\documentclass[11 pt,xcolor={dvipsnames,svgnames,x11names,table}]{beamer} \usepackage[english]{babel} \usepackage{polski} \usepackage[skins,theorems]{tcolorbox} \tcbset{highlight math style={enhanced, colframe=red,colback=white,arc=0pt,boxrule=1pt}} \usetheme[ bullet=circle, % Other option: square bigpagenumber, % circled page number on lower right topline=true, % colored bar at the top of the frame shadow=false, % Shading for beamer blocks watermark=BG_lower, % png file for the watermark ]{Flip} %\logo{\kern+1.em\includegraphics[height=1cm]{SHiP-3_LightCharcoal}} \usepackage[lf]{berenis} \usepackage[LY1]{fontenc} \usepackage[utf8]{inputenc} \usepackage{emerald} \usefonttheme{professionalfonts} \usepackage[no-math]{fontspec} \usepackage{listings} \defaultfontfeatures{Mapping=tex-text} % This seems to be important for mapping glyphs properly \setmainfont{Gillius ADF} % Beamer ignores "main font" in favor of sans font \setsansfont{Gillius ADF} % This is the font that beamer will use by default % \setmainfont{Gill Sans Light} % Prettier, but harder to read \setbeamerfont{title}{family=\fontspec{Gillius ADF}} \input t1augie.fd %\newcommand{\handwriting}{\fontspec{augie}} % From Emerald City, free font %\newcommand{\handwriting}{\usefont{T1}{fau}{m}{n}} % From Emerald City, free font % \newcommand{\handwriting}{} % If you prefer no special handwriting font or don't have augie %% Gill Sans doesn't look very nice when boldfaced %% This is a hack to use Helvetica instead %% Usage: \textbf{\forbold some stuff} %\newcommand{\forbold}{\fontspec{Arial}} \usepackage{graphicx} \usepackage[export]{adjustbox} \usepackage{amsmath} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{bm} \usepackage{colortbl} \usepackage{mathrsfs} % For Weinberg-esque letters \usepackage{cancel} % For "SUSY-breaking" symbol \usepackage{slashed} % for slashed characters in math mode \usepackage{bbm} % for \mathbbm{1} (unit matrix) \usepackage{amsthm} % For theorem environment \usepackage{multirow} % For multi row cells in table \usepackage{arydshln} % For dashed lines in arrays and tables \usepackage{siunitx} \usepackage{xhfill} \usepackage{grffile} \usepackage{textpos} \usepackage{subfigure} \usepackage{tikz} \usepackage{hyperref} %\usepackage{hepparticles} \usepackage[italic]{hepparticles} \usepackage{hepnicenames} % Drawing a line \tikzstyle{lw} = [line width=20pt] \newcommand{\topline}{% \tikz[remember picture,overlay] {% \draw[crimsonred] ([yshift=-23.5pt]current page.north west) -- ([yshift=-23.5pt,xshift=\paperwidth]current page.north west);}} % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % \usepackage{tikzfeynman} % For Feynman diagrams \usetikzlibrary{arrows,shapes} \usetikzlibrary{trees} \usetikzlibrary{matrix,arrows} % For commutative diagram % http://www.felixl.de/commu.pdf \usetikzlibrary{positioning} % For "above of=" commands \usetikzlibrary{calc,through} % For coordinates \usetikzlibrary{decorations.pathreplacing} % For curly braces % http://www.math.ucla.edu/~getreuer/tikz.html \usepackage{pgffor} % For repeating patterns \usetikzlibrary{decorations.pathmorphing} % For Feynman Diagrams \usetikzlibrary{decorations.markings} \tikzset{ % >=stealth', %% Uncomment for more conventional arrows vector/.style={decorate, decoration={snake}, draw}, provector/.style={decorate, decoration={snake,amplitude=2.5pt}, draw}, antivector/.style={decorate, decoration={snake,amplitude=-2.5pt}, draw}, fermion/.style={draw=gray, postaction={decorate}, decoration={markings,mark=at position .55 with {\arrow[draw=gray]{>}}}}, fermionbar/.style={draw=gray, postaction={decorate}, decoration={markings,mark=at position .55 with {\arrow[draw=gray]{<}}}}, fermionnoarrow/.style={draw=gray}, gluon/.style={decorate, draw=black, decoration={coil,amplitude=4pt, segment length=5pt}}, scalar/.style={dashed,draw=black, postaction={decorate}, decoration={markings,mark=at position .55 with {\arrow[draw=black]{>}}}}, scalarbar/.style={dashed,draw=black, postaction={decorate}, decoration={markings,mark=at position .55 with {\arrow[draw=black]{<}}}}, scalarnoarrow/.style={dashed,draw=black}, electron/.style={draw=black, postaction={decorate}, decoration={markings,mark=at position .55 with {\arrow[draw=black]{>}}}}, bigvector/.style={decorate, decoration={snake,amplitude=4pt}, draw}, } % TIKZ - for block diagrams, % from http://www.texample.net/tikz/examples/control-system-principles/ % \usetikzlibrary{shapes,arrows} \tikzstyle{block} = [draw, rectangle, minimum height=3em, minimum width=6em] \usetikzlibrary{backgrounds} \usetikzlibrary{mindmap,trees} % For mind map \newcommand{\degree}{\ensuremath{^\circ}} \newcommand{\E}{\mathrm{E}} \newcommand{\Var}{\mathrm{Var}} \newcommand{\Cov}{\mathrm{Cov}} \newcommand\Ts{\rule{0pt}{2.6ex}} % Top strut \newcommand\Bs{\rule[-1.2ex]{0pt}{0pt}} % Bottom strut \graphicspath{{images/}} % Put all images in this directory. Avoids clutter. % SOME COMMANDS THAT I FIND HANDY % \renewcommand{\tilde}{\widetilde} % dinky tildes look silly, dosn't work with fontspec %\newcommand{\comment}[1]{\textcolor{comment}{\footnotesize{#1}\normalsize}} % comment mild %\newcommand{\Comment}[1]{\textcolor{Comment}{\footnotesize{#1}\normalsize}} % comment bold %\newcommand{\COMMENT}[1]{\textcolor{COMMENT}{\footnotesize{#1}\normalsize}} % comment crazy bold \newcommand{\Alert}[1]{\textcolor{Alert}{#1}} % louder alert \newcommand{\ALERT}[1]{\textcolor{ALERT}{#1}} % loudest alert %% "\alert" is already a beamer pre-defined \newcommand*{\Scale}[2][4]{\scalebox{#1}{$#2$}}% \def\Put(#1,#2)#3{\leavevmode\makebox(0,0){\put(#1,#2){#3}}} \usepackage{gmp} \usepackage[final]{feynmp-auto} \usepackage[backend=bibtex,style=numeric-comp,firstinits=true]{biblatex} \bibliography{bib} \setbeamertemplate{bibliography item}[text] \makeatletter\let\frametextheight\beamer@frametextheight\makeatother % suppress frame numbering for backup slides % you always need the appendix for this! \newcommand{\backupbegin}{ \newcounter{framenumberappendix} \setcounter{framenumberappendix}{\value{framenumber}} } \newcommand{\backupend}{ \addtocounter{framenumberappendix}{-\value{framenumber}} \addtocounter{framenumber}{\value{framenumberappendix}} } \definecolor{links}{HTML}{2A1B81} %\hypersetup{colorlinks,linkcolor=,urlcolor=links} % For shapo's formulas: % For shapo's formulas: \def\lsi{\raise0.3ex\hbox{$<$\kern-0.75em\raise-1.1ex\hbox{$\sim$}}} \def\gsi{\raise0.3ex\hbox{$>$\kern-0.75em\raise-1.1ex\hbox{$\sim$}}} \newcommand{\lsim}{\mathop{\lsi}} \newcommand{\gsim}{\mathop{\gsi}} \newcommand{\wt}{\widetilde} %\newcommand{\ol}{\overline} \newcommand{\Tr}{\rm{Tr}} \newcommand{\tr}{\rm{tr}} \newcommand{\eqn}[1]{&\hspace{-0.7em}#1\hspace{-0.7em}&} \newcommand{\vev}[1]{\rm{$\langle #1 \rangle$}} \newcommand{\abs}[1]{\rm{$\left| #1 \right|$}} \newcommand{\eV}{\rm{eV}} \newcommand{\keV}{\rm{keV}} \newcommand{\GeV}{\rm{GeV}} \newcommand{\im}{\rm{Im}} \newcommand{\disp}{\displaystyle} \def\be{\begin{equation}} \def\ee{\end{equation}} \def\ba{\begin{eqnarray}} \def\ea{\end{eqnarray}} \def\d{\partial} \def\l{\left(} \def\r{\right)} \def\la{\langle} \def\ra{\rangle} \def\e{{\rm e}} \def\Br{{\rm Br}} \def\fixme{{\color{red} FIXME!}} \def\mc{{\color{Magenta}{MC}}} \def\pdf{{\rm p.d.f.}} \def\cdf{{\rm c.d.f.}} \def\ARROW{{\color{JungleGreen}{$\Rrightarrow$}}\xspace} \def\ARROWR{{\color{WildStrawberry}{$\Rrightarrow$}}\xspace} \author{ {\fontspec{Trebuchet MS}Marcin Chrz\k{a}szcz} (Universit\"{a}t Z\"{u}rich)} \institute{UZH} \title[Specific \pdf~generation]{Specific \pdf~generation} \date{\fixme} \newcommand*{\QEDA}{\hfill\ensuremath{\blacksquare}}% \newcommand*{\QEDB}{\hfill\ensuremath{\square}}% \author{ {\fontspec{Trebuchet MS}Marcin Chrz\k{a}szcz} (Universit\"{a}t Z\"{u}rich)} \institute{UZH} \title[Partial Differential Equation Solving]{Partial Differential Equation Solving} \date{\fixme} \begin{document} \tikzstyle{every picture}+=[remember picture] { \setbeamertemplate{sidebar right}{\llap{\includegraphics[width=\paperwidth,height=\paperheight]{bubble2}}} \begin{frame}[c]%{\phantom{title page}} \begin{center} \begin{center} \begin{columns} \begin{column}{0.9\textwidth} \flushright\fontspec{Trebuchet MS}\bfseries \Huge {Partial Differential Equation Solving, vol 2.} \end{column} \begin{column}{0.2\textwidth} %\includegraphics[width=\textwidth]{SHiP-2} \end{column} \end{columns} \end{center} \quad \vspace{3em} \begin{columns} \begin{column}{0.44\textwidth} \flushright \vspace{-1.8em} {\fontspec{Trebuchet MS} \Large Marcin ChrzÄ…szcz\\\vspace{-0.1em}\small \href{mailto:mchrzasz@cern.ch}{mchrzasz@cern.ch}} \end{column} \begin{column}{0.53\textwidth} \includegraphics[height=1.3cm]{uzh-transp} \end{column} \end{columns} \vspace{1em} % \footnotesize\textcolor{gray}{With N. Serra, B. Storaci\\Thanks to the theory support from M. Shaposhnikov, D. Gorbunov}\normalsize\\ \vspace{0.5em} \textcolor{normal text.fg!50!Comment}{Monte Carlo methods, \\ 12 May, 2016} \end{center} \end{frame} } \begin{frame}\frametitle{Announcement} \begin{Large} There will be no lectures and class on 19$^{th}$ of May \end{Large} \end{frame} \begin{frame}\frametitle{Dirichlet conditions:expected number of steps} \begin{minipage}{\textwidth} \begin{footnotesize} \ARROW find the function $u(x_1,x_2,...,x_k)$ such that if fulfils the Laplace equation: \begin{align*} \dfrac{\partial^2 u }{\partial x_1^2} + \dfrac{\partial^2 u }{\partial x_2^2}+...+\dfrac{\partial^2 u }{\partial x_k^2}=0,~~~(x_1,x_2,...,x_k) \in D \subset \mathbb{R}^k \end{align*} In the domain $D$, on the the $\Gamma(D)$ the $u$ function is given by: \begin{align*} U(x_1,x_2,...,x_k)=f(x_1,x_2,...,x_k),~~~~(x_1,x_2,...,x_k) \in \Gamma( D ) \end{align*} \ARROW Now lets assume that the domain $D$ is a hyperball: \begin{align*} 0 \leq \sum_{i=1}^k x_i^2 \leq r^2,~~~r={\rm const} \end{align*} \ARROW Now $\pi_{\nu}(x_1,x_2,...,x_k)$ is a probability that a particle starting from $(x_1,x_2,...,x_k)$ will end up on the edge after $\nu$ steps. The $\kappa(x_1,x_2,...,x_k)$ is the estimated number of steps for this trajectory. \begin{tiny} \begin{align} \pi_0=\begin{cases} 1,~~& (x_1,x_2,...,x_k) \in \Gamma(D)\\ 0,~~& (x_1,x_2,...,x_k) \in D \end{cases} \label{eq1} \end{align} \begin{align} \pi_{\nu}=\frac{1}{2k} \sum^{ \prime} \pi_{\nu}(x_1\prime,x_2\prime,...,x_k\prime) \label{eq2} \end{align} \end{tiny} \end{footnotesize} \end{minipage} \end{frame} %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \begin{frame}\frametitle{Dirichlet conditions:expected number of steps} \begin{minipage}{\textwidth} \begin{footnotesize} \ARROW From Eq.~\ref{eq1} and \ref{eq2} one gets: \begin{align*} \kappa(x_1,x_2,...,x_k)=\sum_{\nu=1}^{\infty} \nu \pi_{\nu}(x_1,x_2,...,x_k) \end{align*} one gets: \begin{align*} \kappa(x_1,x_2,...,x_k)=\frac{1}{2k}\sum_{\nu=1}^{\infty} \left[ \nu \sum^{\prime}\pi_{\nu -1 }(x_1,x_2,...,x_k) \right]\\ = \frac{1}{2k} \sum_{\nu =1 }^{\infty} \left[ (\nu-1)\sum^{\prime} \pi_{\nu-1}(x_1\prime,x_2\prime,...,x_k\prime) \right] + \frac{1}{2k} \sum_{\nu=1}^{\infty} \sum^{\prime} \pi_{\nu-1}x_1\prime,x_2\prime,...,x_k\prime) \end{align*} \ARROW From which we get: \begin{align*} \kappa(x_1,x_2,...,x_k)=\frac{1}{2k}\sum^{\prime}\kappa(x_1\prime,x_2\prime,...,x_k\prime) +1 \end{align*} \ARROW Now this is equivalent of the Poisson differential equation: \begin{align*} \frac{\partial^2 \kappa}{\partial x_1^2}+\frac{\partial^2 \kappa}{\partial x_2^2}+...+\frac{\partial^2 \kappa}{\partial x_k^2} = -2k,~{\rm b.~con.}~~ \kappa(x_1,x_2,...,x_k)=0,~~(x_1,x_2,...,x_k) \in \Gamma(D) \end{align*} \end{footnotesize} \end{minipage} \end{frame} %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \begin{frame}\frametitle{Dirichlet conditions:expected number of steps} \begin{minipage}{\textwidth} \begin{footnotesize} \ARROW From previous equation: $\kappa(x_1,x_2,...,x_k)=\psi(x_1,x_2,...,x_k)-\sum_{i=1}^k x_i^2$ we get the for the $\psi$ function the Laplace equation: \begin{align*} \dfrac{\partial^2 \psi }{\partial x_1^2} + \dfrac{\partial^2 \psi }{\partial x_2^2}+...+\dfrac{\partial^2 \psi }{\partial x_k^2}=0 \end{align*} because on the border ($\Gamma(D)$): \begin{align*} \psi(x_1,x_2,...,x_k)=r^2= {\rm const} \end{align*} so also inside the $D$: $\psi(x_1,x_2,...,x_k)=r^2= {\rm const}$ \ARROW From which we can estimate the number steps in the random walk: \begin{align*} \kappa(x_1,x_2,...,x_k)=r^2-\sum_{i=1}^k\leq r^2 \end{align*} \begin{alertblock}{Important conclusion:} The expected number of steps in the random walk (the time of walk) from the point $(x_1,x_2,...,x_k)$ till the edge od the domain can be estimated by $r$ number (the LINEAR! size). It is completly independent of the $k$! \end{alertblock} \end{footnotesize} \end{minipage} \end{frame} \begin{frame}\frametitle{Dirichlet conditions as linear system} \begin{minipage}{\textwidth} \begin{footnotesize} \ARROW In the discrete form we can write the Dirichlet conditions as (2-dim case): \begin{align*} u(x,y) & =\frac{1}{4} \left[ u(x-1,y)+u(x+1,y)+u(x,y-1)+u(x,y+1) \right],~~(x,y) \in D \\ u(x,y) & =f(x,y),~~~(x,y) \in \Gamma(D) \end{align*} \ARROW Now we can order the grid ($(x,y) \in D \cup D$), we can represente the above equations as a linear system: \begin{align*} u_i=a_i+\sum_{j=1}^n h_{i j}u_j, ~~~~i=1,2,....,n \end{align*} \begin{exampleblock}{The trick:} So to solve a differential equation with Dirichlet boundary condition we can use all the methods of solving linear equation systems such as Neumann-Ulam or Wassow. \end{exampleblock} \end{footnotesize} \end{minipage} \end{frame} \begin{frame}\frametitle{Dirichlet conditions as linear system - example} \begin{minipage}{\textwidth} \begin{footnotesize} \begin{columns} \column{3in} \begin{itemize} \item To do this we act as following: we number separately the points inside the $D$ domain and on the border $\Gamma(D)$. \item We write for each point inside the domain the Laplace equation as system of linear equations: \end{itemize} \column{2in} \includegraphics[width=0.99\textwidth]{images/grid1.png} \end{columns} \begin{tiny} \begin{align*} &u_1 & -u_2/4 & &-u_4/4 & & & & = (f_1+f_{10})/4\\ &-u_1/4 & u_2 & -u_3/4 & & -u_5/4 & & & = (f_2)/4\\ & & -u_2/4 & ~~~~u_3 & & & -u_6/4 & & = (f_3+f_4)/4\\ &-u_1/4 & & & u_4 & -u_5/4 & & & = (f_8+f_9)/4\\ &-u_1 /4 & & & -u_4/4 &~~~~ u_5 & -u_6/4 & -u_7/4 & = 0\\ & & & -u_3/4 & & -u_5/4 & u_6 & & = (f_5+f_6)/4\\ & & & & & -u_5/4 & &~~~~~ u_7 & = (f_5+f_6)/4 \end{align*} \end{tiny} %-u_1/4 & u_2 & -u_3/4 & & -u_5/4 & & & = (f_1+f_10)/4\\ \end{footnotesize} \end{minipage} \end{frame} \begin{frame}\frametitle{Dirichlet conditions as linear system - example} \begin{minipage}{\textwidth} \begin{footnotesize} \ARROW The above equation we can transform the above equation into the iterative representation: \begin{align*} \overrightarrow{u}=\overrightarrow{a}+\textbf{H}\overrightarrow{u} \end{align*} where $\overrightarrow{u}=(u_1,u_2,...,u_7)$ is the vector which represent the values of the function inside the $D$ domain, $\overrightarrow{a}$ is the linear combinations of the boundary values. In our example: \begin{columns} \column{2in} \begin{align*} \textbf{H}=\begin{pmatrix} 0 & \dfrac{1}{4} & 0 & \dfrac{1}{4} & 0 & 0 & 0\\ \dfrac{1}{4} & 0 & \dfrac{1}{4} & 0 & \dfrac{1}{4} & 0& 0\\ 0 & \dfrac{1}{4} & 0 & 0 & 0 & \dfrac{1}{4} & 0\\ \dfrac{1}{4} & 0 & 0 & 0 & \dfrac{1}{4} & 0 & 0\\ 0 & \dfrac{1}{4} & 0 & \dfrac{1}{4} & 0 & \dfrac{1}{4} & \dfrac{1}{4}\\ 0 & 0 & \dfrac{1}{4} & 0 & \dfrac{1}{4} & 0 & 0\\ 0 & 0 & 0 & 0 & \dfrac{1}{4} & 0 & 0\\ \end{pmatrix} \end{align*} \column{3in} \ARROW To find the solution to aka $\overline{u}$ one can use the methods we already know: Neumann-Ulam and Wasow, etc.\\ \ARROW There are tricks and tips one can use to make this problem faster as each of the entry is $\frac{1}{4}$. \end{columns} \end{footnotesize} \end{minipage} \end{frame} %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \begin{frame}\frametitle{Neumann-Ulam method} \begin{minipage}{\textwidth} \begin{footnotesize} \ARROW We put the particle in $(x,y)$. \\ \ARROW We observe the trajectory of the particle until it reaches the boundary. Point $P_k$ is the last point before hitting the boundary.\\ \ARROW For each trajectory we assign a value that the arithmetical mean of the boundary points that are neighbours of the point $P_k$.\\ \ARROW We repeat the above $n$ times and calculate the mean.\\ \ARROW The example solution for $20$ trajectories: \begin{align*} u(2,2)=1.0500\pm 0.2756 \end{align*} \ARROW E 10.1 Solve the above linear system using the Neumann-Ulam method for an assumed boundary conditions. \end{footnotesize} \end{minipage} \end{frame} %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \begin{frame}\frametitle{Dual Wasow method} \begin{minipage}{\textwidth} \begin{footnotesize} \ARROW We choose the boundary conditions with arbitrary chosen probability \pdf~$p(Q)$ the starting point. \ARROW We choose with equal probability the point inside $D$ where the particle goes.\\ \ARROW With equal probability we choose the next positions and so on until the particle hits the boundary in the point $Q^{\prime}$.\\ \ARROW We count all trajectories $N((x_1,x_2,x_3,...,x_k)$ that that have passed the point $(x_1,x_2,x_3,...,x_k)$. \ARROW For the point $(x_1,x_2,...,x_k)$ we calculate: \begin{align*} w(x_1,x_2,...,x_k)=\frac{1}{2k}N(x_1,x_2,...,x_k)\frac{f(Q)}{p(Q)} \end{align*} \ARROW The above steps we repeat $N$ times.\\ \ARROW After that we take the arithmetic mean of $w$. \end{footnotesize} \end{minipage} \end{frame} %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \begin{frame}\frametitle{Random walk with different step size} \begin{minipage}{\textwidth} \begin{footnotesize} \ARROW If $u(x,y)$ is a harmonic function that obeys the Laplace equation and $S_r(x,y)$ is a circle in with the middle point $(x,y)$ and radius $r$. Then a theorem states: \begin{align*} S_r(x,y)=\frac{1}{2 \pi } \int_0^{2\pi} u(x+r \cos \phi ,y+ r \sin \phi) d \phi \end{align*} \ARROW The above is true for in all the dimensions.\\ \ARROW The E.Muller method: \begin{itemize} \item At the begging we set the point in the initial point: $(x_1,x_2,...,x_k)$. \item We construct a $k$ dimensional sphere with center $(x_1,x_2,...,x_k)$ and radius $r$. The $r$ has to be choosen in a way that the whole is inside the $D$: $S_r(\overrightarrow{x}) \in D$. We choose a random point from $\mathcal{U}(0,2\pi)$ on the sphere which is our new point. \item We stop the walk when the point is on $\Gamma(D)$. \end{itemize} \ARROW We repeat this $N$ times.\\ \ARROW The final result if the arithmetical mean of all trajectories and is equal of the $u(x_1,x_2,...,x_k)$. \end{footnotesize} \end{minipage} \end{frame} \backupbegin \begin{frame}\frametitle{Backup} \end{frame} \backupend \end{document}