Path integrals for continuous-time Markov chains

This note presents a method of evaluating the distribution of a path integral for Markov chains on a countable state space.

Integrals for continuous-time Markov chains

This paper presents a method of evaluating the expected value of a path integral for a general Markov chain on a countable state space. We illustrate the method with reference to several models, including birth-death processes and the birth, death and catastrophe process. (C) 2002 Elsevier Science Inc. All rights reserved.

Calculation of line integrals in boundary integral methods

We propose quadrature rules for the approximation of line integrals possessing logarithmic singularities and show their convergence. In some instances a superconvergence rate is demonstrated.

Bounds on integrals of the Wigner function

The integral of the Wigner function over a subregion of the phase space of a quantum system may be less than zero or greater than one. It is shown that for systems with 1 degree of freedom, the problem of determining the best possible upper and lower bounds on such an integral, over an possible states, reduces to the problem of finding the greatest and least eigenvalues of a Hermitian operator corresponding to the subregion. The problem is solved exactly in the case of an arbitrary elliptical region. These bounds provide checks on experimentally measured quasiprobability distributions.

Group theory and quasiprobability integrals of Wigner functions

The integral of the Wigner function of a quantum-mechanical system over a region or its boundary in the classical phase plane, is called a quasiprobability integral. Unlike a true probability integral, its value may lie outside the interval [0, 1]. It is characterized by a corresponding selfadjoint operator, to be called a region or contour operator as appropriate, which is determined by the characteristic function of that region or contour. The spectral problem is studied for commuting families of region and contour operators associated with concentric discs and circles of given radius a. Their respective eigenvalues are determined as functions of a, in terms of the Gauss-Laguerre polynomials. These polynomials provide a basis of vectors in a Hilbert space carrying the positive discrete series representation of the algebra su(1, 1) approximate to so(2, 1). The explicit relation between the spectra of operators associated with discs and circles with proportional radii, is given in terms of the discrete variable Meixner polynomials.

The design of planar gradient coils. Part I: A winding path correction method

In this work a new approach for designing planar gradient coils is outlined for the use in an existing MRI apparatus. A technique that allows for gradient field corrections inside the diameter-sensitive volume is deliberated. These corrections are brought about by making changes to the wire paths that constitute the coil windings, and hence, is called the path correction method. The existing well-known target held method is used to gauge the performance of a typical gradient coil. The gradient coil design methodology is demonstrated for planar openable gradient coils that can be inserted into an existing MRI apparatus. The path corrected gradient coil is compared to the coil obtained using the target field method. It is shown that using a wire path correction with optimized variables, winding patterns that can deliver high magnetic gradient field strengths and large imaging regions can be obtained.

Derivation of the probability distribution function for the local density of states of a disordered quantum wire via the replica trick and supersymmetry

We consider the statistical properties of the local density of states of a one-dimensional Dirac equation in the presence of various types of disorder with Gaussian white-noise distribution. It is shown how either the replica trick or supersymmetry can be used to calculate exactly all the moments of the local density of states.' Careful attention is paid to how the results change if the local density of states is averaged over atomic length scales. For both the replica trick and supersymmetry the problem is reduced to finding the ground state of a zero-dimensional Hamiltonian which is written solely in terms of a pair of coupled spins which are elements of u(1, 1). This ground state is explicitly found for the particular case of the Dirac equation corresponding to an infinite metallic quantum wire with a single conduction channel. The calculated moments of the local density of states agree with those found previously by Al'tshuler and Prigodin [Sov. Phys. JETP 68 (1989) 198] using a technique based on recursion relations for Feynman diagrams. (C) 2001 Elsevier Science B.V. All rights reserved.

The impact of participation in activities while on vacation on senior's psychological well-being: A path model application

This article extends earlier research regarding the relationships between senior travelers’ participation in activities while on vacation, their overall satisfaction with their travel experiences, and their psychological well-being. A path model was developed to depict the direct and indirect relationships between these variables by using a sample of senior tourists traveling on North American escorted tour itineraries. Whereas the direct effect accounted for 98% of the relationships between the senior tourists’ levels of participation in activities and their psychological well-being, the indirect effect was negligible. The study concluded that senior tourists’activity levels were significantly related to their psychological well-being, but their satisfaction with the tours was not.

Choosing organics: A path analysis of factors underlying the selection of organic food among Australian consumers

Path analysis of attitudinal, motivational, demographic and behavioural factors influencing food choice among Australian consumers who had consumed at least some organic food in the preceding 12 months showed that concern with the naturalness of food and the sensory and emotional experience of eating were the major determinants of increasing levels of organic consumption. Increasing consumption was also related to other 'green consumption' behaviours such as recycling and to lower levels of concern with convenience in the purchase and preparation of food. Most of these factors were, in turn, strongly affected by gender and the level of responsibility taken by respondents for food provisioning within their households, a responsibility dominated by women. Education had a slightly negative effect on the levels of concern for sensory and emotional appeal due to lower levels of education among women. Income, age, political and ecological values and willingness to pay a premium for safe and environmentally friendly foods all had extremely minor effects. (C) 2004 Elsevier Ltd. All rights reserved.

Numerical methods for strong solutions of stochastic differential equations: an overview

This paper gives a review of recent progress in the design of numerical methods for computing the trajectories (sample paths) of solutions to stochastic differential equations. We give a brief survey of the area focusing on a number of application areas where approximations to strong solutions are important, with a particular focus on computational biology applications, and give the necessary analytical tools for understanding some of the important concepts associated with stochastic processes. We present the stochastic Taylor series expansion as the fundamental mechanism for constructing effective numerical methods, give general results that relate local and global order of convergence and mention the Magnus expansion as a mechanism for designing methods that preserve the underlying structure of the problem. We also present various classes of explicit and implicit methods for strong solutions, based on the underlying structure of the problem. Finally, we discuss implementation issues relating to maintaining the Brownian path, efficient simulation of stochastic integrals and variable-step-size implementations based on various types of control.

Bounds on integrals of the Wigner function: The hyperbolic case

Wigner functions play a central role in the phase space formulation of quantum mechanics. Although closely related to classical Liouville densities, Wigner functions are not positive definite and may take negative values on subregions of phase space. We investigate the accumulation of these negative values by studying bounds on the integral of an arbitrary Wigner function over noncompact subregions of the phase plane with hyperbolic boundaries. We show using symmetry techniques that this problem reduces to computing the bounds on the spectrum associated with an exactly solvable eigenvalue problem and that the bounds differ from those on classical Liouville distributions. In particular, we show that the total "quasiprobability" on such a region can be greater than 1 or less than zero. (C) 2005 American Institute of Physics.