arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2006.00201cond-mat.stat-mechcond-mat.dis-nn
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非交换矩阵矩阵值几何布朗运动自由熵的精确解:基于复制方法

Exact solution of free entropy for matrix-valued geometric Brownian motion with non-commutative matrices via the replica method

Manaka Okuyama, Masayuki Ohzeki

AI总结:

本研究利用复制方法,将非交换矩阵矩阵值几何布朗运动的时间演化算子迹映射到各向同性Lipkin-Meshkov-Glick模型,通过求解其本征值问题,获得自由熵的解析精确解,并经数值模拟验证。

摘要:

几何布朗运动(GBM)是随机微分方程中的标准模型。在本研究中,我们考虑具有非交换矩阵的矩阵值GBM。将非交换矩阵引入矩阵值GBM使得获得精确解变得困难,因为噪声项的存在阻碍了对角化。然而,我们证明复制方法能够克服这一困难。我们将具有非交换矩阵的矩阵值GBM的时间演化算子的迹映射到量子自旋系统中使用的各向同性Lipkin-Meshkov-Glick模型的配分函数上。然后,通过求解各向同性Lipkin-Meshkov-Glick模型的本征值问题,我们得到了自由熵的解析表达式。数值模拟与我们的解析结果一致。因此,我们的表达式是矩阵值GBM(含非交换矩阵)自由熵的精确解。

英文摘要:

Geometric Brownian motion (GBM) is a standard model in stochastic differential equations. In this study, we consider a matrix-valued GBM with non-commutative matrices. Introduction of non-commutative matrices into the matrix-valued GBM makes it difficult to obtain an exact solution because the existence of noise terms prevents diagonalization. However, we show that the replica method enables us to overcome this difficulty. We map the trace of the time evolution operator of the matrix-valued GBM with non-commutative matrices into the partition function of the isotropic Lipkin-Meshkov-Glick model used in quantum spin systems. Then, solving the eigenvalue problem of the isotropic Lipkin-Meshkov-Glick model, we obtain an analytical expression of the free entropy. Numerical simulation is consistent with our analytical result. Thus, our expression is the exact solution of the free entropy for the matrix-valued GBM with non-commutative matrices.

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