Von Neumann: non solo architetto

Opera biografica su John von Neumann che punta a considerare tutti i suoi contributi alla comunità scientifica (come logico, matematico, fisico, economista) oltre a quelli più noti come informatico.

Non-uniqueness through duality in the von Neumann growth models

Duality can be viewed as the soul of each von Neumann growth model. This is not at all surprising because von Neumann (1955), a mathematical genius, extensively studied quantum mechanics which involves a “dual nature” (electromagnetic waves and discrete corpuscules or light quanta). This may have had some influence on developing his own economic duality concept. The main object of this paper is to restore the spirit of economic duality in the investigations of the multiple von Neumann equilibria. By means of the (ir)reducibility taxonomy in Móczár (1995) the author transforms the primal canonical decomposition given by Bromek (1974) in the von Neumann growth model into the synergistic primal and dual canonical decomposition. This enables us to obtain all the information about the steadily maintainable states of growth sustained by the compatible price-constellations at each distinct expansion factor.

Reducible von Neumann models and uniqueness

This paper can be regarded as a result of basic research on the technological characteristics of the von Neumann models and their consequences. It introduces a new taxonomy of reducible technologies, explores their key distinguishing features, and specifies which ones ensure the uniqueness of von Neumann equilibrium. A comprehensive comparison is also given between the familiar (in)decomposability ideas and the reducibility concepts suggested here. All these are carried out with a modern approach. Simultaneously, the reader may also acquire a complete picture of and guidance on the fundamental von Neumann models here.

Álgebras de operadores, esperança condicional e a Entropia de Connes-Stormer

Neste trabalho fazemos um breve estudo de Álgebras de Operadores, mais especificamente Álgebras-C* e Álgebras de von Neumann. O objetivo é expor alguns resultados que seriam os análogos não-comutativos de teoremas em Teoria da Medida e Teoria Rrgódica. Inicialmente, enunciamos alguns resultados de Análise Funcional e Teoria Espectral, muitos destes sendo demonstrados, com ênfase especial aos que dizem respeito µas álgebras. Com isso, dispomos das ferramentas necessárias para falarmos de alguns tópicos da então chamada Teoria da Integração Não-Comutativa. Uma desigualdade tipo Jensen é provada e, com o teorema de Radon-Nikodym para funcionais normais positivos, construimos uma esperança condicional, provando que esta possui as mesmas propriedades da esperança condicional da Teoria das Probabilidades. Dada a Esperança Condicional, objeto este que faz parte do cenário atual de pesquisa na área de Álgebra de Operadores e que está relacionado com resultados fundamentais tal como o Índice de Jones, passamos à definição da Entropia de Connes-Stormer. Finalizamos o trabalho analisando esta entropia, que é a versão para as álgebras de von Neumann da entropia Kolmogorov-Sinai em Teoria Ergódica. Provamos algumas pro- priedades que são análogas às do conceito clássico de entropia e indicamos uma aplicação da mesma. O texto não possui resultados originais, trata-se apenas de uma releitura de artigos usando versões mais recentes de alguns teoremas.

Entanglement entropy in 1-d quantum spin chains

In questa tesi abbiamo studiato il comportamento delle entropie di Entanglement e dello spettro di Entanglement nel modello XYZ attraverso delle simulazioni numeriche. Le formule per le entropie di Von Neumann e di Renyi nel caso di una catena bipartita infinita esistevano già, ma mancavano ancora dei test numerici dettagliati. Inoltre, rispetto alla formula per l'Entropia di Entanglement di J. Cardy e P. Calabrese per sistemi non critici, tali relazioni presentano delle correzioni che non hanno ancora una spiegazione analitica: i risultati delle simulazioni numeriche ne hanno confermato la presenza. Abbiamo inoltre testato l'ipotesi che lo Schmidt Gap sia proporzionale a uno dei parametri d'ordine della teoria, e infine abbiamo simulato numericamente l'andamento delle Entropie e dello spettro di Entanglement in funzione della lunghezza della catena di spin. Ciò è stato possibile solo introducendo dei campi magnetici ''ad hoc'' nella catena, con la proprietà che l'andamento delle suddette quantità varia a seconda di come vengono disposti tali campi. Abbiamo quindi discusso i vari risultati ottenuti.

An efficient simulation algorithm for the generalized von Mises distribution of order two

In this article we propose an exact efficient simulation algorithm for the generalized von Mises circular distribution of order two. It is an acceptance-rejection algorithm with a piecewise linear envelope based on the local extrema and the inflexion points of the generalized von Mises density of order two. We show that these points can be obtained from the roots of polynomials and degrees four and eight, which can be easily obtained by the methods of Ferrari and Weierstrass. A comparative study with the von Neumann acceptance-rejection, with the ratio-of-uniforms and with a Markov chain Monte Carlo algorithms shows that this new method is generally the most efficient.

A közgazdaságtan metodológiájáról és a matematikai közgazdaságtanról a Neumann-modell ürügyén

A dolgozatban a Neumann-modell lehetséges elméleti és módszertani rokonságát elemezzük annak fényében, hogy mind a neoklasszikusok, mind a klasszikus hagyományokat felélesztő neoricardiánusok a magukénak vallják. Ennek során megvizsgáljuk a klasszikus és a neoklasszikus gazdaságfelfogás, az ex post és az ex ante szemléletű modellek közötti különbségeket, és azt a forradalmi jelentőségű módszertani változást, amely a sok szempontból joggal bírálható modern matematikai közgazdaságtan kialakulásához vezetett. Összevetjük Neumann modelljét az osztrák iskola árbeszámítási elméletével, a Walras­Cassel- és a Schlesinger­Wald-féle modellekkel, illetve a Ricardo, Marx, Dmitriev, Leontief nevekkel fémjelezhető klasszikus vonulat eredményeivel. Rámutatunk arra, hogy Neumann voltaképpen az "igazságos és értelmes gazdaság" ősi ideáját öntötte kora modern fizikájában honos matematikai modell formájába. /===/ The paper investigates the potential theoretical and methodological sources of inspiration of the von Neumann model, in view of the fact that both the neoclassical and the neo-Ricardian economists claim heritage to it. In the course of that the author assesses the main differences of the classical and neoclassical, the ex post and ex ante modeling approaches. He also confronts the von Neumann model with the Walras–Cassel and the Schlesinger–Wald models, and with models worked out in the classical tradition a’la Ricardo, Marx, Dmitriev and Leontief. He concludes that the Neumann-model is, in fact, nothing but a reformulation of a very old belief in a “just and reasonable economic system” based on the modern modeling approach of contemporary physics and mathematics.

Vállalatok egy Neumann-típusú gazdaságban (Firms in a Neumann’s model economy)

A dolgozat a klasszikusnak tekinthető Neumann-féle növekedési modell egy új alapra helyezését tartalmazza. Az eredeti Neumann-modellben expliciten vállalatok nem szerepelnek, csak technológiák vagy eljárások. A dolgozat egy olyan Neumann-típusú modellt vizsgál, amelyben az egyes technológiáknak vállalatokat feleltet meg, és azt vizsgálja, hogy ilyen feltételezés mellett egy ilyen gazdaságban léteznek-e olyan megoldások, amelyek mellett a vállalatok maximalizálják a nyereségüket. Ennek vizsgálata közben arra az eredményre juthatunk, hogy erre az esetre a klasszikus Neumann-modell által feltételezett nempozitív nyereséget felül kell vizsgálni, ami a klasszikus matematikai közgazdaságtan dualitáson alapuló alapfeltételezése. ______ The paper investigates a generalization of the classical growth model of John von Neumann. There are only technologies in model of von Neumann. The aim of the paper is to rename technologies as firms and it is analyzed whether there exist equilibrium prices and quantities for firms to maximize the total profit. The paper reexamines the classical assumption about the duality of prices, i.e. it is allowed a nonnegative profit of firms.

Neumann versus Leontief. Két modell – két gazdaságkép (Neumann vs Leontief. Two models, two approaches to the economy)

A szerző a tisztán elméleti célokra kifejlesztett Neumann-modellt és a gyakorlati alkalmazások céljára kifejlesztett Leontief-modellt veti össze. A Neumann-modell és a Leontief-modell éves termelési periódust feltételező, zárt, stacionárius változatának hasonló matematikai struktúrája azt a feltételezést sugallja, hogy az utóbbi a Neumann-modell sajátos eseteként értelmezhető. Az egyes modellek közgazdasági tartalmát és feltevéseit részletesen kibontva és egymással összevetve a szerző megmutatja, hogy a fenti következtetés félrevezető, két merőben különböző modellről van szó, nem lehet az egyikből a másikat levezetni. Az ikertermelés és technológiai választék lehetősége a Neumann-modell elengedhetetlen feltevése, az éves termelési periódus feltevése pedig kizárja folyam jellegű kibocsátások explicit figyelembevételét. Mindezek feltevések ugyanakkor idegenek a Leontief-modelltől. A két modell valójában egy általánosabb állomány–folyam jellegű zárt, stacionárius modell sajátos esete, méghozzá azok folyamváltozókra redukált alakja. _____ The paper compares the basic assumptions and methodology of the Von Neumann model, developed for purely abstract theoretical purposes, and those of the Leontief model, designed originally for practical applications. Study of the similar mathematical structures of the Von Neumann model and the closed, stationary Leontief model, with a unit length of production period, often leads to the false conclusion that the latter is just a simplified version of the former. It is argued that the economic assumptions of the two models are quite different, which makes such an assertion unfounded. Technical choice and joint production are indispensable features of the Von Neumann model, and the assumption of unitary length of production period excludes the possibility of taking service flows explicitly into account. All these features are completely alien to the Leontief model, however. It is shown that the two models are in fact special cases of a more general stock-flow stationary model, reduced to forms containing only flow variables.

A Stochastic View of Optimal Regret through Minimax Duality

We study the regret of optimal strategies for online convex optimization games. Using von Neumann's minimax theorem, we show that the optimal regret in this adversarial setting is closely related to the behavior of the empirical minimization algorithm in a stochastic process setting: it is equal to the maximum, over joint distributions of the adversary's action sequence, of the difference between a sum of minimal expected losses and the minimal empirical loss. We show that the optimal regret has a natural geometric interpretation, since it can be viewed as the gap in Jensen's inequality for a concave functional--the minimizer over the player's actions of expected loss--defined on a set of probability distributions. We use this expression to obtain upper and lower bounds on the regret of an optimal strategy for a variety of online learning problems. Our method provides upper bounds without the need to construct a learning algorithm; the lower bounds provide explicit optimal strategies for the adversary. Peter L. Bartlett, Alexander Rakhlin

DFL: A Data Flow Language

Many novel computer architectures like array and multiprocessors which achieve high performance through the use of concurrency exploit variations of the von Neumann model of computation. The effective utilization of the machines makes special demands on programmers and their programming languages, such as the structuring of data into vectors or the partitioning of programs into concurrent processes. In comparison, the data flow model of computation demands only that the principle of structured programming be followed. A data flow program, often represented as a data flow graph, is a program that expresses a computation by indicating the data dependencies among operators. A data flow computer is a machine designed to take advantage of concurrency in data flow graphs by executing data independent operations in parallel. In this paper, we discuss the design of a high level language (DFL: Data Flow Language) suitable for data flow computers. Some sample procedures in DFL are presented. The implementation aspects have not been discussed in detail since there are no new problems encountered. The language DFL embodies the concepts of functional programming, but in appearance closely resembles Pascal. The language is a better vehicle than the data flow graph for expressing a parallel algorithm. The compiler has been implemented on a DEC 1090 system in Pascal.

The origin of degeneracies and crossings in the 1d Hubbard model

The paper is devoted to the connection between integrability of a finite quantum system and degeneracies of its energy levels. In particular, we analyse in detail the energy spectra of finite Hubbard chains. Heilmann and Lieb demonstrated that in these systems there are crossings of levels of the same parameter-independent symmetry. We show that this apparent violation of the Wigner-von Neumann noncrossing rule follows directly from the existence of nontrivial conservation laws and is a characteristic signature of quantum integrability. The energy spectra of Hubbard chains display many instances of permanent (at all values of the coupling) twofold degeneracies that cannot be explained by parameter-independent symmetries. We relate these degeneracies to the different transformation properties of the conserved currents under spatial reflections and the particle-hole transformation and estimate the fraction of doubly degenerate states. We also discuss multiply degenerate eigenstates of the Hubbard Hamiltonian. The wavefunctions of many of these states do not depend on the coupling, which suggests the existence of an additional parameter-independent symmetry.

Spherical piston problem in water

In this paper, we study the propagation of a shock wave in water, produced by the expansion of a spherical piston with a finite initial radius. The piston path in the x, t plane is a hyperbola. We have considered the following two cases: (i) the piston accelerates from a zero initial velocity and attains a finite velocity asymptotically as t tends to infinity, and (ii) the piston decelerates, starting from a finite initial velocity. Since an analytic approach to this problem is extremely difficult, we have employed the artificial viscosity method of von Neumann & Richtmyer after examining its applicability in water. For the accelerating piston case, we have studied the effect of different initial radii of the piston, different initial curvatures of the piston path in the x, t plane and the different asymptotic speeds of the piston. The decelerating case exhibits the interesting phenomenon of the formation of a cavity in water when the deceleration of the piston is sufficiently high. We have also studied the motion of the cavity boundary up to 550 cycles.

Entropy of quantum states: Ambiguities

The von Neumann entropy of a generic quantum state is not unique unless the state can be uniquely decomposed as a sum of extremal or pure states. As pointed out to us by Sorkin, this happens if the GNS representation (of the algebra of observables in some quantum state) is reducible, and some representations in the decomposition occur with non-trivial degeneracy. This non-unique entropy can occur at zero temperature. We will argue elsewhere in detail that the degeneracies in the GNS representation can be interpreted as an emergent broken gauge symmetry, and play an important role in the analysis of emergent entropy due to non-Abelian anomalies. Finally, we establish the analogue of an H-theorem for this entropy by showing that its evolution is Markovian, determined by a stochastic matrix.