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Option pricing in constant elasticity of variance model with liquidity costs ; Paper is based on The cost of illiquidity and its effects on hedging, L. C. G. Rogers and Surbjeet Singh, 2010. We generalize its thesis to constant elasticity model, which own previously used BlackSchoels model as a special case. The Goal of this article is to find optimal hedging strategy of European callput option in illiquid environment. We understand illiquidity as a non linear transaction cost function depending only on rate of change of our portfolio. In case this function is quadratic, optimal policy is given by system of 3 PDE. In addition we show, that for small epsilon costs of selling portfolio in time T be important Oepsilon and shouldn't be neglected in Value function oepsilonk our result.
A meanfield monomerdimer model with random monomer activities. Exact solution and rigorous results ; Independent random monomer activities are considered on a meanfeld monomerdimer model. Under very general conditions on the randomness the model is shown to have a selfaveraging pressure density that obeys a solvable variational principle. The dimer density is exactly computed in the thermodynamic limit and shown to be a smooth function.
MetaModeling Semantics of UML ; The Unified Modelling Language is emerging as a defacto standard for modelling objectoriented systems. However, the semantics document that a part of the standard definition primarily provides a description of the language's syntax and wellformedness rules. The meaning of the language, which is mainly described in English, is too informal and unstructured to provide a foundation for developing formal analysis and development techniques. This paper outlines a formalisation strategy for making precise the core semantics of UML. This is achieved by strengthening the denotational semantics of the existing UML metamodel. To illustrate the approach, the semantics of generalizationspecialization are made precise.
Entanglement and spin squeezing in nonHermitian phase transitions ; We show that nonHermitian dynamics generate substantial entanglement in manybody systems. We consider the nonHermitian LipkinMeshkovGlick model and show that its phase transition occurs with maximum multiparticle entanglement there is full Nparticle entanglement at the transition, in contrast to the Hermitian case. The nonHermitian model also exhibits more spin squeezing than the Hermitian model, showing that nonHermitian dynamics are useful for quantum metrology. Experimental implementations with trapped ions and cavity QED are discussed.
Multifield inflation from holography ; We initiate the study of multifield inflation using holography. Bulk light scalar fields correspond to nearly marginal operators in the boundary theory and the dual quantum field theory is a deformation of a CFT by such operators. We compute the power spectra of adiabatic and entropy perturbations in a simple model and find that the adiabatic curvature perturbation is not conserved in the presence of entropy perturbations but becomes conserved when the entropy perturbations are set to zero or the model is effectively a single scalar model, in agreement with expectations from cosmological perturbation theory.
PTsymmetric model with an interplay between kinematical and dynamical nonlocalities ; A new family of nonHermitian PTsymmetric quantum models is proposed in which the Hamiltonians HTV are finitedimensional and in which the dynamicalinput potential V is multiparametric and nonlocal. The choice is supported by the exact solvability of Schrodinger equation and by the well known fact that in PTsymmetric models a nonlocality is already present due to the generic kinematical nondiagonality of the Hermitizing metrics Theta. For a subfamily of our Hs, also em all, of the eligible metrics Theta appear obtainable in closed form.
Bs,d0 to ellell Decays in TwoHiggs Doublet Models ; We study the rare leptonic decays Bs,d0 to ellell within the general framework of the aligned twoHiggs doublet model. A complete oneloop calculation of the relevant shortdistance Wilson coefficients is presented, with a detailed technical summary of the results. The phenomenological constraints imposed by present data on the model parameters are also investigated.
Indirect constraints on the GeorgiMachacek model and implications for Higgs couplings ; We update the indirect constraints on the GeorgiMachacek model from Bphysics and electroweak precision observables, including new constraints from b to s gamma and B0s to mu mu. We illustrate the effect of these constraints on the couplings of the Standard Modellike Higgs boson by performing scans using the most general scalar potential, subject to vacuum stability and perturbativity constraints. We find that simultaneous enhancements of all the Higgs production cross sections by up to 39 are still allowed after imposing these constraints. LHC rate measurements on the Higgs pole could be blind to these enhancements if unobserved nonstandard Higgs decays are present.
Investigation of A Collective Decision Making System of Different NeighbourhoodSize Based on HyperGeometric Distribution ; The study of collective decision making system has become the central part of the Swarm Intelligence Related research in recent years. The most challenging task of modelling a collec tive decision making system is to develop the macroscopic stochastic equation from its microscopic model. In this report we have investigated the behaviour of a collective decision making system with specified microscopic rules that resemble the chemical reaction and used different group size. Then we ventured to derive a generalized analytical model of a collectivedecision system using hypergeometric distribution. Index Termsswarm; collective decision making; noise; group size; hypergeometric distribution
Fractional diffusion on a fractal grid comb ; A grid comb model is a generalization of the well known comb model, and it consists of N backbones. For N1 the system reduces to the comb model where subdiffusion takes place with the transport exponent 12. We present an exact analytical evaluation of the transport exponent of anomalous diffusion for finite and infinite number of backbones. We show that for an arbitrarily large but finite number of backbones the transport exponent does not change. Contrary to that, for an infinite number of backbones, the transport exponent depends on the fractal dimension of the backbone structure.
Sparsistency of ell1Regularized MEstimators ; We consider the model selection consistency or sparsistency of a broad set of ell1regularized Mestimators for linear and nonlinear statistical models in a unified fashion. For this purpose, we propose the local structured smoothness condition LSSC on the loss function. We provide a general result giving deterministic sufficient conditions for sparsistency in terms of the regularization parameter, ambient dimension, sparsity level, and number of measurements. We show that several important statistical models have Mestimators that indeed satisfy the LSSC, and as a result, the sparsistency guarantees for the corresponding ell1regularized Mestimators can be derived as simple applications of our main theorem.
On UltraViolet effects in protected inflationary models ; Inflationary models are usually UV sensitive. Several mechanism have been proposed to protect the necessary features of the potential, and most notably softly broken global symmetries as shiftsymmetry. We show that, even in presence of these protecting mechanisms, the models maintain a serious UVdependence. Via an improved effective theory analysis, we show how these corrections could significantly affect the duration of inflation, its robustness against the choice of initial conditions and the regimes that make it possible.
Pion, Kaon and Antiproton Production in PbPb Collisions at LHC Energy sqrtsNN 2.76 TeV A Modelbased Analysis ; Large Hadron Collider LHC had produced a vast amount of high precision data for high energy heavy ion collision. We attempt here to study i transverse momenta spectra, ii Kpi, ppi ratio behaviours, iiirapidity distribution, and iv the nuclear modification factors of the pion, kaon and antiproton produced in pp and PbPb collisions at energy sqrtsNN 2.76 TeV, on the basis of Sequential Chain Model SCM. Comparisons of the modelbased results with the measured data on these observables are generally found to be modestly satisfactory.
Deep Exponential Families ; We describe textitdeep exponential families DEFs, a class of latent variable models that are inspired by the hidden structures used in deep neural networks. DEFs capture a hierarchy of dependencies between latent variables, and are easily generalized to many settings through exponential families. We perform inference using recent black box variational inference techniques. We then evaluate various DEFs on text and combine multiple DEFs into a model for pairwise recommendation data. In an extensive study, we show that going beyond one layer improves predictions for DEFs. We demonstrate that DEFs find interesting exploratory structure in large data sets, and give better predictive performance than stateoftheart models.
Relative left properness of colored operads ; The category of mathfrakCcolored symmetric operads admits a cofibrantly generated model category structure. In this paper, we show that this model structure satisfies a relative left properness condition, i.e., that the class of weak equivalences between Sigmacofibrant operads is closed under cobase change along cofibrations. We also provide an example of Dwyer which shows that the model structure on mathfrakCcolored symmetric operads is not left proper.
Dynamics of TwoDimensional mathcalN2,2 Supersymmetric Theories with Semichiral Superfields I ; We analyze the dynamics of a general twodimensional mathcalN2,2 gauged linear sigma model with semichiral superfields. By computing the elliptic genera, we study the vacuum structure of the model. The result coincides with the model without using semichiral superfields. We also show that the low energy effective twisted superpotential contributed by semichiral superfields vanishes, whether we turn on twisted masses or not.
Inhomogeneous Bianchi Type I Cosmological Model with Electromagnetic Field in Lyra Geometry ; We have investigated an inhomogeneous Bianchi typeI cosmological model with electromagnetic field based on Lyra geometry. A new class of exact solutions have been obtained by considering the potentials of metric and displacement field are functions of coordinates t and x. The physical behavior of the obtained model is discussed.
Do Black Holes Exist ; We discuss and compare definitions of a black hole based on the existence of event and apparent horizons. In this connection we present a nonsingular model of a black hole with a closed apparent horizon and discuss its properties. We propose a massive thin shell model for consistent description of particles creation in black holes. Using this model we demonstrate that for black holes with mass much larger than the Planckian one the backreaction of the domain, where the particles are created, on the black hole parameters is negligibly small.
Quasieikonal and quasiUmatrix unitarization schemes beyond the Black Disk Limit ; Quasieikonal and quasiUmatrix unitarization of the standard Reggepole amplitude for alpha01 have been considered. We show that some violation of unitarity even at high energy exists in both models. We have found in quasieikonal model a bumposcillation structure of rm ImHs,b at large values of impact parameter b but where rm ImHs,b is closed to the maximal value. We argue that it is possible to choose the parameter regulating deviation of generalized models from pure eikonal or Umatrix modes in order to restore unitarity.
Nonlocal optical response in metallic nanostructures ; This review provides a broad overview of the studies and effects of nonlocal response in metallic nanostructures. In particular, we thoroughly present the nonlocal hydrodynamic model and the recently introduced generalized nonlocal optical response GNOR model. The influence of nonlocal response on plasmonic excitations is studied in key metallic geometries, such as spheres and dimers, and we derive new consequences due to the GNOR model. Finally, we propose several trajectories for future work on nonlocal response, including experimental setups that may unveil further effects of nonlocal response.
The domination number of online social networks and random geometric graphs ; We consider the domination number for online social networks, both in a stochastic network model, and for realworld, networked data. Asymptotic sublinear bounds are rigorously derived for the domination number of graphs generated by the memoryless geometric protean random graph model. We establish sublinear bounds for the domination number of graphs in the Facebook 100 data set, and these bounds are wellcorrelated with those predicted by the stochastic model. In addition, we derive the asymptotic value of the domination number in classical random geometric graphs.
Degeneracy between CCDM and CDM cosmologies ; The creation of cold dark matter cosmology model is studied beyond the linear perturbation level. The skewness is explicitly computed and the results are compared to those from the LambdaCDM model. It is explicitly shown that both models have the same signature for the skewness and cannot be distinguished by using this observable.
A Simple and Efficient Method To Generate Word Sense Representations ; Distributed representations of words have boosted the performance of many Natural Language Processing tasks. However, usually only one representation per word is obtained, not acknowledging the fact that some words have multiple meanings. This has a negative effect on the individual word representations and the language model as a whole. In this paper we present a simple model that enables recent techniques for building word vectors to represent distinct senses of polysemic words. In our assessment of this model we show that it is able to effectively discriminate between words' senses and to do so in a computationally efficient manner.
Effective spin theories for edge magnetism in graphene zigzag ribbons ; We report a thorough study of the reducibility of edge correlation effects in graphene to muchsimplified effective models for the edge states. The latter have been used before in specially tailored geometries. By a systematic investigation of corrections due to the bulk states in second order perturbation theory, we show that the reduction to pure edge state models is welljustified in general geometries. The framework of reduced models discussed here enables the study of nonmeanfield correlation physics for system sizes far beyond the reach of conventional methods, such as, e.g., quantum MonteCarlo.
Scaleinvariant spectrum of LeeWick model in de Sitter spacetime ; We obtain a scaleinvariant spectrum from the LeeWick model in de Sitter spacetime. This model is a fourthorder scalar theory whose mass parameter is determined by M22H2. The HarrisonZel'dovich scaleinvariant spectrum is obtained by Fourier transforming the propagator in position space as well as by computing the power spectrum directly. It shows clearly that the LW scalar theory provides a truly scaleinvariant spectrum in whole de Sitter, while the massless scalar propagation in de Sitter shows a scaleinvariant spectrum in the superhorizon region only.
Inflation and speculation in a dynamic macroeconomic model ; We study a monetary version of the Keen model by merging two alternative extensions, namely the addition of a dynamic price level and the introduction of speculation. We recall and study old and new equilibria, together with their local stability analysis. This includes a state of recession associated with a deflationary regime and characterized by falling employment but constant wage shares, with or without an accompanying debt crisis. We also emphasize some new qualitative behavior of the extended model, in particular its ability to produce and describe repeated financial crises as a natural pace of the economy, and its suitability to describe the relationship between economic growth and financial activities.
Network Evolution by Relevance and Importance Preferential Attachment ; Relevance and importance are the main factors when humans build network connections. We propose an evolutionary network model based on preferential attachmentPA considering these factors. We analyze and compute several important features of the network class generated by this algorithm including scale free degree distribution, high clustering coefficient, small world property and coreperiphery structure. We then compare this model with other network models and empirical data such as intercity road transportation and air traffic networks.
Collective Dynamics from Stochastic Thermodynamics ; From a viewpoint of stochastic thermodynamics, we derive equations that describe the collective dynamics near the orderdisorder transition in the globally coupled XY model and near the synchronizationdesynchronization transition in the Kuramoto model. A new way of thinking is to interpret the deterministic time evolution of a macroscopic variable as an external operation to a thermodynamic system. We then find that the irreversible work determines the equation for the collective dynamics. When analyzing the Kuramoto model, we employ a generalized concept of irreversible work which originates from a nonequilibrium identity associated with steady state thermodynamics.
Revisiting Noether gauge symmetry approach in quintom cosmology ; The Noether gauge symmetry approach is revisited to study various quintom scenarios those that arise by the presence of two dynamical scalar fields to comprehend the role of dark energy in our universe. For such models, we obtain smooth parameterizations of the equation of state of dark energy across the boundary of cosmological constant wLambda1. This study gives rise to two new cases of the potential Vphi, sigma, due to a quintom field in which nonlinear coupling of the scalar fields arise. Besides we report that a few cases of Noether gauge symmetries and their invariants in Adnan Aslam, et. al., Astrophys Space Sci 2013, 348533540 are incorrect. Consequently, the given cosmological model in their paper is not a feasible quintom model.
A threeloop radiative neutrino mass model with dark matter ; We present a model that generates small neutrino masses at threeloop level due to the existence of Majorana fermionic dark matter, which is stabilized by a Z2 symmetry. The model predicts that the lightest neutrino is massless. We show a prototypical parameter choice allowed by relevant experimental data, which favors the case of normal neutrino mass spectrum and the dark matter with m sim 50135 GeV and a sizable Yukawa coupling. It means that new particles can be searched for in future ee collisions.
Phrase Based Language Model For Statistical Machine Translation ; We consider phrase based Language Models LM, which generalize the commonly used word level models. Similar concept on phrase based LMs appears in speech recognition, which is rather specialized and thus less suitable for machine translation MT. In contrast to the dependency LM, we first introduce the exhaustive phrasebased LMs tailored for MT use. Preliminary experimental results show that our approach outperform word based LMs with the respect to perplexity and translation quality.
Metamaterial model of a time crystal ; Propagation of monochromatic extraordinary light in a hyperbolic metamaterial is identical to propagation of massive particles in a three dimensional effective Minkowski spacetime, in which the role of a timelike variable is played by one of the spatial coordinates. We demonstrate that this analogy may be used to build a metamaterial model of a time crystal, which has been recently suggested by Wilczek and Shapere. It is interesting to note that the effective singleparticle energy spectrum in such a model does not contain a static ground state, thus providing a loophole in the proof of time crystal nonexistence by P. Bruno.
On the existence and exponential attractivity of a unique positive almost periodic solution to an impulsive hematopoiesis model with delays ; In this paper, a generalized model of hematopoiesis with delays and impulses is considered. By employing the contraction mapping principle and a novel type of impulsive delay inequality, we prove the existence of a unique positive almost periodic solution of the model. It is also proved that, under the proposed conditions in this paper, the unique positive almost periodic solution is globally exponentially attractive. A numerical example is given to illustrate the effectiveness of the obtained results.
Gravitational lensing of wormholes in noncommutative geometry ; It has been shown that a noncommutativegeometry background may be able to support traversable wormholes. This paper discusses the possible detection of such wormholes in the outer regions of galactic halos by means of gravitational lensing. The procedure allows a comparison to other models such as the NavarroFrenkWhite model and fR modified gravity and is likely to favor a model based on noncommutative geometry.
Bulk gauge and matter fields in nested warping I. the formalism ; The lack of evidence for a TeVmass graviton has been construed as constricting the RandallSundrum model. However, a doublywarped generalization naturally avoids such restrictions. We develop, here, the formalism for extension of the Standard Model gauge bosons and fermions into such a sixdimensional bulk. Apart from ameliorating the usual problems such as flavourchanging neutral currents, this model admits two very distinct phases, with their own unique phenomenologies.
Higgs mass 125 GeV and g2 of the muon in Gaugino Mediation Model ; Gaugino mediation is very attractive since it is free from the serious flavor problem in the supersymmetric standard model. We show that the observed Higgs boson mass at around 125 GeV and the anomaly of the muon g2 can be easily explained in gaugino mediation models. It should be noted that no dangerous CP violating phases are generated in our framework. Furthermore, there are large parameter regions which can be tested not only at the planned International Linear Collider but also at the coming 1314 TeV Large Hadron Collider.
Gravity Effects on Antimatter in the StandardModel Extension ; The gravitational StandardModel Extension SME is the general fieldtheory based framework for the analysis of CPT and Lorentz violation. In this work we summarize the implications of Lorentz and CPT violation for antimatter gravity in the context of the SME. Implications of various attempts to place indirect limits on anomalous antimatter gravity are considered in the context of SMEbased models.
Viscosity Characterization of the Arbitrage Function under Model Uncertainty ; We show that in an equity market model with Knightian uncertainty regarding the relative risk and covariance structure of its assets, the arbitrage function defined as the reciprocal of the highest return on investment that can be achieved relative to the market using nonanticipative strategies, and under any admissible market model configuration is a viscosity solution of an associated HamiltonJacobiBellman HJB equation under appropriate boundedness, continuity and Markovian assumptions on the uncertainty structure. This result generalizes that of Fernholz and Karatzas 2011, who characterized this arbitrage function as a classical solution of a Cauchy problem for this HJB equation under much stronger conditions than those needed here.
Minimal Length Effects on Entanglement Entropy of Spherically Symmetric Black Holes in Brick Wall Model ; We compute the black hole horizon entanglement entropy for a massless scalar field in the brick wall model by incorporating the minimal length. Taking the minimal length effects on the occupation number nomega,l and the Hawking temperature into consideration, we obtain the leading UV divergent term and the subleading logarithmic term in the entropy. The leading divergent term scales with the horizon area. The subleading logarithmic term is the same as that in the usual brick wall model without the minimal length.
Topological invariance and global Berry phase in nonHermitian systems ; By studying the topological invariance andBerry phase in nonHermitian systems, we reveal the basic properties of the complex Berry phase and generalize the global Berry phases Q to identify the topological invariance for nonHermitian systems.We find thatQcan identify topological invariance in two kinds of nonHermitian model, the twolevel nonHermitian Hamiltonian and the bipartite dissipative model. For the bipartite dissipative model, an abrupt change of the Berry phase in the parameter space reveals a quantum phase transition and is related to the exceptional points. These results give the basic relationships between the Berry phase and the quantum and topological phase transitions of nonHermitian systems.
Cold magnetized quark matter phase diagram within a generalized SU2 NJL model ; We study the effect of intense magnetic fields on the phase diagram of cold, strongly interacting matter within an extended version of the NambuJonaLasinio model that includes flavor mixing effects and vector interactions. Different values of the relevant model parameters in acceptable ranges are considered. Charge neutrality and beta equilibrium effects, which are specially relevant to the study of compact stars, are also taken into account. In this case the behavior of leptons is discussed.
Spinors on a curved noncommutative space coupling to torsion and the GrossNeveu model ; We analyse the spinor action on a curved noncommutative space, the socalled truncated Heisenberg algebra, and in particular, the nonminimal coupling of spinors to the torsion. We find that dimensional reduction of the Dirac action gives the noncommutative extension of the GrossNeveu model, the model which is, as shown by VignesTourneret, fully renormalisable.
The universe dominated by the extended Chaplygin gas ; In this paper, we consider a universe dominated by the extended Chaplygin gas which recently proposed as the last version of Chaplygin gas models. Here, we only consider the second order term which recovers quadratic barotropic fluid equation of state. The density perturbations analyzed in both relativistic and Newtonian regimes and show that the model is stable without any phase transition and critical point. We confirmed stability of the model using thermodynamics point of view.
Columnar Phase in Quantum Dimer Models ; The quantum dimer model, relevant for shortrange resonant valence bond physics, is rigorously shown to have long range order in a crystalline phase in the attractive case at low temperature and not too large flipping term. This term flips horizontal dimer pairs to vertical pairs and vice versa and is responsible for the word quantum' in the title. In addition to the dimers, monomers are also allowed. The mathematical method used is reflection positivity'. The model and proof can easily be generalized to dimers or plaquettes in 3dimensions.
Field theory as a tool to constrain new physics models ; One of the major problems in developing new physics scenarios is that very often the parameters can be adjusted such that in perturbation theory almost all experimental lowenergy results can be accommodated. It is therefore desirable to have additional constraints. Fieldtheoretical considerations can provide such additional constraints on the lowlying spectrum and multiplicities of models. Especially for theories with elementary or composite Higgs particle the FrohlichMorchioStrocchi mechanism provides a route to create additional conditions, though showing it to be at work requires genuine nonperturbative calculations. The qualitative features of this procedure are discussed for generic 2Higgsdoublet models, grandunified theories, and technicolortype theories.
Analytical Derivation of Three Dimensional Vorticity Function for wave breaking in Surf Zone ; In this report, Mathematical model for generalized nonlinear three dimensional wave breaking equations was de veloped analytically using fully nonlinear extended Boussinesq equations to encompass rotational dynamics in wave breaking zone. The three dimensional equations for vorticity distributions are developed from Reynold based stress equations. Vorticity transport equations are also developed for wave breaking zone. This equations are basic model tools for numerical simulation of surf zone to explain wave breaking phenomena. The model reproduces most of the dynamics in the surf zone. Non linearity for wave height predictions is also shown close to the breaking both in shoaling as well as surf zone. Keyword Wave breaking, Boussinesq equation, shallow water, surf zone. PACS 47.32y
Excess of positrons in cosmic rays A Lindbladian model of quantum electrodynamics ; The fraction of positrons and electrons in cosmic rays recently observed on the International Space Station unveiled an unexpected excess of the positrons, undermining the current foundations of cosmic rays sources. We provide a quantum electrodynamics phenomenological model explaining the observed data. This model incorporates electroproduction, in which cosmic ray electrons decelerating in the interstellar medium emit photons that turn into electronpositron pairs. These findings not only advance our knowledge of cosmic ray physics, but also pave the way for computationally efficient formulations of quantum electrodynamics, critically needed in physics and chemistry.
Algebraic structures generating reactiondiffusion models the activatorsubstrate system ; We shall construct a class of nonlinear reactiondiffusion equations starting from an infinitesimal algebraic skeleton. Our aim is to explore the possibility of an algebraic foundation of integrability properties and of stability of equilibrium states associated with nonlinear models describing patterns formation.
Conditional Heteroskedasticity of Return Range Processes ; Price range contains important information about the asset volatility, and has long been considered an important indicator for it. In this paper, we propose to jointly model the low, high price range as a random interval and introduce an intervalvalued GARCH IntGARCH model for the corresponding low, high return range process. Model properties are presented under the general framework of random sets, and the parameters are estimated by a metricbased conditional least squares CLS method. Our empirical analysis of the daily return range data of Dow Jones component stocks yields very interesting results.
Starobinsky inflation from newminimal supergravity ; In the newminimal supergravity formulation we present the embedding of the RR2 Starobinsky model of inflation. Starting from the superspace action we perform the projection to component fields and identify the Starobinsky model in the bosonic sector. Since there exist no other scalar fields, this is by construction a single field model. This higher curvature supergravity also gives rise to a propagating massive vector. Finally we comment on the issues of higher order corrections and initial conditions.
Towards a model of large scale dynamics in transitional wallbounded flows ; A system of simplified equations is proposed to govern the feedback interactions of largescale flows present in laminarturbulent patterns of transitional wallbounded flows, with smallscale Reynolds stresses generated by the selfsustainment process of turbulence itself modeled using an extension of Waleffe's approach Phys. Fluids 9 1997 883900, the detailed expression of which is displayed as an annex to the main text.
Radiative Seesaw in Minimal 331 Model ; We study the neutrino sector in a minimal SU3Ltimes U1X model, in which its mass is generated at oneloop level with the charged lepton mass, and hence there exists a strong correlation between the chargedlepton mass and the neutrino mass. We identify the parameter region of this model to satisfy the current neutrino oscillation data as well as the constraints on lepton flavor violating processes. We also discuss a possibility to explain the muon anomalous magnetic moment.
Thermodynamical Consistent Modeling and Analysis of Nematic Liquid Crystal Flows ; The general EricksenLeslie system for the flow of nematic liquid crystals is reconsidered in the nonisothermal case aiming for thermodynamically consistent models. The nonisothermal model is then investigated analytically. A fairly complete dynamic theory is developed by analyzing these systems as quasilinear parabolic evolution equations in an LpLqsetting. First, the existence of a unique, local strong solution is proved. It is then shown that this solution extends to a global strong solution provided the initial data are close to an equilibrium or the solution is eventually bounded in the natural norm of the underlying state space. In these cases, the solution converges exponentially to an equilibrium in the natural state manifold.
Algebraic theory of an electrooptic modulator ; Hamiltonian of a parametric process describing the interaction of a finite number of optical cavity modes, with the microwave field is proposed. Threeboson interaction is due to electrooptical effect. Analysis of the model is based on the algebraic properties of multimode field operators who, under certain assumptions, are su 2 algebra generators. The features of the transformation of the quantum states of signal photons in the electrooptical modulator are investigated. The limit on the number of interacting modes from the proposed restricted model to the traditionally used unrestricted model of electrooptical modulator is investigated.
Constructing an Inflaton Potential by Mimicking Modified Chaplygin Gas ; In this paper, we considered an inflationary model that effectively behaves as a modified Chaplygin gas in the context of quintessence cosmology. We reconstructed the inflaton potential bottomup and using the recent observational data we fixed the free parameters of the model. We showed that the modified Chaplygin gas inspired model is suitable for both the early and the late time acceleration but has shortcomings between the two periods.
On Noether approach in the cosmological model with scalar and gauge fields symmetries and the selection rule ; In this paper, based on the works of Capozziello et al., we have studied the Noether symmetry approach in the cosmological model with scalar and gauge fields proposed recently by Soda et al. The correct Noether symmetries and related Lie algebra are given according to the minisuperspace quantum cosmological model. The WheelerDe Witt WDW equation is presented after quantization and the classical trajectories are then obtained in the semiclassical limit. The oscillating features of the wave function in the cosmic evolution recover the socalled Hartle criterion, and the selection rule in minisuperspace quantum cosmology is strengthened. Then we have realized now the proposition that Noether symmetries select classical universes.
Application of semiinvariants to proof of the central limit theorem on a lattice ; Statistical mechanics describes interaction between particles of a physical system. Particle properties of the system can be modelled with a random field on a lattice and studied at different distance scales using renormalization group transformation. Here we consider a thermodynamic limit of Ising model with weak interaction and we use semiinvariants to prove that a random field transformed by renormalization group converges in distribution to an independent field with Gaussian distribution as the distance scale infinitely increases; it is a generalization of the central limit theorem to the Ising model.
A superconductor in the external pair potential. Accounting of the Coulomb pseudopotential ; Formulated in Low Temperature PhysicsFizika Nizkikh Temperatur, 41, 482 2015 model of hypothetical superconductivity with the source term external pair potential in BCS hamiltonian is generalized for a case if electrons interacts via both BCS model attraction and screened Coulomb repulsion. Unlike the previous work the superconductor has critical temperature which determined with the Coulomb interaction within a Cooper pair. It has been shown the external pair potential is effective for superconductors where Tolmachev logarithm is small nonadiabatic case. A free energy functional and equations similar to GinzburgLandau equations have been found for such a model.
Classical Virasoro irregular conformal block ; Virasoro irregular conformal block with arbitrary rank is obtained for the classical limit or equivalently NekrasovShatashvili limit using the betadeformed irregular matrix model Pennertype matrix model for the irregular conformal block. The same result is derived using the generalized Mathieu equation which is equivalent to the loop equation of the irregular matrix model.
A tightbinding model for MoS2 monolayers ; We propose an accurate tightbinding parametrization for the band structure of MoS2 monolayers near the main energy gap. We introduce a generic and straightforward derivation for the band energies equations that could be employed for other monolayer dichalcogenides. A parametrization that includes spinorbit coupling is also provided. The proposed set of model parameters reproduce both the correct orbital compositions and location of valence and conductance band in comparison with ab initio calculations. The model gives a suitable starting point for realistic largescale atomistic electronic transport calculations.
DMFVI Distributed Mean Field Variational Inference using Bregman ADMM ; Bayesian models provide a framework for probabilistic modelling of complex datasets. However, many of such models are computationally demanding especially in the presence of large datasets. On the other hand, in sensor network applications, statistical Bayesian parameter estimation usually needs distributed algorithms, in which both data and computation are distributed across the nodes of the network. In this paper we propose a general framework for distributed Bayesian learning using Bregman Alternating Direction Method of Multipliers BADMM. We demonstrate the utility of our framework, with Mean Field Variational Bayes MFVB as the primitive for distributed Matrix Factorization MF and distributed affine structure from motion SfM.
A dynamical model of SayanoShushenskaya hydropower plant stability, oscillations, and accident ; This work is devoted to the construction and study of a mathematical model of hydropower unit, consisting of synchronous generator, hydraulic turbine, and speed governor. It is motivated by the accident happened on the SayanoShushenskaya hydropower plant in 2009 year. Parameters of the SayanoShushenskaya hydropower plant were used for modeling the system. Oscillations in zones, which were not recommended for operation, were found. The obtained results are consistent with the fullscale test results carried out for hydropower units of the SayanoShushenskaya hydropower plant in 1988.
Mackeycomplete spaces and power series A topological model of Differential Linear Logic ; In this paper, we have described a denotational model of Intuitionist Linear Logic which is also a differential category. Formulas are interpreted as Mackeycomplete topological vector space and linear proofs are interpreted by bounded linear functions. So as to interpret nonlinear proofs of Linear Logic, we have used a notion of power series between Mackeycomplete spaces, generalizing the notion of entire functions in C. Finally, we have obtained a quantitative model of Intuitionist Differential Linear Logic, where the syntactic differentiation correspond to the usual one and where the interpretations of proofs satisfy a Taylor expansion decomposition.
Infinite Orders and NonDfinite Property of 3Dimensional Lattice Walks ; Recently, Bostan and his coauthors investigated lattice walks restricted to the nonnegative octant mathbbN3. For the 35548 nontrivial models with at most six steps, they found that many models associated to a group of order at least 200 and conjectured these groups were in fact infinite groups. In this paper, we first confirm these conjectures and then consider the nonDfinite property of the generating function for some of these models.
A new model of arcsingravity ; The new model of modified FR gravity theory with the function FR Ragamma arcsingamma R is suggested and investigated. Constant curvature solutions corresponding to the extremum of the effective potential are obtained. We consider both the Jordan and Einstein frames, and the potential and the mass of the scalar degree of freedom are found. It was shown that the de Sitter spacetime is unstable but the flat spacetime is stable. We calculate the slowroll parameters epsilon, eta, and the efold number of the model. Critical points of autonomous equations for the de Sitter phase and the matter dominated epoch are obtained and learned.
Existence of Neel order in the S1 bilinearbiquadratic Heisenberg model via random loops ; We consider the general spin1 SU2 invariant Heisenberg model with a twobody interaction. A random loop model is introduced and relations to quantum spin systems is proved. Using this relation it is shown that for dimensions 3 and above N'eel order occurs for a large range of values of the relative strength of the bilinear J1 and biquadratic J2 interaction terms. The proof uses the method of reflection positivity and infrared bounds. Links between spin correlations and loop correlations are proved.
ATLAS Diboson Excesses from the Stealth Doublet Model ; The ATLAS collaboration has reported excesses in diboson invariant mass searches of new resonances around 2 TeV, which might be a prediction of new physics around that mass range. We interpret these results in the context of a modified stealth doublet model where the extra Higgs doublet has a Yukawa interaction with the first generation quarks, and show that the heavy CPeven Higgs boson can naturally explain the excesses in the WW and ZZ channels with a small Yukawa coupling, xisim 0.15, and a tiny mixing angle with the SM Higgs boson, alpha sim 0.06. Furthermore, the model satisfy constraints from colliders and electroweak precision measurements.
Strichartz Estimates for Charge Transfer Models ; In this note, we prove Strichartz estimates for scattering states of scalar charge transfer models in mathbbR3. Based on the idea of the proof of Strichartz estimates which follows citeCM,RSS, we also show the energy of the whole evolution is bounded independently of time without using the phase space method, for example, in citeGraf. One can easily generalize our argument to mathbbRn for ngeq3. Finally, in the last section, we discuss the extension of these results to matrix charge transfer models in mathbbR3.
Quantum games of opinion formation based on the MarinattoWeber quantum game scheme ; Quantization becomes a new way to study classical game theory since quantum strategies and quantum games have been proposed. In previous studies, many typical game models, such as prisoner's dilemma, battle of the sexes, HawkDove game, have been investigated by using quantization approaches. In this paper, several game models of opinion formations have been quantized based on the MarinattoWeber quantum game scheme, a frequently used scheme to convert classical games to quantum versions. Our results show that the quantization can change fascinatingly the properties of some classical opinion formation game models so as to generate winwin outcomes.
Analytical properties of a threecompartmental dynamical demographic model ; The threecompartmental demographic model by KorotaeyvMalkovKhaltourina, connecting population size, economic surplus, and educational level, is considered from the point of view of dynamical systems theory. It is shown that there exist two integrals of motion, which enable the system to be reduced to one nonlinear ordinary differential equation. The study of its structure provides analytical criteria for the dominance ranges of the dynamics of Malthus and Kremer. Additionally, the particular ranges of parameters enable the derived general ordinary differential equations to be reduced to the models of Gompertz and ThoularisWallace.
General solutions of the supersymmetric mathbbCP2 sigma model and its generalisation to mathbbCPN1 ; A new approach for the construction of finite action solutions of the supersymmetric mathbbCPN1 sigma model is presented. We show that this approach produces more nonholomorphic solutions than those obtained in previous approaches. We study the mathbbCP2 model in detail and present its solutions in an explicit form. We also show how to generalise this construction to N3.
Reciprocal ontological models show indeterminism of the order of quantum theory ; The question whether indeterminism in quantum measurement outcomes is fundamental or is there a possibility of constructing a finer theory underlying quantum mechanics that allows no such indeterminism, has been debated for a long time. We show that within the class of ontological models due to Harrigan and Spekkens, those satisfying preparationmeasurement reciprocity must allow indeterminism of the order of quantum theory. Our result implies that one can design quantum random number generator, for which it is impossible, even in principle, to construct a reciprocal deterministic model.
Cosmological Perturbations and the Weinberg Theorem ; The celebrated Weinberg theorem in cosmological perturbation theory states that there always exist two adiabatic scalar modes in which the comoving curvature perturbation is conserved on superhorizon scales. In particular, when the perturbations are generated from a single source, such as in single field models of inflation, both of the two allowed independent solutions are adiabatic and conserved on superhorizon scales. There are few known examples in literature which violate this theorem. We revisit the theorem and specify the loopholes in some technical assumptions which violate the theorem in models of nonattractor inflation, fluid inflation, solid inflation and in the model of pseudo conformal universe.
Homogeneous spaces of nonreductive type locally modelling no compact manifold ; We give necessary conditions for the existence of a compact manifold locally modelled on a given homogeneous space, which generalize some earlier results, in terms of relative Lie algebra cohomology. Applications include both reductive and nonreductive cases. For example, we prove that there does not exist a compact manifold locally modelled on a positive dimensional coadjoint orbit of a real linear solvable algebraic group.
Thawing in a coupled quintessence model ; We consider the thawing model in the framework of coupled quintessence model. The effective potential has Z2 symmetry which is broken spontaneously when the dark matter density becomes less than a critical value leading the quintessence equation of state parameter to deviate from 1. Conditions required for this procedure are obtained and analytical solution for the equation of state parameter is derived.
Charged Anisotropic Star on Paraboloidal Spacetime ; The charged anisotropic star on paraboloidal spacetime is reported by choosing particular form of radial pressure and electric field intensity. The nonsingular solution of EinsteinMaxwell system of equation have been derived and it is shown that model satisfy all the physical plausibility conditions. It is observed that in the absence of electric field intensity, model reduces to particular case of uncharged Sharma Ratanpal model. It is also observed that the parameter used in electric field intensity directly effects the mass of the star.
Quiz Games as a model for Information Hiding ; We present a general computation model inspired in the notion of information hiding in software engineering. This model has the form of a game which we call quiz game. It allows in a uniform way to prove exponential lower bounds for several complexity problems of elimination theory.
Universal lineshapes at the crossover between weak and strong critical coupling in Fanoresonant coupled oscillators ; In this article we discuss a model describing key features concerning the lineshapes and the coherent absorption conditions in Fanoresonant dissipative coupled oscillators. The model treats on the same footing the weak and strong coupling regimes, and includes the critical coupling concept, which is of great relevance in numerous applications; in addition, the role of asymmetry is thoroughly analyzed. Due to the wide generality of the model, which can be adapted to various frameworks like nanophotonics, plasmonics, and optomechanics, we envisage that the analytical formulas presented here will be crucial to effectively design devices and to interpret experimental results.
Model Based Reinforcement Learning with Final Time Horizon Optimization ; We present one of the first algorithms on model based reinforcement learning and trajectory optimization with free final time horizon. Grounded on the optimal control theory and Dynamic Programming, we derive a set of backward differential equations that propagate the value function and provide the optimal control policy and the optimal time horizon. The resulting policy generalizes previous results in model based trajectory optimization. Our analysis shows that the proposed algorithm recovers the theoretical optimal solution on linear low dimensional problem. Finally we provide application results on nonlinear systems.
Spin models and boson sampling ; In this work we proof that boson sampling with N particles in M modes is equivalent to shorttime evolution with N excitations in an XY model of 2N spins. This mapping is efficient whenever the boson bunching probability is small, and errors can be efficiently postselected. This mapping opens the door to boson sampling with quantum simulators or general purpose quantum computers, and highlights the complexity of timeevolution with critical spin models, even for very short times.
Inequality measures in kinetic exchange models of wealth distributions ; In this paper, we study the inequality indices for some models of wealth exchange. We calculated Gini index and newly introduced kindex and compare the results with reported empirical data available for different countries. We have found lower and upper bounds for the indices and discuss the efficiencies of the models. Some exact analytical calculations are given for a few cases. We also exactly compute the quantities for Gamma and double Gamma distributions.
Synthetic clusters of massive stars to test stellar evolution models ; During the last few years, the Geneva stellar evolution group has released new grids of stellar models, including the effect of rotation and with updated physical inputs Ekstrom et al. 2012; Georgy et al. 2013a,b. To ease the comparison between the outputs of the stellar evolution computations and the observations, a dedicated tool was developed the Syclist toolbox Georgy et al. 2014. It allows to compute interpolated stellar models, isochrones, synthetic clusters, and to simulate the timeevolution of stellar populations.
Emergent geometry from random multitrace matrix models ; A novel scenario for the emergence of geometry in random multitrace matrix models of a single hermitian matrix M with unitary UN invariance, i.e. without a kinetic term, is presented. In particular, the dimension of the emergent geometry is determined from the critical exponents of the disordertouniformordered transition whereas the metric is determined from the Wigner semicircle law behavior of the eigenvalues distribution of the matrix M. If the uniform ordered phase is not sustained in the phase diagram then there is no emergent geometry in the multitrace matrix model.
Weighted TV minimization and applications to vortex density models ; Motivated in part by models arising from mathematical descriptions of BoseEinstein condensation, we consider total variation minimization problems in which the total variation is weighted by a function that may degenerate near the domain boundary, and the fidelity term contains a weight that may be both degenerate and singular. We develop a general theory for a class of such problems, with special attention to the examples arising from physical models.
Fresnel coefficients of a twodimensional atomic crystal ; In general the experiments on the linear optical properties of a singlelayer twodimensional atomic crystal are interpreted by modeling it as a homogeneous slab with an effective thickness. Here I fit the most remarkable experiments in graphene optics by using the Fresnel coefficients, fixing both the surface susceptibility and the surface conductivity of graphene. It is shown that the Fresnel coefficients and the slab model are not equivalent. Experiments indicate that the Fresnel coefficients are able to simulate the overall experiments here analyzed, while the slab model fails to predict absorption and the phase of the reflected light.
Coupled wire model of symmetric Majorana surfaces of topological superconductors ; Time reversal symmetric topological superconductors in three spatial dimensions carry gapless surface Majorana fermions. They are robust against any time reversal symmetric singlebody perturbation weaker than the bulk energy gap. We mimic the massless surface Majorana's by coupled wire models in two spatial dimensions. We introduce explicit manybody interwire interactions that preserve time reversal symmetry and give energy gaps to all low energy degrees of freedom. We show the gapped models generically carry nontrivial topological order and support anyonic excitations.
A hybrid sampler for PoissonKingman mixture models ; This paper concerns the introduction of a new Markov Chain Monte Carlo scheme for posterior sampling in Bayesian nonparametric mixture models with priors that belong to the general PoissonKingman class. We present a novel compact way of representing the infinite dimensional component of the model such that while explicitly representing this infinite component it has less memory and storage requirements than previous MCMC schemes. We describe comparative simulation results demonstrating the efficacy of the proposed MCMC algorithm against existing marginal and conditional MCMC samplers.
Extremes of some Gaussian random interfaces ; In this article we give a general criterion for some dependent Gaussian models to belong to maximal domain of attraction of Gumbel, following an application of the SteinChen method studied in Arratia et al1989. We also show the convergence of the associated point process. As an application, we show the conditions are satisfied by some of the wellknown supercritical Gaussian interface models, namely, membrane model, massive and massless discrete Gaussian free field, fractional Gaussian free field.
Effective field theories and pseudoobservables in the quest for physics beyond the Standard Model ; We discuss briefly the kappa framework, proposed originally as a test for the Higgs couplings of the Standard Model SM. Further, we discuss a generalization of this idea in terms of effective field theory. We sketch how to add dimension 6 operators to the SM Lagrangian and the renormalization process. Finally we show how to study the amplitudes of the resulting model at nexttoleading order and discuss possible experimental approaches.
Logarithmic corrected Polynomial fR inflation mimicking a cosmological constant ; In this paper, we consider an inflationary model of fR gravity with polynomial form plus logarithmic term. We calculate some cosmological parameters and compare our results with the Plank 2015 data. We find that presence of both logarithmic and polynomial corrections are necessary to yield slowroll condition. Also, we study critical points and stability of the model to find that it is a viable model.
Random Unitary Evolution Model of Quantum Darwinism with pure decoherence ; We study the behavior of Quantum Darwinism Zurek, 8 within the iterative, random unitary operations qubitmodel of pure decoherence Novotny et al, 6. We conclude that Quantum Darwinism, which describes the quantum mechanical evolution of an open system S from the point of view of its environment E, is not a generic phenomenon, but depends on the specific form of input states and on the type of SEinteractions. Furthermore, we show that within the random unitary model the concept of Quantum Darwinism enables one to explicitly construct and specify artificial input states of environment E that allow to store information about an open system S of interest with maximal efficiency.
Generalizing the Frailty Assumptions in Survival Analysis ; This paper studies Cox's regression hazard model with an unobservable random frailty where no specific distribution is postulated for the frailty variable, and the marginal lifetime distribution allows both parametric and nonparametric models. Laplace's approximation method and gradient search on smooth manifolds embedded in Euclidean space are applied, and a noniterative profile likelihood optimization method is proposed for estimating the regression coefficients. The proposed method is compared with the ExpectedMaximization method developed based on a gamma frailty assumption, and also in the case when the frailty model is misspecified.
Gaussian information matrix for Wiener model identification ; We present a closed form expression for the information matrix associated with the Wiener model identification problem under the assumption that the input signal is a stationary Gaussian process. This expression holds under quite generic assumptions. We allow the linear subsystem to have a rational transfer function of arbitrary order, and the static nonlinearity to be a polynomial of arbitrary degree. We also present a simple expression for the determinant of the information matrix. The expressions presented herein has been used for optimal experiment design for Wiener model identification.
Correcting the estimator for the mean vectors in a multivariate errorsinvariables regression model ; The multivariate errorsinvariables regression model is applicable when both dependent and independent variables in a multivariate regression are subject to measurement errors. In such a scenario it is long established that the traditional least squares approach to estimating the model parameters is biased and inconsistent. The generalized least squares, ordinary least squares and maximum likelihood estimators under the assumption of Gaussian errors were derived in the seminal paper of Gleser 1981. However, the ordinary least squares and maximum likelihood estimators for the mean vectors were incorrectly derived. In this short paper we amend this error, presenting the correct estimators of the mean vectors.
Warm frac44 inflationary universe model in light of Planck 2015 results ; In the present work we show that warm chaotic inflation characterized by a simple fraclambda4phi4 selfinteraction potential for the inflaton, excluded by current data in standard cold inflation, and by an inflaton decay rate proportional to the temperature, is in agreement with the latest Planck data. The parameters of the model are constrained, and our results show that the model predicts a negligible tensortoscalar ratio in the strong dissipative regime, while in the weak dissipative regime the tensortoscalar ratio can be large enough to be observed.
Investigating the Consistency of Stellar Evolution Models with Globular Cluster Observations via the Red Giant Branch Bump ; Synthetic RGBB magnitudes are generated with the most recent theoretical stellar evolution models computed with the Dartmouth Stellar Evolution Program DSEP code. They are compared to the observational work of Nataf et al., who present RGBB magnitudes for 72 globular clusters. A DSEP model using a chemical composition with enhanced alpha capture alphaFe 0.4 and an age of 13 Gyr shows agreement with observations over metallicities ranging from FeH 0 to FeH approx1.5, with discrepancy emerging at lower metallicities.
A Nonlinear Splitting Algorithm for Systems of Partial Differential Equations with selfDiffusion ; Systems of reactiondiffusion equations are commonly used in biological models of food chains. The populations and their complicated interactions present numerous challenges in theory and in numerical approximation. In particular, selfdiffusion is a nonlinear term that models overcrowding of a particular species. The nonlinearity complicates attempts to construct efficient and accurate numerical approximations of the underlying systems of equations. In this paper, a new nonlinear splitting algorithm is designed for a partial differential equation that incorporates selfdiffusion. We present a general model that incorporates selfdiffusion and develop a numerical approximation. The numerical analysis of the approximation provides criteria for stability and convergence. Numerical examples are used to illustrate the theoretical results.
Valuations and Boolean Models ; Valuations, as additive functionals, allow various applications in Stochastic Geometry, yielding mean value formulas for specific random closed sets and processes of convex or polyconvex particles. In particular, valuations are especially adapted to Boolean models, the latter being the union sets of Poisson particle processes. In this chapter, we collect mean value formulas for scalar and tensorvalued valuations applied to Boolean models under quite general invariance assumptions.
Exact solutions of Friedmann equation for supernovae data ; An intrinsic time of homogeneous models is global. The Friedmann equation by its sense ties time intervals. Exact solutions of the Friedmann equation in Standard cosmology and Conformal cosmology are presented. Theoretical curves interpolated the Hubble diagram on latest supernovae are expressed in analytical form. The class of functions in which the concordance model is described is Weierstrass meromorphic functions. The Standard cosmological model and Conformal one fit the modern Hubble diagram equivalently. However, the physical interpretation of the modern data from concepts of the Conformal cosmology is simpler, so is preferable.
An Invariant Between Hyperbolic Surfaces and Lattice Spin Models ; In this succinct note, it is showed that a partition function of equivalent classes of hyperbolic surfaces can be connected to an Ising model located on the boundary of the Poincare disc, as hinted by Poincare's Uniformization theorem and PattersonSullivan's Theorem. Keywords Hyperbolic spaces, Schottky groups, Ising models, locations of LeeYang Zeros, nontrivial zeros of Riemann zeta function, phase transition, and quantum chaos.