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arXiv 2023年

作者： Kim, Jaeuk Torquato, Salvatore Department of Chemistry Princeton University PrincetonNJ08544 United States Princeton Materials Institute Princeton University PrincetonNJ08544 United States Department of Physics Princeton University PrincetonNJ08544 United States Program in Applied and Computational Mathematics Princeton University PrincetonNJ08544 United States

Disordered stealthy hyperuniform dielectric composites exhibit novel electromagnetic wave transport properties in two and three dimensions. Here, we carry out the first study of the electromagnetic properties of one-dimensional (1D) disordered stealthy hyperuniform layered media. From an exact nonlocal theory, we derive an approximation formula for the effective dynamic dielectric constant tensor Εe(kq, ω) of general 1D media that is valid well beyond the quasistatic regime and apply it to 1D stealthy hyperuniform systems. We consider incident waves of transverse polarization, frequency ω, and wavenumber kq. Our formula for Εe(kq, ω), which is given in terms of the spectral density, leads to a closed-form relation for the transmittance T. Our theoretical predictions are in excellent agreement with finite-difference time-domain (FDTD) simulations. Stealthy hyperuniform layered media have perfect transparency intervals up to a finite wavenumber, implying no Anderson localization, but non-stealthy hyperuniform media are not perfectly transparent. Our predictive theory provides a new path for the inverse design of the wave characteristics of disordered layered media, which are readily fabricated, by engineering their spectral densities. © 2023 Optica Publishing Group © 2023, CC BY.

关键词： Spectral density

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Robust Long-Term Growth Rate of Expected Utility for Leveraged ETFs

arXiv

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arXiv 2023年

作者： Leung, Tim Park, Hyungbin Yeo, Heejun Department of Applied Mathematics Computational Finance & Risk Management Program University of Washington SeattleWA98195 United States Department of Mathematical Sciences Research Institute of Mathematics Seoul National University 1 Gwanak-ro Gwanak-gu Seoul08826 Korea Republic of Department of Mathematical Sciences Seoul National University 1 Gwanak-ro Gwanak-gu Seoul08826 Korea Republic of

This paper analyzes the robust long-term growth rate of expected utility and expected return from holding a leveraged exchange-traded fund (LETF). When the Markovian model parameters in the reference asset are uncertain, the robust long-term growth rate is derived by analyzing the worst-case parameters among an uncertainty set. We compute the growth rate and describe the optimal leverage ratio maximizing the robust long-term growth rate. To achieve this, the worst-case parameters are analyzed by the comparison principle, and the growth rate of the worst-case is computed using the martingale extraction method. The robust long-term growth rates are obtained explicitly under a number of models for the reference asset, including the geometric Brownian motion (GBM), Cox–Ingersoll–Ross (CIR), 3/2, and Heston and 3/2 stochastic volatility models. Additionally, we demonstrate the impact of stochastic interest rates, such as the Vasicek and inverse GARCH short rate models. This paper is an extended work of Leung and Park [2017]. Copyright © 2023, The Authors. All rights reserved.

关键词： Growth rate

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Optimal packings of superballs

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Physical Review E 2009年第4期79卷 041309-041309页

作者： Y. Jiao F. H. Stillinger S. Torquato Department of Mechanical and Aerospace Engineering Princeton University Princeton New Jersey 08544 USA Department of Chemistry Princeton University Princeton New Jersey 08544 USA Program in Applied and Computational Mathematics Princeton University Princeton New Jersey 08544 USA Princeton Center for Theoretical Science Princeton University Princeton New Jersey 08544 USA School of Natural Sciences Institute for Advanced Study Princeton New Jersey 08540 USA

Dense hard-particle packings are intimately related to the structure of low-temperature phases of matter and are useful models of heterogeneous materials and granular media. Most studies of the densest packings in three dimensions have considered spherical shapes, and it is only more recently that nonspherical shapes (e.g., ellipsoids) have been investigated. Superballs (whose shapes are defined by |x1|2p+|x2|2p+|x3|2p≤1) provide a versatile family of convex particles (p≥0.5) with both cubic-like and octahedral-like shapes as well as concave particles (0

关键词： Temperature

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The sample complexity of multi-reference alignment

arXiv

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arXiv 2017年

作者： Perry, Amelia Weed, Jonathan Bandeira, Afonso S. Rigollet, Philippe Singer, Amit Department of Mathematics Massachusetts Institute of Technology 77 Massachusetts Avenue CambridgeMA02139-4307 United States Department of Mathematics Courant Institute of Mathematical Sciences Center for Data Science New York University New YorkNY10012 United States Department of Mathematics Massachusetts Institute of Technology 77 Massachusetts Avenue CambridgeMA02139-4307 United States Department of Mathematics Massachusetts Institute of Technology 77 Massachusetts Avenue CambridgeMA02139-4307 United States Department of Mathematics Program in Applied and Computational Mathematics Princeton University PrincetonNJ08544 United States

The growing role of data-driven approaches to scientific discovery has unveiled a large class of models that involve latent transformations with a rigid algebraic constraint. Three-dimensional molecule reconstruction in Cryo-Electron Microscopy (cryo-EM) is a central problem in this class. Despite decades of algorithmic and software development, there is still little theoretical understanding of the sample complexity of this problem, that is, number of images required for 3-D reconstruction. Here we consider multi-reference alignment (MRA), a simple model that captures fundamental aspects of the statistical and algorithmic challenges arising in cryo-EM and related problems. In MRA, an unknown signal is subject to two types of corruption: a latent cyclic shift and the more traditional additive white noise. The goal is to recover the signal at a certain precision from independent samples. While at high signal-to-noise ratio (SNR), the number of observations needed to recover a generic signal is proportional to 1/SNR, we prove that it rises to a surprising 1/SNR3 in the low SNR regime. This precise phenomenon was observed empirically more than twenty years ago for cryo-EM but has remained unexplained to date. Furthermore, our techniques can easily be extended to the heterogeneous MRA model where the samples come from a mixture of signals, as is often the case in applications such as cryo-EM, where molecules may have different conformations. This provides a first step towards a statistical theory for heterogeneous cryo-EM.62B10, 92C55 Copyright © 2017, The Authors. All rights reserved.

关键词： Signal to noise ratio

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Spectral neighbor joining for reconstruction of latent tree models

arXiv

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arXiv 2020年

作者： Jaffe, Ariel Amsel, Noah Nadler, Boaz Chang, Joseph T. Kluger, Yuval Program in Applied Mathematics Yale University New HavenCT06511 United States Department of Computer Science Weizmann Institute of Science Rehovot76100 Israel Department of Statistics Yale University New HavenCT06520 United States Interdepartmental Program in Computational Biology and Bioinformatics New HavenCT06511 Singapore Department of Pathology New HavenCT06511 United States

A key assumption in multiple scientific applications is that the distribution of observed data can be modeled by a latent tree graphical model. An important example is phylogenetics, where the tree models the evolutionary lineages of various organisms. Given a set of independent realizations of the random variables at the leaves of the tree, a common task is to infer the underlying tree topology. In this work we develop Spectral Neighbor Joining (SNJ), a novel method to recover latent tree graphical models. In contrast to distance based methods, SNJ is based on a spectral measure of similarity between all pairs of observed variables. We prove that SNJ is consistent, and derive a sufficient condition for correct tree recovery from an estimated similarity matrix. Combining this condition with a concentration of measure result on the similarity matrix, we bound the number of samples required to recover the tree with high probability. We illustrate via extensive simulations that SNJ requires fewer samples to accurately recover trees in regimes where the tree contains a large number of leaves or long edges. We provide theoretical support for this observation by analyzing the model of a perfect binary tree. Copyright © 2020, The Authors. All rights reserved.

关键词： Recovery

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Self-assembly of the simple cubic lattice with an isotropic potential

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Physical Review E 2006年第2期74卷 021404-021404页

作者： Mikael C. Rechtsman Frank H. Stillinger Salvatore Torquato Department of Physics Princeton University Princeton New Jersey 08544 USA Department of Chemistry Princeton University Princeton New Jersey 08544 USA Program in Applied and Computational Mathematics Princeton University Princeton New Jersey 08544 USA Princeton Institute for the Science and Technology Materials Princeton University Princeton New Jersey 08544 USA Princeton Center for Theoretical Physics Princeton University Princeton New Jersey 08544 USA

Conventional wisdom presumes that low-coordinated crystal ground states require directional interactions. Using our recently introduced optimization procedure to achieve self-assembly of targeted structures [M. C. Rechtsman et al., Phys. Rev. Lett. 95, 228301 (2005); Phys. Rev. E 73, 011406 (2006)], we present an isotropic pair potential V(r) for a three-dimensional many-particle system whose classical ground state is the low-coordinated simple cubic lattice. This result is part of an ongoing pursuit by the authors to develop analytical and computational tools to solve statistical-mechanical inverse problems for the purpose of achieving targeted self-assembly. The purpose of these methods is to design interparticle interactions that cause self-assembly of technologically important target structures for applications in photonics, catalysis, separation, sensors, and electronics. We also show that standard approximate integral-equation theories of the liquid state that utilize pair correlation function information cannot be used in the reverse mode to predict the correct simple cubic potential. We report in passing optimized isotropic potentials that yield the body-centered-cubic and simple hexagonal lattices, which provide other examples of non-close-packed structures that can be assembled using isotropic pair interactions.

关键词： CRYSTALS CLUSTERS DENSE

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Optimal Packings of Superdisks and the Role of Symmetry

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Physical Review Letters 2008年第24期100卷 245504-245504页

作者： Y. Jiao F. H. Stillinger S. Torquato Department of Mechanical and Aerospace Engineering Princeton University Princeton New Jersey 08544 USA Department of Chemistry Princeton University Princeton New Jersey 08544 USA Program in Applied and Computational Mathematics Princeton University Princeton New Jersey 08544 USA School of Natural Sciences Institute for Advanced Study Princeton New Jersey 08540 USA Princeton Center for Theoretical Science Princeton University Princeton New Jersey 08544 USA

Almost all studies of the densest particle packings consider convex particles. Here, we provide exact constructions for the densest known two-dimensional packings of superdisks whose shapes are defined by |x1|2p+|x2|2... 详细信息

关键词： Condensed matter physics

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Jammed lattice sphere packings

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Physical Review E 2013年第6期88卷 062151-062151页

作者： Yoav Kallus Étienne Marcotte Salvatore Torquato Princeton Center for Theoretical Science Princeton University Princeton New Jersey 08544 USA Department of Physics Princeton University Princeton New Jersey 08544 USA Department of Chemistry Princeton University Princeton New Jersey 08544 USA Program in Applied and Computational Mathematics Princeton University Princeton New Jersey 08544 USA Princeton Institute of the Science and Technology of Materials Princeton University Princeton New Jersey 08544 USA

We generate and study an ensemble of isostatic jammed hard-sphere lattices. These lattices are obtained by compression of a periodic system with an adaptive unit cell containing a single sphere until the point of mechanical stability. We present detailed numerical data about the densities, pair correlations, force distributions, and structure factors of such lattices. We show that this model retains many of the crucial structural features of the classical hard-sphere model and propose it as a model for the jamming and glass transitions that enables exploration of much higher dimensions than are usually accessible.

关键词： LATTICE theory SPHERE packings ISOSTATIC pressing STABILITY (Mechanics) MATHEMATICAL models GLASS transitions

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Reformulation of the covering and quantizer problems as ground states of interacting particles

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Physical Review E 2010年第5期82卷 056109-056109页

作者： S. Torquato []Department of Chemistry Princeton University Princeton New Jersey 08544 USA Department of Physics Princeton University Princeton New Jersey 08544 USA Princeton Center for Theoretical Science Princeton University Princeton New Jersey 08544 USA Program in Applied and Computational Mathematics Princeton University Princeton New Jersey 08544 USA and Princeton Institute for the Science and Technology of Materials Princeton University Princeton New Jersey 08544 USA

It is known that the sphere-packing problem and the number-variance problem (closely related to an optimization problem in number theory) can be posed as energy minimizations associated with an infinite number of point particles in d-dimensional Euclidean space Rd interacting via certain repulsive pair potentials. We reformulate the covering and quantizer problems as the determination of the ground states of interacting particles in Rd that generally involve single-body, two-body, three-body, and higher-body interactions. This is done by linking the covering and quantizer problems to certain optimization problems involving the “void” nearest-neighbor functions that arise in the theory of random media and statistical mechanics. These reformulations, which again exemplify the deep interplay between geometry and physics, allow one now to employ theoretical and numerical optimization techniques to analyze and solve these energy minimization problems. The covering and quantizer problems have relevance in numerous applications, including wireless communication network layouts, the search of high-dimensional data parameter spaces, stereotactic radiation therapy, data compression, digital communications, meshing of space for numerical analysis, and coding and cryptography, among other examples. In the first three space dimensions, the best known solutions of the sphere-packing and number-variance problems (or their “dual” solutions) are directly related to those of the covering and quantizer problems, but such relationships may or may not exist for d≥4, depending on the peculiarities of the dimensions involved. Our reformulation sheds light on the reasons for these similarities and differences. We also show that disordered saturated sphere packings provide relatively thin (economical) coverings and may yield thinner coverings than the best known lattice coverings in sufficiently large dimensions. In the case of the quantizer problem, we derive improved upper bounds on the q

关键词： Ground state

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Nonequilibrium static diverging length scales on approaching a prototypical model glassy state

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Physical Review E 2012年第2期86卷 021505-021505页

作者： Adam B. Hopkins Frank H. Stillinger Salvatore Torquato Department of Chemistry Princeton University Princeton New Jersey 08544 USA Princeton Institute for the Science and Technology of Materials Princeton University Princeton New Jersey 08544 USA Department of Physics Princeton University Princeton New Jersey 08544 USA Princeton Center for Theoretical Science Princeton University Princeton New Jersey 08544 USA Program in Applied and Computational Mathematics Princeton University Princeton New Jersey 08544 USA

Maximally random jammed states of hard spheres are prototypical glasses. We study the small wavenumber k behavior of the structure factor S(k) of overcompressed million-sphere packings as a function of density up to the jammed state. We find both a precursor to the glassy jammed state evident long before the jamming density is reached and two associated growing length scales, one extracted from the volume integral of the direct correlation function c(r) and the other from the small-k behavior of the structure factor S(k), that can diverge at the “critical” jammed state. We also define a nonequilibrium index X and use it to demonstrate that the packings studied are intrinsically nonequilibrium in nature well before the critical state is reached. The extension of the results reported in the present work to supercooled atomic-liquid models in which the atoms interact with both repulsive and attractive forces is also discussed.

关键词： PROTOTYPES GLASS FACTOR structure DENSITY functionals NONEQUILIBRIUM thermodynamics MATHEMATICAL models CORRELATION (Statistics) CRITICAL point

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