Relaxation autowaves

We consider a bilocal model of the classical Hutchinson equation with diffusion and with large Malthusian coefficient of linear growth; i.e., we deal with the model in the singularly perturbed setting. Nonstandard tricks reflecting specific features of difference-differential equations as well as those of relaxation Hutchinson oscillations permit one to establish that the bilocal model exhibits an autowave process whose properties correspond to the term “self-organization mode.”     

Meson contributions in the Nambu-Jona-Lasinio model

We discuss the problem of calculating corrections to the mean-field approximation in the Nambu-Jona-Lasinio model. To calculate such corrections, we propose using the method of the Legendre transformation with respect to a bilocal source, which allows taking symmetry constraints related to the chiral Ward identity into account effectively. Using the proposed method, we determine the corrections to the quark propagator and the two-particle quark function. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 159, No. 1, pp. 81–95, April, 2009.     

Revealing Nonperturbative Effects in the SYK Model

Theoretical and Mathematical Physics - In the large-N limit, we study saddle points of two SYK chains coupled by an interaction that is nonlocal in Euclidean time. We study the free model with the...     

Equivalence between the Lyapunov–Krasovskii functionals approach for discrete delay systems and that of the stability conditions for switched systems

The stability of discrete-time systems with time varying delay in the state can be analyzed by using a discrete-time extension of the classical Lyapunov–Krasovskii approach. In the networked control systems domain a similar delay stability problem is treated using a switched system transformation approach. The paper aims to establish a relation between the switched system transformation approach and the classical Lyapunov–Krasovskii method. It is shown that using the switched systems transformation is equivalent to using a general delay dependent Lyapunov–Krasovskii functionals. This functional represents the most general form that can be obtained using sums of quadratic terms. Necessary and sufficient LMI conditions for the existence of such functionals are presented.     

Weak-local derivations and homomorphisms on C*-algebras

We prove that every weak-local derivation on a C*-algebra is continuous, and the same conclusion remains valid for weak*-local derivations on von Neumann algebras. We further show that weak-local derivations on C*-algebras and weak*-local derivations on von Neumann algebras are derivations. We also study the connections between bilocal derivations and bilocal*-automorphism with our notions of extreme-strong-local derivations and automorphisms.     

Optimal control of molecular dynamics using Markov state models

A numerical scheme for solving high-dimensional stochastic control problems on an infinite time horizon that appear relevant in the context of molecular dynamics is outlined. The scheme rests on the interpretation of the corresponding Hamilton–Jacobi–Bellman equation as a nonlinear eigenvalue problem that, using a logarithmic transformation, can be recast as a linear eigenvalue problem, for which the principal eigenvalue and its eigenfunction are sought. The latter can be computed efficiently by approximating the underlying stochastic process with a coarse-grained Markov state model for the dominant metastable sets. We illustrate our method with two numerical examples, one of which involves the task of maximizing the population of α-helices in an ensemble of small biomolecules (alanine dipeptide), and discuss the relation to the large deviation principle of Donsker and Varadhan.     

Stable Relaxation Cycle in a Bilocal Neuron Model

We consider the so-called bilocal neuron model, which is a special system of two nonlinear delay differential equations coupled by linear diffusion terms. The system is invariant under the interchange of phase variables. We prove that, under an appropriate choice of parameters, the system under study has a stable relaxation cycle whose components turn into each other under a certain phase shift.     

Vacuum charge and current densities in the supercritical two-dimensional Dirac–Coulomb system in a magnetic field with an axial-vector potential

Theoretical and Mathematical Physics - We consider nonperturbative vacuum polarization effects in the supercritical region for a planar Dirac–Coulomb system with a supercritical extended...     

Tetrad-Gauge Theory of Gravity

We present a tetrad–gauge theory of gravity based on the local Lorentz group in a four-dimensional Riemann–Cartan space–time. Using the tetrad formalism allows avoiding problems connected with the noncompactness of the group and includes the possibility of choosing the local inertial reference frame arbitrarily at any point in the space–time. The initial quantities of the theory are the tetrad and gauge fields in terms of which we express the metric, connection, torsion, and curvature tensor. The gauge fields of the theory are coupled only to the gravitational field described by the tetrad fields. The equations in the theory can be solved both for a many-body system like the Solar System and in the general case of a static centrally symmetric field. The metric thus found coincides with the metric obtained in general relativity using the same approximations, but the interpretation of gravity is quite different. Here, the space–time torsion is responsible for gravity, and there is no curvature because the curvature tensor is a linear combination of the gauge field tensors, which are absent in the case of pure gravity. The gauge fields of the theory, which (together with the tetrad fields) define the structure of space–time, are not directly coupled to ordinary matter and can be interpreted as the fields describing dark energy and dark matter.     

Borel and Stokes Nonperturbative Phenomena in Topological String Theory and c = 1 Matrix Models

We address the nonperturbative structure of topological strings and c = 1 matrix models, focusing on understanding the nature of instanton effects alongside with exploring their relation to the large-order behavior of the 1/N expansion. We consider the Gaussian, Penner and Chern–Simons matrix models, together with their holographic duals, the c = 1 minimal string at self-dual radius and topological string theory on the resolved conifold. We employ Borel analysis to obtain the exact all-loop multi-instanton corrections to the free energies of the aforementioned models, and show that the leading poles in the Borel plane control the large-order behavior of perturbation theory. We understand the nonperturbative effects in terms of the Schwinger effect and provide a semiclassical picture in terms of eigenvalue tunneling between critical points of the multi-sheeted matrix model effective potentials. In particular, we relate instantons to Stokes phenomena via a hyperasymptotic analysis, providing a smoothing of the nonperturbative ambiguity. Our predictions for the multi-instanton expansions are confirmed within the trans-series set-up, which in the double-scaling limit describes nonperturbative corrections to the Toda equation. Finally, we provide a spacetime realization of our nonperturbative corrections in terms of toric D-brane instantons which, in the double-scaling limit, precisely match D-instanton contributions to c = 1 minimal strings.     

Limit theory for the empirical extremogram of random fields

Regularly varying stochastic processes are able to model extremal dependence between process values at locations in random fields. We investigate the empirical extremogram as an estimator of dependence in the extremes. We provide conditions to ensure asymptotic normality of the empirical extremogram centred by a pre-asymptotic version. The proof relies on a CLT for exceedance variables. For max-stable processes with Fréchet margins we provide conditions such that the empirical extremogram centred by its true version is asymptotically normal. The results of this paper apply to a variety of spatial and space–time processes, and to time series models. We apply our results to max-moving average processes and Brown–Resnick processes.     

Resurgent Transseries and the Holomorphic Anomaly

The gauge theoretic large N expansion yields an asymptotic series which requires a nonperturbative completion to be well defined. Recently, within the context of random matrix models, it was shown how to build resurgent transseries solutions encoding the full nonperturbative information beyond the ’t Hooft genus expansion. On the other hand, via large N duality, random matrix models may be holographically described by B-model closed topological strings in local Calabi–Yau geometries. This raises the question of constructing the corresponding holographically dual resurgent transseries, tantamount to nonperturbative topological string theory. This paper addresses this point by showing how to construct resurgent transseries solutions to the holomorphic anomaly equations. These solutions are built upon (generalized) multi-instanton sectors, where the instanton actions are holomorphic. The asymptotic expansions around the multi-instanton sectors have both holomorphic and anti-holomorphic dependence, may allow for resonance, and their structure is completely fixed by the holomorphic anomaly equations in terms of specific polynomials multiplied by exponential factors and up to the holomorphic ambiguities—which generalizes the known perturbative structure to the full transseries. In particular, the anti-holomorphic dependence has a somewhat universal character. Furthermore, in the non-perturbative sectors, holomorphic ambiguities may be fixed at conifold points. This construction shows the nonperturbative integrability of the holomorphic anomaly equations and sets the ground to start addressing large-order analysis and resurgent nonperturbative completions within closed topological string theory.     

Nonperturbative conditions for local Weyl invariance on a curved world sheet

We investigate Weyl anomalies on a curved world sheet to second order in a weak field expansion. Using a local version of the exact renormalization group equations, we obtain nonperturbative results for the tachyon/graviton/dilaton system. We discuss the elimination of redundant operators, which play a crucial role for the emergence of target space covariance. Performing the operator product expansion on a curved world sheet allows us to obtain the nonperturbative contributions to the dilaton function. We find the functions, after suitable field redefinitions, to be related to a target space effective action through a function involving derivatives. Also we can establish a nonperturbative Curci-Paffuti relation including the tachyon function.Supported by DFGSupported by a DFG Heisenberg fellowship.Published in Teoreticheskaya i Matematicheskaya Fizika, Vol. 95, No. 2, pp. 361–384, May, 1993.     

Fractional Cauchy problems on compact manifolds

We investigate anomalous diffusion on compact Riemannian manifolds, modeled by time-changed Brownian motions. These stochastic processes are governed by equations involving the Laplace–Beltrami operator and a time-fractional derivative of order β ∈ (0, 1). We also consider time dependent random fields that can be viewed as random fields on randomly varying manifolds.     

L2 orbital stability of Dirac solitons in the massive Thirring model

We prove L² orbital stability of Dirac solitons in the massive Thirring model. Our method uses local well posedness of the massive Thirring model in L², conservation of the charge functional, and the auto–Bäcklund transformation. The latter transformation exists because the massive Thirring model is integrable via the inverse scattering transform method.     

Contour-ordered Green’s functions in stochastic field theory

We briefly review the functional formulation of the perturbation theory for various Green’s functions in quantum field theory. In particular, we discuss the contour-ordered representation of Green’s functions at a finite temperature. We show that the perturbation expansion of time-dependent Green’s functions at a finite temperature can be constructed using the standard Wick rules in the functional form without introducing complex time and evolution backward in time. We discuss the factorization problem for the corresponding functional integral. We construct the Green’s functions of the solution of stochastic differential equations in the Schwinger-Keldysh form with a functional-integral representation with explicitly intertwined physical and auxiliary fields.     

Bifurcations in a Leslie–Gower model with constant and proportional prey refuge at high and low density

Assuming that the prey refuge is proportional to the prey density if its population size is below a critical threshold, or constant if its size is above the threshold, this paper proposes, and qualitatively analyzes, a Leslie–Gower predator–prey model assuming alternative feeding and harvesting in predators, and a Holling II function as the predator functional response. From the results of the mathematical analysis to the predator–prey models with proportional or constant prey refuge, the proposed model retains the same bifurcation cases obtained for each model analyzed. However, appropriate alterations of the parameters representing the critical threshold of prey population size and harvest in predators allows the formation of at least one limit cycle, stable or unstable, that lives in both vector fields of the proposed model.     

Neimark–Sacker bifurcation analysis in an intraguild predation model with general functional responses

We analyse the dynamics of a discrete system coming from an intraguild food web model by using the average method. The intraguild predation model is formed by three populations corresponding to prey (P), mesopredator (MP) and superpredator (SP), where these last two populations are specialist. We give sufficient condition to guarantee the existence of a coexistence point at which the intraguild predation discrete model undergoes a Neimark–Sacker bifurcation independently of the functional responses that govern the interactions. We show numerical applications that consist in to assume that P has logistic growth and that the relation of MP–P is through a Holling type II functional response. Besides, we will consider that the interaction of MP–P is such that population MP has defense. The interaction of SP–P will be through a Holling functional response type III or IV. In particular, we give sufficient conditions to guarantee that the three species coexist. The techniques used to obtain the results can be applied to other models with different functional responses.     

Generating low-discrepancy sequences from the normal distribution: Box–Muller or inverse transform?

Quasi-Monte Carlo simulation is a popular numerical method in applications, in particular, economics and finance. Since the normal distribution occurs frequently in economic and financial modeling, one often needs a method to transform low-discrepancy sequences from the uniform distribution to the normal distribution. Two well known methods used with pseudorandom numbers are the Box–Muller and the inverse transformation methods. Some researchers and financial engineers have claimed that it is incorrect to use the Box–Muller method with low-discrepancy sequences, and instead, the inverse transformation method should be used. In this paper we prove that the Box–Muller method can be used with low-discrepancy sequences, and discuss when its use could actually be advantageous. We also present numerical results that compare Box–Muller and inverse transformation methods.     

Infrared Asymptotics of the Heat Kernel and Nonlocal Effective Action

We review recent results in the nonperturbative theory of the heat kernel and its late-time asymptotic properties responsible for the infrared behavior of the quantum effective action for massless theories. In particular, we derive a generalization of the Coleman-Weinberg potential for theories with an inhomogeneous background field. This generalization represents a new nonlocal, nonperturbative action accounting for the effects in a transition domain between the space-time interior and its infinity. In four dimensions, these effects delocalize the logarithmic Coleman-Weinberg potential, while in d > 4, they are dominated by a new powerlike, renormalization-independent nonlocal structure. We also consider the nonperturbative behavior of the heat kernel in a curved space-time with an asymptotically flat geometry. In particular, we analyze the conformal properties of the heat kernel for a conformally invariant scalar field and discuss the problem of segregating the local cosmological term from the nonlocal effective action.This paper was written at the request of the Editorial Board.__________Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 143, No. 3, pp. 328–356, June, 2005.