Spin Glass Computations and Ruelle's Probability Cascades

We study the Parisi functional, appearing in the Parisi formula for the pressure of the SK model, as a functional on Ruelle's Probability Cascades (RPC). Computation techniques for the RPC formulation of the functional are developed. They are used to derive continuity and monotonicity properties of the functional retrieving a theorem of Guerra. We also detail the connection between the Aizenman-Sims-Starr variational principle and the Parisi formula. As a final application of the techniques, we rederive the Almeida-Thouless line in the spirit of Toninelli but relying on the RPC structure.Comment: 20 page

Testing M2T/T2M Transformations

Presentado en: 16th International Conference on Model Driven Engineering Languages and Systems (MODELS 2013). Del 29 de septiembre al 4 de octubre. Miami, EEUU.Testing model-to-model (M2M) transformations is becoming a prominent topic in the current Model-driven Engineering landscape. Current approaches for transformation testing, however, assume having explicit model representations for the input domain and for the output domain of the transformation. This excludes other important transformation kinds, such as model-to-text (M2T) and text-to-model (T2M) transformations, from being properly tested since adequate model representations are missing either for the input domain or for the output domain. The contribution of this paper to overcome this gap is extending Tracts, a M2M transformation testing approach, for M2T/T2M transformation testing. The main mechanism we employ for reusing Tracts is to represent text within a generic metamodel. By this, we transform the M2T/T2M transformation specification problems into equivalent M2M transformation specification problems. We demonstrate the applicability of the approach by two examples and present how the approach is implemented for the Eclipse Modeling Framework (EMF). Finally, we apply the approach to evaluate code generation capabilities of several existing UML tools.Universidad de Málaga. Campus de Excelencia Internacional Andalucía Tech. Proyecto TIN2011-2379

Anomalous Spreading of Power-Law Quantum Wave Packets

We introduce power-law tail quantum wave packets. We show that they can be seen as eigenfunctions of a Hamiltonian with a physical potential. We prove that the free evolution of these packets presents an asymptotic decay of the maximum of the wave packets which is anomalous for an interval of the characterizing power-law exponent. We also prove that the number of finite moments of the wave packets is a conserved quantity during the evolution of the wave packet in the free space.Comment: 5 pages, 3 figures, to appear in Phys. Rev. Let

Minimizing ruin probability under dependencies for insurance pricing

In this work the ruin probability of the Lundberg risk process is used as a criterion for determining the optimal security loading of premia in the presence of price-sensitive demand for insurance. Both single and aggregated claim processes are considered and the independent and the dependent cases are analyzed. For the single-risk case, we show that the optimal loading does not depend on the initial reserve. In the multiple risk case we account for arbitrary dependency structures between different risks and for dependencies between the probabilities of a client acquiring policies for different risks. In this case, the optimal loadings depend on the initial reserve. In all cases the loadings minimizing the ruin probability do not coincide with the loadings maximizing the expected profitinfo:eu-repo/semantics/publishedVersio

Aspectos agronômicos e de qualidade do pequi.

Caracterização botânica; características agronômicas; características químicas do fruto; utilização; considerações finais.bitstream/CNPAT-2010/10884/1/Dc-113.pd

An Extended Variational Principle for the SK Spin-Glass Model

The recent proof by F. Guerra that the Parisi ansatz provides a lower bound on the free energy of the SK spin-glass model could have been taken as offering some support to the validity of the purported solution. In this work we present a broader variational principle, in which the lower bound, as well as the actual value, are obtained through an optimization procedure for which ultrametic/hierarchal structures form only a subset of the variational class. The validity of Parisi's ansatz for the SK model is still in question. The new variational principle may be of help in critical review of the issue.Comment: 4 pages, Revtex

Equilibrium Times for the Multicanonical Method

This work measures the time to equilibrium for the multicanonical method on the 2D-Ising system by using a new criterion, proposed here, to find the time to equilibrium, teq, of any sampling procedure based on a Markov process. Our new procedure gives the same results that the usual one, based on the magnetization, for the canonical Metropolis sampling on a 2D-Ising model at several temperatures. For the multicanonical method we found a power-law relationship with the system size, L, of teq=0.27(15) L^2.80(13), and with the number of energy levels to explore, kE, of teq=0.7(13) kE^1.40(11), in perfect agreement with the result just above. In addition, some kind of critical slowing down was observed around the critical energy. Our new procedure is completely general, and can be applied to any sampling method based on a Markov process.Comment: 7 pages, 5 eps figures, to be published in Int. J. Mod. Phys.