Maximum entropy and the problem of moments: A stable algorithm

We present a technique for entropy optimization to calculate a distribution from its moments. The technique is based upon maximizing a discretized form of the Shannon entropy functional by mapping the problem onto a dual space where an optimal solution can be constructed iteratively. We demonstrate the performance and stability of our algorithm with several tests on numerically difficult functions. We then consider an electronic structure application, the electronic density of states of amorphous silica and study the convergence of Fermi level with increasing number of moments.Comment: 4 pages including 3 figure

Lyapunov exponent and natural invariant density determination of chaotic maps: An iterative maximum entropy ansatz

We apply the maximum entropy principle to construct the natural invariant density and Lyapunov exponent of one-dimensional chaotic maps. Using a novel function reconstruction technique that is based on the solution of Hausdorff moment problem via maximizing Shannon entropy, we estimate the invariant density and the Lyapunov exponent of nonlinear maps in one-dimension from a knowledge of finite number of moments. The accuracy and the stability of the algorithm are illustrated by comparing our results to a number of nonlinear maps for which the exact analytical results are available. Furthermore, we also consider a very complex example for which no exact analytical result for invariant density is available. A comparison of our results to those available in the literature is also discussed.Comment: 16 pages including 6 figure

A Convergent Method for Calculating the Properties of Many Interacting Electrons

A method is presented for calculating binding energies and other properties of extended interacting systems using the projected density of transitions (PDoT) which is the probability distribution for transitions of different energies induced by a given localized operator, the operator on which the transitions are projected. It is shown that the transition contributing to the PDoT at each energy is the one which disturbs the system least, and so, by projecting on appropriate operators, the binding energies of equilibrium electronic states and the energies of their elementary excitations can be calculated. The PDoT may be expanded as a continued fraction by the recursion method, and as in other cases the continued fraction converges exponentially with the number of arithmetic operations, independent of the size of the system, in contrast to other numerical methods for which the number of operations increases with system size to maintain a given accuracy. These properties are illustrated with a calculation of the binding energies and zone-boundary spin- wave energies for an infinite spin-1/2 Heisenberg chain, which is compared with analytic results for this system and extrapolations from finite rings of spins.Comment: 30 pages, 4 figures, corrected pd

The smallest eigenvalue of Hankel matrices

Let H_N=(s_{n+m}),n,m\le N denote the Hankel matrix of moments of a positive measure with moments of any order. We study the large N behaviour of the smallest eigenvalue lambda_N of H_N. It is proved that lambda_N has exponential decay to zero for any measure with compact support. For general determinate moment problems the decay to 0 of lambda_N can be arbitrarily slow or arbitrarily fast. In the indeterminate case, where lambda_N is known to be bounded below by a positive constant, we prove that the limit of the n'th smallest eigenvalue of H_N for N tending to infinity tends rapidly to infinity with n. The special case of the Stieltjes-Wigert polynomials is discussed

Inverting the Sachs-Wolfe Formula: an Inverse Problem Arising in Early-Universe Cosmology

The (ordinary) Sachs-Wolfe effect relates primordial matter perturbations to the temperature variations $\delta T/T$ in the cosmic microwave background radiation; $\delta T/T$ can be observed in all directions around us. A standard but idealised model of this effect leads to an infinite set of moment-like equations: the integral of $P(k) j_\ell^2(ky)$ with respect to k ($0<k<\infty$) is equal to a given constant, $C_\ell$, for $\ell=0,1,2,...$. Here, P is the power spectrum of the primordial density variations, $j_\ell$ is a spherical Bessel function and y is a positive constant. It is shown how to solve these equations exactly for ~$P(k)$. The same solution can be recovered, in principle, if the first ~m equations are discarded. Comparisons with classical moment problems (where $j_\ell^2(ky)$ is replaced by $k^\ell$) are made.Comment: In Press Inverse Problems 1999, 15 pages, 0 figures, Late

Densities of States, Moments, and Maximally Broken Time-Reversal Symmetry

Power moments, modified moments, and optimized moments are powerful tools for solving microscopic models of macroscopic systems; however the expansion of the density of states as a continued fraction does not converge to the macroscopic limit point-wise in energy with increasing numbers of moments. In this work the moment problem is further constrained by minimal lifetimes or maximal breaking of time-reversal symmetry, to yield approximate densities of states with point-wise macroscopic limits. This is applied numerically to models with one and two finite bands with various singularities, as well as to a model with infinite band-width, and the results are compared with the maximum entropy approximation where possible.Comment: Accepted for publication in Physical Review

Hypercomplex polynomials, vietoris’ rational numbers and a related integer numbers sequence

This paper aims to give new insights into homogeneous hypercomplex Appell polynomials through the study of some interesting arithmetical properties of their coefficients. Here Appell polynomials are introduced as constituting a hypercomplex generalized geometric series whose fundamental role sometimes seems to have been neglected. Surprisingly, in the simplest non-commutative case their rational coefficient sequence reduces to a coefficient sequence S used in a celebrated theorem on positive trigonometric sums by Vietoris (Sitzungsber Österr Akad Wiss 167:125–135, 1958). For S a generating function is obtained which allows to derive an interesting relation to a result deduced by Askey and Steinig (Trans AMS 187(1):295–307, 1974) about some trigonometric series. The further study of S is concerned with a sequence of integers leading to its irreducible representation and its relation to central binomial coefficients.The work of the first and third authors was supported by Portuguese funds through the CIDMA - Center for Research and Development in Mathematics and Applications, and the Portuguese Foundation for Science and Technology (“FCT-Fundação para a Ciência e Tecnologia”), within project PEstOE/MAT/UI4106/2013. The work of the second author was supported by Portuguese funds through the CMAT - Centre of Mathematics and FCT within the Project UID/MAT/00013/2013.info:eu-repo/semantics/publishedVersio