- Correlation functions of degenerate fields in Super-Liouville field theory We study four-point correlation functions of degenerated fields in the NS sector in Super-Liouville field theory. We find integral expressions for these functions using the BPZ equation, and study some superconformal properties of these solutions. Finally, we present the general form for three-point correlation functions. 1 authors · Feb 17
- Neural Network Learning of Black-Scholes Equation for Option Pricing One of the most discussed problems in the financial world is stock option pricing. The Black-Scholes Equation is a Parabolic Partial Differential Equation which provides an option pricing model. The present work proposes an approach based on Neural Networks to solve the Black-Scholes Equations. Real-world data from the stock options market were used as the initial boundary to solve the Black-Scholes Equation. In particular, times series of call options prices of Brazilian companies Petrobras and Vale were employed. The results indicate that the network can learn to solve the Black-Sholes Equation for a specific real-world stock options time series. The experimental results showed that the Neural network option pricing based on the Black-Sholes Equation solution can reach an option pricing forecasting more accurate than the traditional Black-Sholes analytical solutions. The experimental results making it possible to use this methodology to make short-term call option price forecasts in options markets. 2 authors · May 9, 2024
- BPS and near-BPS black holes in AdS_5 and their spectrum in N=4 SYM We study quantum corrections in the gravitational path integral around nearly 1/16-BPS black holes in asymptotically AdS_5 times S^5 space, dual to heavy states in 4D N=4 super Yang-Mills. The analysis provides a gravitational explanation of why 1/16-BPS black holes exhibit an exact degeneracy at large N and why all such states have the same charges, confirming the belief that the superconformal index precisely counts the entropy of extremal black holes. We show the presence of a gap of order N^{-2} between the 1/16-BPS black holes and the lightest near-BPS black holes within the same charge sector. This is the first example of such a gap for black holes states within the context of AdS_5 holography. We also derive the spectrum of near-BPS states that lie above this gap. Our computation relies on finding the correct version of the N=2 super-Schwarzian theory which captures the breaking of the SU(1, 1|1) symmetry when the black hole has finite temperature and non-zero chemical potential. Finally, we comment on possible stringy and non-perturbative corrections that can affect the black hole spectrum. 4 authors · Mar 2, 2022
- Instability of the solitary waves for the Generalized Benjamin-Bona-Mahony Equation In this work, we consider the generalized Benjamin-Bona-Mahony equation $partial_t u+partial_x u+partial_x( |u|^pu)-partial_t partial_x^{2}u=0, quad(t,x) in R times R, with p>4. This equation has the traveling wave solutions \phi_{c}(x-ct), for any frequency c>1. It has been proved by Souganidis and Strauss Strauss-1990 that, there exists a number c_{0}(p)>1, such that solitary waves \phi_{c}(x-ct) with 1<c<c_{0}(p) is orbitally unstable, while for c>c_{0}(p), \phi_{c}(x-ct) is orbitally stable. The linear exponential instability in the former case was further proved by Pego and Weinstein Pego-1991-eigenvalue. In this paper, we prove the orbital instability in the critical case c=c_{0}(p)$. 2 authors · Sep 1, 2023
- Black holes and the loss landscape in machine learning Understanding the loss landscape is an important problem in machine learning. One key feature of the loss function, common to many neural network architectures, is the presence of exponentially many low lying local minima. Physical systems with similar energy landscapes may provide useful insights. In this work, we point out that black holes naturally give rise to such landscapes, owing to the existence of black hole entropy. For definiteness, we consider 1/8 BPS black holes in N = 8 string theory. These provide an infinite family of potential landscapes arising in the microscopic descriptions of corresponding black holes. The counting of minima amounts to black hole microstate counting. Moreover, the exact numbers of the minima for these landscapes are a priori known from dualities in string theory. Some of the minima are connected by paths of low loss values, resembling mode connectivity. We estimate the number of runs needed to find all the solutions. Initial explorations suggest that Stochastic Gradient Descent can find a significant fraction of the minima. 3 authors · Jun 26, 2023
- Mathematical modelling of flow and adsorption in a gas chromatograph In this paper, a mathematical model is developed to describe the evolution of the concentration of compounds through a gas chromatography column. The model couples mass balances and kinetic equations for all components. Both single and multiple-component cases are considered with constant or variable velocity. Non-dimensionalisation indicates the small effect of diffusion. The system where diffusion is neglected is analysed using Laplace transforms. In the multiple-component case, it is demonstrated that the competition between the compounds is negligible and the equations may be decoupled. This reduces the problem to solving a single integral equation to determine the concentration profile for all components (since they are scaled versions of each other). For a given analyte, we then only two parameters need to be fitted to the data. To verify this approach, the full governing equations are also solved numerically using the finite difference method and a global adaptive quadrature method to integrate the Laplace transformation. Comparison with the Laplace solution verifies the high degree of accuracy of the simpler Laplace form. The Laplace solution is then verified against experimental data from BTEX chromatography. This novel method, which involves solving a single equation and fitting parameters in pairs for individual components, is highly efficient. It is significantly faster and simpler than the full numerical solution and avoids the computationally expensive methods that would normally be used to fit all curves at the same time. 5 authors · Oct 7, 2024
- Breaking supersymmetry with pure spinors For several classes of BPS vacua, we find a procedure to modify the PDEs that imply preserved supersymmetry and the equations of motion so that they still imply the latter but not the former. In each case we trace back this supersymmetry-breaking deformation to a distinct modification of the pure spinor equations that provide a geometrical interpretation of supersymmetry. We give some concrete examples: first we generalize the Imamura class of Mink6 solutions by removing a symmetry requirement, and then derive some local and global solutions both before and after breaking supersymmetry. 2 authors · Nov 27, 2019
- Predictive power of the Berezinskii-Kosterlitz-Thouless theory based on Renormalization Group throughout the BCS-BEC crossover in 2D superconductors Recent experiments on 2D superconductors allow the characterization of the critical temperature and of the phase diagram across the BCS-BEC crossover as a function of density. We obtain from these experiments the microscopic parameters of the superconducting state at low temperatures by the BCS mean-field approach. For Li_xZrNCl, the extracted parameters are used to evaluate the superconducting phase stiffness and the Berezinskii-Kosterlitz-Thouless (BKT) critical temperature throughout the BCS-BEC crossover, by implementing the corresponding Renormalization Group (RG) approach. In this way, we make a quantitative test of the predictive power of the BKT theory for evaluating the critical temperature. The RG flow equations turn out to give a sizable renormalization of the phase stiffness and of the critical temperature, which is crucial to obtain a satisfactory agreement between the BKT theory and the experiments, in particular in the BCS-BEC crossover regime. We predict the temperature range where phase stiffness renormalization can be measured in Li_xZrNCl across the BCS-BEC crossover. Contrary to other microscopic theories of superconductivity, we find that the BKT theory can be exploited to evaluate quantitatively the critical temperature of 2D superconductors in different pairing regimes. 4 authors · Mar 5, 2024
- Quantum algorithm for collisionless Boltzmann simulation of self-gravitating systems The collisionless Boltzmann equation (CBE) is a fundamental equation that governs the dynamics of a broad range of astrophysical systems from space plasma to star clusters and galaxies. It is computationally expensive to integrate the CBE directly in a multi-dimensional phase space, and thus the applications to realistic astrophysical problems have been limited so far. Recently, Todorova & Steijl (2020) proposed an efficient quantum algorithm to solve the CBE with significantly reduced computational complexity. We extend the algorithm to perform quantum simulations of self-gravitating systems, incorporating the method to calculate gravity with the major Fourier modes of the density distribution extracted from the solution-encoding quantum state. Our method improves the dependency of time and space complexities on Nv , the number of grid points in each velocity coordinate, compared to the classical simulation methods. We then conduct some numerical demonstrations of our method. We first run a 1+1 dimensional test calculation of free streaming motion on 64*64 grids using 13 simulated qubits and validate our method. We then perform simulations of Jeans collapse, and compare the result with analytic and linear theory calculations. It will thus allow us to perform large-scale CBE simulations on future quantum computers. 5 authors · Mar 29, 2023
- Partial Differential Equations is All You Need for Generating Neural Architectures -- A Theory for Physical Artificial Intelligence Systems In this work, we generalize the reaction-diffusion equation in statistical physics, Schr\"odinger equation in quantum mechanics, Helmholtz equation in paraxial optics into the neural partial differential equations (NPDE), which can be considered as the fundamental equations in the field of artificial intelligence research. We take finite difference method to discretize NPDE for finding numerical solution, and the basic building blocks of deep neural network architecture, including multi-layer perceptron, convolutional neural network and recurrent neural networks, are generated. The learning strategies, such as Adaptive moment estimation, L-BFGS, pseudoinverse learning algorithms and partial differential equation constrained optimization, are also presented. We believe it is of significance that presented clear physical image of interpretable deep neural networks, which makes it be possible for applying to analog computing device design, and pave the road to physical artificial intelligence. 3 authors · Mar 9, 2021
- Black hole thermodynamics in Horndeski theories We investigate thermodynamics of static and spherically symmetric black holes (BHs) in the Horndeski theories. Because of the presence of the higher-derivative interactions and the nonminimal derivative couplings of the scalar field, the standard Wald entropy formula may not be directly applicable. Hence, following the original formulation by Iyer and Wald, we obtain the differentials of the BH entropy and the total mass of the system in the Horndeski theories, which lead to the first-law of thermodynamics via the conservation of the Hamiltonian. Our formulation covers the case of the static and spherically symmetric BH solutions with the static scalar field and those with the linearly time-dependent scalar field in the shift-symmetric Horndeski theories. We then apply our results to explicit BH solutions in the Horndeski theories. In the case of the conventional scalar-tensor theories and the Einstein-scalar-Gauss-Bonnet theories, we recover the BH entropy obtained by the Wald entropy formula. In the shift-symmetric theories, in the case of the BH solutions with the static scalar field we show that the BH entropy follows the ordinary area law even in the presence of the nontrivial profile of the scalar field. On the other hand, in the case of the BH solutions where the scalar field linearly depends on time, i.e., the stealth Schwarzschild and Schwarzschild-(anti-) de Sitter solutions, the BH entropy also depends on the profile of the scalar field. By use of the entropy, we find that there exists some range of the parameters in which Schwarzschild-(AdS) BH with non-trivial scalar field is thermodynamically stable than Schwarzschild-(AdS) BH without scalar field in general relativity. 2 authors · Aug 2, 2023
- Minimally Deformed Regular Bardeen Black Hole Solutions in Rastall Theory In this study, we utilize the minimal geometric deformation technique of gravitational decoupling to extend the regular Bardeen black hole, leading to the derivation of new black hole solutions within the framework of Rastall theory. By decoupling the field equations associated with an extended matter source into two subsystems, we address the first subsystem using the metric components of the regular Bardeen black hole. The second subsystem, incorporating the effects of the additional source, is solved through a constraint imposed by a linear equation of state. By linearly combining the solutions of these subsystems, we obtain two extended models. We then explore the distinct physical properties of these models for specific values of the Rastall and decoupling parameters. Our investigations encompass effective thermodynamic variables such as density and anisotropic pressure, asymptotic flatness, energy conditions, and thermodynamic properties including Hawking temperature, entropy, and specific heat. The results reveal that both models violate asymptotic flatness of the resulting spacetimes. The violation of energy conditions indicate the presence of exotic matter, for both models. Nonetheless, the energy density, radial pressure, as well as the Hawking temperature exhibit acceptable behavior, while the specific heat and Hessian matrix suggest thermodynamic stability. 2 authors · Dec 2, 2024
- Light Schrödinger Bridge Despite the recent advances in the field of computational Schr\"odinger Bridges (SB), most existing SB solvers are still heavy-weighted and require complex optimization of several neural networks. It turns out that there is no principal solver which plays the role of simple-yet-effective baseline for SB just like, e.g., k-means method in clustering, logistic regression in classification or Sinkhorn algorithm in discrete optimal transport. We address this issue and propose a novel fast and simple SB solver. Our development is a smart combination of two ideas which recently appeared in the field: (a) parameterization of the Schr\"odinger potentials with sum-exp quadratic functions and (b) viewing the log-Schr\"odinger potentials as the energy functions. We show that combined together these ideas yield a lightweight, simulation-free and theoretically justified SB solver with a simple straightforward optimization objective. As a result, it allows solving SB in moderate dimensions in a matter of minutes on CPU without a painful hyperparameter selection. Our light solver resembles the Gaussian mixture model which is widely used for density estimation. Inspired by this similarity, we also prove an important theoretical result showing that our light solver is a universal approximator of SBs. Furthemore, we conduct the analysis of the generalization error of our light solver. The code for our solver can be found at https://github.com/ngushchin/LightSB 3 authors · Oct 2, 2023
3 A Formal Perspective on Byte-Pair Encoding Byte-Pair Encoding (BPE) is a popular algorithm used for tokenizing data in NLP, despite being devised initially as a compression method. BPE appears to be a greedy algorithm at face value, but the underlying optimization problem that BPE seeks to solve has not yet been laid down. We formalize BPE as a combinatorial optimization problem. Via submodular functions, we prove that the iterative greedy version is a 1{{sigma(mu^star)}}(1-e^{-{sigma(mu^star)}})-approximation of an optimal merge sequence, where {sigma(mu^star)} is the total backward curvature with respect to the optimal merge sequence mu^star. Empirically the lower bound of the approximation is approx 0.37. We provide a faster implementation of BPE which improves the runtime complexity from Oleft(N Mright) to Oleft(N log Mright), where N is the sequence length and M is the merge count. Finally, we optimize the brute-force algorithm for optimal BPE using memoization. 7 authors · Jun 29, 2023
- Note: Stokes-Einstein relation without hydrodynamic diameter in the TIP4P/Ice water model It is demonstrated that self-diffusion and shear viscosity data for the TIP4P/Ice water model reported recently [L. Baran, W. Rzysko and L. MacDowell, J. Chem. Phys. {\bf 158}, 064503 (2023)] obey the microscopic version of the Stokes-Einstein relation without the hydrodynamic diameter. 2 authors · Aug 1, 2023
- Non-trivial saddles in microscopic description of black holes Non-trivial gravitational saddles have played a key role in the island proposal for the black hole information paradox. It is worth asking if non-trivial saddles exist in microscopic descriptions of black holes. We show this to be the case for 1/8 BPS black holes in N = 8 String Theory in a duality frame, where all charges are Ramond Ramond. The saddles are in the Coulomb branch, where they describe marginally stable bound states of the constituent branes, and correspond to vacua of the BFSS model. The non-perturbative suppression scale is determined by the binding energy. 2 authors · Dec 7, 2023