Onsager-Machlup action-based path sampling and its combination with replica exchange for diffusive and multiple pathways

For sampling multiple pathways in a rugged energy landscape, we propose a novel action-based path sampling method using the Onsager-Machlup action functional. Inspired by the Fourier-path integral simulation of a quantum mechanical system, a path in Cartesian space is transformed into that in Fourier space, and an overdamped Langevin equation is derived for the Fourier components to achieve a canonical ensemble of the path at a finite temperature. To avoid "path trapping" around an initially guessed path, the path sampling method is further combined with a powerful sampling technique, the replica exchange method. The principle and algorithm of our method is numerically demonstrated for a model two-dimensional system with a bifurcated potential landscape. The results are compared with those of conventional transition path sampling and the equilibrium theory, and the error due to path discretization is also discussed.Comment: 20 pages, 5 figures, submitted to J. Chem. Phy

Pyrochlore Antiferromagnet: A Three-Dimensional Quantum Spin Liquid

The quantum pyrochlore antiferromagnet is studied by perturbative expansions and exact diagonalization of small clusters. We find that the ground state is a spin-liquid state: The spin-spin correlation functions decay exponentially with distance and the correlation length never exceeds the interatomic distance. The calculated magnetic neutron diffraction cross section is in very good agreement with experiments performed on Y(Sc)Mn2. The low energy excitations are singlet-singlet ones, with a finite spin gap.Comment: 4 pages, 4 figure

Bessel bridges decomposition with varying dimension. Applications to finance

We consider a class of stochastic processes containing the classical and well-studied class of Squared Bessel processes. Our model, however, allows the dimension be a function of the time. We first give some classical results in a larger context where a time-varying drift term can be added. Then in the non-drifted case we extend many results already proven in the case of classical Bessel processes to our context. Our deepest result is a decomposition of the Bridge process associated to this generalized squared Bessel process, much similar to the much celebrated result of J. Pitman and M. Yor. On a more practical point of view, we give a methodology to compute the Laplace transform of additive functionals of our process and the associated bridge. This permits in particular to get directly access to the joint distribution of the value at t of the process and its integral. We finally give some financial applications to illustrate the panel of applications of our results