Auxiliary master equation for nonequilibrium dual-fermion approach

We introduce auxiliary quantum master equation - dual fermion approach (QME-DF) and argue that it presents a convenient way to describe steady-states of correlated impurity systems. The combined scheme yields an expansion around a reference much closer to the true nonequilibrium state than in the original dual fermion formulation. In steady-state situations, the scheme is numerically cheaper and allows to avoid long time propagation of previous considerations. Anderson impurity is used as a test model. The QME-DF simulations are compared with numerically exact tdDMRG results.Comment: 8 pages, 4 figure

Stochastic Programming with Probability

In this work we study optimization problems subject to a failure constraint. This constraint is expressed in terms of a condition that causes failure, representing a physical or technical breakdown. We formulate the problem in terms of a probability constraint, where the level of "confidence" is a modelling parameter and has the interpretation that the probability of failure should not exceed that level. Application of the stochastic Arrow-Hurwicz algorithm poses two difficulties: one is structural and arises from the lack of convexity of the probability constraint, and the other is the estimation of the gradient of the probability constraint. We develop two gradient estimators with decreasing bias via a convolution method and a finite difference technique, respectively, and we provide a full analysis of convergence of the algorithms. Convergence results are used to tune the parameters of the numerical algorithms in order to achieve best convergence rates, and numerical results are included via an example of application in finance

Duality and separation theorems in idempotent semimodules

We consider subsemimodules and convex subsets of semimodules over semirings with an idempotent addition. We introduce a nonlinear projection on subsemimodules: the projection of a point is the maximal approximation from below of the point in the subsemimodule. We use this projection to separate a point from a convex set. We also show that the projection minimizes the analogue of Hilbert's projective metric. We develop more generally a theory of dual pairs for idempotent semimodules. We obtain as a corollary duality results between the row and column spaces of matrices with entries in idempotent semirings. We illustrate the results by showing polyhedra and half-spaces over the max-plus semiring.Comment: 24 pages, 5 Postscript figures, revised (v2

Negative Differential Spin Conductance by Population Switching

An examination of the properties of many-electron conduction through spin-degenerate systems can lead to situations where increasing the bias voltage applied to the system is predicted to decrease the current flowing through it, for the electrons of a particular spin. While this does not necessarily constitute negative differential conductance (NDC) per se, it is an example of negative differential conductance per spin (NDSC) which to our knowledge is discussed here for the first time. Within a many-body master equation approach which accounts for charging effects in the Coulomb Blockade regime, we show how this might occur.Comment: 6 page, 2 figure

Numerically exact full counting statistics of the energy current in the Kondo regime

We use the inchworm Quantum Monte Carlo method to investigate the full counting statistics of particle and energy currents in a strongly correlated quantum dot. Our method is used to extract the heat fluctuations and entropy production of a quantum thermoelectric device, as well as cumulants of the particle and energy currents. The energy--particle current cross correlations reveal information on the preparation of the system and the interplay of thermal and electric currents. We furthermore demonstrate the signature of a crossover from Coulomb blockade to Kondo physics in the energy current fluctuations, and show how the conventional master equation approach to full counting statistics systematically fails to capture this crossover