Quasipotential Approach to Quantum Chromodynamics

We use the Logunov–Tavkhelidze quasipotential approach to study some processes of quantum chromodynamics at finite densities and temperatures. The dynamic equation for the color superconductivity is derived. We discuss the spontaneous breaking of the chiral, flavor, and color symmetries and also the possibility of constructing a field theory of the composite three-quark systems.     

Kinetic Theory of Quantum Electrodynamic Plasma in a Strong Electromagnetic Field: I. The Covariant Formalism

We present a covariant approach to the kinetic theory of quantum electrodynamic plasma in a strong electromagnetic field. The method is based on the relativistic von Neumann equation for the nonequilibrium statistical operator defined on spacelike hyperplanes in Minkowski space. We use the canonical quantization of the system on hyperplanes and a covariant generalization of the Coulomb gauge. The condensate mode associated with the mean electromagnetic field is separated from the photon degrees of freedom by a time-dependent unitary transformation of the dynamic variables and the nonequilibrium statistical operator. This allows using expansions of correlation functions and of the statistical operator in powers of the fine structure constant even in the presence of a strong electromagnetic field. We present a general scheme for deriving kinetic equations in the hyperplane formalism.     

Scaling limits for the Ruijgrok–Wu model of the Boltzmann equation

The Ruijgrok–Wu model of the kinetic theory of rarefied gases is investigated both in the fluid‐dynamic and hydro‐dynamic scalings. It is shown that the first limit equation is a first order quasilinear conservation law, whereas the limit equation in the diffusive scaling is the viscous Burgers equation. The main difficulties came from initial layers that we handle here. Copyright © 2001 John Wiley & Sons, Ltd.     

Electrical Conductivity of Charged Particle Systems and Zubarev’s Nonequilibrium Statistical Operator Method

One of the fundamental problems in physics that are not yet rigorously solved is the statistical mechanics of nonequilibrium processes. An important contribution to describing irreversible behavior starting from reversible Hamiltonian dynamics was given by D. N. Zubarev, who invented the method of the nonequilibrium statistical operator. We discuss this approach, in particular, the extended von Neumann equation, and as an example consider the electrical conductivity of a system of charged particles. We consider the selection of the set of relevant observables. We show the relation between kinetic theory and linear response theory. Using thermodynamic Green’s functions, we present a systematic treatment of correlation functions, but the convergence needs investigation. We compare different expressions for the conductivity and list open questions.     

Dynamic programming for the stochastic burgers equation

We solve a control problem for the stochastic Burgers equation using the dynamic programming approach. The cost functional involves exponentially growing functions and the analog of the kinetic energy; the case of a distributed parameter control is considered. The Hamilton-Jacobi equation is solved by a compactness method and a-priori estimates are obtained thanks to the regularizing properties of the transition semigroup associated to the stochastic Burgers equation; a fixed point argument does not seem to apply here. Entrata in Redazione il 10 dicembre 1998.     

Variational approach for studying the resistance of simple disordered metals

Based on the variational principle, we obtain an expression for the resistance coefficient of simple disordered metals that is valid in the fourth order of the perturbation theory with respect to the electron-ion interaction. We assume that the ion subsystem is static and do not take temperature corrections into account. The decoupling parameters of higher-order Green’s functions appearing in the derivation of the quantum kinetic equation are chosen from the condition that the Boltzmann equation and the quantum kinetic equation coincide in the lowest order of the perturbation theory. Calculating the resistance of a disordered metal reduces to seeking the minimum of the corresponding functional. Such an approach allows calculating, for the first time, the contribution of crossed scattering to the resistivity of disordered metals in the low-temperature limit. The known results are reproduced in the second and third orders of the perturbation theory. We show that in the fourth and higher orders, the resistance coefficient can be expressed not only in terms of the relaxation time but also in terms of the density of states of the electron gas interacting with the ions.     

Mathieu equation with application to analysis of dynamic characteristics of resonant inertial sensors

In this paper, Mathieu equation is applied to analyze the dynamic characteristics of resonant inertial sensors. Unlike previous work, Mathieu equation is not just a differential equation and analyzes the stability of the transition curves, but become an important method in analyzing parametric resonant characteristics and approximate output of resonant inertial sensors. It is demonstrated that the mathematical model of resonant inertial sensors is described by Mathieu equation. The relevant Mathieu equation theory and dynamic characteristics analysis methods were proposed, which include both stability and dynamic linear output. Finally, theoretical and experimental analysis show that the correlation of the theoretical curve and the experimental result coincide so perfectly, which means proposed analysis methods for Mathieu equation could be used to analyze the dynamic output characteristic of resonant inertial sensors. The theoretical analyzing approach of Mathieu equation and experimental results of resonant inertial sensors are obtained, which provide an application area for Mathieu equation and a reference for the robust design for resonant inertial sensors.     

Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs

We investigate an infinite horizon investment-consumption model in which a single agent consumes and distributes her wealth between a risk-free asset (bank account) and several risky assets (stocks) whose prices are governed by Lévy (jump-diffusion) processes. We suppose that transactions between the assets incur a transaction cost proportional to the size of the transaction. The problem is to maximize the total utility of consumption under Hindy-Huang-Kreps intertemporal preferences. This portfolio optimisation problem is formulated as a singular stochastic control problem and is solved using dynamic programming and the theory of viscosity solutions. The associated dynamic programming equation is a second order degenerate elliptic integro-differential variational inequality subject to a state constraint boundary condition. The main result is a characterization of the value function as the unique constrained viscosity solution of the dynamic programming equation. Emphasis is put on providing a framework that allows for a general class of Lévy processes. Owing to the complexity of our investment-consumption model, it is not possible to derive closed form solutions for the value function. Hence, the optimal policies cannot be obtained in closed form from the first order conditions for the dynamic programming equation. Therefore, we have to resort to numerical methods for computing the value function as well as the associated optimal policies. In view of the viscosity solution theory, the analysis found in this paper will ensure the convergence of a large class of numerical methods for the investment-consumption model in question.     

Ordinary differential equation system for population of individuals and the corresponding probabilistic model

The key model for particle populations in statistical mechanics is the Bogolyubov–Born–Green–Kirkwood–Yvon (BBGKY) equation chain. It is derived mainly from the Hamilton ordinary differential equation (ODE) system for the particle states in the position-momentum phase space. Many problems beyond physics or chemistry, for instance, in the living-matter sciences (biology, medicine, ecology, and sociology) make it necessary to extend the notion of a particle to an individual, or active particle. This challenge is met by the generalized kinetic theory. The corresponding dynamics of the state vector can also be regarded to be described by an ODE system. The latter, however, need not be the Hamilton one. The question is how one can derive the analogue of the BBGKY paradigm for the new settings. The present work proposes an answer to this question. It applies a very limited number of carefully selected tools of probability theory and common statistical mechanics. It also uses the well-known feature that the maximum number of the individuals which can mutually interact directly is bounded by a fixed value of a few units. The proposed approach results in the finite system of equations for the reduced many-individual distribution functions thereby eliminating the so-called closure problem inevitable in the BBGKY theory. The thermodynamic-limit assumption is not needed either. The system includes consistently derived terms of all of the basic types known in kinetic theory, in particular, both the “mean-field” and scattering-integral terms, and admits the kinetic equation of the form allowing a direct chemical-reaction reading. The approach can deal with Hamilton’s model which is nonmonogenic. The results may serve as the basis of the generalized kinetic theory and contribute to stochastic mechanics of populations of individuals.     

Inference of an oscillating model for the yeast cell cycle

High-throughput techniques allow measurement of hundreds of cell components simultaneously. The inference of interactions between cell components from these experimental data facilitates the understanding of complex regulatory processes. Differential equations have been established to model the dynamic behavior of these regulatory networks quantitatively. Usually traditional regression methods for estimating model parameters fail in this setting, since they overfit the data. This is even the case, if the focus is on modeling subnetworks of, at most, a few tens of components. In a Bayesian learning approach, this problem is avoided by a restriction of the search space with prior probability distributions over model parameters.This paper combines both differential equation models and a Bayesian approach. We model the periodic behavior of proteins involved in the cell cycle of the budding yeast Saccharomyces cerevisiae, with differential equations, which are based on chemical reaction kinetics. One property of these systems is that they usually converge to a steady state, and lots of efforts have been made to explain the observed periodic behavior. We introduce an approach to infer an oscillating network from experimental data. First, an oscillating core network is learned. This is extended by further components by using a Bayesian approach in a second step. A specifically designed hierarchical prior distribution over interaction strengths prevents overfitting, and drives the solutions to sparse networks with only a few significant interactions.We apply our method to a simulated and a real world dataset and reveal main regulatory interactions. Moreover, we are able to reconstruct the dynamic behavior of the network.     

The development and substantiation of the kinetic theory of gases in the twentieth century

A new kinetic theory that is close to dynamic processes is constructed. A system of M integro-differential equations and a system of M partial differential equations are obtained. The theory is demonstrated using the examples of the calculation of the structure of intense shock-waves and by calculating turbulent flows in a plane channel. It is shown that the theory of the structure of high-intensity shock-waves agrees with remarkable accuracy with numerous experimental data. Calculations of turbulent flow approximate quite well to experimental data, but it is remarkable that a single theory can describe both the turbulent core at the centre of the channel and the laminar sublayer on the wall so well.     

Well posedness of an integrodifferential kinetic model of Fokker–Planck type for angiogenesis

Tumor induced angiogenesis processes including the effect of stochastic motion and branching of blood vessels can be described coupling a (nonlocal in time) integrodifferential kinetic equation of Fokker–Planck type with a diffusion equation for the tumor induced angiogenic factor. The chemotactic force field depends on the flux of blood vessels through the angiogenic factor. We develop an existence and uniqueness theory for this system under natural assumptions on the initial data. The proof combines the construction of fundamental solutions for associated linearized problems with comparison principles, sharp estimates of the velocity integrals and compactness results for this type of kinetic and parabolic operators.     

Oscillatory modes of adsorption in the seepage of multicomponent systems

A system of equations describing the motion of multicomponent mixtures in a porous medium, taking into account the phenomena of competing adsorption is formulated within the framework of a kinetic approach to the study of sorption processes. An equation of sorption kinetics, which describes a series of oscillatory modes for certain values of the original parameters, is suggested. A numerical analysis of the stability is carried out for the corresponding dynamical system. A qualitative comparison of the results of calculations and experimental data is given.     

The Method of Singular Equations in Boundary Value Problems in Kinetic Theory

We develop a new effective method for solving boundary value problems in kinetic theory. The method permits solving boundary value problems for mirror and diffusive boundary conditions with an arbitrary accuracy and is based on the idea of reducing the original problem to two problems of which one has a diffusion boundary condition for the reflection of molecules from the wall and the other has a mirror boundary condition. We illustrate this method with two classical problems in kinetic theory: the Kramers problem (isothermal slip) and the thermal slip problem. We use the Bhatnagar-Gross-Krook equation (with a constant collision frequency) and the Williams equation (with a collision frequency proportional to the molecular velocity).__________Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 143, No. 3, pp. 437–454, June, 2005.