Random matrix theory for transition strength densities in finite quantum systems: Results from embedded unitary ensembles

Embedded random matrix ensembles are generic models for describing statistical properties of finite isolated interacting quantum many-particle systems. For the simplest spinless fermion (or boson) systems, with say m$m$ fermions (or bosons) in N$N$ single particle states and interacting via k$k$-body interactions, we have EGUE(k$k$) [embedded GUE of k$k$-body interactions] with GUE embedding and the embedding algebra is U(N)$U\left(N\right)$. A finite quantum system, induced by a transition operator, makes transitions from its states to the states of the same system or to those of another system. Examples are electromagnetic transitions (then the initial and final systems are same), nuclear beta and double beta decay (then the initial and final systems are different), particle addition to or removal from a given system and so on. Towards developing a complete statistical theory for transition strength densities (transition strengths multiplied by the density of states at the initial and final energies), we have derived formulas for the lower order bivariate moments of the strength densities generated by a variety of transition operators. Firstly, for a spinless fermion system, using EGUE(k$k$) representation for a Hamiltonian that is k$k$-body and an independent EGUE(t$t$) representation for a transition operator that is t$t$-body and employing the embedding U(N)$U\left(N\right)$ algebra, finite-N$N$ formulas for moments up to order four are derived, for the first time, for the transition strength densities. Secondly, formulas for the moments up to order four are also derived for systems with two types of spinless fermions and a transition operator similar to beta decay and neutrinoless beta decay operators. In addition, moments formulas are also derived for a transition operator that removes k₀$k_0$ number of particles from a system of m$m$ spinless fermions. In the dilute limit, these formulas are shown to reduce to those for the EGOE version derived using the asymptotic limit theory of Mon and French (1975). Numerical results obtained using the exact formulas for two-body (k=2$k=2$) Hamiltonians (in some examples for k=3$k=3$ and 4$4$) and the asymptotic formulas clearly establish that in general the smoothed (with respect to energy) form of the bivariate transition strength densities take bivariate Gaussian form for isolated finite quantum systems. Extensions of these results to bosonic systems and EGUE ensembles with further symmetries are discussed.     

Interpolating minimal energy C1‐Surfaces on Powell–Sabin Triangulations: Application to the resolution of elliptic problems

In this article, we present a method to obtain a C¹‐surface, defined on a bounded polygonal domain Ω, which interpolates a specific dataset and minimizes a certain “energy functional.” The minimization space chosen is the one associated to the Powell–Sabin finite element, whose elements are C¹‐quadratic splines. We develop a general theoretical framework for that, and we consider two main applications of the theory. For both of them, we give convergence results, and we present some numerical and graphical examples. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 798–821, 2015     

Weak Copositive and Intertwining Approximation

It is known that shape preserving approximation has lower rates than unconstrained approximation. This is especially true for copositive and intertwining approximations. ForfL_p, 1p<∞, the former only has rateω(f, n⁻¹)_p, and the latter cannot even be bounded byC f_p. In this paper, we discuss various ways to relax the restrictions in these approximations and conclude that the most sensible way is the so-calledalmostcopositive/intertwining approximation in which one relaxes the restriction on the approximants in a neighborhood of radiusΔ_n(y_j) of each sign changey_j.     

B-Splines with Arbitrary Connection Matrices

We consider a space of Chebyshev splines whose left and right derivatives satisfy linear constraints that are given by arbitrary nonsingular connection matrices. We show that for almost all knot sequences such spline spaces have basis functions whose support is equal to the support of the ordinary B-splines with the same knots. Consequently, there are knot insertion and evaluation algorithms analogous to de Boors algorithm for ordinary splines.     

On the efficiency of selection criteria in spline regression

This paper concerns the cubic smoothing spline approach to nonparametric regression. After first deriving sharp asymptotic formulas for the eigenvalues of the smoothing matrix, the paper uses these formulas to investigate the efficiency of different selection criteria for choosing the smoothing parameter. Special attention is paid to the generalized maximum likelihood (GML), C _p and extended exponential (EE) criteria and their marginal Bayesian interpretation. It is shown that (a) when the Bayesian model that motivates GML is true, using C _p to estimate the smoothing parameter would result in a loss of efficiency with a factor of 10/3, proving and strengthening a conjecture proposed in Stein (1990); (b) when the data indeed come from the C _p density, using GML would result in a loss of efficiency of ; (c) the loss of efficiency of the EE criterion is at most 1.543 when the data are sampled from its consistent density family. The paper not only studies equally spaced observations (the setting of Stein, 1990), but also investigates general sampling scheme of the design points, and shows that the efficiency results remain the same in both cases.This work is supported in part by NSF grant DMS-0204674 and Harvard University Clark-Cooke Fund. Mathematics Subject Classification (2000):Primary: 62G08; Secondary: 62G20     

Piecewise quadratic trigonometric polynomial curves

Analogous to the quadratic B-spline curve, a piecewise quadratic trigonometric polynomial curve is presented in this paper. The quadratic trigonometric polynomial curve has continuity, while the quadratic B-spline curve has continuity. The quadratic trigonometric polynomial curve is closer to the given control polygon than the quadratic B-spline curve.

     

Construction of triangular DP surface and its application

In this paper, a new type of bivariate basis on a triangle is presented, which is constructed by extending the univariate NTP basis proposed by Delgado and Peña. Some algebraic properties and its recursive formulae are given. Then a new type of surfaces that is called triangular DP surface is defined, and its recursive evaluation algorithm is obtained. Also, in the case of low degree, its subdivision algorithm and degree elevation algorithm are derived. It is shown that this type of surfaces is obviously more advantageous than triangular Bézier surface, and hence extremely useful for geometric design, especially for the situation in which the surface needs to be evaluated quickly.     

Classification of sets satisfying the geometric characterization

The geometric characterization identifies the sets of nodes such that the Lagrange polynomials are products of factors of first degree. We offer a detailed classification of all known sets satisfying the geometric characterization in the plane. The defect, which takes into account the number of lines containing more nodes than the degree, plays a fundamental role in this classification. Partially supported by the Spanish Research Grant MTM2006-03388, by Gobierno de Aragón and Fondo Social Europeo.     

Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity

We present a new approach to estimate the risk-neutral probability density function (pdf) of the future prices of an underlying asset from the prices of options written on the asset. The estimation is carried out in the space of cubic spline functions, yielding appropriate smoothness. The resulting optimization problem, used to invert the data and determine the corresponding density function, is a convex quadratic or semidefinite programming problem, depending on the formulation. Both of these problems can be efficiently solved by numerical optimization software.     

On a Two-Variable Class of Bernstein–Szegő Measures

The one-variable Bernstein–Szegő theory for orthogonal polynomials on the real line is extended to a class of two-variable measures. The polynomials orthonormal in the total degree ordering and the lexicographical ordering are constructed and their recurrence coefficients discussed.