Two-Hop Walks Indicate PageRank Order

This paper shows that pairwise PageRank orders emerge from two-hop walks. The main tool used here refers to a specially designed sign-mirror function and a parameter curve, whose low-order derivative information implies pairwise PageRank orders with high probability. We study the pairwise correct rate by placing the Google matrix $\textbf{G}$ in a probabilistic framework, where $\textbf{G}$ may be equipped with different random ensembles for model-generated or real-world networks with sparse, small-world, scale-free features, the proof of which is mixed by mathematical and numerical evidence. We believe that the underlying spectral distribution of aforementioned networks is responsible for the high pairwise correct rate. Moreover, the perspective of this paper naturally leads to an $O(1)$ algorithm for any single pairwise PageRank comparison if assuming both $\textbf{A}=\textbf{G}-\textbf{I}_n$, where $\textbf{I}_n$ denotes the identity matrix of order $n$, and $\textbf{A}^2$ are ready on hand (e.g., constructed offline in an incremental manner), based on which it is easy to extract the top $k$ list in $O(kn)$, thus making it possible for PageRank algorithm to deal with super large-scale datasets in real time.Comment: 29 pages, 2 figure

Multi-Dimensional Backward Stochastic Differential Equations of Diagonally Quadratic generators

The paper is concerned with adapted solution of a multi-dimensional BSDE with a "diagonally" quadratic generator, the quadratic part of whose $i$th component only depends on the $i$th row of the second unknown variable. Local and global solutions are given. In our proofs, it is natural and crucial to apply both John-Nirenberg and reverse H\"older inequalities for BMO martingales.Comment: 17 page

Multi-dimensional BSDE with Oblique Reflection and Optimal Switching

In this paper, we study a multi-dimensional backward stochastic differential equation (BSDE) with oblique reflection, which is a BSDE reflected on the boundary of a special unbounded convex domain along an oblique direction, and which arises naturally in the study of optimal switching problem. The existence of the adapted solution is obtained by the penalization method, the monotone convergence, and the a priori estimations. The uniqueness is obtained by a verification method (the first component of any adapted solution is shown to be the vector value of a switching problem for BSDEs). As applications, we apply the above results to solve the optimal switching problem for stochastic differential equations of functional type, and we give also a probabilistic interpretation of the viscosity solution to a system of variational inequalities

Stochastic LQ and Associated Riccati equation of PDEs Driven by State-and Control-Dependent White Noise

The optimal stochastic control problem with a quadratic cost functional for linear partial differential equations (PDEs) driven by a state-and control-dependent white noise is formulated and studied. Both finite-and infinite-time horizons are considered. The multi-plicative white noise dynamics of the system give rise to a new phenomenon of singularity to the associated Riccati equation and even to the Lyapunov equation. Well-posedness of both Riccati equation and Lyapunov equation are obtained for the first time. The linear feedback coefficient of the optimal control turns out to be singular and expressed in terms of the solution of the associated Riccati equation. The null controllability is shown to be equivalent to the existence of the solution to Riccati equation with the singular terminal value. Finally, the controlled Anderson model is addressed as an illustrating example

A thermodynamically consistent approach to describe the effect of thermal vacancy on abnormal thermodynamic behaviors of pure metals: application to body centered cubic W

In this paper, we developed a thermodynamically consistent approach to account for the Gibbs energy of pure metallic element with thermal vacancy over wide temperature range. Taking body centered cubic (bcc) W for a demonstration, the strong nonlinear increase for temperature dependence of heat capacities at high temperatures and a nonlinear Arrhenius plots of vacancy concentration in bcc W can be nicely reproduced by the obtained Gibbs energy. The successful description of thermal vacancy on abnormal thermodynamic behaviors in bcc W indicates that the presently proposed thermodynamically consistent approach is a universal one, and applicable to the other metals.Comment: 10 pages, 3 figures and 1 tabl

Mixed Deterministic and Random Optimal Control of Linear Stochastic Systems with Quadratic Costs

In this paper, we consider the mixed optimal control of a linear stochastic system with a quadratic cost functional, with two controllers-one can choose only deterministic time functions, called the deterministic controller, while the other can choose adapted random processes, called the random controller. The optimal control is shown to exist under suitable assumptions. The optimal control is characterized via a system of fully coupled forward-backward stochastic differential equations (FB-SDEs) of mean-field type. We solve the FBSDEs via solutions of two (but decoupled) Riccati equations, and give the respective optimal feedback law for both determinis-tic and random controllers, using solutions of both Riccati equations. The optimal state satisfies a linear stochastic differential equation (SDE) of mean-field type. Both the singular and infinite time-horizonal cases are also addressed

Quantum Monte Carlo studies of spinons in one-dimensional spin systems

Observing constituent particles with fractional quantum numbers in confined and deconfined states is an interesting and challenging problem in quantum many-body physics. Here we further explore a computational scheme [Y. Tang and A. W. Sandvik, Phys. Rev. Lett. {\bf 107}, 157201 (2011)] based on valence-bond quantum Monte Carlo simulations of quantum spin systems. Using several different one-dimensional models, we characterize $S=1/2$ spinon excitations using the spinon size and confinement length (the size of a bound state). The spinons have finite size in valence-bond-solid states, infinite size in the critical region, and become ill-defined in the N\'eel state. We also verify that pairs of spinons are deconfined in these uniform spin chains but become confined upon introducing a pattern of alternating coupling strengths (dimerization) or coupling two chains (forming a ladder). In the dimerized system an individual spinon can be small when the confinement length is large---this is the case when the imposed dimerization is weak but the ground state of the corresponding uniform chain is a spontaneously formed valence-bond-solid (where the spinons are deconfined). Based on our numerical results, we argue that the situation $\lambda \ll \Lambda$ is associated with weak repulsive short-range spinon-spinon interactions. In principle both the length-scales can be individually tuned from small to infinite (with $\lambda \le \Lambda$) by varying model parameters. In the ladder system the two lengths are always similar, and this is the case also in the dimerized systems when the corresponding uniform chain is in the critical phase. In these systems the effective spinon-spinon interactions are purely attractive and there is only a single large length scale close to criticality, which is reflected in the standard spin correlations as well as in the spinon characteristics.Comment: 15 pages, 15 figure

Confinement and Deconfinement of Spinons in Two Dimensions

We use Monte Carlo methods to study spinons in two-dimensional quantum spin systems, characterizing their intrinsic size $\lambda$ and confinement length $\Lambda$. We confirm that spinons are deconfined, $\Lambda \to \infty$ and $\lambda$ finite, in a resonating valence-bond spin-liquid state. In a valence-bond solid, we find finite $\lambda$ and $\Lambda$, with $\lambda$ of a single spinon significantly larger than the bound-state---the spinon is soft and shrinks as the bound state is formed. Both $\lambda$ and $\Lambda$ diverge upon approaching the critical point separating valence-bond solid and N\'eel ground states. We conclude that the spinon deconfinement is marginal in the lowest-energy state in the spin-1 sector, due to weak attractive spinon interactions. Deconfinement in the vicinity of the critical point should occur at higher energies.Comment: 5 pages, 5 figure

A Model Predictive Control Approach for Low-Complexity Electric Vehicle Charging Scheduling: Optimality and Scalability

With the increasing adoption of plug-in electric vehicles (PEVs), it is critical to develop efficient charging coordination mechanisms that minimize the cost and impact of PEV integration to the power grid. In this paper, we consider the optimal PEV charging scheduling, where the non-causal information about future PEV arrivals is not known in advance, but its statistical information can be estimated. This leads to an "online" charging scheduling problem that is naturally formulated as a finite-horizon dynamic programming with continuous state space and action space. To avoid the prohibitively high complexity of solving such a dynamic programming problem, we provide a Model Predictive Control (MPC) based algorithm with computational complexity $O(T^3)$, where $T$ is the total number of time stages. We rigorously analyze the performance gap between the near-optimal solution of the MPC-based approach and the optimal solution for any distributions of exogenous random variables. Furthermore, our rigorous analysis shows that when the random process describing the arrival of charging demands is first-order periodic, the complexity of proposed algorithm can be reduced to $O(1)$, which is independent of $T$. Extensive simulations show that the proposed online algorithm performs very closely to the optimal online algorithm. The performance gap is smaller than $0.4\%$ in most cases.Comment: 13 page

Summing over trajectories of stochastic dynamics with multiplicative noise

We demonstrate that the conventional path integral formulations generate inconsistent results exemplified by the geometric Brownian motion under the general stochastic interpretation. We thus develop a novel path integral formulation for the overdamped Langevin equation with the multiplicative noise. The present path integral leads to the corresponding Fokker-Planck equation, and naturally gives a normalized transition probability consistently in examples for general stochastic interpretations. Our result can be applied to study the fluctuation theorems and numerical calculations based on the path integral framework.Comment: 7 pages, 1 figur