On the Hamiltonian interpolation of near-to-the identity symplectic mappings with application to symplectic integration algorithms

We reconsider the problem of the Hamiltonian interpolation of symplectic mappings. Following Moser's scheme, we prove that for any mapping , analytic and -close to the identity, there exists an analytic autonomous Hamiltonian system, H such that its time-one mapping _H differs from by a quantity exponentially small in 1/. This result is applied, in particular, to the problem of numerical integration of Hamiltonian systems by symplectic algorithms; it turns out that, when using an analytic symplectic algorithm of orders to integrate a Hamiltonian systemK, one actually follows exactly, namely within the computer roundoff error, the trajectories of the interpolating Hamiltonian H, or equivalently of the rescaled Hamiltonian K=^-1H, which differs fromK, but turns out to be ⁵ close to it. Special attention is devoted to numerical integration for scattering problems.     

Continuity of type-I intermittency from a measure-theoretical point of view

We study a simple dynamical system which displays a so-called type-I intermittency bifurcation. We determine the Bowen-Ruelle measure and prove that the expectation (g) of any continuous functiong and the Kolmogoroff-Sinai entropyh() are continuous functions of the bifurcation parameter. Therefore the transition is continuous from a measure-theoretical point of view. Those results could be generalized to any similar dynamical system.     

Optimal multigrid algorithms for the massive Gaussian model and path integrals

Multigrid algorithms are presented which, in addition to eliminating the critical slowing down, can also eliminate the volume factor. The elimination of the volume factor removes the need to produce many independent fine-grid configurations for averaging out their statistical deviations, by averaging over the many samples produced on coarse grids during the multigrid cycle. Thermodynamic limits of observables can be calculated to relative accuracy _r in justO( _r ^-2 ) computer operations, where _r is the error relative to the standard deviation of the observable. In this paper, we describe in detail the calculation of the susceptibility in the one-dimensional massive Gaussian model, which is also a simple example of path integrals. Numerical experiments show that the susceptibility can be calculated to relative accuracy _r in about 8 _r ^-2 random number generations, independent of the mass size.     

The Schrödinger equation and canonical perturbation theory

LetT ₀(, )+V be the Schrödinger operator corresponding to the classical HamiltonianH ₀()+V, whereH ₀() is thed-dimensional harmonic oscillator with non-resonant frequencies =(₁, ... , _d ) and the potentialV(q ₁, ... ,q _d) is an entire function of order (d+1)^–1. We prove that the algorithm of classical, canonical perturbation theory can be applied to the Schrödinger equation in the Bargmann representation. As a consequence, each term of the Rayleigh-Schrödinger series near any eigenvalue ofT ₀(, ) admits a convergent expansion in powers of of initial point the corresponding term of the classical Birkhoff expansion. Moreover ifV is an even polynomial, the above result and the KAM theorem show that all eigenvalues _n (, ) ofT ₀+V such thatn coincides with a KAM torus are given, up to order , by a quantization formula which reduces to the Bohr-Sommerfeld one up to first order terms in .     

Some remarkable degenerations of quantum groups

We show that an irreducible representation of a quantized enveloping algebraU at a ^th root of 1 has maximal dimension (= ^N ) if the corresponding symplectic leaf has maximal dimension (=2N). The method of the proof consists of a construction of a sequence of degenerations ofU , the last one being aq-commutative algebraU ^(2N) . This allows us to reduce many problems concerningU to that concerningU ^(2N) .To Armand Borel on his 70^th birthdaySupported in part by the NSF grant DMS-9103792     

Intersection properties of simple random walks: A renormalization group approach

We study estimates for the intersection probability,g(m), of two simple random walks on lattices of dimensiond=4, 4– as a problem in Euclidean field theory. We rigorously establish a renormalization group flow equation forg(m) and bounds on the -function which show that, ind=4,g(m) tends to zero logarithmically as the killing rate (mass)m tends to zero, and that the fixed point,g*, ind=4– is bounded by const' g*const. Our methods also yield estimates on the intersection probability of three random walks ind=3, 3–. For =0, these results were first obtained by Lawler [1].     

Characteristics analysis of metal-clad and absorptive dielectric waveguides by a simple and accurate perturbation method

We present a simple and accurate method for characteristic analysis of metal-clad dielectric waveguides and absorptive waveguides. The real partN of the complex modal indexN=N + iN is obtained by solving the corresponding real eigenvalue equation, and the imaginary partN is given by (n/), where= + i is the complex dielectric constant of the absorptive layer, and N/ is obtained by numerical differentiation. The method is straightforward, and the cumbersome solution of complex transcendental equations is completely eliminated. Results for simple structures are in good agreement with those obtained by exact analysis.     

O(5)×U(1) electroweak gauge theory and the relevance of the Cabibbo angle inCP violation inK decays

Some of the relevant mathematics ofO(5)×U(1) electroweak gauge theory is briefly sketched. TheO(5)×U(1) model is presented. To facilitate the discussion ofCP violation inK decays, the relevant Lagrangian is given in several alternative forms. It is shown that in theCP-violating part of the Lagrangian, by a redefinition of quark phases, the coupling of theCP eigenstatesK ₁ andK ₂ cannot be broken. However, if the Cabibbo angle were not present, the statesK ₁ andK ₂ would decouple and the theory would becomeCP-invariant. Such a result was also reported by Deshpandeet al., working with a different formalism. Relating the mixing parameters and to the parameters ₁ and ₂, it is shown that when ₁= ₂=, reduces to the usualCP-violating andCPT-conserving parameter.     

Algebraic structure of the amplitude of elastic scattering by a two-dimensional crystal

The coherent scattering of spin-S particles by a monatomic crystal film is considered, with rescattering taken into account. A relation between the amplitudes q_j of different diffraction orders and the dielectric tensor () of the two-dimensional crystal is found. The relation can be used to obtain () for an arbitrary frequency (including resonant frequencies) in terms of elastic scattering data. The possibility of bound states of the particles in the monatomic film is demonstrated.Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 4, pp. 30–34, April, 1987.The author thanks V. L. Vinetskii for interest in the work and for useful discussions.     

Finite size scaling at first order phase transitions?

It is demonstrated that finite size scaling at first order phase transitions is something basically very simple: As the number of particlesN in the system goes to infinity,s _N (), the entropy per particle, rapidly approaches its limiting behaviours (). Onces () has been determined, the thermal behaviour of the infinite system is completely known and in case of a first order phase transition the specific heat exhibitis a -function singularity. If, however, the specific heatc _N (T) per particle is calculated from the canonical partition functionZ _N ()=d exp {N[s _N ()-]}, then even ifs _N () is replaced by its limiting forms (),c _N (T) only exhibits a peak with a finite maximum value proportional toN which is due to the explicit factorN in front of the angular bracket in the exponent. This is theN-dependence which has recently been called finite size scaling at first order phase transitions. The entropys _N () can very efficiently be determined in the dynamical ensemble.     

Holes in the probability density of strongly colored noise driven systems

A qualitative change in the topology of the joint probability densityP(,x), which occurs for strongly colored noise in multistable systems, has recently been observed first by analog simulation (F. Moss and F. Marchesoni,Phys. Lett. A 131:322 (1988)) and confirmed by matrix continued fraction methods (Th. Leiber and H. Riskin, unpublished), and by analytic theory (P. Hänggi, P. Jung, and F. Marchesoni,J. Stat. Phys., this issue). Systems studied were of the classx=–U(x)/x+(t,), whereU(x) is a multistable potential and (t, ) is a colored, Gaussian noise of intensityD, for which =0, and (t) (s)=(D/)exp(–t–s/). When the noise correlation time is smaller than some critical value ₀, which depends onD, the two-dimensional densityP(,x) has the usual topology [P. Jung and H. Risken,Z. Phys. B 61:367 (1985); F. Moss and P. V. E. McClintock,Z. Phys. B 61:381 (1985)]: a pair of local maxima ofP(,x), which correspond to a pair of adjacent local minima ofU(x), are connected by a single saddle point which lies on thex axis. When >₀, however,the single saddle disappears and is replaced by a pair of off-axis saddles. A depression, or hole, which is bounded by the saddles and the local maxima thus appears. The most probable trajectory connecting the two potential wells therefore does not pass through the origin for >₀, but instead must detour around the local barrier. This observation implies that successful mean-first-passage-time theories of strongly colored noise driven systems must necessarily be two dimensional (Hänggiet al.). We have observed these holes for several potentialsU(x): (1)a soft, bistable potential by analog simulation (Moss and Marchesoni); (2) a periodic potential [Th. Leiber, F. Marchesoni, and H. Risken,Phys. Rev. Lett. 59:1381 (1987)] by matrix continued fractions; (3) the usual hard, bistable potential,U(x)=–ax ²/2+bx ⁴/4, by analog simulations only; and (4) a random potential for which the forcingf(x)=–U(x)/x is an approximate Gaussian with nonzero correlation length, i.e., colored spatiotemporal noise, by analog simulation. There is a critical curve ₀(D) in the versusD plane which divides the two topological behaviors. For a fixed value ofD, this curve is shifted toward larger values of ₀ for progressively weaker barriers between the wells. Therefore, strong barriers favor the observation of this topological transformation at smaller values of . Recently, an analytic expression for the critical curve, valid asymptotically in the small-D limit, has been obtained (Hänggiet al.).This paper will appear in a forthcoming issue of theJournal of Statistical Physics.     

Band-gap structure of the spectrum of periodic Maxwell operators

We investigate the band-gap structure of some second-order differential operators associated with the propagation of waves in periodic two-component media. Particularly, the operator associated with the Maxwell equations with position-dependent dielectric constant (x),xR ³, is considered. The medium is assumed to consist of two components: the background, where (x) = _b , and the embedded component composed of periodically positioned disjoint cubes, where (x) = _a . We show that the spectrum of the relevant operator has gaps provided some reasonable conditions are imposed on the parameters of the medium. Particularly, we show that one can open up at least one gap in the spectrum at any preassigned point provided that the size of cubesL, the distancel=L betwen them, and the contrast = _b / _a are chosen in such a way thatL ^–2, and quantities ^-1-3/2 and ² are small enough. If these conditions are satisfied, the spectrum is located in a vicinity of widthw(^3/2)^-1 of the set {² L ^-2 k ²:kZ³}. This means, in particular, that any finite number of gaps between the elements of this discrete set can be opened simultaneously, and the corresponding bands of the spectrum can be made arbitrarily narrow. The method developed shows that if the embedded component consists of periodically positioned balls or other domains which cannot pack the space without overlapping, one should expect pseudogaps rather than real gaps in the spectrum.     

Power law scaling of the top Lyapunov exponent of a Product of Random Matrices

A sequence of i.i.d. matrix-valued random variables with probabilityp and with probability 1–p is considered. Leta() = a ₀ + O(), c() = c ₀ + O() lim ₀ b() = Oa ₀,c ₀, >0, andb()>0 for all >0. It is shown show that the top Lyapunov exponent of the matrix productX _n X _n-1...X ₁, = lim_n (1/n) n X _n X _n-1...X ₁ satisfies a power law with an exponent 1/2. That is, lim ₀(ln /ln ) = 1/2.     

Semi-infinite Potts model and percolation at surfaces

The effects of surfaces on percolation are investigated near the bulk percolation threshold ind=6– dimensions. Using field-theoretic methods, this is done within the framework of a semi-infinite continuousq-state Potts model withq1. Renormalization-group equations are obtained which imply that the usual scaling laws for surface and bulk exponents are valid to all orders in , and the surface exponents at the ordinary and special transition are computed to order . Our result for ₁ ^ord is in conformity with the one by Carton.     

A Rigorous Derivation of a Linear Kinetic Equation of Fokker–Planck Type in the Limit of Grazing Collisions

We rigorously derive a linear kinetic equation of Fokker–Planck type for a 2-D Lorentz gas in which the obstacles are randomly distributed. Each obstacle of the Lorentz gas generates a potential V( ), where V is a smooth radially symmetric function with compact support, and >0. The density of obstacles diverges as ^– , where >0. We prove that when 0< <1/8 and =2+1, the probability density of a test particle converges as 0 to a solution of our kinetic equation.     

TM-polarized nonlinear waves guided by asymmetric dielectric layered structures

We found the field structure, exact dispersion relations and power flow ofp-polarized nonlinear guided and surface waves travelling along a three-component layered structure consisting of a film of thicknessd with dielectric constant _b bounded at the negativez-side by a linear medium with dielectric constant _a and at the positivez-side by a nonlinear uniaxial substrate characterized by the diagonal dielectric tensor ₁₁ = ₂₂ = + (|E ₁|² + |E ₂|²), ₃₃ = , <0 (self-defocusing medium),E ₁ andE ₂ being the components of the electric field in thex andy-direction, respectively. It is shown that for sufficiently smalld/ (: wavelength) the nonlinear wave may exist only at power flows exceeding some certain minimum values. For sufficiently larged/ to some values of the power flow there correspond two distinct values of the propagation constant. In this case with increasing of the power flow the number of waveguide modes is decreasing and for higher-order modes the film-waveguide exhibits an optical-power limiter from the above behaviour.     

Fine Structures of the Permittivity and Characteristic Losses of Electrons in Fluorite

Experimental-computational spectra of the permittivity and characteristic losses –Im^–1 for energies in the range 5–21 eV at a temperature of 4.2 K and theoretical spectra of and –Im^–1 of a fluorite crystal are resolved into elementary transition bands. The parameters of transition bands (energies of their maxima E _i, band halfwidths H _i and areas S _i, and oscillator forces f _i) are determined. A correlation of the spectral bands of and –Im^–1is established, and their specific features are elucidated.     

Light absorption by free semiconductor carriers in the presence of a laser wave

Within the framework of the conditions ; » ^–1 ( ^–1 is the mean time of momentum relaxation), the coefficient of absorption () of a weak electromagnetic wave by the free carriers of a polar semiconductor is calculated in the presence of a strong wave (of frequency ), for arbitrary values of and . Photon absorption by band electrons is due to these latter interacting with optical phonons (of frequency _o). The problem is solved by using an analogous approach to the theory of the linear Kubo reaction. The results are valid in the absence of electron heating, when a strong wave only influences the scattering probability. The appearance of a photostimulated tail of absorption is predicted for < _o, including the jump () for ( – _o + ) ₀T as well as peaks in the function () at the points _s=s (s=1, 2, 3,...). The value (₁) is determined by the formula for the absorption coefficient for one strong wave.Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 7, pp. 105–109, July, 1981.The authors are grateful to É. M. Épshtein and Sh. M. Kogan for useful discussions.     

The Migdal-Kadanoff renormalization group scheme for the Ising model with a free surface

The Migdal-Kadanoff scheme is applied to the Ising model with a free surface. The resulting renormalization group transformation and the duality transformation commute in any dimension. Two simple recursion relations are obtained which reproduce the global phase diagram for the semi-infinite Ising model. The surface critical exponents space methods. In dimensiond=2+, we find the exponentsy t ₁ ^(SB)= andy h ₁ ^(SB)=1+ for the multicritical surface-bulk transition. We also derive and discuss approximate differential recursion relations for the bulk and the surface free energies.     

Colored noise in activated rate processes

We consider bistable systems driven by stationary wideband Gaussian colored noise. We construct uniform asymptotic expansions of the stationary probability density function and of the activation rate, for small intensity and short correlation time of the noise. We find that for different values of the total power output / of the noise, different terms in the asymptotic expansions become dominant. For we recover previously derived results, while for =O() and new results are obtained.