean-field (RMF) theory using the recently proposed relativistic parameter set NL-SH. It is shown that the RMF theory provides an unified and excellent description of the binding energies, isotope shifts and deformation properties of nuclei over a large range of isospin in the Z=40 region. It is observed that the RMF theory with the force NL-SH is able to describe the anomalous kinks in isotope shifts in Kr and Sr nuclei, the problem which has hitherto remained unresolved. This is in contrast with the density-dependent Skyrme-Hartree-Fock approach which does not reproduce the behaviour of the isotope shifts about shell closure. On the Zr chain we predict that the isotope shifts exhibit a trend similar to that of the Kr and Sr nuclei. The RMF theory also predicts shape coexistence in heavy Sr isotopes. Several dramatic shape transitions in the isotopic chains are shown to be a general feature of nuclei in this region. A comparison of the properties with the available mass models shows that the results of the RMF theory are generally in accord with the predictions of the finite-range droplet model. ((orig.))

  15. Self-consistent mean field theory studies of the thermodynamics and quantum spin dynamics of magnetic Skyrmions.

    Science.gov (United States)

    Wieser, R

    2017-05-04

    A self-consistent mean field theory is introduced and used to investigate the thermodynamics and spin dynamics of an S  =  1 quantum spin system with a magnetic Skyrmion. The temperature dependence of the Skyrmion profile as well as the phase diagram are calculated. In addition, the spin dynamics of a magnetic Skyrmion is described by solving the time dependent Schrödinger equation with additional damping term. The Skyrmion annihilation process driven by an electric field is used to compare the trajectories of the quantum mechanical simulation with a semi-classical description for the spin expectation values using a differential equation similar to the classical Landau-Lifshitz-Gilbert equation.

  16. Relativistic mean field theory with density dependent coupling constants for nuclear matter and finite nuclei with large charge asymmetry

    Energy Technology Data Exchange (ETDEWEB)

    Typel, S; Wolter, H H [Sektion Physik, Univ. Muenchen, Garching (Germany)

    1998-06-01

    Nuclear matter and ground state properties for (proton and neutron) semi-closed shell nuclei are described in relativistic mean field theory with coupling constants which depend on the vector density. The parametrization of the density dependence for {sigma}-, {omega}- and {rho}-mesons is obtained by fitting to properties of nuclear matter and some finite nuclei. The equation of state for symmetric and asymmetric nuclear matter is discussed. Finite nuclei are described in Hartree approximation, including a charge and an improved center-of-mass correction. Pairing is considered in the BCS approximation. Special attention is directed to the predictions for properties at the neutron and proton driplines, e.g. for separation energies, spin-orbit splittings and density distributions. (orig.)

  17. From microscopic to macroscopic dynamics in mean-field theory: effect of neutron skin on fusion barrier and dissipation

    Energy Technology Data Exchange (ETDEWEB)

    Lacroix, D

    2001-07-01

    In this work, we introduce a method to reduce the microscopic mean-field theory to a classical macroscopic dynamics at the initial stage of fusion reaction. We show that TDHF (Time-dependent Hartree-Fock) could be a useful tool to infer information on the fusion barrier as well as on one-body dissipation effect. We apply the reduction of information to the case of head-on reaction between a {sup 16}O and {sup 16,22,24,28}O in order to quantify the effect of neutron skin on fusion. We show that the precise determination of fusion barrier requires, in addition to the relative distance between center of mass, the introduction of an additional collective coordinate that explicitly breaks the neutron-proton symmetry. With this additional collective variable, we obtain a rather precise determination of the barrier position, height and diffuseness as well as one-body friction. (author)

  18. Generation of large-scale vorticity in rotating stratified turbulence with inhomogeneous helicity: mean-field theory

    Science.gov (United States)

    Kleeorin, N.

    2018-06-01

    We discuss a mean-field theory of the generation of large-scale vorticity in a rotating density stratified developed turbulence with inhomogeneous kinetic helicity. We show that the large-scale non-uniform flow is produced due to either a combined action of a density stratified rotating turbulence and uniform kinetic helicity or a combined effect of a rotating incompressible turbulence and inhomogeneous kinetic helicity. These effects result in the formation of a large-scale shear, and in turn its interaction with the small-scale turbulence causes an excitation of the large-scale instability (known as a vorticity dynamo) due to a combined effect of the large-scale shear and Reynolds stress-induced generation of the mean vorticity. The latter is due to the effect of large-scale shear on the Reynolds stress. A fast rotation suppresses this large-scale instability.

  19. 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.

  20. 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.

  1. A systematic study of even-even nuclei in the nuclear chart by the relativistic mean field theory

    Energy Technology Data Exchange (ETDEWEB)

    Sumiyoshi, K.; Hirata, D.; Tanihata, I.; Sugahara, Y.; Toki, H. [Institute of Physical and Chemical Research, Wako, Saitama (Japan)

    1997-03-01

    We study systematically the properties of nuclei in the whole mass range up to the drip lines by the relativistic mean field (RMF) theory with deformations as a microscopic framework to provide the data of nuclear structure in the nuclear chart. The RMF theory is a phenomenological many-body framework, in which the self-consistent equations for nucleons and mesons are solved with arbitrary deformation, and has a potential ability to provide all the essential information of nuclear structure such as masses, radii and deformations together with single particle states and wave functions from the effective lagrangian containing nuclear interaction. As a first step toward the whole project, we study the ground state properties of even-even nuclei ranging from Z=8 to Z=120 up to the proton and neutron drip lines in the RMF theory. We adopt the parameter set TMA, which has been determined by the experimental masses and charge radii in a wide mass range, for the effective lagrangian of the RMF theory. We take into account the axially symmetric deformation using the constrained method on the quadrupole moment. We provide the properties of all even-even nuclei with all the possible ground state deformations extracted from the deformation energy curves by the constrained calculations. By studying the calculated ground state properties systematically, we aim to explore the general trend of masses, radii and deformations in the whole region of the nuclear chart. We discuss the agreement with experimental data and the predictions such as magicness and triaxial deformations beyond the experimental frontier. (author)

  2. 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.

  3. Perturbation Theory versus Thermodynamic Integration. Beyond a Mean-Field Treatment of Pair Correlations in a Nematic Model Liquid Crystal.

    Science.gov (United States)

    Schoen, Martin; Haslam, Andrew J; Jackson, George

    2017-10-24

    The phase behavior and structure of a simple square-well bulk fluid with anisotropic interactions is described in detail. The orientation dependence of the intermolecular interactions allows for the formation of a nematic liquid-crystalline phase in addition to the more conventional isotropic gas and liquid phases. A version of classical density functional theory (DFT) is employed to determine the properties of the model, and comparisons are made with the corresponding data from Monte Carlo (MC) computer simulations in both the grand canonical and canonical ensembles, providing a benchmark to assess the adequacy of the DFT results. A novel element of the DFT approach is the assumption that the structure of the fluid is dominated by intermolecular interactions in the isotropic fluid. A so-called augmented modified mean-field (AMMF) approximation is employed accounting for the influence of anisotropic interactions. The AMMF approximation becomes exact in the limit of vanishing density. We discuss advantages and disadvantages of the AMMF approximation with respect to an accurate description of isotropic and nematic branches of the phase diagram, the degree of orientational order, and orientation-dependent pair correlations. The performance of the AMMF approximations is found to be good in comparison with the MC data; the AMMF approximation has clear advantages with respect to an accurate and more detailed description of the fluid structure. Possible strategies to improve the DFT are discussed.

  4. MFPred: Rapid and accurate prediction of protein-peptide recognition multispecificity using self-consistent mean field theory.

    Directory of Open Access Journals (Sweden)

    Aliza B Rubenstein

    2017-06-01

    Full Text Available Multispecificity-the ability of a single receptor protein molecule to interact with multiple substrates-is a hallmark of molecular recognition at protein-protein and protein-peptide interfaces, including enzyme-substrate complexes. The ability to perform structure-based prediction of multispecificity would aid in the identification of novel enzyme substrates, protein interaction partners, and enable design of novel enzymes targeted towards alternative substrates. The relatively slow speed of current biophysical, structure-based methods limits their use for prediction and, especially, design of multispecificity. Here, we develop a rapid, flexible-backbone self-consistent mean field theory-based technique, MFPred, for multispecificity modeling at protein-peptide interfaces. We benchmark our method by predicting experimentally determined peptide specificity profiles for a range of receptors: protease and kinase enzymes, and protein recognition modules including SH2, SH3, MHC Class I and PDZ domains. We observe robust recapitulation of known specificities for all receptor-peptide complexes, and comparison with other methods shows that MFPred results in equivalent or better prediction accuracy with a ~10-1000-fold decrease in computational expense. We find that modeling bound peptide backbone flexibility is key to the observed accuracy of the method. We used MFPred for predicting with high accuracy the impact of receptor-side mutations on experimentally determined multispecificity of a protease enzyme. Our approach should enable the design of a wide range of altered receptor proteins with programmed multispecificities.

  5. How well do mean field theories of spiking quadratic-integrate-and-fire networks work in realistic parameter regimes?

    Science.gov (United States)

    Grabska-Barwińska, Agnieszka; Latham, Peter E

    2014-06-01

    We use mean field techniques to compute the distribution of excitatory and inhibitory firing rates in large networks of randomly connected spiking quadratic integrate and fire neurons. These techniques are based on the assumption that activity is asynchronous and Poisson. For most parameter settings these assumptions are strongly violated; nevertheless, so long as the networks are not too synchronous, we find good agreement between mean field prediction and network simulations. Thus, much of the intuition developed for randomly connected networks in the asynchronous regime applies to mildly synchronous networks.

  6. 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)

  7. 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)

  8. 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.

  9. Relativistic approach to superfluidity in nuclear matter. Constructing effective pair wave function from relativistic mean field theory with a cutoff

    Energy Technology Data Exchange (ETDEWEB)

    Matsuzaki, M. [Fukuoka Univ. of Education, Dept. of Physics, Munakata, Fukuoka (Japan); Tanigawa, T.

    1999-08-01

    We propose a simple method to reproduce the {sup 1}S{sub 0} pairing properties of nuclear matter, which are obtained by a sophisticated model, by introducing a density-independent cutoff into the relativistic mean field model. This applies well to the physically relevant density range. (author)

  10. Stochastic mechanics and quantum theory

    International Nuclear Information System (INIS)

    Goldstein, S.

    1987-01-01

    Stochastic mechanics may be regarded as both generalizing classical mechanics to processes with intrinsic randomness, as well as providing the sort of detailed description of microscopic events declared impossible under the traditional interpretation of quantum mechanics. It avoids the many conceptual difficulties which arise from the assumption that quantum mechanics, i.e., the wave function, provides a complete description of (microscopic) physical reality. Stochastic mechanics presents a unified treatment of the microscopic and macroscopic domains, in which the process of measurement plays no special physical role and which reduces to Newtonian mechanics in the macroscopic limit

  11. 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.

  12. Mean-field theory for the Tsub(c2)-minimum in the phase diagram of Ersub(1-x)Hosub(x)Rh4B4

    International Nuclear Information System (INIS)

    Schuh, B.; Grewe, N.

    1981-01-01

    The experimentally observed shape of the phase boundary between the superconducting and the ferromagnetically ordered state in the reentrant ferromagnetic superconductor compound Ersub(1-x)Hosub(x)Rh 4 B 4 is explained within a simple Ginsburg-Landau mean field theory as resulting from a competition of two order parameters corresponding to the magnetic Ho- and Er-moments respectively. (author)

  13. Influence of the mode of deformation on recrystallisation behaviour of titanium through experiments, mean field theory and phase field model

    Science.gov (United States)

    Athreya, C. N.; Mukilventhan, A.; Suwas, Satyam; Vedantam, Srikanth; Subramanya Sarma, V.

    2018-04-01

    The influence of the mode of deformation on recrystallisation behaviour of Ti was studied by experiments and modelling. Ti samples were deformed through torsion and rolling to the same equivalent strain of 0.5. The deformed samples were annealed at different temperatures for different time durations and the recrystallisation kinetics were compared. Recrystallisation is found to be faster in the rolled samples compared to the torsion deformed samples. This is attributed to the differences in stored energy and number of nuclei per unit area in the two modes of deformation. Considering decay in stored energy during recrystallisation, the grain boundary mobility was estimated through a mean field model. The activation energy for recrystallisation obtained from experiments matched with the activation energy for grain boundary migration obtained from mobility calculation. A multi-phase field model (with mobility estimated from the mean field model as a constitutive input) was used to simulate the kinetics, microstructure and texture evolution. The recrystallisation kinetics and grain size distributions obtained from experiments matched reasonably well with the phase field simulations. The recrystallisation texture predicted through phase field simulations compares well with experiments though few additional texture components are present in simulations. This is attributed to the anisotropy in grain boundary mobility, which is not accounted for in the present study.

  14. Dynamical mean-field theory and weakly non-linear analysis for the phase separation of active Brownian particles

    Energy Technology Data Exchange (ETDEWEB)

    Speck, Thomas [Institut für Physik, Johannes Gutenberg-Universität Mainz, Staudingerweg 7-9, 55128 Mainz (Germany); Menzel, Andreas M.; Bialké, Julian; Löwen, Hartmut [Institut für Theoretische Physik II, Heinrich-Heine-Universität, D-40225 Düsseldorf (Germany)

    2015-06-14

    Recently, we have derived an effective Cahn-Hilliard equation for the phase separation dynamics of active Brownian particles by performing a weakly non-linear analysis of the effective hydrodynamic equations for density and polarization [Speck et al., Phys. Rev. Lett. 112, 218304 (2014)]. Here, we develop and explore this strategy in more detail and show explicitly how to get to such a large-scale, mean-field description starting from the microscopic dynamics. The effective free energy emerging from this approach has the form of a conventional Ginzburg-Landau function. On the coarsest scale, our results thus agree with the mapping of active phase separation onto that of passive fluids with attractive interactions through a global effective free energy (motility-induced phase transition). Particular attention is paid to the square-gradient term necessary for the phase separation kinetics. We finally discuss results from numerical simulations corroborating the analytical results.

  15. The emission of heavy clusters described in the mean-field HFB theory: the case of 242Cm

    International Nuclear Information System (INIS)

    Robledo, L.M.; Warda, M.

    2008-01-01

    The emission of a nucleus of 34 Si by the parent 96 242 Cm is a process in the diffuse borderline between cluster emission and standard mass asymmetric fission. In this paper we analyze in a microscopic framework such process using the standard mean field techniques used to describe cluster emission. They include Hartree-Fock-Bogoliubov constrained calculations with the Gogny D1S interaction and the octupole moment operator as the collective coordinate to describe the process. Collective masses and all kind of zero point energy corrections are considered which allows for a parameter free estimation of the process' half-life. The agreement with experiment is quite satisfactory. (author)

  16. 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.

  17. 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.

  18. 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.)

  19. Mean field games

    KAUST Repository

    Gomes, Diogo A.

    2014-01-06

    In this talk we will report on new results concerning the existence of smooth solutions for time dependent mean-field games. This new result is established through a combination of various tools including several a-priori estimates for time-dependent mean-field games combined with new techniques for the regularity of Hamilton-Jacobi equations.

  20. Mean field games

    KAUST Repository

    Gomes, Diogo A.

    2014-01-01

    In this talk we will report on new results concerning the existence of smooth solutions for time dependent mean-field games. This new result is established through a combination of various tools including several a-priori estimates for time-dependent mean-field games combined with new techniques for the regularity of Hamilton-Jacobi equations.

  1. 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.

  2. Mean-Field Theory of Electrical Double Layer In Ionic Liquids with Account of Short-Range Correlations

    International Nuclear Information System (INIS)

    Goodwin, Zachary A.H.; Feng, Guang; Kornyshev, Alexei A.

    2017-01-01

    We develop the theory of the electrical double layer in ionic liquids as proposed earlier by Kornyshev (2007). In the free energy function we keep the so called ‘short-range correlation terms’ which were omitted there. With some simplifying assumptions, we arrive at a modified expression for differential capacitance, which makes differential capacitance curves less sharply depending on electrode potential and having smaller values at extrema than in the previous theory. This brings the results closer to typical experimental observations, and makes it appealing to use this formalism for treatment of experimental data. Implications on Debye length and the extent of ion paring in ionic liquids are then briefly discussed.

  3. Comparison of the order of magnetic phase transitions in several magnetocaloric materials using the rescaled universal curve, Banerjee and mean field theory criteria

    Energy Technology Data Exchange (ETDEWEB)

    Burrola-Gándara, L. A., E-mail: andres.burrola@gmail.com; Santillan-Rodriguez, C. R.; Rivera-Gomez, F. J.; Saenz-Hernandez, R. J.; Botello-Zubiate, M. E.; Matutes-Aquino, J. A. [Departamento de Física de Materiales, Centro de Investigación en Materiales Avanzados, S.C., Miguel de Cervantes 120, Complejo Industrial Chihuahua, Chihuahua 31109 (Mexico)

    2015-05-07

    Magnetocaloric materials with second order phase transition near the Curie temperature can be described by critical phenomena theory. In this theory, scaling, universality, and renormalization are key concepts from which several phase transition order criteria are derived. In this work, the rescaled universal curve, Banerjee and mean field theory criteria were used to make a comparison for several magnetocaloric materials including pure Gd, SmCo{sub 1.8}Fe{sub 0.2}, MnFeP{sub 0.46}As{sub 0.54}, and La{sub 0.7}Ca{sub 0.15}Sr{sub 0.15}MnO{sub 3}. Pure Gd, SmCo{sub 1.8}Fe{sub 0.2}, and La{sub 0.7}Ca{sub 0.15}Sr{sub 0.15}MnO{sub 3} present a collapse of the rescaled magnetic entropy change curves into a universal curve, which indicates a second order phase transition; applying Banerjee criterion to H/σ vs σ{sup 2} Arrot plots and the mean field theory relation |ΔS{sub M}| ∝ (μ{sub 0}H/T{sub c}){sup 2/3} for the same materials also determines a second order phase transition. However, in the MnFeP{sub 0.46}As{sub 0.54} sample, the Banerjee criterion applied to the H/σ vs σ{sup 2} Arrot plot indicates a first order magnetic phase transition, while the mean field theory prediction for a second order phase transition, |ΔS{sub M}| ∝ (μ{sub 0}H/T{sub c}){sup 2/3}, describes a second order behavior. Also, a mixture of first and second order behavior was indicated by the rescaled universal curve criterion. The diverse results obtained for each criterion in MnFeP{sub 0.46}As{sub 0.54} are apparently related to the magnetoelastic effect and to the simultaneous presence of weak and strong magnetism in Fe (3f) and Mn (3g) alternate atomic layers, respectively. The simultaneous application of the universal curve, the Banerjee and the mean field theory criteria has allowed a better understanding about the nature of the order of the phase transitions in different magnetocaloric materials.

  4. 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...

  5. 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

  6. Self-interaction error in density functional theory: a mean-field correction for molecules and large systems

    International Nuclear Information System (INIS)

    Ciofini, Ilaria; Adamo, Carlo; Chermette, Henry

    2005-01-01

    Corrections to the self-interaction error which is rooted in all standard exchange-correlation functionals in the density functional theory (DFT) have become the object of an increasing interest. After an introduction reminding the origin of the self-interaction error in the DFT formalism, and a brief review of the self-interaction free approximations, we present a simple, yet effective, self-consistent method to correct this error. The model is based on an average density self-interaction correction (ADSIC), where both exchange and Coulomb contributions are screened by a fraction of the electron density. The ansatz on which the method is built makes it particularly appealing, due to its simplicity and its favorable scaling with the size of the system. We have tested the ADSIC approach on one of the classical pathological problem for density functional theory: the direct estimation of the ionization potential from orbital eigenvalues. A large set of different chemical systems, ranging from simple atoms to large fullerenes, has been considered as test cases. Our results show that the ADSIC approach provides good numerical values for all the molecular systems, the agreement with the experimental values increasing, due to its average ansatz, with the size (conjugation) of the systems

  7. 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...

  8. 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...

  9. 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.

  10. 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)

  11. Exponential Convergence of Cellular Dynamical Mean Field Theory: Reply to the comment by K. Aryanpour, Th. Maier and M. Jarrell (cond-mat/0301460)

    OpenAIRE

    Biroli, G.; Kotliar, G.

    2004-01-01

    We reply to the comment by K. Aryanpour, Th. Maier and M. Jarrell (cond-mat/0301460) on our paper (Phys. Rev. B {\\bf 65} 155112 (2002)). We demonstrate using general arguments and explicit examples that whenever the correlation length is finite, local observables converge exponentially fast in the cluster size, $L_{c}$, within Cellular Dynamical Mean Field Theory (CDMFT). This is a faster rate of convergence than the $1/L_{c}^{2}$ behavior of the Dynamical Cluster approximation (DCA) thus ref...

  12. The effective dielectric constant of plasmas - A mean field theory built from the electromagnetic ionic T-matrix

    International Nuclear Information System (INIS)

    Niez, Jean-Jacques

    2010-01-01

    This work aims to obtain the effective dielectric constant tensor of a warm plasma in the spirit of the derivation of a mixing law. The medium is made of non point-like ions immersed in an electron gas with usual conditions relating the various lengths which define the problem. In this paper the ion dielectric constants are taken from their RPA responses as developed in a previous paper [1]. Furthermore the treatment of the screening effects is made through a mathematical redefinition of the initial problem as proposed in Ref. [1]. Here the complete calculation of the T-matrix describing the scattering of an electromagnetic wave on an isolated ion immersed in an 'effective medium' is given. It is used for building , in the spirit of a mixing law, a self-consistent effective medium theory for the plasma dielectric tensor. We then extend the results obtained in Ref. [1] to higher orders in ion or dielectric inclusion densities. The techniques presented are generic and can be used in areas such as elasticity, thermoelasticity, and piezoelectricity.

  13. 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.

  14. Dynamics of capillary condensation in lattice gas models of confined fluids: a comparison of dynamic mean field theory with dynamic Monte Carlo simulations.

    Science.gov (United States)

    Edison, John R; Monson, Peter A

    2013-06-21

    This article addresses the accuracy of a dynamic mean field theory (DMFT) for fluids in porous materials [P. A. Monson, J. Chem. Phys. 128, 084701 (2008)]. The theory is used to study the relaxation processes of fluids in pores driven by step changes made to a bulk reservoir in contact with the pore. We compare the results of the DMFT to those obtained by averaging over large numbers of dynamic Monte Carlo (DMC) simulation trajectories. The problem chosen for comparison is capillary condensation in slit pores, driven by step changes in the chemical potential in the bulk reservoir and involving a nucleation process via the formation of a liquid bridge. The principal difference between the DMFT results and DMC is the replacement of a distribution of nucleation times and location along the pore for the formation of liquid bridges by a single time and location. DMFT is seen to yield an otherwise qualitatively accurate description of the dynamic behavior.

  15. 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.

  16. 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.

  17. 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...

  18. Mean-field density functional theory of a nanoconfined classical, three-dimensional Heisenberg fluid. I. The role of molecular anchoring

    Science.gov (United States)

    Cattes, Stefanie M.; Gubbins, Keith E.; Schoen, Martin

    2016-05-01

    In this work, we employ classical density functional theory (DFT) to investigate for the first time equilibrium properties of a Heisenberg fluid confined to nanoscopic slit pores of variable width. Within DFT pair correlations are treated at modified mean-field level. We consider three types of walls: hard ones, where the fluid-wall potential becomes infinite upon molecular contact but vanishes otherwise, and hard walls with superimposed short-range attraction with and without explicit orientation dependence. To model the distance dependence of the attractions, we employ a Yukawa potential. The orientation dependence is realized through anchoring of molecules at the substrates, i.e., an energetic discrimination of specific molecular orientations. If the walls are hard or attractive without specific anchoring, the results are "quasi-bulk"-like in that they can be linked to a confinement-induced reduction of the bulk mean field. In these cases, the precise nature of the walls is completely irrelevant at coexistence. Only for specific anchoring nontrivial features arise, because then the fluid-wall interaction potential affects the orientation distribution function in a nontrivial way and thus appears explicitly in the Euler-Lagrange equations to be solved for minima of the grand potential of coexisting phases.

  19. 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

  20. 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.)

  1. 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.)

  2. 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.

  3. 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

  4. Dynamics of a quantum spin liquid beyond integrability: The Kitaev-Heisenberg-Γ model in an augmented parton mean-field theory

    Science.gov (United States)

    Knolle, Johannes; Bhattacharjee, Subhro; Moessner, Roderich

    2018-04-01

    We present an augmented parton mean-field theory which (i) reproduces the exact ground state, spectrum, and dynamics of the quantum spin-liquid phase of Kitaev's honeycomb model, and (ii) is amenable to the inclusion of integrability breaking terms, allowing a perturbation theory from a controlled starting point. Thus, we exemplarily study dynamical spin correlations of the honeycomb Kitaev quantum spin liquid within the K -J -Γ model, which includes Heisenberg and symmetric-anisotropic (pseudodipolar) interactions. This allows us to trace changes of the correlations in the regime of slowly moving fluxes, where the theory captures the dominant deviations when integrability is lost. These include an asymmetric shift together with a broadening of the dominant peak in the response as a function of frequency, the generation of further-neighbor correlations and their structure in real and spin space, and a resulting loss of an approximate rotational symmetry of the structure factor in reciprocal space. We discuss the limitations of this approach and also view the neutron-scattering experiments on the putative proximate quantum spin-liquid material α -RuCl3 in the light of the results from this extended parton theory.

  5. Accurate mean-field modeling of the Barkhausen noise power in ferromagnetic materials, using a positive-feedback theory of ferromagnetism

    Science.gov (United States)

    Harrison, R. G.

    2015-07-01

    A mean-field positive-feedback (PFB) theory of ferromagnetism is used to explain the origin of Barkhausen noise (BN) and to show why it is most pronounced in the irreversible regions of the hysteresis loop. By incorporating the ABBM-Sablik model of BN into the PFB theory, we obtain analytical solutions that simultaneously describe both the major hysteresis loop and, by calculating separate expressions for the differential susceptibility in the irreversible and reversible regions, the BN power response at all points of the loop. The PFB theory depends on summing components of the applied field, in particular, the non-monotonic field-magnetization relationship characterizing hysteresis, associated with physical processes occurring in the material. The resulting physical model is then validated by detailed comparisons with measured single-peak BN data in three different steels. It also agrees with the well-known influence of a demagnetizing field on the position and shape of these peaks. The results could form the basis of a physics-based method for modeling and understanding the significance of the observed single-peak (and in multi-constituent materials, multi-peak) BN envelope responses seen in contemporary applications of BN, such as quality control in manufacturing, non-destructive testing, and monitoring the microstructural state of ferromagnetic materials.

  6. 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

  7. 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

  8. Renormalization in the stochastic quantization of field theories

    International Nuclear Information System (INIS)

    Brunelli, J.C.

    1991-01-01

    In the stochastic quantization scheme of Parisi and Wu the renormalization of the stochastic theory of some models in field theory is studied. Following the path integral approach for stochastic process the 1/N expansion of the non linear sigma model is performed and, using a Ward identity obtained, from a BRS symmetry of the effective action of this formulation. It is shown the renormalizability of the model. Using the Langevin approach for stochastic process the renormalizability of the massive Thirring model is studied showing perturbatively the vanishing of the renormalization group's beta functions at finite fictitious time. (author)

  9. 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.)

  10. 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.)

  11. Stochastic density functional theory at finite temperatures

    Science.gov (United States)

    Cytter, Yael; Rabani, Eran; Neuhauser, Daniel; Baer, Roi

    2018-03-01

    Simulations in the warm dense matter regime using finite temperature Kohn-Sham density functional theory (FT-KS-DFT), while frequently used, are computationally expensive due to the partial occupation of a very large number of high-energy KS eigenstates which are obtained from subspace diagonalization. We have developed a stochastic method for applying FT-KS-DFT, that overcomes the bottleneck of calculating the occupied KS orbitals by directly obtaining the density from the KS Hamiltonian. The proposed algorithm scales as O (" close=")N3T3)">N T-1 and is compared with the high-temperature limit scaling O 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 ...

  12. 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.

  13. 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.

  14. Stochastic space-time and quantum theory

    International Nuclear Information System (INIS)

    Frederick, C.

    1976-01-01

    Much of quantum mechanics may be derived if one adopts a very strong form of Mach's principle such that in the absence of mass, space-time becomes not flat, but stochastic. This is manifested in the metric tensor which is considered to be a collection of stochastic variables. The stochastic-metric assumption is sufficient to generate the spread of the wave packet in empty space. If one further notes that all observations of dynamical variables in the laboratory frame are contravariant components of tensors, and if one assumes that a Lagrangian can be constructed, then one can obtain an explanation of conjugate variables and also a derivation of the uncertainty principle. Finally the superposition of stochastic metrics and the identification of root -g in the four-dimensional invariant volume element root -g dV as the indicator of relative probability yields the phenomenon of interference as will be described for the two-slit experiment

  15. 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.

  16. 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

  17. 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...

  18. Mean-field lattice trees

    NARCIS (Netherlands)

    Borgs, C.; Chayes, J.T.; Hofstad, van der R.W.; Slade, G.

    1999-01-01

    We introduce a mean-field model of lattice trees based on embeddings into d of abstract trees having a critical Poisson offspring distribution. This model provides a combinatorial interpretation for the self-consistent mean-field model introduced previously by Derbez and Slade [9], and provides an

  19. 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.

  1. 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.

  2. Fuzzy Stochastic Optimization Theory, Models and Applications

    CERN Document Server

    Wang, Shuming

    2012-01-01

    Covering in detail both theoretical and practical perspectives, this book is a self-contained and systematic depiction of current fuzzy stochastic optimization that deploys the fuzzy random variable as a core mathematical tool to model the integrated fuzzy random uncertainty. It proceeds in an orderly fashion from the requisite theoretical aspects of the fuzzy random variable to fuzzy stochastic optimization models and their real-life case studies.   The volume reflects the fact that randomness and fuzziness (or vagueness) are two major sources of uncertainty in the real world, with significant implications in a number of settings. In industrial engineering, management and economics, the chances are high that decision makers will be confronted with information that is simultaneously probabilistically uncertain and fuzzily imprecise, and optimization in the form of a decision must be made in an environment that is doubly uncertain, characterized by a co-occurrence of randomness and fuzziness. This book begins...

  3. Stochastic aspects of Lanchester's theory of warfare

    OpenAIRE

    Kingman, J. F. C.

    2002-01-01

    A Markov chain model for a battle between two opposing forces is formulated, which is a stochastic version of one studied by F. W. Lanchester. Solutions of the backward equations for the final state yield martingales and stopping identities, but a more powerful technique is a time-reversal analogue of a known method for studying urn models. A general version of a remarkable result of Williams and McIlroy (1998) is proved.

  4. 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

  5. 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

  6. Nonasymptotic mean-field games

    KAUST Repository

    Tembine, Hamidou

    2014-01-01

    a mean-field framework that is suitable not only for large systems but also for a small world with few number of entities. The applicability of the proposed framework is illustrated through various examples including dynamic auction with asymmetric

  7. Nonlocal quantum field theory and stochastic quantum mechanics

    International Nuclear Information System (INIS)

    Namsrai, K.

    1986-01-01

    This volume presents a systematic development of the implications to both quantum mechanics and quantum field theory of the hypothesis of a stochastic structure of space-time. Some applications to elementary particle physics are also considered. Part 1 is concerned with nonlocal quantum field theory and, among other topics, deals with quantized fields, electromagnetic and weak processes, the Schroedinger equation, and functional methods and their applications. Part 2 presents an introduction to stochastic mechanics and many specific problems of interest are discussed. (Auth.)

  8. Mean Field Type Control with Congestion

    Energy Technology Data Exchange (ETDEWEB)

    Achdou, Yves, E-mail: achdou@ljll.univ-paris-diderot.fr; Laurière, Mathieu [Univ. Paris Diderot, Sorbonne Paris Cité, Laboratoire Jacques-Louis Lions, UMR 7598, UPMC, CNRS (France)

    2016-06-15

    We analyze some systems of partial differential equations arising in the theory of mean field type control with congestion effects. We look for weak solutions. Our main result is the existence and uniqueness of suitably defined weak solutions, which are characterized as the optima of two optimal control problems in duality.

  9. 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.

  10. 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.)

  11. Spatiotemporal Stochastic Resonance:Theory and Experiment

    Science.gov (United States)

    Peter, Jung

    1996-03-01

    The amplification of weak periodic signals in bistable or excitable systems via stochastic resonance has been studied intensively over the last years. We are going one step further and ask: Can noise enhance spatiotemporal patterns in excitable media and can this effect be observed in nature? To this end, we are looking at large, two dimensional arrays of coupled excitable elements. Due to the coupling, excitation can propagate through the array in form of nonlinear waves. We observe target waves, rotating spiral waves and other wave forms. If the coupling between the elements is below a critical threshold, any excitational pattern will die out in the absence of noise. Below this threshold, large scale rotating spiral waves - as they are observed above threshold - can be maintained by a proper level of the noise[1]. Furthermore, their geometric features, such as the curvature can be controlled by the homogeneous noise level[2]. If the noise level is too large, break up of spiral waves and collisions with spontaneously nucleated waves yields spiral turbulence. Driving our array with a spatiotemporal pattern, e.g. a rotating spiral wave, we show that for weak coupling the excitational response of the array shows stochastic resonance - an effect we have termed spatiotemporal stochastic resonance. In the last part of the talk I'll make contact with calcium waves, observed in astrocyte cultures and hippocampus slices[3]. A. Cornell-Bell and collaborators[3] have pointed out the role of calcium waves for long-range glial signaling. We demonstrate the similarity of calcium waves with nonlinear waves in noisy excitable media. The noise level in the tissue is characterized by spontaneous activity and can be controlled by applying neuro-transmitter substances[3]. Noise effects in our model are compared with the effect of neuro-transmitters on calcium waves. [1]P. Jung and G. Mayer-Kress, CHAOS 5, 458 (1995). [2]P. Jung and G. Mayer-Kress, Phys. Rev. Lett.62, 2682 (1995). [3

  12. 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)

  13. 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

  14. Co-non-solvency: Mean-field polymer theory does not describe polymer collapse transition in a mixture of two competing good solvents

    Energy Technology Data Exchange (ETDEWEB)

    Mukherji, Debashish; Stuehn, Torsten; Kremer, Kurt [Max-Planck Institut für Polymerforschung, Ackermannweg 10, 55128 Mainz (Germany); Marques, Carlos M. [Max-Planck Institut für Polymerforschung, Ackermannweg 10, 55128 Mainz (Germany); Institut Charles Sadron, Université de Strasbourg, CNRS, Strasbourg (France)

    2015-03-21

    Smart polymers are a modern class of polymeric materials that often exhibit unpredictable behavior in mixtures of solvents. One such phenomenon is co-non-solvency. Co-non-solvency occurs when two (perfectly) miscible and competing good solvents, for a given polymer, are mixed together. As a result, the same polymer collapses into a compact globule within intermediate mixing ratios. More interestingly, polymer collapses when the solvent quality remains good and even gets increasingly better by the addition of the better cosolvent. This is a puzzling phenomenon that is driven by strong local concentration fluctuations. Because of the discrete particle based nature of the interactions, Flory-Huggins type mean field arguments become unsuitable. In this work, we extend the analysis of the co-non-solvency effect presented earlier [D. Mukherji et al., Nat. Commun. 5, 4882 (2014)]. We explain why co-non-solvency is a generic phenomenon, which can only be understood by the thermodynamic treatment of the competitive displacement of (co)solvent components. This competition can result in a polymer collapse upon improvement of the solvent quality. Specific chemical details are not required to understand these complex conformational transitions. Therefore, a broad range of polymers are expected to exhibit similar reentrant coil-globule-coil transitions in competing good solvents.

  15. Co-non-solvency: Mean-field polymer theory does not describe polymer collapse transition in a mixture of two competing good solvents

    International Nuclear Information System (INIS)

    Mukherji, Debashish; Stuehn, Torsten; Kremer, Kurt; Marques, Carlos M.

    2015-01-01

    Smart polymers are a modern class of polymeric materials that often exhibit unpredictable behavior in mixtures of solvents. One such phenomenon is co-non-solvency. Co-non-solvency occurs when two (perfectly) miscible and competing good solvents, for a given polymer, are mixed together. As a result, the same polymer collapses into a compact globule within intermediate mixing ratios. More interestingly, polymer collapses when the solvent quality remains good and even gets increasingly better by the addition of the better cosolvent. This is a puzzling phenomenon that is driven by strong local concentration fluctuations. Because of the discrete particle based nature of the interactions, Flory-Huggins type mean field arguments become unsuitable. In this work, we extend the analysis of the co-non-solvency effect presented earlier [D. Mukherji et al., Nat. Commun. 5, 4882 (2014)]. We explain why co-non-solvency is a generic phenomenon, which can only be understood by the thermodynamic treatment of the competitive displacement of (co)solvent components. This competition can result in a polymer collapse upon improvement of the solvent quality. Specific chemical details are not required to understand these complex conformational transitions. Therefore, a broad range of polymers are expected to exhibit similar reentrant coil-globule-coil transitions in competing good solvents

  16. Nonasymptotic mean-field games

    KAUST Repository

    Tembine, Hamidou

    2014-01-01

    propose a mean-field framework that is suitable not only for large systems but also for a small world with few number of entities. The applicability of the proposed framework is illustrated through a dynamic auction with asymmetric valuation distributions.

  17. 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...

  18. 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.

  19. 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.

  20. 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.

  1. 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.

  2. Stochastic field theory and finite-temperature supersymmetry

    International Nuclear Information System (INIS)

    Ghosh, P.; Bandyopadhyay, P.

    1988-01-01

    The finite-temperature behavior of supersymmetry is considered from the viewpoint of stochastic field theory. To this end, it is considered that Nelson's stochastic mechanics may be generalized to the quantization of a Fermi field when the classical analog of such a field is taken to be a scalar nonlocal field where the internal space is anisotropic in nature such that when quantized this gives rise to two internal helicities corresponding to fermion and antifermion. Stochastic field theory at finite temperature is then formulated from stochastic mechanics which incorporates Brownian motion in the external space as well as in the internal space of a particle. It is shown that when the anisotropy of the internal space is suppressed so that the internal time ξ 0 vanishes and the internal space variables are integrated out one has supersymmetry at finite temperature. This result is true for T = 0, also. However, at this phase equilibrium will be destroyed. Thus for a random process van Hove's result involving quantum mechanical operators, i.e., that when supersymmetry remains unbroken at T = 0 it will also remain unbroken at Tnot =0, occurs. However, this formalism indicates that when at T = 0 broken supersymmetry results, supersymmetry may be restored at a critical temperature T/sub c/

  3. 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.

  4. Nonasymptotic mean-field games

    KAUST Repository

    Tembine, Hamidou

    2014-12-01

    Mean-field games have been studied under the assumption of very large number of players. For such large systems, the basic idea consists to approximate large games by a stylized game model with a continuum of players. The approach has been shown to be useful in some applications. However, the stylized game model with continuum of decision-makers is rarely observed in practice and the approximation proposed in the asymptotic regime is meaningless for networked systems with few entities. In this paper we propose a mean-field framework that is suitable not only for large systems but also for a small world with few number of entities. The applicability of the proposed framework is illustrated through a dynamic auction with asymmetric valuation distributions.

  5. Nonasymptotic mean-field games

    KAUST Repository

    Tembine, Hamidou

    2014-12-01

    Mean-field games have been studied under the assumption of very large number of players. For such large systems, the basic idea consists of approximating large games by a stylized game model with a continuum of players. The approach has been shown to be useful in some applications. However, the stylized game model with continuum of decision-makers is rarely observed in practice and the approximation proposed in the asymptotic regime is meaningless for networks with few entities. In this paper, we propose a mean-field framework that is suitable not only for large systems but also for a small world with few number of entities. The applicability of the proposed framework is illustrated through various examples including dynamic auction with asymmetric valuation distributions, and spiteful bidders.

  6. 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

  7. 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.)

  8. 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...

  9. Ab initio, mean field theory and series expansions calculations study of electronic and magnetic properties of antiferromagnetic MnSe alloys

    Energy Technology Data Exchange (ETDEWEB)

    Masrour, R., E-mail: rachidmasrour@hotmail.com [Laboratory of Materials, Processes, Environment and Quality, Cady Ayyed University, National School of Applied Sciences, BP. 63, 46000 Safi (Morocco); LMPHE (URAC 12), Faculty of Science, Mohammed V-Agdal University, Rabat (Morocco); Hlil, E.K. [Institut Néel, CNRS et Université Joseph Fourier, BP 166, F-38042 Grenoble Cedex 9 (France); Hamedoun, M. [Institute of Nanomaterials and Nanotechnologies, MAScIR, Rabat (Morocco); Benyoussef, A. [LMPHE (URAC 12), Faculty of Science, Mohammed V-Agdal University, Rabat (Morocco); Institute of Nanomaterials and Nanotechnologies, MAScIR, Rabat (Morocco); Hassan II Academy of Science and Technology, Rabat (Morocco); Mounkachi, O.; El Moussaoui, H. [Institute of Nanomaterials and Nanotechnologies, MAScIR, Rabat (Morocco)

    2014-06-01

    Self-consistent ab initio calculations, based on DFT (Density Functional Theory) approach and using FLAPW (Full potential Linear Augmented Plane Wave) method, are performed to investigate both electronic and magnetic properties of the MnSe lattice. Polarized spin and spin–orbit coupling are included in calculations within the framework of the antiferromagnetic state between two adjacent Mn lattices. Magnetic moments considered to lie along (001) axes are computed. Obtained data from ab initio calculations are used as input for the high temperature series expansions (HTSEs) calculations to compute other magnetic parameters. The zero-field high temperature static susceptibility series of the spin −4.28 nearest-neighbor Ising model on face centered cubic (fcc) and lattices is thoroughly analyzed by means of a power series coherent anomaly method (CAM). The exchange interaction between the magnetic atoms and the Néel temperature are deduced using the mean filed and HTSEs theories. - Highlights: • Ab initio calculations are used to investigate both electronic and magnetic properties of the MnSe alloys. • Obtained data from ab initio calculations are used as input for the HTSEs. • The Néel temperature is obtained for MnSe alloys.

  10. 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

  11. 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.

  12. The theory of stochastic processes I

    CERN Document Server

    Gihman, Iosif Il’ich

    2004-01-01

    From the Reviews: "Gihman and Skorohod have done an excellent job of presenting the theory in its present state of rich imperfection." D.W. Stroock in Bulletin of the American Mathematical Society, 1980 "To call this work encyclopedic would not give an accurate picture of its content and style. Some parts read like a textbook, but others are more technical and contain relatively new results. ... The exposition is robust and explicit, as one has come to expect of the Russian tradition of mathematical writing. The set when completed will be an invaluable source of information and reference in this ever-expanding field" K.L. Chung in American Scientist, 1977 "..., the subject has grown enormously since 1953, and there will never be a true successor to Doob's book, but Gihman and Skorohod's three volumes will, I think, occupy a rather similar position as an invaluable tool of reference for all probability theorists. ... The dominant impression is of the authors' mastery of their material, and of their confident i...

  13. A new effective correlation mean-field theory for the ferromagnetic spin-1 Blume-Capel model in a transverse crystal field

    Science.gov (United States)

    Roberto Viana, J.; Rodriguez Salmon, Octavio D.; Neto, Minos A.; Carvalho, Diego C.

    2018-02-01

    A new approximation technique is developed so as to study the quantum ferromagnetic spin-1 Blume-Capel model in the presence of a transverse crystal field in the square lattice. Our proposal consists of approaching the spin system by considering islands of finite clusters whose frontiers are surrounded by noninteracting spins that are treated by the effective-field theory. The resulting phase diagram is qualitatively correct, in contrast to most effective-field treatments, in which the first-order line exhibits spurious behavior by not being perpendicular to the anisotropy axis at low-temperatures. The effect of the transverse anisotropy is also verified by the presence of quantum phase transitions. The possibility of using larger sizes constitutes an advantage to other approaches where the implementation of larger sizes is computationally costly.

  14. A General Theory of Markovian Time Inconsistent Stochastic Control Problems

    DEFF Research Database (Denmark)

    Björk, Tomas; Murgochi, Agatha

    We develop a theory for stochastic control problems which, in various ways, are time inconsistent in the sense that they do not admit a Bellman optimality principle. We attach these problems by viewing them within a game theoretic framework, and we look for Nash subgame perfect equilibrium points...... examples of time inconsistency in the literature are easily seen to be special cases of the present theory. We also prove that for every time inconsistent problem, there exists an associated time consistent problem such that the optimal control and the optimal value function for the consistent problem...

  15. Elements of queueing theory palm martingale calculus and stochastic recurrences

    CERN Document Server

    Baccelli, François

    2003-01-01

    The Palm theory and the Loynes theory of stationary systems are the two pillars of the modern approach to queuing. This book, presenting the mathematical foundations of the theory of stationary queuing systems, contains a thorough treatment of both of these. This approach helps to clarify the picture, in that it separates the task of obtaining the key system formulas from that of proving convergence to a stationary state and computing its law. The theory is constantly illustrated by classical results and models: Pollaczek-Khintchin and Tacacs formulas, Jackson and Gordon-Newell networks, multiserver queues, blocking queues, loss systems etc., but it also contains recent and significant examples, where the tools developed turn out to be indispensable. Several other mathematical tools which are useful within this approach are also presented, such as the martingale calculus for point processes, or stochastic ordering for stationary recurrences. This thoroughly revised second edition contains substantial addition...

  16. Mean field interaction in biochemical reaction networks

    KAUST Repository

    Tembine, Hamidou; Tempone, Raul; Vilanova, Pedro

    2011-01-01

    In this paper we establish a relationship between chemical dynamics and mean field game dynamics. We show that chemical reaction networks can be studied using noisy mean field limits. We provide deterministic, noisy and switching mean field limits

  17. Wilson loops to 20th order numerical stochastic perturbation theory

    Energy Technology Data Exchange (ETDEWEB)

    Horsley, R. [Edinburgh Univ. (United Kingdom). School of Physics; Hotzel, G.; Perlt, H.; Schiller, A. [Leipzig Univ. (Germany). Inst. fuer Theoretische Physik; Ilgenfritz, E.M. [Humboldt-Universitaet, Berlin (Germany). Inst. fuer Physik; Joint Institute for Nuclear Research, VBLHEP, Dubna (Russian Federation); Millo, R.; Rakow, P.E.L. [Liverpool Univ. (Germany). Theoretical Physics Div.; Nakamura, Y. [RIKEN Advanced Institute for Computational Science, Kobe, Hyogo (Japan); Schierholz, G. [Deutsches Elektronen-Synchrotron (DESY), Hamburg (Germany)

    2012-05-15

    We calculate Wilson loops of various sizes up to 20 loops in SU(3) pure lattice gauge theory at different lattice sizes for Wilson gauge action using the technique of numerical stochastic perturbation theory. This allows us to investigate the perturbative series for various Wilson loops at high loop orders. We observe differences in the behavior of those series as function of the loop order. Up to n=20 we do not find evidence for the factorial growth of the expansion coefficients often assumed to characterize an asymptotic series. Based on the actually observed behavior we sum the series in a model parametrized by hypergeometric functions. Alternatively we estimate the total series in boosted perturbation theory using information from the first 14 loops. We introduce generalized ratios of Wilson loops of different sizes. Together with the corresponding Wilson loops from standard Monte Carlo measurements they enable us to assess their non-perturbative parts.

  18. Bubble nuclei in relativistic mean field theory

    International Nuclear Information System (INIS)

    Shukla, A.; Aberg, S.; Patra, S.K.

    2011-01-01

    Bubble nuclei are characterized by a depletion of their central density, i.e. the formation of the proton or neutron void and subsequently forming proton or neutron bubble nuclei. Possibility of the formation of bubble nuclei has been explored through different nuclear models and in different mass regions. Advancements in experimental nuclear physics has led our experimental access to many new shapes and structures, which were inaccessible hitherto. In the present paper, the possibility of observing nuclear bubble in oxygen isotopes, particularly for 22 O has been studied

  19. Nuclear structure using relativistic mean field theory

    International Nuclear Information System (INIS)

    Maharana, J.P.; Warrier, L.S.; Gambhir, Y.K.

    1995-01-01

    The ground state binding energies of the studied Kr isotopes are well in agreement with the experiment and the variations of the nucleon single particle energies and occupancies are found to be as expected. (author). 10 refs., 12 figs

  20. Mean field methods for cortical network dynamics

    DEFF Research Database (Denmark)

    Hertz, J.; Lerchner, Alexander; Ahmadi, M.

    2004-01-01

    We review the use of mean field theory for describing the dynamics of dense, randomly connected cortical circuits. For a simple network of excitatory and inhibitory leaky integrate- and-fire neurons, we can show how the firing irregularity, as measured by the Fano factor, increases...... with the strength of the synapses in the network and with the value to which the membrane potential is reset after a spike. Generalizing the model to include conductance-based synapses gives insight into the connection between the firing statistics and the high- conductance state observed experimentally in visual...

  1. 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.

  2. 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)

  3. 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.

  4. 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.

  5. Linear kinetic theory and particle transport in stochastic mixtures

    International Nuclear Information System (INIS)

    Pomraning, G.C.

    1994-03-01

    The primary goal in this research is to develop a comprehensive theory of linear transport/kinetic theory in a stochastic mixture of solids and immiscible fluids. The statistics considered correspond to N-state discrete random variables for the interaction coefficients and sources, with N denoting the number of components of the mixture. The mixing statistics studied are Markovian as well as more general statistics, such as renewal processes. A further goal of this work is to demonstrate the applicability of the formalism to real world engineering problems. This three year program was initiated June 15, 1993 and has been underway nine months. Many significant results have been obtained, both in the formalism development and in representative applications. These results are summarized by listing the archival publications resulting from this grant, including the abstracts taken directly from the papers

  6. 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.

  7. 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.

  8. A stochastic perturbation theory for non-autonomous systems

    Energy Technology Data Exchange (ETDEWEB)

    Moon, W., E-mail: wm275@damtp.cam.ac.uk [Yale University, New Haven, Connecticut 06520-8109 (United States); Wettlaufer, J. S., E-mail: wettlaufer@maths.ox.ac.uk [Yale University, New Haven, Connecticut 06520-8109 (United States); Mathematical Institute, University of Oxford, Oxford OX2 6GG (United Kingdom)

    2013-12-15

    We develop a perturbation theory for a class of first order nonlinear non-autonomous stochastic ordinary differential equations that arise in climate physics. The perturbative procedure produces moments in terms of integral delay equations, whose order by order decay is characterized in a Floquet-like sense. Both additive and multiplicative sources of noise are discussed and the question of how the nature of the noise influences the results is addressed theoretically and numerically. By invoking the Martingale property, we rationalize the transformation of the underlying Stratonovich form of the model to an Ito form, independent of whether the noise is additive or multiplicative. The generality of the analysis is demonstrated by developing it both for a Brownian particle moving in a periodically forced quartic potential, which acts as a simple model of stochastic resonance, as well as for our more complex climate physics model. The validity of the approach is shown by comparison with numerical solutions. The particular climate dynamics problem upon which we focus involves a low-order model for the evolution of Arctic sea ice under the influence of increasing greenhouse gas forcing ΔF{sub 0}. The deterministic model, developed by Eisenman and Wettlaufer [“Nonlinear threshold behavior during the loss of Arctic sea ice,” Proc. Natl. Acad. Sci. U.S.A. 106(1), 28–32 (2009)] exhibits several transitions as ΔF{sub 0} increases and the stochastic analysis is used to understand the manner in which noise influences these transitions and the stability of the system.

  9. Mean field interaction in biochemical reaction networks

    KAUST Repository

    Tembine, Hamidou

    2011-09-01

    In this paper we establish a relationship between chemical dynamics and mean field game dynamics. We show that chemical reaction networks can be studied using noisy mean field limits. We provide deterministic, noisy and switching mean field limits and illustrate them with numerical examples. © 2011 IEEE.

  10. Stochastic quantization of the Kink solution of phi4 field theory

    International Nuclear Information System (INIS)

    Kates, R.; Rosenblum, A.

    1989-01-01

    The method of Parisi-Wu Stochastic quantization in quantum field theory is compared to earlier work in classical field equations. The method is applied to solve for the propagator for Phi 4 field theory by perturbing the Kink solution

  11. 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)

  12. Stochastic many-body perturbation theory for anharmonic molecular vibrations

    Energy Technology Data Exchange (ETDEWEB)

    Hermes, Matthew R. [Department of Chemistry, University of Illinois at Urbana-Champaign, 600 South Mathews Avenue, Urbana, Illinois 61801 (United States); Hirata, So, E-mail: sohirata@illinois.edu [Department of Chemistry, University of Illinois at Urbana-Champaign, 600 South Mathews Avenue, Urbana, Illinois 61801 (United States); CREST, Japan Science and Technology Agency, 4-1-8 Honcho, Kawaguchi, Saitama 332-0012 (Japan)

    2014-08-28

    A new quantum Monte Carlo (QMC) method for anharmonic vibrational zero-point energies and transition frequencies is developed, which combines the diagrammatic vibrational many-body perturbation theory based on the Dyson equation with Monte Carlo integration. The infinite sums of the diagrammatic and thus size-consistent first- and second-order anharmonic corrections to the energy and self-energy are expressed as sums of a few m- or 2m-dimensional integrals of wave functions and a potential energy surface (PES) (m is the vibrational degrees of freedom). Each of these integrals is computed as the integrand (including the value of the PES) divided by the value of a judiciously chosen weight function evaluated on demand at geometries distributed randomly but according to the weight function via the Metropolis algorithm. In this way, the method completely avoids cumbersome evaluation and storage of high-order force constants necessary in the original formulation of the vibrational perturbation theory; it furthermore allows even higher-order force constants essentially up to an infinite order to be taken into account in a scalable, memory-efficient algorithm. The diagrammatic contributions to the frequency-dependent self-energies that are stochastically evaluated at discrete frequencies can be reliably interpolated, allowing the self-consistent solutions to the Dyson equation to be obtained. This method, therefore, can compute directly and stochastically the transition frequencies of fundamentals and overtones as well as their relative intensities as pole strengths, without fixed-node errors that plague some QMC. It is shown that, for an identical PES, the new method reproduces the correct deterministic values of the energies and frequencies within a few cm{sup −1} and pole strengths within a few thousandths. With the values of a PES evaluated on the fly at random geometries, the new method captures a noticeably greater proportion of anharmonic effects.

  13. Superheavy nuclei: a relativistic mean field outlook

    International Nuclear Information System (INIS)

    Afanasjev, A.V.

    2006-01-01

    The analysis of quasi-particle spectra in the heaviest A∼250 nuclei with spectroscopic data provides an additional constraint for the choice of effective interaction for the description of superheavy nuclei. It strongly suggests that only the parametrizations which predict Z = 120 and N = 172 as shell closures are reliable for superheavy nuclei within the relativistic mean field theory. The influence of the central depression in the density distribution of spherical superheavy nuclei on the shell structure is studied. A large central depression produces large shell gaps at Z = 120 and N = 172. The shell gaps at Z = 126 and N = 184 are favoured by a flat density distribution in the central part of the nucleus. It is shown that approximate particle number projection (PNP) by means of the Lipkin-Nogami (LN) method removes pairing collapse seen at these gaps in the calculations without PNP

  14. Mean-field Ensemble Kalman Filter

    KAUST Repository

    Law, Kody

    2015-01-07

    A proof of convergence of the standard EnKF generalized to non-Gaussian state space models is provided. A density-based deterministic approximation of the mean-field limiting EnKF (MFEnKF) is proposed, consisting of a PDE solver and a quadrature rule. Given a certain minimal order of convergence between the two, this extends to the deterministic filter approximation, which is therefore asymptotically superior to standard EnKF for d < 2 . The fidelity of approximation of the true distribution is also established using an extension of total variation metric to random measures. This is limited by a Gaussian bias term arising from non-linearity/non-Gaussianity of the model, which arises in both deterministic and standard EnKF. Numerical results support and extend the theory.

  15. Matrix models and stochastic growth in Donaldson-Thomas theory

    Energy Technology Data Exchange (ETDEWEB)

    Szabo, Richard J. [Department of Mathematics, Heriot-Watt University, Colin Maclaurin Building, Riccarton, Edinburgh EH14 4AS, United Kingdom and Maxwell Institute for Mathematical Sciences, Edinburgh (United Kingdom); Tierz, Miguel [Grupo de Fisica Matematica, Complexo Interdisciplinar da Universidade de Lisboa, Av. Prof. Gama Pinto, 2, PT-1649-003 Lisboa (Portugal); Departamento de Analisis Matematico, Facultad de Ciencias Matematicas, Universidad Complutense de Madrid, Plaza de Ciencias 3, 28040 Madrid (Spain)

    2012-10-15

    We show that the partition functions which enumerate Donaldson-Thomas invariants of local toric Calabi-Yau threefolds without compact divisors can be expressed in terms of specializations of the Schur measure. We also discuss the relevance of the Hall-Littlewood and Jack measures in the context of BPS state counting and study the partition functions at arbitrary points of the Kaehler moduli space. This rewriting in terms of symmetric functions leads to a unitary one-matrix model representation for Donaldson-Thomas theory. We describe explicitly how this result is related to the unitary matrix model description of Chern-Simons gauge theory. This representation is used to show that the generating functions for Donaldson-Thomas invariants are related to tau-functions of the integrable Toda and Toeplitz lattice hierarchies. The matrix model also leads to an interpretation of Donaldson-Thomas theory in terms of non-intersecting paths in the lock-step model of vicious walkers. We further show that these generating functions can be interpreted as normalization constants of a corner growth/last-passage stochastic model.

  16. Matrix models and stochastic growth in Donaldson-Thomas theory

    International Nuclear Information System (INIS)

    Szabo, Richard J.; Tierz, Miguel

    2012-01-01

    We show that the partition functions which enumerate Donaldson-Thomas invariants of local toric Calabi-Yau threefolds without compact divisors can be expressed in terms of specializations of the Schur measure. We also discuss the relevance of the Hall-Littlewood and Jack measures in the context of BPS state counting and study the partition functions at arbitrary points of the Kähler moduli space. This rewriting in terms of symmetric functions leads to a unitary one-matrix model representation for Donaldson-Thomas theory. We describe explicitly how this result is related to the unitary matrix model description of Chern-Simons gauge theory. This representation is used to show that the generating functions for Donaldson-Thomas invariants are related to tau-functions of the integrable Toda and Toeplitz lattice hierarchies. The matrix model also leads to an interpretation of Donaldson-Thomas theory in terms of non-intersecting paths in the lock-step model of vicious walkers. We further show that these generating functions can be interpreted as normalization constants of a corner growth/last-passage stochastic model.

  17. 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.

  18. 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.

  19. Stochastic Reformulations of Linear Systems: Algorithms and Convergence Theory

    KAUST Repository

    Richtarik, Peter; Taká č, Martin

    2017-01-01

    We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete or continuous distribution over random matrices. Our reformulation has several equivalent interpretations, allowing for researchers from various communities to leverage their domain specific insights. In particular, our reformulation can be equivalently seen as a stochastic optimization problem, stochastic linear system, stochastic fixed point problem and a probabilistic intersection problem. We prove sufficient, and necessary and sufficient conditions for the reformulation to be exact. Further, we propose and analyze three stochastic algorithms for solving the reformulated problem---basic, parallel and accelerated methods---with global linear convergence rates. The rates can be interpreted as condition numbers of a matrix which depends on the system matrix and on the reformulation parameters. This gives rise to a new phenomenon which we call stochastic preconditioning, and which refers to the problem of finding parameters (matrix and distribution) leading to a sufficiently small condition number. Our basic method can be equivalently interpreted as stochastic gradient descent, stochastic Newton method, stochastic proximal point method, stochastic fixed point method, and stochastic projection method, with fixed stepsize (relaxation parameter), applied to the reformulations.

  20. Stochastic Reformulations of Linear Systems: Algorithms and Convergence Theory

    KAUST Repository

    Richtarik, Peter

    2017-06-04

    We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete or continuous distribution over random matrices. Our reformulation has several equivalent interpretations, allowing for researchers from various communities to leverage their domain specific insights. In particular, our reformulation can be equivalently seen as a stochastic optimization problem, stochastic linear system, stochastic fixed point problem and a probabilistic intersection problem. We prove sufficient, and necessary and sufficient conditions for the reformulation to be exact. Further, we propose and analyze three stochastic algorithms for solving the reformulated problem---basic, parallel and accelerated methods---with global linear convergence rates. The rates can be interpreted as condition numbers of a matrix which depends on the system matrix and on the reformulation parameters. This gives rise to a new phenomenon which we call stochastic preconditioning, and which refers to the problem of finding parameters (matrix and distribution) leading to a sufficiently small condition number. Our basic method can be equivalently interpreted as stochastic gradient descent, stochastic Newton method, stochastic proximal point method, stochastic fixed point method, and stochastic projection method, with fixed stepsize (relaxation parameter), applied to the reformulations.

  1. Stochastic cooling of bunched beams from fluctuation and kinetic theory

    International Nuclear Information System (INIS)

    Chattopadhyay, S.

    1982-09-01

    A theoretical formalism for stochastic phase-space cooling of bunched beams in storage rings is developed on the dual basis of classical fluctuation theory and kinetic theory of many-body systems in phase-space. The physics is that of a collection of three-dimensional oscillators coupled via retarded nonconservative interactions determined by an electronic feedback loop. At the heart of the formulation is the existence of several disparate time-scales characterizing the cooling process. Both theoretical approaches describe the cooling process in the form of a Fokker-Planck transport equation in phase-space valid up to second order in the strength and first order in the auto-correlation of the cooling signal. With neglect of the collective correlations induced by the feedback loop, identical expressions are obtained in both cases for the coherent damping and Schottky noise diffusion coefficients. These are expressed in terms of Fourier coefficients in a harmonic decomposition in angle of the generalized nonconservative cooling force written in canonical action-angle variables of the particles in six-dimensional phase-space. Comparison of analytic results to a numerical simulation study with 90 pseudo-particles in a model cooling system is presented

  2. 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

  3. Curie temperature study of {Y(Fe_{1-\\it x} {Co_{\\it x})_2}} and {Zr(Fe_{1-\\it x} {Co_{\\it x})_2}} systems using mean field theory and Monte Carlo method

    Science.gov (United States)

    Wasilewski, Bartosz; Marciniak, Wojciech; Werwiński, Mirosław

    2018-05-01

    Cubic Laves phases including , , , and are considered as promising candidates for application in hydrogen storage and magnetic refrigeration. While and are ferromagnets, alloying with Co decreases magnetic moments and Curie temperatures (T C) of pseudobinary and systems, leading to the paramagnetic states of and . The following study focuses on the investigation of Curie temperature of the and system from first principles. To do it, Monte Carlo (MC) simulations and the mean field theory (MFT) based on the disordered local moments (DLM) calculations are used. The DLM-MFT results agree qualitatively with the experimental data from the literature and preserve the characteristic features of dependencies for both and . However, we have encountered complications in the Co-rich regions due to failure of the local density approximation (LDA) in describing the Co magnetic moment in the DLM state. The analysis of Fe–Fe exchange couplings for and phases indicates that the nearest-neighbor interactions play the main role in the formation of .

  4. Continuous time finite state mean field games

    KAUST Repository

    Gomes, Diogo A.; Mohr, Joana; Souza, Rafael Rigã o

    2013-01-01

    In this paper we consider symmetric games where a large number of players can be in any one of d states. We derive a limiting mean field model and characterize its main properties. This mean field limit is a system of coupled ordinary differential equations with initial-terminal data. For this mean field problem we prove a trend to equilibrium theorem, that is convergence, in an appropriate limit, to stationary solutions. Then we study an N+1-player problem, which the mean field model attempts to approximate. Our main result is the convergence as N→∞ of the mean field model and an estimate of the rate of convergence. We end the paper with some further examples for potential mean field games. © 2013 Springer Science+Business Media New York.

  5. Continuous time finite state mean field games

    KAUST Repository

    Gomes, Diogo A.

    2013-04-23

    In this paper we consider symmetric games where a large number of players can be in any one of d states. We derive a limiting mean field model and characterize its main properties. This mean field limit is a system of coupled ordinary differential equations with initial-terminal data. For this mean field problem we prove a trend to equilibrium theorem, that is convergence, in an appropriate limit, to stationary solutions. Then we study an N+1-player problem, which the mean field model attempts to approximate. Our main result is the convergence as N→∞ of the mean field model and an estimate of the rate of convergence. We end the paper with some further examples for potential mean field games. © 2013 Springer Science+Business Media New York.

  6. Continuous Time Finite State Mean Field Games

    Energy Technology Data Exchange (ETDEWEB)

    Gomes, Diogo A., E-mail: dgomes@math.ist.utl.pt [Instituto Superior Tecnico, Center for Mathematical Analysis, Geometry, and Dynamical Systems, Departamento de Matematica (Portugal); Mohr, Joana, E-mail: joana.mohr@ufrgs.br; Souza, Rafael Rigao, E-mail: rafars@mat.ufrgs.br [UFRGS, Instituto de Matematica (Brazil)

    2013-08-01

    In this paper we consider symmetric games where a large number of players can be in any one of d states. We derive a limiting mean field model and characterize its main properties. This mean field limit is a system of coupled ordinary differential equations with initial-terminal data. For this mean field problem we prove a trend to equilibrium theorem, that is convergence, in an appropriate limit, to stationary solutions. Then we study an N+1-player problem, which the mean field model attempts to approximate. Our main result is the convergence as N{yields}{infinity} of the mean field model and an estimate of the rate of convergence. We end the paper with some further examples for potential mean field games.

  7. Continuous Time Finite State Mean Field Games

    International Nuclear Information System (INIS)

    Gomes, Diogo A.; Mohr, Joana; Souza, Rafael Rigão

    2013-01-01

    In this paper we consider symmetric games where a large number of players can be in any one of d states. We derive a limiting mean field model and characterize its main properties. This mean field limit is a system of coupled ordinary differential equations with initial-terminal data. For this mean field problem we prove a trend to equilibrium theorem, that is convergence, in an appropriate limit, to stationary solutions. Then we study an N+1-player problem, which the mean field model attempts to approximate. Our main result is the convergence as N→∞ of the mean field model and an estimate of the rate of convergence. We end the paper with some further examples for potential mean field games

  8. Extended Deterministic Mean-Field Games

    KAUST Repository

    Gomes, Diogo A.

    2016-04-21

    In this paper, we consider mean-field games where the interaction of each player with the mean field takes into account not only the states of the players but also their collective behavior. To do so, we develop a random variable framework that is particularly convenient for these problems. We prove an existence result for extended mean-field games and establish uniqueness conditions. In the last section, we consider the Master Equation and discuss properties of its solutions.

  9. Extended Deterministic Mean-Field Games

    KAUST Repository

    Gomes, Diogo A.; Voskanyan, Vardan K.

    2016-01-01

    In this paper, we consider mean-field games where the interaction of each player with the mean field takes into account not only the states of the players but also their collective behavior. To do so, we develop a random variable framework that is particularly convenient for these problems. We prove an existence result for extended mean-field games and establish uniqueness conditions. In the last section, we consider the Master Equation and discuss properties of its solutions.

  10. Mean-field models and exotic nuclei

    Energy Technology Data Exchange (ETDEWEB)

    Bender, M; Buervenich, T; Maruhn, J A; Greiner, W [Inst. fuer Theoretische Physik, Univ. Frankfurt (Germany); Rutz, K [Inst. fuer Theoretische Physik, Univ. Frankfurt (Germany); [Gesellschaft fuer Schwerionenforschung mbH, Darmstadt (Germany); Reinhard, P G [Inst. fuer Theoretische Physik, Univ. Erlangen (Germany)

    1998-06-01

    We discuss two widely used nuclear mean-field models, the relativistic mean-field model and the (nonrelativistic) Skyrme-Hartree-Fock model, and their capability to describe exotic nuclei. Test cases are superheavy nuclei and neutron-rich Sn isotopes. New information in this regime helps to fix hitherto loosely determined aspects of the models. (orig.)

  11. Mean-field models and exotic nuclei

    International Nuclear Information System (INIS)

    Bender, M.; Buervenich, T.; Maruhn, J.A.; Greiner, W.; Rutz, K.; Reinhard, P.G.

    1998-01-01

    We discuss two widely used nuclear mean-field models, the relativistic mean-field model and the (nonrelativistic) Skyrme-Hartree-Fock model, and their capability to describe exotic nuclei. Test cases are superheavy nuclei and neutron-rich Sn isotopes. New information in this regime helps to fix hitherto loosely determined aspects of the models. (orig.)

  12. Deterministic Mean-Field Ensemble Kalman Filtering

    KAUST Repository

    Law, Kody

    2016-05-03

    The proof of convergence of the standard ensemble Kalman filter (EnKF) from Le Gland, Monbet, and Tran [Large sample asymptotics for the ensemble Kalman filter, in The Oxford Handbook of Nonlinear Filtering, Oxford University Press, Oxford, UK, 2011, pp. 598--631] is extended to non-Gaussian state-space models. A density-based deterministic approximation of the mean-field limit EnKF (DMFEnKF) is proposed, consisting of a PDE solver and a quadrature rule. Given a certain minimal order of convergence k between the two, this extends to the deterministic filter approximation, which is therefore asymptotically superior to standard EnKF for dimension d<2k. The fidelity of approximation of the true distribution is also established using an extension of the total variation metric to random measures. This is limited by a Gaussian bias term arising from nonlinearity/non-Gaussianity of the model, which arises in both deterministic and standard EnKF. Numerical results support and extend the theory.

  13. Mean-field approach to unconventional superconductivity

    International Nuclear Information System (INIS)

    Sacks, William; Mauger, Alain; Noat, Yves

    2014-01-01

    Highlights: • A model Hamiltonian for unconventional superconductivity (SC) is proposed. • The pseudogap (PG) state is described in terms of pair fluctuations. • SC coherence is restored by a new pair–pair interaction, which counteracts fluctuations. • Given the temperature dependence of the parameters, the SC to PG transition is examined. • The theory fits the ‘peak–dip–hump’ features of cuprate and pnictide excitation spectra. - Abstract: We propose a model that connects the quasiparticle spectral function of high-T c superconductors to the condensation energy. Given the evidence for pair correlations above T c , we consider a coarse-grain Hamiltonian of fluctuating pairs describing the incoherent pseudogap (PG) state, together with a novel pair–pair interaction term that restores long-range superconducting (SC) coherence below T c . A mean-field solution then leads to a self-consistent gap equation containing the new pair–pair coupling. The corresponding spectral function A(k,E) reveals the characteristic peak–dip–hump features of cuprates, now observed on iron pnictides (LiFeAs). The continuous transition from SC to PG states is discussed

  14. Deterministic Mean-Field Ensemble Kalman Filtering

    KAUST Repository

    Law, Kody; Tembine, Hamidou; Tempone, Raul

    2016-01-01

    The proof of convergence of the standard ensemble Kalman filter (EnKF) from Le Gland, Monbet, and Tran [Large sample asymptotics for the ensemble Kalman filter, in The Oxford Handbook of Nonlinear Filtering, Oxford University Press, Oxford, UK, 2011, pp. 598--631] is extended to non-Gaussian state-space models. A density-based deterministic approximation of the mean-field limit EnKF (DMFEnKF) is proposed, consisting of a PDE solver and a quadrature rule. Given a certain minimal order of convergence k between the two, this extends to the deterministic filter approximation, which is therefore asymptotically superior to standard EnKF for dimension d<2k. The fidelity of approximation of the true distribution is also established using an extension of the total variation metric to random measures. This is limited by a Gaussian bias term arising from nonlinearity/non-Gaussianity of the model, which arises in both deterministic and standard EnKF. Numerical results support and extend the theory.

  15. 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

  16. 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...

  17. 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)

  18. 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.)

  19. 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.)

  20. Mean field games for cognitive radio networks

    KAUST Repository

    Tembine, Hamidou; Tempone, Raul; Vilanova, Pedro

    2012-01-01

    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

  1. Mean-field games for marriage

    KAUST Repository

    Bauso, Dario

    2014-05-07

    This article examines mean-field games for marriage. The results support the argument that optimizing the long-term well-being through effort and social feeling state distribution (mean-field) will help to stabilize 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. We illustrate numerically the influence of the couple\\'s network on their feeling states and their well-being. © 2014 Bauso et al.

  2. Mean field approach to nuclear structure

    International Nuclear Information System (INIS)

    Nazarewicz, W.; Tennessee Univ., Knoxville, TN

    1993-01-01

    Several examples of mean-field calculations, relevant to the recent and planned low-spin experimental works, are presented. The perspectives for future studies (mainly related to spectroscopy of exotic nuclei) are reviewd

  3. Weakly coupled mean-field game systems

    KAUST Repository

    Gomes, Diogo A.; Patrizi, Stefania

    2016-01-01

    Here, we prove the existence of solutions to first-order mean-field games (MFGs) arising in optimal switching. First, we use the penalization method to construct approximate solutions. Then, we prove uniform estimates for the penalized problem

  4. Mean-Field Games for Marriage

    Science.gov (United States)

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

    2014-01-01

    This article examines mean-field games for marriage. The results support the argument that optimizing the long-term well-being through effort and social feeling state distribution (mean-field) will help to stabilize 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. We illustrate numerically the influence of the couple’s network on their feeling states and their well-being. PMID:24804835

  5. Mean-field games for marriage

    KAUST Repository

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

    2014-01-01

    This article examines mean-field games for marriage. The results support the argument that optimizing the long-term well-being through effort and social feeling state distribution (mean-field) will help to stabilize 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. We illustrate numerically the influence of the couple's network on their feeling states and their well-being. © 2014 Bauso et al.

  6. Mean-field games for marriage.

    Directory of Open Access Journals (Sweden)

    Dario Bauso

    Full Text Available This article examines mean-field games for marriage. The results support the argument that optimizing the long-term well-being through effort and social feeling state distribution (mean-field will help to stabilize 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. We illustrate numerically the influence of the couple's network on their feeling states and their well-being.

  7. 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

  8. Reconsideration of r/K Selection Theory Using Stochastic Control Theory and Nonlinear Structured Population Models.

    Directory of Open Access Journals (Sweden)

    Ryo Oizumi

    Full Text Available Despite the fact that density effects and individual differences in life history are considered to be important for evolution, these factors lead to several difficulties in understanding the evolution of life history, especially when population sizes reach the carrying capacity. r/K selection theory explains what types of life strategies evolve in the presence of density effects and individual differences. However, the relationship between the life schedules of individuals and population size is still unclear, even if the theory can classify life strategies appropriately. To address this issue, we propose a few equations on adaptive life strategies in r/K selection where density effects are absent or present. The equations detail not only the adaptive life history but also the population dynamics. Furthermore, the equations can incorporate temporal individual differences, which are referred to as internal stochasticity. Our framework reveals that maximizing density effects is an evolutionarily stable strategy related to the carrying capacity. A significant consequence of our analysis is that adaptive strategies in both selections maximize an identical function, providing both population growth rate and carrying capacity. We apply our method to an optimal foraging problem in a semelparous species model and demonstrate that the adaptive strategy yields a lower intrinsic growth rate as well as a lower basic reproductive number than those obtained with other strategies. This study proposes that the diversity of life strategies arises due to the effects of density and internal stochasticity.

  9. Reconsideration of r/K Selection Theory Using Stochastic Control Theory and Nonlinear Structured Population Models.

    Science.gov (United States)

    Oizumi, Ryo; Kuniya, Toshikazu; Enatsu, Yoichi

    2016-01-01

    Despite the fact that density effects and individual differences in life history are considered to be important for evolution, these factors lead to several difficulties in understanding the evolution of life history, especially when population sizes reach the carrying capacity. r/K selection theory explains what types of life strategies evolve in the presence of density effects and individual differences. However, the relationship between the life schedules of individuals and population size is still unclear, even if the theory can classify life strategies appropriately. To address this issue, we propose a few equations on adaptive life strategies in r/K selection where density effects are absent or present. The equations detail not only the adaptive life history but also the population dynamics. Furthermore, the equations can incorporate temporal individual differences, which are referred to as internal stochasticity. Our framework reveals that maximizing density effects is an evolutionarily stable strategy related to the carrying capacity. A significant consequence of our analysis is that adaptive strategies in both selections maximize an identical function, providing both population growth rate and carrying capacity. We apply our method to an optimal foraging problem in a semelparous species model and demonstrate that the adaptive strategy yields a lower intrinsic growth rate as well as a lower basic reproductive number than those obtained with other strategies. This study proposes that the diversity of life strategies arises due to the effects of density and internal stochasticity.

  10. 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.  

  11. Master equations and the theory of stochastic path integrals

    Science.gov (United States)

    Weber, Markus F.; Frey, Erwin

    2017-04-01

    This review provides a pedagogic and self-contained introduction to master equations and to their representation by path integrals. Since the 1930s, master equations have served as a fundamental tool to understand the role of fluctuations in complex biological, chemical, and physical systems. Despite their simple appearance, analyses of master equations most often rely on low-noise approximations such as the Kramers-Moyal or the system size expansion, or require ad-hoc closure schemes for the derivation of low-order moment equations. We focus on numerical and analytical methods going beyond the low-noise limit and provide a unified framework for the study of master equations. After deriving the forward and backward master equations from the Chapman-Kolmogorov equation, we show how the two master equations can be cast into either of four linear partial differential equations (PDEs). Three of these PDEs are discussed in detail. The first PDE governs the time evolution of a generalized probability generating function whose basis depends on the stochastic process under consideration. Spectral methods, WKB approximations, and a variational approach have been proposed for the analysis of the PDE. The second PDE is novel and is obeyed by a distribution that is marginalized over an initial state. It proves useful for the computation of mean extinction times. The third PDE describes the time evolution of a ‘generating functional’, which generalizes the so-called Poisson representation. Subsequently, the solutions of the PDEs are expressed in terms of two path integrals: a ‘forward’ and a ‘backward’ path integral. Combined with inverse transformations, one obtains two distinct path integral representations of the conditional probability distribution solving the master equations. We exemplify both path integrals in analysing elementary chemical reactions. Moreover, we show how a well-known path integral representation of averaged observables can be recovered from

  12. Master equations and the theory of stochastic path integrals.

    Science.gov (United States)

    Weber, Markus F; Frey, Erwin

    2017-04-01

    This review provides a pedagogic and self-contained introduction to master equations and to their representation by path integrals. Since the 1930s, master equations have served as a fundamental tool to understand the role of fluctuations in complex biological, chemical, and physical systems. Despite their simple appearance, analyses of master equations most often rely on low-noise approximations such as the Kramers-Moyal or the system size expansion, or require ad-hoc closure schemes for the derivation of low-order moment equations. We focus on numerical and analytical methods going beyond the low-noise limit and provide a unified framework for the study of master equations. After deriving the forward and backward master equations from the Chapman-Kolmogorov equation, we show how the two master equations can be cast into either of four linear partial differential equations (PDEs). Three of these PDEs are discussed in detail. The first PDE governs the time evolution of a generalized probability generating function whose basis depends on the stochastic process under consideration. Spectral methods, WKB approximations, and a variational approach have been proposed for the analysis of the PDE. The second PDE is novel and is obeyed by a distribution that is marginalized over an initial state. It proves useful for the computation of mean extinction times. The third PDE describes the time evolution of a 'generating functional', which generalizes the so-called Poisson representation. Subsequently, the solutions of the PDEs are expressed in terms of two path integrals: a 'forward' and a 'backward' path integral. Combined with inverse transformations, one obtains two distinct path integral representations of the conditional probability distribution solving the master equations. We exemplify both path integrals in analysing elementary chemical reactions. Moreover, we show how a well-known path integral representation of averaged observables can be recovered from them. Upon

  13. The mean field in many body quantum physics

    International Nuclear Information System (INIS)

    Llano, M. de

    1984-01-01

    As an introduction to the quantum problem of many bodies we present a panoramic view of the most elementary theories called mean field theories. They comprise: i) the fermions ideal gas theory which implies, in a simple manner, the stability of white dwarf stars and of neutron stars, ii) the Hartree-Fock approximation for thermodynamical systems which is presented here in the context of a liquid-crystal phase transition, and iii) the Thomas-Fermi theory which is applied to the total binding energy of neutral atoms. (author)

  14. Simulation of 3D mesoscale structure formation in concentrated aqueous solution of the triblock polymer surfactants (ethylene oxide)(13)(propylene oxide)(30)(ethylene oxide)(13) and (propylene oxide)(19)(ethylene oxide)(33)(propylene oxide)(19). Application of dynamic mean-field density functional theory

    NARCIS (Netherlands)

    van Vlimmeren, BAC; Maurits, NM; Zvelindovsky, AV; Sevink, GJA; Fraaije, JGEM

    1999-01-01

    We simulate the microphase separation dynamics of aqueous solutions of the triblock polymer surfactants (ethylene oxide)(13)(propylene oxide)(30)(ethylene oxide)(13) and (propylene oxide)(19)(ethylene oxide)(33)(propylene oxide)(19) by a dynamic variant of mean-field density functional theory for

  15. Obstacle mean-field game problem

    KAUST Repository

    Gomes, Diogo A.; Patrizi, Stefania

    2015-01-01

    In this paper, we introduce and study a first-order mean-field game obstacle problem. We examine the case of local dependence on the measure under assumptions that include both the logarithmic case and power-like nonlinearities. Since the obstacle operator is not differentiable, the equations for first-order mean field game problems have to be discussed carefully. Hence, we begin by considering a penalized problem. We prove this problem admits a unique solution satisfying uniform bounds. These bounds serve to pass to the limit in the penalized problem and to characterize the limiting equations. Finally, we prove uniqueness of solutions. © European Mathematical Society 2015.

  16. 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)

  17. 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....

  18. 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)

  19. 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

  20. 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

  1. A regularized stationary mean-field game

    KAUST Repository

    Yang, Xianjin

    2016-01-01

    In the thesis, we discuss the existence and numerical approximations of solutions of a regularized mean-field game with a low-order regularization. In the first part, we prove a priori estimates and use the continuation method to obtain the existence of a solution with a positive density. Finally, we introduce the monotone flow method and solve the system numerically.

  2. A regularized stationary mean-field game

    KAUST Repository

    Yang, Xianjin

    2016-04-19

    In the thesis, we discuss the existence and numerical approximations of solutions of a regularized mean-field game with a low-order regularization. In the first part, we prove a priori estimates and use the continuation method to obtain the existence of a solution with a positive density. Finally, we introduce the monotone flow method and solve the system numerically.

  3. Weakly coupled mean-field game systems

    KAUST Repository

    Gomes, Diogo A.

    2016-07-14

    Here, we prove the existence of solutions to first-order mean-field games (MFGs) arising in optimal switching. First, we use the penalization method to construct approximate solutions. Then, we prove uniform estimates for the penalized problem. Finally, by a limiting procedure, we obtain solutions to the MFG problem. © 2016 Elsevier Ltd

  4. Mean-field Ensemble Kalman Filter

    KAUST Repository

    Law, Kody; Tembine, Hamidou; Tempone, Raul

    2015-01-01

    A proof of convergence of the standard EnKF generalized to non-Gaussian state space models is provided. A density-based deterministic approximation of the mean-field limiting EnKF (MFEnKF) is proposed, consisting of a PDE solver and a quadrature

  5. Configuration mixing of mean-field states

    International Nuclear Information System (INIS)

    Bender, M; Heenen, P-H

    2005-01-01

    Starting from self-consistent mean-field models, we discuss how to include correlations from fluctuations in collective degrees of freedom through symmetry restoration and configuration mixing, which give access to ground-state correlations and collective excitations. As an example for the method, we discuss the spectroscopy of neutron-deficient Pb isotopes

  6. 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...

  7. Libor at crossroads: Stochastic switching detection using information theory quantifiers

    International Nuclear Information System (INIS)

    Bariviera, Aurelio F.; Guercio, M. Belén; Martinez, Lisana B.; Rosso, Osvaldo A.

    2016-01-01

    Highlights: • 28 time series of Libor rates, classified in seven maturities and four currencies, during the last 14 years, were considered. • The analysis was performed using a novel technique in financial economics: the Complexity–Entropy Causality Plane. • Our analysis unveils an abnormal movement of Libor time series around the period of the 2007 financial crisis. • This alteration in the stochastic dynamics of Libor is contemporary of what press called “Libor scandal”. - Abstract: This paper studies the 28 time series of Libor rates, classified in seven maturities and four currencies, during the last 14 years. The analysis was performed using a novel technique in financial economics: the Complexity–Entropy Causality Plane. This planar representation allows the discrimination of different stochastic and chaotic regimes. Using a temporal analysis based on moving windows, this paper unveils an abnormal movement of Libor time series around the period of the 2007 financial crisis. This alteration in the stochastic dynamics of Libor is contemporary of what press called “Libor scandal”, i.e. the manipulation of interest rates carried out by several prime banks. We argue that our methodology is suitable as a market watch mechanism, as it makes visible the temporal redution in informational efficiency of the market.

  8. Robust synthetic biology design: stochastic game theory approach.

    Science.gov (United States)

    Chen, Bor-Sen; Chang, Chia-Hung; Lee, Hsiao-Ching

    2009-07-15

    Synthetic biology is to engineer artificial biological systems to investigate natural biological phenomena and for a variety of applications. However, the development of synthetic gene networks is still difficult and most newly created gene networks are non-functioning due to uncertain initial conditions and disturbances of extra-cellular environments on the host cell. At present, how to design a robust synthetic gene network to work properly under these uncertain factors is the most important topic of synthetic biology. A robust regulation design is proposed for a stochastic synthetic gene network to achieve the prescribed steady states under these uncertain factors from the minimax regulation perspective. This minimax regulation design problem can be transformed to an equivalent stochastic game problem. Since it is not easy to solve the robust regulation design problem of synthetic gene networks by non-linear stochastic game method directly, the Takagi-Sugeno (T-S) fuzzy model is proposed to approximate the non-linear synthetic gene network via the linear matrix inequality (LMI) technique through the Robust Control Toolbox in Matlab. Finally, an in silico example is given to illustrate the design procedure and to confirm the efficiency and efficacy of the proposed robust gene design method. http://www.ee.nthu.edu.tw/bschen/SyntheticBioDesign_supplement.pdf.

  9. Learning Theory Estimates with Observations from General Stationary Stochastic Processes.

    Science.gov (United States)

    Hang, Hanyuan; Feng, Yunlong; Steinwart, Ingo; Suykens, Johan A K

    2016-12-01

    This letter investigates the supervised learning problem with observations drawn from certain general stationary stochastic processes. Here by general, we mean that many stationary stochastic processes can be included. We show that when the stochastic processes satisfy a generalized Bernstein-type inequality, a unified treatment on analyzing the learning schemes with various mixing processes can be conducted and a sharp oracle inequality for generic regularized empirical risk minimization schemes can be established. The obtained oracle inequality is then applied to derive convergence rates for several learning schemes such as empirical risk minimization (ERM), least squares support vector machines (LS-SVMs) using given generic kernels, and SVMs using gaussian kernels for both least squares and quantile regression. It turns out that for independent and identically distributed (i.i.d.) processes, our learning rates for ERM recover the optimal rates. For non-i.i.d. processes, including geometrically [Formula: see text]-mixing Markov processes, geometrically [Formula: see text]-mixing processes with restricted decay, [Formula: see text]-mixing processes, and (time-reversed) geometrically [Formula: see text]-mixing processes, our learning rates for SVMs with gaussian kernels match, up to some arbitrarily small extra term in the exponent, the optimal rates. For the remaining cases, our rates are at least close to the optimal rates. As a by-product, the assumed generalized Bernstein-type inequality also provides an interpretation of the so-called effective number of observations for various mixing processes.

  10. 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.

  11. Comparison of the Valuations of Alternatives Based on Cumulative Prospect Theory and Almost Stochastic Dominance

    Directory of Open Access Journals (Sweden)

    Ewa Michalska

    2012-01-01

    Full Text Available There are commonly accepted and objective decision rules, which are consistent with rationality, for example stochastic dominance rules. But, as can be seen in many research studies in behavioral economics, decision makers do not always act rationally. Rules based on cumulative prospect theory or almost stochastic dominance are relatively new tools which model real choices. Both approaches take into account some behavioral factors. The aim of this paper is to check the consistency of orders of the valuations of random alternatives based on these behavioral rules. The order of the alternatives is generated by a preference relation over the decision set. In this paper, we show that the methodology for creating rankings based on total orders can be used for the preference relations considered, because they enable comparison of all the elements in a set of random alternatives. For almost second degree stochastic dominance, this is possible due to its particular properties, which stochastic dominance does not possess. (original abstract

  12. 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.

  13. Mean-field learning for satisfactory solutions

    KAUST Repository

    Tembine, Hamidou

    2013-12-01

    One of the fundamental challenges in distributed interactive systems is to design efficient, accurate, and fair solutions. In such systems, a satisfactory solution is an innovative approach that aims to provide all players with a satisfactory payoff anytime and anywhere. In this paper we study fully distributed learning schemes for satisfactory solutions in games with continuous action space. Considering games where the payoff function depends only on own-action and an aggregate term, we show that the complexity of learning systems can be significantly reduced, leading to the so-called mean-field learning. We provide sufficient conditions for convergence to a satisfactory solution and we give explicit convergence time bounds. Then, several acceleration techniques are used in order to improve the convergence rate. We illustrate numerically the proposed mean-field learning schemes for quality-of-service management in communication networks. © 2013 IEEE.

  14. 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

  15. WKB theory of large deviations in stochastic populations

    Science.gov (United States)

    Assaf, Michael; Meerson, Baruch

    2017-06-01

    Stochasticity can play an important role in the dynamics of biologically relevant populations. These span a broad range of scales: from intra-cellular populations of molecules to population of cells and then to groups of plants, animals and people. Large deviations in stochastic population dynamics—such as those determining population extinction, fixation or switching between different states—are presently in a focus of attention of statistical physicists. We review recent progress in applying different variants of dissipative WKB approximation (after Wentzel, Kramers and Brillouin) to this class of problems. The WKB approximation allows one to evaluate the mean time and/or probability of population extinction, fixation and switches resulting from either intrinsic (demographic) noise, or a combination of the demographic noise and environmental variations, deterministic or random. We mostly cover well-mixed populations, single and multiple, but also briefly consider populations on heterogeneous networks and spatial populations. The spatial setting also allows one to study large fluctuations of the speed of biological invasions. Finally, we briefly discuss possible directions of future work.

  16. WKB theory of large deviations in stochastic populations

    International Nuclear Information System (INIS)

    Assaf, Michael; Meerson, Baruch

    2017-01-01

    Stochasticity can play an important role in the dynamics of biologically relevant populations. These span a broad range of scales: from intra-cellular populations of molecules to population of cells and then to groups of plants, animals and people. Large deviations in stochastic population dynamics—such as those determining population extinction, fixation or switching between different states—are presently in a focus of attention of statistical physicists. We review recent progress in applying different variants of dissipative WKB approximation (after Wentzel, Kramers and Brillouin) to this class of problems. The WKB approximation allows one to evaluate the mean time and/or probability of population extinction, fixation and switches resulting from either intrinsic (demographic) noise, or a combination of the demographic noise and environmental variations, deterministic or random. We mostly cover well-mixed populations, single and multiple, but also briefly consider populations on heterogeneous networks and spatial populations. The spatial setting also allows one to study large fluctuations of the speed of biological invasions. Finally, we briefly discuss possible directions of future work. (topical review)

  17. Nonlocal Coulomb correlations in pure and electron-doped Sr2IrO4 : Spectral functions, Fermi surface, and pseudo-gap-like spectral weight distributions from oriented cluster dynamical mean-field theory

    Science.gov (United States)

    Martins, Cyril; Lenz, Benjamin; Perfetti, Luca; Brouet, Veronique; Bertran, François; Biermann, Silke

    2018-03-01

    We address the role of nonlocal Coulomb correlations and short-range magnetic fluctuations in the high-temperature phase of Sr2IrO4 within state-of-the-art spectroscopic and first-principles theoretical methods. Introducing an "oriented-cluster dynamical mean-field scheme", we compute momentum-resolved spectral functions, which we find to be in excellent agreement with angle-resolved photoemission spectra. We show that while short-range antiferromagnetic fluctuations are crucial to accounting for the electronic properties of Sr2IrO4 even in the high-temperature paramagnetic phase, long-range magnetic order is not a necessary ingredient of the insulating state. Upon doping, an exotic metallic state is generated, exhibiting cuprate-like pseudo-gap spectral properties, for which we propose a surprisingly simple theoretical mechanism.

  18. An analysis of current drive by travelling wave based on theory of intrinsic stochasticity

    International Nuclear Information System (INIS)

    Murakami, Akihiko; Midzuno, Yukio.

    1982-04-01

    The mechanism of the current generation in a collisionless plasma by a train of travelling mirrors with modulated phase velocity is studied based on the theory of intrinsic stochasticity. It is shown that, if the phase modulation is small, the main contribution to the current generation comes from the phase mixing of the trajectories of trapped electrons in each Fourier component of a driving wave. For the case of a moderate phase modulation, however, formation of a large stochastic region due to the overlapping of primary resonances is very effective for increasing the generated current. Large phase modulation has little advantage in the current generation because the stochastic regions are formed, so to speak, at random in the phase plane. The results of analytical evaluation based on the above theory agree quite well with results of numerical experiments. (author)

  19. Mean field instabilities in dissipative heavy ion collisions

    International Nuclear Information System (INIS)

    Colonna, M.; Guarnera, A.; Istituto Nazionale di Fisica Nucleare, Bologna; Catania Univ.; Di Torro, M.; Catania Univ.

    1995-01-01

    We discuss new reaction mechanisms that may occur in semi-peripheral heavy ion collisions at intermediate energies. In particular we focus on the dynamics of the overlapping zone, showing the development of neck instabilities, coupled with the possibility of an increasing amount amount of dynamical fluctuations. In a very selected beam energy range between 40 and 70 MeV/u we observe an important interplay between stochastic nucleon exchange and the random nature of nucleon-nucleon collisions. Expected consequences are intermediate mass fragment emissions from the neck region and large variances in the projectile-like and target-like observables. The crucial importance of a time matching between the growth of mean field instabilities and the separation of the interacting system is stressed. Some hints towards the observation of relatively large instability effects in deep inelastic collisions at lower energy are finally suggested. (authors). 29 refs., 5 figs., 2 tabs

  20. Nonlinear stochastic dynamics of mesoscopic homogeneous biochemical reaction systems—an analytical theory

    International Nuclear Information System (INIS)

    Qian, Hong

    2011-01-01

    The nonlinear dynamics of biochemical reactions in a small-sized system on the order of a cell are stochastic. Assuming spatial homogeneity, the populations of n molecular species follow a multi-dimensional birth-and-death process on Z n . We introduce the Delbrück–Gillespie process, a continuous-time Markov jump process, whose Kolmogorov forward equation has been known as the chemical master equation, and whose stochastic trajectories can be computed via the Gillespie algorithm. Using simple models, we illustrate that a system of nonlinear ordinary differential equations on R n emerges in the infinite system size limit. For finite system size, transitions among multiple attractors of the nonlinear dynamical system are rare events with exponentially long transit times. There is a separation of time scales between the deterministic ODEs and the stochastic Markov jumps between attractors. No diffusion process can provide a global representation that is accurate on both short and long time scales for the nonlinear, stochastic population dynamics. On the short time scale and near deterministic stable fixed points, Ornstein–Uhlenbeck Gaussian processes give linear stochastic dynamics that exhibit time-irreversible circular motion for open, driven chemical systems. Extending this individual stochastic behaviour-based nonlinear population theory of molecular species to other biological systems is discussed. (invited article)

  1. Time-dependent solutions for stochastic systems with delays: Perturbation theory and applications to financial physics

    International Nuclear Information System (INIS)

    Frank, T.D.

    2006-01-01

    First-order approximations of time-dependent solutions are determined for stochastic systems perturbed by time-delayed feedback forces. To this end, the theory of delay Fokker-Planck equations is applied in combination with Bayes' theorem. Applications to a time-delayed Ornstein-Uhlenbeck process and the geometric Brownian walk of financial physics are discussed

  2. Lp Theory for Super-Parabolic Backward Stochastic Partial Differential Equations in the Whole Space

    International Nuclear Information System (INIS)

    Du Kai; Qiu, Jinniao; Tang Shanjian

    2012-01-01

    This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An L p -theory is given for the Cauchy problem of BSPDEs, separately for the case of p∈(1,2] and for the case of p∈(2,∞). A comparison theorem is also addressed.

  3. A theory of Markovian time-inconsistent stochastic control in discrete time

    DEFF Research Database (Denmark)

    Bjork, Tomas; Murgoci, Agatha

    2014-01-01

    We develop a theory for a general class of discrete-time stochastic control problems that, in various ways, are time-inconsistent in the sense that they do not admit a Bellman optimality principle. We attack these problems by viewing them within a game theoretic framework, and we look for subgame...

  4. Spontaneous transition to a stochastic state in a four-dimensional Yang-Mills quantum theory

    International Nuclear Information System (INIS)

    Semikhatov, A.M.

    1983-01-01

    The quantum expectation values in a four-dimensional Yang-Mills theory are represented in each topological sector as expectation values over the diffusion which develops in the ''fourth'' Euclidean time. The Langevin equations of this diffusion are stochastic duality equations in the A 4 = 0 gauge

  5. 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

  6. Theory Learning as Stochastic Search in the Language of Thought

    Science.gov (United States)

    Ullman, Tomer D.; Goodman, Noah D.; Tenenbaum, Joshua B.

    2012-01-01

    We present an algorithmic model for the development of children's intuitive theories within a hierarchical Bayesian framework, where theories are described as sets of logical laws generated by a probabilistic context-free grammar. We contrast our approach with connectionist and other emergentist approaches to modeling cognitive development. While…

  7. Theory of time-averaged neutral dynamics with environmental stochasticity

    Science.gov (United States)

    Danino, Matan; Shnerb, Nadav M.

    2018-04-01

    Competition is the main driver of population dynamics, which shapes the genetic composition of populations and the assembly of ecological communities. Neutral models assume that all the individuals are equivalent and that the dynamics is governed by demographic (shot) noise, with a steady state species abundance distribution (SAD) that reflects a mutation-extinction equilibrium. Recently, many empirical and theoretical studies emphasized the importance of environmental variations that affect coherently the relative fitness of entire populations. Here we consider two generic time-averaged neutral models; in both the relative fitness of each species fluctuates independently in time but its mean is zero. The first (model A) describes a system with local competition and linear fitness dependence of the birth-death rates, while in the second (model B) the competition is global and the fitness dependence is nonlinear. Due to this nonlinearity, model B admits a noise-induced stabilization mechanism that facilitates the invasion of new mutants. A self-consistent mean-field approach is used to reduce the multispecies problem to two-species dynamics, and the large-N asymptotics of the emerging set of Fokker-Planck equations is presented and solved. Our analytic expressions are shown to fit the SADs obtained from extensive Monte Carlo simulations and from numerical solutions of the corresponding master equations.

  8. Sums over geometries and improvements on the mean field approximation

    International Nuclear Information System (INIS)

    Sacksteder, Vincent E. IV

    2007-01-01

    The saddle points of a Lagrangian due to Efetov are analyzed. This Lagrangian was originally proposed as a tool for calculating systematic corrections to the Bethe approximation, a mean-field approximation which is important in statistical mechanics, glasses, coding theory, and combinatorial optimization. Detailed analysis shows that the trivial saddle point generates a sum over geometries reminiscent of dynamically triangulated quantum gravity, which suggests new possibilities to design sums over geometries for the specific purpose of obtaining improved mean-field approximations to D-dimensional theories. In the case of the Efetov theory, the dominant geometries are locally treelike, and the sum over geometries diverges in a way that is similar to quantum gravity's divergence when all topologies are included. Expertise from the field of dynamically triangulated quantum gravity about sums over geometries may be able to remedy these defects and fulfill the Efetov theory's original promise. The other saddle points of the Efetov Lagrangian are also analyzed; the Hessian at these points is nonnormal and pseudo-Hermitian, which is unusual for bosonic theories. The standard formula for Gaussian integrals is generalized to nonnormal kernels

  9. Pedestrian Flow in the Mean Field Limit

    KAUST Repository

    Haji Ali, Abdul Lateef

    2012-11-01

    We study the mean-field limit of a particle-based system modeling the behavior of many indistinguishable pedestrians as their number increases. The base model is a modified version of Helbing\\'s social force model. In the mean-field limit, the time-dependent density of two-dimensional pedestrians satisfies a four-dimensional integro-differential Fokker-Planck equation. To approximate the solution of the Fokker-Planck equation we use a time-splitting approach and solve the diffusion part using a Crank-Nicholson method. The advection part is solved using a Lax-Wendroff-Leveque method or an upwind Backward Euler method depending on the advection speed. Moreover, we use multilevel Monte Carlo to estimate observables from the particle-based system. We discuss these numerical methods, and present numerical results showing the convergence of observables that were calculated using the particle-based model as the number of pedestrians increases to those calculated using the probability density function satisfying the Fokker-Planck equation.

  10. Stochastic quantization of field theories on the lattice and supersymmetrical models

    International Nuclear Information System (INIS)

    Aldazabal, Gerardo.

    1984-01-01

    Several aspects of the stochastic quantization method are considered. Specifically, field theories on the lattice and supersymmetrical models are studied. A non-linear sigma model is studied firstly, and it is shown that it is possible to obtain evolution equations written directly for invariant quantities. These ideas are generalized to obtain Langevin equations for the Wilson loops of non-abelian lattice gauge theories U (N) and SU (N). In order to write these equations, some different ways of introducing the constraints which the fields must satisfy are discussed. It is natural to have a strong coupling expansion in these equations. The correspondence with quantum field theory is established, and it is noticed that at all orders in the perturbation theory, Langevin equations reduce to Schwinger-Dyson equations. From another point of view, stochastic quantization is applied to large N matrix models on the lattice. As a result, a simple and systematic way of building reduced models is found. Referring to stochastic quantization in supersymmetric theories, a simple supersymmetric model is studied. It is shown that it is possible to write an evolution equation for the superfield wich leads to quantum field theory results in equilibrium. As the Langevin equation preserves supersymmetry, the property of dimensional reduction known for the quantum model is shown to be valid at all times. (M.E.L.) [es

  11. Individual based and mean-field modeling of direct aggregation

    KAUST Repository

    Burger, Martin

    2013-10-01

    We introduce two models of biological aggregation, based on randomly moving particles with individual stochasticity depending on the perceived average population density in their neighborhood. In the firstorder model the location of each individual is subject to a density-dependent random walk, while in the second-order model the density-dependent random walk acts on the velocity variable, together with a density-dependent damping term. The main novelty of our models is that we do not assume any explicit aggregative force acting on the individuals; instead, aggregation is obtained exclusively by reducing the individual stochasticity in response to higher perceived density. We formally derive the corresponding mean-field limits, leading to nonlocal degenerate diffusions. Then, we carry out the mathematical analysis of the first-order model, in particular, we prove the existence of weak solutions and show that it allows for measure-valued steady states. We also perform linear stability analysis and identify conditions for pattern formation. Moreover, we discuss the role of the nonlocality for well-posedness of the first-order model. Finally, we present results of numerical simulations for both the first- and second-order model on the individual-based and continuum levels of description. 2012 Elsevier B.V. All rights reserved.

  12. Individual based and mean-field modeling of direct aggregation

    KAUST Repository

    Burger, Martin; Haskovec, Jan; Wolfram, Marie-Therese

    2013-01-01

    We introduce two models of biological aggregation, based on randomly moving particles with individual stochasticity depending on the perceived average population density in their neighborhood. In the firstorder model the location of each individual is subject to a density-dependent random walk, while in the second-order model the density-dependent random walk acts on the velocity variable, together with a density-dependent damping term. The main novelty of our models is that we do not assume any explicit aggregative force acting on the individuals; instead, aggregation is obtained exclusively by reducing the individual stochasticity in response to higher perceived density. We formally derive the corresponding mean-field limits, leading to nonlocal degenerate diffusions. Then, we carry out the mathematical analysis of the first-order model, in particular, we prove the existence of weak solutions and show that it allows for measure-valued steady states. We also perform linear stability analysis and identify conditions for pattern formation. Moreover, we discuss the role of the nonlocality for well-posedness of the first-order model. Finally, we present results of numerical simulations for both the first- and second-order model on the individual-based and continuum levels of description. 2012 Elsevier B.V. All rights reserved.

  13. A two-state stochastic model for nanoparticle self-assembly: theory, computer simulations and applications

    International Nuclear Information System (INIS)

    Schwen, E M; Mazilu, I; Mazilu, D A

    2015-01-01

    We introduce a stochastic cooperative model for particle deposition and evaporation relevant to ionic self-assembly of nanoparticles with applications in surface fabrication and nanomedicine, and present a method for mapping our model onto the Ising model. The mapping process allows us to use the established results for the Ising model to describe the steady-state properties of our system. After completing the mapping process, we investigate the time dependence of particle density using the mean field approximation. We complement this theoretical analysis with Monte Carlo simulations that support our model. These techniques, which can be used separately or in combination, are useful as pedagogical tools because they are tractable mathematically and they apply equally well to many other physical systems with nearest-neighbour interactions including voter and epidemic models. (paper)

  14. Effective masses and the nuclear mean field

    International Nuclear Information System (INIS)

    Mahaux, C.; Sartor, R.

    1985-01-01

    The effective mass characterizes the energy dependence of the empirical average nuclear potential. This energy dependence has two different sources, namely the nonlocality in space of the microscopic mean field on the one hand, and its true energy dependence on the other hand. Correspondingly it is convenient to divide the effective mass into two components, the k-mass and the ω-mass. The latter is responsible for the existence of a peak in the energy dependence of the effective mass. This peak is located near the Fermi energy in nuclear matter and in nuclei, as well as in the electron gas, the hard sphere Fermi gas and liquid helium 3. A related phenomenon is the existence of a low energy anomaly in the energy dependence of the optical model potential between two heavy ions. (orig.)

  15. 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...

  16. 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.)

  17. Linear kinetic theory and particle transport in stochastic mixtures

    Energy Technology Data Exchange (ETDEWEB)

    Pomraning, G.C. [Univ. of California, Los Angeles, CA (United States)

    1995-12-31

    We consider the formulation of linear transport and kinetic theory describing energy and particle flow in a random mixture of two or more immiscible materials. Following an introduction, we summarize early and fundamental work in this area, and we conclude with a brief discussion of recent results.

  18. Stochastic Control Theory, Nonlinear Structural Mechanics and Applied Combinatorics

    Science.gov (United States)

    1989-05-12

    More specifically: (") x 3 PAS and Steiner triple systems; (") x 4 PAS and Steiner triple systems which can be nested; and (’) x 5 PAS and Steiner ...am Rudolf Wille CONCEPTUAL SCALING Technische Hochschule Darmstadt Abstract: Scaling of empirical data uses formal patterns to lead to a better...of Arizona Jan 18 - 22 Wille, Rudolf Technische Hochschule Darmstadt Jan 17 - 23 21 APPLICATIONS OF COMBINATORICS AND GRAPH THEORY TO THE BIOLOGICAL

  19. 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

  20. 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.

  1. Surface incompressibility from semiclassical relativistic mean field calculations

    International Nuclear Information System (INIS)

    Patra, S.K.; Centelles, M.; Vinas, X.; Estal, M. del

    2002-01-01

    By using the scaling method and the Thomas-Fermi and extended Thomas-Fermi approaches to relativistic mean field theory the surface contribution to the leptodermous expansion of the finite nuclei incompressibility K A has been self-consistently computed. The validity of the simplest expansion, which contains volume, volume-symmetry, surface, and Coulomb terms, is examined by comparing it with self-consistent results of K A for some currently used nonlinear σ-ω parameter sets. A numerical estimate of higher-order contributions to the leptodermous expansion, namely, the curvature and surface-symmetry terms, is made

  2. Generating functional of the mean field in quantum electrodynamics with non-stable vacuum

    International Nuclear Information System (INIS)

    Gitman, D.M.; Kuchin, V.A.

    1981-01-01

    Generating functional for calculating a mean field, in the case of unstable vacuum, in quantum field theory has been suggested. Continual representation for the generating functional of the mean field has been found in the case of quantum electrodynamics with an external field. Generating electron-positron pairs from vacuum [ru

  3. A modern theory of random variation with applications in stochastic calculus, financial mathematics, and Feynman integration

    CERN Document Server

    Muldowney, Patrick

    2012-01-01

    A Modern Theory of Random Variation is a new and radical re-formulation of the mathematical underpinnings of subjects as diverse as investment, communication engineering, and quantum mechanics. Setting aside the classical theory of probability measure spaces, the book utilizes a mathematically rigorous version of the theory of random variation that bases itself exclusively on finitely additive probability distribution functions. In place of twentieth century Lebesgue integration and measure theory, the author uses the simpler concept of Riemann sums, and the non-absolute Riemann-type integration of Henstock. Readers are supplied with an accessible approach to standard elements of probability theory such as the central limmit theorem and Brownian motion as well as remarkable, new results on Feynman diagrams and stochastic integrals. Throughout the book, detailed numerical demonstrations accompany the discussions of abstract mathematical theory, from the simplest elements of the subject to the most complex. I...

  4. Pattern theory the stochastic analysis of real-world signals

    CERN Document Server

    Mumford, David

    2010-01-01

    Pattern theory is a distinctive approach to the analysis of all forms of real-world signals. At its core is the design of a large variety of probabilistic models whose samples reproduce the look and feel of the real signals, their patterns, and their variability. Bayesian statistical inference then allows you to apply these models in the analysis of new signals. This book treats the mathematical tools, the models themselves, and the computational algorithms for applying statistics to analyze six representative classes of signals of increasing complexity. The book covers patterns in text, sound

  5. Mean Field Analysis of Quantum Annealing Correction.

    Science.gov (United States)

    Matsuura, Shunji; Nishimori, Hidetoshi; Albash, Tameem; Lidar, Daniel A

    2016-06-03

    Quantum annealing correction (QAC) is a method that combines encoding with energy penalties and decoding to suppress and correct errors that degrade the performance of quantum annealers in solving optimization problems. While QAC has been experimentally demonstrated to successfully error correct a range of optimization problems, a clear understanding of its operating mechanism has been lacking. Here we bridge this gap using tools from quantum statistical mechanics. We study analytically tractable models using a mean-field analysis, specifically the p-body ferromagnetic infinite-range transverse-field Ising model as well as the quantum Hopfield model. We demonstrate that for p=2, where the phase transition is of second order, QAC pushes the transition to increasingly larger transverse field strengths. For p≥3, where the phase transition is of first order, QAC softens the closing of the gap for small energy penalty values and prevents its closure for sufficiently large energy penalty values. Thus QAC provides protection from excitations that occur near the quantum critical point. We find similar results for the Hopfield model, thus demonstrating that our conclusions hold in the presence of disorder.

  6. Time dependent mean-field games

    KAUST Repository

    Gomes, Diogo A.

    2014-01-06

    We consider time dependent mean-field games (MFG) with a local power-like dependence on the measure and Hamiltonians satisfying both sub and superquadratic growth conditions. We establish existence of smooth solutions under a certain set of conditions depending both on the growth of the Hamiltonian as well as on the dimension. In the subquadratic case this is done by combining a Gagliardo-Nirenberg type of argument with a new class of polynomial estimates for solutions of the Fokker-Planck equation in terms of LrLp- norms of DpH. These techniques do not apply to the superquadratic case. In this setting we recur to a delicate argument that combines the non-linear adjoint method with polynomial estimates for solutions of the Fokker-Planck equation in terms of L1L1-norms of DpH. Concerning the subquadratic case, we substantially improve and extend the results previously obtained. Furthermore, to the best of our knowledge, the superquadratic case has not been addressed in the literature yet. In fact, it is likely that our estimates may also add to the current understanding of Hamilton-Jacobi equations with superquadratic Hamiltonians.

  7. Instabilities constraint and relativistic mean field parametrization

    International Nuclear Information System (INIS)

    Sulaksono, A.; Kasmudin; Buervenich, T.J.; Reinhard, P.-G.; Maruhn, J.A.

    2011-01-01

    Two parameter sets (Set 1 and Set 2) of the standard relativistic mean field (RMF) model plus additional vector isoscalar nonlinear term, which are constrained by a set of criteria 20 determined by symmetric nuclear matter stabilities at high densities due to longitudinal and transversal particle–hole excitation modes are investigated. In the latter parameter set, δ meson and isoscalar as well as isovector tensor contributions are included. The effects in selected finite nuclei and nuclear matter properties predicted by both parameter sets are systematically studied and compared with the ones predicted by well-known RMF parameter sets. The vector isoscalar nonlinear term addition and instability constraints have reasonably good effects in the high-density properties of the isoscalar sector of nuclear matter and certain finite nuclei properties. However, even though the δ meson and isovector tensor are included, the incompatibility with the constraints from some experimental data in certain nuclear properties at saturation point and the excessive stiffness of the isovector nuclear matter equation of state at high densities as well as the incorrect isotonic trend in binding the energies of finite nuclei are still encountered. It is shown that the problem may be remedied if we introduce additional nonlinear terms not only in the isovector but also in the isoscalar vectors. (author)

  8. 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

  9. Comment on "Minimum Action Path Theory Reveals the Details of Stochastic Transitions Out of Oscillatory States"

    OpenAIRE

    Meerson, Baruch; Smith, Naftali R.

    2018-01-01

    De la Cruz et al. [Phys. Rev. Lett. 120, 128102 (2018); arXiv:1705.08683] studied a noise-induced transition in an oscillating stochastic population undergoing birth- and death-type reactions. They applied the Freidlin-Wentzell WKB formalism to determine the most probable path to the noise-induced escape from a limit cycle predicted by deterministic theory, and to find the probability distribution of escape time. Here we raise a number of objections to their calculations.

  10. Stochastic processes, optimization, and control theory a volume in honor of Suresh Sethi

    CERN Document Server

    Yan, Houmin

    2006-01-01

    This edited volume contains 16 research articles. It presents recent and pressing issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing networks, and climate control. One of the salient features is that the book is highly multi-disciplinary. The book is dedicated to Professor Suresh Sethi on the occasion of his 60th birthday, in view of his distinguished career.

  11. Relativistic mean-field mass models

    Energy Technology Data Exchange (ETDEWEB)

    Pena-Arteaga, D.; Goriely, S.; Chamel, N. [Universite Libre de Bruxelles, Institut d' Astronomie et d' Astrophysique, CP-226, Brussels (Belgium)

    2016-10-15

    We present a new effort to develop viable mass models within the relativistic mean-field approach with density-dependent meson couplings, separable pairing and microscopic estimations for the translational and rotational correction energies. Two interactions, DD-MEB1 and DD-MEB2, are fitted to essentially all experimental masses, and also to charge radii and infinite nuclear matter properties as determined by microscopic models using realistic interactions. While DD-MEB1 includes the σ, ω and ρ meson fields, DD-MEB2 also considers the δ meson. Both mass models describe the 2353 experimental masses with a root mean square deviation of about 1.1 MeV and the 882 measured charge radii with a root mean square deviation of 0.029 fm. In addition, we show that the Pb isotopic shifts and moments of inertia are rather well reproduced, and the equation of state in pure neutron matter as well as symmetric nuclear matter are in relatively good agreement with existing realistic calculations. Both models predict a maximum neutron-star mass of more than 2.6 solar masses, and thus are able to accommodate the heaviest neutron stars observed so far. However, the new Lagrangians, like all previously determined RMF models, present the drawback of being characterized by a low effective mass, which leads to strong shell effects due to the strong coupling between the spin-orbit splitting and the effective mass. Complete mass tables have been generated and a comparison with other mass models is presented. (orig.)

  12. Tail estimates for stochastic fixed point equations via nonlinear renewal theory

    DEFF Research Database (Denmark)

    Collamore, Jeffrey F.; Vidyashankar, Anand N.

    2013-01-01

    estimate P(V>u)~Cu^{-r} as u tends to infinity, and also present a corresponding Lundberg-type upper bound. To this end, we introduce a novel dual change of measure on a random time interval and analyze the path properties, using nonlinear renewal theory, of the Markov chain resulting from the forward...... iteration of the given stochastic fixed point equation. In the process, we establish several new results in the realm of nonlinear renewal theory for these processes. As a consequence of our techniques, we also establish a new characterization of the extremal index. Finally, we provide some extensions...... of our methods to Markov-driven processes....

  13. Antiferromagnetism, charge density wave, and d-wave superconductivity in the extended t-J-U model: role of intersite Coulomb interaction and a critical overview of renormalized mean field theory.

    Science.gov (United States)

    Abram, M; Zegrodnik, M; Spałek, J

    2017-09-13

    In the first part of the paper, we study the stability of antiferromagnetic (AF), charge density wave (CDW), and superconducting (SC) states within the t-J-U-V model of strongly correlated electrons by using the statistically consistent Gutzwiller approximation (SGA). We concentrate on the role of the intersite Coulomb interaction term V in stabilizing the CDW phase. In particular, we show that the charge ordering appears only above a critical value of V in a limited hole-doping range δ. The effect of the V term on SC and AF phases is that a strong interaction suppresses SC, whereas the AF order is not significantly influenced by its presence. In the second part, separate calculations for the case of a pure SC phase have been carried out within an extended approach (the diagrammatic expansion for the Gutzwiller wave function, DE-GWF) in order to analyze the influence of the intersite Coulomb repulsion on the SC phase with the higher-order corrections included beyond the SGA method. The upper concentration for the SC disappearance decreases with increasing V, bringing the results closer to experiment. In appendices A and B we discuss the ambiguity connected with the choice of the Gutzwiller renormalization factors within the renormalized mean filed theory when either AF or CDW orders are considered. At the end, we overview briefly the possible extensions of the current models to put descriptions of the SC, AF, and CDW states on equal footing.

  14. 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

  15. Introduction to Stopping Time in Stochastic Finance Theory. Part II

    Directory of Open Access Journals (Sweden)

    Jaeger Peter

    2017-12-01

    Full Text Available We start proceeding with the stopping time theory in discrete time with the help of the Mizar system [1], [4]. We prove, that the expression for two stopping times k1 and k2 not always implies a stopping time (k1 + k2 (see Theorem 6 in this paper. If you want to get a stopping time, you have to cut the function e.g. (k1 + k2 ⋂ T (see [2, p. 283 Remark 6.14]. Next we introduce the stopping time in continuous time. We are focused on the intervals [0, r] where r ∈ ℝ. We prove, that for I = [0, r] or I = [0,+∞[ the set {A ⋂ I : A ∈ Borel-Sets} is a σ-algebra of I (see Definition 6 in this paper, and more general given in [3, p.12 1.8e]. The interval I can be considered as a timeline from now to some point in the future. This set is necessary to define our next lemma. We prove the existence of the σ-algebra of the τ -past, where τ is a stopping time (see Definition 11 in this paper and [6, p.187, Definition 9.19]. If τ1 and τ2 are stopping times with τ1 is smaller or equal than τ2 we can prove, that the σ-algebra of the τ1-past is a subset of the σ-algebra of the τ2-past (see Theorem 9 in this paper and [6, p.187 Lemma 9.21]. Suppose, that you want to use Lemma 9.21 with some events, that never occur, see as a comparison the paper [5] and the example for ST(1={+∞} in the Summary. We don’t have the element +1 in our above-mentioned time intervals [0, r[ and [0,+1[. This is only possible if we construct a new σ-algebra on ℝ {−∞,+∞}. This construction is similar to the Borel-Sets and we call this σ-algebra extended Borel sets (see Definition 13 in this paper and [3, p. 21]. It can be proved, that {+∞} is an Element of extended Borel sets (see Theorem 21 in this paper. Now we use the interval [0,+∞] as a basis. We construct a σ-algebra on [0,+∞] similar to the book ([3, p. 12 18e], see Definition 18 in this paper, and call it extended Borel subsets. We prove for stopping times with this given σ-algebra, that

  16. Mean-field inference of Hawkes point processes

    International Nuclear Information System (INIS)

    Bacry, Emmanuel; Gaïffas, Stéphane; Mastromatteo, Iacopo; Muzy, Jean-François

    2016-01-01

    We propose a fast and efficient estimation method that is able to accurately recover the parameters of a d-dimensional Hawkes point-process from a set of observations. We exploit a mean-field approximation that is valid when the fluctuations of the stochastic intensity are small. We show that this is notably the case in situations when interactions are sufficiently weak, when the dimension of the system is high or when the fluctuations are self-averaging due to the large number of past events they involve. In such a regime the estimation of a Hawkes process can be mapped on a least-squares problem for which we provide an analytic solution. Though this estimator is biased, we show that its precision can be comparable to the one of the maximum likelihood estimator while its computation speed is shown to be improved considerably. We give a theoretical control on the accuracy of our new approach and illustrate its efficiency using synthetic datasets, in order to assess the statistical estimation error of the parameters. (paper)

  17. 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.

  18. Relevance of control theory to design and maintenance problems in time-variant reliability: The case of stochastic viability

    International Nuclear Information System (INIS)

    Rougé, Charles; Mathias, Jean-Denis; Deffuant, Guillaume

    2014-01-01

    The goal of this paper is twofold: (1) to show that time-variant reliability and a branch of control theory called stochastic viability address similar problems with different points of view, and (2) to demonstrate the relevance of concepts and methods from stochastic viability in reliability problems. On the one hand, reliability aims at evaluating the probability of failure of a system subjected to uncertainty and stochasticity. On the other hand, viability aims at maintaining a controlled dynamical system within a survival set. When the dynamical system is stochastic, this work shows that a viability problem belongs to a specific class of design and maintenance problems in time-variant reliability. Dynamic programming, which is used for solving Markovian stochastic viability problems, then yields the set of design states for which there exists a maintenance strategy which guarantees reliability with a confidence level β for a given period of time T. Besides, it leads to a straightforward computation of the date of the first outcrossing, informing on when the system is most likely to fail. We illustrate this approach with a simple example of population dynamics, including a case where load increases with time. - Highlights: • Time-variant reliability tools cannot devise complex maintenance strategies. • Stochastic viability is a control theory that computes a probability of failure. • Some design and maintenance problems are stochastic viability problems. • Used in viability, dynamic programming can find reliable maintenance actions. • Confronting reliability and control theories such as viability is promising

  19. Mean-field approach to evolving spatial networks, with an application to osteocyte network formation

    Science.gov (United States)

    Taylor-King, Jake P.; Basanta, David; Chapman, S. Jonathan; Porter, Mason A.

    2017-07-01

    We consider evolving networks in which each node can have various associated properties (a state) in addition to those that arise from network structure. For example, each node can have a spatial location and a velocity, or it can have some more abstract internal property that describes something like a social trait. Edges between nodes are created and destroyed, and new nodes enter the system. We introduce a "local state degree distribution" (LSDD) as the degree distribution at a particular point in state space. We then make a mean-field assumption and thereby derive an integro-partial differential equation that is satisfied by the LSDD. We perform numerical experiments and find good agreement between solutions of the integro-differential equation and the LSDD from stochastic simulations of the full model. To illustrate our theory, we apply it to a simple model for osteocyte network formation within bones, with a view to understanding changes that may take place during cancer. Our results suggest that increased rates of differentiation lead to higher densities of osteocytes, but with a smaller number of dendrites. To help provide biological context, we also include an introduction to osteocytes, the formation of osteocyte networks, and the role of osteocytes in bone metastasis.

  20. Chains of mean-field models

    International Nuclear Information System (INIS)

    Hamed Hassani, S; Macris, Nicolas; Urbanke, Ruediger

    2012-01-01

    We consider a collection of Curie–Weiss (CW) spin systems, possibly with a random field, each of which is placed along the positions of a one-dimensional chain. The CW systems are coupled together by a Kac-type interaction in the longitudinal direction of the chain and by an infinite-range interaction in the direction transverse to the chain. Our motivations for studying this model come from recent findings in the theory of error-correcting codes based on spatially coupled graphs. We find that, although much simpler than the codes, the model studied here already displays similar behavior. We are interested in the van der Waals curve in a regime where the size of each Curie–Weiss model tends to infinity, and the length of the chain and range of the Kac interaction are large but finite. Below the critical temperature, and with appropriate boundary conditions, there appears a series of equilibrium states representing kink-like interfaces between the two equilibrium states of the individual system. The van der Waals curve oscillates periodically around the Maxwell plateau. These oscillations have a period inversely proportional to the chain length and an amplitude exponentially small in the range of the interaction; in other words, the spinodal points of the chain model lie exponentially close to the phase transition threshold. The amplitude of the oscillations is closely related to a Peierls–Nabarro free energy barrier for the motion of the kink along the chain. Analogies to similar phenomena and their possible algorithmic significance for graphical models of interest in coding theory and theoretical computer science are pointed out

  1. A finite state, finite memory minimum principle, part 2. [a discussion of game theory, signaling, stochastic processes, and control theory

    Science.gov (United States)

    Sandell, N. R., Jr.; Athans, M.

    1975-01-01

    The development of the theory of the finite - state, finite - memory (FSFM) stochastic control problem is discussed. The sufficiency of the FSFM minimum principle (which is in general only a necessary condition) was investigated. By introducing the notion of a signaling strategy as defined in the literature on games, conditions under which the FSFM minimum principle is sufficient were determined. This result explicitly interconnects the information structure of the FSFM problem with its optimality conditions. The min-H algorithm for the FSFM problem was studied. It is demonstrated that a version of the algorithm always converges to a particular type of local minimum termed a person - by - person extremal.

  2. Trapped Bose gas. Mean-field approximation and beyond

    International Nuclear Information System (INIS)

    Pitaevskii, L.P.

    1998-01-01

    The recent realization of Bose-Einstein condensation in atomic gases opens new possibilities for observation of macroscopic quantum phenomena. There are two important features of the system - weak interaction and significant spatial inhomogeneity. Because of this inhomogeneity a non-trivial 'zeroth-order' theory exists, compared to the 'first-order' Bogoliubov theory. This theory is based on the mean-field Gross-Pitaevskii equation for the condensate ψ -function. The equation is classical in its essence but contains the ℎ constant explicitly. Phenomena such as collective modes, interference, tunneling, Josephson-like current and quantized vortex lines can be described using this equation. The study of deviations from the zeroth-order theory arising from zero-point and thermal fluctuations is also of great interest. Thermal fluctuations are described by elementary excitations which define the thermodynamic behaviour of the system and result in Landau-type damping of collective modes. Fluctuations of the phase of the condensate wave function restrict the monochromaticity of the Josephson current. Fluctuations of the numbers of quanta result in the quantum collapse-revival of the collective oscillations. This phenomenon is considered in some details. Collapse time for the JILA experimental conditions turns out to be of the order of seconds. (Copyright (1998) World Scientific Publishing Co. Pte. Ltd)

  3. Warm and cold pasta phase in relativistic mean field theory

    International Nuclear Information System (INIS)

    Avancini, S. S.; Menezes, D. P.; Alloy, M. D.; Marinelli, J. R.; Moraes, M. M. W.; Providencia, C.

    2008-01-01

    In the present article we investigate the onset of the pasta phase with different parametrizations of the nonlinear Walecka model. At zero temperature two different methods are used, one based on coexistent phases and the other on the Thomas-Fermi approximation. At finite temperature only the coexistence phases method is used. matter with fixed proton fractions and in β equilibrium is studied. The pasta phase decreases with the increase of temperature. The internal pasta structure and the beginning of the homogeneous phase vary depending on the proton fraction (or the imposition of β equilibrium), on the method used, and on the chosen parametrization. It is shown that a good parametrization of the surface tension with dependence on the temperature, proton fraction, and geometry is essential to describe correctly large isospin asymmetries and the transition from pasta to homogeneous matter

  4. Quark mean field theory and consistency with nuclear matter

    International Nuclear Information System (INIS)

    Dey, J.; Dey, M.; Frederico, T.; Tomio, L.

    1990-09-01

    1/N c expansion in QCD (with N c the number of colours) suggests using a potential from meson sector (e.g. Richardson) for baryons. For light quarks a σ field has to be introduced to ensure chiral symmetry breaking ( χ SB). It is found that nuclear matter properties can be used to pin down the χ SB-modelling. All masses, M N , m σ , m ω are found to scale with density. The equations are solved self consistently. (author). 29 refs, 2 tabs

  5. Warm and cold pasta phase in relativistic mean field theory

    Science.gov (United States)

    Avancini, S. S.; Menezes, D. P.; Alloy, M. D.; Marinelli, J. R.; Moraes, M. M. W.; Providência, C.

    2008-07-01

    In the present article we investigate the onset of the pasta phase with different parametrizations of the nonlinear Walecka model. At zero temperature two different methods are used, one based on coexistent phases and the other on the Thomas-Fermi approximation. At finite temperature only the coexistence phases method is used. npe matter with fixed proton fractions and in β equilibrium is studied. The pasta phase decreases with the increase of temperature. The internal pasta structure and the beginning of the homogeneous phase vary depending on the proton fraction (or the imposition of β equilibrium), on the method used, and on the chosen parametrization. It is shown that a good parametrization of the surface tension with dependence on the temperature, proton fraction, and geometry is essential to describe correctly large isospin asymmetries and the transition from pasta to homogeneous matter.

  6. Quark mean field theory and consistency with nuclear matter

    International Nuclear Information System (INIS)

    Dey, J.; Tomio, L.; Dey, M.; Frederico, T.

    1989-01-01

    1/N c expansion in QCD (with N c the number of colours) suggests using a potential from meson sector (e.g. Richardson) for baryons. For light quarks a σ field has to be introduced to ensure chiral symmetry breaking ( χ SB). It is found that nuclear matter properties can be used to pin down the χ SB-modelling. All masses, M Ν , m σ , m ω are found to scale with density. The equations are solved self consistently. (author)

  7. Explicit Solutions for One-Dimensional Mean-Field Games

    KAUST Repository

    Prazeres, Mariana

    2017-04-05

    In this thesis, we consider stationary one-dimensional mean-field games (MFGs) with or without congestion. Our aim is to understand the qualitative features of these games through the analysis of explicit solutions. We are particularly interested in MFGs with a nonmonotonic behavior, which corresponds to situations where agents tend to aggregate. First, we derive the MFG equations from control theory. Then, we compute explicit solutions using the current formulation and examine their behavior. Finally, we represent the solutions and analyze the results. This thesis main contributions are the following: First, we develop the current method to solve MFG explicitly. Second, we analyze in detail non-monotonic MFGs and discover new phenomena: non-uniqueness, discontinuous solutions, empty regions and unhappiness traps. Finally, we address several regularization procedures and examine the stability of MFGs.

  8. Quantification of margins and mixed uncertainties using evidence theory and stochastic expansions

    International Nuclear Information System (INIS)

    Shah, Harsheel; Hosder, Serhat; Winter, Tyler

    2015-01-01

    The objective of this paper is to implement Dempster–Shafer Theory of Evidence (DSTE) in the presence of mixed (aleatory and multiple sources of epistemic) uncertainty to the reliability and performance assessment of complex engineering systems through the use of quantification of margins and uncertainties (QMU) methodology. This study focuses on quantifying the simulation uncertainties, both in the design condition and the performance boundaries along with the determination of margins. To address the possibility of multiple sources and intervals for epistemic uncertainty characterization, DSTE is used for uncertainty quantification. An approach to incorporate aleatory uncertainty in Dempster–Shafer structures is presented by discretizing the aleatory variable distributions into sets of intervals. In view of excessive computational costs for large scale applications and repetitive simulations needed for DSTE analysis, a stochastic response surface based on point-collocation non-intrusive polynomial chaos (NIPC) has been implemented as the surrogate for the model response. The technique is demonstrated on a model problem with non-linear analytical functions representing the outputs and performance boundaries of two coupled systems. Finally, the QMU approach is demonstrated on a multi-disciplinary analysis of a high speed civil transport (HSCT). - Highlights: • Quantification of margins and uncertainties (QMU) methodology with evidence theory. • Treatment of both inherent and epistemic uncertainties within evidence theory. • Stochastic expansions for representation of performance metrics and boundaries. • Demonstration of QMU on an analytical problem. • QMU analysis applied to an aerospace system (high speed civil transport)

  9. Stochastic theory of interfacial enzyme kinetics: A kinetic Monte Carlo study

    International Nuclear Information System (INIS)

    Das, Biswajit; Gangopadhyay, Gautam

    2012-01-01

    Graphical abstract: Stochastic theory of interfacial enzyme kinetics is formulated. Numerical results of macroscopic phenomenon of lag-burst kinetics is obtained by using a kinetic Monte Carlo approach to single enzyme activity. Highlights: ► An enzyme is attached with the fluid state phospholipid molecules on the Langmuir monolayer. ► Through the diffusion, the enzyme molecule reaches the gel–fluid interface. ► After hydrolysing a phospholipid molecule it predominantly leaves the surface in the lag phase. ► The enzyme is strictly attached to the surface with scooting mode of motion and the burst phase appears. - Abstract: In the spirit of Gillespie’s stochastic approach we have formulated a theory to explore the advancement of the interfacial enzyme kinetics at the single enzyme level which is ultimately utilized to obtain the ensemble average macroscopic feature, lag-burst kinetics. We have provided a theory of the transition from the lag phase to the burst phase kinetics by considering the gradual development of electrostatic interaction among the positively charged enzyme and negatively charged product molecules deposited on the phospholipid surface. It is shown that the different diffusion time scales of the enzyme over the fluid and product regions are responsible for the memory effect in the correlation of successive turnover events of the hopping mode in the single trajectory analysis which again is reflected on the non-Gaussian distribution of turnover times on the macroscopic kinetics in the lag phase unlike the burst phase kinetics.

  10. Stochastic Processes and Queueing Theory used in Cloud Computer Performance Simulations

    Directory of Open Access Journals (Sweden)

    Florin-Catalin ENACHE

    2015-10-01

    Full Text Available The growing character of the cloud business has manifested exponentially in the last 5 years. The capacity managers need to concentrate on a practical way to simulate the random demands a cloud infrastructure could face, even if there are not too many mathematical tools to simulate such demands.This paper presents an introduction into the most important stochastic processes and queueing theory concepts used for modeling computer performance. Moreover, it shows the cases where such concepts are applicable and when not, using clear programming examples on how to simulate a queue, and how to use and validate a simulation, when there are no mathematical concepts to back it up.

  11. Quantum cybernetics: a new perspective for Nelson's stochastic theory, nonlocality, and the Klein-Gordon equation

    Science.gov (United States)

    Grössing, Gerhard

    2002-04-01

    The Klein-Gordon equation is shown to be equivalent to coupled partial differential equations for a sub-quantum Brownian movement of a “particle”, which is both passively affected by, and actively affecting, a diffusion process of its generally nonlocal environment. This indicates circularly causal, or “cybernetic”, relationships between “particles” and their surroundings. Moreover, in the relativistic domain, the original stochastic theory of Nelson is shown to hold as a limiting case only, i.e., for a vanishing quantum potential.

  12. Bond-based linear indices of the non-stochastic and stochastic edge-adjacency matrix. 1. Theory and modeling of ChemPhys properties of organic molecules.

    Science.gov (United States)

    Marrero-Ponce, Yovani; Martínez-Albelo, Eugenio R; Casañola-Martín, Gerardo M; Castillo-Garit, Juan A; Echevería-Díaz, Yunaimy; Zaldivar, Vicente Romero; Tygat, Jan; Borges, José E Rodriguez; García-Domenech, Ramón; Torrens, Francisco; Pérez-Giménez, Facundo

    2010-11-01

    Novel bond-level molecular descriptors are proposed, based on linear maps similar to the ones defined in algebra theory. The kth edge-adjacency matrix (E(k)) denotes the matrix of bond linear indices (non-stochastic) with regard to canonical basis set. The kth stochastic edge-adjacency matrix, ES(k), is here proposed as a new molecular representation easily calculated from E(k). Then, the kth stochastic bond linear indices are calculated using ES(k) as operators of linear transformations. In both cases, the bond-type formalism is developed. The kth non-stochastic and stochastic total linear indices are calculated by adding the kth non-stochastic and stochastic bond linear indices, respectively, of all bonds in molecule. First, the new bond-based molecular descriptors (MDs) are tested for suitability, for the QSPRs, by analyzing regressions of novel indices for selected physicochemical properties of octane isomers (first round). General performance of the new descriptors in this QSPR studies is evaluated with regard to the well-known sets of 2D/3D MDs. From the analysis, we can conclude that the non-stochastic and stochastic bond-based linear indices have an overall good modeling capability proving their usefulness in QSPR studies. Later, the novel bond-level MDs are also used for the description and prediction of the boiling point of 28 alkyl-alcohols (second round), and to the modeling of the specific rate constant (log k), partition coefficient (log P), as well as the antibacterial activity of 34 derivatives of 2-furylethylenes (third round). The comparison with other approaches (edge- and vertices-based connectivity indices, total and local spectral moments, and quantum chemical descriptors as well as E-state/biomolecular encounter parameters) exposes a good behavior of our method in this QSPR studies. Finally, the approach described in this study appears to be a very promising structural invariant, useful not only for QSPR studies but also for similarity

  13. Stochasticity of bacterial attachment and its predictability by the extended derjaguin-landau-verwey-overbeek theory.

    Science.gov (United States)

    Chia, Teck Wah R; Nguyen, Vu Tuan; McMeekin, Thomas; Fegan, Narelle; Dykes, Gary A

    2011-06-01

    Bacterial attachment onto materials has been suggested to be stochastic by some authors but nonstochastic and based on surface properties by others. We investigated this by attaching pairwise combinations of two Salmonella enterica serovar Sofia (S. Sofia) strains (with different physicochemical and attachment properties) with one strain each of S. enterica serovar Typhimurium, S. enterica serovar Infantis, or S. enterica serovar Virchow (all with similar physicochemical and attachment abilities) in ratios of 0.428, 1, and 2.333 onto glass, stainless steel, Teflon, and polysulfone. Attached bacterial cells were recovered and counted. If the ratio of attached cells of each Salmonella serovar pair recovered was the same as the initial inoculum ratio, the attachment process was deemed stochastic. Experimental outcomes from the study were compared to those predicted by the extended Derjaguin-Landau-Verwey-Overbeek (XDLVO) theory. Significant differences (P attached ratios for serovar pairs containing S. Sofia S1296a for all different ratios were apparent for all materials. For S. Sofia S1635-containing pairs, 7 out of 12 combinations of serovar pairs and materials had attachment ratios not significantly different (P > 0.05) from the initial ratio of 0.428. Five out of 12 and 10 out of 12 samples had attachment ratios not significantly different (P > 0.05) from the initial ratios of 1 and 2.333, respectively. These results demonstrate that bacterial attachment to different materials is likely to be nonstochastic only when the key physicochemical properties of the bacteria were significantly different (P theory could successfully predict the attachment of some individual isolates to particular materials but could not be used to predict the likelihood of stochasticity in pairwise attachment experiments.

  14. 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.

  15. 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)

  16. 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

  17. Derivation and precision of mean field electrodynamics with mesoscale fluctuations

    Science.gov (United States)

    Zhou, Hongzhe; Blackman, Eric G.

    2018-06-01

    Mean field electrodynamics (MFE) facilitates practical modelling of secular, large scale properties of astrophysical or laboratory systems with fluctuations. Practitioners commonly assume wide scale separation between mean and fluctuating quantities, to justify equality of ensemble and spatial or temporal averages. Often however, real systems do not exhibit such scale separation. This raises two questions: (I) What are the appropriate generalized equations of MFE in the presence of mesoscale fluctuations? (II) How precise are theoretical predictions from MFE? We address both by first deriving the equations of MFE for different types of averaging, along with mesoscale correction terms that depend on the ratio of averaging scale to variation scale of the mean. We then show that even if these terms are small, predictions of MFE can still have a significant precision error. This error has an intrinsic contribution from the dynamo input parameters and a filtering contribution from differences in the way observations and theory are projected through the measurement kernel. Minimizing the sum of these contributions can produce an optimal scale of averaging that makes the theory maximally precise. The precision error is important to quantify when comparing to observations because it quantifies the resolution of predictive power. We exemplify these principles for galactic dynamos, comment on broader implications, and identify possibilities for further work.

  18. Stochastic Analysis and Applied Probability(3.3.1): Topics in the Theory and Applications of Stochastic Analysis

    Science.gov (United States)

    2015-08-13

    Critical Catalyst Reactant Branching Processes with Controlled Immigration , Annals of Applied Probability (03 2012) Amarjit Budhiraja, Rami Atar ...Markus Fischer. Large Deviation Properties of Weakly Interacting Processes via Weak Convergence Methods, Annals of Probability (10 2010) Rami Atar ...Dimensional Forward-Backward Stochastic Differen- tial Equations and the KPZ Equation Electron. J. Probab., 19 (2014), no. 40, 121. [2] R. Atar and A

  19. Effective theory for heavy quark QCD at finite temperature and density with stochastic quantization

    Energy Technology Data Exchange (ETDEWEB)

    Neuman, Mathias

    2015-07-01

    In this thesis we presented the derivation as well as the numerical and analytical treatment of an effective theory for lattice Quantum Chromodynamics (LQCD). We derived the effective theory directly from LQCD, which allows us to systematically introduce further improvements. The derivation was performed by means of an expansion around the limit of infinite quark masses and infinite gauge coupling. Using this theory we were able to derive results in the region of large densities. This region is, due to the sign problem, inaccessible to standard LQCD approaches. Although LQCD simulations at large densities have been performed recently by applying stochastic quantization, those are still limited to lattice with low numbers of timeslices and therefor can not reach the low temperature region. Furthermore, they can not be crosschecked with Monte-Carlo simulations. Since the equivalence between stochastic quantization and Monte-Carlo is unproven for the case of finite density systems, new approaches to access the cold dense region of the QCD phase diagram are desirable. The effective theory presented in this thesis provides such an approach. We introduced continuum QCD in chapter 2. In chapter 3 we presented how LQCD, i.e. QCD in a discretized space-time, can be formulated and used as a tool to explore the non-perturbative regions of the QCD phase diagram. Special emphasis was placed on simulations at finite baryon densities and the numerical problems that arise in this region. These problems are caused by the complexification of the action and are known as the sign problem. We gave a detailed presentation of the derivation of our effective theory in chapter 4. For this we performed expansions around the limit of strong coupling and static quarks, κ=β=0, introducing corrections order by order in the expansion parameters κ and β. Truncating the theory at different orders allowed us to determine the parameter region where the convergence to full LQCD is good. The gauge

  20. 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

  1. On the initial conditions of time-dependent mean-field equations of evolution. Pt. 2

    International Nuclear Information System (INIS)

    Troudet, T.; Paris-11 Univ., 91 - Orsay

    1986-01-01

    We analyze the problem so far untouched of determining the initial mean-field wavefunction in the context of zero-temperature mean-field descriptions of time-dependent expectation values and quantum fluctuations of nuclear observables. The nucleus, at zero temperature, is taken to be in a low-lying excited many-body eigenstate and is approximated by the corresponding RPA wavefunction as a continuous superposition of coherent states (i.e. Slater determinants). A generating function Gsub(A)(lambda) for time-dependent expectation values and quantum fluctuations is constructed within the formalism of functional integration. By applying the saddle-point method to the functional action of Gsub(A)(lambda) and then taking its lambda-derivatives, we recover the well-known TDHF theory and propose a simple determination of the initial Slater determinant for an appropriate mean-field description of time-dependent expectation values. The analog mean-field description of quadratic-quantum fluctuations proceeds similarly and in addition includes the contribution of the uncorrelated TDHF-RPA phonons coupled to collective excitations of the initial (static) mean-field configuration. When the collective TDHF-RPA excitations are solely taken into account, we obtain an improved version of the Balian-Veneroni dispersion formula by showing how to determine the initial mean-field wavefunction. By first taking the lambda-derivatives of Gsub(A)(lambda) before applying the saddle-point method, the initial mean-field wavefunction is found to be non-linearly coupled to the mean-field dynamics themselves. In return, and in contrast to the first quantization scheme, these both depend non-trivially upon the observable A being measured so that approximations must be proposed to simplify the resulting mean-field equations. (orig.)

  2. 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.

  3. Two Populations Mean-Field Monomer-Dimer Model

    Science.gov (United States)

    Alberici, Diego; Mingione, Emanuele

    2018-04-01

    A two populations mean-field monomer-dimer model including both hard-core and attractive interactions between dimers is considered. The pressure density in the thermodynamic limit is proved to satisfy a variational principle. A detailed analysis is made in the limit of one population is much smaller than the other and a ferromagnetic mean-field phase transition is found.

  4. Exotic nuclei in self-consistent mean-field models

    International Nuclear Information System (INIS)

    Bender, M.; Rutz, K.; Buervenich, T.; Reinhard, P.-G.; Maruhn, J. A.; Greiner, W.

    1999-01-01

    We discuss two widely used nuclear mean-field models, the relativistic mean-field model and the (nonrelativistic) Skyrme-Hartree-Fock model, and their capability to describe exotic nuclei with emphasis on neutron-rich tin isotopes and superheavy nuclei. (c) 1999 American Institute of Physics

  5. 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.

  6. Stochastic coupled cluster theory: Efficient sampling of the coupled cluster expansion

    Science.gov (United States)

    Scott, Charles J. C.; Thom, Alex J. W.

    2017-09-01

    We consider the sampling of the coupled cluster expansion within stochastic coupled cluster theory. Observing the limitations of previous approaches due to the inherently non-linear behavior of a coupled cluster wavefunction representation, we propose new approaches based on an intuitive, well-defined condition for sampling weights and on sampling the expansion in cluster operators of different excitation levels. We term these modifications even and truncated selections, respectively. Utilising both approaches demonstrates dramatically improved calculation stability as well as reduced computational and memory costs. These modifications are particularly effective at higher truncation levels owing to the large number of terms within the cluster expansion that can be neglected, as demonstrated by the reduction of the number of terms to be sampled when truncating at triple excitations by 77% and hextuple excitations by 98%.

  7. Stochastic theory of molecular collisions. II. Application to atom--vibrotor collisions

    International Nuclear Information System (INIS)

    Augustin, S.D.; Rabitz, H.

    1977-01-01

    In this work stochastic theory is applied to the treatment of atom--vibrotor collisions. This is an extension of a previous paper which described molecular collisions by a Pauli master equation or a Fokker--Planck equation. In this framework an energy conserving classical path model is explored, and methods for solving the equations numerically are discussed. The coefficients of the Fokker--Planck equation are shown to be expressible as simple functions of the interaction potential. Estimates of the computational labor are also discussed. Finally as a followup on the initial work, numerical solutions of the master equation for the collinear vibrational excitation problem of Secrest and Johnson are presented in an Appendix

  8. Real-Space Application of the Mean-Field Description of Spin-Glass Dynamics

    International Nuclear Information System (INIS)

    Barrat, Alain; Berthier, Ludovic

    2001-01-01

    The out of equilibrium dynamics of finite dimensional spin glasses is considered from a point of view going beyond the standard 'mean-field theory' versus 'droplet picture' debate of the past decades. The main predictions of both theories concerning the spin-glass dynamics are discussed. It is shown, in particular, that predictions originating from mean-field ideas concerning the violations of the fluctuation-dissipation theorem apply quantitatively, provided one properly takes into account the role of a spin-glass coherence length, which plays a central role in the droplet picture. Dynamics in a uniform magnetic field is also briefly discussed

  9. One-Dimensional Forward–Forward Mean-Field Games

    Energy Technology Data Exchange (ETDEWEB)

    Gomes, Diogo A., E-mail: diogo.gomes@kaust.edu.sa; Nurbekyan, Levon; Sedjro, Marc [King Abdullah University of Science and Technology (KAUST), CEMSE Division (Saudi Arabia)

    2016-12-15

    While the general theory for the terminal-initial value problem for mean-field games (MFGs) has achieved a substantial progress, the corresponding forward–forward problem is still poorly understood—even in the one-dimensional setting. Here, we consider one-dimensional forward–forward MFGs, study the existence of solutions and their long-time convergence. First, we discuss the relation between these models and systems of conservation laws. In particular, we identify new conserved quantities and study some qualitative properties of these systems. Next, we introduce a class of wave-like equations that are equivalent to forward–forward MFGs, and we derive a novel formulation as a system of conservation laws. For first-order logarithmic forward–forward MFG, we establish the existence of a global solution. Then, we consider a class of explicit solutions and show the existence of shocks. Finally, we examine parabolic forward–forward MFGs and establish the long-time convergence of the solutions.

  10. One-Dimensional Forward–Forward Mean-Field Games

    KAUST Repository

    Gomes, Diogo A.; Nurbekyan, Levon; Sedjro, Marc

    2016-01-01

    While the general theory for the terminal-initial value problem for mean-field games (MFGs) has achieved a substantial progress, the corresponding forward–forward problem is still poorly understood—even in the one-dimensional setting. Here, we consider one-dimensional forward–forward MFGs, study the existence of solutions and their long-time convergence. First, we discuss the relation between these models and systems of conservation laws. In particular, we identify new conserved quantities and study some qualitative properties of these systems. Next, we introduce a class of wave-like equations that are equivalent to forward–forward MFGs, and we derive a novel formulation as a system of conservation laws. For first-order logarithmic forward–forward MFG, we establish the existence of a global solution. Then, we consider a class of explicit solutions and show the existence of shocks. Finally, we examine parabolic forward–forward MFGs and establish the long-time convergence of the solutions.

  11. One-Dimensional Forward–Forward Mean-Field Games

    KAUST Repository

    Gomes, Diogo A.

    2016-11-01

    While the general theory for the terminal-initial value problem for mean-field games (MFGs) has achieved a substantial progress, the corresponding forward–forward problem is still poorly understood—even in the one-dimensional setting. Here, we consider one-dimensional forward–forward MFGs, study the existence of solutions and their long-time convergence. First, we discuss the relation between these models and systems of conservation laws. In particular, we identify new conserved quantities and study some qualitative properties of these systems. Next, we introduce a class of wave-like equations that are equivalent to forward–forward MFGs, and we derive a novel formulation as a system of conservation laws. For first-order logarithmic forward–forward MFG, we establish the existence of a global solution. Then, we consider a class of explicit solutions and show the existence of shocks. Finally, we examine parabolic forward–forward MFGs and establish the long-time convergence of the solutions.

  12. Theory on the Coupled Stochastic Dynamics of Transcription and Splice-Site Recognition

    Science.gov (United States)

    Murugan, Rajamanickam; Kreiman, Gabriel

    2012-01-01

    Eukaryotic genes are typically split into exons that need to be spliced together to form the mature mRNA. The splicing process depends on the dynamics and interactions among transcription by the RNA polymerase II complex (RNAPII) and the spliceosomal complex consisting of multiple small nuclear ribonucleo proteins (snRNPs). Here we propose a biophysically plausible initial theory of splicing that aims to explain the effects of the stochastic dynamics of snRNPs on the splicing patterns of eukaryotic genes. We consider two different ways to model the dynamics of snRNPs: pure three-dimensional diffusion and a combination of three- and one-dimensional diffusion along the emerging pre-mRNA. Our theoretical analysis shows that there exists an optimum position of the splice sites on the growing pre-mRNA at which the time required for snRNPs to find the 5′ donor site is minimized. The minimization of the overall search time is achieved mainly via the increase in non-specific interactions between the snRNPs and the growing pre-mRNA. The theory further predicts that there exists an optimum transcript length that maximizes the probabilities for exons to interact with the snRNPs. We evaluate these theoretical predictions by considering human and mouse exon microarray data as well as RNAseq data from multiple different tissues. We observe that there is a broad optimum position of splice sites on the growing pre-mRNA and an optimum transcript length, which are roughly consistent with the theoretical predictions. The theoretical and experimental analyses suggest that there is a strong interaction between the dynamics of RNAPII and the stochastic nature of snRNP search for 5′ donor splicing sites. PMID:23133354

  13. Theory on the coupled stochastic dynamics of transcription and splice-site recognition.

    Directory of Open Access Journals (Sweden)

    Rajamanickam Murugan

    Full Text Available Eukaryotic genes are typically split into exons that need to be spliced together to form the mature mRNA. The splicing process depends on the dynamics and interactions among transcription by the RNA polymerase II complex (RNAPII and the spliceosomal complex consisting of multiple small nuclear ribonucleo proteins (snRNPs. Here we propose a biophysically plausible initial theory of splicing that aims to explain the effects of the stochastic dynamics of snRNPs on the splicing patterns of eukaryotic genes. We consider two different ways to model the dynamics of snRNPs: pure three-dimensional diffusion and a combination of three- and one-dimensional diffusion along the emerging pre-mRNA. Our theoretical analysis shows that there exists an optimum position of the splice sites on the growing pre-mRNA at which the time required for snRNPs to find the 5' donor site is minimized. The minimization of the overall search time is achieved mainly via the increase in non-specific interactions between the snRNPs and the growing pre-mRNA. The theory further predicts that there exists an optimum transcript length that maximizes the probabilities for exons to interact with the snRNPs. We evaluate these theoretical predictions by considering human and mouse exon microarray data as well as RNAseq data from multiple different tissues. We observe that there is a broad optimum position of splice sites on the growing pre-mRNA and an optimum transcript length, which are roughly consistent with the theoretical predictions. The theoretical and experimental analyses suggest that there is a strong interaction between the dynamics of RNAPII and the stochastic nature of snRNP search for 5' donor splicing sites.

  14. The theory of reflexivity: A non-stochastic randomness theory for business schools only?

    OpenAIRE

    Ehnts, Dirk; Carrión Álvarez, Miguel

    2013-01-01

    The Alchemy of Finance, a book written by George Soros (1987) on the workings of financial markets, 'has found a place in the reading lists of business schools as distinct from economics departments', according to the author (2003, 4). His theory of reflexivity, which is at the center of the book, states that interdependence exists between the cognitive and manipulative functions of market participants. While Soros claims that imperfect knowledge rules on financial markets, academic orthodoxy...

  15. 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.

  16. Socio-economic applications of finite state mean field games

    KAUST Repository

    Gomes, Diogo A.; Machado Velho, Roberto; Wolfram, Marie Therese

    2014-01-01

    In this paper, we present different applications of finite state mean field games to socio-economic sciences. Examples include paradigm shifts in the scientific community or consumer choice behaviour in the free market. The corresponding finite

  17. Explicit Solutions for One-Dimensional Mean-Field Games

    KAUST Repository

    Prazeres, Mariana

    2017-01-01

    In this thesis, we consider stationary one-dimensional mean-field games (MFGs) with or without congestion. Our aim is to understand the qualitative features of these games through the analysis of explicit solutions. We are particularly interested

  18. Mean Field Games Models-A Brief Survey

    KAUST Repository

    Gomes, Diogo A.; Saú de, Joã o

    2013-01-01

    The mean-field framework was developed to study systems with an infinite number of rational agents in competition, which arise naturally in many applications. The systematic study of these problems was started, in the mathematical community by Lasry and Lions, and independently around the same time in the engineering community by P. Caines, Minyi Huang, and Roland Malhamé. Since these seminal contributions, the research in mean-field games has grown exponentially, and in this paper we present a brief survey of mean-field models as well as recent results and techniques. In the first part of this paper, we study reduced mean-field games, that is, mean-field games, which are written as a system of a Hamilton-Jacobi equation and a transport or Fokker-Planck equation. We start by the derivation of the models and by describing some of the existence results available in the literature. Then we discuss the uniqueness of a solution and propose a definition of relaxed solution for mean-field games that allows to establish uniqueness under minimal regularity hypothesis. A special class of mean-field games that we discuss in some detail is equivalent to the Euler-Lagrange equation of suitable functionals. We present in detail various additional examples, including extensions to population dynamics models. This section ends with a brief overview of the random variables point of view as well as some applications to extended mean-field games models. These extended models arise in problems where the costs incurred by the agents depend not only on the distribution of the other agents, but also on their actions. The second part of the paper concerns mean-field games in master form. These mean-field games can be modeled as a partial differential equation in an infinite dimensional space. We discuss both deterministic models as well as problems where the agents are correlated. We end the paper with a mean-field model for price impact. © 2013 Springer Science+Business Media New York.

  19. Mean Field Games Models-A Brief Survey

    KAUST Repository

    Gomes, Diogo A.

    2013-11-20

    The mean-field framework was developed to study systems with an infinite number of rational agents in competition, which arise naturally in many applications. The systematic study of these problems was started, in the mathematical community by Lasry and Lions, and independently around the same time in the engineering community by P. Caines, Minyi Huang, and Roland Malhamé. Since these seminal contributions, the research in mean-field games has grown exponentially, and in this paper we present a brief survey of mean-field models as well as recent results and techniques. In the first part of this paper, we study reduced mean-field games, that is, mean-field games, which are written as a system of a Hamilton-Jacobi equation and a transport or Fokker-Planck equation. We start by the derivation of the models and by describing some of the existence results available in the literature. Then we discuss the uniqueness of a solution and propose a definition of relaxed solution for mean-field games that allows to establish uniqueness under minimal regularity hypothesis. A special class of mean-field games that we discuss in some detail is equivalent to the Euler-Lagrange equation of suitable functionals. We present in detail various additional examples, including extensions to population dynamics models. This section ends with a brief overview of the random variables point of view as well as some applications to extended mean-field games models. These extended models arise in problems where the costs incurred by the agents depend not only on the distribution of the other agents, but also on their actions. The second part of the paper concerns mean-field games in master form. These mean-field games can be modeled as a partial differential equation in an infinite dimensional space. We discuss both deterministic models as well as problems where the agents are correlated. We end the paper with a mean-field model for price impact. © 2013 Springer Science+Business Media New York.

  20. Mean-field dynamos: The old concept and some recent developments. Karl Schwarzschild Award Lecture 2013

    Science.gov (United States)

    Rädler, K.-H.

    This article elucidates the basic ideas of electrodynamics and magnetohydrodynamics of mean fields in turbulently moving conducting fluids. It is stressed that the connection of the mean electromotive force with the mean magnetic field and its first spatial derivatives is in general neither local nor instantaneous and that quite a few claims concerning pretended failures of the mean-field concept result from ignoring this aspect. In addition to the mean-field dynamo mechanisms of α2 and α Ω type several others are considered. Much progress in mean-field electrodynamics and magnetohydrodynamics results from the test-field method for calculating the coefficients that determine the connection of the mean electromotive force with the mean magnetic field. As an important example the memory effect in homogeneous isotropic turbulence is explained. In magnetohydrodynamic turbulence there is the possibility of a mean electromotive force that is primarily independent of the mean magnetic field and labeled as Yoshizawa effect. Despite of many efforts there is so far no convincing comprehensive theory of α quenching, that is, the reduction of the α effect with growing mean magnetic field, and of the saturation of mean-field dynamos. Steps toward such a theory are explained. Finally, some remarks on laboratory experiments with dynamos are made.

  1. 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

  2. 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

  3. Momentum and density dependence of the nuclear mean field

    International Nuclear Information System (INIS)

    Behera, B.; Routray, T.R.

    1999-01-01

    The purpose of this is to analyse the momentum, density and temperature dependence of the mean field in nuclear matter derived from finite range effective interactions and to examine the influence of the functional form of the interaction on the high momentum behaviour of the mean field. Emphasis will be given to use very simple parametrizations of the effective interaction with a minimum number of adjustable parameters and yet capable of giving a good description of the mean field in nuclear matter over a wide range of momentum, density and temperature. As an application of the calculated equation of state of nuclear matter, phase transitions to quark-gluon plasma is studied where the quark phase is described by a zeroth order bag model equation of state

  4. Self-consistent mean-field models for nuclear structure

    International Nuclear Information System (INIS)

    Bender, Michael; Heenen, Paul-Henri; Reinhard, Paul-Gerhard

    2003-01-01

    The authors review the present status of self-consistent mean-field (SCMF) models for describing nuclear structure and low-energy dynamics. These models are presented as effective energy-density functionals. The three most widely used variants of SCMF's based on a Skyrme energy functional, a Gogny force, and a relativistic mean-field Lagrangian are considered side by side. The crucial role of the treatment of pairing correlations is pointed out in each case. The authors discuss other related nuclear structure models and present several extensions beyond the mean-field model which are currently used. Phenomenological adjustment of the model parameters is discussed in detail. The performance quality of the SCMF model is demonstrated for a broad range of typical applications

  5. Back-reaction beyond the mean field approximation

    International Nuclear Information System (INIS)

    Kluger, Y.

    1993-01-01

    A method for solving an initial value problem of a closed system consisting of an electromagnetic mean field and its quantum fluctuations coupled to fermions is presented. By tailoring the large N f expansion method to the Schwinger-Keldysh closed time path (CTP) formulation of the quantum effective action, causality of the resulting equations of motion is ensured, and a systematic energy conserving and gauge invariant expansion about the electromagnetic mean field in powers of 1/N f is developed. The resulting equations may be used to study the quantum nonequilibrium effects of pair creation in strong electric fields and the scattering and transport processes of a relativistic e + e - plasma. Using the Bjorken ansatz of boost invariance initial conditions in which the initial electric mean field depends on the proper time only, we show numerical results for the case in which the N f expansion is truncated in the lowest order, and compare them with those of a phenomenological transport equation

  6. Mean-field Ohm's law and coaxial helicity injection in force-free plasmas

    International Nuclear Information System (INIS)

    Weening, R. H.

    2011-01-01

    A theoretical analysis of steady-state coaxial helicity injection (CHI) in force-free plasmas is presented using a parallel mean-field Ohm's law that includes resistivity η and hyper-resistivity Λ terms. Using Boozer coordinates, a partial differential equation is derived for the time evolution of the mean-field poloidal magnetic flux, or magnetic Hamiltonian function, from the parallel mean-field Ohm's law. A general expression is obtained from the mean-field theory for the efficiency of CHI current drive in force-free plasmas. Inductances of internal energy, magnetic helicity, and poloidal magnetic flux are used to characterize axisymmetric plasma equilibria that have a model current profile. Using the model current profile, a method is suggested to determine the level of magnetohydrodynamic activity at the magnetic axis and the consequent deviation from the completely relaxed Taylor state. The mean-field Ohm's law model suggests that steady-state CHI can be viewed most simply as a boundary layer problem.

  7. Interpretation of non-Markovian stochastic Schroedinger equations as a hidden-variable theory

    International Nuclear Information System (INIS)

    Gambetta, Jay; Wiseman, H.M.

    2003-01-01

    Do diffusive non-Markovian stochastic Schroedinger equations (SSEs) for open quantum systems have a physical interpretation? In a recent paper [Phys. Rev. A 66, 012108 (2002)] we investigated this question using the orthodox interpretation of quantum mechanics. We found that the solution of a non-Markovian SSE represents the state the system would be in at that time if a measurement was performed on the environment at that time, and yielded a particular result. However, the linking of solutions at different times to make a trajectory is, we concluded, a fiction. In this paper we investigate this question using the modal (hidden variable) interpretation of quantum mechanics. We find that the noise function z(t) appearing in the non-Markovian SSE can be interpreted as a hidden variable for the environment. That is, some chosen property (beable) of the environment has a definite value z(t) even in the absence of measurement on the environment. The non-Markovian SSE gives the evolution of the state of the system 'conditioned' on this environment hidden variable. We present the theory for diffusive non-Markovian SSEs that have as their Markovian limit SSEs corresponding to homodyne and heterodyne detection, as well as one which has no Markovian limit

  8. Stochastic theory of polarized light in nonlinear birefringent media: An application to optical rotation

    Science.gov (United States)

    Tsuchida, Satoshi; Kuratsuji, Hiroshi

    2018-05-01

    A stochastic theory is developed for the light transmitting the optical media exhibiting linear and nonlinear birefringence. The starting point is the two-component nonlinear Schrödinger equation (NLSE). On the basis of the ansatz of “soliton” solution for the NLSE, the evolution equation for the Stokes parameters is derived, which turns out to be the Langevin equation by taking account of randomness and dissipation inherent in the birefringent media. The Langevin equation is converted to the Fokker-Planck (FP) equation for the probability distribution by employing the technique of functional integral on the assumption of the Gaussian white noise for the random fluctuation. The specific application is considered for the optical rotation, which is described by the ellipticity (third component of the Stokes parameters) alone: (i) The asymptotic analysis is given for the functional integral, which leads to the transition rate on the Poincaré sphere. (ii) The FP equation is analyzed in the strong coupling approximation, by which the diffusive behavior is obtained for the linear and nonlinear birefringence. These would provide with a basis of statistical analysis for the polarization phenomena in nonlinear birefringent media.

  9. 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

  10. Unified superresolution experiments and stochastic theory provide mechanistic insight into protein ion-exchange adsorptive separations.

    Science.gov (United States)

    Kisley, Lydia; Chen, Jixin; Mansur, Andrea P; Shuang, Bo; Kourentzi, Katerina; Poongavanam, Mohan-Vivekanandan; Chen, Wen-Hsiang; Dhamane, Sagar; Willson, Richard C; Landes, Christy F

    2014-02-11

    Chromatographic protein separations, immunoassays, and biosensing all typically involve the adsorption of proteins to surfaces decorated with charged, hydrophobic, or affinity ligands. Despite increasingly widespread use throughout the pharmaceutical industry, mechanistic detail about the interactions of proteins with individual chromatographic adsorbent sites is available only via inference from ensemble measurements such as binding isotherms, calorimetry, and chromatography. In this work, we present the direct superresolution mapping and kinetic characterization of functional sites on ion-exchange ligands based on agarose, a support matrix routinely used in protein chromatography. By quantifying the interactions of single proteins with individual charged ligands, we demonstrate that clusters of charges are necessary to create detectable adsorption sites and that even chemically identical ligands create adsorption sites of varying kinetic properties that depend on steric availability at the interface. Additionally, we relate experimental results to the stochastic theory of chromatography. Simulated elution profiles calculated from the molecular-scale data suggest that, if it were possible to engineer uniform optimal interactions into ion-exchange systems, separation efficiencies could be improved by as much as a factor of five by deliberately exploiting clustered interactions that currently dominate the ion-exchange process only accidentally.

  11. 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.)

  12. Shapes and dynamics from the time-dependent mean field

    International Nuclear Information System (INIS)

    Stevenson, P.D.; Goddard, P.M.; Rios, A.

    2015-01-01

    Explaining observed properties in terms of underlying shape degrees of freedom is a well-established prism with which to understand atomic nuclei. Self-consistent mean-field models provide one tool to understand nuclear shapes, and their link to other nuclear properties and observables. We present examples of how the time-dependent extension of the mean-field approach can be used in particular to shed light on nuclear shape properties, particularly looking at the giant resonances built on deformed nuclear ground states, and at dynamics in highly-deformed fission isomers. Example calculations are shown of 28 Si in the first case, and 240 Pu in the latter case

  13. Many-Body Mean-Field Equations: Parallel implementation

    International Nuclear Information System (INIS)

    Vallieres, M.; Umar, S.; Chinn, C.; Strayer, M.

    1993-01-01

    We describe the implementation of Hartree-Fock Many-Body Mean-Field Equations on a Parallel Intel iPSC/860 hypercube. We first discuss the Nuclear Mean-Field approach in physical terms. Then we describe our parallel implementation of this approach on the Intel iPSC/860 hypercube. We discuss and compare the advantages and disadvantages of the domain partition versus the Hilbert space partition for this problem. We conclude by discussing some timing experiments on various computing platforms

  14. Socio-economic applications of finite state mean field games

    KAUST Repository

    Gomes, Diogo A.

    2014-10-06

    In this paper, we present different applications of finite state mean field games to socio-economic sciences. Examples include paradigm shifts in the scientific community or consumer choice behaviour in the free market. The corresponding finite state mean field game models are hyperbolic systems of partial differential equations, for which we present and validate different numerical methods. We illustrate the behaviour of solutions with various numerical experiments,which show interesting phenomena such as shock formation. Hence, we conclude with an investigation of the shock structure in the case of two-state problems.

  15. Socio-economic applications of finite state mean field games.

    Science.gov (United States)

    Gomes, Diogo; Velho, Roberto M; Wolfram, Marie-Therese

    2014-11-13

    In this paper, we present different applications of finite state mean field games to socio-economic sciences. Examples include paradigm shifts in the scientific community or consumer choice behaviour in the free market. The corresponding finite state mean field game models are hyperbolic systems of partial differential equations, for which we present and validate different numerical methods. We illustrate the behaviour of solutions with various numerical experiments, which show interesting phenomena such as shock formation. Hence, we conclude with an investigation of the shock structure in the case of two-state problems. © 2014 The Author(s) Published by the Royal Society. All rights reserved.

  16. A dual theory of price and value in a meso-scale economic model with stochastic profit rate

    Science.gov (United States)

    Greenblatt, R. E.

    2014-12-01

    The problem of commodity price determination in a market-based, capitalist economy has a long and contentious history. Neoclassical microeconomic theories are based typically on marginal utility assumptions, while classical macroeconomic theories tend to be value-based. In the current work, I study a simplified meso-scale model of a commodity capitalist economy. The production/exchange model is represented by a network whose nodes are firms, workers, capitalists, and markets, and whose directed edges represent physical or monetary flows. A pair of multivariate linear equations with stochastic input parameters represent physical (supply/demand) and monetary (income/expense) balance. The input parameters yield a non-degenerate profit rate distribution across firms. Labor time and price are found to be eigenvector solutions to the respective balance equations. A simple relation is derived relating the expected value of commodity price to commodity labor content. Results of Monte Carlo simulations are consistent with the stochastic price/labor content relation.

  17. Linear kinetic theory and particle transport in stochastic mixtures. Third year and final report, June 15, 1993--December 14, 1996

    International Nuclear Information System (INIS)

    Pomraning, G.C.

    1997-05-01

    The goal in this research was to continue the development of a comprehensive theory of linear transport/kinetic theory in a stochastic mixture of solids and immiscible fluids. Such a theory should predict the ensemble average and higher moments, such as the variance, of the particle or energy density described by the underlying transport/kinetic equation. The statistics studied correspond to N-state discrete random variables for the interaction coefficients and sources, with N denoting the number of components in the mixture. The mixing statistics considered were Markovian as well as more general statistics. In the absence of time dependence and scattering, the theory is well developed and described exactly by the master (Liouville) equation for Markovian mixing, and by renewal equations for non-Markovian mixing. The intent of this research was to generalize these treatments to include both time dependence and scattering. A further goal of this research was to develop approximate, but simpler, models from any comprehensive theory. In particular, a specific goal was to formulate a renormalized transport/kinetic theory of the usual nonstochastic form, but with effective interaction coefficients and sources to account for the stochastic nature of the problem. In the three and one-half year period of research summarized in this final report, they have made substantial progress in the development of a comprehensive theory of kinetic processes in stochastic mixtures. This progress is summarized in 16 archival journal articles, 7 published proceedings papers, and 2 comprehensive review articles. In addition, 17 oral presentations were made describing these research results

  18. Quantum stochastics

    CERN Document Server

    Chang, Mou-Hsiung

    2015-01-01

    The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theory has trailed far behind. Although highly appealing, the quantum theory has a steep learning curve, requiring tools from both probability and analysis and a facility for combining the two viewpoints. This book is a systematic, self-contained account of the core of quantum probability and quantum stochastic processes for graduate students and researchers. The only assumed background is knowledge of the basic theory of Hilbert spaces, bounded linear operators, and classical Markov processes. From there, the book introduces additional tools from analysis, and then builds the quantum probability framework needed to support applications to quantum control and quantum information and communication. These include quantum noise, quantum stochastic calculus, stochastic quantum differential equations, quantum Markov semigrou...

  19. Stochastic processes

    CERN Document Server

    Parzen, Emanuel

    1962-01-01

    Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine

  20. Applying Mean-Field Approximation to Continuous Time Markov Chains

    NARCIS (Netherlands)

    Kolesnichenko, A.V.; Senni, Valerio; Pourranjabar, Alireza; Remke, A.K.I.; Stoelinga, M.I.A.

    2014-01-01

    The mean-field analysis technique is used to perform analysis of a system with a large number of components to determine the emergent deterministic behaviour and how this behaviour modifies when its parameters are perturbed. The computer science performance modelling and analysis community has found

  1. Constrained deterministic leader-follower mean field control

    NARCIS (Netherlands)

    Möller, L.; Gentile, B.; Parise, F.; Grammatico, S.; Lygeros, J.

    2016-01-01

    We consider a mean field game among a large population of noncooperative agents divided into two categories: leaders and followers. Each agent is subject to heterogeneous convex constraints and minimizes a quadratic cost function; the cost of each leader is affected by the leaders' aggregate

  2. A mean-field game economic growth model

    KAUST Repository

    Gomes, Diogo A.; Lafleche, Laurent; Nurbekyan, Levon

    2016-01-01

    Here, we examine a mean-field game (MFG) that models the economic growth of a population of non-cooperative, rational agents. In this MFG, agents are described by two state variables - the capital and consumer goods they own. Each agent seeks

  3. Two numerical methods for mean-field games

    KAUST Repository

    Gomes, Diogo A.

    2016-01-09

    Here, we consider numerical methods for stationary mean-field games (MFG) and investigate two classes of algorithms. The first one is a gradient flow method based on the variational characterization of certain MFG. The second one uses monotonicity properties of MFG. We illustrate our methods with various examples, including one-dimensional periodic MFG, congestion problems, and higher-dimensional models.

  4. Two numerical methods for mean-field games

    KAUST Repository

    Gomes, Diogo A.

    2016-01-01

    Here, we consider numerical methods for stationary mean-field games (MFG) and investigate two classes of algorithms. The first one is a gradient flow method based on the variational characterization of certain MFG. The second one uses monotonicity properties of MFG. We illustrate our methods with various examples, including one-dimensional periodic MFG, congestion problems, and higher-dimensional models.

  5. Two Numerical Approaches to Stationary Mean-Field Games

    KAUST Repository

    Almulla, Noha; Ferreira, Rita; Gomes, Diogo A.

    2016-01-01

    Here, we consider numerical methods for stationary mean-field games (MFG) and investigate two classes of algorithms. The first one is a gradient-flow method based on the variational characterization of certain MFG. The second one uses monotonicity properties of MFG. We illustrate our methods with various examples, including one-dimensional periodic MFG, congestion problems, and higher-dimensional models.

  6. Halo nuclei studied by relativistic mean-field approach

    International Nuclear Information System (INIS)

    Gmuca, S.

    1997-01-01

    Density distributions of light neutron-rich nuclei are studied by using the relativistic mean-field approach. The effective interaction which parameterizes the recent Dirac-Brueckner-Hartree-Fock calculations of nuclear matter is used. The results are discussed and compared with the experimental observations with special reference to the neutron halo in the drip-line nuclei. (author)

  7. Two Numerical Approaches to Stationary Mean-Field Games

    KAUST Repository

    Almulla, Noha

    2016-10-04

    Here, we consider numerical methods for stationary mean-field games (MFG) and investigate two classes of algorithms. The first one is a gradient-flow method based on the variational characterization of certain MFG. The second one uses monotonicity properties of MFG. We illustrate our methods with various examples, including one-dimensional periodic MFG, congestion problems, and higher-dimensional models.

  8. Developing a stochastic conflict resolution model for urban runoff quality management: Application of info-gap and bargaining theories

    Science.gov (United States)

    Ghodsi, Seyed Hamed; Kerachian, Reza; Estalaki, Siamak Malakpour; Nikoo, Mohammad Reza; Zahmatkesh, Zahra

    2016-02-01

    In this paper, two deterministic and stochastic multilateral, multi-issue, non-cooperative bargaining methodologies are proposed for urban runoff quality management. In the proposed methodologies, a calibrated Storm Water Management Model (SWMM) is used to simulate stormwater runoff quantity and quality for different urban stormwater runoff management scenarios, which have been defined considering several Low Impact Development (LID) techniques. In the deterministic methodology, the best management scenario, representing location and area of LID controls, is identified using the bargaining model. In the stochastic methodology, uncertainties of some key parameters of SWMM are analyzed using the info-gap theory. For each water quality management scenario, robustness and opportuneness criteria are determined based on utility functions of different stakeholders. Then, to find the best solution, the bargaining model is performed considering a combination of robustness and opportuneness criteria for each scenario based on utility function of each stakeholder. The results of applying the proposed methodology in the Velenjak urban watershed located in the northeastern part of Tehran, the capital city of Iran, illustrate its practical utility for conflict resolution in urban water quantity and quality management. It is shown that the solution obtained using the deterministic model cannot outperform the result of the stochastic model considering the robustness and opportuneness criteria. Therefore, it can be concluded that the stochastic model, which incorporates the main uncertainties, could provide more reliable results.

  9. Lower hybrid heating data on the Wega experiment revisited using ion stochastic heating and electron Landau damping theories

    International Nuclear Information System (INIS)

    Gormezano, C.; Hess, W.; Ichtchenko, G.

    1980-07-01

    The already obtained data on the Wega Tokamak by lower hybrid heating (f=500 MHz - Psub(HF)=130 KW) are revisited in the light of recent theories on ion stochastic heating and quasi-linear electron Landau damping. It is possible to correctly estimate with these theories the fast ion mean energy, the H.F. power density coupled to the ions and that coupled to the electrons. The values of the parallel index of refraction, Nsub(//), which are necessary to obtain a good quantitative agreement between experiment and theoretical estimates, are the same for the ions and for the electrons, even though at higher values than expected

  10. The Theory of Dynamic Public Transit Priority with Dynamic Stochastic Park and Ride

    Directory of Open Access Journals (Sweden)

    Chengming Zhu

    2014-01-01

    Full Text Available Public transit priority is very important for relieving traffic congestion. The connotation of dynamic public transit priority and dynamic stochastic park and ride is presented. Based on the point that the travel cost of public transit is not higher than the travel cost of car, how to determine the level of dynamic public transit priority is discussed. The traffic organization method of dynamic public transit priority is introduced. For dynamic stochastic park and ride, layout principle, scale, and charging standard are discussed. Traveler acceptability is high through the analysis of questionnaire survey. Dynamic public transit priority with dynamic stochastic park and ride has application feasibility.

  11. 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

  12. Stochastic foundations of undulatory transport phenomena: generalized Poisson–Kac processes—part I basic theory

    International Nuclear Information System (INIS)

    Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro

    2017-01-01

    This article introduces the notion of generalized Poisson–Kac (GPK) processes which generalize the class of ‘telegrapher’s noise dynamics’ introduced by Kac (1974 Rocky Mount. J. Math . 4 497) in 1974, using Poissonian stochastic perturbations. In GPK processes the stochastic perturbation acts as a switching amongst a set of stochastic velocity vectors controlled by a Markov-chain dynamics. GPK processes possess trajectory regularity (almost everywhere) and asymptotic Kac limit, namely the convergence towards Brownian motion (and to stochastic dynamics driven by Wiener perturbations), which characterizes also the long-term/long-distance properties of these processes. In this article we introduce the structural properties of GPK processes, leaving all the physical implications to part II and part III (Giona et al 2016a J. Phys. A: Math. Theor ., 2016b J. Phys. A: Math. Theor .). (paper)

  13. The Theory of Dynamic Public Transit Priority with Dynamic Stochastic Park and Ride

    OpenAIRE

    Zhu, Chengming; Chen, Yanyan; Ma, Changxi

    2014-01-01

    Public transit priority is very important for relieving traffic congestion. The connotation of dynamic public transit priority and dynamic stochastic park and ride is presented. Based on the point that the travel cost of public transit is not higher than the travel cost of car, how to determine the level of dynamic public transit priority is discussed. The traffic organization method of dynamic public transit priority is introduced. For dynamic stochastic park and ride, layout principle, scal...

  14. Characteristic effects of stochastic oscillatory forcing on neural firing: analytical theory and comparison to paddlefish electroreceptor data.

    Science.gov (United States)

    Bauermeister, Christoph; Schwalger, Tilo; Russell, David F; Neiman, Alexander B; Lindner, Benjamin

    2013-01-01

    Stochastic signals with pronounced oscillatory components are frequently encountered in neural systems. Input currents to a neuron in the form of stochastic oscillations could be of exogenous origin, e.g. sensory input or synaptic input from a network rhythm. They shape spike firing statistics in a characteristic way, which we explore theoretically in this report. We consider a perfect integrate-and-fire neuron that is stimulated by a constant base current (to drive regular spontaneous firing), along with Gaussian narrow-band noise (a simple example of stochastic oscillations), and a broadband noise. We derive expressions for the nth-order interval distribution, its variance, and the serial correlation coefficients of the interspike intervals (ISIs) and confirm these analytical results by computer simulations. The theory is then applied to experimental data from electroreceptors of paddlefish, which have two distinct types of internal noisy oscillators, one forcing the other. The theory provides an analytical description of their afferent spiking statistics during spontaneous firing, and replicates a pronounced dependence of ISI serial correlation coefficients on the relative frequency of the driving oscillations, and furthermore allows extraction of certain parameters of the intrinsic oscillators embedded in these electroreceptors.

  15. 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.

  16. Heavy-ion interactions in relativistic mean-field models

    International Nuclear Information System (INIS)

    Rashdan, M.

    1996-01-01

    The interaction potential between spherical nuclei and the elastic scattering cross section are calculated within relativistic mean-field (linear and non-linear) models, using a generalized relativistic local density approximation. The nuclear densities are calculated self-consistently from the solution of the relativistic mean-field equations. It is found that both the linear and non-linear models predict the characteristic switching-over phenomenon of the heavy-ion nuclear potential, where the potential gets attraction with increasing energy up to some value where it reverses this behaviour. The non-linear NLC model predicts a deeper potential than the linear LW model. The elastic scattering cross section calculated within the non-linear NLC model is in better agreement with experiments than that calculated within the linear LW model. (orig.)

  17. Merging Belief Propagation and the Mean Field Approximation

    DEFF Research Database (Denmark)

    Riegler, Erwin; Kirkelund, Gunvor Elisabeth; Manchón, Carles Navarro

    2010-01-01

    We present a joint message passing approach that combines belief propagation and the mean field approximation. Our analysis is based on the region-based free energy approximation method proposed by Yedidia et al., which allows to use the same objective function (Kullback-Leibler divergence......) as a starting point. In this method message passing fixed point equations (which correspond to the update rules in a message passing algorithm) are then obtained by imposing different region-based approximations and constraints on the mean field and belief propagation parts of the corresponding factor graph....... Our results can be applied, for example, to algorithms that perform joint channel estimation and decoding in iterative receivers. This is demonstrated in a simple example....

  18. Condition monitoring with Mean field independent components analysis

    DEFF Research Database (Denmark)

    Pontoppidan, Niels Henrik; Sigurdsson, Sigurdur; Larsen, Jan

    2005-01-01

    We discuss condition monitoring based on mean field independent components analysis of acoustic emission energy signals. Within this framework it is possible to formulate a generative model that explains the sources, their mixing and also the noise statistics of the observed signals. By using...... a novelty approach we may detect unseen faulty signals as indeed faulty with high precision, even though the model learns only from normal signals. This is done by evaluating the likelihood that the model generated the signals and adapting a simple threshold for decision. Acoustic emission energy signals...... from a large diesel engine is used to demonstrate this approach. The results show that mean field independent components analysis gives a better detection of fault compared to principal components analysis, while at the same time selecting a more compact model...

  19. Retardation and dispersive effects in the nuclear mean field

    International Nuclear Information System (INIS)

    Mahaux, C.; Davies, K.T.R.; Satchler, G.R.

    1993-01-01

    We consider several parametrizations of the energy dependence of the imaginary part of the mean field, for nucleons as well as heavy ions. These parametrizations specify the energy dependence of the corresponding real part, because the real and imaginary parts are connected by a dispersion relation. The latter can be viewed as equivalent to the causality property. Since Hilbert transforms appear in the dispersion relation and since Fourier transforms give the correspondence between energy dependence and temporal nonlocality, we derive several properties of these transforms which are of particular interest in the present context. The most useful one is that the Fourier transform of a function F(E) which is analytic in the upper half of the complex E-plane can be expressed in terms of the Fourier transform of the imaginary part of F(E) alone. We investigate several schematic models for the mean field. They fall into two main categories. These correspond to the two main definitions which have been proposed for the mean field, namely the self-energy and Feshbach's potential. Both of these definitions can be used for the nucleon-nucleus system, in which case they correspond to two different ways of handling the combined influence of ground state correlations and antisymmetrization. The resulting two mean fields have different energy dependences and, correspondingly, temporal nonlocalities. Feshbach's approach can also be applied to the nucleus-nucleus system. Our schematic models are semi-realistic, in the sense that they all take account of the 'Fermi surface anomaly' for the nucleon-nucleus system or of the 'threshold anomaly' for the nucleus-nucleus case. The temporal nonlocality is investigated for each model. A physical interpretation of this nonlocality is given in terms delay of the response of the medium, in which an incident wave is partially trapped in nonelastic channels and subsequently reemitted. (orig./HSI)

  20. RPA correlations and nuclear densities in relativistic mean field approach

    International Nuclear Information System (INIS)

    Van Giai, N.; Liang, H.Z.; Meng, J.

    2007-02-01

    The relativistic mean field approach (RMF) is well known for describing accurately binding energies and nucleon distributions in atomic nuclei throughout the nuclear chart. The random phase approximation (RPA) built on top of the RMF is also a good framework for the study of nuclear excitations. Here, we examine the consequences of long range correlations brought about by the RPA on the neutron and proton densities as given by the RMF approach. (authors)