Convergence of adaptive and interacting Markov chain Monte Carlo algorithms

Adaptive and interacting Markov chain Monte Carlo algorithms (MCMC) have been recently introduced in the literature. These novel simulation algorithms are designed to increase the simulation efficiency to sample complex distributions. Motivated by some recently introduced algorithms (such as the adaptive Metropolis algorithm and the interacting tempering algorithm), we develop a general methodological and theoretical framework to establish both the convergence of the marginal distribution and a strong law of large numbers. This framework weakens the conditions introduced in the pioneering paper by Roberts and Rosenthal [J. Appl. Probab. 44 (2007) 458--475]. It also covers the case when the target distribution $\pi$ is sampled by using Markov transition kernels with a stationary distribution that differs from $\pi$.Comment: Published in at http://dx.doi.org/10.1214/11-AOS938 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Quantum Global Strings and Their Correlation Functions

A full quantum description of global vortex strings is presented in the framework of a pure Higgs system with a broken global U(1) symmetry in 3+1D. An explicit expression for the string creation operator is obtained, both in terms of the Higgs field and in the dual formulation where a Kalb-Ramond antisymmetric tensor gauge field is employed as the basic field. The quantum string correlation function is evaluated and from this, the string energy density is obtained. Potential application in cosmology (cosmic strings) and condensed matter (vortices in superfluids) are discussed.Comment: 14 pages, latex, no figure

Efficiency of the Wang-Landau algorithm: a simple test case

We analyze the efficiency of the Wang-Landau algorithm to sample a multimodal distribution on a prototypical simple test case. We show that the exit time from a metastable state is much smaller for the Wang Landau dynamics than for the original standard Metropolis-Hastings algorithm, in some asymptotic regime. Our results are confirmed by numerical experiments on a more realistic test case

Dipolar interaction and incoherent quantum tunneling: a Monte Carlo study of magnetic relaxation

We study the magnetic relaxation of a system of localized spins interacting through weak dipole interactions, at a temperature large with respect to the ordering temperature but low with respect to the crystal field level splitting. The relaxation results from quantum spin tunneling but is only allowed on sites where the dipole field is very small. At low times, the magnetization decrease is proportional to $\sqrt{t}$ as predicted by Prokofiev and Stamp, and at long times the relaxation can be described as an extension of a relaxed zone. The results can be directly compared with very recent experimental data on Fe_8 molecular clusters.Comment: 9 pages, 11 figures; accepted for publication on Eur. Phys. J.

Test of Information Theory on the Boltzmann Equation

We examine information theory using the steady-state Boltzmann equation. In a nonequilibrium steady-state system under steady heat conduction, the thermodynamic quantities from information theory are calculated and compared with those from the steady-state Boltzmann equation. We have found that information theory is inconsistent with the steady-state Boltzmann equation.Comment: 12 page

Reduction of tilt rotor download using circulation control

The effect of boundary layer control blowing on the download of a wing in the wake of a hovering rotor was measured in a small scale experiment. The objective was to evaluate the potential of boundary layer control blowing for reducing tilt rotor download. Variations were made in rotor thrust coefficient, blowing pressure ratio, and blowing slot height. The effect of these parameter variations on the wing download and wing surface pressures is presented. The boundary layer control blowing caused reductions in the wing download of 25 to 55 percent

Gravitational Lensing & Stellar Dynamics

Strong gravitational lensing and stellar dynamics provide two complementary and orthogonal constraints on the density profiles of galaxies. Based on spherically symmetric, scale-free, mass models, it is shown that the combination of both techniques is powerful in breaking the mass-sheet and mass-anisotropy degeneracies. Second, observational results are presented from the Lenses Structure & Dynamics (LSD) Survey and the Sloan Lens ACS (SLACS) Survey collaborations to illustrate this new methodology in constraining the dark and stellar density profiles, and mass structure, of early-type galaxies to redshifts of unity.Comment: 6 pages, 2 figures; Invited contribution in the Proceedings of XXIst IAP Colloquium, "Mass Profiles & Shapes of Cosmological Structures" (Paris, 4-9 July 2005), eds G. A. Mamon, F. Combes, C. Deffayet, B. Fort (Paris: EDP Sciences

The New Laches: Creating Title Where None Existed

Article published in the George Mason Law Review