First passage time problems in time-dependent fields

This paper discusses the simplest first passage time problems for random walks and diffusion processes on a line segment. When a diffusing particle moves in a time-varying field, use of the adjoint equation does not lead to any simplification in the calculation of moments of the first passage time as is the case for diffusion in a time-invariant field. We show that for a discrete random walk in the presence of a sinusoidally varying field there is a resonant frequency * for which the mean residence time on the line segment is a minimum. It is shown that for a random walk on a line segment of lengthL the mean residence time goes likeL ² for largeL when *, but when =* the dependence is proportional toL. The results of our simulation are numerical, but can be regarded as exact. Qualitatively similar results are shown to hold for diffusion processes by a perturbation expansion in powers of a dimensionless velocity. These results are extended to higher values of this parameter by a numerical solution of the forward equation.     

Kinetic limits of the HPP cellular automaton

We study the Boltzmann-Grad limit in various versions of the two-dimensional HPP cellular automaton. In the completely deterministic case we prove convergence to an evolution that is not of kinetic type, a well-known phenomenon after Uchyiama's paper on the Broadwell gas, whereas the limiting equation becomes of kinetic type in the model with random collisions. The main part of the paper concerns the case where the collisions are deterministic and the randomness comes from inserting, between any two successive HPP updatings, ^- stirring updatings, <1 being any fixed positive number and a parameter which tends to 0. The initial measure is a product measure with average occupation numbers of the order of (low-density limit) and varying on distances of the order of ^–1. The limit as 0 of the system evolved for times of the order of ^-1- corresponds to the Boltzmann-Grad limit. We prove propagation of chaos and that the renormalized average occupation numbers (i.e., divided by) converge to the solution of the Broadwell equation. Convergence is proven at all times for which the solution of the Broadwell equation is bounded.     

Error performance analysis for an optical heterodyne FSK communication system with a limiter-discriminator-integrator detector

The error probability for a coherent optical heterodyne FSK system with a limiter-discriminator-integrator (LDI) detector is analysed. The analysis includes laser quantum phase noise, the correlated receiver additive white Gaussian noise (AWGN), Gaussian narrow-band IF filtering and intersymbol interference (ISI) caused by it. It is shown that, for 1 dBEb/N ₀penalty at bit error rate (BER) 10^–9, (i) the normalized IF beat spectral linewidth T0.35% for frequency deviation ratioh=0.5(MSK), and T0.5% forh=0.7 (the receiver is insensitive to laser quantum phase noise ath=1.0, if ISI is not included.); (ii) if ISI is incorporated, T0.15% forh=0.5, T0.5% forh=0.7, both with 3dB bandwidth-bit period product (3.0>BT1.5), and T0.5% forh=1.0 with BT1.0 ifT0.35% when ISI exists,h=0.7 is optimum;h=1.0 otherwise.     

Bounded perturbations of dynamics

If and are one-parameter automorphism groups of a von Neumann algebraM is said to be a bounded perturbation of if _t – _t 0 ast0. We give a complete characterization of the bounded perturbations of . In particular, we show that if can be implemented by a strongly continuous one-parameter group with self-adjoint generator (Hamiltonian)H, then can be implemented in the same way and the corresponding HamiltonianH can be chosen to be of the formH=VHV ^–1+h, whereV is a unitary ofM andh=h*M.On leave of absence from II. Institut für Theoretische Physik, Universität Hamburg, D-2000 Hamburg 50, Federal Republic of Germany     

Surfaces and Peierls contours: 3-d wetting and 2-d Ising percolation

A natural model of a discrete random surface lying above a two-dimensional substrate is presented and analyzed. An identification of the level curves of the surface with the Peierls contours of Ising spin configurations leads to an exactly solvable free energy, with logarithmically divergent specific heat. The thermodynamic critical point is shown to be a wetting transition at which the surface height diverges. This is so even though the surface has no downward fingers and hence no entropic repulsion from the substrate.Dedicated to Roland DobrushinResearch supported in part by NSF Grant No. DMS-8514834 and AFOSR Contract No. F49620-86-C0130 under the U.R.I. program     

Optical and magneto-optical effects in semi-conductor crystals

The complicated line structure of the fundamental absorption edge and the effect of magneto-optical oscillations (which are general properties of crystals) open up good possibilities for the study of band structure and exciton states.From a survey of the facts observed lately it follows that the real existence of the exciton is almost certain although no experiment has yet been performed, which would provide direct experimental proof of its motion in the crystal. The evidence of the motion of excitons in the crystal can be determined from effects based on spatial dispersion effects. The observed optical anisotropy of absorption in a Cu₂O cubic crystal (due to spatial dispersion) and the quadrupole character of the exciton linen=1 confirm the motion of exciton through the crystal.The fine structure of the spectral curve for photoconductivity (an effect that is also common to all crystals), which is directly connected with the exciton absorption structure, also testifies to the motion of excitons.The exciton structure of the absorption edge and also the connected effect of edge emission enable the band structure and its splitting to be studied.The determination of the splitting of the exciton lines and edge of continuous absorption under the influence of oriented elastic deformation and the study of the state of polarization of the split components provides a new method for the study of band structure.The study of the Zeeman effect for lines of exciton, absorption in crystals can supply data on the exciton motion and on the complicated band structure in crystals. Special detailed data on the band structure can be obtained from studies in polarized light. From the effect of magneto-optical oscillations we can decide with great exactness the band width of the forbidden zone and obtain data which are in good agreement with those obtained by other methods.

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Address delivered at International Conference on Semi-conductor Physics, Prague, Czechoslovakia, September 1960.     

Canonical linear transformation on fock space with an indefinite metric

We first construct a Fock space with an indefinite metric ,=( , ), where is a unitary and Hermitian operator. We define a -selfadjoint (Segal's) field (f) which obeys the canonical commutation relations (CCR) with an indefinite metric. We consider a transformation 349-2 (T = real linear) which leaves the CCR invariant. We investigate the implementability of T by an operator on the Fock space.     

Random walks on bond percolation clusters: ac hopping conductivity below the threshold

The frequency dependence of the ac hopping conductivity in two and three dimensional lattices with random interruptions is calculated by Monte Carlo simulation of random walks on bond percolation clusters. At low frequencies the real and imaginary parts of the ac conductivity vanish linearly and quadratically with the frequency, respectively. The critical behaviour of the imaginary part of the ac conductivity below the percolation threshold is shown to depend on the long time limit of the mean square displacement of random walksR ² , while the real part depends on the time constant of the system as well.R ² is found to diverge with an exponentu=2- according to the conjecture of Stauffer.     

ИЗЛУЧЕНИЕ ЧЕРЕНКОВА ПРОСТРАНСТВЕННОГО З АРЯДА В ВОЛНОВОДАХ И В НЕОГР АНИЧЕННОЙ СРЕДЕ

, - e . -. , .     

Simulation calculation of dielectric constants: Comparison of methods on an exactly solvable model

A mean spherical model of classical dipoles on a simple cubic lattice of sideM=2N+1 sites is considered. Exact results are obtained for finite systems using periodic boundary conditions with an external dielectric constant and using reaction field boundary conditions with a cutoff radiusR _c N and an external dielectric constant. The dielectric constant in the disordered phase is calculated using a variety of fluctuation formulas commonly implemented in Monte Carlo and molecular dynamics simulations of dipolar systems. The coupling in the system is measured by the parametery=4 ²/9kT, where ² is the fixed mean square value of the dipole moments on the lattice. The system undergoes a phase transition aty2.8, so that very high dielectric constants cannot be obtained in the disordered phase. The results show clearly the effects of system size, cutoff radius, external dielectric constant, and different measuring techniques on a dielectric constant estimate. It is concluded that with periodic boundary conditions, the rate of approach of the dielectric constant estimate to its thermodynamic limit is asN ^–2/3 and depends only weakly on. Methods of implementing reaction field boundary conditions to give rapid convergence to the thermodynamic limit are discussed.     

Exact results for a generalized classicalO(n) matrix spin model

A generalizedO(n) matrix version of the classical Heisenberg model, introduced by Fuller and Lenard as a classical limit of a quantum model, is solved exactly in one dimension. The free energy is analytic and the pair correlation functions decay exponentially for all finite temperatures. It is shown, however, that even for a finite number of spins the model has a phase transition in then limit. The transition features a specific heat jump, zero long-range order at all temperatures, and zero correlation length at the critical point. The Curie-Weiss version of the model is also solved exactly and shown to have standard mean-field type behavior for all finiten and to differ from the one-dimensional results in then limit.     

Generalized Bethe ansatz solution of a one-dimensional asymmetric exclusion process on a ring with blockage

We present a model for a one-dimensional anisotropic exclusion process describing particles moving deterministically on a ring of lengthL with a single defect, across which they move with probability 0 p 1. This model is equivalent to a two-dimensional, six-vertex model in an extreme anisotropic limit with a defect line interpolating between open and periodic boundary conditions. We solve this model with a Bethe ansatz generalized to this kind of boundary condition. We discuss in detail the steady state and derive exact expressions for the currentj, the density profilen(x), and the two-point density correlation function. In the thermodynamic limitL the phase diagram shows three phases, a low-density phase, a coexistence phase, and a high-density phase related to the low-density phase by a particle-hole symmetry. In the low-density phase the density profile decays exponentially with the distance from the boundary to its bulk value on a length scale . On the phase transition line diverges and the currentj approaches its critical valuej _c = p as a power law,j _c – j ^–1/2. In the coexistence phase the width of the interface between the high-density region and the low-density region is proportional toL ^1/2 if the density f 1/2 and=0 independent ofL if = 1/2. The (connected) two-point correlation function turns out to be of a scaling form with a space-dependent amplitude n(x₁, x₂) =A(x₂)A ^Ke^–r/ withr = x ₂ –x ₁ and a critical exponent = 0.     

Feynman integral and complex classical trajectories

Let _t be an analytic solution of the Schrödinger equation with the initial condition . Let _t be the solution of the Schrödinger equation with the initial condition =, where is an analytic function. When 0, then _t (x) _t (x)¹ ( _t (x)), where _t (x) trajectory starting from x. We relate this result to Feynman's sum over trajectories and complex stochastic differential equations.     

Comments on the symmetry structure of bi-Hamiltonian systems

The algebraic structure of exactly solvable equations is reviewed and results are reported which 1) establish that isospectral eigenvalue problems yield hereditary symmetries for bi-Hamiltonian equations and 2) show that if both an equation and its modified equation have known Hamiltonian formulations then their hereditary symmetries and bi-Hamiltonian formulations are readily obtained via their Miura transformation.Invited talk presented at the International Symposium Selected Topics in Quantum Field Theory and Mathematical Physics, Bechyn, Czechoslovakia, June 14–19, 1981.     

On the geometric structure underlying the eikonal equation

Given the eikonal equation _i=1 ³ (/x ⁱ ) ² =n ², we investigate the geometric structure that underlies the law of propagation of the wavefronts (x ¹,x ²,x ³) —ct=0. It turns out that Huygens' principle for the propagation of wavefronts is given in terms of a contact structure. Wavefronts are carried into wavefronts by contact transformations. As regards the wave-particle duality principle that arises in quantum mechanics, there is a natural geometric structure, a symplectic manifold (M ²ⁿ , ), which unifies Fermat's principle and the eikonal equation (Huygens' principle).On leave of absence from Institut für Angewandte Mathematik, Fachbereich Mathematik der Universität Mainz, Mainz, German Federal Republic.     

The van der Waals limit for classical systems. I. A variational principle

We consider the thermodynamic pressurep(, ) of a classical system of particles with the two-body interaction potentialq(r)+ ^v K(r), where is the number of space dimensions, is a positive parameter, and is the chemical potential. The temperature is not shown in the notation. We prove rigorously, for hard-core potentialsq(r) and for a very general class of functionsK(s), that the limit 0 of the pressurep(, ) exists and is given by where the limit and the supremum can be interchanged. Here is a certain class of nonnegative, Riemann integrable functions,D is a cube of volume |D|, anda ⁰() is the free energy density of a system withK=0 and density . A similar result is proved for the free energy.     

Bounded Fluctuations and Translation Symmetry Breaking: A Solvable Model

The variance of the particle number (equivalently the total charge) in a domain of length of a one-component plasma (OCP) on a cylinder of circumference W at the reciprocal temperature =2, is shown to remain bounded as . This exactly solvable system with average density has a density profile which is periodic with period (W)^–1 along the axis of the infinitely long cylinder. This illustrates the connection between bounded variance and periodicity in (quasi) one-dimensional systems.⁽¹⁾ When W the system approaches the two-dimensional OCP and the variance in a domain grows like its perimeter ||. In this limit, the system is translation invariant with rapid decay of correlations.     

Systematic study of muon transfer to sulphur dioxide

In a systematic study of the transfer process to sulphur dioxide, in seven different H₂ + SO₂ gas mixtures, the time spectra of the muonic sulphur X-rays yield muon transfer rates to the SO₂ molecule, deduced from the lifetimes of the p atoms, which agree all well with each other. The muonic oxygen time spectra show an additional structure as if p atoms of another kind were present. Reduced transfer rates_O are reproducible if one uses the model of ephemeral p atoms. The intensity ratios between the different kinds of p atoms are also discussed in the framework of this model and the one of black and white p atoms.     

On the phase transition to sheet percolation in random Cantor sets

Thed-dimensional random Cantor set is a generalization of the classical middle-thirds Cantor set. Starting with the unit cube [0, 1] ^d , at every stage of the construction we divide each cube remaining intoM ^d equal subcubes, and select each of these at random with probabilityp. The resulting limit set is a random fractal, which may be crossed by paths or (d–1)-dimensional sheets. We examine the critical probabilityp _s(M, d) marking the existence of these sheet crossings, and show that p_s(M,d)1–p_c(M ^d) asM, where p_c(M ^d) is the critical probability of site percolation on the lattice (M ^d) obtained by adding the diagonal edges to the hypercubic lattice ^d. This result is then used to show that, at least for sufficiently large values ofM, the phases corresponding to the existence of path and sheet crossings are distinct.     

On the critical exponent for random walk intersections

The exponent _d for the probability of nonintersection of two random walks starting at the same point is considered. It is proved that 1/2<₂3/4. Monte Carlo simulations are done to suggest ₂=0.61 and ₃0.29.