Path integrals and symmetry breaking for optimal control theory

This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a linear equation. The transformation is similar to the transformation used to relate the classical Hamilton-Jacobi equation to the Schr\"odinger equation. As a result of the linearity, the usual backward computation can be replaced by a forward diffusion process, that can be computed by stochastic integration or by the evaluation of a path integral. It is shown, how in the deterministic limit the PMP formalism is recovered. The significance of the path integral approach is that it forms the basis for a number of efficient computational methods, such as MC sampling, the Laplace approximation and the variational approximation. We show the effectiveness of the first two methods in number of examples. Examples are given that show the qualitative difference between stochastic and deterministic control and the occurrence of symmetry breaking as a function of the noise.Comment: 21 pages, 6 figures, submitted to JSTA

Scaling for Interfacial Tensions near Critical Endpoints

Parametric scaling representations are obtained and studied for the asymptotic behavior of interfacial tensions in the \textit{full} neighborhood of a fluid (or Ising-type) critical endpoint, i.e., as a function \textit{both} of temperature \textit{and} of density/order parameter \textit{or} chemical potential/ordering field. Accurate \textit{nonclassical critical exponents} and reliable estimates for the \textit{universal amplitude ratios} are included naturally on the basis of the ``extended de Gennes-Fisher'' local-functional theory. Serious defects in previous scaling treatments are rectified and complete wetting behavior is represented; however, quantitatively small, but unphysical residual nonanalyticities on the wetting side of the critical isotherm are smoothed out ``manually.'' Comparisons with the limited available observations are presented elsewhere but the theory invites new, searching experiments and simulations, e.g., for the vapor-liquid interfacial tension on the two sides of the critical endpoint isotherm for which an amplitude ratio $-3.25 \pm 0.05$ is predicted.Comment: 42 pages, 6 figures, to appear in Physical Review

The possible explanation of electric-field-doped C60 phenomenology in the framework of Eliashberg theory

In a recent paper (J.H. Schon, Ch. Kloc, R.C. Haddon and B. Batlogg, Nature 408 (2000) 549) a large increase in the superconducting critical temperature was observed in C60 doped with holes by application of a high electric field. We demonstrate that the measured Tc versus doping curves can be explained by solving the (four) s-wave Eliashberg equations in the case of a finite, non-half-filled energy band. In order to reproduce the experimental data, we assume a Coulomb pseudopotential depending on the filling in a very simple and plausible way. Reasonable values of the physical parameters involved are obtained. The application of the same approach to new experimental data (J.H. Schon, Ch. Kloc and B. Batlogg, Science 293 (2001) 2432) on electric field-doped, lattice-expanded C60 single crystals (Tc=117 K in the hole-doped case) gives equally good results and sets a theoretical limit to the linear increase of Tc at the increase of the lattice spacing.Comment: latex2e, 6 pages, 7 figures, 1 table, revised versio

Time-dependent perturbation theory for vibrational energy relaxation and dephasing in peptides and proteins

Without invoking the Markov approximation, we derive formulas for vibrational energy relaxation (VER) and dephasing for an anharmonic system oscillator using a time-dependent perturbation theory. The system-bath Hamiltonian contains more than the third order coupling terms since we take a normal mode picture as a zeroth order approximation. When we invoke the Markov approximation, our theory reduces to the Maradudin-Fein formula which is used to describe VER properties of glass and proteins. When the system anharmonicity and the renormalization effect due to the environment vanishes, our formulas reduce to those derived by Mikami and Okazaki invoking the path-integral influence functional method [J. Chem. Phys. 121 (2004) 10052]. We apply our formulas to VER of the amide I mode of a small amino-acide like molecule, N-methylacetamide, in heavy water.Comment: 16 pages, 5 figures, 5 tables, submitted to J. Chem. Phy

Competitive market for multiple firms and economic crisis

The origin of economic crises is a key problem for economics. We present a model of long-run competitive markets to show that the multiplicity of behaviors in an economic system, over a long time scale, emerge as statistical regularities (perfectly competitive markets obey Bose-Einstein statistics and purely monopolistic-competitive markets obey Boltzmann statistics) and that how interaction among firms influences the evolutionary of competitive markets. It has been widely accepted that perfect competition is most efficient. Our study shows that the perfectly competitive system, as an extreme case of competitive markets, is most efficient but not stable, and gives rise to economic crises as society reaches full employment. In the economic crisis revealed by our model, many firms condense (collapse) into the lowest supply level (zero supply, namely bankruptcy status), in analogy to Bose-Einstein condensation. This curious phenomenon arises because perfect competition (homogeneous competitions) equals symmetric (indistinguishable) investment direction, a fact abhorred by nature. Therefore, we urge the promotion of monopolistic competition (heterogeneous competitions) rather than perfect competition. To provide early warning of economic crises, we introduce a resolving index of investment, which approaches zero in the run-up to an economic crisis. On the other hand, our model discloses, as a profound conclusion, that the technological level for a long-run social or economic system is proportional to the freedom (disorder) of this system; in other words, technology equals the entropy of system. As an application of this new concept, we give a possible answer to the Needham question: "Why was it that despite the immense achievements of traditional China it had been in Europe and not in China that the scientific and industrial revolutions occurred?"Comment: 17 pages; 3 figure

Bayesian credible interval construction for Poisson statistics

The construction of the Bayesian credible (confidence) interval for a Poisson observable including both the signal and background with and without systematic uncertainties is presented. Introducing the conditional probability satisfying the requirement of the background not larger than the observed events to construct the Bayesian credible interval is also discussed. A Fortran routine, BPOCI, has been developed to implement the calculation.Comment: 7 pages, 1 figur

Coexistence of hexatic and isotropic phases in two-dimensional Yukawa systems

We have performed Brownian dynamics simulations on melting of two-dimensional colloidal crystal in which particles interact with Yukawa potential. The pair correlation function and bond-orientational correlation function was calculated in the Yukawa system. An algebraic decay of the bond orientational correlation function was observed. By ruling out the coexistence region, only a unstable hexatic phase was found in the Yukawa systems. But our work shows that the melting of the Yukawa systems is a two-stage melting not consist with the KTHNY theory and the isotropic liquid and the hexatic phase coexistence region was found. Also we have studied point defects in two-dimensional Yukawa systems.Comment: 9 pages, 8 figures. any comments are welcom

Theoretical evidence for the superluminality of evanescent modes

Though both theoretical and experimental investigations have revealed the superluminal behavior of evanescent electromagnetic waves, there are many disputes about the physical meaning and validity of such superluminal phenomenon, which is due to the fact that the traditional investigations are based on the theory of tunneling time, and concerned with the problem of what the group velocity of evanescent waves means. In this paper, by studying the quantum probability amplitude for photons to propagate over a spacelike interval along an undersized waveguide, we present theoretical evidence for such superluminality

A New Method of Probing the Phonon Mechanism in Superconductors including MgB2_{2}

Weak localization has a strong influence on both the normal and superconducting properties of metals. In particular, since weak localization leads to the decoupling of electrons and phonons, the temperature dependence of resistance (i.e., $\lambda_{tr}$) is decreasing with increasing disorder, as manifested by Mooij's empirical rule. In addition, Testardi's universal correlation of $T_{c}$ (i.e., $\lambda$) and the resistance ratio (i.e., $\lambda_{tr}$) follows. This understanding provides a new means to probe the phonon mechanism in superconductors including MgB$_{2}$. The merits of this method are its applicability to any superconductors and its reliability because the McMillan's electron-phonon coupling constant $\lambda$ and $\lambda_{tr}$ change in a broad range, from finite values to zero, due to weak localization. Karkin et al's preliminary data of irradiated MgB$_{2}$ show the Testardi correlation, indicating that the dominant pairing mechanism in MgB$_{2}$ is the phonon-mediated interaction.Comment: 9 pages, latex, 3 figure