Consistency condition in the energy expression of the pseudopotential theory of metals

1981 ◽  
Vol 24 (2) ◽  
pp. 876-883 ◽  
Author(s):  
D. Sen ◽  
S. K. Sarkar ◽  
D. Roy ◽  
S. Sengupta
Keyword(s):  
Consistency Condition ◽  
Pseudopotential Theory ◽  
Energy Expression

Interionic Pair Potential, hard sphere diameter and entropy of mixing of NaCd compound forming binary molten alloys under the framework of Pseudopotential theory

2014 ◽  
Vol 10 (6) ◽  
pp. 2843-2852
Author(s):  
Sujeet Kumar Chatterjee ◽  
Lokesh Chandra Prasad ◽  
Ajaya Bhattarai
Keyword(s):  
Nearest Neighbor ◽  
Effective Interaction ◽  
Pair Potential ◽  
Sphere Diameter ◽  
Compound Formation ◽  
Pseudopotential Theory ◽  
Energy Of Mixing ◽  
Asymmetric Behaviour ◽  
Statistical Mechanical ◽  
Free Energy Of Mixing

The observed asymmetric behaviour of mixing of  NaCd liquid alloys around equiatomic composition with smaller negative values for free energy of mixing at compound forming concentration, i.e. GMXS = -4.9KJ at Ccd =0.66 has  aroused our interest to undertake a theoretical investigation of this system.A simple statistical mechanical theory based on compound formation model has been used to investigate the energetics of formation of intermetallic compound Cd2Na in the melt through the study of entropy of mixing.Besides, the interionic interactions between component atoms Na and Cd of the alloys have been understood through the study of interionic pair potential фij(r), calculated from pseudopotential theory in the light of CF model.Our study of фij(r) suggest that the effective interaction between Na-Na atoms decreases on alloying with Cd atom, being minimum for compound forming alloy( Cd 0.66 Na 0.34 ).The nearest neighbor distance between Na-Na atoms does not alter on alloying. Like wise Na-Na,  effective interaction between  Cd-Cd atom decreases from pure state to NaCd alloys, being smaller at compound forming  concentration Cd 0.66 Na 0.34.The computed values of SM from pseudopotential theory are positive at all concentrations, but the agreement between theory and experimental is not satisfactory. This might be happening due to parameterisation of σ3 and Ψcompound.

scholarly journals Viscoelastic phase-field fracture using the framework of representative crack elements

2021 ◽  
Author(s):  
Bo Yin ◽  
Johannes Storm ◽  
Michael Kaliske
Keyword(s):  
Phase Field ◽  
Consistency Condition ◽  
Field Method ◽  
Anisotropic Elasticity ◽  
Phase Field Method ◽  
Internal Variables ◽  
Crack Model ◽  
Material Degradation ◽  
Discrete Crack ◽  
Deformation State

AbstractThe promising phase-field method has been intensively studied for crack approximation in brittle materials. The realistic representation of material degradation at a fully evolved crack is still one of the main challenges. Several energy split formulations have been postulated to describe the crack evolution physically. A recent approach based on the concept of representative crack elements (RCE) in Storm et al. (The concept of representative crack elements (RCE) for phase-field fracture: anisotropic elasticity and thermo-elasticity. Int J Numer Methods Eng 121:779–805, 2020) introduces a variational framework to derive the kinematically consistent material degradation. The realistic material degradation is further tested using the self-consistency condition, which is particularly compared to a discrete crack model. This work extends the brittle RCE phase-field modeling towards rate-dependent fracture evolution in a viscoelastic continuum. The novelty of this paper is taking internal variables due to viscoelasticity into account to determine the crack deformation state. Meanwhile, a transient extension from Storm et al. (The concept of representative crack elements (RCE) for phase-field fracture: anisotropic elasticity and thermo-elasticity. Int J Numer Methods Eng 121:779–805, 2020) is also considered. The model is derived thermodynamic-consistently and implemented into the FE framework. Several representative numerical examples are investigated, and consequently, the according findings and potential perspectives are discussed to close this paper.

scholarly journals Backward-forward linear-quadratic mean-field Stackelberg games

2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Kehan Si ◽  
Zhen Wu
Keyword(s):  
Large Population ◽  
Consistency Condition ◽  
Market Price ◽  
Mean Field ◽  
Mapping Method ◽  
Open Loop ◽  
Stackelberg Games ◽  
Linear Quadratic ◽  
Population System ◽  
The Cost

AbstractThis paper studies a controlled backward-forward linear-quadratic-Gaussian (LQG) large population system in Stackelberg games. The leader agent is of backward state and follower agents are of forward state. The leader agent is dominating as its state enters those of follower agents. On the other hand, the state-average of all follower agents affects the cost functional of the leader agent. In reality, the leader and the followers may represent two typical types of participants involved in market price formation: the supplier and producers. This differs from standard MFG literature and is mainly due to the Stackelberg structure here. By variational analysis, the consistency condition system can be represented by some fully-coupled backward-forward stochastic differential equations (BFSDEs) with high dimensional block structure in an open-loop sense. Next, we discuss the well-posedness of such a BFSDE system by virtue of the contraction mapping method. Consequently, we obtain the decentralized strategies for the leader and follower agents which are proved to satisfy the ε-Nash equilibrium property.

An imperceptible incorrectness in deriving data consistency condition from John’s equation for cone-beam CT imaging

Optik ◽  
2020 ◽  
Vol 202 ◽  
pp. 163603
Author(s):  
Shaojie Tang ◽  
Baolei Li ◽  
Zhiwei Qiao ◽  
Yining Zhu ◽  
Cong Guo ◽  
...  
Keyword(s):  
Cone Beam Ct ◽  
Consistency Condition ◽  
Ct Imaging ◽  
Data Consistency ◽  
Cone Beam

LEARNING DYNAMICS AND NONLINEAR MISSPECIFICATION IN AN ARTIFICIAL FINANCIAL MARKET

2009 ◽  
Vol 13 (5) ◽  
pp. 625-655 ◽  
Author(s):  
Christophre Georges ◽  
John C. Wallace
Keyword(s):  
Time Series ◽  
Financial Market ◽  
Consistency Condition ◽  
Nonlinear Structure ◽  
State Variable ◽  
Bounded Memory ◽  
Long Run ◽  
Finite Memory ◽  
Aggregate Dynamics ◽  
True Structure

In this paper, we explore the consequence of learning to forecast in a very simple environment. Agents have bounded memory and incorrectly believe that there is nonlinear structure underlying the aggregate time series dynamics. Under social learning with finite memory, agents may be unable to learn the true structure of the economy and rather may chase spurious trends, destabilizing the actual aggregate dynamics. We explore the degree to which agents' forecasts are drawn toward a minimal state variable learning equilibrium as well as a weaker long-run consistency condition.

scholarly journals UTILITY THEORY FRONT TO BACK — INFERRING UTILITY FROM AGENTS' CHOICES

2014 ◽  
Vol 17 (03) ◽  
pp. 1450018 ◽  
Author(s):  
ALEXANDER M. G. COX ◽  
DAVID HOBSON ◽  
JAN OBłÓJ
Keyword(s):  
Utility Function ◽  
Utility Theory ◽  
Consistency Condition ◽  
Maximization Problem ◽  
Consumption Pattern ◽  
Investment Strategies ◽  
Inverse Approach ◽  
To Come ◽  
Utility Maximization Problem ◽  
Stochastic Setting

We pursue an inverse approach to utility theory and associated consumption and investment problems. Instead of specifying a utility function and deriving the actions of an agent, we assume that we observe the actions of the agent (i.e. consumption and investment strategies) and ask if it is possible to derive a utility function for which the observed behavior is optimal. We work in continuous time both in a deterministic and stochastic setting. In the deterministic setup, we find that there are infinitely many utility functions generating a given consumption pattern. In the stochastic setting of a geometric Brownian motion market it turns out that the consumption and investment strategies have to satisfy a consistency condition (PDE) if they are to come from a classical utility maximization problem. We show further that important characteristics of the agent such as risk attitudes (e.g., DARA) can be deduced directly from the agent's consumption and investment choices.

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