Band to correlated crossover in alternating Hubbard and Pariser-Parr-Pople chains: Nature of the lowest singlet excitation of conjugated polymers

The evolution with increasing Coulomb correlations of a semiconductor to a magnetic insulator is related to an excited-state crossover in pi-electron models for conjugated polymers. We associate strong fluorescence with a lowest singlet excitation S1 that is dipole allowed, on the band side, while S1 becomes two-photon allowed on the correlated side. S1/S2 crossovers in Hubbard, Pariser-Parr-Pople, or other chains with electron-hole symmetry and alternating transfer integral t(1 +/- delta) are based on exact results at delta=0 and 1, on molecular exciton theory at large delta, and on oligomer calculations up to twelve sites.

Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey

This work is a survey of the average cost control problem for discrete-time Markov processes. The authors have attempted to put together a comprehensive account of the considerable research on this problem over the past three decades. The exposition ranges from finite to Borel state and action spaces and includes a variety of methodologies to find and characterize optimal policies. The authors have included a brief historical perspective of the research efforts in this area and have compiled a substantial yet not exhaustive bibliography. The authors have also identified several important questions that are still open to investigation.

Nonequilibrium stationary states of harmonic chains with bulk noises

We consider a chain composed of $N$ coupled harmonic oscillators in contact with heat baths at temperature $T_\ell$ and $T_r$ at sites 1 and $N$ respectively. The oscillators are also subjected to non-momentum conserving bulk stochastic noises. These make the heat conductivity satisfy Fourier's law. Here we describe some new results about the hydrodynamical equations for typical macroscopic energy and displacement profiles, as well as their fluctuations and large deviations, in two simple models of this type.

Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market

We address risk minimizing option pricing in a regime switching market where the floating interest rate depends on a finite state Markov process. The growth rate and the volatility of the stock also depend on the Markov process. Using the minimal martingale measure, we show that the locally risk minimizing prices for certain exotic options satisfy a system of Black-Scholes partial differential equations with appropriate boundary conditions. We find the corresponding hedging strategies and the residual risk. We develop suitable numerical methods to compute option prices.

Lattice embedding and equilibrium geometry of metal-halogen chains in the two-band extended Hubbard model

Two-band extended Hubbard model studies show that the shift in optical gap of the metal-halogen (MX) chain upon embedding in a crystalline environment depends upon alternation in the site-diagonal electron-lattice interaction parameter (epsilon(M)) and the strength of electron-electron interactions at the metal site (U(M)). The equilibrium geometry studies on isolated chains show that the MX chains tend to distort for alternating epsilon(M) and small U(M) values.

Supercritical age-dependent branching Markov processes and their scaling limits

This paper studies the long-time behavior of the empirical distribution of age and normalized position of an age-dependent supercritical branching Markov process. The motion of each individual during its life is a random function of its age. It is shown that the empirical distribution of the age and the normalized position of all individuals alive at time t converges as t -> infinity to a deterministic product measure.

An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes

We develop in this article the first actor-critic reinforcement learning algorithm with function approximation for a problem of control under multiple inequality constraints. We consider the infinite horizon discounted cost framework in which both the objective and the constraint functions are suitable expected policy-dependent discounted sums of certain sample path functions. We apply the Lagrange multiplier method to handle the inequality constraints. Our algorithm makes use of multi-timescale stochastic approximation and incorporates a temporal difference (TD) critic and an actor that makes a gradient search in the space of policy parameters using efficient simultaneous perturbation stochastic approximation (SPSA) gradient estimates. We prove the asymptotic almost sure convergence of our algorithm to a locally optimal policy. (C) 2010 Elsevier B.V. All rights reserved.

Multiscale stochastic approximation for parametric optimization of hidden Markov models

A two-time scale stochastic approximation algorithm is proposed for simulation-based parametric optimization of hidden Markov models, as an alternative to the traditional approaches to ''infinitesimal perturbation analysis.'' Its convergence is analyzed, and a queueing example is presented.

Quantum-confinement effects on the ordering of the lowest-lying excited states in conjugated chains

The symmetrized density-matrix renormalization-group approach is applied within the extended Hubbard-Peierls model (with parameters U/t, V/t, and bond alternation delta) to study the ordering of the lowest one-photon (1(1)B(u)(-)) and two-photon (2(1)A(g)(+)) states in one-dimensional conjugated systems with chain lengths N up to N = 80 sites. Three different types of crossovers are studied, as a function of U/t, delta, and N. The ''U crossover'' emphasizes the larger ionic character of the 2A(g) state compared to the lowest triplet excitation. The ''delta crossover'' shows strong dependence on both N and U/t. the ''N crossover'' illustrates the more localized nature of the 2A(g) excitation relative to the 1B(u) excitation at intermediate correlation strengths.

Regular versus alternating (FeS4)(n) chains: Magnetism in KFeS2 and CsFeS2

We report crystal magnetic susceptibility results of two S = 1/2 one-dimensional Heisenberg antiferromagnets, KFeS2 and CsFeS2. Both compounds consist of (FeS4)(n) chains with an average Fe-Fe distance of 2.7 Angstrom. In KFeS2, all intrachain Fe-Fe distances are identical. Its magnetic susceptibility is typical of a regular antiferromagnetic chain with spin-spin exchange parameter J = -440.7 K. In CsFeS2, however, the Fe-Fe distances alternate between 2.61 and 2.82 Angstrom. This is reflected in its magnetic susceptibility, which could be fitted with J = -640 K, and the degree of alternation, alpha = 0.3. These compounds form a unique pair, and allow for a convenient experimental comparison of the magnetic properties of regular versus alternating Heisenberg chains.

Anomalous Behavior of Linear Hydrocarbon Chains in Water-DMSO Binary Mixture at Low DMSO Concentration

We find that at a mole fraction 0.05 of DMSO (x(DMSO) = 0.05) in aqueous solution, a linear hydrocarbon chain of intermediate length (n = 30-40) adopts the most stable collapsed conformation. In pure water, the same chain exhibits an intermittent oscillation between the collapsed and the extended coiled conformations. Even when the mole fraction of DMSO in the bulk is 0.05, the concentration of the same in the first hydration layer around the hydrocarbon of chain length 30 (n = 30) is as large as 17%. Formation of such hydrophobic environment around the hydrocarbon chain may be viewed as the reason for the collapsed conformation gaining additional stability. We find a second anomalous behavior to emerge near x(DMSO) = 0.15, due to a chain-like aggregation of the methyl groups of DMSO in water that lowers the relative concentration of the DMSO molecules in the hydration layer. We further find that as the concentration of DMSO is gradually increased, it progressively attains the extended coiled structure as the stable conformation. Although Flory-Huggins theory (for binary mixture solvent) fails to predict the anomaly at x(DMSO) = 0.05, it seems to capture the essence of the anomaly at 0.15.

Polymorphism in Opto-Electronic Materials with a Benzothiazole-fluorene Core: A Consequence of High Conformational Flexibility of pi-Conjugated Backbone and Alkyl Side Chains

Fluorene and its derivatives are well-known organic semiconducting materials in the field of opto-electronic devices because of their charge transport properties. Three new organic semiconducting materials, namely, 2,2'-((9,9-butyl-9H-fluorene-2,7-diyl)bis(4,1 phenylene))bisbenzod]thiazole, C4; 2,2'-((octyl-9H-fluorene-2,7-diyl)bis(4,1 phenylene))bisbenzod]thiazole, C8; and 2,2'-((9,9-dodecayl-9H-fluorene-2,7-diyl)bis(4,1 phenylene))bisbenzod]thiazole, C12 with a benzothiazole-fluorene backbone, were synthesized and characterized for their photophysical properties. A phenomenon of concomitant polymorphism has been investigated in the first two derivatives (C4 and C8) and has been analyzed systematically in terms of the packing characteristics involving pi ... pi interactions. The conformational flexibility of the pi-conjugated 2,2'-(fluorene-2,7-diyl)bis(4,1 phenylene)bisbenzod]thiazole backbone coupled with orientational freedom of the terminal alkyl chains were found to be the key factors responsible for these polymorphic modifications. Attempts to grow suitable crystals for single crystal X-ray diffraction of compound C12 were unsuccessful.

Nematogens with more flexible chains than aromatic rings in the core

Mesogens containing four rings in the main core can accommodate one terminal and two nearby lateral chains on each outside aromatic ring. These compounds containing six chains present an enantiotropic nematic range which is influenced by the rigidity of the links. The conformational behaviour of the first methyleneoxy group within the chains was investigated by one and two dimensional C-13 NMR. The sign of the jump in chemical shifts when entering the nematic phase indicates the folding of each lateral branch. Dipolar oscillations during cross-polarization contact provide the values of the bond order parameter. The two First lateral fragments do not behave in the same way, demonstrating the influence of the fragment along which the chain is back: folded.

Residence time distribution for a class of Gaussian Markov processes

We study the distribution of residence time or equivalently that of "mean magnetization" for a family of Gaussian Markov processes indexed by a positive parameter alpha. The persistence exponent for these processes is simply given by theta=alpha but the residence time distribution is nontrivial. The shape of this distribution undergoes a qualitative change as theta increases, indicating a sharp change in the ergodic properties of the process. We develop two alternate methods to calculate exactly but recursively the moments of the distribution for arbitrary alpha. For some special values of alpha, we obtain closed form expressions of the distribution function. [S1063-651X(99)03306-1].