A Note on Cactus Trees: Variational vs. Recursive Approach

In this article we deal with the variational approach to cactus trees (Husimi trees) and the more common recursive approach, that are in principle equivalent for finite systems. We discuss in detail the conditions under which the two methods are equivalent also in the analysis of infinite (self-similar) cactus trees, usually investigated to the purpose of approximating ordinary lattice systems. Such issue is hardly ever considered in the literature. We show (on significant test models) that the phase diagram and the thermodynamic quantities computed by the variational method, when they deviates from the exact bulk properties of the cactus system, generally provide a better approximation to the behavior of a corresponding ordinary system. Generalizing a property proved by Kikuchi, we also show that the numerical algorithm usually employed to perform the free energy minimization in the variational approach is always convergent.     

On quasi-solution to infeasible linear complementarity problem obtained by Lemke’s method

For a linear complementarity problem with inconsistent system of constraints a notion of quasi-solution of Tschebyshev type is introduced. It’s shown that this solution can be obtained automatically by Lemke’s method if the constraint matrix of the original problem is copositive plus or belongs to the intersection of matrix classes P ₀ and Q ₀.     

Large deviation for the empirical eigenvalue density of truncated Haar unitary matrices

Let U_m be an m×m Haar unitary matrix and U_[m,n] be its n×n truncation. In this paper the large deviation is proven for the empirical eigenvalue density of U_[m,n] as m/n→λ and n→∞. The rate function and the limit distribution are given explicitly. U_[m,n] is the random matrix model of quq, where u is a Haar unitary in a finite von Neumann algebra, q is a certain projection and they are free. The limit distribution coincides with the Brown measure of the operator quq.     

Block transitive Steiner systems with more than one point orbit

For all ‘reasonable’ finite t, k, and s, we construct a t‐(?₀, k, 1) design and a group of automorphisms which is transitive on blocks and has s orbits on points. In particular, there is a 2‐(?0, 4, 1) design with a block‐transitive group of automorphisms having two point orbits. This answers a question of P. J. Cameron and C. E. Praeger. The construction is presented in a purely combinatorial way, but is a by‐product of a new way of looking at a model‐theoretic construction of E. Hrushovski. © 2004 Wiley Periodicals, Inc.     

A computational strategy for multiscale systems with applications to Lorenz 96 model

Numerical schemes for systems with multiple spatio-temporal scales are investigated. The multiscale schemes use asymptotic results for this type of systems which guarantee the existence of an effective dynamics for some suitably defined modes varying slowly on the largest scales. The multiscale schemes are analyzed in general, then illustrated on a specific example of a moderately large deterministic system displaying chaotic behavior due to Lorenz. Issues like consistency, accuracy, and efficiency are discussed in detail. The role of possible hidden slow variables as well as additional effects arising on the diffusive time-scale are also investigated. As a byproduct we obtain a rather complete characterization of the effective dynamics in Lorenz model.     

The Asymmetric Avalanche Process

An asymmetric stochastic process describing the avalanche dynamics on a ring is proposed. A general kinetic equation which incorporates the exclusion and avalanche processes is considered. The Bethe ansatz method is used to calculate the generating function for the total distance covered by all particles. It gives the average velocity of particles which exhibits a phase transition from an intermittent to continuous flow. We calculated also higher cumulants and the large deviation function for the particle flow. The latter has the universal form obtained earlier for the asymmetric exclusion process and conjectured to be common for all models of the Kardar–Parisi–Zhang universality class.     

Enhancement of the Kerr effect for a quantum dot in a cavity

Nonlinear susceptibility of a quantum dot (QD) embedded in a two-sided cavity, is studied theoretically from a weak-coupling to a strong-coupling regime. In the relevance of a quantum logic gate, the corresponding nonlinear phase shifts (Kerr effect) are estimated for coherent wavepackets including one photon on average. In the weak-coupling regime, the phase shift enhances strongly as a function of a coupling constant between the cavity photon and QD, and eventually saturates in the strong-coupling regime. We also show transmission spectra to evaluate the efficiency of the phase shift. Although the efficiency decreases monotonically in the weak-coupling regime, it rises in the strong-coupling regime.     

Comparison of XYZ Model Fitting Functions for 111Cd in In3La

The XYZ model describes the interaction between nuclear probes and an electric field gradient that fluctuates among three orthogonal directions. The model presents a means to calculate the perturbation function that represents spectra obtained using perturbed angular correlation spectroscopy. Three analytic approximations of the perturbation function have been developed previously, and they are evaluated in the present paper in the context of Cd jumping among In-lattice sites in In₃La.     

中国股票市场风险的实证分析研究

本文从实证角度说明了上证指数和深证成份指数存在着GARCH现象 ,并建立了沪、深两市股指波动率的IGARCH(1,1) M模型与EGARCH(1,1) M模型。将估计的IGARCH(1,1) M模型与EGARCH(1,1) M模型比较得出 ,对上证指数的波动率 ,IGARCH(1,1) M模型与EGARCH(1,1) M模型的模拟效果基本相同 ,而对深证成份指数的波动率 ,IGARCH M模型要略优于EGARCH M模型。同时还对两市的股指收益的波动率进行了预测分析