Diffusion in higher dimensional SYK model with complex fermions

We construct a new higher dimensional SYK model with complex fermions on bipartite lattices. As an extension of the original zero-dimensional SYK model, we focus on the one-dimension case, and similar Hamiltonian can be obtained in higher dimensions. This model has a conserved U(1) fermion number Q and a conjugate chemical potential \mu. We evaluate the thermal and charge diffusion constants via large q expansion at low temperature limit. The results show that the diffusivity depends on the ratio of free Majorana fermions to Majorana fermions with SYK interactions. The transport properties and the butterfly velocity are accordingly calculated at low temperature. The specific heat and the thermal conductivity are proportional to the temperature. The electrical resistivity also has a linear temperature dependence term.Comment: 15 pages, 1 figure, add 4 references and fix some typos in this versio

Solution methods and bounds for two-stage risk-neutral and multistage risk-averse stochastic mixed-integer programs with applications in energy and manufacturing

This dissertation presents an integrated method for solving stochastic mixed-integer programs, develops a lower bounding approach for multistage risk-averse stochastic mixed-integer programs, and proposes an optimization formulation for mixed-model assembly line sequencing (MMALS) problems. It is well known that a stochastic mixed-integer program is difficult to solve due to its non-convexity and stochastic factors. The scenario decomposition algorithms display computational advantage when dealing with a large number of possible realizations of uncertainties, but each has its own advantages and disadvantages. This dissertation presents a solution method for solving large-scale stochastic mixed-integer programs that integrates two scenario-decomposition algorithms: Progressive Hedging (PH) and Dual Decomposition (DD). In this integrated method, fast progress in early iterations of PH speeds up the convergence of DD to an exact solution. In many applications, the decision makers are risk-averse and are more concerned with large losses in the worst scenarios than with average performance. The PH algorithm can serve as a time-efficient heuristic for risk-averse stochastic mixed-integer programs with many scenarios, but the scenario reformulation for time consistent multistage risk-averse models does not exist. This dissertation develops a scenario-decomposed version of time consistent multistage risk-averse programs, and proposes a lower bounding approach that can assess the quality of PH solutions and thus identify whether the PH algorithm is able to find near-optimal solutions within a reasonable amount of time. The existing optimization formulations for MMALS problems do not consider many real-world uncertainty factors such as timely part delivery and material quality. In addition, real-time sequencing decisions are required to deal with inevitable disruptions. This dissertation formulates a multistage stochastic optimization problem with part availability uncertainty. A risk-averse model is further developed to guarantee customers’ satisfaction regarding on-time performance. Computational studies show that the integration of PH helps DD to reduce the run-time significantly, and the lower bounding approach can obtain convergent and tight lower bounds to help PH evaluate quality of solutions. The PH algorithm and the lower bounding approach also help the proposed MMALS formulation to make real-time sequencing decisions