Topological spin waves in the atomic-scale magnetic skyrmion crystal

We study the spin waves of the triangular skyrmion crystal that emerges in a two-dimensional spin lattice model as a result of the competition between Heisenberg exchange, Dzyalonshinkii–Moriya interactions, Zeeman coupling and uniaxial anisotropy. The calculated spin wave bands have a finite Berry curvature that, in some cases, leads to non-zero Chern numbers, making this system topologically distinct from conventional magnonic systems. We compute the edge spin-waves, expected from the bulk-boundary correspondence principle, and show that they are chiral, which makes them immune to elastic backscattering. Our results illustrate how topological phases can occur in self-generated emergent superlattices at the mesoscale.

Dynamic, convex, and robust optimization with Bayesian learning for response-guided dosing

Thesis (Ph.D.)--University of Washington, 2016-08

A simulation analysis of the market effect of the Australian Broadcasting Corporation

In this paper we utilise a stochastic address model of broadcast oligopoly markets to analyse the Australian broadcast television market. In particular, we examine the effect of the presence of a single government market participant in this market. An examination of the dynamics of the simulations demonstrates that the presence of a government market participant can simultaneously generate positive outcomes for viewers as well as for other market suppliers. Further examination of simulation dynamics indicates that privatisation of the government market participant results in reduced viewer choice and diversity. We also demonstrate that additional private market participants would not result in significant benefits to viewers.

Identifying optimal lipid raft characteristics required to promote nanoscale protein-protein interactions on the plasma membrane

The dynamic lateral segregation of signaling proteins into microdomains is proposed to facilitate signal transduction, but the constraints on microdomain size, mobility, and diffusion that might realize this function are undefined. Here we interrogate a stochastic spatial model of the plasma membrane to determine how microdomains affect protein dynamics. Taking lipid rafts as representative microdomains, we show that reduced protein mobility in rafts segregates dynamically partitioning proteins, but the equilibrium concentration is largely independent of raft size and mobility. Rafts weakly impede small-scale protein diffusion but more strongly impede long-range protein mobility. The long-range mobility of raft-partitioning and raft-excluded proteins, however, is reduced to a similar extent. Dynamic partitioning into rafts increases specific interprotein collision rates, but to maximize this critical, biologically relevant function, rafts must be small (diameter, 6 to 14 nm) and mobile. Intermolecular collisions can also be favored by the selective capture and exclusion of proteins by rafts, although this mechanism is generally less efficient than simple dynamic partitioning. Generalizing these results, we conclude that microdomains can readily operate as protein concentrators or isolators but there appear to be significant constraints on size and mobility if microdomains are also required to function as reaction chambers that facilitate nanoscale protein-protein interactions. These results may have significant implications for the many signaling cascades that are scaffolded or assembled in plasma membrane microdomains.

A modelling approach to estimate the effect of exotic pollinators on exotic weed population dynamics: bumblebees and broom in Australia

The role of mutualisms in contributing to species invasions is rarely considered, inhibiting effective risk analysis and management options. Potential ecological consequences of invasion of non-native pollinators include increased pollination and seed set of invasive plants, with subsequent impacts on population growth rates and rates of spread. We outline a quantitative approach for evaluating the impact of a proposed introduction of an invasive pollinator on existing weed population dynamics and demonstrate the use of this approach on a relatively data-rich case study: the impacts on Cytisus scoparius (Scotch broom) from proposed introduction of Bombus terrestris. Three models have been used to assess population growth (matrix model), spread speed (integrodifference equation), and equilibrium occupancy (lattice model) for C. scoparius. We use available demographic data for an Australian population to parameterize two of these models. Increased seed set due to more efficient pollination resulted in a higher population growth rate in the density-independent matrix model, whereas simulations of enhanced pollination scenarios had a negligible effect on equilibrium weed occupancy in the lattice model. This is attributed to strong microsite limitation of recruitment in invasive C. scoparius populations observed in Australia and incorporated in the lattice model. A lack of information regarding secondary ant dispersal of C. scoparius prevents us from parameterizing the integrodifference equation model for Australia, but studies of invasive populations in California suggest that spread speed will also increase with higher seed set. For microsite-limited C. scoparius populations, increased seed set has minimal effects on equilibrium site occupancy. However, for density-independent rapidly invading populations, increased seed set is likely to lead to higher growth rates and spread speeds. The impacts of introduced pollinators on native flora and fauna and the potential for promoting range expansion in pollinator-limited 'sleeper weeds' also remain substantial risks.

Anomalous Excitation Spectra of Frustrated Quantum Antiferromagnets

We use series expansions to study the excitation spectra of spin-1/2 antiferromagnets on anisotropic triangular lattices. For the isotropic triangular lattice model (TLM), the high-energy spectra show several anomalous features that differ strongly from linear spin-wave theory (LSWT). Even in the Neel phase, the deviations from LSWT increase sharply with frustration, leading to rotonlike minima at special wave vectors. We argue that these results can be interpreted naturally in a spinon language and provide an explanation for the previously observed anomalous finite-temperature properties of the TLM. In the coupled-chains limit, quantum renormalizations strongly enhance the one-dimensionality of the spectra, in agreement with experiments on Cs2CuCl4.

The role of habitat disturbance and recovery in metapopulation persistence

Classical metapopulation theory assumes a static landscape. However, empirical evidence indicates many metapopulations are driven by habitat succession and disturbance. We develop a stochastic metapopulation model, incorporating habitat disturbance and recovery, coupled with patch colonization and extinction, to investigate the effect of habitat dynamics on persistence. We discover that habitat dynamics play a fundamental role in metapopulation dynamics. The mean number of suitable habitat patches is not adequate for characterizing the dynamics of the metapopulation. For a fixed mean number of suitable patches, we discover that the details of how disturbance affects patches and how patches recover influences metapopulation dynamics in a fundamental way. Moreover, metapopulation persistence is dependent not only oil the average lifetime of a patch, but also on the variance in patch lifetime and the synchrony in patch dynamics that results from disturbance. Finally, there is an interaction between the habitat and metapopulation dynamics, for instance declining metapopulations react differently to habitat dynamics than expanding metapopulations. We close, emphasizing the importance of using performance measures appropriate to stochastic systems when evaluating their behavior, such as the probability distribution of the state of the. metapopulation, conditional on it being extant (i.e., the quasistationary distribution).

CVaR minimization by the SRA algorithm

Using the risk measure CV aR in �nancial analysis has become more and more popular recently. In this paper we apply CV aR for portfolio optimization. The problem is formulated as a two-stage stochastic programming model, and the SRA algorithm, a recently developed heuristic algorithm, is applied for minimizing CV aR.

CVaR számítás SRA algoritmussal (CVaR minimization by the SRA algorithm)

A CV aR kockázati mérték egyre nagyobb jelentőségre tesz szert portfóliók kockázatának megítélésekor. A portfolió egészére a CVaR kockázati mérték minimalizálását meg lehet fogalmazni kétlépcsős sztochasztikus feladatként. Az SRA algoritmus egy mostanában kifejlesztett megoldó algoritmus sztochasztikus programozási feladatok optimalizálására. Ebben a cikkben az SRA algoritmussal oldottam meg CV aR kockázati mérték minimalizálást. ___________ The risk measure CVaR is becoming more and more popular in recent years. In this paper we use CVaR for portfolio optimization. We formulate the problem as a two-stage stochastic programming model. We apply the SRA algorithm, which is a recently developed heuristic algorithm, to minimizing CVaR.

Three essays on asset pricing

In this dissertation, I investigate three related topics on asset pricing: the consumption-based asset pricing under long-run risks and fat tails, the pricing of VIX (CBOE Volatility Index) options and the market price of risk embedded in stock returns and stock options. These three topics are fully explored in Chapter II through IV. Chapter V summarizes the main conclusions. In Chapter II, I explore the effects of fat tails on the equilibrium implications of the long run risks model of asset pricing by introducing innovations with dampened power law to consumption and dividends growth processes. I estimate the structural parameters of the proposed model by maximum likelihood. I find that the stochastic volatility model with fat tails can, without resorting to high risk aversion, generate implied risk premium, expected risk free rate and their volatilities comparable to the magnitudes observed in data. In Chapter III, I examine the pricing performance of VIX option models. The contention that simpler-is-better is supported by the empirical evidence using actual VIX option market data. I find that no model has small pricing errors over the entire range of strike prices and times to expiration. In general, Whaley’s Black-like option model produces the best overall results, supporting the simpler-is-better contention. However, the Whaley model does under/overprice out-of-the-money call/put VIX options, which is contrary to the behavior of stock index option pricing models. In Chapter IV, I explore risk pricing through a model of time-changed Lvy processes based on the joint evidence from individual stock options and underlying stocks. I specify a pricing kernel that prices idiosyncratic and systematic risks. This approach to examining risk premia on stocks deviates from existing studies. The empirical results show that the market pays positive premia for idiosyncratic and market jump-diffusion risk, and idiosyncratic volatility risk. However, there is no consensus on the premium for market volatility risk. It can be positive or negative. The positive premium on idiosyncratic risk runs contrary to the implications of traditional capital asset pricing theory.

Three Essays on Asset Pricing

In this dissertation, I investigate three related topics on asset pricing: the consumption-based asset pricing under long-run risks and fat tails, the pricing of VIX (CBOE Volatility Index) options and the market price of risk embedded in stock returns and stock options. These three topics are fully explored in Chapter II through IV. Chapter V summarizes the main conclusions. In Chapter II, I explore the effects of fat tails on the equilibrium implications of the long run risks model of asset pricing by introducing innovations with dampened power law to consumption and dividends growth processes. I estimate the structural parameters of the proposed model by maximum likelihood. I find that the stochastic volatility model with fat tails can, without resorting to high risk aversion, generate implied risk premium, expected risk free rate and their volatilities comparable to the magnitudes observed in data. In Chapter III, I examine the pricing performance of VIX option models. The contention that simpler-is-better is supported by the empirical evidence using actual VIX option market data. I find that no model has small pricing errors over the entire range of strike prices and times to expiration. In general, Whaley’s Black-like option model produces the best overall results, supporting the simpler-is-better contention. However, the Whaley model does under/overprice out-of-the-money call/put VIX options, which is contrary to the behavior of stock index option pricing models. In Chapter IV, I explore risk pricing through a model of time-changed Lévy processes based on the joint evidence from individual stock options and underlying stocks. I specify a pricing kernel that prices idiosyncratic and systematic risks. This approach to examining risk premia on stocks deviates from existing studies. The empirical results show that the market pays positive premia for idiosyncratic and market jump-diffusion risk, and idiosyncratic volatility risk. However, there is no consensus on the premium for market volatility risk. It can be positive or negative. The positive premium on idiosyncratic risk runs contrary to the implications of traditional capital asset pricing theory.

Physics of Hexagonal Limit-Periodic Phases: Thermodynamics, Formation and Vibrational Modes

Limit-periodic (LP) structures exhibit a type of nonperiodic order yet to be found in a natural material. A recent result in tiling theory, however, has shown that LP order can spontaneously emerge in a two-dimensional (2D) lattice model with nearest-and next-nearest-neighbor interactions. In this dissertation, we explore the question of what types of interactions can lead to a LP state and address the issue of whether the formation of a LP structure in experiments is possible. We study emergence of LP order in three-dimensional (3D) tiling models and bring the subject into the physical realm by investigating systems with realistic Hamiltonians and low energy LP states. Finally, we present studies of the vibrational modes of a simple LP ball and spring model whose results indicate that LP materials would exhibit novel physical properties.

A 2D lattice model defined on a triangular lattice with nearest- and next-nearest-neighbor interactions based on the Taylor-Socolar (TS) monotile is known to have a LP ground state. The system reaches that state during a slow quench through an infinite sequence of phase transitions. Surprisingly, even when the strength of the next-nearest-neighbor interactions is zero, in which case there is a large degenerate class of both crystalline and LP ground states, a slow quench yields the LP state. The first study in this dissertation introduces 3D models closely related to the 2D models that exhibit LP phases. The particular 3D models were designed such that next-nearest-neighbor interactions of the TS type are implemented using only nearest-neighbor interactions. For one of the 3D models, we show that the phase transitions are first order, with equilibrium structures that can be more complex than in the 2D case.

In the second study, we investigate systems with physical Hamiltonians based on one of the 2D tiling models with the goal of stimulating attempts to create a LP structure in experiments. We explore physically realizable particle designs while being mindful of particular features that may make the assembly of a LP structure in an experimental system difficult. Through Monte Carlo (MC) simulations, we have found that one particle design in particular is a promising template for a physical particle; a 2D system of identical disks with embedded dipoles is observed to undergo the series of phase transitions which leads to the LP state.

LP structures are well ordered but nonperiodic, and hence have nontrivial vibrational modes. In the third section of this dissertation, we study a ball and spring model with a LP pattern of spring stiffnesses and identify a set of extended modes with arbitrarily low participation ratios, a situation that appears to be unique to LP systems. The balls that oscillate with large amplitude in these modes live on periodic nets with arbitrarily large lattice constants. By studying periodic approximants to the LP structure, we present numerical evidence for the existence of such modes, and we give a heuristic explanation of their structure.

Fermion Mass Generation without Spontaneous Symmetry Breaking

The conventional mechanism of fermion mass generation in the Standard Model involves Spontaneous Symmetry Breaking (SSB). In this thesis, we study an alternate mechanism for the generation of fermion masses that does not require SSB, in the context of lattice field theories. Being inherently strongly coupled, this mechanism requires a non-perturbative approach like the lattice approach.

In order to explore this mechanism, we study a simple lattice model with a four-fermion interaction that has massless fermions at weak couplings and massive fermions at strong couplings, but without any spontaneous symmetry breaking. Prior work on this type of mass generation mechanism in 4D, was done long ago using either mean-field theory or Monte-Carlo calculations on small lattices. In this thesis, we have developed a new computational approach that enables us to perform large scale quantum Monte-Carlo calculations to study the phase structure of this theory. In 4D, our results confirm prior results, but differ in some quantitative details of the phase diagram. In contrast, in 3D, we discover a new second order critical point using calculations on lattices up to size $ 60^3$. Such large scale calculations are unprecedented. The presence of the critical point implies the existence of an alternate mechanism of fermion mass generation without any SSB, that could be of interest in continuum quantum field theory.

Parallel nonconvex generalized Benders decomposition for natural gas production network planning under uncertainty

A scenario-based two-stage stochastic programming model for gas production network planning under uncertainty is usually a large-scale nonconvex mixed-integer nonlinear programme (MINLP), which can be efficiently solved to global optimality with nonconvex generalized Benders decomposition (NGBD). This paper is concerned with the parallelization of NGBD to exploit multiple available computing resources. Three parallelization strategies are proposed, namely, naive scenario parallelization, adaptive scenario parallelization, and adaptive scenario and bounding parallelization. Case study of two industrial natural gas production network planning problems shows that, while the NGBD without parallelization is already faster than a state-of-the-art global optimization solver by an order of magnitude, the parallelization can improve the efficiency by several times on computers with multicore processors. The adaptive scenario and bounding parallelization achieves the best overall performance among the three proposed parallelization strategies.

On the statistics of transverse permeability of randomly distributed fibers

An RVE–based stochastic numerical model is used to calculate the permeability of randomly generated porous media at different values of the fiber volume fraction for the case of transverse flow in a unidirectional ply. Analysis of the numerical results shows that the permeability is not normally distributed. With the aim of proposing a new understanding on this particular topic, permeability data are fitted using both a mixture model and a unimodal distribution. Our findings suggest that permeability can be fitted well using a mixture model based on the lognormal and power law distributions. In case of a unimodal distribution, it is found, using the maximum-likelihood estimation method (MLE), that the generalized extreme value (GEV) distribution represents the best fit. Finally, an expression of the permeability as a function of the fiber volume fraction based on the GEV distribution is discussed in light of the previous results.