Optimal randomized multilevel algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition

In this paper, we consider the infinite-dimensional integration problem on weighted reproducing kernel Hilbert spaces with norms induced by an underlying function space decomposition of ANOVA-type. The weights model the relative importance of different groups of variables. We present new randomized multilevel algorithms to tackle this integration problem and prove upper bounds for their randomized error. Furthermore, we provide in this setting the first non-trivial lower error bounds for general randomized algorithms, which, in particular, may be adaptive or non-linear. These lower bounds show that our multilevel algorithms are optimal. Our analysis refines and extends the analysis provided in [F. J. Hickernell, T. M\"uller-Gronbach, B. Niu, K. Ritter, J. Complexity 26 (2010), 229-254], and our error bounds improve substantially on the error bounds presented there. As an illustrative example, we discuss the unanchored Sobolev space and employ randomized quasi-Monte Carlo multilevel algorithms based on scrambled polynomial lattice rules.Comment: 31 pages, 0 figure

Advances in delimiting the Hilbert-Schmidt separability probability of real two-qubit systems

We seek to derive the probability--expressed in terms of the Hilbert-Schmidt (Euclidean or flat) metric--that a generic (nine-dimensional) real two-qubit system is separable, by implementing the well-known Peres-Horodecki test on the partial transposes (PT's) of the associated 4 x 4 density matrices). But the full implementation of the test--requiring that the determinant of the PT be nonnegative for separability to hold--appears to be, at least presently, computationally intractable. So, we have previously implemented--using the auxiliary concept of a diagonal-entry-parameterized separability function (DESF)--the weaker implied test of nonnegativity of the six 2 x 2 principal minors of the PT. This yielded an exact upper bound on the separability probability of 1024/{135 pi^2} =0.76854$. Here, we piece together (reflection-symmetric) results obtained by requiring that each of the four 3 x 3 principal minors of the PT, in turn, be nonnegative, giving an improved/reduced upper bound of 22/35 = 0.628571. Then, we conclude that a still further improved upper bound of 1129/2100 = 0.537619 can be found by similarly piecing together the (reflection-symmetric) results of enforcing the simultaneous nonnegativity of certain pairs of the four 3 x 3 principal minors. In deriving our improved upper bounds, we rely repeatedly upon the use of certain integrals over cubes that arise. Finally, we apply an independence assumption to a pair of DESF's that comes close to reproducing our numerical estimate of the true separability function.Comment: 16 pages, 9 figures, a few inadvertent misstatements made near the end are correcte

Statistical Mechanics of the Quantum K-Satisfiability problem

We study the quantum version of the random $K$-Satisfiability problem in the presence of the external magnetic field $\Gamma$ applied in the transverse direction. We derive the replica-symmetric free energy functional within static approximation and the saddle-point equation for the order parameter: the distribution $P[h(m)]$ of functions of magnetizations. The order parameter is interpreted as the histogram of probability distributions of individual magnetizations. In the limit of zero temperature and small transverse fields, to leading order in $\Gamma$ magnetizations $m \approx 0$ become relevant in addition to purely classical values of $m \approx \pm 1$. Self-consistency equations for the order parameter are solved numerically using Quasi Monte Carlo method for K=3. It is shown that for an arbitrarily small $\Gamma$ quantum fluctuations destroy the phase transition present in the classical limit $\Gamma=0$, replacing it with a smooth crossover transition. The implications of this result with respect to the expected performance of quantum optimization algorithms via adiabatic evolution are discussed. The replica-symmetric solution of the classical random $K$-Satisfiability problem is briefly revisited. It is shown that the phase transition at T=0 predicted by the replica-symmetric theory is of continuous type with atypical critical exponents.Comment: 35 pages, 23 figures; changed abstract, improved discussion in the introduction, added references, corrected typo

Kinetic Trapping of Charge-Transfer Molecules at Metal Interfaces

Despite the common expectation that conjugated organic molecules on metals adsorb in a flat-lying layer, several recent studies have found coverage-dependent transitions to upright-standing phases, which exhibit notably different physical properties. In this work, we argue that from an energetic perspective, thermodynamically stable upright-standing phases may be more common than hitherto thought. However, for kinetic reasons, this phase may often not be observed experimentally. Using first-principles kinetic Monte Carlo simulations, we find that the structure with lower molecular density is (almost) always formed first, reminiscent of Ostwald’s rule of stages. The phase transitions to the upright-standing phase are likely to be kinetically hindered under the conditions typically used in surface science. The simulation results are experimentally confirmed for the adsorption of tetracyanoethylene on Cu(111) using infrared and X-ray photoemission spectroscopy. Investigating both the role of the growth conditions and the energetics of the interface, we find that the time for the phase transition is determined mostly by the deposition rate and, thus, is mostly independent of the nature of the molecule

Shuffling cards, factoring numbers, and the quantum baker's map

It is pointed out that an exactly solvable permutation operator, viewed as the quantization of cyclic shifts, is useful in constructing a basis in which to study the quantum baker's map, a paradigm system of quantum chaos. In the basis of this operator the eigenfunctions of the quantum baker's map are compressed by factors of around five or more. We show explicitly its connection to an operator that is closely related to the usual quantum baker's map. This permutation operator has interesting connections to the art of shuffling cards as well as to the quantum factoring algorithm of Shor via the quantum order finding one. Hence we point out that this well-known quantum algorithm makes crucial use of a quantum chaotic operator, or at least one that is close to the quantization of the left-shift, a closeness that we also explore quantitatively.Comment: 12 pgs. Substantially elaborated version, including a new route to the quantum bakers map. To appear in J. Phys.

Quasi-Monte Carlo rules for numerical integration over the unit sphere S2\mathbb{S}^2

We study numerical integration on the unit sphere $\mathbb{S}^2 \subset \mathbb{R}^3$ using equal weight quadrature rules, where the weights are such that constant functions are integrated exactly. The quadrature points are constructed by lifting a $(0,m,2)$-net given in the unit square $[0,1]^2$ to the sphere $\mathbb{S}^2$ by means of an area preserving map. A similar approach has previously been suggested by Cui and Freeden [SIAM J. Sci. Comput. 18 (1997), no. 2]. We prove three results. The first one is that the construction is (almost) optimal with respect to discrepancies based on spherical rectangles. Further we prove that the point set is asymptotically uniformly distributed on $\mathbb{S}^2$. And finally, we prove an upper bound on the spherical cap $L_2$-discrepancy of order $N^{-1/2} (\log N)^{1/2}$ (where $N$ denotes the number of points). This slightly improves upon the bound on the spherical cap $L_2$-discrepancy of the construction by Lubotzky, Phillips and Sarnak [Comm. Pure Appl. Math. 39 (1986), 149--186]. Numerical results suggest that the $(0,m,2)$-nets lifted to the sphere $\mathbb{S}^2$ have spherical cap $L_2$-discrepancy converging with the optimal order of $N^{-3/4}$

Good Random Matrices over Finite Fields

The random matrix uniformly distributed over the set of all m-by-n matrices over a finite field plays an important role in many branches of information theory. In this paper a generalization of this random matrix, called k-good random matrices, is studied. It is shown that a k-good random m-by-n matrix with a distribution of minimum support size is uniformly distributed over a maximum-rank-distance (MRD) code of minimum rank distance min{m,n}-k+1, and vice versa. Further examples of k-good random matrices are derived from homogeneous weights on matrix modules. Several applications of k-good random matrices are given, establishing links with some well-known combinatorial problems. Finally, the related combinatorial concept of a k-dense set of m-by-n matrices is studied, identifying such sets as blocking sets with respect to (m-k)-dimensional flats in a certain m-by-n matrix geometry and determining their minimum size in special cases.Comment: 25 pages, publishe

Hurst's Rescaled Range Statistical Analysis for Pseudorandom Number Generators used in Physical Simulations

The rescaled range statistical analysis (R/S) is proposed as a new method to detect correlations in pseudorandom number generators used in Monte Carlo simulations. In an extensive test it is demonstrated that the RS analysis provides a very sensitive method to reveal hidden long run and short run correlations. Several widely used and also some recently proposed pseudorandom number generators are subjected to this test. In many generators correlations are detected and quantified.Comment: 12 pages, 12 figures, 6 tables. Replaces previous version to correct citation [19

Higgs and non-universal gaugino masses: no SUSY signal expected yet?

So far, no supersymmetric particles have been detected at the Large Hadron Collider (LHC). However, the recent Higgs results have interesting implications for the SUSY parameter space. In this paper, we study the consequences of an LHC Higgs signal for a model with non-universal gaugino masses in the context of SU(5) unification. The gaugino mass ratios associated with the higher representations produce viable spectra that are largely inaccessible to the current LHC and direct dark matter detection experiments. Thus, in light of the Higgs results, the non-observation of SUSY is no surprise.Comment: supplementary file containing plots with log priors in ancillary files. v2: added some comments on more general settings and references, accepted for publication in JHE