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Guy Cohen

Publications and source records attributed to Guy Cohen.

69 records · Page 4Linked to original sources

Central limit theorem for commutative semigroups of toral endomorphisms

Let $\Cal S$ be an abelian finitely generated semigroup of endomorphisms of a probability space $(Ω, {\Cal A}, μ)$, with $(T_1, ..., T_d)$ a system of generators in ${\Cal S}$. Given an increasing sequence of domains $(D_n) \subset \N^d$, a question is the convergence in distribution of the normalized sequence $|D_n|^{-\frac12} \sum_{{\k} \, \in D_n} \, f \circ T^{\,{\k}}$, for $f \in L^2_0(μ)$, where $T^{\k}= T_1^{k_1} ... T_d^{k_d}$, ${\k}= (k_1, ..., k_d) \in {\N}^d$. After a preliminary spectral study when the action of $\Cal S$ has a Lebesgue spectrum, we consider $\N^d$- or $\Z^d$-actions given by commuting toral automorphisms or endomorphisms on $\T^ρ$, $ρ\geq 1$. For a totally ergodic action by automorphisms, we show a CLT for the above normalized sequence or other summation methods like barycenters, as well as a criterion of non-degeneracy of the variance, when $f$ is regular on the torus. A CLT is also proved for some semigroups of endomorphisms. Classical results on the existence and the construction of such actions by automorphisms are recalled.

math.DS↗

Multiple steady-states in nonequilibrium quantum systems with electron-phonon interactions

The existence of more than one steady-state in a many-body quantum system driven out-of-equilibrium has been a matter of debate, both in the context of simple impurity models and in the case of inelastic tunneling channels. In this Letter, we combine a reduced density matrix formalism with the multilayer multiconfiguration time-dependent Hartree method to address this problem. This allows to obtain a converged numerical solution of the nonequilibrium dynamics. Considering a generic model for quantum transport through a quantum dot with electron-phonon interaction, we prove that a unique steady-state exists regardless of the initial electronic preparation of the quantum dot consistent with the converged numerical results. However, a bistability can be observed for different initial phonon preparations. The effects of the phonon frequency and strength of the electron-phonon couplings on the relaxation to steady-state and on the emergence of bistability is discussed.

cond-mat.str-el↗

Numerically Exact Long Time Magnetization Dynamics at the Nonequilibrium Kondo Crossover of the Anderson Impurity Model

We investigate the dynamical and steady-state spin response of the nonequilibrium Anderson model to magnetic fields, bias voltage, and temperature using a numerically exact method combining a bold-line quantum Monte Carlo technique with the memory function formalism. We obtain converged results in a range of previously inaccessible regimes, in particular the crossover to the Kondo domain. We provide detailed predictions for novel nonequilibrium phenomena, including non-monotonic temperature dependence of observables at high bias voltage and oscillatory quench dynamics at high magnetic fields.

cond-mat.str-el↗

Simulating Lattice Spin Models on Graphics Processing Units

Lattice spin models are useful for studying critical phenomena and allow the extraction of equilibrium and dynamical properties. Simulations of such systems are usually based on Monte Carlo (MC) techniques, and the main difficulty is often the large computational effort needed when approaching critical points. In this work, it is shown how such simulations can be accelerated with the use of NVIDIA graphics processing units (GPUs) using the CUDA programming architecture. We have developed two different algorithms for lattice spin models, the first useful for equilibrium properties near a second-order phase transition point and the second for dynamical slowing down near a glass transition. The algorithms are based on parallel MC techniques, and speedups from 70- to 150-fold over conventional single-threaded computer codes are obtained using consumer-grade hardware.

physics.comp-ph↗

Memory Effects In Nonequilibrium Quantum Impurity Models

Memory effects play a key role in the dynamics of strongly correlated systems driven out of equilibrium. In the present study, we explore the nature of memory in the nonequilibrium Anderson impurity model. The Nakajima--Zwanzig--Mori formalism is used to derive an exact generalized quantum master equation for the reduced density matrix of the interacting quantum dot, which includes a non-Markovian memory kernel. A real-time path integral formulation is developed, in which all diagrams are stochastically sampled in order to numerically evaluate the memory kernel. We explore the effects of temperature down to the Kondo regime, as well as the role of source--drain bias voltage and band width on the memory. Typically, the memory decays on timescales significantly shorter than the dynamics of the reduced density matrix itself, yet under certain conditions it develops a smaller long tail. In addition we address the conditions required for the existence, uniqueness and stability of a steady-state.

cond-mat.str-el↗

Application of a semiclassical model for the second-quantized many-electron Hamiltonian to nonequilibrium quantum transport: The resonant level model

A semiclassical (SC) approach is developed for nonequilibrium quantum transport in molecular junctions. Following the early work of Miller and White [J. Chem. Phys. 84, 5059 (1986)], the many-electron Hamiltonian in second quantization is mapped onto a classical model that preserves the fermionic character of electrons. The resulting classical electronic Hamiltonian allows for real-time molecular dynamics simulations of the many-body problem from an uncorrelated initial state to the steady state. Comparisons with exact results generated for the resonant level model reveal that a semiclassical treatment of transport provides a quantitative description of the dynamics at all relevant timescales for a wide range of bias and gate potentials, and for different temperatures. The approach opens a door to treating nontrivial quantum transport problems that remain far from the reach of fully quantum methodologies.

cond-mat.mes-hall↗

Price decomposition in large-scale stochastic optimal control

We are interested in optimally driving a dynamical system that can be influenced by exogenous noises. This is generally called a Stochastic Optimal Control (SOC) problem and the Dynamic Programming (DP) principle is the natural way of solving it. Unfortunately, DP faces the so-called curse of dimensionality: the complexity of solving DP equations grows exponentially with the dimension of the information variable that is sufficient to take optimal decisions (the state variable). For a large class of SOC problems, which includes important practical problems, we propose an original way of obtaining strategies to drive the system. The algorithm we introduce is based on Lagrangian relaxation, of which the application to decomposition is well-known in the deterministic framework. However, its application to such closed-loop problems is not straightforward and an additional statistical approximation concerning the dual process is needed. We give a convergence proof, that derives directly from classical results concerning duality in optimization, and enlghten the error made by our approximation. Numerical results are also provided, on a large-scale SOC problem. This idea extends the original DADP algorithm that was presented by Barty, Carpentier and Girardeau (2010).

math.OC↗

Dynamic consistency for Stochastic Optimal Control problems

For a sequence of dynamic optimization problems, we aim at discussing a notion of consistency over time. This notion can be informally introduced as follows. At the very first time step $t_0$, the decision maker formulates an optimization problem that yields optimal decision rules for all the forthcoming time step $t_0, t_1, ..., T$; at the next time step $t_1$, he is able to formulate a new optimization problem starting at time $t_1$ that yields a new sequence of optimal decision rules. This process can be continued until final time $T$ is reached. A family of optimization problems formulated in this way is said to be time consistent if the optimal strategies obtained when solving the original problem remain optimal for all subsequent problems. The notion of time consistency, well-known in the field of Economics, has been recently introduced in the context of risk measures, notably by Artzner et al. (2007) and studied in the Stochastic Programming framework by Shapiro (2009) and for Markov Decision Processes (MDP) by Ruszczynski (2009). We here link this notion with the concept of "state variable" in MDP, and show that a significant class of dynamic optimization problems are dynamically consistent, provided that an adequate state variable is chosen.

math.OC↗

Particle Methods For Stochastic Optimal Control Problems

To tackle the difficulties faced by both stochastic dynamic programming and scenario tree methods, we present some variational approach for numerical solution of stochastic optimal control problems. We consider two different interpretations of the control problem, an algebraic and a functional one from which we derive optimality conditions. An adaptative mesh discretization method will be used to propose a tractable solution algorithm. An application to a hydro-electric dam production management problem will be presented.

math.OC↗

Negative Differential Spin Conductance by Population Switching

An examination of the properties of many-electron conduction through spin-degenerate systems can lead to situations where increasing the bias voltage applied to the system is predicted to decrease the current flowing through it, for the electrons of a particular spin. While this does not necessarily constitute negative differential conductance (NDC) per se, it is an example of negative differential conductance per spin (NDSC) which to our knowledge is discussed here for the first time. Within a many-body master equation approach which accounts for charging effects in the Coulomb Blockade regime, we show how this might occur.

cond-mat.mes-hall↗

Constructing Spin Interference Devices from Nanometric Rings

The study of nanospintronic devices utilizing coherent transport through molecular scale multiply-connected geometries in the presence of moderate magnetic fields is presented. It is shown how two types of simple devices, spin filters and spin splitters (or Stern-Gerlach devices) may be constructed from molecular nanometric rings utilizing the Aharonov-Bohm effect. The current is calculated within a single electron approximation and within a many-body master equation approach where charging effects are accounted for in the Coulomb Blockade regime. We provide rules and tools to develop and analyze efficient spintronic devices based on nanometric interferometers.

cond-mat.str-el↗

Stochastic Programming with Probability

In this work we study optimization problems subject to a failure constraint. This constraint is expressed in terms of a condition that causes failure, representing a physical or technical breakdown. We formulate the problem in terms of a probability constraint, where the level of "confidence" is a modelling parameter and has the interpretation that the probability of failure should not exceed that level. Application of the stochastic Arrow-Hurwicz algorithm poses two difficulties: one is structural and arises from the lack of convexity of the probability constraint, and the other is the estimation of the gradient of the probability constraint. We develop two gradient estimators with decreasing bias via a convolution method and a finite difference technique, respectively, and we provide a full analysis of convergence of the algorithms. Convergence results are used to tune the parameters of the numerical algorithms in order to achieve best convergence rates, and numerical results are included via an example of application in finance.

math.OC↗

On random almost periodic trigonometric polynomials and applications to ergodic theory

We study random exponential sums of the form $\sum_{k=1}^nX_k\times\ex p\{i(λ_k^{(1)}t_1+...+λ_k^{(s)}t_s)\}$, where $\{X_n\}$ is a sequence of random variables and $\{λ_n^{(i)}:1\leq i\leq s\}$ are sequences of real numbers. We obtain uniform estimates (on compact sets) of such sums, for independent centered $\{X_n\}$ or bounded $\{X_n\}$ satisfying some mixing conditions. These results generalize recent results of Weber [Math. Inequal. Appl. 3 (2000) 443--457] and Fan and Schneider [Ann. Inst. H. Poincaré Probab. Statist. 39 (2003) 193--216] in several directions. As applications we derive conditions for uniform convergence of these sums on compact sets. We also obtain random ergodic theorems for finitely many commuting measure-preserving point transformations of a probability space. Finally, we show how some of our results allow to derive the Wiener--Wintner property (introduced by Assani [Ergodic Theory Dynam. Systems 23 (2003) 1637--1654]) for certain functions on certain dynamical systems.

math.PR↗

Max-plus convex sets and functions

We consider convex sets and functions over idempotent semifields, like the max-plus semifield. We show that if $K$ is a conditionally complete idempotent semifield, with completion $\bar{K}$, a convex function $K^n\to\bar{K}$ which is lower semi-continuous in the order topology is the upper hull of supporting functions defined as residuated differences of affine functions. This result is proved using a separation theorem for closed convex subsets of $K^n$, which extends earlier results of Zimmermann, Samborski, and Shpiz.

math.FA↗

Duality and separation theorems in idempotent semimodules

We consider subsemimodules and convex subsets of semimodules over semirings with an idempotent addition. We introduce a nonlinear projection on subsemimodules: the projection of a point is the maximal approximation from below of the point in the subsemimodule. We use this projection to separate a point from a convex set. We also show that the projection minimizes the analogue of Hilbert's projective metric. We develop more generally a theory of dual pairs for idempotent semimodules. We obtain as a corollary duality results between the row and column spaces of matrices with entries in idempotent semirings. We illustrate the results by showing polyhedra and half-spaces over the max-plus semiring.

math.FA↗