On error operators related to the arbitrary functions principle

The error on a real quantity Y due to the graduation of the measuring instrument may be asymptotically represented, when the graduation is regular and fines down, by a Dirichlet form on R whose square field operator does not depend on the probability law of Y as soon as this law possesses a continuous density. This feature is related to the “arbitrary functions principle” (Poincaré, Hopf). We give extensions of this property to Rd and to the Wiener space for some approximations of the Brownian motion. This gives new approximations of the Ornstein-Uhlenbeck gradient. These results apply to the discretization of some stochastic differential equations encountered in mechanics.     

Stochastic algorithms with armijo stepsizes for minimization of functions

Stochastic algorithms for optimization problems, where function evaluations are done by Monte Carlo simulations, are presented. At each iteratex _i, they draw a predetermined numbern(i) of sample points from an underlying probability space; based on these sample points, they compute a feasible-descent direction, an Armijo stepsize, and the next iteratex _i+1. For an appropriate optimality function , corresponding to an optimality condition, it is shown that, ifn(i) , then (x _i) 0, whereJ is a set of integers whose upper density is zero. First, convergence is shown for a general algorithm prototype: then, a steepest-descent algorithm for unconstrained problems and a feasible-direction algorithm for problems with inequality constraints are developed. A numerical example is supplied.     

Convergence of dynamical zeta functions

I study poles and zeros of zeta functions in one-dimensional maps. Numerical and analytical arguments are given to show that the first pole of one such zeta function is given by the first zero ofanother zeta function: this describes convergence of the calculations of the first zero, which is generally the physically interesting quantity. Some remarks on how these results should generalize to zeta functions of dynamical systems with pruned symbolic dynamics and in higher dimensions follow.     

On the connection between the one-dimensionalS=1/2 Heisenberg chain and Haldane-Shastry model

Extra integrals of motion and the Lax representation are found for interacting spin systems with the HamiltonianH = (J/2) _{j, k=1,j k} ^N P(j – k) _{j k} , where one of the periods of the WeierstrassP function is equal toN. The Heisenberg and Haldane-Shastry chains appear as limiting cases of these systems at some values of the second period. The simplest eigenvectors and eigenvalues ofH corresponding to the scattering of two spin waves are presented explicitly for these finite-dimensional systems and for their infinite-dimensional version.     

On random walks arising in queueing systems: ergodicity and transience via quadratic forms as lyapounov functions — Part I

A simple and quite general approach is proposed to derive criteria for transience and ergodicity of a certain class of irreducibleN-dimensional Markov chains in ₊ ^N assuming a boundedness condition on the second moment of the jumps. The method consists in constructing convenient smooth supermartingales outside some compact set. The Lyapounov functions introduced belong to the set of quadratic forms in ₊ ^N and do not always have a definite sign. Existence and construction of these forms is shown to be basically equivalent to finding vectors satisfying a system of linear inequalities.Part I is restricted toN=2, in which case a complete characterization is obtained for the type of random walks analyzed by Malyshev and Mensikov, thus relaxing their condition of boundedness of the jumps. The motivation for this work is partly from a large class of queueing systems that give rise to random walks in ₊ ^N      

Determination of the optimal initial function and the parameters for nonlinear time-delay systems

This paper deals with dynamic systems described by nonlinear differential-difference equations of retarded type. The problem considered is to determine the initial function and certain system parameters which minimize a given cost functional. A computational method is presented and some convergence results are given. Numerical examples of linear and nonlinear systems are also included.     

A new quantum statistical evaluation method for time correlation functions

Considering a system ofN identical interacting particles, which obey Fermi-Dirac or Bose-Einstein statistics, we derive new formulas for correlation functions of the type (whereB _j is diagonal in the free-particle states) in the thermodynamic limit. Thereby we apply and extend a superoperator formalism, recently developed for the derivation of long-time tails in semiclassical systems. As an illustrative application, the Boltzmann equation value of the time-integrated correlation functionC(t) is derived in a straightforward manner. Due to exchange effects, the obtained t-matrix and the resulting scattering cross section, which occurs in the Boltzmann collision operator, are now functionals of the Fermi-Dirac or Bose-Einstein distribution.     

On a characterization of the normal distribution by means of identically distributed linear forms

Let X₁, X₂,…, be independent, identically distributed random variables. Suppose that the linear forms L₁ = Σ_j=1^∞a_jX_j and L₂ = Σ_j=1^∞b_jX_j exist with probability one and are identically distributed; necessary and sufficient conditions assuring that X₁ is normally distributed are presented. The result is an extension of a theorem of Linnik (Ukrainian Math. J.5 (1953), 207–243, 247–290) concerning the case that the linear forms L₁ and L₂ have a finite number of nonvanishing components. This proof only makes use of elementary properties of characteristic functions and of meromorphic functions.     

Debye screening for two-dimensional Coulomb systems at high temperatures

The grand canonical ensemble of a two-dimensional Coulomb system with±1 charges is proved to have screening phenomena in its high-temperature region. The Coulomb potential in a finite region is assumed to be (–)^–1, where is the Laplacian with zero boundary conditions on. The hard-core condition is not assumed. The model is set up by separating (–)^–1 into a shortrange part and a long-range part depending on a parameter. The self-energies are subtracted only for the short-range part and therefore a choice of is a choice of subtraction of self-energies. The method of proof is in general the same as that of Brydges-Federbush Debye screening, except that here a modification for the short-range part of the potentials is needed.     

The time-local view of nonequilibrium statistical mechanics. I. Linear theory of transport and relaxation

The various approaches to nonequilibrium statistical mechanics may be subdivided into convolution and convolutionless (time-local) ones. While the former, put forward by Zwanzig, Mori, and others, are used most commonly, the latter are less well developed, but have proven very useful in recent applications. The aim of the present series of papers is to develop the time-local picture (TLP) of nonequilibrium statistical mechanics on a new footing and to consider its physical implications for topics such as the formulation of irreversible thermodynamics. The most natural approach to TLP is seen to derive from the Fourier-Laplace transform ) of pertinent time correlation functions, which on the physical sheet typically displays an essential singularity at z= and a number of macroscopic and microscopic poles in the lower half-plane corresponding to long- and short-lived modes, respectively, the former giving rise to the autonomous macrodynamics, whereas the latter are interpreted as doorway modes mediating the transfer of information from relevant to irrelevant channels. Possible implications of this doorway mode concept for socalled extended irreversible thermodynamics are briefly discussed. The pole structure is used for deriving new kinds of generalized Green-Kubo relations expressing macroscopic quantities, transport coefficients, e.g., by contour integrals over current-current correlation functions obeying Hamiltonian dynamics, the contour integration replacing projection. The conventional Green-Kubo relations valid for conserved quantities only are rederived for illustration. Moreover, may be expressed by a Laurent series expansion in positive and negative powers ofz, from which a rigorous, general, and straightforward method is developed for extracting all macroscopic quantities from so-called secularly divergent expansions of as obtained from the application of conventional many-body techniques to the calculation of . The expressions are formulated as time scale expansions, which should rapidly converge if macroscopic and microscopic time scales are sufficiently well separated, i.e., if lifetime (memory) effects are not too large.