Glosarium Matematika

273 p.; 24 cm

Quantum Brownian motion revisited : extensions and applications

Quantum Brownian motion represents a paradigmatic model of open quantum system, namely a system which cannot be treated as an isolated one, because of the unavoidable interaction with the surrounding environment. In this case the central system is constituted by a quantum particle, while the bath is made up by a large set of uncoupled harmonic oscillators. In the original model, the interaction between the system and the environment shows a linear dependence on the particle position. Such a particular form corresponds to a homogeneous environment, inducing a damping and diffusion which depends on the state. This is not the most general situation: often the environment shows an inhomogeneous character given by a space-dependent density, involving a non-linearity in the coupling with the central system. One of the main motivations of the thesis is the study of quantum Brownian motion in presence of this non-linear coupling. In particular we focus on the case in which the bath-particle interaction depends quadratically on the position of the latter. There exist several techniques aimed to treat the physics of the model. For instance one could consider the master equation, namely an equation ruling the temporal evolution of the state of the Brownian particle, here represented by its reduced density matrix. We derive such an equation in the Born-Markov regime and look into its stationary solution, studying its configuration in the phase space. For a non-linear quadratic coupling the stationary state may be approximated by means of a Gaussian Wigner function, that experiences genuine position squeezing (i.e. the position variance of the particle takes a value smaller than that associated to the Heisenberg principle, although this is fulfilled) at low temperature and as the coupling with the bath grows. However, the Born-Markov master equation is not the most appropriate tool to investigate the regime in which squeezing occurs, since the underlying hypothesis in general fail at strong coupling and low temperature, leading to violations of the Heisenberg principle. To overcome this problem we recall alternative methods, such as a Lindblad equation, namely a master equation constructed to preserve the positivity of the state at any time, and Heisenberg equations. In particular we employ the Heisenberg equation formalism to explore the behavior of the Bose polaron, i.e. an impurity embedded in a Bose-Einstein condensate. This experimentally feasible system attracted a lot of attention in the last years. We derive the equation of motion of the impurity position showing that it shows the same form of the famous equation derived by Langevin in 1909 in the context of classical Brownian motion. The main difference lies in the fact that the impurity Langevin-like equation for the impurity carries a certain amount of memory effects, while the original one was purely Markovian. An important part of the work is devoted to the solution of the motion equation for the impurity, in order to calculate the position variance that can be measured in experiments. For this goal we distinguish the case in which the impurity is trapped in a harmonic potential and that where it is free of any trap. In the latter case the impurity the position variance exhibits a quadratic dependence on time (i.e. ballistic diffusion), as a consequence of memory effects. When the impurity is trapped in a harmonic potential it approaches an equilibrium state localized in average in the middle of the trap. Here, at low temperature and for certain values of the coupling strength we detect genuine position squeezing. When we consider a gas with a Thomas-Fermi profile we find that such an effect is improved if we make the gas trap tighter. Genuine squeezing plays an important role in the context of quantum metrology and opens a wide range of possibility to design new protocols, such as the quantum thermometerEl movimiento Browniano cuántico es uno de los principales modelos de sistema abierto, es decir un sistema cuyo comportamiento no se puede tratar de manera separada de su entorno. Este modelo describe la física de una partícula acoplada a un entorno de osciladores. En la versión original del modelo la interacción entre la partícula y el entorno manifiesta una dependencia lineal de la posición de ambos los sistemas. Esta forma analítica del acoplamiento corresponde a un entorno homogeneo, asociado a una fricción y una difusión que dependen del estado del sistema. En todo caso, esta no es la situación más general: a menudo el enorno es inhomogeneo, ya que la densidad no es constante, y esto produce una interacción cuya dependencia de la posición de la partícula no es lineal. Una de las motivaciones principales de esta tesis es el estudio del movimiento Browniano cuántico en presencia de acoplamiento non-lineal. En particular, estudiamos el caso de dependencia cuadrática en la posición de la partícula. Existen muchas técnicas para abordar el modelo. Por ejemplo, se puede emplear la master equation, o sea un ecuación que gobierna la evolución en el tiempo del estado de la partícula, representado por el operador densidad reducido. Derivamos esta ecuación en el régimen de Born-Markov, y estudiamos la forma del estado estacionario en el espacio de las fases. Cuando el acoplamiento es cuadrático, este estado se puede aproximar por medio de una función de Wigner de forma Gausiana, cuya peculiaridad es la emergencia de genuine position squeezing (la varianza de la posición adquiere un valor más bajo de el asociado a la cota de Heisenberg) a temperaturas bajas y cuando el acoplamiento crece. Sin embargo, la ecuación de Born-Markov no es la herramienta más adecuada para tratar el régimen en el que detectamos squeezing, porque las hipótesis subyacentes en general no valen a temperaturas bajas e interacción fuerte, llevando a violaciones del principio de Heisenberg. Para superar este obstáculo es posible emplear métodos alternativos, por ejemplo la ecuación de Lindblad, es decir una ecuación cuya forma sirve para preservar la positividad del estado en cualquier instante, y las ecuaciones de Heisenberg. En particular, aplicamos el formalismo de las ecuaciones de Heisenberg para investigar el comportamiento del Bose polaron, o sea una impureza en un condensado de Bose-Einstein. Es un sistema realista experimentalmente que ha atraido mucha atención recientemente. Derivamos la ecuación del movimiento de la impureza y mostramos que su forma analítica es la misma que la de la ecuación de Langevin para el movimiento Browniano clásico. La diferencia principal es que en este caso la dinámica acarrea efectos de memoria. Una parte importante del trabajo consiste en solucionar esta ecuación del movimiento para evaluar la varianza de la posición, que se puede medir en experimentos. Aquí diferenciamos dos casos: cuando la impureza está atrapada en un potencial armónico, y cuando no hay trampa armónica. En el segundo caso la varianza es proporcional al cuadrado del tiempo (difusión balística), como consecuencia de los efectos de memoria. Cuando la impureza está atrapada alcanza un estado de equilibrio localizado en el medio de la trampa. En este estado, bajando la temperatura y considerando valores del coupling más fuertes detectamos otra vez squeezing. Si consideramos un gas con una densidad de Thomas-Fermi se puede comprobar que este efecto se puede optimizar aprietando la trampa del gas. El estudio del squeezing es muy importante en el marco de la metrología cuántica porque permite el desarrollo de nuevo protocolos como el termometro cuántico.Postprint (published version

Biological Protein Patterning Systems across the Domains of Life: from Experiments to Modelling

Distinct localisation of macromolecular structures relative to cell shape is a common feature across the domains of life. One mechanism for achieving spatiotemporal intracellular organisation is the Turing reaction-diffusion system (e.g. Min system in the bacterium Escherichia coli controlling in cell division). In this thesis, I explore potential Turing systems in archaea and eukaryotes as well as the effects of subdiffusion. Recently, a MinD homologue, MinD4, in the archaeon Haloferax volcanii was found to form a dynamic spatiotemporal pattern that is distinct from E. coli in its localisation and function. I investigate all four archaeal Min paralogue systems in H. volcanii by identifying four putative MinD activator proteins based on their genomic location and show that they alter motility but do not control MinD4 patterning. Additionally, one of these proteins shows remarkably fast dynamic motion with speeds comparable to eukaryotic molecular motors, while its function appears to be to control motility via interaction with the archaellum. In metazoa, neurons are highly specialised cells whose functions rely on the proper segregation of proteins to the axonal and somatodendritic compartments. These compartments are bounded by a structure called the axon initial segment (AIS) which is precisely positioned in the proximal axonal region during early neuronal development. How neurons control these self-organised localisations is poorly understood. Using a top-down analysis of developing neurons in vitro, I show that the AIS lies at the nodal plane of the first non-homogeneous spatial harmonic of the neuron shape while a key axonal protein, Tau, is distributed with a concentration that matches the same harmonic. These results are consistent with an underlying Turing patterning system which remains to be identified. The complex intracellular environment often gives rise to the subdiffusive dynamics of molecules that may affect patterning. To simulate the subdiffusive transport of biopolymers, I develop a stochastic simulation algorithm based on the continuous time random walk framework, which is then applied to a model of a dimeric molecular motor. This provides insight into the effects of subdiffusion on motor dynamics, where subdiffusion reduces motor speed while increasing the stall force. Overall, this thesis makes progress towards understanding intracellular patterning systems in different organisms, across the domains of life

Quantum Brownian motion revisited : extensions and applications

Quantum Brownian motion represents a paradigmatic model of open quantum system, namely a system which cannot be treated as an isolated one, because of the unavoidable interaction with the surrounding environment. In this case the central system is constituted by a quantum particle, while the bath is made up by a large set of uncoupled harmonic oscillators. In the original model, the interaction between the system and the environment shows a linear dependence on the particle position. Such a particular form corresponds to a homogeneous environment, inducing a damping and diffusion which depends on the state. This is not the most general situation: often the environment shows an inhomogeneous character given by a space-dependent density, involving a non-linearity in the coupling with the central system. One of the main motivations of the thesis is the study of quantum Brownian motion in presence of this non-linear coupling. In particular we focus on the case in which the bath-particle interaction depends quadratically on the position of the latter. There exist several techniques aimed to treat the physics of the model. For instance one could consider the master equation, namely an equation ruling the temporal evolution of the state of the Brownian particle, here represented by its reduced density matrix. We derive such an equation in the Born-Markov regime and look into its stationary solution, studying its configuration in the phase space. For a non-linear quadratic coupling the stationary state may be approximated by means of a Gaussian Wigner function, that experiences genuine position squeezing (i.e. the position variance of the particle takes a value smaller than that associated to the Heisenberg principle, although this is fulfilled) at low temperature and as the coupling with the bath grows. However, the Born-Markov master equation is not the most appropriate tool to investigate the regime in which squeezing occurs, since the underlying hypothesis in general fail at strong coupling and low temperature, leading to violations of the Heisenberg principle. To overcome this problem we recall alternative methods, such as a Lindblad equation, namely a master equation constructed to preserve the positivity of the state at any time, and Heisenberg equations. In particular we employ the Heisenberg equation formalism to explore the behavior of the Bose polaron, i.e. an impurity embedded in a Bose-Einstein condensate. This experimentally feasible system attracted a lot of attention in the last years. We derive the equation of motion of the impurity position showing that it shows the same form of the famous equation derived by Langevin in 1909 in the context of classical Brownian motion. The main difference lies in the fact that the impurity Langevin-like equation for the impurity carries a certain amount of memory effects, while the original one was purely Markovian. An important part of the work is devoted to the solution of the motion equation for the impurity, in order to calculate the position variance that can be measured in experiments. For this goal we distinguish the case in which the impurity is trapped in a harmonic potential and that where it is free of any trap. In the latter case the impurity the position variance exhibits a quadratic dependence on time (i.e. ballistic diffusion), as a consequence of memory effects. When the impurity is trapped in a harmonic potential it approaches an equilibrium state localized in average in the middle of the trap. Here, at low temperature and for certain values of the coupling strength we detect genuine position squeezing. When we consider a gas with a Thomas-Fermi profile we find that such an effect is improved if we make the gas trap tighter. Genuine squeezing plays an important role in the context of quantum metrology and opens a wide range of possibility to design new protocols, such as the quantum thermometerEl movimiento Browniano cuántico es uno de los principales modelos de sistema abierto, es decir un sistema cuyo comportamiento no se puede tratar de manera separada de su entorno. Este modelo describe la física de una partícula acoplada a un entorno de osciladores. En la versión original del modelo la interacción entre la partícula y el entorno manifiesta una dependencia lineal de la posición de ambos los sistemas. Esta forma analítica del acoplamiento corresponde a un entorno homogeneo, asociado a una fricción y una difusión que dependen del estado del sistema. En todo caso, esta no es la situación más general: a menudo el enorno es inhomogeneo, ya que la densidad no es constante, y esto produce una interacción cuya dependencia de la posición de la partícula no es lineal. Una de las motivaciones principales de esta tesis es el estudio del movimiento Browniano cuántico en presencia de acoplamiento non-lineal. En particular, estudiamos el caso de dependencia cuadrática en la posición de la partícula. Existen muchas técnicas para abordar el modelo. Por ejemplo, se puede emplear la master equation, o sea un ecuación que gobierna la evolución en el tiempo del estado de la partícula, representado por el operador densidad reducido. Derivamos esta ecuación en el régimen de Born-Markov, y estudiamos la forma del estado estacionario en el espacio de las fases. Cuando el acoplamiento es cuadrático, este estado se puede aproximar por medio de una función de Wigner de forma Gausiana, cuya peculiaridad es la emergencia de genuine position squeezing (la varianza de la posición adquiere un valor más bajo de el asociado a la cota de Heisenberg) a temperaturas bajas y cuando el acoplamiento crece. Sin embargo, la ecuación de Born-Markov no es la herramienta más adecuada para tratar el régimen en el que detectamos squeezing, porque las hipótesis subyacentes en general no valen a temperaturas bajas e interacción fuerte, llevando a violaciones del principio de Heisenberg. Para superar este obstáculo es posible emplear métodos alternativos, por ejemplo la ecuación de Lindblad, es decir una ecuación cuya forma sirve para preservar la positividad del estado en cualquier instante, y las ecuaciones de Heisenberg. En particular, aplicamos el formalismo de las ecuaciones de Heisenberg para investigar el comportamiento del Bose polaron, o sea una impureza en un condensado de Bose-Einstein. Es un sistema realista experimentalmente que ha atraido mucha atención recientemente. Derivamos la ecuación del movimiento de la impureza y mostramos que su forma analítica es la misma que la de la ecuación de Langevin para el movimiento Browniano clásico. La diferencia principal es que en este caso la dinámica acarrea efectos de memoria. Una parte importante del trabajo consiste en solucionar esta ecuación del movimiento para evaluar la varianza de la posición, que se puede medir en experimentos. Aquí diferenciamos dos casos: cuando la impureza está atrapada en un potencial armónico, y cuando no hay trampa armónica. En el segundo caso la varianza es proporcional al cuadrado del tiempo (difusión balística), como consecuencia de los efectos de memoria. Cuando la impureza está atrapada alcanza un estado de equilibrio localizado en el medio de la trampa. En este estado, bajando la temperatura y considerando valores del coupling más fuertes detectamos otra vez squeezing. Si consideramos un gas con una densidad de Thomas-Fermi se puede comprobar que este efecto se puede optimizar aprietando la trampa del gas. El estudio del squeezing es muy importante en el marco de la metrología cuántica porque permite el desarrollo de nuevo protocolos como el termometro cuántico

Applications of claim investigation in insurance surplus and claims models

Claim investigation is a fundamental part of an insurer's business. Queues form as claims accumulate and claims are investigated according to some queueing mechanism. The natural existence of queues in this context prompts the inclusion of a queue-based investigation mechanism to model features like congestion inherent in the claims handling process and further to assess their overall impact on an insurer's risk management program. This thesis explicitly models a queue-based claim investigation mechanism (CIM) in two classical models for insurance risk, namely, insurer surplus models (or risk models) and aggregate claim models (or loss models). Incorporating a queue-based CIM into surplus and aggregate claims models provides an additional degree of realism and as a result, can help insurers better characterize and manage risk. In surplus analysis, more accurate measures for ruin-related quantities of interest such as those relating to the time to ruin and the deficit at ruin can be developed. In aggregate claims models, more granular models of the claims handling process (e.g., by decomposing claims into those that are settled and those that have been reported but not yet settled) can help insurers target the source of inefficiencies in their processing systems and later mitigate their financial impact on the insurer. As a starting point, Chapter 2 proposes a simple CIM consisting of one server and no waiting places and superimposes this CIM onto the classical compound Poisson surplus process. An exponentially distributed investigation time is considered and then generalized to a combination of n exponentials. Standard techniques of conditioning on the first claim are used to derive a defective renewal equation (DRE) for the Gerber-Shiu discounted penalty function (or simply, the Gerber-Shiu function) m(u) and probabilistic interpretations for the DRE components are provided. The Gerber-Shiu function, introduced in Gerber and Shiu (1998), is a valuable analytical tool, serving as a unified means of risk analysis as it generates various ruin-related quantities of interest. Chapter 3 extends and generalizes the analysis in Chapter 2 by proposing a more complex CIM consisting of a single queue with n investigation units and a finite capacity of m claims. More precisely, we consider CIMs which admit a (spectrally negative) Markov Additive Process (MAP) formulation for the insurer's surplus and the analysis will heavily rely and benefit from recent developments in the fluctuation theory of MAPs. MAP formulations for four possible CIM generalizations are more specifically analyzed. Chapter 4 superimposes the more general CIM from Chapter 3 onto the aggregate claims process to obtain an "aggregate payment process". It is shown that this aggregate payment process has a Markovian Arrival Process formulation that is preserved under considerable generalizations to the CIM. A distributional analysis of the future payments due to reported but not settled claims ("RBNS payments") is then performed under various assumptions. Throughout the thesis, numerical analyses are used to illustrate the impact of variations in the CIM on the ruin probability (Chapters 2 and 3) and on the Value-at-Risk (VaR) and Tail-Value-at-Risk (TVaR) of RBNS payments (Chapter 4). Concluding remarks and avenues for further research are found in Chapter 5

Engineering data compendium. Human perception and performance. User's guide

The concept underlying the Engineering Data Compendium was the product of a research and development program (Integrated Perceptual Information for Designers project) aimed at facilitating the application of basic research findings in human performance to the design and military crew systems. The principal objective was to develop a workable strategy for: (1) identifying and distilling information of potential value to system design from the existing research literature, and (2) presenting this technical information in a way that would aid its accessibility, interpretability, and applicability by systems designers. The present four volumes of the Engineering Data Compendium represent the first implementation of this strategy. This is the first volume, the User's Guide, containing a description of the program and instructions for its use

The 2nd International Conference on Mathematical Modelling in Applied Sciences, ICMMAS’19, Belgorod, Russia, August 20-24, 2019 : book of abstracts

The proposed Scientific Program of the conference is including plenary lectures, contributed oral talks, poster sessions and listeners. Five suggested special sessions / mini-symposium are also considered by the scientific committe