Applying the Linblad equation to quantum dissipative systems

For quantum systems with linear dissipation, we obtain the representation of the Linblad equation in the canonical form via Hermitian operators. Based on this representation, we derive equations for the entropy density and for the statistical projection operator. We consider the quantum harmonic oscillator with linear dissipation as an example. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 148, No. 2, pp. 288–294, August, 2006. An erratum to this article is available at .     

Analytic approach to the (an)harmonic crystal chains with self-consistent stochastic reservoirs

We consider the harmonic and anharmonic chains of oscillators with self-consistent stochastic reservoirs and derive an integral representation (à la Feynman-Kac) for the correlations, in particular, for the heat flow. For the harmonic chain, we give a new proof that its thermal conductivity is finite in the steady state. Based on this integral representation for the correlations and a perturbative analysis, the approach is quite general and can be extended to more intricate systems. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 156, No. 1, pp. 138–146, July, 2008.     

Nonlocal and Multipoint Boundary Value Problems for Linear Evolution Equations

We derive the solution representation for a large class of nonlocal boundary value problems for linear evolution partial differential equations (PDE) with constant coefficients in one space variable. The prototypical example of such PDE is the heat equation, for which problems of this form model physical phenomena in chemistry and for which we formulate and prove a full result. We also consider the third‐order case, which is much less studied and has been shown by the authors to have very different structural properties in general. The nonlocal conditions we consider can be reformulated as multipoint conditions , and then an explicit representation for the solution of the problem is obtained by an application of the Fokas transform method. The analysis is carried out under the assumption that the problem being solved is well posed, i.e., it admits a unique solution. For the second‐order case, we also give criteria that guarantee well posedness.     

Fundamental solutions in the theory of microfluids

This paper is concerned with the theory of non-heat-conducting microfluids. We consider a specialized microfluid continuum theory in which the micromotions consist of the intrinsic rotations and stretch. First, we establish a representation of Galerkin type for the solutions to the field equations. Then, we derive the fundamental solutions for the differential system governing the motion in the case of steady vibrations.      

Integral quadratic forms and Dirichlet series

A Dirichlet series with multiplicative coefficients has an Euler product representation. In this paper we consider the special case where these coefficients are derived from the numbers of representations of an integer by an integral quadratic form. At first we suppose this quadratic form to be positive definite. In general the representation numbers are not multiplicative. Instead we consider the average number of representations over all classes in the genus of the quadratic form. And we consider only representations of integers of the form tk ² with t square-free. If we divide the average representation number for these integers by a suitable factor, we do get a multiplicative function. Using results from Siegel (Ann. Math. 36:527–606, 1935), we derive a uniform expression for the Euler product expansion of the corresponding Dirichlet series. As a special case, we consider the standard quadratic form in n variables corresponding to the identity matrix. Here we use results from Shimura (Am. J. Math. 124:1059–1081, 2002). For 2≤n≤8, the genus of this particular quadratic form contains only one class, and this leads to a rather simple expression for the Dirichlet series, where the coefficients are just the number of representations of a square as the sum of n squares. Finally we consider the indefinite case, where we can get results similar to the definite case.     

Conservation laws and Hamilton’s equations for systems with long-range interaction and memory

Using the fact that extremum of variation of generalized action can lead to the fractional dynamics in the case of systems with long-range interaction and long-term memory function, we consider two different applications of the action principle: generalized Noether’s theorem and Hamiltonian type equations. In the first case, we derive conservation laws in the form of continuity equations that consist of fractional time–space derivatives. Among applications of these results, we consider a chain of coupled oscillators with a power-wise memory function and power-wise interaction between oscillators. In the second case, we consider an example of fractional differential action 1-form and find the corresponding Hamiltonian type equations from the closed condition of the form.     

On Gaussian Processes Equivalent in Law to Fractional Brownian Motion

We consider Gaussian processes that are equivalent in law to the fractional Brownian motion and their canonical representations. We prove a Hitsuda type representation theorem for the fractional Brownian motion with Hurst index H1/2. For the case H>1/2 we show that such a representation cannot hold. We also consider briefly the connection between Hitsuda and Girsanov representations. Using the Hitsuda representation we consider a certain special kind of Gaussian stochastic equation with fractional Brownian motion as noise.     

An exact far-field inversion for the Born approximation and plane wave decompositions for Hankel functions

We consider the Born approximation (representative for first-order approximations) of the scattering problem for the scalar Helroholtz equation with a fixed real-valued free-space wavenumber and a complex-valued compactly supported potential. The boundary condition is the Sommerfeld radiation condition. We derive an exact series-integral representation of the potential from the Fourier coefficients of its far-field pattern, suitable for discussion of the connected stability problem. Furthermore we stress the connection between this representation and some plane wave decompositions for Hankel functions. Without loss of generality we restrict ourselves to the case of two space dimensions.     

Stability for systems of 1-D coupled nonlinear oscillators

The stability of the null solution of different systems of differential equations describing the motion of 1-D coupled nonlinear oscillators is discussed. Under certain assumptions we derive some stability results. Specifically, in the case of coupled damped oscillators we obtain asymptotic stability of the null solution (see Theorem 3.1, Example 3.1, and Fig. 2), while in the case of partial lack of damping we only obtain convergence to zero of the solution components corresponding to damped oscillators (see Theorem 4.1, Example 4.1, and Fig. 5). In all cases, including the case of coupled undamped oscillators, we obtain uniform stability of the null solution.     

Robust utility maximization with limited downside risk in incomplete markets

In this article we consider the portfolio selection problem of an agent with robust preferences in the sense of Gilboa and Schmeidler [Itzhak Gilboa, David Schmeidler, Maxmin expected utility with non-unique prior, Journal of Mathematical Economics 18 (1989) 141–153] in an incomplete market. Downside risk is constrained by a robust version of utility-based shortfall risk. We derive an explicit representation of the optimal terminal wealth in terms of certain worst case measures which can be characterized as minimizers of a dual problem. This dual problem involves a three-dimensional analogue of f$f$-divergences which generalize the notion of relative entropy.     

Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method

We study semi-linear elliptic PDEs with polynomial non-linearity in bounded domains and provide a probabilistic representation of their solution using branching diffusion processes. When the non-linearity involves the unknown function but not its derivatives, we extend previous results in the literature by showing that our probabilistic representation provides a solution to the PDE without assuming its existence. In the general case, we derive a new representation of the solution by using marked branching diffusion processes and automatic differentiation formulas to account for the non-linear gradient term. We consider several examples and estimate their solution by using the Monte Carlo method.     

Determination of precession and dissipation parameters in micromagnetism

The precession β and the dissipation parameter α of a ferromagnetic material can be considered microscopically space dependent. Their space distribution is difficult to obtain by direct measurements. In this article we consider an inverse problem, where we aim at recovering α and β from space measurements of the magnetization. The evolution of the magnetization in micromagnetism is governed by the Landau-Lifshitz (LL) equation. We first study the sensitivity of the LL equation. We derive the existence, uniqueness and stability results for the LL equation and the corresponding sensitivity equations. On the basis of the results we analyze the inverse problem. We employ the energy method and we minimize the underlying cost functional by means of the steepest descent method. We derive a convergence result for the proposed algorithm. The presented numerical examples support the theoretical results.     

Master equation of the reduced statistical operator of an atom in a plasma

We use the nonequilibrium Liouville equation to derive the master equation for the reduced statistical operator in a heat bath represented by a many-particle environment. Focusing on the case of a weak system-bath coupling, we consider the Born-Markov approximation of the master equation and compare the result to different approaches. The master equation is elaborated for the special case of an atom as a reduced system in a plasma background. We find that the dynamical structure factor determines the effect of the plasma on the reduced system. We consider the operator equation in the atomic eigenstate and in the phase-space representation, which yields two limiting cases: quantum mechanical behavior similar to the isolated atom for the lower strongly bound levels and a semiclassical one for highly excited Rydberg levels. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 154, No. 1, pp. 31–62, January, 2008.     

Analysis of Wave Propagation in 1D Inhomogeneous Media

In this paper, we consider the one-dimensional inhomogeneous wave equation with particular focus on its spectral asymptotic properties and its numerical resolution. In the first part of the paper, we analyze the asymptotic nodal point distribution of high-frequency eigenfunctions, which, in turn, gives further information about the asymptotic behavior of eigenvalues and eigenfunctions. We then turn to the behavior of eigenfunctions in the high- and low-frequency limit. In the latter case, we derive a homogenization limit, whereas in the first we show that a sort of self-homogenization occurs at high frequencies. We also remark on the structure of the solution operator and its relation to desired properties of any numerical approximation. We subsequently shift our focus to the latter and present a Galerkin scheme based on a spectral integral representation of the propagator in combination with Gaussian quadrature in the spectral variable with a frequency-dependent measure. The proposed scheme yields accurate resolution of both high- and low-frequency components of the solution and as a result proves to be more accurate than available schemes at large time steps for both smooth and nonsmooth speeds of propagation.     

Absolute regularity and Brillinger-mixing of stationary point processes

We study the following problem: How to verify Brillinger-mixing of stationary point processes in $ {{\mathbb{R}}^d} $ by imposing conditions on a suitable mixing coefficient? For this, we define an absolute regularity (or β-mixing) coefficient for point processes and derive, in terms of this coefficient, an explicit condition that implies finite total variation of the kth-order reduced factorial cumulant measure of the point process for fixed $ k\geqslant 2 $ . To prove this, we introduce higher-order covariance measures and use Statulevi?ius’ representation formula for mixed cumulants in case of random (counting) measures. To illustrate our results, we consider some Brillinger-mixing point processes occurring in stochastic geometry.     

Finite-sample inference with monotone incomplete multivariate normal data, I

We consider problems in finite-sample inference with two-step, monotone incomplete data drawn from , a multivariate normal population with mean and covariance matrix . We derive a stochastic representation for the exact distribution of , the maximum likelihood estimator of . We obtain ellipsoidal confidence regions for through T², a generalization of Hotelling’s statistic. We derive the asymptotic distribution of, and probability inequalities for, T² under various assumptions on the sizes of the complete and incomplete samples. Further, we establish an upper bound for the supremum distance between the probability density functions of and , a normal approximation to .     

On the Navier-Stokes Equations with Energy-Dependent Nonlocal Viscosities

We discuss the mathematical modeling of incompressible viscous flows for which the viscosity depends on the total dissipation energy. In the two-dimensional periodic case, we begin with the case of temperature-dependent viscosities with very large thermal conductivity in the heat convective equation, in which we obtain the Navier-Stokes system coupled with an ordinary differential equation involving the dissipation energy as the asymptotic limit. Letting further the latent heat to vanish, we derive the Navier-Stokes equations with a nonlocal viscosity depending on the total dissipation of energy. Bibliography: 7 titles.Dedicated to V. A. Solonnikov on the occasion of his 70th birthday__________Published in Zapiski Nauchnykh Seminarov POMI, Vol. 306, 2003, pp. 71–91.     

On the Haezendonck-Goovaerts risk measure for extreme risks

In this paper, we are interested in the calculation of the Haezendonck-Goovaerts risk measure, which is defined via a convex Young function and a parameter q∈(0,1) representing the confidence level. We mainly focus on the case in which the risk variable follows a distribution function from a max-domain of attraction. For this case, we restrict the Young function to be a power function and we derive exact asymptotics for the Haezendonck-Goovaerts risk measure as q↑1. As a subsidiary, we also consider the case with an exponentially distributed risk variable and a general Young function, and we obtain an analytical expression for the Haezendonck-Goovaerts risk measure.     

Normally elliptic singular perturbations and persistence of homoclinic orbits

We consider a dynamical system, possibly infinite dimensional or non-autonomous, with fast and slow time scales which is oscillatory with high frequencies in the fast directions. We first derive and justify the limit system of the slow variables. Assuming a steady state persists, we construct the stable, unstable, center-stable, center-unstable, and center manifolds of the steady state of a size of order O(1) and give their leading order approximations. Finally, using these tools, we study the persistence of homoclinic solutions in this type of normally elliptic singular perturbation problems.     

A competition between Fujita and Strauss type exponents for blow-up of semi-linear wave equations with scale-invariant damping and mass

We obtain a blow-up result for solutions to a semi-linear wave equation with scale-invariant dissipation and mass and power non-linearity, in the case in which the model has a “wave like” behavior. We perform a change of variables that transforms our starting equation in a strictly hyperbolic semi-linear wave equation with time-dependent speed of propagation. Applying Kato's lemma we prove a blow-up result for solutions to the transformed equation under some assumptions on the initial data. The limit case, that is, when the exponent p is exactly equal to the upper bound of the range of admissible values of p yielding blow-up needs special considerations. In this critical case an explicit integral representation formula for solutions of the corresponding linear Cauchy problem in 1d is derived. Finally, carrying out the inverse change of variables we get a non-existence result for global (in time) solutions to the original model.