857 resultados para [JEL:C14] Mathematical and Quantitative Methods - Econometric and Statistical Methods: General - Semiparametric and Nonparametric Methods


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We consider N particles interacting pairwise by an inverse square potential in one dimension (Calogero-Sutherland-Moser model). For a system placed in a harmonic trap, its classical partition function for the repulsive regime is recognised in the literature. We start by presenting a concise re-derivation of this result. The equation of state is then calculated both for the trapped and the homogeneous gas. Finally, the classical limit of Wu's distribution function for fractional exclusion statistics is obtained and we re-derive the classical virial expansion of the homogeneous gas using this distribution function.

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We set up Wigner distributions for N-state quantum systems following a Dirac-inspired approach. In contrast to much of the work in this study, requiring a 2N x 2N phase space, particularly when N is even, our approach is uniformly based on an N x N phase-space grid and thereby avoids the necessity of having to invoke a `quadrupled' phase space and hence the attendant redundance. Both N odd and even cases are analysed in detail and it is found that there are striking differences between the two. While the N odd case permits full implementation of the marginal property, the even case does so only in a restricted sense. This has the consequence that in the even case one is led to several equally good definitions of the Wigner distributions as opposed to the odd case where the choice turns out to be unique.

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A one-dimensional arbitrary system with quantum Hamiltonian H(q, p) is shown to acquire the 'geometric' phase gamma (C)=(1/2) contour integral c(Podqo-qodpo) under adiabatic transport q to q+q+qo(t) and p to p+po(t) along a closed circuit C in the parameter space (qo(t), po(t)). The non-vanishing nature of this phase, despite only one degree of freedom (q), is due ultimately to the underlying non-Abelian Weyl group. A physical realisation in which this Berry phase results in a line spread is briefly discussed.

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A tactical gaming model for wargame play between two teams A and B through a control unit C has been developed, which can be handled using IBM personal computers (XT and AT models) having a local area network facility. This simulation model involves communication between the teams involved, logging and validation of the actions of the teams by the control unit. The validation procedure uses statistical and also monte carlo techniques. This model has been developed to evaluate the planning strategies of the teams involved. This application software using about 120 files has been developed in BASIC, DBASE and the associated network software. Experience gained in the instruction courses using this model will also be discussed.

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The authors study the trajectories of charged particles in Ernst's space-time representing a static black hole immersed in a magnetic field. They find bound orbits always exist for realistic magnetic field strengths. A similar investigation is carried out for the case of Melvin's magnetic universe and for a corresponding test field superposed on a flat space-time.

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Mathematical modelling plays a vital role in the design, planning and operation of flexible manufacturing systems (FMSs). In this paper, attention is focused on stochastic modelling of FMSs using Markov chains, queueing networks, and stochastic Petri nets. We bring out the role of these modelling tools in FMS performance evaluation through several illustrative examples and provide a critical comparative evaluation. We also include a discussion on the modelling of deadlocks which constitute an important source of performance degradation in fully automated FMSs.

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We construct a driven sandpile slope model and study it by numerical simulations in one dimension. The model is specified by a threshold slope sigma(c), a parameter alpha, governing the local current-slope relation (beyond threshold), and j(in), the mean input current of sand. A non-equilibrium phase diagram is obtained in the alpha-j(in) plane. We find an infinity of phases, characterized by different mean slopes and separated by continuous or first-order boundaries, some of which we obtain analytically. Extensions to two dimensions are discussed.z

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We discuss a many-body Hamiltonian with two- and three-body interactions in two dimensions introduced recently by Murthy, Bhaduri and Sen. Apart from an analysis of some exact solutions in the many-body system, we analyse in detail the two-body problem which is completely solvable. We show that the solution of the two-body problem reduces to solving a known differential equation due to Heun. We show that the two-body spectrum becomes remarkably simple for large interaction strengths and the level structure resembles that of the Landau levels. We also clarify the 'ultraviolet' regularization which is needed to define an inverse-square potential properly and discuss its implications for our model.

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We generalize the concept of coherent states, traditionally defined as special families of vectors on Hilbert spaces, to Hilbert modules. We show that Hilbert modules over C*-algebras are the natural settings for a generalization of coherent states defined on Hilbert spaces. We consider those Hilbert C*-modules which have a natural left action from another C*-algebra, say A. The coherent states are well defined in this case and they behave well with respect to the left action by A. Certain classical objects like the Cuntz algebra are related to specific examples of coherent states. Finally we show that coherent states on modules give rise to a completely positive definite kernel between two C*-algebras, in complete analogy to the Hilbert space situation. Related to this, there is a dilation result for positive operator-valued measures, in the sense of Naimark. A number of examples are worked out to illustrate the theory. Some possible physical applications are also mentioned.

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This letter presents a new class of variational wavefunctions for Fermi systems in any dimension. These wavefunctions introduce correlations between Cooper pairs in different momentum states and the relevant correlations can be computed analytically. At half filling we have a ground state with critical superconducting correlations, that causes negligible increase of the kinetic energy. We find large enhancements in a Cooper-pair correlation function caused purely by the interplay between the uncertainty principle, repulsion and the proximity of half filling. This is surprising since there is no accompanying signature in usual charge and spin response functions, and typifies a novel kind of many-body cooperative behaviour.

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The statistical mechanics of a two-dimensional Coulomb gas confined to one dimension is studied, wherein hard core particles move on a ring. Exact self-duality is shown for a version of the sine-Gordon model arising in this context, thereby locating the transition temperature exactly. We present asymptotically exact results for the correlations in the model and characterize the low- and high-temperature phases. Numerical simulations provide support to these renormalization group calculations. Connections with other interesting problems, such as the quantum Brownian motion of a panicle in a periodic potential and impurity problems, are pointed out.

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The origin of hydrodynamic turbulence in rotating shear flows is investigated, with particular emphasis on the flows whose angular velocity decreases but whose specific angular momentum increases with the increasing radial coordinate. Such flows are Rayleigh stable, but must be turbulent in order to explain the observed data. Such a mismatch between the linear theory and the observations/experiments is more severe when any hydromagnetic/magnetohydrodynamic instability and then the corresponding turbulence therein is ruled out. This work explores the effect of stochastic noise on such hydrodynamic flows. We essentially concentrate on a small section of such a flow, which is nothing but a plane shear flow supplemented by the Coriolis effect. This also mimics a small section of an astrophysical accretion disc. It is found that such stochastically driven flows exhibit large temporal and spatial correlations of perturbation velocities and hence large energy dissipations of perturbation, which presumably generate the instability. A range of angular velocity (Omega) profiles of the background flow, starting from that of a constant specific angular momentum (lambda = Omega r(2); r being the radial coordinate) to a constant circular velocity (v(phi) = Omega r), is explored. However, all the background angular velocities exhibit identical growth and roughness exponents of their perturbations, revealing a unique universality class for the stochastically forced hydrodynamics of rotating shear flows. This work, to the best of our knowledge, is the first attempt to understand the origin of instability and turbulence in three-dimensional Rayleigh stable rotating shear flows by introducing additive noise to the underlying linearized governing equations. This has important implications to resolve the turbulence problem in astrophysical hydrodynamic flows such as accretion discs.

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We characterize the eigenfunctions of an equilateral triangle billiard in terms of its nodal domains. The number of nodal domains has a quadratic form in terms of the quantum numbers, with a non-trivial number-theoretic factor. The patterns of the eigenfunctions follow a group-theoretic connection in a way that makes them predictable as one goes from one state to another. Extensive numerical investigations bring out the distribution functions of the mode number and signed areas. The statistics of the boundary intersections is also treated analytically. Finally, the distribution functions of the nodal loop count and the nodal counting function are shown to contain information about the classical periodic orbits using the semiclassical trace formula. We believe that the results belong generically to non-separable systems, thus extending the previous works which are concentrated on separable and chaotic systems.

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We develop the formalism of quantum mechanics on three-dimensional fuzzy space and solve the Schrodinger equation for the free particle, finite and infinite fuzzy wells. We show that all results reduce to the appropriate commutative limits. A high energy cut-off is found for the free particle spectrum, which also results in the modification of the high energy dispersion relation. An ultra-violet/infra-red duality is manifest in the free particle spectrum. The finite well also has an upper bound on the possible energy eigenvalues. The phase shifts due to scattering around the finite fuzzy potential well are calculated.

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Wavelength Division Multiplexing (WDM) techniques overfibrelinks helps to exploit the high bandwidth capacity of single mode fibres. A typical WDM link consisting of laser source, multiplexer/demultiplexer, amplifier and detectoris considered for obtaining the open loop gain model of the link. The methodology used here is to obtain individual component models using mathematical and different curve fitting techniques. These individual models are then combined to obtain the WDM link model. The objective is to deduce a single variable model for the WDM link in terms of input current to system. Thus it provides a black box solution for a link. The Root Mean Square Error (RMSE) associated with each of the approximated models is given for comparison. This will help the designer to select the suitable WDM link model during a complex link design.