Reduced Complexity Filtering with Stochastic Dominance Bounds: A Convex Optimization Approach

This paper uses stochastic dominance principles to construct upper and lower sample path bounds for Hidden Markov Model (HMM) filters. Given a HMM, by using convex optimization methods for nuclear norm minimization with copositive constraints, we construct low rank stochastic marices so that the optimal filters using these matrices provably lower and upper bound (with respect to a partially ordered set) the true filtered distribution at each time instant. Since these matrices are low rank (say R), the computational cost of evaluating the filtering bounds is O(XR) instead of O(X2). A Monte-Carlo importance sampling filter is presented that exploits these upper and lower bounds to estimate the optimal posterior. Finally, using the Dobrushin coefficient, explicit bounds are given on the variational norm between the true posterior and the upper and lower bounds

Variational Monte Carlo and Configurational Interaction Studies of C60C_{60} and its Fragments

The $C_{60}$ molecule and its fragments are studied using Configuration Interaction (CI) and Variational Monte Carlo (VMC) techniques, within the Hubbard model. Using benzene as a test case, we compare the results of the approximate calculations with exact calculations. The fragments of $C_{60}$ studied are pyracylene, fluoranthene and corannulene. The energies, bond orders, spin-spin and charge-correlation functions of these systems are obtained for various values of the Hubbard parameter, $U$. The analysis of bond orders and correlation functions of these individual molecules allow us to visualise pyracylene as a naphthalene unit with two ethylenic moieties and fluoranthene as weakly bridged benzene and naphthalene units. Corannulene is the largest fragment of $C_{60}$ that we have studied. The hexagon-hexagon(h-h) bond orders are slightly larger than those of the hexagon-pentagon bonds(h-p), a feature also found in other fragments. We also find bonds between two co-ordinated carbon sites to be stronger than bonds involving three coordinated carbon sites. In $C_{60}$, the h-h bonds are stronger than in corannulene and the h-p bonds weaker than in corannulene for all correlation strengths. Introducing bond alternation in the buckyball enhances this difference.Comment: 42 pages, 5 figures available on request, to appear in J. Phys. Che

Musical chairs: a comment on the credit crisis.

Uncertainty –that is, a rise in unknown and immeasurable risk rather than the measurable risk that the financial sector specializes in managing– is at the heart of the recent liquidity crisis. The financial instruments and derivative structures underpinning the recent growth in credit markets are complex. Because of the rapid proliferation of these instruments, market participants cannot refer to a historical record to measure how these financial structures will behave during a time of stress. These two factors, complexity and lack of history, are the preconditions for rampant uncertainty. We explain how a rise in uncertainty can cause a liquidity crisis and discuss central bank policies in this context.

Phase Diagram of the Half-Filled Ionic Hubbard Model

We study the phase diagram of the ionic Hubbard model (IHM) at half-filling using dynamical mean field theory (DMFT), with two impurity solvers, namely, iterated perturbation theory (IPT) and continuous time quantum Monte Carlo (CTQMC). The physics of the IHM is governed by the competition between the staggered potential $\Delta$ and the on-site Hubbard U. In both the methods we find that for a finite $\Delta$ and at zero temperature, anti-ferromagnetic (AFM) order sets in beyond a threshold $U=U_{AF}$ via a first order phase transition below which the system is a paramagnetic band insulator. Both the methods show a clear evidence for a transition to a half-metal phase just after the AFM order is turned on, followed by the formation of an AFM insulator on further increasing U. We show that the results obtained within both the methods have good qualitative and quantitative consistency in the intermediate to strong coupling regime. On increasing the temperature, the AFM order is lost via a first order phase transition at a transition temperature $T_{AF}(U, \Delta)$ within both the methods, for weak to intermediate values of U/t. But in the strongly correlated regime, where the effective low energy Hamiltonian is the Heisenberg model, IPT is unable to capture the thermal (Neel) transition from the AFM phase to the paramagnetic phase, but the CTQMC does. As a result, at any finite temperature T, DMFT+CTQMC shows a second phase transition (not seen within DMFT+IPT) on increasing U beyond $U_{AF}$. At $U_N > U_{AF}$, when the Neel temperature $T_N$ for the effective Heisenberg model becomes lower than T, the AFM order is lost via a second order transition. In the 3-dimensonal parameter space of $(U/t,T/t,\Delta/t)$, there is a line of tricritical points that separates the surfaces of first and second order phase transitions.Comment: Revised versio

Doping a correlated band insulator: A new route to half metallic behaviour

We demonstrate in a simple model the surprising result that turning on an on-site Coulomb interaction U in a doped band insulator leads to the formation of a half-metallic state. In the undoped system, we show that increasing U leads to a first order transition between a paramagnetic, band insulator and an antiferomagnetic Mott insulator at a finite value U_{AF}. Upon doping, the system exhibits half metallic ferrimagnetism over a wide range of doping and interaction strengths on either side of U_{AF}. Our results, based on dynamical mean field theory, suggest a novel route to half-metallic behavior and provide motivation for experiments on new materials for spintronics.Comment: 5 pages, 7 figure

Test vectors for Rankin-Selberg LL-functions

We study the local zeta integrals attached to a pair of generic representations $(\pi,\tau)$ of $GL_n\times GL_m$, $n>m$, over a $p$-adic field. Through a process of unipotent averaging we produce a pair of corresponding Whittaker functions whose zeta integral is non-zero, and we express this integral in terms of the Langlands parameters of $\pi$ and $\tau$. In many cases, these Whittaker functions also serve as a test vector for the associated Rankin-Selberg (local) $L$-function.Comment: arXiv admin note: text overlap with arXiv:1804.0772