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H. Yoshioka

Publications and source records attributed to H. Yoshioka.

17 recordsLinked to original sources

A minimization principle behind the diffusion bridge of diurnal fish migration

Fish migration is a mass movement that affects the hydrosphere and ecosystems. While it occurs on multiple temporal scales, including daily and intraday fluctuations, the latter remains less studied. In this study, for a stochastic differential equation model of the intraday unit-time fish count at a fixed observation point, we demonstrate that the model can be derived from a minimization problem in the form of a stochastic control problem. The control problem assumes the form of the Schrödinger Bridge but differs from classical formulations by involving a degenerate diffusion process and an objective function with a novel time-dependent weight coefficient. The well-posedness of the control problem and its solution are discussed in detail by using a penalized formulation. The proposed theory is applied to juvenile upstream migration events of the diadromous fish species Plecoglossus altivelis altivelis commonly called Ayu in Japan. We also conduct sensitivity analysis of the models identified from real data.

math.OC

Graphon Mean-Field Logit Dynamic: Derivation, Computation, and Applications

We present a graphon mean-field logit dynamic, a stationary mean-field game based on logit interactions. This dynamic emerges from a stochastic control problem involving a continuum of nonexchangeable and interacting agents and reduces to solving a continuum of Hamilton-Jacobi-Bellman (HJB) equations connected through a graphon that models the connections among agents. Using a fixed-point argument, we prove that this HJB system admits a unique solution in the space of bounded functions when the discount rate is high (i.e., agents are myopic). Under certain assumptions, we also establish regularity properties of the system, such as equi-continuity. We propose a finite difference scheme for computing the HJB system and prove the uniqueness and existence of its numerical solutions. The mean-field logit dynamic is applied to a case study on inland fisheries resource management in the upper Tedori River of Japan. A series of computational cases are then conducted to investigate the dependence of the dynamic on both the discount rate and graphon.

math.OC

Non-exchangeable evolutionary and mean field games and their applications

A replicator dynamic for non-exchangeable agents in a continuous action space is formulated and its well-posedness is proven in a space of probability measures. The non-exchangeability allows for the analysis of evolutionary games involving agents with distinct (and possibly infinitely many) types. We also explicitly connect this replicator dynamic to a stationary mean field game, which determines the pairwise actions of the heterogeneous agents. Moreover, as a byproduct of our theoretical results, we show that a class of nonlinear voter models, recently the subject of increasing interest, called q-voter models, can be viewed as a replicator dynamic driven by a utility that is a power of the probability density. This implies that non-exchangeable and/or mean-field game formulations of these models can also be constructed. We also present computational examples of evolutionary and mean field game models using a finite difference method, focusing on tragedy of the commons and the q-voter model with non-exchangeable agents, of which are interesting cases from theoretical and computational perspectives.

math.OC

Tractable fish growth models considering individual differences with an application to the fish Plecoglossus altivelis altivelis

Modeling fish growth is an important research topic in ecological and fishery sciences because body weight statistics directly affect the total biomass of fish in a habitat, which in turn affects their population dynamics. Many models of fish growth assume that the fish population in a habitat is homogenous, meaning that there is no physiological spectrum and, therefore, no size spectrum. Moreover, models that account for the size spectrum are not always analytically tractable. We present novel mathematical models of fish growth in which the body weight of each fish is assumed to follow a von Bertalanffy-type model whose proportionality coefficient, representing the maximum body weight, may differ among individual fish. This probabilistic description introduces the size spectrum into the model, owing to which the time-dependent probability density of this model is obtained explicitly. We also consider a misspecified version and a stochastic version of the model as advanced cases. We apply the first model to the real growth data of Plecoglossus altivelis altivelis as a keystone fish species in Japan. The model successfully reproduces the skewed size spectrum of this fish species over multiple years. We further use the stochastic model to investigate how fish growth dynamics are affected by environmental fluctuations.

q-bio.PE

The Robust Orlicz Risk with an Application to the Green Photovoltaic Power Generation

We propose a novel recursive utility for controlling stochastic processes under risk and uncertainty. Our formulation uses a robustified Orlicz risk that can evaluate risk and uncertainty simultaneously. We focus on a control problem of a photovoltaic power generation system that supplies excess electricity to a secondary purpose for generating green hydrogen. The corresponding Hamilton-Jacobi-Bellman equation having a novel nonlinear term is then derived. Computational examples with the available data are finally presented, demonstrating that our methodology can be used for the photovoltaic power generation under different meteorological and operational conditions.

eess.SY

HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation

We formulate a new two-variable river environmental restoration problem based on jump stochastic differential equations (SDEs) governing the sediment storage and nuisance benthic algae population dynamics in a dam-downstream river. Controlling the dynamics is carried out through impulsive sediment replenishment with discrete and random observation/intervention to avoid sediment depletion and thick algae growth. We consider a cost-efficient management problem of the SDEs to achieve the objectives whose resolution reduces to solving a Hamilton-Jacobi-Bellman (HJB) equation. We also consider a Fokker-Planck (FP) equation governing the probability density function of the controlled dynamics. The HJB equation has a discontinuous solution, while the FP equation has a Dirac's delta along boundaries. We show that the value function, the optimized objective function, is governed by the HJB equation in the simplified case and further that a threshold-type control is optimal. We demonstrate that simple numerical schemes can handle these equations. Finally, we numerically analyze the optimal controls and the resulting probability density functions.

math.OC

A generalized stochastic control problem of bounded noise process under ambiguity arising in biological management

The objectives and contributions of this paper are mathematical and numerical analyses of a stochastic control problem of bounded population dynamics under ambiguity, an important but not well-studied problem, focusing on the optimality equation as a nonlinear degenerate parabolic partial integro-differential equation (PIDE). The ambiguity comes from lack of knowledge on the continuous and jump noises in the dynamics, and its optimization appears as nonlinear and nonlocal terms in the PIDE. Assuming a strong dynamic programming principle for continuous value functions, we characterize its solutions from both viscosity and distribution viewpoints. Numerical computation focusing on an ergodic case are presented as well to complement the mathematical analysis.

math.OC

Regime-switching constrained viscosity solutions approach for controlling dam-reservoir systems

A new stochastic control problem of a dam-reservoir system installed in a river is analyzed both mathematically and numerically. Water balance dynamics of the reservoir are piece-wise deterministic and are driven by a stochastic regime-switching inflow process. The system is controlled to balance among the operation purpose and the internal and downstream environmental conditions. Finding the optimal operation policy of the system reduces to solving an optimality equation with a discontinuous Hamiltonian, which is a system of nonlinear degenerate parabolic (or hyperbolic) equations. We show that the optimality equation has at most one constrained viscosity solution and find the solution explicitly under certain conditions. The model is applied to numerical computation of the operation policy of an existing dam-reservoir system using a high-order finite difference scheme. The computational results can suggest how the operation policy should be adapted according to the environmental concerns of the river.

eess.SY

Spin Excitation in Nano-Graphite Ribbons with Zigzag Edges

Spin excitation in a nano-graphite ribbon with zigzag edges is investigated theoretically. Due to the strongly localized nature of the states near Fermi energy, the effective Hamiltonian for the low energy physics is given by Heisenberg Hamiltonian with the nearest neighbor exchange coupling. The action corresponding to the effective Hamiltonian is mapped to that of the O(3) nonlinear sigma model. It is shown that the spin excitation has a gap when the number of the zigzag lines is even, whereas the excitation becomes gapless in case of the odd number of the zigzag lines.

cond-mat.str-el

Tomonaga-Luttinger-Liquid Theory of Metallic Carbon Nanotubes with Open Boundaries

Tomonaga-Luttinger-liquid theory is formulated for metallic carbon nanotubes with open boundaries. Both cases of single- and multi-wall nanotubes are discussed. Based on this theory, spatial variation of the charge density from an edge is investigated with taking account of the shift of the chemical potential which expresses the carrier injection to the nanotube. The charge density has the spatially independent part and the oscillatory component. Roles of Coulomb interaction on the amplitude of the oscillation, the wavenumbers of it and the uniform component of the charge density are clarified.

cond-mat.str-el

Magnetic Fluctuations in a Charge Ordered State of the One-Dimensional Extended Hubbard Model with a Half-Filled Band

Magnetic properties in a charge ordered state are examined for the extended Hubbard model at half-filling. Magnetic excitations, magnetic susceptibilities and a nuclear spin relaxation rate are calculated with taking account of fluctuations around the mean-field solution. The relevance of the present results to the observation in the 1:1 organic conductors, (TTM-TTP)I$_3$, is discussed.

cond-mat.str-el

Oscillator Strength of Metallic Carbon Nanotubes

Based on the tight binding method with hopping integral between the nearest-neighbor atoms, an oscillator strength $\int_0^{\infty} \d ω{\rm Re} σ(ω)$ is discussed for armchair and metallic zigzag carbon nanotubes. The formulae of the oscillator strength are derived for both types of nanotubes and are compared with the result obtained by a linear chain model. In addition, the doping dependence is investigated in the absence of Coulomb interaction. It is shown that the oscillator strength of each carbon nanotube shows qualitatively the same doping dependence, but the fine structure is different due to it's own peculiar band structure. Some relations independent of the radius of the tube are derived, and a useful formula for determining the amount of doping is proposed.

cond-mat

Effects of Next-Nearest-Neighbor Repulsion on One-Dimensional Quarter-Filled Electron Systems

We examine effects of the next-nearest-neighbor repulsion on electronic states of a one-dimensional interacting electron system which consists of quarter-filled band and interactions of on-site and nearest-neighbor repulsion. We derive the effective Hamiltonian for the electrons around wave number $\pm \kf$ ($\kf$: Fermi wave number) and apply the renormalization group method to the bosonized Hamiltonian. It is shown that the next-nearest-neighbor repulsion makes $4\kf$-charge ordering unstable and suppresses the spin fluctuation. Further the excitation gaps and spin susceptibility are also evaluated.

cond-mat.str-el

Correlated Electrons in Carbon Nanotubes

Single-wall carbon nanotubes are almost ideal systems for the investigation of exotic many-body effects due to non-Fermi liquid behavior of interacting electrons in one dimension. Recent theoretical and experimental results are reviewed with a focus on electron correlations. Starting from a microscopic lattice model we derive an effective phase Hamiltonian for conducting single-wall nanotubes with arbitrary chirality. The parameters of the Hamiltonian show very weak dependence on the chiral angle, which makes the low-energy physics of conducting nanotubes universal. The temperature-dependent resistivity and frequency-dependent optical conductivity of nanotubes with impurities are evaluated within the Luttinger-like model. Localization effects are studied. In particular, we found that intra-valley and inter-valley electron scattering can not coexist at low energies. Low-energy properties of clean nanotubes are studied beyond the Luttinger liquid approximation. The strongest Mott-like electron instability occurs at half filling. In the Mott insulating phase electrons at different atomic sublattices form characteristic bound states. The energy gaps of $0.01-0.1$ eV occur in all modes of elementary excitations. We finally discuss observability of the Mott insulating phase in transport experiments. The accent is made on the charge transfer from external electrodes which results in a deviation of the electron density from half-filling.

cond-mat.mes-hall

Response Functions of Two-Coupled Chains of Tomonaga-Luttinger Liquids

Properties of fluctuations in two chains of Tomonaga-Luttinger liquids coupled by the interchain hopping have been studied by calculating retarded response functions $χ^R_ρ (q_x,q_y;ω)$ for charge and $χ^R_{\p} (q_x,q_y;ω)$ for spin where $q_x$ and $q_y (=0$ or $π$) denote the longitudinal and transverse wave vector, respectively, and $ω$ is the frequency. We have found the notable fact that the repulsive intrachain interaction results in the clear enhancement of ${\rm{Im}}χ^R_\p (q_x,π;ω)$ and the suppression of ${\rm{Im}}χ^R_ρ(q_x,π;ω)$ at low energies. This result indicates the importance of the dynamical effect by the spin fluctuation with $q_y = π$ and small $ω$, which has a possibility to give rise to the attractive interaction for the electron pairing.

cond-mat.str-el

Electronic Properties of Armchair Carbon Nanotubes : Bosonization Approach

The phase Hamiltonian of armchair carbon nanotubes at half-filling and away from it is derived from the microscopic lattice model by taking the long range Coulomb interaction into account. We investigate the low energy properties of the system using the renormalization group method. At half-filling, the ground state is a Mott insulator with spin gap, in which the bound states of electrons at different atomic sublattices are formed. The difference from the recent results [Phys. Rev. Lett. 79, 5082 (1997)] away half-filling is clarified.

cond-mat.mes-hall

Persistent current and correlation effects in carbon nanotubes

The persistent current of interacting electrons in toroidal single-wall carbon nanotubes is evaluated within Haldane's concept of topological excitations. The overall pattern of the persistent current corresponds to the constant interaction model, whereas the fine structure stems from the electronic exchange correlations.

cond-mat.mes-hall