The Continuum Directed Random Polymer

Motivated by discrete directed polymers in one space and one time dimension, we construct a continuum directed random polymer that is modeled by a continuous path interacting with a space-time white noise. The strength of the interaction is determined by an inverse temperature parameter beta, and for a given beta and realization of the noise the path evolves in a Markovian way. The transition probabilities are determined by solutions to the one-dimensional stochastic heat equation. We show that for all beta > 0 and for almost all realizations of the white noise the path measure has the same Holder continuity and quadratic variation properties as Brownian motion, but that it is actually singular with respect to the standard Wiener measure on C([0,1]).Comment: 21 page

Quantum spin systems at positive temperature

We develop a novel approach to phase transitions in quantum spin models based on a relation to their classical counterparts. Explicitly, we show that whenever chessboard estimates can be used to prove a phase transition in the classical model, the corresponding quantum model will have a similar phase transition, provided the inverse temperature $\beta$ and the magnitude of the quantum spins \CalS satisfy \beta\ll\sqrt\CalS. From the quantum system we require that it is reflection positive and that it has a meaningful classical limit; the core technical estimate may be described as an extension of the Berezin-Lieb inequalities down to the level of matrix elements. The general theory is applied to prove phase transitions in various quantum spin systems with \CalS\gg1. The most notable examples are the quantum orbital-compass model on $\Z^2$ and the quantum 120-degree model on $\Z^3$ which are shown to exhibit symmetry breaking at low-temperatures despite the infinite degeneracy of their (classical) ground state.Comment: 47 pages, version to appear in CMP (style files included

Mayer and virial series at low temperature

We analyze the Mayer pressure-activity and virial pressure-density series for a classical system of particles in continuous configuration space at low temperature. Particles interact via a finite range potential with an attractive tail. We propose physical interpretations of the Mayer and virial series' radius of convergence, valid independently of the question of phase transition: the Mayer radius corresponds to a fast increase from very small to finite density, and the virial radius corresponds to a cross-over from monatomic to polyatomic gas. Our results have consequences for the search of a low density, low temperature solid-gas phase transition, consistent with the Lee-Yang theorem for lattice gases and with the continuum Widom-Rowlinson model.Comment: 36 pages, 1 figur

Optimal designs for rational function regression

We consider optimal non-sequential designs for a large class of (linear and nonlinear) regression models involving polynomials and rational functions with heteroscedastic noise also given by a polynomial or rational weight function. The proposed method treats D-, E-, A-, and $\Phi_p$-optimal designs in a unified manner, and generates a polynomial whose zeros are the support points of the optimal approximate design, generalizing a number of previously known results of the same flavor. The method is based on a mathematical optimization model that can incorporate various criteria of optimality and can be solved efficiently by well established numerical optimization methods. In contrast to previous optimization-based methods proposed for similar design problems, it also has theoretical guarantee of its algorithmic efficiency; in fact, the running times of all numerical examples considered in the paper are negligible. The stability of the method is demonstrated in an example involving high degree polynomials. After discussing linear models, applications for finding locally optimal designs for nonlinear regression models involving rational functions are presented, then extensions to robust regression designs, and trigonometric regression are shown. As a corollary, an upper bound on the size of the support set of the minimally-supported optimal designs is also found. The method is of considerable practical importance, with the potential for instance to impact design software development. Further study of the optimality conditions of the main optimization model might also yield new theoretical insights.Comment: 25 pages. Previous version updated with more details in the theory and additional example

Fluctuation of solutions to linear elliptic equations with noisy diffusion coefficients

info:eu-repo/semantics/publishe