3,241 research outputs found

    Subgaussian concentration and rates of convergence in directed polymers

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    We consider directed random polymers in (d+1) dimensions with nearly gamma i.i.d. disorder. We study the partition function ZN,ω and establish exponential concentration of log ZN,ω about its mean on the subgaussian scale √N/log N . This is used to show that E[log ZN,ω] differs from N times the free energy by an amount which is also subgaussian (i.e. o(√N)), specifically O(√N/logN log log N)

    The Trans-Contextual Model of Autonomous Motivation in Education: Conceptual and Empirical Issues and Meta-Analysis.

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    The trans-contextual model outlines the processes by which autonomous motivation toward activities in a physical education context predicts autonomous motivation toward physical activity outside of school, and beliefs about, intentions toward, and actual engagement in, out-of-school physical activity. In the present article, we clarify the fundamental propositions of the model and resolve some outstanding conceptual issues, including its generalizability across multiple educational domains, criteria for its rejection or failed replication, the role of belief-based antecedents of intentions, and the causal ordering of its constructs. We also evaluate the consistency of model relationships in previous tests of the model using path-analytic meta-analysis. The analysis supported model hypotheses but identified substantial heterogeneity in the hypothesized relationships across studies unattributed to sampling and measurement error. Based on our meta-analysis, future research needs to provide further replications of the model in diverse educational settings beyond physical education and test model hypotheses using experimental methods

    Melting of genomic DNA: predictive modeling by nonlinear lattice dynamics

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    The melting behavior of long, heterogeneous DNA chains is examined within the framework of the nonlinear lattice dynamics based Peyrard-Bishop-Dauxois (PBD) model. Data for the pBR322 plasmid and the complete T7 phage have been used to obtain model fits and determine parameter dependence on salt content. Melting curves predicted for the complete fd phage and the Y1 and Y2 fragments of the ϕ\phiX174 phage without any adjustable parameters are in good agreement with experiment. The calculated probabilities for single base-pair opening are consistent with values obtained from imino proton exchange experiments.Comment: 5 pages, 4 figures, to appear in Phys. Rev.

    Plane wave/pseudopotential implementation of excited state gradients in density functional linear response theory: a new route via implicit differentiation

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    This work presents the formalism and implementation of excited state nuclear forces within density functional linear response theory (TDDFT) using a plane wave basis set. An implicit differentiation technique is developed for computing nonadiabatic coupling between Kohn-Sham molecular orbital wavefunctions as well as gradients of orbital energies which are then used to calculate excited state nuclear forces. The algorithm has been implemented in a plane wave/pseudopotential code taking into account only a reduced active subspace of molecular orbitals. It is demonstrated for the H2_2 and N2_2 molecules that the analytical gradients rapidly converge to the exact forces when the active subspace of molecular orbitals approaches completeness

    Fluctuation symmetries for work and heat

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    We consider a particle dragged through a medium at constant temperature as described by a Langevin equation with a time-dependent potential. The time-dependence is specified by an external protocol. We give conditions on potential and protocol under which the dissipative work satisfies an exact symmetry in its fluctuations for all times. We also present counter examples to that exact fluctuation symmetry when our conditions are not satisfied. Finally, we consider the dissipated heat which differs from the work by a temporal boundary term. We explain when and why there can be a correction to the standard fluctuation theorem due to the unboundedness of that temporal boundary. However, the corrected fluctuation symmetry has again a general validity.Comment: 10 pages, 4 figures (v2: minor typographic corrections

    Vanna-Volga methods applied to FX derivatives : from theory to market practice

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    We study Vanna-Volga methods which are used to price first generation exotic options in the Foreign Exchange market. They are based on a rescaling of the correction to the Black-Scholes price through the so-called `probability of survival' and the `expected first exit time'. Since the methods rely heavily on the appropriate treatment of market data we also provide a summary of the relevant conventions. We offer a justification of the core technique for the case of vanilla options and show how to adapt it to the pricing of exotic options. Our results are compared to a large collection of indicative market prices and to more sophisticated models. Finally we propose a simple calibration method based on one-touch prices that allows the Vanna-Volga results to be in line with our pool of market data

    Traveling and pinned fronts in bistable reaction-diffusion systems on network

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    Traveling fronts and stationary localized patterns in bistable reaction-diffusion systems have been broadly studied for classical continuous media and regular lattices. Analogs of such non-equilibrium patterns are also possible in networks. Here, we consider traveling and stationary patterns in bistable one-component systems on random Erd\"os-R\'enyi, scale-free and hierarchical tree networks. As revealed through numerical simulations, traveling fronts exist in network-organized systems. They represent waves of transition from one stable state into another, spreading over the entire network. The fronts can furthermore be pinned, thus forming stationary structures. While pinning of fronts has previously been considered for chains of diffusively coupled bistable elements, the network architecture brings about significant differences. An important role is played by the degree (the number of connections) of a node. For regular trees with a fixed branching factor, the pinning conditions are analytically determined. For large Erd\"os-R\'enyi and scale-free networks, the mean-field theory for stationary patterns is constructed

    Dynamic Algorithms for the Massively Parallel Computation Model

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    The Massive Parallel Computing (MPC) model gained popularity during the last decade and it is now seen as the standard model for processing large scale data. One significant shortcoming of the model is that it assumes to work on static datasets while, in practice, real-world datasets evolve continuously. To overcome this issue, in this paper we initiate the study of dynamic algorithms in the MPC model. We first discuss the main requirements for a dynamic parallel model and we show how to adapt the classic MPC model to capture them. Then we analyze the connection between classic dynamic algorithms and dynamic algorithms in the MPC model. Finally, we provide new efficient dynamic MPC algorithms for a variety of fundamental graph problems, including connectivity, minimum spanning tree and matching.Comment: Accepted to the 31st ACM Symposium on Parallelism in Algorithms and Architectures (SPAA 2019
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