864 resultados para Variational Convergence
Resumo:
Brown's model for the relaxation of the magnetization of a single domain ferromagnetic particle is considered. This model results in the Fokker-Planck equation of the process. The solution of this equation in the cases of most interest is non- trivial. The probability density of orientations of the magnetization in the Fokker-Planck equation can be expanded in terms of an infinite set of eigenfunctions and their corresponding eigenvalues where these obey a Sturm-Liouville type equation. A variational principle is applied to the solution of this equation in the case of an axially symmetric potential. The first (non-zero) eigenvalue, corresponding to the largest time constant, is considered. From this we obtain two new results. Firstly, an approximate minimising trial function is obtained which allows calculation of a rigorous upper bound. Secondly, a new upper bound formula is derived based on the Euler-Lagrange condition. This leads to very accurate calculation of the eigenvalue but also, interestingly, from this, use of the simplest trial function yields an equivalent result to the correlation time of Coffey et at. and the integral relaxation time of Garanin. (C) 2004 Elsevier B.V. All rights reserved.
Resumo:
Near-threshold ionization of He has been studied by using a uniform semiclassical wavefunction for the two outgoing electrons in the final channel. The quantum mechanical transition amplitude for the direct and exchange scattering derived earlier by using the Kohn variational principle has been used to calculate the triple differential cross sections. Contributions from singlets and triplets are critically examined near the threshold for coplanar asymmetric geometry with equal energy sharing by the two outgoing electrons. It is found that in general the tripler contribution is much smaller compared to its singlet counterpart. However, at unequal scattering angles such as theta (1) = 60 degrees, theta (2) = 120 degrees the smaller peaks in the triplet contribution enhance both primary and secondary TDCS peaks. Significant improvements of the primary peak in the TDCS are obtained for the singlet results both in symmetric and asymmetric geometry indicating the need to treat the classical action variables without any approximation. Convergence of these cross sections are also achieved against the higher partial waves. Present results are compared with absolute and relative measurements of Rosel et al (1992 Phys. Rev. A 46 2539) and Selles et al (1987 J. Phys. B. At. Mel. Phys. 20 5195) respectively.
Resumo:
An efficient method for calculating the electronic structure of systems that need a very fine sampling of the Brillouin zone is presented. The method is based on the variational optimization of a single (i.e., common to all points in the Brillouin zone) basis set for the expansion of the electronic orbitals. Considerations from k.p-approximation theory help to understand the efficiency of the method. The accuracy and the convergence properties of the method as a function of the optimal basis set size are analyzed for a test calculation on a 16-atom Na supercell.
Resumo:
This paper is a contribution to the literature on the explanatory power and calibration of heterogeneous asset pricing models. We set out a new stochastic market-fraction asset pricing model of fundamentalists and trend followers under a market maker. Our model explains key features of financial market behaviour such as market dominance, convergence to the fundamental price and under- and over-reaction. We use the dynamics of the underlying deterministic system to characterize these features and statistical properties, including convergence of the limiting distribution and autocorrelation structure. We confirm these properties using Monte Carlo simulations.
Resumo:
A method is proposed to accelerate the evaluation of the Green's function of an infinite double periodic array of thin wire antennas. The method is based on the expansion of the Green's function into series corresponding to the propagating and evanescent waves and the use of Poisson and Kummer transformations enhanced with the analytic summation of the slowly convergent asymptotic terms. Unlike existing techniques the procedure reported here provides uniform convergence regardless of the geometrical parameters of the problem or plane wave excitation wavelength. In addition, it is numerically stable and does not require numerical integration or internal tuning parameters, since all necessary series are directly calculated in terms of analytical functions. This means that for nonlinear problem scenarios that the algorithm can be deployed without run time intervention or recursive adjustment within a harmonic balance engine. Numerical examples are provided to illustrate the efficiency and accuracy of the developed approach as compared with the Ewald method for which these classes of problems requires run time splitting parameter adaptation.
Resumo:
The least-mean-fourth (LMF) algorithm is known for its fast convergence and lower steady state error, especially in sub-Gaussian noise environments. Recent work on normalised versions of the LMF algorithm has further enhanced its stability and performance in both Gaussian and sub-Gaussian noise environments. For example, the recently developed normalised LMF (XE-NLMF) algorithm is normalised by the mixed signal and error powers, and weighted by a fixed mixed-power parameter. Unfortunately, this algorithm depends on the selection of this mixing parameter. In this work, a time-varying mixed-power parameter technique is introduced to overcome this dependency. A convergence analysis, transient analysis, and steady-state behaviour of the proposed algorithm are derived and verified through simulations. An enhancement in performance is obtained through the use of this technique in two different scenarios. Moreover, the tracking analysis of the proposed algorithm is carried out in the presence of two sources of nonstationarities: (1) carrier frequency offset between transmitter and receiver and (2) random variations in the environment. Close agreement between analysis and simulation results is obtained. The results show that, unlike in the stationary case, the steady-state excess mean-square error is not a monotonically increasing function of the step size. (c) 2007 Elsevier B.V. All rights reserved.