Anticipated backward stochastic differential equations

In this paper we discuss new types of differential equations which we call anticipated backward stochastic differential equations (anticipated BSDEs). In these equations the generator includes not only the values of solutions of the present but also the future. We show that these anticipated BSDEs have unique solutions, a comparison theorem for their solutions, and a duality between them and stochastic differential delay equations.Comment: Published in at http://dx.doi.org/10.1214/08-AOP423 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Special transitions in an O(nn) loop model with an Ising-like constraint

We investigate the O($n$) nonintersecting loop model on the square lattice under the constraint that the loops consist of ninety-degree bends only. The model is governed by the loop weight $n$, a weight $x$ for each vertex of the lattice visited once by a loop, and a weight $z$ for each vertex visited twice by a loop. We explore the $(x,z)$ phase diagram for some values of $n$. For $0<n<1$, the diagram has the same topology as the generic O($n$) phase diagram with $n<2$, with a first-order line when $z$ starts to dominate, and an O($n$)-like transition when $x$ starts to dominate. Both lines meet in an exactly solved higher critical point. For $n>1$, the O($n$)-like transition line appears to be absent. Thus, for $z=0$, the $(n,x)$ phase diagram displays a line of phase transitions for $n\le 1$. The line ends at $n=1$ in an infinite-order transition. We determine the conformal anomaly and the critical exponents along this line. These results agree accurately with a recent proposal for the universal classification of this type of model, at least in most of the range $-1 \leq n \leq 1$. We also determine the exponent describing crossover to the generic O($n$) universality class, by introducing topological defects associated with the introduction of `straight' vertices violating the ninety-degree-bend rule. These results are obtained by means of transfer-matrix calculations and finite-size scaling.Comment: 19 pages, 11 figure

Ising-like transitions in the O(nn) loop model on the square lattice

We explore the phase diagram of the O($n$) loop model on the square lattice in the $(x,n)$ plane, where $x$ is the weight of a lattice edge covered by a loop. These results are based on transfer-matrix calculations and finite-size scaling. We express the correlation length associated with the staggered loop density in the transfer-matrix eigenvalues. The finite-size data for this correlation length, combined with the scaling formula, reveal the location of critical lines in the diagram. For $n>>2$ we find Ising-like phase transitions associated with the onset of a checkerboard-like ordering of the elementary loops, i.e., the smallest possible loops, with the size of an elementary face, which cover precisely one half of the faces of the square lattice at the maximum loop density. In this respect, the ordered state resembles that of the hard-square lattice gas with nearest-neighbor exclusion, and the finiteness of $n$ represents a softening of its particle-particle potentials. We also determine critical points in the range $-2\leq n\leq 2$. It is found that the topology of the phase diagram depends on the set of allowed vertices of the loop model. Depending on the choice of this set, the $n>2$ transition may continue into the dense phase of the $n \leq 2$ loop model, or continue as a line of $n \leq 2$ O($n$) multicritical points

A molecular dynamics simulation of DNA damage induction by ionizing radiation

We present a multi-scale simulation of early stage of DNA damages by the indirect action of hydroxyl ($^\bullet$OH) free radicals generated by electrons and protons. The computational method comprises of interfacing the Geant4-DNA Monte Carlo with the ReaxFF molecular dynamics software. A clustering method was employed to map the coordinates of $^\bullet$OH-radicals extracted from the ionization track-structures onto nano-meter simulation voxels filled with DNA and water molecules. The molecular dynamics simulation provides the time evolution and chemical reactions in individual simulation voxels as well as the energy-landscape accounted for the DNA-$^\bullet$OH chemical reaction that is essential for the first principle enumeration of hydrogen abstractions, chemical bond breaks, and DNA-lesions induced by collection of ions in clusters less than the critical dimension which is approximately 2-3 \AA. We show that the formation of broken bonds leads to DNA base and backbone damages that collectively propagate to DNA single and double strand breaks. For illustration of the methodology, we focused on particles with initial energy of 1 MeV. Our studies reveal a qualitative difference in DNA damage induced by low energy electrons and protons. Electrons mainly generate small pockets of $^\bullet$OH-radicals, randomly dispersed in the cell volume. In contrast, protons generate larger clusters along a straight-line parallel to the direction of the particle. The ratio of the total DNA double strand breaks induced by a single proton and electron track is determined to be $\approx$ 4 in the linear scaling limit. The tool developed in this work can be used in the future to investigate the relative biological effectiveness of light and heavy ions that are used in radiotherapy.Comment: 7 pages, 7 figures, accepted for publication in Physics in Medicine and Biolog

Photon-assisted Landau-Zener transition: Role of coherent superposition states

We investigate a Landau-Zener (LZ) transition process modeled by a quantum two-level system (TLS) coupled to a photon mode when the bias energy is varied linearly in time. The initial state of the photon field is assumed to be a superposition of coherent states, leading to a more intricate LZ transition. Applying the rotating-wave approximation (RWA), analytical results are obtained revealing the enhancement of the LZ probability by increasing the average photon number. We also consider the creation of entanglement and the change of photon statistics during the LZ process. Without the RWA, we find some qualitative differences of the LZ dynamics from the RWA results, e.g., the average photon number no longer monotonically enhances the LZ probability. The ramifications and implications of these results are explored.Comment: 9 pages, 7 figure

Investigation of jet quenching and elliptic flow within a pQCD-based partonic transport model

The partonic transport model BAMPS (a Boltzmann approach to multiparton scatterings) is employed to investigate different aspects of heavy ion collisions within a common framework based on perturbative QCD. This report focuses on the joint investigation of the collective behavior of the created medium and the energy loss of high-pT gluons traversing this medium. To this end the elliptic flow and the nuclear modification factor of gluons in heavy ion collisions at 200 AGeV are simulated with BAMPS. The mechanism for the energy loss of high energy gluons within BAMPS is studied in detail. For this, purely elastic interactions are compared to radiative processes, gg -> ggg, that are implemented based on the matrix element by Gunion and Bertsch. The latter are found to be the dominant source of energy loss within the framework employed in this work.Comment: To appear in the proceedings of the 26th Winter Workshop on Nuclear Dynamics (2010)