Self-dynamic structure factor of dense liquids: Theory and simulation

The self-intermediate dynamic structure factor Fs(k,t) of liquid lithium near the melting temperature is calculated by molecular dynamics. The results are compared with the predictions of several theoretical approaches, paying special attention to the Lovesey model and the Wahnstrm and Sjgren mode-coupling theory. To this end the results for the Fs(k,t) second memory function predicted by both models are compared with the ones calculated from the simulations.

Statistical mechanical theory of an oscillating isolated system: The relaxation to equilibrium

In this Contribution we show that a suitably defined nonequilibrium entropy of an N-body isolated system is not a constant of the motion, in general, and its variation is bounded, the bounds determined by the thermodynamic entropy, i.e., the equilibrium entropy. We define the nonequilibrium entropy as a convex functional of the set of n-particle reduced distribution functions (n ? N) generalizing the Gibbs fine-grained entropy formula. Additionally, as a consequence of our microscopic analysis we find that this nonequilibrium entropy behaves as a free entropic oscillator. In the approach to the equilibrium regime, we find relaxation equations of the Fokker-Planck type, particularly for the one-particle distribution function.

Resonating-valence-bond theory for the square-planar lattice

The short-range resonating-valence-bond (RVB) wave function with nearest-neighbor (NN) spin pairings only is investigated as a possible description for the Heisenberg model on a square-planar lattice. A type of long-range order associated to this RVB Ansatz is identified along with some qualitative consequences involving lattice distortions, excitations, and their coupling.

Some spectral properties of the canonical solution operator to $\bar\partial$ on weighted Fock spaces

We characterize the Schatten class membership of the canonical solution operator to $\overline{\partial}$ acting on $L^2(e^{-2\phi})$, where $\phi$ is a subharmonic function with $\Delta\phi$ a doubling measure. The obtained characterization is in terms of $\Delta\phi$. As part of our approach, we study Hankel operators with anti-analytic symbols acting on the corresponding Fock space of entire functions in $L^2(e^{-2\phi})$

Option valuation as an expectation in the complex domain: The Black-Scholes case

It is very well known that the first succesful valuation of a stock option was done by solving a deterministic partial differential equation (PDE) of the parabolic type with some complementary conditions specific for the option. In this approach, the randomness in the option value process is eliminated through a no-arbitrage argument. An alternative approach is to construct a replicating portfolio for the option. From this viewpoint the payoff function for the option is a random process which, under a new probabilistic measure, turns out to be of a special type, a martingale. Accordingly, the value of the replicating portfolio (equivalently, of the option) is calculated as an expectation, with respect to this new measure, of the discounted value of the payoff function. Since the expectation is, by definition, an integral, its calculation can be made simpler by resorting to powerful methods already available in the theory of analytic functions. In this paper we use precisely two of those techniques to find the well-known value of a European call

Discrete analysis of dividend payments in a non-life insurance portfolio

The process of free reserves in a non-life insurance portfolio as defined in the classical model of risk theory is modified by the introduction of dividend policies that set maximum levels for the accumulation of reserves. The first part of the work formulates the quantification of the dividend payments via the expectation of their current value under diferent hypotheses. The second part presents a solution based on a system of linear equations for discrete dividend payments in the case of a constant dividend barrier, illustrated by solving a specific case.

Evidence for oxygen-island formation on Al(111): Cluster-model theory and x-ray photoelectron spectroscopy

The O 1s x-ray photoelectron spectroscopy spectrum for Al(111)/O at 300 K shows two components whose behavior as a function of time and variation of detection angle are consistent with either (a) a surface species represented by the higher binding-energy (BE) component and a subsurface species represented by the lower BE component, or (b) small close-packed oxygen islands with the interior atoms represented by the lower BE component and the perimeter atoms by the higher BE component. We have modeled both situations using ab initio Hartree-Fock wave functions for clusters of Al and O atoms. For an O atom in a threefold site, it was found that a below-surface position gave a higher O 1s BE than an above-surface position, incompatible with interpretation (a). This change in the O 1s BE could arise because the bond for O to Al may have a more covalent character when the O is below the surface than when it is above the surface. We present evidence consistent with this view. An O adatom island with all the O atoms in threefold sites gives calculated O 1s BE's which are significantly higher for the perimeter O atoms. Further, the results for an isolated O island without the Al substrate present also give higher BE¿s for the perimeter atoms. Both these results are consistent with interpretation (b). Published scanning-tunneling-microscopy data supports the suggestion that the chemisorbed state consists of small, close-packed islands, whereas the presence of two vibrational modes in high-resolution electron-energy-loss spectroscopy data has been interpreted as representing surface and subsurface oxygen atoms. In light of the present results, we suggest that a vibrational interpretation in terms of interior and perimeter adatoms should be considered.

Retaining principal components for discrete variables

The present study discusses retention criteria for principal components analysis (PCA) applied to Likert scale items typical in psychological questionnaires. The main aim is to recommend applied researchers to restrain from relying only on the eigenvalue-than-one criterion; alternative procedures are suggested for adjusting for sampling error. An additional objective is to add evidence on the consequences of applying this rule when PCA is used with discrete variables. The experimental conditions were studied by means of Monte Carlo sampling including several sample sizes, different number of variables and answer alternatives, and four non-normal distributions. The results suggest that even when all the items and thus the underlying dimensions are independent, eigenvalues greater than one are frequent and they can explain up to 80% of the variance in data, meeting the empirical criterion. The consequences of using Kaiser"s rule are illustrated with a clinical psychology example. The size of the eigenvalues resulted to be a function of the sample size and the number of variables, which is also the case for parallel analysis as previous research shows. To enhance the application of alternative criteria, an R package was developed for deciding the number of principal components to retain by means of confidence intervals constructed about the eigenvalues corresponding to lack of relationship between discrete variables.

On the tractability of the piecewise-linear approximation for general discrete-choice network revenue management

The choice network revenue management (RM) model incorporates customer purchase behavioras customers purchasing products with certain probabilities that are a function of the offeredassortment of products, and is the appropriate model for airline and hotel network revenuemanagement, dynamic sales of bundles, and dynamic assortment optimization. The underlyingstochastic dynamic program is intractable and even its certainty-equivalence approximation, inthe form of a linear program called Choice Deterministic Linear Program (CDLP) is difficultto solve in most cases. The separation problem for CDLP is NP-complete for MNL with justtwo segments when their consideration sets overlap; the affine approximation of the dynamicprogram is NP-complete for even a single-segment MNL. This is in contrast to the independentclass(perfect-segmentation) case where even the piecewise-linear approximation has been shownto be tractable. In this paper we investigate the piecewise-linear approximation for network RMunder a general discrete-choice model of demand. We show that the gap between the CDLP andthe piecewise-linear bounds is within a factor of at most 2. We then show that the piecewiselinearapproximation is polynomially-time solvable for a fixed consideration set size, bringing itinto the realm of tractability for small consideration sets; small consideration sets are a reasonablemodeling tradeoff in many practical applications. Our solution relies on showing that forany discrete-choice model the separation problem for the linear program of the piecewise-linearapproximation can be solved exactly by a Lagrangian relaxation. We give modeling extensionsand show by numerical experiments the improvements from using piecewise-linear approximationfunctions.

Gene Ontology Function prediction in Mollicutes using Protein-Protein Association Networks

Abstract Background: Many complex systems can be represented and analysed as networks. The recent availability of large-scale datasets, has made it possible to elucidate some of the organisational principles and rules that govern their function, robustness and evolution. However, one of the main limitations in using protein-protein interactions for function prediction is the availability of interaction data, especially for Mollicutes. If we could harness predicted interactions, such as those from a Protein-Protein Association Networks (PPAN), combining several protein-protein network function-inference methods with semantic similarity calculations, the use of protein-protein interactions for functional inference in this species would become more potentially useful. Results: In this work we show that using PPAN data combined with other approximations, such as functional module detection, orthology exploitation methods and Gene Ontology (GO)-based information measures helps to predict protein function in Mycoplasma genitalium. Conclusions: To our knowledge, the proposed method is the first that combines functional module detection among species, exploiting an orthology procedure and using information theory-based GO semantic similarity in PPAN of the Mycoplasma species. The results of an evaluation show a higher recall than previously reported methods that focused on only one organism network.

Prediction of Childhood Asthma Using Conditional Probability and Discrete Event Simulation

Abstract: Asthma prevalence in children and adolescents in Spain is 10-17%. It is the most common chronic illness during childhood. Prevalence has been increasing over the last 40 years and there is considerable evidence that, among other factors, continued exposure to cigarette smoke results in asthma in children. No statistical or simulation model exist to forecast the evolution of childhood asthma in Europe. Such a model needs to incorporate the main risk factors that can be managed by medical authorities, such as tobacco (OR = 1.44), to establish how they affect the present generation of children. A simulation model using conditional probability and discrete event simulation for childhood asthma was developed and validated by simulating realistic scenario. The parameters used for the model (input data) were those found in the bibliography, especially those related to the incidence of smoking in Spain. We also used data from a panel of experts from the Hospital del Mar (Barcelona) related to actual evolution and asthma phenotypes. The results obtained from the simulation established a threshold of a 15-20% smoking population for a reduction in the prevalence of asthma. This is still far from the current level in Spain, where 24% of people smoke. We conclude that more effort must be made to combat smoking and other childhood asthma risk factors, in order to significantly reduce the number of cases. Once completed, this simulation methodology can realistically be used to forecast the evolution of childhood asthma as a function of variation in different risk factors.

Multidelayed random walks: Theory and application to the neolithic transition in Europe

We present a model in which particles (or individuals of a biological population) disperse with a rest time between consecutive motions (or migrations) which may take several possible values from a discrete set. Particles (or individuals) may also react (or reproduce). We derive a new equation for the effective rest time T˜ of the random walk. Application to the neolithic transition in Europe makes it possible to derive more realistic theoretical values for its wavefront speed than those following from the single-delayed framework presented previously [J. Fort and V. Méndez, Phys. Rev. Lett. 82, 867 (1999)]. The new results are consistent with the archaeological observations of this important historical process

Black holes by analytic continuation

In the context of a two-dimensional exactly solvable model, the dynamics of quantum black holes is obtained by analytically continuing the description of the regime where no black hole is formed. The resulting spectrum of outgoing radiation departs from the one predicted by the Hawking model in the region where the outgoing modes arise from the horizon with Planck-order frequencies. This occurs early in the evaporation process, and the resulting physical picture is unconventional. The theory predicts that black holes will only radiate out an energy of Planck mass order, stabilizing after a transitory period. The continuation from a regime without black hole formationaccessible in the 1+1 gravity theory consideredis implicit in an S-matrix approach and suggests in this way a possible solution to the problem of information loss.

Application of Information Statistical Theory to the Description of the Effect of Heat Conduction on the Chemical Reaction Rate in Gases

The effect of the heat flux on the rate of chemical reaction in dilute gases is shown to be important for reactions characterized by high activation energies and in the presence of very large temperature gradients. This effect, obtained from the second-order terms in the distribution function (similar to those obtained in the Burnett approximation to the solution of the Boltzmann equation), is derived on the basis of information theory. It is shown that the analytical results describing the effect are simpler if the kinetic definition for the nonequilibrium temperature is introduced than if the thermodynamic definition is introduced. The numerical results are nearly the same for both definitions

Thomas-Fermi theory for atomic nuclei revisited

The recently developed semiclassical variational Wigner-Kirkwood (VWK) approach is applied to finite nuclei using external potentials and self-consistent mean fields derived from Skyrme inter-actions and from relativistic mean field theory. VWK consist s of the Thomas-Fermi part plus a pure, perturbative h 2 correction. In external potentials, VWK passes through the average of the quantal values of the accumulated level density and total en energy as a function of the Fermi energy. However, there is a problem of overbinding when the energy per particle is displayed as a function of the particle number. The situation is analyzed comparing spherical and deformed harmonic oscillator potentials. In the self-consistent case, we show for Skyrme forces that VWK binding energies are very close to those obtained from extended Thomas-Fermi functionals of h 4 order, pointing to the rapid convergence of the VWK theory. This satisfying result, however, does not cure the overbinding problem, i.e., the semiclassical energies show more binding than they should. This feature is more pronounced in the case of Skyrme forces than with the relativistic mean field approach. However, even in the latter case the shell correction energy for e.g.208 Pb turns out to be only ∼ −6 MeV what is about a factor two or three off the generally accepted value. As an adhoc remedy, increasing the kinetic energy by 2.5%, leads to shell correction energies well acceptable throughout the periodic table. The general importance of the present studies for other finite Fermi systems, self-bound or in external potentials, is pointed out.