Theory of strongly correlated electron systems. I. Intersite coulomb interaction and the approximation of renormalized fermions in total energy calculations

The diagrammatic strong-coupling perturbation theory (SCPT) for correlated electron systems is developed for intersite Coulomb interaction and for a nonorthogonal basis set. The construction is based on iterations of exact closed equations for many - electron Green functions (GFs) for Hubbard operators in terms of functional derivatives with respect to external sources. The graphs, which do not contain the contributions from the fluctuations of the local population numbers of the ion states, play a special role: a one-to-one correspondence is found between the subset of such graphs for the many - electron GFs and the complete set of Feynman graphs of weak-coupling perturbation theory (WCPT) for single-electron GFs. This fact is used for formulation of the approximation of renormalized Fermions (ARF) in which the many-electron quasi-particles behave analogously to normal Fermions. Then, by analyzing: (a) Sham's equation, which connects the self-energy and the exchange- correlation potential in density functional theory (DFT); and (b) the Galitskii and Migdal expressions for the total energy, written within WCPT and within ARF SCPT, a way we suggest a method to improve the description of the systems with correlated electrons within the local density approximation (LDA) to DFT. The formulation, in terms of renormalized Fermions LIDA (RF LDA), is obtained by introducing the spectral weights of the many electron GFs into the definitions of the charge density, the overlap matrices, effective mixing and hopping matrix elements, into existing electronic structure codes, whereas the weights themselves have to be found from an additional set of equations. Compared with LDA+U and self-interaction correction (SIC) methods, RF LDA has the advantage of taking into account the transfer of spectral weights, and, when formulated in terms of GFs, also allows for consideration of excitations and nonzero temperature. Going beyond the ARF SCPT, as well as RF LIDA, and taking into account the fluctuations of ion population numbers would require writing completely new codes for ab initio calculations. The application of RF LDA for ab initio band structure calculations for rare earth metals is presented in part 11 of this study (this issue). (c) 2005 Wiley Periodicals, Inc.

On the estimation and comparison of short-rate models using the generalised method of moments

Subsequent to the influential paper of [Chan, K.C., Karolyi, G.A., Longstaff, F.A., Sanders, A.B., 1992. An empirical comparison of alternative models of the short-term interest rate. Journal of Finance 47, 1209-1227], the generalised method of moments (GMM) has been a popular technique for estimation and inference relating to continuous-time models of the short-term interest rate. GMM has been widely employed to estimate model parameters and to assess the goodness-of-fit of competing short-rate specifications. The current paper conducts a series of simulation experiments to document the bias and precision of GMM estimates of short-rate parameters, as well as the size and power of [Hansen, L.P., 1982. Large sample properties of generalised method of moments estimators. Econometrica 50, 1029-1054], J-test of over-identifying restrictions. While the J-test appears to have appropriate size and good power in sample sizes commonly encountered in the short-rate literature, GMM estimates of the speed of mean reversion are shown to be severely biased. Consequently, it is dangerous to draw strong conclusions about the strength of mean reversion using GMM. In contrast, the parameter capturing the levels effect, which is important in differentiating between competing short-rate specifications, is estimated with little bias. (c) 2006 Elsevier B.V. All rights reserved.

Theoretical and numerical analysis of large-scale heat transfer problems with temperature-dependent pore-fluid densities

Purpose - In many scientific and engineering fields, large-scale heat transfer problems with temperature-dependent pore-fluid densities are commonly encountered. For example, heat transfer from the mantle into the upper crust of the Earth is a typical problem of them. The main purpose of this paper is to develop and present a new combined methodology to solve large-scale heat transfer problems with temperature-dependent pore-fluid densities in the lithosphere and crust scales. Design/methodology/approach - The theoretical approach is used to determine the thickness and the related thermal boundary conditions of the continental crust on the lithospheric scale, so that some important information can be provided accurately for establishing a numerical model of the crustal scale. The numerical approach is then used to simulate the detailed structures and complicated geometries of the continental crust on the crustal scale. The main advantage in using the proposed combination method of the theoretical and numerical approaches is that if the thermal distribution in the crust is of the primary interest, the use of a reasonable numerical model on the crustal scale can result in a significant reduction in computer efforts. Findings - From the ore body formation and mineralization points of view, the present analytical and numerical solutions have demonstrated that the conductive-and-advective lithosphere with variable pore-fluid density is the most favorite lithosphere because it may result in the thinnest lithosphere so that the temperature at the near surface of the crust can be hot enough to generate the shallow ore deposits there. The upward throughflow (i.e. mantle mass flux) can have a significant effect on the thermal structure within the lithosphere. In addition, the emplacement of hot materials from the mantle may further reduce the thickness of the lithosphere. Originality/value - The present analytical solutions can be used to: validate numerical methods for solving large-scale heat transfer problems; provide correct thermal boundary conditions for numerically solving ore body formation and mineralization problems on the crustal scale; and investigate the fundamental issues related to thermal distributions within the lithosphere. The proposed finite element analysis can be effectively used to consider the geometrical and material complexities of large-scale heat transfer problems with temperature-dependent fluid densities.

Matrix effects: The Achilles heel of quantitative high-performance liquid chromatography-electrospray-tandem mass spectrometry

High-performance liquid chromatography coupled by an electrospray ion source to a tandem mass spectrometer (HPLC-EST-MS/ MS) is the current analytical method of choice for quantitation of analytes in biological matrices. With HPLC-ESI-MS/MS having the characteristics of high selectivity, sensitivity, and throughput, this technology is being increasingly used in the clinical laboratory. An important issue to be addressed in method development, validation, and routine use of HPLC-ESI-MS/MS is matrix effects. Matrix effects are the alteration of ionization efficiency by the presence of coeluting substances. These effects are unseen in the chromatograrn but have deleterious impact on methods accuracy and sensitivity. The two common ways to assess matrix effects are either by the postextraction addition method or the postcolumn infusion method. To remove or minimize matrix effects, modification to the sample extraction methodology and improved chromatographic separation must be performed. These two parameters are linked together and form the basis of developing a successful and robust quantitative HPLC-EST-MS/MS method. Due to the heterogenous nature of the population being studied, the variability of a method must be assessed in samples taken from a variety of subjects. In this paper, the major aspects of matrix effects are discussed with an approach to address matrix effects during method validation proposed. (c) 2004 The Canadian Society of Clinical Chemists. All rights reserved.

Development of a non-intrusive heat transfer coefficient gauge and its application to high pressure die casting Effect of the process parameters

A heat transfer coefficient gauge has been built, obeying particular rules in order to ensure the relevance and accuracy of the collected information. The gauge body is made out of the same materials as the die casting die (H13). It is equipped with six thermocouples located at different depths in the body and with a sapphire light pipe. The light pipe is linked to an optic fibre, which is connected to a monochromatic pyrometer. Thermocouples and pyrometer measurements are recorded with a data logger. A high pressure die casting die was instrumented with one such gauge. A set of 150 castings was done and the data recorded. During the casting, some process parameters have been modified such as piston velocity, intensification pressure, delay before switch to the intensification stage, temperature of the alloy, etc.... The data was treated with an inverse method in order to transform temperature measurements into heat flux density and heat transfer coefficient plots. The piston velocity and the initial temperature of the die seem to be the process parameters that have the greatest influence on the heat transfer. (c) 2005 Elsevier B.V. All rights reserved.

Recommendations and guidelines for the performance of accurate heat transfer measurements in rapid forming processes

The published requirements for accurate measurement of heat transfer at the interface between two bodies have been reviewed. A strategy for reliable measurement has been established, based on the depth of the temperature sensors in the medium, on the inverse method parameters and on the time response of the sensors. Sources of both deterministic and stochastic errors have been investigated and a method to evaluate them has been proposed, with the help of a normalisation technique. The key normalisation variables are the duration of the heat input and the maximum heat flux density. An example of application of this technique in the field of high pressure die casting is demonstrated. The normalisation study, coupled with previous determination of the heat input duration, makes it possible to determine the optimum location for the sensors, along with an acceptable sampling rate and the thermocouples critical response-time (as well as eventual filter characteristics). Results from the gauge are used to assess the suitability of the initial design choices. In particular the unavoidable response time of the thermocouples is estimated by comparison with the normalised simulation. (c) 2006 Elsevier Ltd. All rights reserved.

Determining the effective dimensionality of the genetic variance-covariance matrix

Determining the dimensionality of G provides an important perspective on the genetic basis of a multivariate suite of traits. Since the introduction of Fisher's geometric model, the number of genetically independent traits underlying a set of functionally related phenotypic traits has been recognized as an important factor influencing the response to selection. Here, we show how the effective dimensionality of G can be established, using a method for the determination of the dimensionality of the effect space from a multivariate general linear model introduced by AMEMIYA (1985). We compare this approach with two other available methods, factor-analytic modeling and bootstrapping, using a half-sib experiment that estimated G for eight cuticular hydrocarbons of Drosophila serrata. In our example, eight pheromone traits were shown to be adequately represented by only two underlying genetic dimensions by Amemiya's approach and factor-analytic modeling of the covariance structure at the sire level. In, contrast, bootstrapping identified four dimensions with significant genetic variance. A simulation study indicated that while the performance of Amemiya's method was more sensitive to power constraints, it performed as well or better than factor-analytic modeling in correctly identifying the original genetic dimensions at moderate to high levels of heritability. The bootstrap approach consistently overestimated the number of dimensions in all cases and performed less well than Amemiya's method at subspace recovery.

Leading coordinate analysis of reaction pathways in proton chain transfer: Application to a two-proton transfer model for the green fluorescent protein

The ‘leading coordinate’ approach to computing an approximate reaction pathway, with subsequent determination of the true minimum energy profile, is applied to a two-proton chain transfer model based on the chromophore and its surrounding moieties within the green fluorescent protein (GFP). Using an ab initio quantum chemical method, a number of different relaxed energy profiles are found for several plausible guesses at leading coordinates. The results obtained for different trial leading coordinates are rationalized through the calculation of a two-dimensional relaxed potential energy surface (PES) for the system. Analysis of the 2-D relaxed PES reveals that two of the trial pathways are entirely spurious, while two others contain useful information and can be used to furnish starting points for successful saddle-point searches. Implications for selection of trial leading coordinates in this class of proton chain transfer reactions are discussed, and a simple diagnostic function is proposed for revealing whether or not a relaxed pathway based on a trial leading coordinate is likely to furnish useful information.

Mechanistic aspects of proton chain transfer: A computational study for the green fluorescent protein chromophore

We explore several models for the ground-state proton chain transfer pathway between the green fluorescent protein chromophore and its surrounding protein matrix, with a view to elucidating mechanistic aspects of this process. We have computed quantum chemically the minimum energy pathways (MEPs) in the ground electronic state for one-, two-, and three-proton models of the chain transfer. There are no stable intermediates for our models, indicating that the proton chain transfer is likely to be a single, concerted kinetic step. However, despite the concerted nature of the overall energy profile, a more detailed analysis of the MEPs reveals clear evidence of sequential movement of protons in the chain. The ground-state proton chain transfer does not appear to be driven by the movement of the phenolic proton off the chromophore onto the neutral water bridge. Rather, this proton is the last of the three protons in the chain to move. We find that the first proton movement is from the bridging Ser205 moiety to the accepting Glu222 group. This is followed by the second proton moving from the bridging water to the Ser205for our model this is where the barrier occurs. The phenolic proton on the chromophore is hence the last in the chain to move, transferring to a bridging “water” that already has substantial negative charge.

Accounting for management costs in sensitivity analyses of matrix population models

Traditional sensitivity and elasticity analyses of matrix population models have been used to p inform management decisions, but they ignore the economic costs of manipulating vital rates. For exam le, the growth rate of a population is often most sensitive to changes in adult survival rate, but this does not mean that increasing that rate is the best option for managing the population because it may be much more expensive than other options. To explore how managers should optimize their manipulation of vital rates, we incorporated the cost of changing those rates into matrix population models. We derived analytic expressions for locations in parameter space where managers should shift between management of fecundity and survival, for the balance between fecundity and survival management at those boundaries, and for the allocation of management resources to sustain that optimal balance. For simple matrices, the optimal budget allocation can often be expressed as simple functions of vital rates and the relative costs of changing them. We applied our method to management of the Helmeted Honeyeater (Lichenostomus melanops cassidix; an endangered Australian bird) and the koala (Phascolarctos cinereus) as examples. Our method showed that cost-efficient management of the Helmeted Honeyeater should focus on increasing fecundity via nest protection, whereas optimal koala management should focus on manipulating both fecundity and survival simultaneously, These findings are contrary to the cost-negligent recommendations of elasticity analysis, which would suggest focusing on managing survival in both cases. A further investigation of Helmeted Honeyeater management options, based on an individual-based model incorporating density dependence, spatial structure, and environmental stochasticity, confirmed that fecundity management was the most cost-effective strategy. Our results demonstrate that decisions that ignore economic factors will reduce management efficiency.

Determination of the orientational distribution and orientation factor for transfer between membrane-bound fluorophores using a confocal microscope

Orientational fluorophores have been a useful tool in physical chemistry, biochemistry, and more recently structural biology due to the polarized nature of the light they emit and that fact that energy can be transferred between them. We present a practical scheme in which measurements of the intensity of emitted fluorescence can be used to determine limits on the mean and distribution of orientation of the absorption transition moment of membrane-bound. uorophores. We demonstrate how information about the orientation of. uorophores can be used to calculate the orientation factor k(2) required for use in FRET spectroscopy. We illustrate the method using images of AlexaFluor probes bound to MscL mechanosensitive transmembrane channel proteins in spherical liposomes.

Direct numerical simulation of turbulent flow and mass transfer around a rotating circular cylinder

Turbulent flow around a rotating circular cylinder has numerous applications including wall shear stress and mass-transfer measurement related to the corrosion studies. It is also of interest in the context of flow over convex surfaces where standard turbulence models perform poorly. The main purpose of this paper is to elucidate the basic turbulence mechanism around a rotating cylinder at low Reynolds numbers to provide a better understanding of flow fundamentals. Direct numerical simulation (DNS) has been performed in a reference frame rotating at constant angular velocity with the cylinder. The governing equations are discretized by using a finite-volume method. As for fully developed channel, pipe, and boundary layer flows, a laminar sublayer, buffer layer, and logarithmic outer region were observed. The level of mean velocity is lower in the buffer and outer regions but the logarithmic region still has a slope equal to the inverse of the von Karman constant. Instantaneous flow visualization revealed that the turbulence length scale typically decreases as the Reynolds number increases. Wavelet analysis provided some insight into the dependence of structural characteristics on wave number. The budget of the turbulent kinetic energy was computed and found to be similar to that in plane channel flow as well as in pipe and zero pressure gradient boundary layer flows. Coriolis effects show as an equivalent production for the azimuthal and radial velocity fluctuations leading to their ratio being lowered relative to similar nonrotating boundary layer flows.

Differential evolution based total transfer capability assessment with optimal dispatch

In this paper, a new differential evolution (DE) based power system optimal available transfer capability (ATC) assessment is presented. Power system total transfer capability (TTC) is traditionally solved by the repeated power flow (RPF) method and the continuation power flow (CPF) method. These methods are based on the assumption that the productions of the source area generators are increased in identical proportion to balance the load increment in the sink area. A new approach based on DE algorithm to generate optimal dispatch both in source area generators and sink area loads is proposed in this paper. This new method can compute ATC between two areas with significant improvement in accuracy compared with the traditional RPF and CPF based methods. A case study using a 30 bus system is given to verify the efficiency and effectiveness of this new DE based ATC optimization approach.

The dynamics of matrix momentum

We analyse the matrix momentum algorithm, which provides an efficient approximation to on-line Newton's method, by extending a recent statistical mechanics framework to include second order algorithms. We study the efficacy of this method when the Hessian is available and also consider a practical implementation which uses a single example estimate of the Hessian. The method is shown to provide excellent asymptotic performance, although the single example implementation is sensitive to the choice of training parameters. We conjecture that matrix momentum could provide efficient matrix inversion for other second order algorithms.

Natural gradient matrix momentum

Natural gradient learning is an efficient and principled method for improving on-line learning. In practical applications there will be an increased cost required in estimating and inverting the Fisher information matrix. We propose to use the matrix momentum algorithm in order to carry out efficient inversion and study the efficacy of a single step estimation of the Fisher information matrix. We analyse the proposed algorithm in a two-layer network, using a statistical mechanics framework which allows us to describe analytically the learning dynamics, and compare performance with true natural gradient learning and standard gradient descent.