Unitary Matrix Models and Phase Transition
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量子多体系统的理论模型引言量子力学是描述微观物质行为的基本理论。
在量子力学中,描述一个系统的基本单位是量子态,而量子多体系统则是由多个量子态组成的系统。
由于量子多体系统的复杂性,需要借助一些理论模型来描述和研究。
本文将介绍一些常见的量子多体系统的理论模型,包括自旋链模型、玻色-爱因斯坦凝聚模型和费米气体模型等。
通过对这些模型的研究,我们可以深入了解量子多体系统的行为和性质。
自旋链模型自旋链模型是描述自旋之间相互作用的量子多体系统的模型。
在自旋链模型中,每个粒子可以处于自旋向上或向下的两种状态。
粒子之间通过自旋-自旋相互作用产生相互作用。
常见的自旋链模型包括Ising模型和Heisenberg模型。
Ising模型Ising模型是最简单的自旋链模型之一。
在一维Ising模型中,每个自旋可以取向上(+1)或向下(-1)。
自旋之间通过简单的相邻自旋相互作用来影响彼此的取向。
可以使用以下哈密顿量来描述一维Ising模型:$$H = -J\\sum_{i=1}^{N}s_is_{i+1}$$其中,J为相邻自旋之间的交换耦合常数,s i为第i个自旋的取向。
Heisenberg模型Heisenberg模型是描述自旋间相互作用的模型,与Ising模型不同的是,Heisenberg模型中的自旋可以沿任意方向取向。
常见的一维Heisenberg模型可以使用以下哈密顿量来描述:$$H = \\sum_{i=1}^{N} J\\mathbf{S}_i \\cdot \\mathbf{S}_{i+1}$$其中,$\\mathbf{S}_i$为第i个自旋的自旋算符,J为自旋间的交换耦合常数。
玻色-爱因斯坦凝聚模型玻色-爱因斯坦凝聚是一种量子多体系统的现象,它描述了玻色子统计的粒子在低温下向基态排列的行为。
玻色-爱因斯坦凝聚模型可以使用用薛定谔方程来描述:$$i\\hbar\\frac{\\partial}{\\partial t}\\Psi(\\mathbf{r},t) = -\\frac{\\hbar^2}{2m}\ abla^2\\Psi(\\mathbf{r},t) +V(\\mathbf{r})\\Psi(\\mathbf{r},t) +g|\\Psi(\\mathbf{r},t)|^2\\Psi(\\mathbf{r},t)$$其中,$\\Psi(\\mathbf{r},t)$是波函数,m是粒子的质量,$V(\\mathbf{r})$是外势场,g是粒子之间的相互作用常数。
磁学模拟中的多尺度方法研究磁学模拟是研究磁性材料物理性质的重要手段之一。
与实验相比,磁学模拟能够提供更加丰富的信息和更加细致的分析,尤其在考察微观结构对于宏观性质的影响等方面具有天然优势。
目前,磁学模拟方法包括分子动力学、蒙特卡洛、自洽平均场等很多种,其中多尺度方法在近几年受到了越来越多的关注。
多尺度方法(Multiscale Modeling)是指将系统分为多个层次进行建模,每个层次使用不同的理论方法和计算工具。
多尺度方法的主要目的是让计算量和计算效率更好地匹配,增加计算效率同时保留更多的系统物理信息,以期在较小的计算资源上获得更加可靠的计算结果。
其优点包括适用范围广、信息充分、计算高效等。
在磁学模拟领域,多尺度方法的应用涵盖了磁化动力学、磁畴演化、磁畴壁运动等方面。
下面简要介绍基于多尺度方法的几种典型的磁学模拟。
分子动力学(Molecular Dynamics,MD)方法是一种实现时间演化的计算方法,可用于模拟磁性材料中磁波的传播和磁畴壁的运动。
其优点在于可以捕捉到机械、热力学等多种物理机制,同时也可以方便地引入外部场、温度等因素。
MD方法在模拟磁畴壁如何跨越晶界的时候,可以揭示晶界对磁畴壁移动的屏障效应,为进一步的磁畴学研究提供了重要的理论支持。
蒙特卡洛(Monte Carlo,MC)方法是基于随机抽样的数值计算方法。
在磁学模拟中,MC方法常用于模拟反铁磁相互作用系统,如铁氧体。
使用MC方法,可以计算出如系统自旋浓度、序参量等宏观性质,同时也可以通过反推出微观状态的概率分布,以获得更加深入的认识。
自洽平均场(Self-Consistent Mean Field,SCMF)方法是建立在平均场理论基础上的一种计算方法,可以用于计算磁性材料的静态性质。
其基本思路是将磁性材料视为一系列相互作用的磁单元,计算这些磁单元的平均场,然后再根据平均场计算宏观物理量。
SCMF方法具有高效、精度较高等优点,在具体应用中也得到了许多实践。
三层介质平板波导中tm波的转移矩阵和模式本征方程下载提示:该文档是本店铺精心编制而成的,希望大家下载后,能够帮助大家解决实际问题。
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Network impacts of a road capacity reduction:Empirical analysisand model predictionsDavid Watling a ,⇑,David Milne a ,Stephen Clark baInstitute for Transport Studies,University of Leeds,Woodhouse Lane,Leeds LS29JT,UK b Leeds City Council,Leonardo Building,2Rossington Street,Leeds LS28HD,UKa r t i c l e i n f o Article history:Received 24May 2010Received in revised form 15July 2011Accepted 7September 2011Keywords:Traffic assignment Network models Equilibrium Route choice Day-to-day variabilitya b s t r a c tIn spite of their widespread use in policy design and evaluation,relatively little evidencehas been reported on how well traffic equilibrium models predict real network impacts.Here we present what we believe to be the first paper that together analyses the explicitimpacts on observed route choice of an actual network intervention and compares thiswith the before-and-after predictions of a network equilibrium model.The analysis isbased on the findings of an empirical study of the travel time and route choice impactsof a road capacity reduction.Time-stamped,partial licence plates were recorded across aseries of locations,over a period of days both with and without the capacity reduction,and the data were ‘matched’between locations using special-purpose statistical methods.Hypothesis tests were used to identify statistically significant changes in travel times androute choice,between the periods of days with and without the capacity reduction.A trafficnetwork equilibrium model was then independently applied to the same scenarios,and itspredictions compared with the empirical findings.From a comparison of route choice pat-terns,a particularly influential spatial effect was revealed of the parameter specifying therelative values of distance and travel time assumed in the generalised cost equations.When this parameter was ‘fitted’to the data without the capacity reduction,the networkmodel broadly predicted the route choice impacts of the capacity reduction,but with othervalues it was seen to perform poorly.The paper concludes by discussing the wider practicaland research implications of the study’s findings.Ó2011Elsevier Ltd.All rights reserved.1.IntroductionIt is well known that altering the localised characteristics of a road network,such as a planned change in road capacity,will tend to have both direct and indirect effects.The direct effects are imparted on the road itself,in terms of how it can deal with a given demand flow entering the link,with an impact on travel times to traverse the link at a given demand flow level.The indirect effects arise due to drivers changing their travel decisions,such as choice of route,in response to the altered travel times.There are many practical circumstances in which it is desirable to forecast these direct and indirect impacts in the context of a systematic change in road capacity.For example,in the case of proposed road widening or junction improvements,there is typically a need to justify econom-ically the required investment in terms of the benefits that will likely accrue.There are also several examples in which it is relevant to examine the impacts of road capacity reduction .For example,if one proposes to reallocate road space between alternative modes,such as increased bus and cycle lane provision or a pedestrianisation scheme,then typically a range of alternative designs exist which may differ in their ability to accommodate efficiently the new traffic and routing patterns.0965-8564/$-see front matter Ó2011Elsevier Ltd.All rights reserved.doi:10.1016/j.tra.2011.09.010⇑Corresponding author.Tel.:+441133436612;fax:+441133435334.E-mail address:d.p.watling@ (D.Watling).168 D.Watling et al./Transportation Research Part A46(2012)167–189Through mathematical modelling,the alternative designs may be tested in a simulated environment and the most efficient selected for implementation.Even after a particular design is selected,mathematical models may be used to adjust signal timings to optimise the use of the transport system.Road capacity may also be affected periodically by maintenance to essential services(e.g.water,electricity)or to the road itself,and often this can lead to restricted access over a period of days and weeks.In such cases,planning authorities may use modelling to devise suitable diversionary advice for drivers,and to plan any temporary changes to traffic signals or priorities.Berdica(2002)and Taylor et al.(2006)suggest more of a pro-ac-tive approach,proposing that models should be used to test networks for potential vulnerability,before any reduction mate-rialises,identifying links which if reduced in capacity over an extended period1would have a substantial impact on system performance.There are therefore practical requirements for a suitable network model of travel time and route choice impacts of capac-ity changes.The dominant method that has emerged for this purpose over the last decades is clearly the network equilibrium approach,as proposed by Beckmann et al.(1956)and developed in several directions since.The basis of using this approach is the proposition of what are believed to be‘rational’models of behaviour and other system components(e.g.link perfor-mance functions),with site-specific data used to tailor such models to particular case studies.Cross-sectional forecasts of network performance at specific road capacity states may then be made,such that at the time of any‘snapshot’forecast, drivers’route choices are in some kind of individually-optimum state.In this state,drivers cannot improve their route selec-tion by a unilateral change of route,at the snapshot travel time levels.The accepted practice is to‘validate’such models on a case-by-case basis,by ensuring that the model—when supplied with a particular set of parameters,input network data and input origin–destination demand data—reproduces current mea-sured mean link trafficflows and mean journey times,on a sample of links,to some degree of accuracy(see for example,the practical guidelines in TMIP(1997)and Highways Agency(2002)).This kind of aggregate level,cross-sectional validation to existing conditions persists across a range of network modelling paradigms,ranging from static and dynamic equilibrium (Florian and Nguyen,1976;Leonard and Tough,1979;Stephenson and Teply,1984;Matzoros et al.,1987;Janson et al., 1986;Janson,1991)to micro-simulation approaches(Laird et al.,1999;Ben-Akiva et al.,2000;Keenan,2005).While such an approach is plausible,it leaves many questions unanswered,and we would particularly highlight two: 1.The process of calibration and validation of a network equilibrium model may typically occur in a cycle.That is to say,having initially calibrated a model using the base data sources,if the subsequent validation reveals substantial discrep-ancies in some part of the network,it is then natural to adjust the model parameters(including perhaps even the OD matrix elements)until the model outputs better reflect the validation data.2In this process,then,we allow the adjustment of potentially a large number of network parameters and input data in order to replicate the validation data,yet these data themselves are highly aggregate,existing only at the link level.To be clear here,we are talking about a level of coarseness even greater than that in aggregate choice models,since we cannot even infer from link-level data the aggregate shares on alternative routes or OD movements.The question that arises is then:how many different combinations of parameters and input data values might lead to a similar link-level validation,and even if we knew the answer to this question,how might we choose between these alternative combinations?In practice,this issue is typically neglected,meaning that the‘valida-tion’is a rather weak test of the model.2.Since the data are cross-sectional in time(i.e.the aim is to reproduce current base conditions in equilibrium),then in spiteof the large efforts required in data collection,no empirical evidence is routinely collected regarding the model’s main purpose,namely its ability to predict changes in behaviour and network performance under changes to the network/ demand.This issue is exacerbated by the aggregation concerns in point1:the‘ambiguity’in choosing appropriate param-eter values to satisfy the aggregate,link-level,base validation strengthens the need to independently verify that,with the selected parameter values,the model responds reliably to changes.Although such problems–offitting equilibrium models to cross-sectional data–have long been recognised by practitioners and academics(see,e.g.,Goodwin,1998), the approach described above remains the state-of-practice.Having identified these two problems,how might we go about addressing them?One approach to thefirst problem would be to return to the underlying formulation of the network model,and instead require a model definition that permits analysis by statistical inference techniques(see for example,Nakayama et al.,2009).In this way,we may potentially exploit more information in the variability of the link-level data,with well-defined notions(such as maximum likelihood)allowing a systematic basis for selection between alternative parameter value combinations.However,this approach is still using rather limited data and it is natural not just to question the model but also the data that we use to calibrate and validate it.Yet this is not altogether straightforward to resolve.As Mahmassani and Jou(2000) remarked:‘A major difficulty...is obtaining observations of actual trip-maker behaviour,at the desired level of richness, simultaneously with measurements of prevailing conditions’.For this reason,several authors have turned to simulated gaming environments and/or stated preference techniques to elicit information on drivers’route choice behaviour(e.g. 1Clearly,more sporadic and less predictable reductions in capacity may also occur,such as in the case of breakdowns and accidents,and environmental factors such as severe weather,floods or landslides(see for example,Iida,1999),but the responses to such cases are outside the scope of the present paper. 2Some authors have suggested more systematic,bi-level type optimization processes for thisfitting process(e.g.Xu et al.,2004),but this has no material effect on the essential points above.D.Watling et al./Transportation Research Part A46(2012)167–189169 Mahmassani and Herman,1990;Iida et al.,1992;Khattak et al.,1993;Vaughn et al.,1995;Wardman et al.,1997;Jou,2001; Chen et al.,2001).This provides potentially rich information for calibrating complex behavioural models,but has the obvious limitation that it is based on imagined rather than real route choice situations.Aside from its common focus on hypothetical decision situations,this latter body of work also signifies a subtle change of emphasis in the treatment of the overall network calibration problem.Rather than viewing the network equilibrium calibra-tion process as a whole,the focus is on particular components of the model;in the cases above,the focus is on that compo-nent concerned with how drivers make route decisions.If we are prepared to make such a component-wise analysis,then certainly there exists abundant empirical evidence in the literature,with a history across a number of decades of research into issues such as the factors affecting drivers’route choice(e.g.Wachs,1967;Huchingson et al.,1977;Abu-Eisheh and Mannering,1987;Duffell and Kalombaris,1988;Antonisse et al.,1989;Bekhor et al.,2002;Liu et al.,2004),the nature of travel time variability(e.g.Smeed and Jeffcoate,1971;Montgomery and May,1987;May et al.,1989;McLeod et al., 1993),and the factors affecting trafficflow variability(Bonsall et al.,1984;Huff and Hanson,1986;Ribeiro,1994;Rakha and Van Aerde,1995;Fox et al.,1998).While these works provide useful evidence for the network equilibrium calibration problem,they do not provide a frame-work in which we can judge the overall‘fit’of a particular network model in the light of uncertainty,ambient variation and systematic changes in network attributes,be they related to the OD demand,the route choice process,travel times or the network data.Moreover,such data does nothing to address the second point made above,namely the question of how to validate the model forecasts under systematic changes to its inputs.The studies of Mannering et al.(1994)and Emmerink et al.(1996)are distinctive in this context in that they address some of the empirical concerns expressed in the context of travel information impacts,but their work stops at the stage of the empirical analysis,without a link being made to net-work prediction models.The focus of the present paper therefore is both to present thefindings of an empirical study and to link this empirical evidence to network forecasting models.More recently,Zhu et al.(2010)analysed several sources of data for evidence of the traffic and behavioural impacts of the I-35W bridge collapse in Minneapolis.Most pertinent to the present paper is their location-specific analysis of linkflows at 24locations;by computing the root mean square difference inflows between successive weeks,and comparing the trend for 2006with that for2007(the latter with the bridge collapse),they observed an apparent transient impact of the bridge col-lapse.They also showed there was no statistically-significant evidence of a difference in the pattern offlows in the period September–November2007(a period starting6weeks after the bridge collapse),when compared with the corresponding period in2006.They suggested that this was indicative of the length of a‘re-equilibration process’in a conceptual sense, though did not explicitly compare their empiricalfindings with those of a network equilibrium model.The structure of the remainder of the paper is as follows.In Section2we describe the process of selecting the real-life problem to analyse,together with the details and rationale behind the survey design.Following this,Section3describes the statistical techniques used to extract information on travel times and routing patterns from the survey data.Statistical inference is then considered in Section4,with the aim of detecting statistically significant explanatory factors.In Section5 comparisons are made between the observed network data and those predicted by a network equilibrium model.Finally,in Section6the conclusions of the study are highlighted,and recommendations made for both practice and future research.2.Experimental designThe ultimate objective of the study was to compare actual data with the output of a traffic network equilibrium model, specifically in terms of how well the equilibrium model was able to correctly forecast the impact of a systematic change ap-plied to the network.While a wealth of surveillance data on linkflows and travel times is routinely collected by many local and national agencies,we did not believe that such data would be sufficiently informative for our purposes.The reason is that while such data can often be disaggregated down to small time step resolutions,the data remains aggregate in terms of what it informs about driver response,since it does not provide the opportunity to explicitly trace vehicles(even in aggre-gate form)across more than one location.This has the effect that observed differences in linkflows might be attributed to many potential causes:it is especially difficult to separate out,say,ambient daily variation in the trip demand matrix from systematic changes in route choice,since both may give rise to similar impacts on observed linkflow patterns across re-corded sites.While methods do exist for reconstructing OD and network route patterns from observed link data(e.g.Yang et al.,1994),these are typically based on the premise of a valid network equilibrium model:in this case then,the data would not be able to give independent information on the validity of the network equilibrium approach.For these reasons it was decided to design and implement a purpose-built survey.However,it would not be efficient to extensively monitor a network in order to wait for something to happen,and therefore we required advance notification of some planned intervention.For this reason we chose to study the impact of urban maintenance work affecting the roads,which UK local government authorities organise on an annual basis as part of their‘Local Transport Plan’.The city council of York,a historic city in the north of England,agreed to inform us of their plans and to assist in the subsequent data collection exercise.Based on the interventions planned by York CC,the list of candidate studies was narrowed by considering factors such as its propensity to induce significant re-routing and its impact on the peak periods.Effectively the motivation here was to identify interventions that were likely to have a large impact on delays,since route choice impacts would then likely be more significant and more easily distinguished from ambient variability.This was notably at odds with the objectives of York CC,170 D.Watling et al./Transportation Research Part A46(2012)167–189in that they wished to minimise disruption,and so where possible York CC planned interventions to take place at times of day and of the year where impacts were minimised;therefore our own requirement greatly reduced the candidate set of studies to monitor.A further consideration in study selection was its timing in the year for scheduling before/after surveys so to avoid confounding effects of known significant‘seasonal’demand changes,e.g.the impact of the change between school semesters and holidays.A further consideration was York’s role as a major tourist attraction,which is also known to have a seasonal trend.However,the impact on car traffic is relatively small due to the strong promotion of public trans-port and restrictions on car travel and parking in the historic centre.We felt that we further mitigated such impacts by sub-sequently choosing to survey in the morning peak,at a time before most tourist attractions are open.Aside from the question of which intervention to survey was the issue of what data to collect.Within the resources of the project,we considered several options.We rejected stated preference survey methods as,although they provide a link to personal/socio-economic drivers,we wanted to compare actual behaviour with a network model;if the stated preference data conflicted with the network model,it would not be clear which we should question most.For revealed preference data, options considered included(i)self-completion diaries(Mahmassani and Jou,2000),(ii)automatic tracking through GPS(Jan et al.,2000;Quiroga et al.,2000;Taylor et al.,2000),and(iii)licence plate surveys(Schaefer,1988).Regarding self-comple-tion surveys,from our own interview experiments with self-completion questionnaires it was evident that travellersfind it relatively difficult to recall and describe complex choice options such as a route through an urban network,giving the po-tential for significant errors to be introduced.The automatic tracking option was believed to be the most attractive in this respect,in its potential to accurately map a given individual’s journey,but the negative side would be the potential sample size,as we would need to purchase/hire and distribute the devices;even with a large budget,it is not straightforward to identify in advance the target users,nor to guarantee their cooperation.Licence plate surveys,it was believed,offered the potential for compromise between sample size and data resolution: while we could not track routes to the same resolution as GPS,by judicious location of surveyors we had the opportunity to track vehicles across more than one location,thus providing route-like information.With time-stamped licence plates, the matched data would also provide journey time information.The negative side of this approach is the well-known poten-tial for significant recording errors if large sample rates are required.Our aim was to avoid this by recording only partial licence plates,and employing statistical methods to remove the impact of‘spurious matches’,i.e.where two different vehi-cles with the same partial licence plate occur at different locations.Moreover,extensive simulation experiments(Watling,1994)had previously shown that these latter statistical methods were effective in recovering the underlying movements and travel times,even if only a relatively small part of the licence plate were recorded,in spite of giving a large potential for spurious matching.We believed that such an approach reduced the opportunity for recorder error to such a level to suggest that a100%sample rate of vehicles passing may be feasible.This was tested in a pilot study conducted by the project team,with dictaphones used to record a100%sample of time-stamped, partial licence plates.Independent,duplicate observers were employed at the same location to compare error rates;the same study was also conducted with full licence plates.The study indicated that100%surveys with dictaphones would be feasible in moderate trafficflow,but only if partial licence plate data were used in order to control observation errors; for higherflow rates or to obtain full number plate data,video surveys should be considered.Other important practical les-sons learned from the pilot included the need for clarity in terms of vehicle types to survey(e.g.whether to include motor-cycles and taxis),and of the phonetic alphabet used by surveyors to avoid transcription ambiguities.Based on the twin considerations above of planned interventions and survey approach,several candidate studies were identified.For a candidate study,detailed design issues involved identifying:likely affected movements and alternative routes(using local knowledge of York CC,together with an existing network model of the city),in order to determine the number and location of survey sites;feasible viewpoints,based on site visits;the timing of surveys,e.g.visibility issues in the dark,winter evening peak period;the peak duration from automatic trafficflow data;and specific survey days,in view of public/school holidays.Our budget led us to survey the majority of licence plate sites manually(partial plates by audio-tape or,in lowflows,pen and paper),with video surveys limited to a small number of high-flow sites.From this combination of techniques,100%sampling rate was feasible at each site.Surveys took place in the morning peak due both to visibility considerations and to minimise conflicts with tourist/special event traffic.From automatic traffic count data it was decided to survey the period7:45–9:15as the main morning peak period.This design process led to the identification of two studies:2.1.Lendal Bridge study(Fig.1)Lendal Bridge,a critical part of York’s inner ring road,was scheduled to be closed for maintenance from September2000 for a duration of several weeks.To avoid school holidays,the‘before’surveys were scheduled for June and early September.It was decided to focus on investigating a significant southwest-to-northeast movement of traffic,the river providing a natural barrier which suggested surveying the six river crossing points(C,J,H,K,L,M in Fig.1).In total,13locations were identified for survey,in an attempt to capture traffic on both sides of the river as well as a crossing.2.2.Fishergate study(Fig.2)The partial closure(capacity reduction)of the street known as Fishergate,again part of York’s inner ring road,was scheduled for July2001to allow repairs to a collapsed sewer.Survey locations were chosen in order to intercept clockwiseFig.1.Intervention and survey locations for Lendal Bridge study.around the inner ring road,this being the direction of the partial closure.A particular aim wasFulford Road(site E in Fig.2),the main radial affected,with F and K monitoring local diversion I,J to capture wider-area diversion.studies,the plan was to survey the selected locations in the morning peak over a period of approximately covering the three periods before,during and after the intervention,with the days selected so holidays or special events.Fig.2.Intervention and survey locations for Fishergate study.In the Lendal Bridge study,while the‘before’surveys proceeded as planned,the bridge’s actualfirst day of closure on Sep-tember11th2000also marked the beginning of the UK fuel protests(BBC,2000a;Lyons and Chaterjee,2002).Trafficflows were considerably affected by the scarcity of fuel,with congestion extremely low in thefirst week of closure,to the extent that any changes could not be attributed to the bridge closure;neither had our design anticipated how to survey the impacts of the fuel shortages.We thus re-arranged our surveys to monitor more closely the planned re-opening of the bridge.Unfor-tunately these surveys were hampered by a second unanticipated event,namely the wettest autumn in the UK for270years and the highest level offlooding in York since records began(BBC,2000b).Theflooding closed much of the centre of York to road traffic,including our study area,as the roads were impassable,and therefore we abandoned the planned‘after’surveys. As a result of these events,the useable data we had(not affected by the fuel protests orflooding)consisted offive‘before’days and one‘during’day.In the Fishergate study,fortunately no extreme events occurred,allowing six‘before’and seven‘during’days to be sur-veyed,together with one additional day in the‘during’period when the works were temporarily removed.However,the works over-ran into the long summer school holidays,when it is well-known that there is a substantial seasonal effect of much lowerflows and congestion levels.We did not believe it possible to meaningfully isolate the impact of the link fully re-opening while controlling for such an effect,and so our plans for‘after re-opening’surveys were abandoned.3.Estimation of vehicle movements and travel timesThe data resulting from the surveys described in Section2is in the form of(for each day and each study)a set of time-stamped,partial licence plates,observed at a number of locations across the network.Since the data include only partial plates,they cannot simply be matched across observation points to yield reliable estimates of vehicle movements,since there is ambiguity in whether the same partial plate observed at different locations was truly caused by the same vehicle. Indeed,since the observed system is‘open’—in the sense that not all points of entry,exit,generation and attraction are mon-itored—the question is not just which of several potential matches to accept,but also whether there is any match at all.That is to say,an apparent match between data at two observation points could be caused by two separate vehicles that passed no other observation point.Thefirst stage of analysis therefore applied a series of specially-designed statistical techniques to reconstruct the vehicle movements and point-to-point travel time distributions from the observed data,allowing for all such ambiguities in the data.Although the detailed derivations of each method are not given here,since they may be found in the references provided,it is necessary to understand some of the characteristics of each method in order to interpret the results subsequently provided.Furthermore,since some of the basic techniques required modification relative to the published descriptions,then in order to explain these adaptations it is necessary to understand some of the theoretical basis.3.1.Graphical method for estimating point-to-point travel time distributionsThe preliminary technique applied to each data set was the graphical method described in Watling and Maher(1988).This method is derived for analysing partial registration plate data for unidirectional movement between a pair of observation stations(referred to as an‘origin’and a‘destination’).Thus in the data study here,it must be independently applied to given pairs of observation stations,without regard for the interdependencies between observation station pairs.On the other hand, it makes no assumption that the system is‘closed’;there may be vehicles that pass the origin that do not pass the destina-tion,and vice versa.While limited in considering only two-point surveys,the attraction of the graphical technique is that it is a non-parametric method,with no assumptions made about the arrival time distributions at the observation points(they may be non-uniform in particular),and no assumptions made about the journey time probability density.It is therefore very suitable as afirst means of investigative analysis for such data.The method begins by forming all pairs of possible matches in the data,of which some will be genuine matches(the pair of observations were due to a single vehicle)and the remainder spurious matches.Thus, for example,if there are three origin observations and two destination observations of a particular partial registration num-ber,then six possible matches may be formed,of which clearly no more than two can be genuine(and possibly only one or zero are genuine).A scatter plot may then be drawn for each possible match of the observation time at the origin versus that at the destination.The characteristic pattern of such a plot is as that shown in Fig.4a,with a dense‘line’of points(which will primarily be the genuine matches)superimposed upon a scatter of points over the whole region(which will primarily be the spurious matches).If we were to assume uniform arrival rates at the observation stations,then the spurious matches would be uniformly distributed over this plot;however,we shall avoid making such a restrictive assumption.The method begins by making a coarse estimate of the total number of genuine matches across the whole of this plot.As part of this analysis we then assume knowledge of,for any randomly selected vehicle,the probabilities:h k¼Prðvehicle is of the k th type of partial registration plateÞðk¼1;2;...;mÞwhereX m k¼1h k¼1172 D.Watling et al./Transportation Research Part A46(2012)167–189。
Unitary Matrix Models and Phase TransitionMasato HisakadoDepartment of Pure and Applied Sciences,University of Tokyo,3-8-1Komaba,Megro-ku,Tokyo,113,JapanJuly24,1997AbstractWe study the unitary matrix model with a topological term.We call the topological term the theta term.In the symmetric model there is the phase transition between the strong and weak coupling regime atλc=2.If the Wilson term is bigger than the theta term,there is the strong-weak coupling phase transition at the sameλc.On the other hand,if the theta term is bigger than the Wilson term,there is only the strong coupling regime.So the topological phase transition disappears in this case.11IntroductionModels of the symmetric unitary matrix are solved exactly in the double scaling limit,using orthogonal polynomials on a circle.[1]The partition function is the form dU exp {−Nλtr(U +U †)},where U is an N ×N unitary matrix.We callthe model symmetric model.[2]This unitary models has been studied in connection with the large-N approx-imation to QCD in two dimensions.(one-plaquette model )[3]Gross and Witten discovered the third-order phase transition between the weak and strong cou-pling regime at λc =2.We consider the model which has the symmetric and anti-symmetric part.The symmetric part is the usual Wilson action.The anti-symmetric part be-comes the topological term.[4]We can see the topological meaning of the theta term in the continuous limit.it gives rise to a phase transition at θ=π,if the Wilson term is bigger than the theta term.[5]We call this phase transition the topological phase transition and the model which has only the theta term the anti-symmetric model.From the view point of the integrable system this model can be embed-ded in the two-dimensional Toda hierarchy with the conjugate structure.[6],[7]This Toda equation is split into the modified Volterra (MV)equation and the discrete nonlinear Schr¨o dinger (DNLS)equation.MV and DNLS equations cor-respond to the symmetric and anti-symmetric model respectively.Coupling the Toda equation and the string equation we can derive the third Painlev´e (P III)equation.We use P III to study the phase structure.This letter is organized as follows.In the section 2we introduce the unitary matrix model with a topological term.We consider the two cases:(i)the Wilson term is bigger than the theta term,(ii)the theta term is bigger than the theta term.In the section 3we consider the phase transition in the case (i)using the P III.In the section 4we study the phase structure in the case (ii).The last2section is devoted to the concluding remarks.2Wilson term and theta termWe consider the partition function of the unitary matrix model with a topolog-ical term.We consider the unitary matrix modelZ N=dU exp(−NλV(U)),(2.1)where V(U)is a potentialV(U)=t1U+t−1U†.(2.2)U is the gauge group U(N).We divide the potential into the symmetric and the anti-symmetric part,V(U)=t+s w+t−sθ,(2.3) wheret+=t1+t−12,t−=t1−t−12.(2.4)s w is the symmetric part,the usual Wilson actions w=12(tr U+tr U†).(2.5a)Here we choosesθ=12(tr U−tr U†),(2.5b)for the theta term,the anti-symmetric part.Hereafter we call next reduced models the symmetric model and the anti-symmetric model:t1=t−1=t+,t−=0,(symmetric model)t1=−t−1=t−,t+=0.(anti−symmetric model)3Here we consider the two cases(i)|t+|>|t−|,(ii)|t−|>|t+|.(2.6) We parameterize t1and t−1by :(i)t1=−e ,t−1=−e− ,(ii)t1=−e ,t−1=e− .(2.7) The measure dU may be written asdU=Nmdαm2π∆(α)¯∆(α).(2.8)Here the eigenvalues of U are{exp(iα1),exp(iα2),···,exp(iαN)}and∆¯∆is the Jacobian for the change of variables,∆(α)=det jk e iαj(N−k),¯∆(α)=detjke−iαj(N−k).(2.9)Then we obtain the partition function in the case(i):Z N=const.det jk e (−j+k)I−j+k(N/λ)=const.det jk I−j+k(N/λ).(2.10)Here I−j+k is the modified Bessel function of order−j+k.In the same way we can calculate the partition function in the case(ii):Z N=const.det jk e (−j+k)J−j+k(N/λ)=const.det jk J−j+k(N/λ).(2.11)Here J−j+k is the Bessel function of order−j+k.Notice that(2.10)and(2.11) do not depend on .It is well known that the partition function Z N of the unitary matrix model can be presented as a product of norms of the biorthogonal polynomial system. Namely,let us introduce a scalar product of the form<A,B>=dµ(z)2πizexp{−V(z)}A(z)B(z−1),(2.12)4whereV(z)=t1z+t−1z−1.(2.13) Let us define the system of the polynomials biorthogaonal with respect to this scalar product<Φn,Φ∗k>=h nδnk.(2.14) Then,the partition function Z N is equal to the product of h n’s:Z N=N−1k=0h k,Z0=1.(2.15)The polynomials are normalized as follows(Note that the asterisk‘*’does not mean the complex conjugation):Φn=z n+···+S n−1,Φ∗n=z n+···+S∗n−1,S−1=S∗−1≡1.(2.16)Now it is easy to show that these polynomials satisfy the following recurrent relations,Φn+1(z)=zΦn(z)+S n z nΦ∗n(z−1),Φ∗n+1(z−1)=z−1Φ∗n(z−1)+S∗n z−nΦn(z),(2.17)andh n+1h n=1−S n S∗n.(2.18) From(2.14)we can obtain the string equations:(n+1)S n=(t−1S n+1+t1S n−1)(1−S n S∗n),(2.19a)(n+1)S∗n=(t1S∗n+1+t−1S∗n−1)(1−S n S∗n).(2.19b) In the unitary matrix model there is a conjugate relation:t1S n S∗n−1=t−1S∗n S n−1.(2.20)5Here we define a n:a n≡1−−S n S∗n=h n+1h n.(2.21)From(2.20)a n are functions of the radial coordinatex=t1t−1,(2.22)only.a n satisfies the next Painlev´e V withδV=0:[7]∂2a n ∂x2=12(1a n−1+1a n)(∂a n∂x)2−1x∂a n∂x−2xa n(a n−1)+(n+1)22xa n−1a n.(2.23)3Phase structure in the case(i)The partition function dose not depend on from(2.10).This can be seen from the radial coordinate(2.22).From these results in the large-N limit the phase structure in the case(i)is the same as the symmetric model.[3]To study the strong-weak coupling phase transition we use(2.23)in x→∞.We rewrite (2.23)a second order ODE for S n∂2S n ∂t2+=−S n1−S2n(∂S n∂t+)2−1t+∂S n∂t++(n+1)2t2+S n1−S2n−4S n(1−S2n),(3.1)where t+=N/λ.This equation can be obtained directly from coupling the string equation and the modified Volterra equation.[7]In particular when we consider the strong coupling regime we only need to solve∂S n ∂t2++1t+∂S n∂t+−[(n+1)2t2+−4]S n=0.(3.2)This is the Bessel equation.Then setting n=N,we can obtain in the large-N limitS N=J N(2t+)+O(1λ)N→∞−→J N(2N/λ),(3.3) 6where J N is the standard Bessel function.As a consequence,we findS N ∼exp N [ 1−λ−log λ(1+ 22)].(3.4)(3.1)is especially appropriate for a discussion of the weak coupling regime.One may consider an 1/N expansion for S N :[8]S N → 1−λ2−1N λ3128(1−λ2)5/2+O (1N ).(3.5)We notice the typical phase transition behavior of S N .The critical point λc =2is independent of the parameter .4Phase structure in the case (ii)In the large N -limit to study the phase structure we use the string equations (2.19a)and (2.19b).Setting n =N ,there is a critical point at λc =2sinh for the roots of the differential equation are degenerate.It seems that in the limit →0(the Wilson term vanishes)the weak coupling regime disappears.But as seeing in the previous section this is not correct.From the radial coordinate or (2.11)the critical point does not depend on .The phase structure in the case (ii)is the same as the anti-symmetric model.To see the phase structure we study (2.23)in x →−∞.Then the difference betweeen the case (i)and (ii)is the sign of the third term of RHS of (2.23).We rewrite (2.23)a second order ODE for S n :∂2S n ∂t 2−=−S n 1−S n (∂S n ∂t −)2−1t −∂S n ∂t −+(n +1)2t 2−S n 1−S n +4S n (1−S 2n ),(n =odd)(4.1a)and∂2S n ∂t −=−S n 1+S 2n (∂S n ∂t −)2−1t −∂S n ∂t −+(n +1)2t −S n 1+S 2n +4S n (1+S 2n ),(n =even)(4.1b)7usingS n=S∗n,a n=1−S2n,(n=odd),S n=−S∗n,a n=1+S2n,(n=even).(4.2)Notice t−=2N/λ.This equation can be obtained directly from the coupling the string equations and the discrete nonlinear Schr¨o dinger equation.[7]When we consider the strong coupling regime we only need to solve∂S n ∂t−+1t−∂S n∂t−−[(n+1)2t−+4]S n=0.(4.3)This is the modified Bessel equation.Then setting n=N,we can obtain in the large-N limitS N=K N(2t−)+O(1λ(3N+2))N→∞−→K N(2N/λ),(4.4)where K N is the second kind modified Bessel function.As a consequence,weobtainS N∼exp N1+λ2.(4.5)On the other hand we can not do an1/N expansion in(4.1a)and(4.1b),since there is not the weak coupling regime.Then there is not the strong-weak cou-pling phase transition in the case(ii).In the previous letter,[5]adding the term l log U we have shown that there is the phase transition atθ=πin the case(i).We call the phase transition the topological phase transition.This phase transition can be seen in the weak cou-pling regime.[4]So in the case(ii)there is not the topological phase transition, too.5Concluding remarksWe study the unitary matrix model with a topological term.This model con-tains the Wilson term and the theta term.The Wilson term is the symmetric and the theta is the anti-symmetric part.We call the model which has only the8Wilson term the symmetric model and the model which has only the theta term the anti-symmetric model.It is well known that in the symmetric model there is the strong-weak coupling phase transition atλc=2.If the Wilson term is bigger than the theta term,there is the strong-weak coupling phase transition at the sameλc.Adding the term l log U,there is the topological phase transition atθ=π.On the other hand if the theta term is bigger than the Wilson term, there is no strong-weak coupling phase transition.Since there is only the strong coupling regime,the topological phase transition also disappears.References[1]V.Periwal and D.Shevitz,Phys.Rev.Lett.64(1990)1326.[2]M.Bowick,A.Morozov and D.Shevitz,Nucl.Phys.B354(1991)496.[3]D.Gross and E.Witten,Phys.Rev.D.21(1980)446.[4]T.G.Ko´a cs,E.T.Tomboulis,Z.Schram,Nucl.Phys.B454(1995)45.[5]M.Hisakado,Phys.Lett.B395(1997)208.[6]S.Kharchev, A.Marshakov, A.Mironov, A.Orlov and A.Zabrodin,Nucl.Phys.B366(1991)569.[7]M.Hisakado,Mod.Phys.Lett.A38(1996)3001.[8]A.Guha and S.-C.Lee,Nucl.Phys.B240(1984)141.9。