Differential Geometry from Differential Equations

We first show how, from the general 3rd order ODE of the form , one can construct a natural Lorentzian conformal metric on the four-dimensional space . When the function satisfies a special differential condition the conformal metric possesses a conformal Killing field, , which in turn, allows the conformal metric to be mapped into a three dimensional Lorentzian metric on the space ) or equivalently, on the space of solutions of the original differential equation. This construction is then generalized to the pair of differential equations, z _ss =S(z,z _s ,z _t ,z _st ,s,t) and z _tt =T(z,z _s ,z _t ,z _st ,s,t), with z _s and z _t the derivatives of z with respect to s and t. In this case, from S and T, one can again, in a natural manner, construct a Lorentzian conformal metric on the six dimensional space (z,z _s ,z _t ,z _st ,s,t). When the S and T satisfy differential conditions analogous to those of the 3^rd order ode, the 6-space then possesses a pair of conformal Killing fields, and which allows, via the mapping to the four-space of (z,z _s ,z _t ,z _st ) and a choice of conformal factor, the construction of a four-dimensional Lorentzian metric. In fact all four-dimensional Lorentzian metrics can be constructed in this manner. This construction, with further conditions on S and T, thus includes all (local) solutions of the Einstein equations. Received: 10 October 2000 / Accepted: 26 June 2001     

Conditional Entropy and the Rokhlin Metric on an Orthomodular Lattice with Bayessian State

The present paper deals with the study of conditional entropy and its properties in a quantum space (L,s), where L is an orthomodular lattice and s is a Bayessian state on L. First, we obtained a pseudo-metric on the family of all partitions of the couple (B,s), where B is a Boolean algebra and s is a state on B. This pseudo-metric turns out to be a metric (called the Rokhlin metric) by using a new notion of s-refinement and by identifying those partitions of (B,s) which are s-equivalent. The present theory has then been extended to the quantum space (L,s), where L is an orthomodular lattice and s is a Bayessian state on L. Applying the theory of commutators and Bell inequalities, it is shown that the couple (L,s) can be equivalently replaced by a couple (B,s ₀), where B is a Boolean algebra and s ₀ is a state on B.     

Coherent inelastic processes on nuclei at ultrarelativistic energies

The coherent inelastic processes of the type a → b, which may take place in the interaction of hadrons and γ quanta with nuclei at very high energies (the nucleus remains the same), are theoretically investigated. For taking into account the influence of the nucleus matter, the optical model, based on the conception of the refraction index, is used. Analytical formulas for the effective cross section σ _coh (a → b) are obtained, taking into account that, at ultrarelativistic energies, the main contribution into σ _coh (a → b) is provided by very small transferred momenta in the vicinity of the minimal longitudinal momentum transferred to the nucleus. It is shown that the cross section σ _coh (a → b) may be expressed through the “forward” amplitudes of inelastic scattering f _a+N+b+N (0) and elastic scattering f _a+N+a+N(0), f _b+N+b+N(0) on a separate nucleon, and it depends on the ratios L _a /R and L _b /R (L _a and L _b are the mean lengths of the free path in the nucleus matter for the particles a and b, respectively, and R is the nucleus radius). In particular, when L _a /R ≫ 1, but L _b /R ≪ 1 (or L _a /R ≪ 1, but L _b /R ≫ 1), σ _coh (a → b) is equal to the ratio of the “forward” cross sections of inelastic scattering a + N → b + N and elastic scattering of the particle b (or a) on a nucleon, multiplied by the cross section of scattering on the “black” nucleus πR ². When both conditions L _a /R ≫ 1 and L _b /R ≫ 1 are satisfied, σ _coh (a → b) is proportional to the factor R ⁴/k ², where k is the initial energy of particle a in the laboratory frame. The text was submitted by the authors in English.     

Moments and Distributions of Trajectories in Slow Random Monads

Given a finite set B (basin) with n>1 elements, which we call points, and a map M:B→B, we call such pairs (B,M) monads. Here we study a class of random monads, where the values of M(⋅) are independently distributed in B as follows: for all a,b∈B the probability of M(a)=a is s and the probability of M(a)=b, where a≠b, is (1−s)/(n−1). Here s is a parameter, 0≤s≤1. We fix a point ⊙∈B and consider the sequence M ^t (⊙), t=0,1,2,… . A point is called visited if it coincides with at least one term of this sequence. A visited point is called recurrent if it appears in this sequence at least twice; if a visited point appears in this sequence only once, it is called transient. We denote by Vis _n , Rec _n and Tra _n the numbers of visited, recurrent and transient points respectively. We prove that, when n tends to infinity, Vis _n and Tra _n converge in law to geometric distributions and Rec _n converges in law to a distribution concentrated at its lowest value, which is one. Now about moments. The case s=1 is trivial, so let 0≤s<1. For any natural number k there is a number such that the k-th moments of Vis _n , Rec _n and Tra _n do not exceed this number for all n. About Vis _n : for any natural k the k-th moment of Vis _n is an increasing function of n. So it has a limit when n→∞ and for all n it is less than this limit. About Rec _n : for any k the k-th moment of Rec _n tends to one when n tends to infinity. About Tra _n : for any k the k-th moment of Tra _n has a limit when n tends to infinity.     

Genericity of Nondegeneracy for Light Rays in Stationary Spacetimes

Given a Lorentzian manifold (M, g), an event p and an observer U in M, then p and U are light conjugate if there exists a lightlike geodesic γ : [0, 1] → M joining p and U whose endpoints are conjugate along γ. Using functional analytical techniques, we prove that if one fixes p and U in a differentiable manifold M, then the set of stationary Lorentzian metrics in M for which p and U are not light conjugate is generic in a strong sense. The result is obtained by reduction to a Finsler geodesic problem via a second order Fermat principle for light rays, and using a transversality argument in an infinite dimensional Banach manifold setup.     

Photophoresis of coarse aerosol particles with nonuniform thermal conductivity

The photophoresis of a coarse solid spherical aerosol particle in a one-component gas of nonuniform temperature is examined with consideration of the inertial effects in the hydrodynamic equations and the temperature jump in the Knudsen layer. The problem is solved in the spherical coordinates r, Θ, and ϕ. The photophoresis of a homogeneous particle is considered first. Then the results are generalized to an inhomogeneous particle. A particle whose thermal conductivity χ _i varies as a function of r is chosen as a model which describes a broad class of natural and artificially produced aerosol particles. It is shown that the error can be significant if the variable internal thermal conductivity χ _i =χ _i (r) of the particle is ignored and only the value of the thermal conductivity on its surface χ _i (a) is considered, on the assumption that the particle is homogeneous. It is also shown that a particle with a variable internal thermal conductivity χ _i =χ _i (r) and a density of heat sources within it q _i (r,Θ) can be regarded as a homogeneous particle with a thermal conductivity γχ _i (a) and a heat-source density m(r)q _i (r,Θ). Recurrence formulas for gand m(r) in the general case are presented. Analytical expressions for γ and m(r) are found for a model particle with pronounced inhomogeneity. Zh. Tekh. Fiz. 68, 1–6 (April 1998)     

Ubiquitousness of link-density and link-pattern communities in real-world networks

Many networks are characterized by the presence of communities, densely intra-connected groups with sparser inter-connections between groups. We propose a community overlay network representation to capture large-scale properties of communities. A community overlay G _o can be constructed upon a network G, called the underlying network, by (a) aggregating each community in G as a node in the overlay G _o ; (b) connecting two nodes in the overlay if the corresponding two communities in the underlying network have a number of direct links in between, (c) assigning to each node/link in the overlay a node/link weight, which represents e.g. the percentage of links in/between the corresponding underlying communities. The community overlays have been constructed upon a large number of real-world networks based on communities detected via five algorithms. Surprisingly, we find the following seemingly universal properties: (i) an overlay has a smaller degree-degree correlation than its underlying network ρ _o (D _l+, D _l−) < ρ(D _l+, D _l−) and is mostly disassortative ρ _o (D _l+, D _l−) < 0; (ii) a community containing a large number W _i of nodes tends to connect to many other communities ρ _o (W _i , D _i ) > 0. We explain the generic observation (i) by two facts: (1) degree-degree correlation or assortativity tends to be positively correlated with modularity; (2) by aggregating each community as a node, the modularity in the overlay is reduced and so is the assortativity. The observation (i) implies that the assortativity of a network depends on the aggregation level of the network representation, which is illustrated by the Internet topology at router and AS level.     

Field-theoretical Renormalization-Group approach to critical dynamics of crosslinked polymer blends

We consider a crosslinked polymer blend that may undergo a microphase separation. When the temperature is changed from an initial value towards a final one very close to the spinodal point, the mixture is out equilibrium. The aim is the study of dynamics at a given time t, before the system reaches its final equilibrium state. The dynamics is investigated through the structure factor, S(q, t), which is a function of the wave vector q, temperature T, time t, and reticulation dose D. To determine the phase behavior of this dynamic structure factor, we start from a generalized Langevin equation (model C) solved by the time composition fluctuation. Beside the standard de Gennes Hamiltonian, this equation incorporates a Gaussian local noise, ζ. First, by averaging over ζ, we get an effective Hamiltonian. Second, we renormalize this dynamic field theory and write a Renormalization-Group equation for the dynamic structure factor. Third, solving this equation yields the behavior of S(q, t), in space of relevant parameters. As result, S(q, t) depends on three kinds of lengths, which are the wavelength q ⁻¹, a time length scale R(t) ∼ t ^1/z , and the mesh size ξ ^*. The scale R(t) is interpreted as the size of growing microdomains at time t. When R(t) becomes of the order of ξ ^*, the dynamics is stopped. The final time, t ^*, then scales as t ^* ∼ ξ ^{* z}, with the dynamic exponent z = 6−η. Here, η is the usual Ising critical exponent. Since the final size of microdomains ξ ^* is very small (few nanometers), the dynamics is of short time. Finally, all these results we obtained from renormalization theory are compared to those we stated in some recent work using a scaling argument.     

Products of distributions and collision of a δ-wave with a δ′-wave in a turbulent model

We study the possibility of collision of a δ-wave with a stationary δ′-wave in a model ruled by equation f (t)u _t+[u²?β(x?γ(t))u]_x = 0, where f, β and γ are given real functions and u = u(x, t) is the state variable. We adopt a solution concept which is a consistent extension of the classical solution concept. This concept is defined in the setting of a distributional product, which is not constructed by approximation processes. By a convenient choice of f, β and γ, we are able to distinguish three distinct dynamics for that collision, to which correspond phenomena of solitonic behaviour, scattering, and merging. Also, as a particular case, taking f = 2 and β = 0 we prove that the referred collision is impossible to arise in the setting of the inviscid Burgers equation. To show how this framework can be applied to other physical models, we included several results already obtained.     

Determining bottom price-levels after a speculative peak

During a stock market peak the price of a given stock (i) jumps from an initial level p ₁(i) to a peak level p ₂(i) before falling back to a bottom level p ₃(i). The ratios A(i) = p ₂(i)/p ₁(i) and B(i)= p ₃(i)/p ₁(i) are referred to as the peak- and bottom-amplitude respectively. The paper shows that for a sample of stocks there is a linear relationship between A(i) and B(i) of the form: B=0.4A+b. In words, this means that the higher the price of a stock climbs during a bull market the better it resists during the subsequent bear market. That rule, which we call the resilience pattern, also applies to other speculative markets. It provides a useful guiding line for Monte Carlo simulations. Received 9 June 2000     

Dynamic models of pest propagation and pest control

This paper proposes a pest propagation model to investigate the evolution behaviours of pest aggregates. A pest aggregate grows by self-monomer birth, and it may fragment into two smaller ones. The kinetic evolution behaviours of pest aggregates are investigated by the rate equation approach based on the mean-field theory. For a system with a self-birth rate kernel I(k)=Ik and a fragmentation rate kernel L(i,j)=L, we find that the total number M₀^A(t) and the total mass of the pest aggregates M₁^A(t) both increase exponentially with time if L ≠ 0. Furthermore, we introduce two catalysis-driven monomer death mechanisms for the former pest propagation model to study the evolution behaviours of pest aggregates under pesticide and natural enemy controlled pest propagation. In the pesticide controlled model with a catalyzed monomer death rate kernel J₁(k)=J₁k, it is found that only when I<J₁B₀ (B₀ is the concentration of catalyst aggregates) can the pests be killed off. Otherwise, the pest aggregates can survive. In the model of pest control with a natural enemy, a pest aggregate loses one of its individuals and the number of natural enemies increases by one. For this system, we find that no matter how many natural enemies there are at the beginning, pests will be eliminated by them eventually.     

Exact Results on Potts Model Partition Functions in a Generalized External Field and Weighted-Set Graph Colorings

We present exact results on the partition function of the q-state Potts model on various families of graphs G in a generalized external magnetic field that favors or disfavors spin values in a subset I _s ={1,…,s} of the total set of possible spin values, Z(G,q,s,v,w), where v and w are temperature- and field-dependent Boltzmann variables. We remark on differences in thermodynamic behavior between our model with a generalized external magnetic field and the Potts model with a conventional magnetic field that favors or disfavors a single spin value. Exact results are also given for the interesting special case of the zero-temperature Potts antiferromagnet, corresponding to a set-weighted chromatic polynomial Ph(G,q,s,w) that counts the number of colorings of the vertices of G subject to the condition that colors of adjacent vertices are different, with a weighting w that favors or disfavors colors in the interval I _s . We derive powerful new upper and lower bounds on Z(G,q,s,v,w) for the ferromagnetic case in terms of zero-field Potts partition functions with certain transformed arguments. We also prove general inequalities for Z(G,q,s,v,w) on different families of tree graphs. As part of our analysis, we elucidate how the field-dependent Potts partition function and weighted-set chromatic polynomial distinguish, respectively, between Tutte-equivalent and chromatically equivalent pairs of graphs.     

Eigenvalues of graphs with twofold symmetry

There are many cases in which the spectrum of a graph contains the complete spectrum of a smaller graph. The larger (composite) graph and the smaller (component) graph are said to be subspectral. It is shown here that whenever a composite graph G has a twofold symmetry operation which defines two equivalent sets of vertices r and s, it is possible to construct two subspectral components G ₊ and G _-, whose eigenvalues, taken jointly, comprise the full spectrum of G. The following rules are given for constructing the components. (1) Draw the r set of vertices and all the edges connecting the members of the set. Then examine in G the vertices through which r and s are connected (the so-called bridging vertices). (2) If a bridging vertex r ₁ is connected to its symmetry-equivalent partner s ₁, then r ₁ is weighted +1 in G ₊ and -1 in G _-. (3) If r ₁ is connected to a vertex s ₂ which is symmetry-equivalent to a second bridging vertex r ₂ in r, then the weight of the edge between r ₁ and r ₂ in G (+1 if they are connected, zero if they are not) is increased by one unit in G ₊ and decreased by one unit in G _-. The derivation of these rules is shown, and the relationship between the spectrum of G and the spectra of G ₊ and G _- is explained in terms of the symmetry properties of the adjacency matrix of G.     

Study of the pion trajectory in the photoproduction of leading neutrons at HERA

Energetic neutrons produced in ep collisions at HERA have been studied with the ZEUS detector in the photoproduction regime at a mean photon–proton center-of-mass energy of 220 GeV. The neutrons carry a large fraction 0.64<x_L<0.925 of the incoming proton energy, and the four-momentum transfer squared at the proton–neutron vertex is small, |t|<0.425 GeV². The x_L distribution of the neutrons is measured in bins of t. The (1−x_L) distributions in the t bins studied satisfy a power law dN/dx_L∝(1−x_L)^a(t), with the powers a(t) following a linear function of t: . This result is consistent with the expectations of pion-exchange models, in which the incoming proton fluctuates to a neutron–pion state, and the electron interacts with the pion.     

Superfluidity of indirect magnetoexcitons in coupled quantum wells

The temperature T _c of the Kosterlitz-Thouless transition to a superfluid state for a system of magnetoexcitons with spatially separated electrons e and holes h in coupled quantum wells is obtained as a function of magnetic field H and interlayer separation D. It is found that T _c decreases as a function of H and D at fixed exciton density n _ex as a result of an increase in the exciton magnetic mass. The highest Kosterlitz-Thouless transition temperature as a function of H increases (at small D) on account of an increase in the maximum magnetoexciton density n _ex versus magnetic field, where n _ex is determined by a competition between the magnetoexciton energy and the sum of the activation energies of incompressible Laughlin fluids of electrons and holes. Pis’ma Zh. éksp. Teor. Fiz. 66, No. 5, 332–337 (10 September 1997) Published in English in the original Russian journal. Edited by Steve Torstveit.     

Central Limit Theorems for Nonlinear Hierarchical Sequences of Random Variables

Let a random variable x ₀ and a function f:[a, b] ^k [a, b] be given. A hierarchical sequence {x _n :n=0, 1, 2,...} of random variables is defined inductively by the relation x _n =f(x _{n–1, 1}, x _{n–1, 2}..., x _{n–1, k} ), where {x _{n–1, i} :i=1, 2,..., k} is a family of independent random variables with the same distribution as x _n–1. We prove a central limit theorem for this hierarchical sequence of random variables when a function f satisfies a certain averaging condition. As a corollary under a natural assumption we prove a central limit theorem for a suitably normalized sequence of conductivities of a random resistor network on a hierarchical lattice.     

Ballistic diffusion induced by non-Gaussian noise

In this letter,we have analyzed the diffusive behavior of a Brownian particle subject to both internal Gaussian thermal and external non-Gaussian noise sources.We discuss two time correlation functions C(t) of the non-Gaussian stochastic process,and find that they depend on the parameter q,indicating the departure of the non-Gaussian noise from Gaussian behavior:for q ≤ 1,C(t) is fitted very well by the first-order exponentially decaying curve and approaches zero in the longtime limit,whereas for q 1,C(t) can be approximated by a second-order exponentially decaying function and converges to a non-zero constant.Due to the properties of C(t),the particle exhibits a normal diffusion for q ≤ 1,while for q 1 the non-Gaussian noise induces a ballistic diffusion,i.e.,the long-time mean square displacement of the free particle reads [x(t)-x(t)]2∝t2.     

On the range of validity of a semiclassical relation between the critical exponents at the Anderson localization transition

Using Wegner's result relating critical exponents s and ν for conductivity and localization length, respectively, via dimensionality d and that for ν given by García-García, we derive what we term a semiclassical (sc) relation for ν in terms of s, which is independent of dimensionality. Forming the ratio s/ν versus d from the above relations, s/ν=0 at d=2 is due to a singularity in the sc relation for ν. We argue that, in reality, s/ν=0 results from s being zero at d=2. Finally we conjecture that (i) Wegner's prediction s/ν=1 when d=3 and (ii) ν tends to 1/2 at large s, are both insensitive to interactions.     

Fermionic Ising glasses with BCS pairing interaction. Tricritical behaviour

We have examined the role of the BCS pairing mechanism in the formation of the magnetic moment and henceforth a spin glass (SG) phase by studying a fermionic Sherrington-Kirkpatrick model with a local BCS coupling between the fermions. This model is obtained by using perturbation theory to trace out the conduction electrons degrees of freedom in conventional superconducting alloys. The model is formulated in the path integral formalism where the spin operators are represented by bilinear combinations of Grassmann fields and it reduces to a single site problem that can be solved within the static approximation with a replica symmetric ansatz. We argue that this is a valid procedure for values of temperature above the de Almeida-Thouless instability line. The phase diagram in the T-g plane, where g is the strength of the pairing interaction, for fixed variance J ² /N of the random couplings J_ij, exhibits three regions: a normal paramagnetic (NP) phase, a spin glass (SG) phase and a pairing (PAIR) phase where there is formation of local pairs.The NP and PAIR phases are separated by a second order transition line g=g _c (T) that ends at a tricritical point T ₃ =0.9807J, g ₃ =5,8843J, from where it becomes a first order transition line that meets the line of second order transitions at T _c =0.9570J that separates the NP and the SG phases. For T<T _c the SG phase is separated from the PAIR phase by a line of first order transitions. These results agree qualitatively with experimental data in . Received 14 May 1998