Reducing convergence times of self-propelled swarms via modified nearest neighbor rules

Vicsek et al. proposed a biologically inspired model of self-propelled particles, which is now commonly referred to as the Vicsek model. Recently, attention has been directed at modifying the Vicsek model so as to improve convergence properties. In this paper, we propose two modification of the Vicsek model which leads to significant improvements in convergence times. The modifications involve an additional term in the heading update rule which depends only on the current or the past states of the particle's neighbors. The variation in convergence properties as the parameters of these modified versions are changed are closely investigated. It is found that in both cases, there exists an optimal value of the parameter which reduces convergence times significantly and the system undergoes a phase transition as the value of the parameter is increased beyond this optimal value. (C) 2012 Elsevier B.V. All rights reserved.

Sum rules and three point functions

Sum rules constraining the R-current spectral densities are derived holographically for the case of D3-branes, M2-branes and M5-branes all at finite chemical potentials. In each of the cases the sum rule relates a certain integral of the spectral density over the frequency to terms which depend both on long distance physics, hydrodynamics and short distance physics of the theory. The terms which which depend on the short distance physics result from the presence of certain chiral primaries in the OPE of two it-currents which are turned on at finite chemical potential. Since these sum rules contain information of the OPE they provide an alternate method to obtain the structure constants of the two R-currents and the chiral primary. As a consistency check we show that the 3 point function derived from the sum rule precisely matches with that obtained using Witten diagrams.

Spectral moment sum rules for the retarded Green's function and self-energy of the inhomogeneous Bose-Hubbard model in equilibrium and nonequilibrium

We derive exact expressions for the zeroth and the first three spectral moment sum rules for the retarded Green's function and for the zeroth and the first spectral moment sum rules for the retarded self-energy of the inhomogeneous Bose-Hubbard model in nonequilibrium, when the local on-site repulsion and the chemical potential are time-dependent, and in the presence of an external time-dependent electromagnetic field. We also evaluate these expressions for the homogeneous case in equilibrium, where all time dependence and external fields vanish. Unlike similar sum rules for the Fermi-Hubbard model, in the Bose-Hubbard model case, the sum rules often depend on expectation values that cannot be determined simply from parameters in the Hamiltonian like the interaction strength and chemical potential but require knowledge of equal-time many-body expectation values from some other source. We show how one can approximately evaluate these expectation values for the Mott-insulating phase in a systematic strong-coupling expansion in powers of the hopping divided by the interaction. We compare the exact moment relations to the calculated moments of spectral functions determined from a variety of different numerical approximations and use them to benchmark their accuracy. DOI: 10.1103/PhysRevA.87.013628

Novel Relay Selection Rules for Average Interference-Constrained Cognitive AF Relay Networks

Cooperative relaying combined with selection exploits spatial diversity to significantly improve the performance of interference-constrained secondary users in an underlay cognitive radio (CR) network. However, unlike conventional relaying, the state of the links between the relay and the primary receiver affects the choice of the relay. Further, while the optimal amplify-and-forward (AF) relay selection rule for underlay CR is well understood for the peak interference-constraint, this is not so for the less conservative average interference constraint. For the latter, we present three novel AF relay selection (RS) rules, namely, symbol error probability (SEP)-optimal, inverse-of-affine (IOA), and linear rules. We analyze the SEPs of the IOA and linear rules and also develop a novel, accurate approximation technique for analyzing the performance of AF relays. Extensive numerical results show that all the three rules outperform several RS rules proposed in the literature and generalize the conventional AF RS rule.

Renormalization group invariants and sum rules in the deflected mirage mediation supersymmetry breaking

We examine the deflected mirage mediation supersymmetry breaking (DMMSB) scenario, which combines three supersymmetry breaking scenarios, namely anomaly mediation, gravity mediation and gauge mediation using the one-loop renormalization group invariants (RGIs). We examine the effects on the RGIs at the threshold where the gauge messengers emerge, and derive the supersymmetry breaking parameters in terms of the RGIs. We further discuss whether the supersymmetry breaking mediation mechanism can be determined using a limited set of invariants, and derive sum rules valid for DMMSB below the gauge messenger scale. In addition we examine the implications of the measured Higgs mass for the DMMSB spectrum.

One Subject, Two Lands: My Journey in Condensed Matter Physics

This is an account of a professional life in the field that was generally known as solid-state physics when I started working in it; India and the United States of America are the countries in which this life was largely played out. My attempts to understand various things in condensed matter physics, and efforts to put together people and activities in India in this field, are mainly the story.

The Importance of Stock Market Returns in Estimated Monetary Policy Rules: a Structural Approach

This paper estimates a standard version of the New Keynesian Monetary (NKM) model augmented with financial variables in order to analyze the relative importance of stock market returns and term spread in the estimated U.S. monetary policy rule. The estimation procedure implemented is a classical structural method based on the indirect inference principle. The empirical results show that the Fed seems to respond to the macroeconomic outlook and to the stock market return but does not seem to respond to the term spread. Moreover, policy inertia and persistent policy shocks are also significant features of the estimated policy rule.

On the strategic equivalence of multiple-choice test scoring rules

A disadvantage of multiple-choice tests is that students have incentives to guess. To discourage guessing, it is common to use scoring rules that either penalize wrong answers or reward omissions. These scoring rules are considered equivalent in psychometrics, although experimental evidence has not always been consistent with this claim. We model students' decisions and show, first, that equivalence holds only under risk neutrality and, second, that the two rules can be modified so that they become equivalent even under risk aversion. This paper presents the results of a field experiment in which we analyze the decisions of subjects taking multiple-choice exams. The evidence suggests that differences between scoring rules are due to risk aversion as theory predicts. We also find that the number of omitted items depends on the scoring rule, knowledge, gender and other covariates.

Union Formation and Bargaining Rules in the Labor Market

This paper analyzes union formation in a model of bargaining between a firm and several unions. We address two questions: first, the optimal configuration of unions (their number and size) and, second, the impact of the bargaining pattern (simultaneous or sequential). For workers, grouping into several unions works as a price discrimination device which, at the same time, decreases their market power. The analysis shows that optimal union configuration depends on the rules that regulate the bargaining process (monopoly union, Nash bargaining or right to manage).

Nova floresta, ou, sylva de varios apophthegmas, e ditos sentenciosos espirituaes, e moraes : com reflexoens, em que o util da doutrina se acompanha com o vario da erudição, assim divina, como humana : offerecida, e dedicada a soberana mãy da divina graça Maria Santissima senhora nossa pelo Padre Manoel Bernardes da Congregação do Oratorio de Lisboa

Manoel Bernardes nasceu em 1644, em Lisboa, onde viveu e morreu em 1710 . Estudou Filosofia e Direito Canônico na Universidade de Coimbra e seguiu, posteriormente, o curso de Teologia ordenando-se sacerdote . No consenso unânime dos críticos e historiadores da literatura portuguesa “Nova floresta...” é a mais importante obra do Padre Manuel Bernardes. Ela contém, na ordem alfabética dos assuntos (Abstinência, Alegria, Alma, Amizade, etc.): histórias, narrativas morais e apólogos que são, segundo Fidelino de Figueiredo, "verdadeiros modelos da arte de contar com serenidade, equilíbrio, economia, boa ordem e incisão incisiva". António José Saraiva e Oscar Lopes veem a obra "como remate ou apuramento final de um gênero que vem da Idade Média: o exemplo ou conto exemplar, gênero em que a cultura do clero se vivifica ao contacto da tradição folclórica

Consumption and portfolio rules whit stochastic hyperbolic discounting

We extend the classic Merton (1969, 1971) problem that investigates the joint consumption-savings and portfolio-selection problem under capital risk by assuming sophisticated but time-inconsistent agents. We introduce stochastic hyperbolic preferences as in Harris and Laibson (2013) and find closed-form solutions for Merton's optimal consumption and portfolio selection problem in continuous time. We find that the portfolio rule remains identical to the time-consistent solution with power utility and no borrowing constraints. However,the marginal propensity to consume out of wealth is unambiguously greater than the time-consistent, exponential case and,importantly, it is also more responsive to changes in risk. These results suggest that hyperbolic discounting with sophisticated agents offers promise for contributing to explaining important aspects of asset market data.

Preferences, actions and voting rules

In this paper we address several issues related to collective dichotomous decision-making by means of quaternary voting rules, i.e., when voters may choose between four actions: voting yes, voting no, abstaining and not turning up-which are aggregated by a voting rule into a dichotomous decision: acceptance or rejection of a proposal. In particular we study the links between the actions and preferences of the actors. We show that quaternary rules (unlike binary rules, where only two actions -yes or no- are possible) leave room for "manipulability" (i.e., strategic behaviour). Thus a preference profile does not in general determine an action profile. We also deal with the notions of success and decisiveness and their ex ante assessment for quaternary voting rules, and discuss the role of information and coordination in this context.