980 resultados para Random matrix theory


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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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The present work describes an alternative methodology for identification of aeroelastic stability in a range of varying parameters. Analysis is performed in time domain based on Lyapunov stability and solved by convex optimization algorithms. The theory is outlined and simulations are carried out on a benchmark system to illustrate the method. The classical methodology with the analysis of the system's eigenvalues is presented for comparing the results and validating the approach. The aeroelastic model is represented in state space format and the unsteady aerodynamic forces are written in time domain using rational function approximation. The problem is formulated as a polytopic differential inclusion system and the conceptual idea can be used in two different applications. In the first application the method verifies the aeroelastic stability in a range of air density (or its equivalent altitude range). In the second one, the stability is verified for a rage of velocities. These analyses are in contrast to the classical discrete analysis performed at fixed air density/velocity values. It is shown that this method is efficient to identify stability regions in the flight envelope and it offers promise for robust flutter identification.

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We have used the periodic quantum-mechanical method with density functional theory at the B3LYP hybrid functional level in order to study the doping of SnO2 with pentavalent Sb5+. The 72-atom 2x3x2 supercell SnO2 (Sn24O48) was employed in the calculations. For the SnO2:4%Sb , one atom of Sn was replaced by one Sb atom. For the SnO2:8%Sb, two atoms of Sn were replaced by two Sb atoms. The Sb doping leads to an enhancement in the electrical conductivity of this material, because these ions substitute Sn4+ in the SnO2 matrix, leading to an electronic density rise in the conduction band, due to the donor-like behavior of the doping atom. This result shows that the bandgap magnitude depends on the doping concentration, because the energy value found for SnO2:4%Sb was 2.8eV whereas for SnO2:8%Sb it was 2.7eV. It was also verified that the difference between the Fermi level and the bottom of the conduction band is directly related to the doping concentration. - See more at: http://www.eurekaselect.com/117255/article#sthash.Z5ezhCQD.dpuf

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This work addresses the solution to the problem of robust model predictive control (MPC) of systems with model uncertainty. The case of zone control of multi-variable stable systems with multiple time delays is considered. The usual approach of dealing with this kind of problem is through the inclusion of non-linear cost constraint in the control problem. The control action is then obtained at each sampling time as the solution to a non-linear programming (NLP) problem that for high-order systems can be computationally expensive. Here, the robust MPC problem is formulated as a linear matrix inequality problem that can be solved in real time with a fraction of the computer effort. The proposed approach is compared with the conventional robust MPC and tested through the simulation of a reactor system of the process industry.

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We show that the Kronecker sum of d >= 2 copies of a random one-dimensional sparse model displays a spectral transition of the type predicted by Anderson, from absolutely continuous around the center of the band to pure point around the boundaries. Possible applications to physics and open problems are discussed briefly.

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We review the status of integrable models from the point of view of their dynamics and integrability conditions. A few integrable models are discussed in detail. We comment on the use it is made of them in string theory. We also discuss the SO(6) symmetric Hamiltonian with SO(6) boundary. This work is especially prepared for the 70th anniversaries of Andr, Swieca (in memoriam) and Roland Koberle.

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Starting from the Fisher matrix for counts in cells, we derive the full Fisher matrix for surveys of multiple tracers of large-scale structure. The key step is the classical approximation, which allows us to write the inverse of the covariance of the galaxy counts in terms of the naive matrix inverse of the covariance in a mixed position-space and Fourier-space basis. We then compute the Fisher matrix for the power spectrum in bins of the 3D wavenumber , the Fisher matrix for functions of position (or redshift z) such as the linear bias of the tracers and/or the growth function and the cross-terms of the Fisher matrix that expresses the correlations between estimations of the power spectrum and estimations of the bias. When the bias and growth function are fully specified, and the Fourier-space bins are large enough that the covariance between them can be neglected, the Fisher matrix for the power spectrum reduces to the widely used result that was first derived by Feldman, Kaiser & Peacock. Assuming isotropy, a fully analytical calculation of the Fisher matrix in the classical approximation can be performed in the case of a constant-density, volume-limited survey.

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The ground-state phase diagram of an Ising spin-glass model on a random graph with an arbitrary fraction w of ferromagnetic interactions is analysed in the presence of an external field. Using the replica method, and performing an analysis of stability of the replica-symmetric solution, it is shown that w = 1/2, corresponding to an unbiased spin glass, is a singular point in the phase diagram, separating a region with a spin-glass phase (w < 1/2) from a region with spin-glass, ferromagnetic, mixed and paramagnetic phases (w > 1/2).

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We investigate the classical integrability of the Alday-Arutyunov-Frolov model, and show that the Lax connection can be reduced to a simpler 2 x 2 representation. Based on this result, we calculate the algebra between the L-operators and find that it has a highly non-ultralocal form. We then employ and make a suitable generalization of the regularization technique proposed by Mail let for a simpler class of non-ultralocal models, and find the corresponding r- and s-matrices. We also make a connection between the operator-regularization method proposed earlier for the quantum case, and the Mail let's symmetric limit regularization prescription used for non-ultralocal algebras in the classical theory.

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[EN]Research and theory on second language reading has reached heightened dimensions in recent years. It is through reading that learners access much information concerning the target language and culture, and consequently reading is an important part of almost all language programs across stages of acquisition. The purpose of this article is to offer informed suggestions for the foreign language instructor of reading. The ideas given in this paper constitute a collaborative project that developed as part of a graduate seminar on L2 Reading and Writing taught at Washington University in St. Louis.

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This thesis is focused on the financial model for interest rates called the LIBOR Market Model. In the appendixes, we provide the necessary mathematical theory. In the inner chapters, firstly, we define the main interest rates and financial instruments concerning with the interest rate models, then, we set the LIBOR market model, demonstrate its existence, derive the dynamics of forward LIBOR rates and justify the pricing of caps according to the Black’s formula. Then, we also present the Swap Market Model, which models the forward swap rates instead of the LIBOR ones. Even this model is justified by a theoretical demonstration and the resulting formula to price the swaptions coincides with the Black’s one. However, the two models are not compatible from a theoretical point. Therefore, we derive various analytical approximating formulae to price the swaptions in the LIBOR market model and we explain how to perform a Monte Carlo simulation. Finally, we present the calibration of the LIBOR market model to the markets of both caps and swaptions, together with various examples of application to the historical correlation matrix and the cascade calibration of the forward volatilities to the matrix of implied swaption volatilities provided by the market.

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This thesis presents some different techniques designed to drive a swarm of robots in an a-priori unknown environment in order to move the group from a starting area to a final one avoiding obstacles. The presented techniques are based on two different theories used alone or in combination: Swarm Intelligence (SI) and Graph Theory. Both theories are based on the study of interactions between different entities (also called agents or units) in Multi- Agent Systems (MAS). The first one belongs to the Artificial Intelligence context and the second one to the Distributed Systems context. These theories, each one from its own point of view, exploit the emergent behaviour that comes from the interactive work of the entities, in order to achieve a common goal. The features of flexibility and adaptability of the swarm have been exploited with the aim to overcome and to minimize difficulties and problems that can affect one or more units of the group, having minimal impact to the whole group and to the common main target. Another aim of this work is to show the importance of the information shared between the units of the group, such as the communication topology, because it helps to maintain the environmental information, detected by each single agent, updated among the swarm. Swarm Intelligence has been applied to the presented technique, through the Particle Swarm Optimization algorithm (PSO), taking advantage of its features as a navigation system. The Graph Theory has been applied by exploiting Consensus and the application of the agreement protocol with the aim to maintain the units in a desired and controlled formation. This approach has been followed in order to conserve the power of PSO and to control part of its random behaviour with a distributed control algorithm like Consensus.

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In this thesis we provide a characterization of probabilistic computation in itself, from a recursion-theoretical perspective, without reducing it to deterministic computation. More specifically, we show that probabilistic computable functions, i.e., those functions which are computed by Probabilistic Turing Machines (PTM), can be characterized by a natural generalization of Kleene's partial recursive functions which includes, among initial functions, one that returns identity or successor with probability 1/2. We then prove the equi-expressivity of the obtained algebra and the class of functions computed by PTMs. In the the second part of the thesis we investigate the relations existing between our recursion-theoretical framework and sub-recursive classes, in the spirit of Implicit Computational Complexity. More precisely, endowing predicative recurrence with a random base function is proved to lead to a characterization of polynomial-time computable probabilistic functions.

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Coupled-cluster (CC) theory is one of the most successful approaches in high-accuracy quantum chemistry. The present thesis makes a number of contributions to the determination of molecular properties and excitation energies within the CC framework. The multireference CC (MRCC) method proposed by Mukherjee and coworkers (Mk-MRCC) has been benchmarked within the singles and doubles approximation (Mk-MRCCSD) for molecular equilibrium structures. It is demonstrated that Mk-MRCCSD yields reliable results for multireference cases where single-reference CC methods fail. At the same time, the present work also illustrates that Mk-MRCC still suffers from a number of theoretical problems and sometimes gives rise to results of unsatisfactory accuracy. To determine polarizability tensors and excitation spectra in the MRCC framework, the Mk-MRCC linear-response function has been derived together with the corresponding linear-response equations. Pilot applications show that Mk-MRCC linear-response theory suffers from a severe problem when applied to the calculation of dynamic properties and excitation energies: The Mk-MRCC sufficiency conditions give rise to a redundancy in the Mk-MRCC Jacobian matrix, which entails an artificial splitting of certain excited states. This finding has established a new paradigm in MRCC theory, namely that a convincing method should not only yield accurate energies, but ought to allow for the reliable calculation of dynamic properties as well. In the context of single-reference CC theory, an analytic expression for the dipole Hessian matrix, a third-order quantity relevant to infrared spectroscopy, has been derived and implemented within the CC singles and doubles approximation. The advantages of analytic derivatives over numerical differentiation schemes are demonstrated in some pilot applications.

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This thesis deals with three different physical models, where each model involves a random component which is linked to a cubic lattice. First, a model is studied, which is used in numerical calculations of Quantum Chromodynamics.In these calculations random gauge-fields are distributed on the bonds of the lattice. The formulation of the model is fitted into the mathematical framework of ergodic operator families. We prove, that for small coupling constants, the ergodicity of the underlying probability measure is indeed ensured and that the integrated density of states of the Wilson-Dirac operator exists. The physical situations treated in the next two chapters are more similar to one another. In both cases the principle idea is to study a fermion system in a cubic crystal with impurities, that are modeled by a random potential located at the lattice sites. In the second model we apply the Hartree-Fock approximation to such a system. For the case of reduced Hartree-Fock theory at positive temperatures and a fixed chemical potential we consider the limit of an infinite system. In that case we show the existence and uniqueness of minimizers of the Hartree-Fock functional. In the third model we formulate the fermion system algebraically via C*-algebras. The question imposed here is to calculate the heat production of the system under the influence of an outer electromagnetic field. We show that the heat production corresponds exactly to what is empirically predicted by Joule's law in the regime of linear response.