Higher Order City Voronoi Diagrams

We investigate higher-order Voronoi diagrams in the city metric. This metric is induced by quickest paths in the L1 metric in the presence of an accelerating transportation network of axis-parallel line segments. For the structural complexity of kth-order city Voronoi diagrams of n point sites, we show an upper bound of O(k(n - k) + kc) and a lower bound of {\Omega}(n + kc), where c is the complexity of the transportation network. This is quite different from the bound O(k(n - k)) in the Euclidean metric. For the special case where k = n - 1 the complexity in the Euclidean metric is O(n), while that in the city metric is {\Theta}(nc). Furthermore, we develop an O(k^2(n + c) log n)-time iterative algorithm to compute the kth-order city Voronoi diagram and an O(nc log^2(n + c) log n)-time divide-and-conquer algorithm to compute the farthest-site city Voronoi diagram.Comment: 15 pages, extended version of paper to appear in Proc. 13th Scandinavian Symposium and Workshops on Algorithm Theory (SWAT'12), Helsinki, Finland, 201

Effect of Disorder in the Frustrated Ising FCC Antiferromagnet: Phase Diagram and Stretched Exponential Relaxation

We study the phase transition in a face-centered-cubic antiferromagnet with Ising spins as a function of the concentration $p$ of ferromagnetic bonds randomly introduced into the system. Such a model describes the spin-glass phase at strong bond disorder. Using the standard Monte Carlo simulation and the powerful Wang-Landau flat-histogram method, we carry out in this work intensive simulations over the whole range of $p$. We show that the first-order transition disappears with a tiny amount of ferromagnetic bonds, namely $p\sim 0.01$, in agreement with theories and simulations on other 3D models. The antiferromagnetic long-range order is also destroyed with a very small $p$ ($\simeq 5$). With increasing $p$, the system changes into a spin glass and then to a ferromagnetic phase when $p>0.65$. The phase diagram in the space ($T_c,p$) shows an asymmetry, unlike the case of the $\pm J$ Ising spin glass on the simple cubic lattice. We calculate the relaxation time around the spin-glass transition temperature and we show that the spin autocorrelation follows a stretched exponential relaxation law where the factor $b$ is equal to $\simeq 1/3$ at the transition as suggested by the percolation-based theory. This value is in agreement with experiments performed on various spin glasses and with Monte Carlo simulations on different SG models

The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach

ABSTRACT. This paper considers the dynamics for interest rate processes within a multi-factor Heath, Jarrow and Morton (1992) specification. Despite the flexibility of and the notable advances in theoretical research about the HJM models, the number of empirical studies is still inadequate. This paucity is principally because of the difficulties in estimating models in this class, which are not only high-dimensional, but also nonlinear and involve latent state variables. This paper treats the estimation of a fairly broad class of HJM models as a nonlinear filtering problem, and adopts the local linearization filter of Jimenez and Ozaki (2003), which is known to have some desirable statistical and numerical features, to estimate the model via the maximum likelihood method. The estimator is then applied to the interbank offered-rates of the U.S, U.K, Australian and Japanese markets. The two-factor model, with the factors being the level and the slope effect, is found to be a reasonable choice for all of the markets. However, the contribution of each factor towards overall variability of the interest rates and the financial reward each factor claims differ considerably from one market to another

Dynamical coupled-channel model of kaon-hyperon interactions

The pi N --> KY and KY --> KY reactions are studied using a dynamical coupled-channel model of meson-baryon interactions at energies where the baryon resonances are strongly excited. The channels included are: pi N, K \Lambda, and K\Sigma. The resonances considered are: N^* [S_{11}(1650), P_{11}(1710), P_{13}(1720),D_{13}(1700)]; \Delta^* [S_{31}(1900), P_{31}(1910), P_{33}(1920)]; \Lambda ^* [S_{01}(1670), P_{01}(1810)] \Sigma^* [P_{11}(1660), D_{13}(1670)]; and K^*(892). The basic non-resonant \pi N --> KY and KY --> KY transition potentials are derived from effective Lagrangians using a unitary transformation method. The dynamical coupled-channel equations are simplified by parametrizing the pi N -->pi N amplitudes in terms of empirical pi N partial-wave amplitudes and a phenomenological off-shell function. Two models have been constructed. Model A is built by fixing all coupling constants and resonance parameters using SU(3) symmetry, the Particle Data Group values, and results from a constituent quark model. Model B is obtained by allowing most of the parameters to vary around the values of model A in fitting the data. Good fits to the available data for pi^- p to K^0 \Lambda, K^0 \Sigma^0 have been achieved. The investigated kinematics region in the center-of-mass frame goes from threshold to 2.5 GeV. The constructed models can be imbedded into associated dynamical coupled-channel studies of kaon photo- and electro-production reactions.Comment: 35 pages, 11 Figure

Fragmented superfluid due to frustration of cold atoms in optical lattices

A one dimensional optical lattice is considered where a second dimension is encoded in the internal states of the atoms giving effective ladder systems. Frustration is introduced by an additional optical lattice that induces tunneling of superposed atomic states. The effects of frustration range from the stabilization of the Mott insulator phase with ferromagnetic order, to the breakdown of superfluidity and the formation of a macroscopically fragmented phase.Comment: New version, more results, about 20 page

Pion Propagation near the QCD Chiral Phase Transition

We point out that, in analogy with spin waves in antiferromagnets, all parameters describing the real-time propagation of soft pions at temperatures below the QCD chiral phase transition can be expressed in terms of static correlators. This allows, in principle, the determination of the soft pion dispersion relation on the lattice. Using scaling and universality arguments, we determine the critical behavior of the parameters of pion propagation. We predict that when the critical temperature is approached from below, the pole mass of the pion drops despite the growth of the pion screening mass. This fact is attributed to the decrease of the pion velocity near the phase transition.Comment: 8 pages (single column), RevTeX; added references, version to be published in PR