(Non)-Dissipative Hydrodynamics on Embedded Surfaces

We construct the theory of dissipative hydrodynamics of uncharged fluids living on embedded space-time surfaces to first order in a derivative expansion in the case of codimension-1 surfaces (including fluid membranes) and the theory of non-dissipative hydrodynamics to second order in a derivative expansion in the case of codimension higher than one under the assumption of no angular momenta in transverse directions to the surface. This construction includes the elastic degrees of freedom, and hence the corresponding transport coefficients, that take into account transverse fluctuations of the geometry where the fluid lives. Requiring the second law of thermodynamics to be satisfied leads us to conclude that in the case of codimension-1 surfaces the stress-energy tensor is characterized by 2 hydrodynamic and 1 elastic independent transport coefficient to first order in the expansion while for codimension higher than one, and for non-dissipative flows, the stress-energy tensor is characterized by 7 hydrodynamic and 3 elastic independent transport coefficients to second order in the expansion. Furthermore, the constraints imposed between the stress-energy tensor, the bending moment and the entropy current of the fluid by these extra non-dissipative contributions are fully captured by equilibrium partition functions. This analysis constrains the Young modulus which can be measured from gravity by elastically perturbing black branes.

Bargaining for power and information : an experimental and theoretical analysis of the interaction between institutions, externalities and adverse selection

Bargaining is the building block of many economic interactions, ranging from bilateral to multilateral encounters and from situations in which the actors are individuals to negotiations between firms or countries. In all these settings, economists have been intrigued for a long time by the fact that some projects, trades or agreements are not realized even though they are mutually beneficial. On the one hand, this has been explained by incomplete information. A firm may not be willing to offer a wage that is acceptable to a qualified worker, because it knows that there are also unqualified workers and cannot distinguish between the two types. This phenomenon is known as adverse selection. On the other hand, it has been argued that even with complete information, the presence of externalities may impede efficient outcomes. To see this, consider the example of climate change. If a subset of countries agrees to curb emissions, non-participant regions benefit from the signatories’ efforts without incurring costs. These free riding opportunities give rise to incentives to strategically improve ones bargaining power that work against the formation of a global agreement. This thesis is concerned with extending our understanding of both factors, adverse selection and externalities. The findings are based on empirical evidence from original laboratory experiments as well as game theoretic modeling. On a very general note, it is demonstrated that the institutions through which agents interact matter to a large extent. Insights are provided about which institutions we should expect to perform better than others, at least in terms of aggregate welfare. Chapters 1 and 2 focus on the problem of adverse selection. Effective operation of markets and other institutions often depends on good information transmission properties. In terms of the example introduced above, a firm is only willing to offer high wages if it receives enough positive signals about the worker’s quality during the application and wage bargaining process. In Chapter 1, it will be shown that repeated interaction coupled with time costs facilitates information transmission. By making the wage bargaining process costly for the worker, the firm is able to obtain more accurate information about the worker’s type. The cost could be pure time cost from delaying agreement or cost of effort arising from a multi-step interviewing process. In Chapter 2, I abstract from time cost and show that communication can play a similar role. The simple fact that a worker states to be of high quality may be informative. In Chapter 3, the focus is on a different source of inefficiency. Agents strive for bargaining power and thus may be motivated by incentives that are at odds with the socially efficient outcome. I have already mentioned the example of climate change. Other examples are coalitions within committees that are formed to secure voting power to block outcomes or groups that commit to different technological standards although a single standard would be optimal (e.g. the format war between HD and BlueRay). It will be shown that such inefficiencies are directly linked to the presence of externalities and a certain degree of irreversibility in actions. I now discuss the three articles in more detail. In Chapter 1, Olivier Bochet and I study a simple bilateral bargaining institution that eliminates trade failures arising from incomplete information. In this setting, a buyer makes offers to a seller in order to acquire a good. Whenever an offer is rejected by the seller, the buyer may submit a further offer. Bargaining is costly, because both parties suffer a (small) time cost after any rejection. The difficulties arise, because the good can be of low or high quality and the quality of the good is only known to the seller. Indeed, without the possibility to make repeated offers, it is too risky for the buyer to offer prices that allow for trade of high quality goods. When allowing for repeated offers, however, at equilibrium both types of goods trade with probability one. We provide an experimental test of these predictions. Buyers gather information about sellers using specific price offers and rates of trade are high, much as the model’s qualitative predictions. We also observe a persistent over-delay before trade occurs, and this mitigates efficiency substantially. Possible channels for over-delay are identified in the form of two behavioral assumptions missing from the standard model, loss aversion (buyers) and haggling (sellers), which reconcile the data with the theoretical predictions. Chapter 2 also studies adverse selection, but interaction between buyers and sellers now takes place within a market rather than isolated pairs. Remarkably, in a market it suffices to let agents communicate in a very simple manner to mitigate trade failures. The key insight is that better informed agents (sellers) are willing to truthfully reveal their private information, because by doing so they are able to reduce search frictions and attract more buyers. Behavior observed in the experimental sessions closely follows the theoretical predictions. As a consequence, costless and non-binding communication (cheap talk) significantly raises rates of trade and welfare. Previous experiments have documented that cheap talk alleviates inefficiencies due to asymmetric information. These findings are explained by pro-social preferences and lie aversion. I use appropriate control treatments to show that such consideration play only a minor role in our market. Instead, the experiment highlights the ability to organize markets as a new channel through which communication can facilitate trade in the presence of private information. In Chapter 3, I theoretically explore coalition formation via multilateral bargaining under complete information. The environment studied is extremely rich in the sense that the model allows for all kinds of externalities. This is achieved by using so-called partition functions, which pin down a coalitional worth for each possible coalition in each possible coalition structure. It is found that although binding agreements can be written, efficiency is not guaranteed, because the negotiation process is inherently non-cooperative. The prospects of cooperation are shown to crucially depend on i) the degree to which players can renegotiate and gradually build up agreements and ii) the absence of a certain type of externalities that can loosely be described as incentives to free ride. Moreover, the willingness to concede bargaining power is identified as a novel reason for gradualism. Another key contribution of the study is that it identifies a strong connection between the Core, one of the most important concepts in cooperative game theory, and the set of environments for which efficiency is attained even without renegotiation.

Topics in equilibrium and nonequilibrium thermodynamics: computing crystalline free energies and engineering Maxwell’s demon.

This dissertation covers two separate topics in statistical physics. The first part of the dissertation focuses on computational methods of obtaining the free energies (or partition functions) of crystalline solids. We describe a method to compute the Helmholtz free energy of a crystalline solid by direct evaluation of the partition function. In the many-dimensional conformation space of all possible arrangements of N particles inside a periodic box, the energy landscape consists of localized islands corresponding to different solid phases. Calculating the partition function for a specific phase involves integrating over the corresponding island. Introducing a natural order parameter that quantifies the net displacement of particles from lattices sites, we write the partition function in terms of a one-dimensional integral along the order parameter, and evaluate this integral using umbrella sampling. We validate the method by computing free energies of both face-centered cubic (FCC) and hexagonal close-packed (HCP) hard sphere crystals with a precision of $10^{-5}k_BT$ per particle. In developing the numerical method, we find several scaling properties of crystalline solids in the thermodynamic limit. Using these scaling properties, we derive an explicit asymptotic formula for the free energy per particle in the thermodynamic limit. In addition, we describe several changes of coordinates that can be used to separate internal degrees of freedom from external, translational degrees of freedom. The second part of the dissertation focuses on engineering idealized physical devices that work as Maxwell's demon. We describe two autonomous mechanical devices that extract energy from a single heat bath and convert it into work, while writing information onto memory registers. Additionally, both devices can operate as Landauer's eraser, namely they can erase information from a memory register, while energy is dissipated into the heat bath. The phase diagrams and the efficiencies of the two models are solved and analyzed. These two models provide concrete physical illustrations of the thermodynamic consequences of information processing.

The D(D-3)-anyon chain: integrable boundary conditions and excitation spectra

Chains of interacting non-Abelian anyons with local interactions invariant under the action of the Drinfeld double of the dihedral group D-3 are constructed. Formulated as a spin chain the Hamiltonians are generated from commuting transfer matrices of an integrable vertex model for periodic and braided as well as open boundaries. A different anyonic model with the same local Hamiltonian is obtained within the fusion path formulation. This model is shown to be related to an integrable fusion interaction round the face model. Bulk and surface properties of the anyon chain are computed from the Bethe equations for the spin chain. The low-energy effective theories and operator content of the models (in both the spin chain and fusion path formulation) are identified from analytical and numerical studies of the finite-size spectra. For all boundary conditions considered the continuum theory is found to be a product of two conformal field theories. Depending on the coupling constants the factors can be a Z(4) parafermion or a M-(5,M-6) minimal model.

Equality of P-partition Generating Functions

To every partially ordered set (poset), one can associate a generating function, known as the P-partition generating function. We find necessary conditions and sufficient conditions for two posets to have the same P-partition generating function. We define the notion of a jump sequence for a labeled poset and show that having equal jumpsequences is a necessary condition for generating function equality. We also develop multiple ways of modifying posets that preserve generating function equality. Finally, we are able to give a complete classification of equalities among partially ordered setswith exactly two linear extensions.

Interrelationship between partition behavior of organic compounds and proteins in aqueous dextran-Polyethylene glycol and Polyethylene glycol-sodium sulfate two-phase systems

Partition behavior of adenosine and guanine mononucleotides was examined in aqueous dextran-polyethylene glycol (PEG) and PEG-sodium sulfate two-phase systems. The partition coefficients for each series of mononucleotides were analyzed as a functions of the number of phosphate groups and found to be dependent on the nature of nucleic base and on the type of \ATPS\ utilized. It was concluded that an average contribution of a phosphate group into logarithm of partition coefficient of a mononucleotide cannot be used to estimate the difference between the electrostatic properties of the coexisting phases of ATPS. The data obtained in this study were considered together with those for other organic compounds and proteins reported previously, and the linear interrelationship between logarithms of partition coefficients in dextran-PEG, PEG-Na2SO4 and PEG-Na2SO4-0.215 M NaCl (all in 0.01 M Na- or K/Na-phosphate buffer, pH 7.4 or 6.8) was established. Similar relationship was found for the previously reported data for proteins in Dex-PEG, PEG-600-Na2SO4, and PEG-8000-Na2SO4 ATPS. It is suggested that the linear relationships of the kind established in \ATPS\ may be observed for biological properties of compounds as well.

Hilbert space on probability density functions with Aitchison geometry

Compositional data analysis motivated the introduction of a complete Euclidean structure in the simplex of D parts. This was based on the early work of J. Aitchison (1986) and completed recently when Aitchinson distance in the simplex was associated with an inner product and orthonormal bases were identified (Aitchison and others, 2002; Egozcue and others, 2003). A partition of the support of a random variable generates a composition by assigning the probability of each interval to a part of the composition. One can imagine that the partition can be refined and the probability density would represent a kind of continuous composition of probabilities in a simplex of infinitely many parts. This intuitive idea would lead to a Hilbert-space of probability densitiesby generalizing the Aitchison geometry for compositions in the simplex into the set probability densities

Hilbert space on probability density functions with Aitchison geometry

Compositional data analysis motivated the introduction of a complete Euclidean structure in the simplex of D parts. This was based on the early work of J. Aitchison (1986) and completed recently when Aitchinson distance in the simplex was associated with an inner product and orthonormal bases were identified (Aitchison and others, 2002; Egozcue and others, 2003). A partition of the support of a random variable generates a composition by assigning the probability of each interval to a part of the composition. One can imagine that the partition can be refined and the probability density would represent a kind of continuous composition of probabilities in a simplex of infinitely many parts. This intuitive idea would lead to a Hilbert-space of probability densities by generalizing the Aitchison geometry for compositions in the simplex into the set probability densities

Calculation of converged rovibrational energies and partition function for methane using vibrational-rotational configuration interaction

The rovibration partition function of CH4 was calculated in the temperature range of 100-1000 K using well-converged energy levels that were calculated by vibrational-rotational configuration interaction using the Watson Hamiltonian for total angular momenta J=0-50 and the MULTIMODE computer program. The configuration state functions are products of ground-state occupied and virtual modals obtained using the vibrational self-consistent field method. The Gilbert and Jordan potential energy surface was used for the calculations. The resulting partition function was used to test the harmonic oscillator approximation and the separable-rotation approximation. The harmonic oscillator, rigid-rotator approximation is in error by a factor of 2.3 at 300 K, but we also propose a separable-rotation approximation that is accurate within 2% from 100 to 1000 K. (C) 2004 American Institute of Physics.

Generalized neurofuzzy network modeling algorithms using Bezier-Bernstein polynomial functions and additive decomposition

This paper introduces a new neurofuzzy model construction algorithm for nonlinear dynamic systems based upon basis functions that are Bezier-Bernstein polynomial functions. This paper is generalized in that it copes with n-dimensional inputs by utilising an additive decomposition construction to overcome the curse of dimensionality associated with high n. This new construction algorithm also introduces univariate Bezier-Bernstein polynomial functions for the completeness of the generalized procedure. Like the B-spline expansion based neurofuzzy systems, Bezier-Bernstein polynomial function based neurofuzzy networks hold desirable properties such as nonnegativity of the basis functions, unity of support, and interpretability of basis function as fuzzy membership functions, moreover with the additional advantages of structural parsimony and Delaunay input space partition, essentially overcoming the curse of dimensionality associated with conventional fuzzy and RBF networks. This new modeling network is based on additive decomposition approach together with two separate basis function formation approaches for both univariate and bivariate Bezier-Bernstein polynomial functions used in model construction. The overall network weights are then learnt using conventional least squares methods. Numerical examples are included to demonstrate the effectiveness of this new data based modeling approach.

Twofold adaptive partition of unity implicits

Partition of Unity Implicits (PUI) has been recently introduced for surface reconstruction from point clouds. In this work, we propose a PUI method that employs a set of well-observed solutions in order to produce geometrically pleasant results without requiring time consuming or mathematically overloaded computations. One feature of our technique is the use of multivariate orthogonal polynomials in the least-squares approximation, which allows the recursive refinement of the local fittings in terms of the degree of the polynomial. However, since the use of high-order approximations based only on the number of available points is not reliable, we introduce the concept of coverage domain. In addition, the method relies on the use of an algebraically defined triangulation to handle two important tasks in PUI: the spatial decomposition and an adaptive polygonization. As the spatial subdivision is based on tetrahedra, the generated mesh may present poorly-shaped triangles that are improved in this work by means a specific vertex displacement technique. Furthermore, we also address sharp features and raw data treatment. A further contribution is based on the PUI locality property that leads to an intuitive scheme for improving or repairing the surface by means of editing local functions.

Pure spinor partition function and the massive superstring spectrum

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Pure spinor superstring partition function

Pós-graduação em Física - IFT

A generalized finite element method with global-local enrichment functions for confined plasticity problems

The main feature of partition of unity methods such as the generalized or extended finite element method is their ability of utilizing a priori knowledge about the solution of a problem in the form of enrichment functions. However, analytical derivation of enrichment functions with good approximation properties is mostly limited to two-dimensional linear problems. This paper presents a procedure to numerically generate proper enrichment functions for three-dimensional problems with confined plasticity where plastic evolution is gradual. This procedure involves the solution of boundary value problems around local regions exhibiting nonlinear behavior and the enrichment of the global solution space with the local solutions through the partition of unity method framework. This approach can produce accurate nonlinear solutions with a reduced computational cost compared to standard finite element methods since computationally intensive nonlinear iterations can be performed on coarse global meshes after the creation of enrichment functions properly describing localized nonlinear behavior. Several three-dimensional nonlinear problems based on the rate-independent J (2) plasticity theory with isotropic hardening are solved using the proposed procedure to demonstrate its robustness, accuracy and computational efficiency.

A new modularity measure for Fuzzy Community detection problems based on overlap and grouping functions

One of the main challenges of fuzzy community detection problems is to be able to measure the quality of a fuzzy partition. In this paper, we present an alternative way of measuring the quality of a fuzzy community detection output based on n-dimensional grouping and overlap functions. Moreover, the proposed modularity measure generalizes the classical Girvan–Newman (GN) modularity for crisp community detection problems and also for crisp overlapping community detection problems. Therefore, it can be used to compare partitions of different nature (i.e. those composed of classical, overlapping and fuzzy communities). Particularly, as is usually done with the GN modularity, the proposed measure may be used to identify the optimal number of communities to be obtained by any network clustering algorithm in a given network. We illustrate this usage by adapting in this way a well-known algorithm for fuzzy community detection problems, extending it to also deal with overlapping community detection problems and produce a ranking of the overlapping nodes. Some computational experiments show the feasibility of the proposed approach to modularity measures through n-dimensional overlap and grouping functions.