No Arabic abstract
In this review we discuss, from a unified point of view, a variety of Monte Carlo methods used to solve eigenvalue problems in statistical mechanics and quantum mechanics. Although the applications of these methods differ widely, the underlying mathematics is quite similar in that they are stochastic implementations of the power method. In all cases, optimized trial states can be used to reduce the errors of Monte Carlo estimates.
This article presents differential equations and solution methods for the functions of the form $Q(x) = F^{-1}(G(x))$, where $F$ and $G$ are cumulative distribution functions. Such functions allow the direct recycling of Monte Carlo samples from one distribution into samples from another. The method may be developed analytically for certain special cases, and illuminate the idea that it is a more precise form of the traditional Cornish-Fisher expansion. In this manner the model risk of distributional risk may be assessed free of the Monte Carlo noise associated with resampling. Examples are given of equations for converting normal samples to Student t, and converting exponential to hyperbolic, variance gamma and normal. In the case of the normal distribution, the change of variables employed allows the sampling to take place to good accuracy based on a single rational approximation over a very wide range of the sample space. The avoidance of any branching statement is of use in optimal GPU computations as it avoids the effect of {it warp divergence}, and we give examples of branch-free normal quantiles that offer performance improvements in a GPU environment, while retaining the best precision characteristics of well-known methods. We also offer models based on a low-probability of warp divergence. Comparisons of new and old forms are made on the Nvidia Quadro 4000, GTX 285 and 480, and Tesla C2050 GPUs. We argue that in single-precision mode, the change-of-variables approach offers performance competitive with the fastest existing scheme while substantially improving precision, and that in double-precision mode, this approach offers the most GPU-optimal Gaussian quantile yet, and without compromise on precision for Monte Carlo applications, working twice as fast as the CUDA 4 library function with increased precision.
We study Quantum Gravity effects on the density of states in statistical mechanics and its implications for the critical temperature of a Bose Einstein Condensate and fraction of bosons in its ground state. We also study the effects of compact extra dimensions on the critical temperature and the fraction. We consider both neutral and charged bosons in the study and show that the effects may just be measurable in current and future experiments.
In this paper we construct a noncommutative space of ``pointed Drinfeld modules that generalizes to the case of function fields the noncommutative spaces of commensurability classes of Q-lattices. It extends the usual moduli spaces of Drinfeld modules to possibly degenerate level structures. In the second part of the paper we develop some notions of quantum statistical mechanics in positive characteristic and we show that, in the case of Drinfeld modules of rank one, there is a natural time evolution on the associated noncommutative space, which is closely related to the positive characteristic L-functions introduced by Goss. The points of the usual moduli space of Drinfeld modules define KMS functionals for this time evolution. We also show that the scaling action on the dual system is induced by a Frobenius action, up to a Wick rotation to imaginary time.
A framework for statistical-mechanical analysis of quantum Hamiltonians is introduced. The approach is based upon a gradient flow equation in the space of Hamiltonians such that the eigenvectors of the initial Hamiltonian evolve toward those of the reference Hamiltonian. The nonlinear double-bracket equation governing the flow is such that the eigenvalues of the initial Hamiltonian remain unperturbed. The space of Hamiltonians is foliated by compact invariant subspaces, which permits the construction of statistical distributions over the Hamiltonians. In two dimensions, an explicit dynamical model is introduced, wherein the density function on the space of Hamiltonians approaches an equilibrium state characterised by the canonical ensemble. This is used to compute quenched and annealed averages of quantum observables.
An interesting connection between the Regge theory of scattering, the Veneziano amplitude, the Lee-Yang theorems in statistical mechanics and nonextensive Renyi entropy is addressed. In this scheme the standard entropy and the Renyi entropy appear to be different limits of a unique mathematical object. This framework sheds light on the physical origin of nonextensivity. A non trivial application to spin glass theory is shortly outlined.