A priori tests of a stochastic mode reduction strategy

Several a priori tests of a systematic stochastic mode reduction procedure recently devised by the authors [Proc. Natl. Acad. Sci. 96 (1999) 14687; Commun. Pure Appl. Math. 54 (2001) 891] are developed here. In this procedure, reduced stochastic equations for a smaller collections of resolved variables are derived systematically for complex nonlinear systems with many degrees of freedom and a large collection of unresolved variables. While the above approach is mathematically rigorous in the limit when the ratio of correlation times between the resolved and the unresolved variables is arbitrary small, it is shown here on a systematic hierarchy of models that this ratio can be surprisingly big. Typically, the systematic reduced stochastic modeling yields quantitatively realistic dynamics for ratios as large as 1/2. The examples studied here vary from instructive stochastic triad models to prototype complex systems with many degrees of freedom utilizing the truncated Burgers–Hopf equations as a nonlinear heat bath. Systematic quantitative tests for the stochastic modeling procedure are developed here which involve the stationary distribution and the two-time correlations for the second and fourth moments including the resolved variables and the energy in the resolved variables. In an important illustrative example presented here, the nonlinear original system involves 102 degrees of freedom and the reduced stochastic model predicted by the theory for two resolved variables involves both nonlinear interaction and multiplicative noises. Even for large value of the correlation time ratio of the order of 1/2, the reduced stochastic model with two degrees of freedom captures the essentially nonlinear and non-Gaussian statistics of the original nonlinear systems with 102 modes extremely well. Furthermore, it is shown here that the standard regression fitting of the second-order correlations alone fails to reproduce the nonlinear stochastic dynamics in this example.     

Quantization of Underdamped, Critically Damped, and Overdamped Electric Circuits with a Power Source

We have investigated the quantum mechanical effect of the underdamped, critically damped, and overdamped electric circuits with a power source. The charge of the underdamped circuit oscillates while those of the critically damped and overdamped ones don't. The wave function of the system of overdamped circuit represented parabolic cylinder function while underdamped circuit was represented by well-known Hermite polynomial. The eigenvalues of underdamped circuit is discrete while those of the critically damped and overdamped ones are given as continuously.     

An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss

A subclass of the scale-parameter exponential family is considered and for the rth power of the scale parameter, which is lower bounded, an admissible minimax estimator under scale-invariant squared-error loss is presented. Also, an admissible minimax estimator of a lower-bounded parameter in the family of transformed chi-square distributions is given. These estimators are the pointwise limits of a sequence of Bayes estimators. Some examples are given.     

WKB Wave Function of the General Time-Dependent Quadratic Hamiltonian System

We derived the WKB wave function for the general time-dependent quadratic Hamiltonian system using a unitary transformation method. We applied our research to sinusodially drived Caldirola–Kanai oscillator and confirmed that the time evolution of our approximated WKB wave function is similar to that of the exact one. This wave function can be used to analyze the interference between the probability amplitudes contributed by the area of overlap in phase space of quantum states.     

Group Representation of Relativistic Quantum Crystal Optics

A group representation of radiation propagation in an anisotropic medium is developed. The system of wave equations for electromagnetic potentials, obtained from the Maxwell equations with account for the constitutive equations, has been factorized. It is shown that the linear differential operator of the factorized system is orthogonal in transparent crystals and unitary in gyrotropic ones and is represented through the momentum operator. On the basis of the commutation relations for the components of this operator, the eigenvalue problem has been solved and the expression for the change in the radiant energy in the crystal in the form of spherical waves has been obtained. The dependences of the ray and phase velocities and the polarization vectors of waves on the birefringence anisotropy and gyrotropy as well as on the angular momentum, displacement current, and bound charge determining them have been analyzed. It has been established that in the general case of gyrotropic crystals where the nonreciprocity phenomenon takes place and in magnetoelectrics Maxwell equations are represented in a form similar to the Dirac equations and the electromagnetic radiation is correctly described by means of bispinors and is quantized as fermions.     

The evolution of a truncated gaussian probability density through time—modelling animal liveweights after selection

The form of the probability density derived from the evolution in time of a previously truncated frequency distribution of animal Liveweights is of interest in animal husbandry. Truncated frequency distributions arise when the heavier animals are sold for slaughter and the lighter animals retained. The demands of modern quality assurance schemes require that, given information on animal growth, the farmer is able to estimate the number of animals that would meet the specifications at some time in the future after truncation. Assuming that animal growth can be described by a linear stochastic differential equation, we derive an explicit expression for the probability density of animal Liveweights at any time after the truncation of an initial Gaussian density. It is shown that this probability density converges rapidly to a Gaussian density, so that after about 20 days of typical growth rates for lambs, the resulting density is practically indistinguishable from Gaussian.     

Hilbert Space of Probability Density Functions Based on Aitchison Geometry

The set of probability functions is a convex subset of L1 and it does not have a linear space structure when using ordinary sum and multiplication by real constants. Moreover, difficulties arise when dealing with distances between densities. The crucial point is that usual distances are not invariant under relevant transformations of densities. To overcome these limitations, Aitchison＇s ideas on compositional data analysis are used, generalizing perturbation and power transformation, as well as the Aitchison inner product, to operations on probability density functions with support on a finite interval. With these operations at hand, it is shown that the set of bounded probability density functions on finite intervals is a pre-Hilbert space. A Hilbert space of densities, whose logarithm is square-integrable, is obtained as the natural completion of the pre-Hilbert space.     

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.     

Quantum Dynamics of Systems Connected by a Canonical Transformation

Quantum Hamiltonian systems corresponding to classical systems related by a general canonical transformation are considered. The differential equation to find the unitary operator, which corresponds to the canonical transformation and connects quantum states of the original and transformed systems, is obtained. The propagator associated with their wave functions is found by the unitary operator. Quantum systems related by a linear canonical point transformation are analyzed. The results are tested by finding the wave functions of the under-, critical-, and over-damped harmonic oscillator from the wave functions of the harmonic oscillator, free-particle system, and negative harmonic potential system, using the unitary operator to connect them, respectively.