The Linear Fokker-Planck Equation for the Ornstein-Uhlenbeck Process as an (Almost) Nonlinear Kinetic Equation for an Isolated N-Particle System

It is long known that the Fokker-Planck equation with prescribed constant coefficients of diffusion and linear friction describes the ensemble average of the stochastic evolutions in velocity space of a Brownian test particle immersed in a heat bath of fixed temperature. Apparently, it is not so well known that the same partial differential equation, but now with constant coefficients which are functionals of the solution itself rather than being prescribed, describes the kinetic evolution (in the N→∞ limit) of an isolated N-particle system with certain stochastic interactions. Here we discuss in detail this recently discovered interpretation. An erratum to this article can be found at     

Signed graphs for portfolio analysis in risk management

We introduce the notion of structural balance for signed graphsin the context of portfolio analysis. A portfolio of securitiescan be represented as a signed graph with the nodes denotingthe securities and the edges representing the correlation betweenthe securities. With signed graphs, the characteristics of aportfolio from a risk management perspective can be uncoveredfor analysis purposes. It is shown that a portfolio characterizedby a signed graph of positive and negative edges that is structurallybalanced is characteristically more predictable. Investors whoundertake a portfolio position with all positively correlatedsecurities do so with the intention to speculate on the upside(or downside). If the portfolio consists of negative edges andis balanced, then it is likely that the position has a hedgingdisposition within it. On the other hand, an unbalanced signedgraph is representative of an investment portfolio which ischaracteristically unpredictable.     

从诺贝尔物理学奖看光学的发展

从一个新的角度分析、讨论了光学的发展过程.并对光学今后的发展做了展望.     

纠缠相干态的量子隐形传态

提出利用双模纠缠相干态作为量子信道，实现纠缠相干态量子隐形传态的方案. 分别在非正交的相干态表象和另一个由相干态构成的正交态表象对双模纠缠相干态的隐形传态进行具体分析. 发现在相干态表象，虽然只要线性光学元件就可以完成隐形传态，但成功的概率小于1/2，而在正交态表象，只要能分辨4个由相干态构成的Bell态，成功的概率就是1. 关键词： 隐形传态 纠缠相干态 纠缠相干态量子信道     

Assisted Cloning and Orthogonal Complementing of an Arbitrary Unknown Two-Qubit Entangled State

Based on A.K. Pati‘s original idea [Phys. Rev. A 61 (2000) 022308] on single-qubit-state-assisted clone, very recently Zhan has proposed two assisted quantum cloning protocols of a special class of unknown two-qubit entangled states [Phys. Lett. A 336 (2005) 317]. In this paper we further generalize Zhan‘s protocols such that an arbitrary unknown two-qubit entangled state can be treated.     

Approximate Inverse Preconditioners for Some Large Dense Random Electrostatic Interaction Matrices

A sparse mesh-neighbour based approximate inverse preconditioner is proposed for a type of dense matrices whose entries come from the evaluation of a slowly decaying free space Green’s function at randomly placed points in a unit cell. By approximating distant potential fields originating at closely spaced sources in a certain way, the preconditioner is given properties similar to, or better than, those of a standard least squares approximate inverse preconditioner while its setup cost is only that of a diagonal block approximate inverse preconditioner. Numerical experiments on iterative solutions of linear systems with up to four million unknowns illustrate how the new preconditioner drastically outperforms standard approximate inverse preconditioners of otherwise similar construction, and especially so when the preconditioners are very sparse. AMS subject classification (2000) 65F10, 65R20, 65F35, 78A30     

A Continuous Transition Between Quantum and Classical Mechanics. II

Examples are worked out using a new equation proposed in the previous paper to show that it has new physical predictions for mesoscopic systems.     

Experimental observation of quantum corrections to electrical resistivity in nanocrystalline soft magnetic alloys

X-ray diffraction patterns of nanocrystalline Fe-Cu-Nb-Si-B (FINEMET) alloys reveal that bcc α-Fe/α-FeSi crystallites with the average grain size of 20(5) nm are dispersed in amorphous matrix. Enhanced electron—electron interaction (EEI) and quantum interference (QI) effects as well as electron-magnon (and/or electron-spin fluctuation) scattering turn out to be the main mechanisms that govern the temperature dependence of resistivity. Of all the inelastic scattering processes, inelastic electron-phonon scattering is the most effective mechanism to destroy phase coherence of electron wave functions. The diffusion constant, density of states at the Fermi level and the inelastic scattering time have been estimated, for the first time, for the alloys in question Article presented at the International Symposium on Advances in Superconductivity and Magnetism: Materials, Mechanisms and Devices, ASMM2D-2001, 25–28 September 2001, Mangalore, India.     

Interference of probabilities and number field structure of quantum models

We study the probabilistic consequences of the choice of the basic number field in the quantum formalism. We demonstrate that by choosing a number field for a linear space representation of quantum model it is possible to describe various interference phenomena. We analyse interference of probabilistic alternatives induced by real, complex, hyperbolic (Clifford) and p‐adic representations.