Noise and ultraviolet divergences in the dynamics of the chiral condensate in QCD

The time evolution of the matter produced in high energy heavy-ion collisions seems to be well described by relativistic viscous hydrodynamics. In addition to the hydrodynamic degrees of freedom related to energy-momentum conservation, degrees of freedom associated with order parameters of broken continuous symmetries must be considered because they are all coupled to each other. of particular interest is the coupling of degrees of freedom associated with the chiral symmetry of QCD. Quantum and thermal fluctuations of the chiral fields act as noise sources in the classical equations of motion, turning them into stochastic differential equations in the form of Ginzburg-Landau-Langevin (GLL) equations. Analytic solutions of GLL equations are attainable only in very special circumstances and extensive numerical simulations are necessary, usually by discretizing the equations on a spatial lattice. However, a not much appreciated issue in the numerical simulations of GLL equations is that ultraviolet divergences in the form of lattice-spacing dependence plague the solutions. The divergences are related to the well-known Rayleigh-Jeans catastrophe in classical field theory. In the present communication we present a systematic lattice renormalization method to control the catastrophe. We discuss the implementation of the method for a GLL equation derived in the context of a model for the QCD chiral phase transition and consider the nonequilibrium evolution of the chiral condensate during the hydrodynamic flow of the quark-gluon plasma.

The energy landscape for solvent dynamics in electron transfer reactions: A minimalist model

Energy fluctuations of a solute molecule embedded in a polar solvent are investigated to depict the energy landscape for solvation dynamics. The system is modeled by a charged molecule surrounded by two layers of solvent dipolar molecules with simple rotational dynamics. Individual solvent molecules are treated as simple dipoles that can point toward or away from the central charge (Ising spins). Single-spin-flip Monte Carlo kinetics simulations are carried out in a two-dimensional lattice for different central charges, radii of outer shell, and temperatures. By analyzing the density of states as a function of energy and temperatures, we have determined the existence of multiple freezing transitions. Each of them can be associated with the freezing of a different layer of the solvent. (C) 2002 American Institute of Physics.

RECENT HEAVY-ION EXPERIMENTS AND STATISTICAL-MODEL OF HADRONS

The combined CERN and Brookhaven heavy ion (H.I.) data supports a scenario of hadron gas which is in chemical and thermal equilibrium at a temperature T of about 140 MeV. Using the Brown-Stachel-Welke model (which gives 150 MeV) we show that in this scenario, the hot nucleons have mass 3 pi T and the pi and rho mesons have masses close to pi T and 2 pi T, respectively. A simple model with pions and quarks supports the co-existence of two phases in these heavy ion experiments, suggesting a second order phase transition. The masses of the pion, rho and the nucleon are intriguingly close to the lattice screening masses.

Underlying dynamics of typical fluctuations of an emerging market price index: the Heston model from minutes to months

We investigate the Heston model with stochastic volatility and exponential tails as a model for the typical price fluctuations of the Brazilian São Paulo Stock Exchange Index (IBOVESPA). Raw prices are first corrected for inflation and a period spanning 15 years characterized by memoryless returns is chosen for the analysis. Model parameters are estimated by observing volatility scaling and correlation properties. We show that the Heston model with at least two time scales for the volatility mean reverting dynamics satisfactorily describes price fluctuations ranging from time scales larger than 20min to 160 days. At time scales shorter than 20 min we observe autocorrelated returns and power law tails incompatible with the Heston model. Despite major regulatory changes, hyperinflation and currency crises experienced by the Brazilian market in the period studied, the general success of the description provided may be regarded as an evidence for a general underlying dynamics of price fluctuations at intermediate mesoeconomic time scales well approximated by the Heston model. We also notice that the connection between the Heston model and Ehrenfest urn models could be exploited for bringing new insights into the microeconomic market mechanics. (c) 2005 Elsevier B.V. All rights reserved.

STOCHASTIC QUANTIZATION AND 1/N EXPANSION

We study the 1/N expansion of field theories in the stochastic quantization method of Parisi and Wu using the supersymmetric functional approach. This formulation provides a systematic procedure to implement the 1/N expansion which resembles the ones used in the equilibrium. The 1/N perturbation theory for the nonlinear sigma-model in two dimensions is worked out as an example.

LATTICE-DYNAMICS OF ALKALI-METALS IN A 3-BODY INTERACTION

The original model of Das et al. is modified in extending the electron-ion interaction on a three-body forces and including the crystal equilibrium condition to reduce one independent parameter. We studied the phonon dispersion relations along the three principal symmetry directions i.e. [xi, 0, 0], [xi, xi, 0] and [xi, xi, xi] and theta-T curves of alkali metals, Na, K, Rb, Cs and Li. There is close agreement between the computed results and the experimental observations.

The Yang-Lee zeros of the 1D Blume-Capel model on connected and non-connected rings

We carry out a numerical and analytic analysis of the Yang-Lee zeros of the ID Blume-Capel model with periodic boundary conditions and its generalization on Feynman diagrams for which we include sums over all connected and nonconnected rings for a given number of spins. In both cases, for a specific range of the parameters, the zeros originally on the unit circle are shown to depart from it as we increase the temperature beyond some limit. The curve of zeros can bifurcate- and become two disjoint arcs as in the 2D case. We also show that in the thermodynamic limit the zeros of both Blume-Capel models on the static (connected ring) and on the dynamical (Feynman diagrams) lattice tend to overlap. In the special case of the 1D Ising model on Feynman diagrams we can prove for arbitrary number of spins that the Yang-Lee zeros must be on the unit circle. The proof is based on a property of the zeros of Legendre polynomials.

Agent-based model to rural-urban migration analysis

In this paper, we analyze the rural-urban migration phenomenon as it is usually observed in economies which are in the early stages of industrialization. The analysis is conducted by means of a statistical mechanics approach which builds a computational agent-based model. Agents are placed on a lattice and the connections among them are described via an Ising-like model. Simulations on this computational model show some emergent properties that are common in developing economies, such as a transitional dynamics characterized by continuous growth of urban population, followed by the equalization of expected wages between rural and urban sectors (Harris-Todaro equilibrium condition), urban concentration and increasing of per capita income. (c) 2005 Elsevier B.V. All rights reserved.

Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Two-matrix string model as constrained (2+1)-dimensional integrable system

We show that the 2-matrix string model corresponds to a coupled system of 2 + 1-dimensional KP and modified KP ((m)KP2+1) integrable equations subject to a specific symmetry constraint. The latter together with the Miura-Konopelchenko map for (m)KP2+1 are the continuum incarnation of the matrix string equation. The (m)KP2+1 Miura and Backhand transformations are natural consequences of the underlying lattice structure. The constrained (m)KP2+1 system is equivalent to a 1 + 1-dimensional generalized KP-KdV hierarchy related to graded SL(3,1). We provide an explicit representation of this hierarchy, including the associated W(2,1)-algebra of the second Hamiltonian structure, in terms of free currents.

Lattice dynamics of noble metals on effective three-body interaction

Quite recently we modified the original model of Sarkar et al. for cubic metals in extending the ion-ion interaction, ion-electron interaction and the introduction of crystal equilibrium condition. We applied our scheme to alkali metals. We studied here the lattice dynamics of noble metals on our approach by calculating phonon dispersion relations along the three principal symmetry directions, [ξ00], [ξξ00] and [ξξξ] and the (θ-T) curves of three noble metals: copper, silver and gold. We obtained reasonable agreement with the experimental findings.

The gradually truncated Lévy flight: Stochastic process for complex systems

Power-law distributions, i.e. Levy flights have been observed in various economical, biological, and physical systems in high-frequency regime. These distributions can be successfully explained via gradually truncated Levy flight (GTLF). In general, these systems converge to a Gaussian distribution in the low-frequency regime. In the present work, we develop a model for the physical basis for the cut-off length in GTLF and its variation with respect to the time interval between successive observations. We observe that GTLF automatically approach a Gaussian distribution in the low-frequency regime. We applied the present method to analyze time series in some physical and financial systems. The agreement between the experimental results and theoretical curves is excellent. The present method can be applied to analyze time series in a variety of fields, which in turn provide a basis for the development of further microscopic models for the system. © 2000 Elsevier Science B.V. All rights reserved.

Gluon field strength correlation functions within a constrained instanton model

We suggest a constrained instanton (CI) solution in the physical QCD vacuum which is described by large-scale vacuum field fluctuations. This solution decays exponentially at large distances. It is stable only if the interaction of the instanton with the background vacuum field is small and additional constraints are introduced. The CI solution is explicitly constructed in the ansatz form, and the two-point vacuum correlator of the gluon field strengths is calculated in the framework of the effective instanton vacuum model. At small distances the results are qualitatively similar to the single instanton case; in particular, the D1 invariant structure is small, which is in agreement with the lattice calculations.

Stochastic Stability for Markovian Jump Linear Systems Subject to a Crucial Failure Event

This paper is concerned with the stability of discrete-time linear systems subject to random jumps in the parameters, described by an underlying finite-state Markov chain. In the model studied, a stopping time τ Δ is associated with the occurrence of a crucial failure after which the system is brought to a halt for maintenance. The usual stochastic stability concepts and associated results are not indicated, since they are tailored to pure infinite horizon problems. Using the concept named stochastic τ-stability, equivalent conditions to ensure the stochastic stability of the system until the occurrence of τ Δ is obtained. In addition, an intermediary and mixed case for which τ represents the minimum between the occurrence of a fix number N of failures and the occurrence of a crucial failure τ Δ is also considered. Necessary and sufficient conditions to ensure the stochastic τ-stability are provided in this setting that are auxiliary to the main result.

Charmed-meson scattering on nucleons in a QCD Coulomb gauge quark model

The scattering of charmed mesons on nucleons is investigated within a chiral quark model inspired on the QCD Hamiltonian in Coulomb gauge. The microscopic model incorporates a longitudinal Coulomb confining interaction derived from a self-consistent quasi-particle approximation to the QCD vacuum, and a traverse hyperfine interaction motivated from lattice simulations of QCD in Coulomb gauge. From the microscopic interactions at the quark level, effective meson-baryon interactions are derived using a mapping formalism that leads to quark-Born diagrams. As an application, the total cross-section of heavy-light D-mesons scattering on nucleons is estimated.