Investigation of evolution strategy and optimization of induction heating model

An optimal design method using the finite element method and the evolution strategy (ES) is investigated. The evolution strategy is applied to the optimization of induction heating model. The position of auxiliary coil, frequency and ampere-turns are optimized so that the distribution of eddy current density on the surface of steel becomes uniform. It is shown that the selection of the appropriate parameter is important in the practical application of ES</p

Bosons after Symmetry Breaking in Quantum Field Theory

We present a unified description of the spontaneous symmetry breaking and its associated bosons in fermion field theory. There is no Goldstone boson in the fermion field theory models of Nambu-Jona-Lasinio, Thirring and QCD$_2$ after the chiral symmetry is spontaneously broken in the new vacuum. The defect of the Goldstone theorem is clarified, and the "massless boson" predicted by the theorem is virtual and corresponds to just a $free$ massless fermion and antifermion pair. Further, we discuss the exact spectrum of the Thirring model by the Bethe ansatz solutions, and the analytical expressions of all the physical observables enable us to understand the essence of the spontaneous symmetry breaking in depth. Also, we examine the boson spectrum in QCD$_2$, and show that bosons always have a finite mass for $SU(N_c)$ colors. The problem of the light cone prescription in QCD$_2$ is discussed, and it is shown that the trivial light cone vacuum is responsible for the wrong prediction of the boson mass.Comment: 56 pages,8 figure

Estimating Stochastic Volatility Models Using Daily Returns and Realized Volatility Simultaneously ( Revised in March 2008; Published in "Computational Statistics and Data Analysis", 53-6, 2404-2426. April 2009. )

Realized volatility, which is the sum of squared intraday returns over a certain interval such as a day, has recently attracted the attention of financial economists and econometricians as an accurate measure of the true volatility. In the real market,however, the presence of non-trading hours and market microstructure noise in transaction prices may cause the bias in the realized volatility. On the other hand, daily returns are less subject to the noise and therefore may provide additional information on the true volatility. From this point of view, we propose modeling realized volatility and daily returns simultaneously based on well-known stochastic volatility model. Using intraday data of Tokyo stock price index, we show that this model can estimate realized volatility biases and parameters simultaneously.We take a Bayesian approach and propose an efficient sampling algorithm to implement the Markov chain Monte Carlo method for our simultaneous model. The result of the model comparison between the simultaneous models using both naive and scaled realized volatilities indicates that the effect of non-trading hours is more essential than that of microstructure noise but still the latter has to be considered for better fitting. Our Bayesian approach has an advantage over the conventional two-step correction procedure in that we are able to take the uncertainty in estimation of both biases and parameters into account for the prediction and the evaluation of Value-at-Risk.

Realization of the Lepton Flavor Structure from Point Interactions

We investigate a 5d gauge theory on $S^1$ with point interactions. The point interactions describe extra boundary conditions and provide three generations, the charged lepton mass hierarchy, the lepton flavor mixing and tiny degenerated neutrino masses after choosing suitable boundary conditions and parameters. The existence of the restriction in the flavor mixing, which appears from the configuration of the extra dimension, is one of the features of this model. Tiny Yukawa couplings for the neutrinos also appears without the see-saw mechanism nor symmetries in our model. The magnitude of CP violation in the leptons can be a prediction and is consistent with the current experimental data.Comment: 9 pages, 3 figures, 3rd International Conference on New Frontiers in Physic

Realization of lepton masses and mixing angles from point interactions in an extra dimension

We investigate a model on an extra dimension $S^1$ where plenty of effective boundary points described by point interactions (zero-thickness branes) are arranged. After suitably selecting the conditions on these points for each type of five-dimensional fields, we realize the tiny active neutrino masses, the charged lepton mass hierarchy, and lepton mixings with a CP-violating phase, simultaneously. Not only the quark's but also the lepton's configurations are generated in a unified way with acceptable accuracy, with neither the see-saw mechanism nor symmetries in Yukawa couplings, by suitably setting the model parameters, even though their flavor structures are dissimilar each other. One remarkable point is that a complex vacuum expectation value of the five-dimensional Higgs doublet in this model becomes the common origin of the CP violation in both quark and lepton sectors. The model can be consistent with the results of the precision electroweak measurements and Large Hadron Collider experiments.Comment: 29 pages, 7 figures (v1); 28 pages, 7 figures in JHEP style file, published version in JHEP, a subsection added, typo fixed (v2