Polymer Chains. Ju Li. GEM4 Summer School 2006 Cell and Molecular Mechanics in BioMedicine August 7 18, 2006, MIT, Cambridge, MA, USA

Size: px
Start display at page:

Download "Polymer Chains. Ju Li. GEM4 Summer School 2006 Cell and Molecular Mechanics in BioMedicine August 7 18, 2006, MIT, Cambridge, MA, USA"

Transcription

1 Polymer Chans Ju L GEM4 Summer School 006 Cell and Molecular Mechancs n BoMedcne August 7 18, 006, MIT, Cambrdge, MA, USA

2 Outlne Freely Jonted Chan Worm-Lke Chan Persstence Length

3 Freely Jonted Chan (FJC) x 0 b 1 x 4 b 4 x 3 b 3 degrees of freedom: {x }, =0..N b 5 b x 1 x x 5 under constrants: x x -1 = b = b b s called the Kuhn length x N b N x N-1 no energy penalty otherwse In partcular, the Kuhn segments can penetrate rght through each other. 3

4 When t s not pulled Probablty dstrbuton of b : 3 b δ dp = ρ( b ) d = ( b b) db 4 b = 0, var[ b ] b = dω b π b and b +1 are uncorrelated. Defne end-to-end dstance: D b 1 + b + + b N. 4

5 We can now apply central lmt theorem: D = 0, var[ D] D = Nb Furthermore, we know dstrbuton of D must approach Gaussan dp D exp d π Nb Nb 3 D The radus of gyraton R g <D D> 1/ characterzes the spatal extent of the molecule N 1/ b, whch s much smaller than the contour length L=Nb. 5

6 Suppose x 0 s fxed, and x N s pulled wth external force f: Gbbs free energy of the system: G = F f D= E TS f D= TS f D F k Tln Z = const B N 3 b 3 b 3 b b B 1 N = 1 ktln d d d exp( β h( )) where h( b ) δ ( b b) express the constrant condton. 6

7 G = k Tln Ze = k Tln Ze βfd βf ( b1+ b+ + bn ) B B N = kt B d 1d d N β h = 1 const ln b b b exp( ( b )) where h ( b ) δ ( b b) f b The above s equvalent to N based segments, stll ndependent of each other. Each based segment s controlled by z d e πe dcosθ snh( β fb) β fb ln z 1 cosθ = = coth( β fb). ( β fb) β fb β fbcosθ cos 4 β fb θ π Ω = = 7

8 ˆ 1 X = D f = N bcosθ = Nb coth( β fb) β fb X fb = Λ L kbt Langevn functon Λ( x) coth( x) x 1 ~1-x Λ(x) ~x/3 x 8

9 Worm-Lke Chan (WLC) l=l l=0 contnuously bendable but unstretchable dl also called Kratky-Porod model L κc Bendng energy penalty: E[ x( l)] = dl curvature d x, Y π C = = κ = r for sold cylnder R dl 4 9

10 dx dt L κd d, = 1, C =, E[ ( l)] = t t t t t dl dl 0 dl over sold angle 4π Z dt( L) dt( L)... dt( L)exp β κ t t L The above path ntegral can be shown to be equvalent to dffuson of a free partcle constraned on a sphercal shell (quantum propagator n magnary tme), wth dffusvty dentfed as 1/βκ ( tme s l). t(l) t(0) orentaton space 10

11 l So, t( l) t(0) when l s small. βκ l l t() l t(0) 1 exp( ) βκ βκ The exponental decay form turns out to be vald n both short- and long-l lmt. Let us defne persstence length p l t( l) t(0) exp( ) p = βκ = κ kt The above orentaton correlaton functon s smlar to velocty auto-correlaton functon n Brownan moton. B 11

12 Two segments on the same polymer chan can be consdered to be strongly correlated n orentaton f they are separated by less than the persstence length p. 1 But ths correlaton des rather quckly for segments separated by chan length > p. Consder a quarter-crcle: t R t f The ntal tangent t and the fnal tangent t f can be consdered an example of orentaton decorrelaton. But, ths quarter-crcle could be very expensve to make f R s too small.

13 What s the rght prce? π R κ κ κ kt kt R R p B B R R kbt You can afford to make a loop of R > p. The force-extenson behavor of WLC-Kratky-Porod model does not admt smple closed-form soluton lke the Langevn functon. The problem can be mapped to a charged quantum partcle confned on a unt sphere, based by an electrc feld a Sturm-Louvlle egenfuncton problem seekng the lowest egenvalue. Requres dagonalzaton of a small matrx, after convertng to sphercal harmonc bass. 13

14 Interpolaton form: fp kt B X 1 = + L 4 1 X 4 1 L Good thng about ths nterpolaton form s that both lmts are asymptotcally correct. Marko and Sgga, Macromolecules 8 (1995)

15 The concept of persstence length s also applcable to Freely Jonted Chan model, f we make the followng calbraton. D D = dlt() l dl t( l ) 0 L L 0 0 = dldl t() l t( l ) L g() l dl We know g(0) = 1. If we clam g( l) s "equvalent" to exp( l/ p), then D D = Lp. L However, we know n FJC model, D D = Nb = Lb. b So the equvalent persstence length n FJC model s p =. 15

16 How well does t actually work? In the low-stretch regme: 3kTX B f (WLC) p L 3kTX b L B = (FJC) Marko and Sgga, Macromolecules 8 (1995)

17 17 Self-Avodng Random Walk (SAW) Experments show that R g grows more quckly than N 1/. Flory suggested ths s due to excluded volume of the polymer chan. He predcted that: R g ~ N 3/(+d) = N 0.6 (n 3 dmensons) = N 0.75 (n dmensons) Self-avodng random walker moves on a lattce and never re-vsts a ste f t has been vsted before. The more precse result n 3D s R g ~ N 0.588±0.001

18 18 Readng Lst Do, Introducton to Polymer Physcs (Oxford Unversty Press, Oxford, 1996). Do and Edwards, The Theory of Polymer Dynamcs (Clarendon Press, New York, 1986). Boal, Mechancs of the Cell (Cambrdge Unversty Press, New York, 00).

GEM4 Summer School OpenCourseWare

GEM4 Summer School OpenCourseWare GEM4 Summer School OpenCourseWare http://gem4.educommons.net/ http://www.gem4.org/ Lecture: Polymer Chains by Ju Li. Given August 16, 2006 during the GEM4 session at MIT in Cambridge, MA. Please use the

More information

Problem Points Score Total 100

Problem Points Score Total 100 Physcs 450 Solutons of Sample Exam I Problem Ponts Score 1 8 15 3 17 4 0 5 0 Total 100 All wor must be shown n order to receve full credt. Wor must be legble and comprehensble wth answers clearly ndcated.

More information

Lecture 3. Ax x i a i. i i

Lecture 3. Ax x i a i. i i 18.409 The Behavor of Algorthms n Practce 2/14/2 Lecturer: Dan Spelman Lecture 3 Scrbe: Arvnd Sankar 1 Largest sngular value In order to bound the condton number, we need an upper bound on the largest

More information

Georgia Tech PHYS 6124 Mathematical Methods of Physics I

Georgia Tech PHYS 6124 Mathematical Methods of Physics I Georga Tech PHYS 624 Mathematcal Methods of Physcs I Instructor: Predrag Cvtanovć Fall semester 202 Homework Set #7 due October 30 202 == show all your work for maxmum credt == put labels ttle legends

More information

Week 9 Chapter 10 Section 1-5

Week 9 Chapter 10 Section 1-5 Week 9 Chapter 10 Secton 1-5 Rotaton Rgd Object A rgd object s one that s nondeformable The relatve locatons of all partcles makng up the object reman constant All real objects are deformable to some extent,

More information

The Feynman path integral

The Feynman path integral The Feynman path ntegral Aprl 3, 205 Hesenberg and Schrödnger pctures The Schrödnger wave functon places the tme dependence of a physcal system n the state, ψ, t, where the state s a vector n Hlbert space

More information

Amplification and Relaxation of Electron Spin Polarization in Semiconductor Devices

Amplification and Relaxation of Electron Spin Polarization in Semiconductor Devices Amplfcaton and Relaxaton of Electron Spn Polarzaton n Semconductor Devces Yury V. Pershn and Vladmr Prvman Center for Quantum Devce Technology, Clarkson Unversty, Potsdam, New York 13699-570, USA Spn Relaxaton

More information

Chapter 3. r r. Position, Velocity, and Acceleration Revisited

Chapter 3. r r. Position, Velocity, and Acceleration Revisited Chapter 3 Poston, Velocty, and Acceleraton Revsted The poston vector of a partcle s a vector drawn from the orgn to the locaton of the partcle. In two dmensons: r = x ˆ+ yj ˆ (1) The dsplacement vector

More information

Physics 607 Exam 1. ( ) = 1, Γ( z +1) = zγ( z) x n e x2 dx = 1. e x2

Physics 607 Exam 1. ( ) = 1, Γ( z +1) = zγ( z) x n e x2 dx = 1. e x2 Physcs 607 Exam 1 Please be well-organzed, and show all sgnfcant steps clearly n all problems. You are graded on your wor, so please do not just wrte down answers wth no explanaton! Do all your wor on

More information

Module 1 : The equation of continuity. Lecture 1: Equation of Continuity

Module 1 : The equation of continuity. Lecture 1: Equation of Continuity 1 Module 1 : The equaton of contnuty Lecture 1: Equaton of Contnuty 2 Advanced Heat and Mass Transfer: Modules 1. THE EQUATION OF CONTINUITY : Lectures 1-6 () () () (v) (v) Overall Mass Balance Momentum

More information

THEOREMS OF QUANTUM MECHANICS

THEOREMS OF QUANTUM MECHANICS THEOREMS OF QUANTUM MECHANICS In order to develop methods to treat many-electron systems (atoms & molecules), many of the theorems of quantum mechancs are useful. Useful Notaton The matrx element A mn

More information

Strong Markov property: Same assertion holds for stopping times τ.

Strong Markov property: Same assertion holds for stopping times τ. Brownan moton Let X ={X t : t R + } be a real-valued stochastc process: a famlty of real random varables all defned on the same probablty space. Defne F t = nformaton avalable by observng the process up

More information

EPR Paradox and the Physical Meaning of an Experiment in Quantum Mechanics. Vesselin C. Noninski

EPR Paradox and the Physical Meaning of an Experiment in Quantum Mechanics. Vesselin C. Noninski EPR Paradox and the Physcal Meanng of an Experment n Quantum Mechancs Vesseln C Nonnsk vesselnnonnsk@verzonnet Abstract It s shown that there s one purely determnstc outcome when measurement s made on

More information

Week3, Chapter 4. Position and Displacement. Motion in Two Dimensions. Instantaneous Velocity. Average Velocity

Week3, Chapter 4. Position and Displacement. Motion in Two Dimensions. Instantaneous Velocity. Average Velocity Week3, Chapter 4 Moton n Two Dmensons Lecture Quz A partcle confned to moton along the x axs moves wth constant acceleraton from x =.0 m to x = 8.0 m durng a 1-s tme nterval. The velocty of the partcle

More information

CONDUCTORS AND INSULATORS

CONDUCTORS AND INSULATORS CONDUCTORS AND INSULATORS We defne a conductor as a materal n whch charges are free to move over macroscopc dstances.e., they can leave ther nucle and move around the materal. An nsulator s anythng else.

More information

Models for Single Molecule Experiments

Models for Single Molecule Experiments Models for Single Molecule Experiments Binding Unbinding Folding - Unfolding -> Kramers Bell theory 1 Polymer elasticity: - Hooke s law (?) - FJC (Freely joined chain) - WLC (Worm-like chain) 3 Molecular

More information

Prof. Dr. I. Nasser Phys 630, T Aug-15 One_dimensional_Ising_Model

Prof. Dr. I. Nasser Phys 630, T Aug-15 One_dimensional_Ising_Model EXACT OE-DIMESIOAL ISIG MODEL The one-dmensonal Isng model conssts of a chan of spns, each spn nteractng only wth ts two nearest neghbors. The smple Isng problem n one dmenson can be solved drectly n several

More information

and Statistical Mechanics Material Properties

and Statistical Mechanics Material Properties Statstcal Mechancs and Materal Propertes By Kuno TAKAHASHI Tokyo Insttute of Technology, Tokyo 15-855, JAPA Phone/Fax +81-3-5734-3915 takahak@de.ttech.ac.jp http://www.de.ttech.ac.jp/~kt-lab/ Only for

More information

π e ax2 dx = x 2 e ax2 dx or x 3 e ax2 dx = 1 x 4 e ax2 dx = 3 π 8a 5/2 (a) We are considering the Maxwell velocity distribution function: 2πτ/m

π e ax2 dx = x 2 e ax2 dx or x 3 e ax2 dx = 1 x 4 e ax2 dx = 3 π 8a 5/2 (a) We are considering the Maxwell velocity distribution function: 2πτ/m Homework Solutons Problem In solvng ths problem, we wll need to calculate some moments of the Gaussan dstrbuton. The brute-force method s to ntegrate by parts but there s a nce trck. The followng ntegrals

More information

University of Washington Department of Chemistry Chemistry 453 Winter Quarter 2015

University of Washington Department of Chemistry Chemistry 453 Winter Quarter 2015 Lecture 2. 1/07/15-1/09/15 Unversty of Washngton Department of Chemstry Chemstry 453 Wnter Quarter 2015 We are not talkng about truth. We are talkng about somethng that seems lke truth. The truth we want

More information

Online Appendix to: Axiomatization and measurement of Quasi-hyperbolic Discounting

Online Appendix to: Axiomatization and measurement of Quasi-hyperbolic Discounting Onlne Appendx to: Axomatzaton and measurement of Quas-hyperbolc Dscountng José Lus Montel Olea Tomasz Strzaleck 1 Sample Selecton As dscussed before our ntal sample conssts of two groups of subjects. Group

More information

Lecture 4. Macrostates and Microstates (Ch. 2 )

Lecture 4. Macrostates and Microstates (Ch. 2 ) Lecture 4. Macrostates and Mcrostates (Ch. ) The past three lectures: we have learned about thermal energy, how t s stored at the mcroscopc level, and how t can be transferred from one system to another.

More information

Convergence of random processes

Convergence of random processes DS-GA 12 Lecture notes 6 Fall 216 Convergence of random processes 1 Introducton In these notes we study convergence of dscrete random processes. Ths allows to characterze phenomena such as the law of large

More information

The equation of motion of a dynamical system is given by a set of differential equations. That is (1)

The equation of motion of a dynamical system is given by a set of differential equations. That is (1) Dynamcal Systems Many engneerng and natural systems are dynamcal systems. For example a pendulum s a dynamcal system. State l The state of the dynamcal system specfes t condtons. For a pendulum n the absence

More information

Lecture 7: Boltzmann distribution & Thermodynamics of mixing

Lecture 7: Boltzmann distribution & Thermodynamics of mixing Prof. Tbbtt Lecture 7 etworks & Gels Lecture 7: Boltzmann dstrbuton & Thermodynamcs of mxng 1 Suggested readng Prof. Mark W. Tbbtt ETH Zürch 13 März 018 Molecular Drvng Forces Dll and Bromberg: Chapters

More information

Randomness and Computation

Randomness and Computation Randomness and Computaton or, Randomzed Algorthms Mary Cryan School of Informatcs Unversty of Ednburgh RC 208/9) Lecture 0 slde Balls n Bns m balls, n bns, and balls thrown unformly at random nto bns usually

More information

5.04, Principles of Inorganic Chemistry II MIT Department of Chemistry Lecture 32: Vibrational Spectroscopy and the IR

5.04, Principles of Inorganic Chemistry II MIT Department of Chemistry Lecture 32: Vibrational Spectroscopy and the IR 5.0, Prncples of Inorganc Chemstry II MIT Department of Chemstry Lecture 3: Vbratonal Spectroscopy and the IR Vbratonal spectroscopy s confned to the 00-5000 cm - spectral regon. The absorpton of a photon

More information

U.C. Berkeley CS294: Beyond Worst-Case Analysis Luca Trevisan September 5, 2017

U.C. Berkeley CS294: Beyond Worst-Case Analysis Luca Trevisan September 5, 2017 U.C. Berkeley CS94: Beyond Worst-Case Analyss Handout 4s Luca Trevsan September 5, 07 Summary of Lecture 4 In whch we ntroduce semdefnte programmng and apply t to Max Cut. Semdefnte Programmng Recall that

More information

Physics 114 Exam 3 Spring Name:

Physics 114 Exam 3 Spring Name: Physcs 114 Exam 3 Sprng 015 Name: For gradng purposes (do not wrte here): Queston 1. 1... 3. 3. Problem 4. Answer each of the followng questons. Ponts for each queston are ndcated n red. Unless otherwse

More information

Physics 207: Lecture 20. Today s Agenda Homework for Monday

Physics 207: Lecture 20. Today s Agenda Homework for Monday Physcs 207: Lecture 20 Today s Agenda Homework for Monday Recap: Systems of Partcles Center of mass Velocty and acceleraton of the center of mass Dynamcs of the center of mass Lnear Momentum Example problems

More information

Goodness of fit and Wilks theorem

Goodness of fit and Wilks theorem DRAFT 0.0 Glen Cowan 3 June, 2013 Goodness of ft and Wlks theorem Suppose we model data y wth a lkelhood L(µ) that depends on a set of N parameters µ = (µ 1,...,µ N ). Defne the statstc t µ ln L(µ) L(ˆµ),

More information

3.1 Expectation of Functions of Several Random Variables. )' be a k-dimensional discrete or continuous random vector, with joint PMF p (, E X E X1 E X

3.1 Expectation of Functions of Several Random Variables. )' be a k-dimensional discrete or continuous random vector, with joint PMF p (, E X E X1 E X Statstcs 1: Probablty Theory II 37 3 EPECTATION OF SEVERAL RANDOM VARIABLES As n Probablty Theory I, the nterest n most stuatons les not on the actual dstrbuton of a random vector, but rather on a number

More information

Property calculation I

Property calculation I .0, 3.0, 0.333,.00 Introducton to Modelng and Smulaton Sprng 0 Part I Contnuum and partcle methods Property calculaton I Lecture 3 Markus J. Buehler Laboratory for Atomstc and Molecular Mechancs Department

More information

CS 468 Lecture 16: Isometry Invariance and Spectral Techniques

CS 468 Lecture 16: Isometry Invariance and Spectral Techniques CS 468 Lecture 16: Isometry Invarance and Spectral Technques Justn Solomon Scrbe: Evan Gawlk Introducton. In geometry processng, t s often desrable to characterze the shape of an object n a manner that

More information

Outline for today. Markov chain Monte Carlo. Example: spatial statistics (Christensen and Waagepetersen 2001)

Outline for today. Markov chain Monte Carlo. Example: spatial statistics (Christensen and Waagepetersen 2001) Markov chan Monte Carlo Rasmus Waagepetersen Department of Mathematcs Aalborg Unversty Denmark November, / Outlne for today MCMC / Condtonal smulaton for hgh-dmensonal U: Markov chan Monte Carlo Consder

More information

MOLECULAR DYNAMICS ,..., What is it? 2 = i i

MOLECULAR DYNAMICS ,..., What is it? 2 = i i MOLECULAR DYNAMICS What s t? d d x t 2 m 2 = F ( x 1,..., x N ) =1,,N r ( x1 ( t),..., x ( t)) = v = ( x& 1 ( t ),..., x& ( t )) N N What are some uses of molecular smulatons and modelng? Conformatonal

More information

SUPPLEMENTARY INFORMATION

SUPPLEMENTARY INFORMATION do: 0.08/nature09 I. Resonant absorpton of XUV pulses n Kr + usng the reduced densty matrx approach The quantum beats nvestgated n ths paper are the result of nterference between two exctaton paths of

More information

Three views of mechanics

Three views of mechanics Three vews of mechancs John Hubbard, n L. Gross s course February 1, 211 1 Introducton A mechancal system s manfold wth a Remannan metrc K : T M R called knetc energy and a functon V : M R called potental

More information

Rate of Absorption and Stimulated Emission

Rate of Absorption and Stimulated Emission MIT Department of Chemstry 5.74, Sprng 005: Introductory Quantum Mechancs II Instructor: Professor Andre Tokmakoff p. 81 Rate of Absorpton and Stmulated Emsson The rate of absorpton nduced by the feld

More information

Markov Chain Monte Carlo (MCMC), Gibbs Sampling, Metropolis Algorithms, and Simulated Annealing Bioinformatics Course Supplement

Markov Chain Monte Carlo (MCMC), Gibbs Sampling, Metropolis Algorithms, and Simulated Annealing Bioinformatics Course Supplement Markov Chan Monte Carlo MCMC, Gbbs Samplng, Metropols Algorthms, and Smulated Annealng 2001 Bonformatcs Course Supplement SNU Bontellgence Lab http://bsnuackr/ Outlne! Markov Chan Monte Carlo MCMC! Metropols-Hastngs

More information

Spin-rotation coupling of the angularly accelerated rigid body

Spin-rotation coupling of the angularly accelerated rigid body Spn-rotaton couplng of the angularly accelerated rgd body Loua Hassan Elzen Basher Khartoum, Sudan. Postal code:11123 E-mal: louaelzen@gmal.com November 1, 2017 All Rghts Reserved. Abstract Ths paper s

More information

Angular Momentum and Fixed Axis Rotation. 8.01t Nov 10, 2004

Angular Momentum and Fixed Axis Rotation. 8.01t Nov 10, 2004 Angular Momentum and Fxed Axs Rotaton 8.01t Nov 10, 2004 Dynamcs: Translatonal and Rotatonal Moton Translatonal Dynamcs Total Force Torque Angular Momentum about Dynamcs of Rotaton F ext Momentum of a

More information

14 The Postulates of Quantum mechanics

14 The Postulates of Quantum mechanics 14 The Postulates of Quantum mechancs Postulate 1: The state of a system s descrbed completely n terms of a state vector Ψ(r, t), whch s quadratcally ntegrable. Postulate 2: To every physcally observable

More information

Physics 114 Exam 2 Fall 2014 Solutions. Name:

Physics 114 Exam 2 Fall 2014 Solutions. Name: Physcs 114 Exam Fall 014 Name: For gradng purposes (do not wrte here): Queston 1. 1... 3. 3. Problem Answer each of the followng questons. Ponts for each queston are ndcated n red. Unless otherwse ndcated,

More information

Density matrix. c α (t)φ α (q)

Density matrix. c α (t)φ α (q) Densty matrx Note: ths s supplementary materal. I strongly recommend that you read t for your own nterest. I beleve t wll help wth understandng the quantum ensembles, but t s not necessary to know t n

More information

Mechanics Physics 151

Mechanics Physics 151 Mechancs Physcs 5 Lecture 7 Specal Relatvty (Chapter 7) What We Dd Last Tme Worked on relatvstc knematcs Essental tool for epermental physcs Basc technques are easy: Defne all 4 vectors Calculate c-o-m

More information

Continuous Time Markov Chain

Continuous Time Markov Chain Contnuous Tme Markov Chan Hu Jn Department of Electroncs and Communcaton Engneerng Hanyang Unversty ERICA Campus Contents Contnuous tme Markov Chan (CTMC) Propertes of sojourn tme Relatons Transton probablty

More information

Lagrangian Field Theory

Lagrangian Field Theory Lagrangan Feld Theory Adam Lott PHY 391 Aprl 6, 017 1 Introducton Ths paper s a summary of Chapter of Mandl and Shaw s Quantum Feld Theory [1]. The frst thng to do s to fx the notaton. For the most part,

More information

CHAPTER 14 GENERAL PERTURBATION THEORY

CHAPTER 14 GENERAL PERTURBATION THEORY CHAPTER 4 GENERAL PERTURBATION THEORY 4 Introducton A partcle n orbt around a pont mass or a sphercally symmetrc mass dstrbuton s movng n a gravtatonal potental of the form GM / r In ths potental t moves

More information

Multi-dimensional Central Limit Theorem

Multi-dimensional Central Limit Theorem Mult-dmensonal Central Lmt heorem Outlne ( ( ( t as ( + ( + + ( ( ( Consder a sequence of ndependent random proceses t, t, dentcal to some ( t. Assume t = 0. Defne the sum process t t t t = ( t = (; t

More information

Lecture 21: Numerical methods for pricing American type derivatives

Lecture 21: Numerical methods for pricing American type derivatives Lecture 21: Numercal methods for prcng Amercan type dervatves Xaoguang Wang STAT 598W Aprl 10th, 2014 (STAT 598W) Lecture 21 1 / 26 Outlne 1 Fnte Dfference Method Explct Method Penalty Method (STAT 598W)

More information

), it produces a response (output function g (x)

), it produces a response (output function g (x) Lnear Systems Revew Notes adapted from notes by Mchael Braun Typcally n electrcal engneerng, one s concerned wth functons of tme, such as a voltage waveform System descrpton s therefore defned n the domans

More information

APPROXIMATE PRICES OF BASKET AND ASIAN OPTIONS DUPONT OLIVIER. Premia 14

APPROXIMATE PRICES OF BASKET AND ASIAN OPTIONS DUPONT OLIVIER. Premia 14 APPROXIMAE PRICES OF BASKE AND ASIAN OPIONS DUPON OLIVIER Prema 14 Contents Introducton 1 1. Framewor 1 1.1. Baset optons 1.. Asan optons. Computng the prce 3. Lower bound 3.1. Closed formula for the prce

More information

In this section is given an overview of the common elasticity models.

In this section is given an overview of the common elasticity models. Secton 4.1 4.1 Elastc Solds In ths secton s gven an overvew of the common elastcty models. 4.1.1 The Lnear Elastc Sold The classcal Lnear Elastc model, or Hooean model, has the followng lnear relatonshp

More information

This chapter illustrates the idea that all properties of the homogeneous electron gas (HEG) can be calculated from electron density.

This chapter illustrates the idea that all properties of the homogeneous electron gas (HEG) can be calculated from electron density. 1 Unform Electron Gas Ths chapter llustrates the dea that all propertes of the homogeneous electron gas (HEG) can be calculated from electron densty. Intutve Representaton of Densty Electron densty n s

More information

ELASTIC WAVE PROPAGATION IN A CONTINUOUS MEDIUM

ELASTIC WAVE PROPAGATION IN A CONTINUOUS MEDIUM ELASTIC WAVE PROPAGATION IN A CONTINUOUS MEDIUM An elastc wave s a deformaton of the body that travels throughout the body n all drectons. We can examne the deformaton over a perod of tme by fxng our look

More information

Physics 5153 Classical Mechanics. D Alembert s Principle and The Lagrangian-1

Physics 5153 Classical Mechanics. D Alembert s Principle and The Lagrangian-1 P. Guterrez Physcs 5153 Classcal Mechancs D Alembert s Prncple and The Lagrangan 1 Introducton The prncple of vrtual work provdes a method of solvng problems of statc equlbrum wthout havng to consder the

More information

Thermodynamics and statistical mechanics in materials modelling II

Thermodynamics and statistical mechanics in materials modelling II Course MP3 Lecture 8/11/006 (JAE) Course MP3 Lecture 8/11/006 Thermodynamcs and statstcal mechancs n materals modellng II A bref résumé of the physcal concepts used n materals modellng Dr James Ellott.1

More information

Spectral Graph Theory and its Applications September 16, Lecture 5

Spectral Graph Theory and its Applications September 16, Lecture 5 Spectral Graph Theory and ts Applcatons September 16, 2004 Lecturer: Danel A. Spelman Lecture 5 5.1 Introducton In ths lecture, we wll prove the followng theorem: Theorem 5.1.1. Let G be a planar graph

More information

Mechanics Physics 151

Mechanics Physics 151 Mechancs Physcs 151 Lecture 3 Lagrange s Equatons (Goldsten Chapter 1) Hamlton s Prncple (Chapter 2) What We Dd Last Tme! Dscussed mult-partcle systems! Internal and external forces! Laws of acton and

More information

The Multiple Classical Linear Regression Model (CLRM): Specification and Assumptions. 1. Introduction

The Multiple Classical Linear Regression Model (CLRM): Specification and Assumptions. 1. Introduction ECONOMICS 5* -- NOTE (Summary) ECON 5* -- NOTE The Multple Classcal Lnear Regresson Model (CLRM): Specfcaton and Assumptons. Introducton CLRM stands for the Classcal Lnear Regresson Model. The CLRM s also

More information

SIO 224. m(r) =(ρ(r),k s (r),µ(r))

SIO 224. m(r) =(ρ(r),k s (r),µ(r)) SIO 224 1. A bref look at resoluton analyss Here s some background for the Masters and Gubbns resoluton paper. Global Earth models are usually found teratvely by assumng a startng model and fndng small

More information

6. Stochastic processes (2)

6. Stochastic processes (2) Contents Markov processes Brth-death processes Lect6.ppt S-38.45 - Introducton to Teletraffc Theory Sprng 5 Markov process Consder a contnuous-tme and dscrete-state stochastc process X(t) wth state space

More information

PHYS 705: Classical Mechanics. Calculus of Variations II

PHYS 705: Classical Mechanics. Calculus of Variations II 1 PHYS 705: Classcal Mechancs Calculus of Varatons II 2 Calculus of Varatons: Generalzaton (no constrant yet) Suppose now that F depends on several dependent varables : We need to fnd such that has a statonary

More information

Some Comments on Accelerating Convergence of Iterative Sequences Using Direct Inversion of the Iterative Subspace (DIIS)

Some Comments on Accelerating Convergence of Iterative Sequences Using Direct Inversion of the Iterative Subspace (DIIS) Some Comments on Acceleratng Convergence of Iteratve Sequences Usng Drect Inverson of the Iteratve Subspace (DIIS) C. Davd Sherrll School of Chemstry and Bochemstry Georga Insttute of Technology May 1998

More information

Lecture 17 : Stochastic Processes II

Lecture 17 : Stochastic Processes II : Stochastc Processes II 1 Contnuous-tme stochastc process So far we have studed dscrete-tme stochastc processes. We studed the concept of Makov chans and martngales, tme seres analyss, and regresson analyss

More information

6. Stochastic processes (2)

6. Stochastic processes (2) 6. Stochastc processes () Lect6.ppt S-38.45 - Introducton to Teletraffc Theory Sprng 5 6. Stochastc processes () Contents Markov processes Brth-death processes 6. Stochastc processes () Markov process

More information

kq r 2 2kQ 2kQ (A) (B) (C) (D)

kq r 2 2kQ 2kQ (A) (B) (C) (D) PHYS 1202W MULTIPL CHOIC QUSTIONS QUIZ #1 Answer the followng multple choce questons on the bubble sheet. Choose the best answer, 5 pts each. MC1 An uncharged metal sphere wll (A) be repelled by a charged

More information

Composite Hypotheses testing

Composite Hypotheses testing Composte ypotheses testng In many hypothess testng problems there are many possble dstrbutons that can occur under each of the hypotheses. The output of the source s a set of parameters (ponts n a parameter

More information

Perfect Competition and the Nash Bargaining Solution

Perfect Competition and the Nash Bargaining Solution Perfect Competton and the Nash Barganng Soluton Renhard John Department of Economcs Unversty of Bonn Adenauerallee 24-42 53113 Bonn, Germany emal: rohn@un-bonn.de May 2005 Abstract For a lnear exchange

More information

Lecture 10 Support Vector Machines II

Lecture 10 Support Vector Machines II Lecture 10 Support Vector Machnes II 22 February 2016 Taylor B. Arnold Yale Statstcs STAT 365/665 1/28 Notes: Problem 3 s posted and due ths upcomng Frday There was an early bug n the fake-test data; fxed

More information

EN40: Dynamics and Vibrations. Homework 4: Work, Energy and Linear Momentum Due Friday March 1 st

EN40: Dynamics and Vibrations. Homework 4: Work, Energy and Linear Momentum Due Friday March 1 st EN40: Dynamcs and bratons Homework 4: Work, Energy and Lnear Momentum Due Frday March 1 st School of Engneerng Brown Unversty 1. The fgure (from ths publcaton) shows the energy per unt area requred to

More information

PHY688, Statistical Mechanics

PHY688, Statistical Mechanics Department of Physcs & Astronomy 449 ESS Bldg. Stony Brook Unversty January 31, 2017 Nuclear Astrophyscs James.Lattmer@Stonybrook.edu Thermodynamcs Internal Energy Densty and Frst Law: ε = E V = Ts P +

More information

1 (1 + ( )) = 1 8 ( ) = (c) Carrying out the Taylor expansion, in this case, the series truncates at second order:

1 (1 + ( )) = 1 8 ( ) = (c) Carrying out the Taylor expansion, in this case, the series truncates at second order: 68A Solutons to Exercses March 05 (a) Usng a Taylor expanson, and notng that n 0 for all n >, ( + ) ( + ( ) + ) We can t nvert / because there s no Taylor expanson around 0 Lets try to calculate the nverse

More information

ON MECHANICS WITH VARIABLE NONCOMMUTATIVITY

ON MECHANICS WITH VARIABLE NONCOMMUTATIVITY ON MECHANICS WITH VARIABLE NONCOMMUTATIVITY CIPRIAN ACATRINEI Natonal Insttute of Nuclear Physcs and Engneerng P.O. Box MG-6, 07725-Bucharest, Romana E-mal: acatrne@theory.npne.ro. Receved March 6, 2008

More information

Lecture 20: Noether s Theorem

Lecture 20: Noether s Theorem Lecture 20: Noether s Theorem In our revew of Newtonan Mechancs, we were remnded that some quanttes (energy, lnear momentum, and angular momentum) are conserved That s, they are constant f no external

More information

MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.265/15.070J Fall 2013 Lecture 12 10/21/2013. Martingale Concentration Inequalities and Applications

MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.265/15.070J Fall 2013 Lecture 12 10/21/2013. Martingale Concentration Inequalities and Applications MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.65/15.070J Fall 013 Lecture 1 10/1/013 Martngale Concentraton Inequaltes and Applcatons Content. 1. Exponental concentraton for martngales wth bounded ncrements.

More information

Supplemental Material: Causal Entropic Forces

Supplemental Material: Causal Entropic Forces Supplemental Materal: Causal Entropc Forces A. D. Wssner-Gross 1, 2, and C. E. Freer 3 1 Insttute for Appled Computatonal Scence, Harvard Unversty, Cambrdge, Massachusetts 02138, USA 2 The Meda Laboratory,

More information

(Online First)A Lattice Boltzmann Scheme for Diffusion Equation in Spherical Coordinate

(Online First)A Lattice Boltzmann Scheme for Diffusion Equation in Spherical Coordinate Internatonal Journal of Mathematcs and Systems Scence (018) Volume 1 do:10.494/jmss.v1.815 (Onlne Frst)A Lattce Boltzmann Scheme for Dffuson Equaton n Sphercal Coordnate Debabrata Datta 1 *, T K Pal 1

More information

Poisson brackets and canonical transformations

Poisson brackets and canonical transformations rof O B Wrght Mechancs Notes osson brackets and canoncal transformatons osson Brackets Consder an arbtrary functon f f ( qp t) df f f f q p q p t But q p p where ( qp ) pq q df f f f p q q p t In order

More information

Efficient Optimal Control for a Unitary Operation under Dissipative Evolution

Efficient Optimal Control for a Unitary Operation under Dissipative Evolution Effcent Optmal Control for a Untary Operaton under Dsspatve Evoluton Mchael Goerz, Danel Rech, Chrstane P. Koch Unverstät Kassel March 20, 2014 DPG Frühjahrstagung 2014, Berln Sesson Q 43 Mchael Goerz

More information

Mechanics Physics 151

Mechanics Physics 151 Mechancs Physcs 5 Lecture 0 Canoncal Transformatons (Chapter 9) What We Dd Last Tme Hamlton s Prncple n the Hamltonan formalsm Dervaton was smple δi δ p H(, p, t) = 0 Adonal end-pont constrants δ t ( )

More information

Digital Modems. Lecture 2

Digital Modems. Lecture 2 Dgtal Modems Lecture Revew We have shown that both Bayes and eyman/pearson crtera are based on the Lkelhood Rato Test (LRT) Λ ( r ) < > η Λ r s called observaton transformaton or suffcent statstc The crtera

More information

n α j x j = 0 j=1 has a nontrivial solution. Here A is the n k matrix whose jth column is the vector for all t j=0

n α j x j = 0 j=1 has a nontrivial solution. Here A is the n k matrix whose jth column is the vector for all t j=0 MODULE 2 Topcs: Lnear ndependence, bass and dmenson We have seen that f n a set of vectors one vector s a lnear combnaton of the remanng vectors n the set then the span of the set s unchanged f that vector

More information

Solutions to Problem Set 6

Solutions to Problem Set 6 Solutons to Problem Set 6 Problem 6. (Resdue theory) a) Problem 4.7.7 Boas. n ths problem we wll solve ths ntegral: x sn x x + 4x + 5 dx: To solve ths usng the resdue theorem, we study ths complex ntegral:

More information

j) = 1 (note sigma notation) ii. Continuous random variable (e.g. Normal distribution) 1. density function: f ( x) 0 and f ( x) dx = 1

j) = 1 (note sigma notation) ii. Continuous random variable (e.g. Normal distribution) 1. density function: f ( x) 0 and f ( x) dx = 1 Random varables Measure of central tendences and varablty (means and varances) Jont densty functons and ndependence Measures of assocaton (covarance and correlaton) Interestng result Condtonal dstrbutons

More information

The Geometry of Logit and Probit

The Geometry of Logit and Probit The Geometry of Logt and Probt Ths short note s meant as a supplement to Chapters and 3 of Spatal Models of Parlamentary Votng and the notaton and reference to fgures n the text below s to those two chapters.

More information

PHYSICS 231 Review problems for midterm 2

PHYSICS 231 Review problems for midterm 2 PHYSICS 31 Revew problems for mdterm Topc 5: Energy and Work and Power Topc 6: Momentum and Collsons Topc 7: Oscllatons (sprng and pendulum) Topc 8: Rotatonal Moton The nd exam wll be Wednesday October

More information

Lecture Notes 7: The Unruh Effect

Lecture Notes 7: The Unruh Effect Quantum Feld Theory for Leg Spnners 17/1/11 Lecture Notes 7: The Unruh Effect Lecturer: Prakash Panangaden Scrbe: Shane Mansfeld 1 Defnng the Vacuum Recall from the last lecture that choosng a complex

More information

EEL 6266 Power System Operation and Control. Chapter 3 Economic Dispatch Using Dynamic Programming

EEL 6266 Power System Operation and Control. Chapter 3 Economic Dispatch Using Dynamic Programming EEL 6266 Power System Operaton and Control Chapter 3 Economc Dspatch Usng Dynamc Programmng Pecewse Lnear Cost Functons Common practce many utltes prefer to represent ther generator cost functons as sngle-

More information

FTCS Solution to the Heat Equation

FTCS Solution to the Heat Equation FTCS Soluton to the Heat Equaton ME 448/548 Notes Gerald Recktenwald Portland State Unversty Department of Mechancal Engneerng gerry@pdx.edu ME 448/548: FTCS Soluton to the Heat Equaton Overvew 1. Use

More information

Chapter 7 Channel Capacity and Coding

Chapter 7 Channel Capacity and Coding Wreless Informaton Transmsson System Lab. Chapter 7 Channel Capacty and Codng Insttute of Communcatons Engneerng atonal Sun Yat-sen Unversty Contents 7. Channel models and channel capacty 7.. Channel models

More information

Physics 141. Lecture 14. Frank L. H. Wolfs Department of Physics and Astronomy, University of Rochester, Lecture 14, Page 1

Physics 141. Lecture 14. Frank L. H. Wolfs Department of Physics and Astronomy, University of Rochester, Lecture 14, Page 1 Physcs 141. Lecture 14. Frank L. H. Wolfs Department of Physcs and Astronomy, Unversty of Rochester, Lecture 14, Page 1 Physcs 141. Lecture 14. Course Informaton: Lab report # 3. Exam # 2. Mult-Partcle

More information

Physics 114 Exam 2 Spring Name:

Physics 114 Exam 2 Spring Name: Physcs 114 Exam Sprng 013 Name: For gradng purposes (do not wrte here): Queston 1. 1... 3. 3. Problem Answer each of the followng questons. Ponts for each queston are ndcated n red wth the amount beng

More information

12. The Hamilton-Jacobi Equation Michael Fowler

12. The Hamilton-Jacobi Equation Michael Fowler 1. The Hamlton-Jacob Equaton Mchael Fowler Back to Confguraton Space We ve establshed that the acton, regarded as a functon of ts coordnate endponts and tme, satsfes ( ) ( ) S q, t / t+ H qpt,, = 0, and

More information

HW #6, due Oct Toy Dirac Model, Wick s theorem, LSZ reduction formula. Consider the following quantum mechanics Lagrangian,

HW #6, due Oct Toy Dirac Model, Wick s theorem, LSZ reduction formula. Consider the following quantum mechanics Lagrangian, HW #6, due Oct 5. Toy Drac Model, Wck s theorem, LSZ reducton formula. Consder the followng quantum mechancs Lagrangan, L ψ(σ 3 t m)ψ, () where σ 3 s a Paul matrx, and ψ s defned by ψ ψ σ 3. ψ s a twocomponent

More information

One Dimension Again. Chapter Fourteen

One Dimension Again. Chapter Fourteen hapter Fourteen One Dmenson Agan 4 Scalar Lne Integrals Now we agan consder the dea of the ntegral n one dmenson When we were ntroduced to the ntegral back n elementary school, we consdered only functons

More information

CHAPTER 5 NUMERICAL EVALUATION OF DYNAMIC RESPONSE

CHAPTER 5 NUMERICAL EVALUATION OF DYNAMIC RESPONSE CHAPTER 5 NUMERICAL EVALUATION OF DYNAMIC RESPONSE Analytcal soluton s usually not possble when exctaton vares arbtrarly wth tme or f the system s nonlnear. Such problems can be solved by numercal tmesteppng

More information

Homework & Solution. Contributors. Prof. Lee, Hyun Min. Particle Physics Winter School. Park, Ye

Homework & Solution. Contributors. Prof. Lee, Hyun Min. Particle Physics Winter School. Park, Ye Homework & Soluton Prof. Lee, Hyun Mn Contrbutors Park, Ye J(yej.park@yonse.ac.kr) Lee, Sung Mook(smlngsm0919@gmal.com) Cheong, Dhong Yeon(dhongyeoncheong@gmal.com) Ban, Ka Young(ban94gy@yonse.ac.kr) Ro,

More information

Computing Nonequilibrium Conformational Dynamics of Structured Nucleic Acid Assemblies

Computing Nonequilibrium Conformational Dynamics of Structured Nucleic Acid Assemblies Supportng Informaton for Computng Nonequlbrum Conformatonal Dynamcs of Structured Nuclec Acd Assembles Reza Sharf Sedeh,, Keyao Pan,, Matthew Ralph Adendorff, Oskar Hallatschek, Klaus-Jürgen Bathe,*, and

More information