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Linear Quadratic Stochastic Differential Games: Open-Loop and Closed-Loop Saddle Points  [PDF]
Jingrui Sun,Jiongmin Yong
Mathematics , 2014,
Abstract: In this paper, we consider a linear quadratic stochastic two-person zero-sum differential game. The controls for both players are allowed to appear in both drift and diffusion of the state equation. The weighting matrices in the performance functional are not assumed to be definite/non-singular. A necessary and sufficient condition for the existence of a closed-loop saddle point is established in terms of the solvability of a Riccati differential equation with certain regularity. It is possible that the closed-loop saddle point fails to exist, and at the same time, the corresponding Riccati equation admits a solution (which does not have needed regularity). Also, we will indicate that the solution of the Riccati equation may be non-unique.
Saddle point states and energy barriers for vortex entrance and exit in superconducting disks and rings  [PDF]
B. J. Baelus,F. M. Peeters,V. A. Schweigert
Physics , 2000, DOI: 10.1103/PhysRevB.63.144517
Abstract: The transitions between the different vortex states of thin mesoscopic superconducting disks and rings are studied using the non-linear Ginzburg-Landau functional. They are saddle points of the free energy representing the energy barrier which has to be overcome for transition between the different vortex states. In small superconducting disks and rings the saddle point state between two giant vortex states, and in larger systems the saddle point state between a multivortex state and a giant vortex state and between two multivortex states is obtained. The shape and the height of the nucleation barrier is investigated for different disk and ring configurations.
Differentiability of Hausdorff dimension of the non-wandering set in a planar open billiard  [PDF]
Paul Wright
Mathematics , 2014,
Abstract: We consider open billiards in the plane satisfying the no-eclipse condition. We show that the points in the non-wandering set depend differentiably on deformations to the boundary of the billiard. We use Bowen's equation to estimate the Hausdorff dimension of the non-wandering set of the billiard. Finally we show that the Hausdorff dimension depends differentiably on sufficiently smooth deformations to the boundary of the billiard, and estimate the derivative with respect to such deformations.
Fixed points, saddle points and universality  [PDF]
Janos Polonyi
Physics , 1994,
Abstract: It is pointed out that the universality might seriously be violated by models with several fixed points.
Saddle-point dynamics: conditions for asymptotic stability of saddle points  [PDF]
Ashish Cherukuri,Bahman Gharesifard,Jorge Cortes
Mathematics , 2015,
Abstract: This paper considers continuously differentiable functions of two vector variables that have (possibly a continuum of) min-max saddle points. We study the asymptotic convergence properties of the associated saddle-point dynamics (gradient-descent in the first variable and gradient-ascent in the second one). We identify a suite of complementary conditions under which the set of saddle points is asymptotically stable under the saddle-point dynamics. Our first set of results is based on the convexity-concavity of the function defining the saddle-point dynamics to establish the convergence guarantees. For functions that do not enjoy this feature, our second set of results relies on properties of the linearization of the dynamics, the function along the proximal normals to the saddle set, and the linearity of the function in one variable. We also provide global versions of the asymptotic convergence results. Various examples illustrate our discussion.
Diffractive orbits in an open microwave billiard  [PDF]
J. S. Hersch,M. R. Haggerty,E. J. Heller
Physics , 1999, DOI: 10.1103/PhysRevLett.83.5342
Abstract: We demonstrate the existence and significance of diffractive orbits in an open microwave billiard, both experimentally and theoretically. Orbits that diffract off of a sharp edge strongly influence the conduction spectrum of this resonator, especially in the regime where there are no stable classical orbits. On resonance, the wavefunctions are influenced by both classical and diffractive orbits. Off resonance, the wavefunctions are determined by the constructive interference of multiple transient, nonperiodic orbits. Experimental, numerical, and semiclassical results are presented.
Topological pressure via saddle points  [PDF]
Katrin Gelfert,Christian Wolf
Mathematics , 2005,
Abstract: Let $\Lambda$ be a compact locally maximal invariant set of a $C^2$-diffeomorphism $f:M\to M$ on a smooth Riemannian manifold $M$. In this paper we study the topological pressure $P_{\rm top}(\phi)$ (with respect to the dynamical system $f|\Lambda$) for a wide class of H\"older continuous potentials and analyze its relation to dynamical, as well as geometrical, properties of the system. We show that under a mild nonuniform hyperbolicity assumption the topological pressure of $\phi$ is entirely determined by the values of $\phi$ on the saddle points of $f$ in $\Lambda$. Moreover, it is enough to consider saddle points with ``large'' Lyapunov exponents. We also introduce a version of the pressure for certain non-continuous potentials and establish several variational inequalities for it. Finally, we deduce relations between expansion and escape rates and the dimension of $\Lambda$. Our results generalize several well-known results to certain non-uniformly hyperbolic systems.
Spectral statistics in an open parametric billiard system  [PDF]
B. Dietz,A. Heine,A. Richter,O. Bohigas,P. Leboeuf
Physics , 2006, DOI: 10.1103/PhysRevE.73.035201
Abstract: We present experimental results on the eigenfrequency statistics of a superconducting, chaotic microwave billiard containing a rotatable obstacle. Deviations of the spectral fluctuations from predictions based on Gaussian orthogonal ensembles of random matrices are found. They are explained by treating the billiard as an open scattering system in which microwave power is coupled in and out via antennas. To study the interaction of the quantum (or wave) system with its environment a highly sensitive parametric correlator is used.
Complex saddle points in QCD at finite temperature and density  [PDF]
Hiromichi Nishimura,Michael C. Ogilvie,Kamal Pangeni
Physics , 2014, DOI: 10.1103/PhysRevD.90.045039
Abstract: The sign problem in QCD at finite temperature and density leads naturally to the consideration of complex saddle points of the action or effective action. The global symmetry $\mathcal{CK}$ of the finite-density action, where $\mathcal{C}$ is charge conjugation and $\mathcal{K}$ is complex conjugation, constrains the eigenvalues of the Polyakov loop operator $P$ at a saddle point in such a way that the action is real at a saddle point, and net color charge is zero. The values of $Tr_{F}P$ and $Tr_{F}P^{\dagger}$ at the saddle point, are real but not identical, indicating the different free energy cost associated with inserting a heavy quark versus an antiquark into the system. At such complex saddle points, the mass matrix associated with Polyakov loops may have complex eigenvalues, reflecting oscillatory behavior in color-charge densities. We illustrate these properties with a simple model which includes the one-loop contribution of gluons and massless quarks moving in a constant Polyakov loop background. Confinement-deconfinement effects are modeled phenomenologically via an added potential term depending on the Polyakov loop eigenvalues. For sufficiently large $T$ and $\mu$, the results obtained reduce to those of perturbation theory at the complex saddle point. These results may be experimentally relevant for the CBM experiment at FAIR.
Complex saddle points in finite-density QCD  [PDF]
Hiromichi Nishimura,Michael C. Ogilvie,Kamal Pangeni
Physics , 2015,
Abstract: We consider complex saddle points in QCD at finite temperature and density, which are constrained by symmetry under charge and complex conjugations. This approach naturally incorporates color neutrality, and the Polyakov loop and the conjugate loop at the saddle point are real but not identical. Moreover, it can give rise to a complex mass matrix associated with the Polyakov loops, reflecting oscillatory behavior in color-charge densities. This aspect of the phase structure appears to be sensitive to the origin of confinement, as modeled in the effective potential.
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