Monday, May 1, 2017

Variance of Markov Chain Monte Carlo

In a previous post, I discussed the bias of Markov Chain Monte Carlo (MCMC) simulation. In this post I will discuss the variance. Please see the previous post for information about the notation that I use.
If \begin{equation*} S =\frac{1}{N} \sum_{t=1}^N f(X_t) \end{equation*} then for large $N$, the variance of $S$ is

Friday, April 28, 2017

Bias in Markov Chain Monte Carlo

Markov Chain Monte Carlo (MCMC) simulation can be used to calculate sums \begin{equation}\label{eq:20170427a} I = \sum_a \pi_a f(a) \end{equation} One finds a Markov process $X_t$ with stationary distribution $\pi_a$, then the sum \eqref{eq:20170427a} is approximated by \begin{equation*} S =\frac{1}{N} \sum_{t=1}^N f(X_t) \end{equation*} One can prove that under certain assumptions, \begin{equation*} \lim_{N \to \infty} \frac{1}{N} \sum_{t=1}^N f(X_t) = \sum_a \pi_a f(a) \end{equation*} This is Birkhoff's ergodic theorem. In this post I illustrate the behaviour of $ES$ for large $N$.

Wednesday, March 8, 2017

A calculation on moduli stabilization

In section 21.6 "Moduli stabilization and the landscape" in Zwiebach's string theory book, I read the sentence "Deriving the potential $V(R)$ associated with $R$ is a straightforward but technical calculation in general relativity". At this point I did not understand what the calculation was. I vaguely remembered a paper by Witten about instabilities in Kaluza-Klein spacetimes related to instantons. A calculation with instantons is indeed technical, but perhaps straightforward for experts. I found more information in a paper by Denef [1]. The calculation has nothing to do with instantons, but is indeed a straightforward calculation in differential geometry. In the rest of this blog post I set out the calculation in the form of a new exercise for Zwiebach's book.

Friday, February 3, 2017

Comment about particle on a circle

The wave function of a particle on a circle is a solution of the Schrödinger equation \begin{equation}\label{eq:20170129a} i \frac{\partial \psi}{\partial t} = - \frac{1}{2 m} \frac{\partial^2 \psi}{\partial x^2} \end{equation} with $x \in [0 , 2 \pi]$ and $\hbar = 1$. When \eqref{eq:20170129a} is solved in physics books, it is usually imposed that the wave function should be periodic [1]. I used to be puzzled why one has to impose the periodicity. After all, I thought, only the probability density function $|\psi|^2$ has physical meaning, so one could as well impose that \begin{equation}\label{eq:20170129b} \psi(2 \pi) = e^{ i \alpha} \psi(0) \quad\text{with}\quad \alpha\in\mathbb{R} \end{equation}

Thursday, January 19, 2017

A magnetostatic exercise in 10 dimensions

I calculate the electromagnetic field generated by electrical currents in 10 spacetime dimensions (9 space and 1 time). The set up is as follows: the current flows down the positive $x_1$-axis, hits the origin and then spreads out isotropically in the $x_2 x_3 x_4$ subspace, see figure 1 and 2. I wanted to calculate this because in string theory a similar calculation is needed to obtain the Kalb-Ramond field generated by a string ending on a $D3$-brane [1]

Wednesday, January 11, 2017

A calculation in magnetostatics

I wanted to calculate the magnetic field generated by a current which flows down the positive $z$-axis, hits the origin and then spreads out radially over the $xy$ plane, see figure 1.

Friday, January 6, 2017

Lorentz invariance of string theory in the light-cone gauge

On page 261 in his book [1] Zwiebach writes ''There is much at stake in this calculation. It is in fact, one of the most important calculations in string theory. [...] The calculation is long and uses many of our previously derived results''. Then Zwiebach states the result \begin{align} \left[ M^{- I}, M^{- J}\right] = &- \frac{1}{\alpha'\ { p^+ }^2} \sum_{m=1}^{\infty} \left(\alpha^I_{-m} \alpha^J_m - \alpha^J_{-m} \alpha^I_m \right)\nonumber\\ &\times \left\{ m \left[1 - \dfrac{1}{24} (D-2) \right] + \dfrac{1}{m} \left[ \dfrac{1}{24} (D-2) + a \right] \right\}\label{eq:20170103} \end{align} This is the commutator of two Lorentz transformations in the light-cone gauge. The commutator should be zero for string theory to be Lorentz invariant. The calculation of the commutator is indeed very tedious and after scribling too many pages I gave up. I googled for a quick way to obtain \eqref{eq:20170103}. Here are the more interesting results that I found.