18,886 research outputs found
Physical states in the canonical tensor model from the perspective of random tensor networks
Tensor models, generalization of matrix models, are studied aiming for
quantum gravity in dimensions larger than two. Among them, the canonical tensor
model is formulated as a totally constrained system with first-class
constraints, the algebra of which resembles the Dirac algebra of general
relativity. When quantized, the physical states are defined to be vanished by
the quantized constraints. In explicit representations, the constraint
equations are a set of partial differential equations for the physical
wave-functions, which do not seem straightforward to be solved due to their
non-linear character. In this paper, after providing some explicit solutions
for , we show that certain scale-free integration of partition functions
of statistical systems on random networks (or random tensor networks more
generally) provides a series of solutions for general . Then, by
generalizing this form, we also obtain various solutions for general .
Moreover, we show that the solutions for the cases with a cosmological constant
can be obtained from those with no cosmological constant for increased .
This would imply the interesting possibility that a cosmological constant can
always be absorbed into the dynamics and is not an input parameter in the
canonical tensor model. We also observe the possibility of symmetry enhancement
in , and comment on an extension of Airy function related to the
solutions.Comment: 41 pages, 1 figure; typos correcte
Review of modern numerical methods for a simple vanilla option pricing problem
Option pricing is a very attractive issue of financial engineering and optimization. The problem of determining the fair price of an option arises from the assumptions made under a given financial market model. The increasing complexity of these market assumptions contributes to the popularity of the numerical treatment of option valuation. Therefore, the pricing and hedging of plain vanilla options under the Black–Scholes model usually serve as a bench-mark for the development of new numerical pricing approaches and methods designed for advanced option pricing models. The objective of the paper is to present and compare the methodological concepts for the valuation of simple vanilla options using the relatively modern numerical techniques in this issue which arise from the discontinuous Galerkin method, the wavelet approach and the fuzzy transform technique. A theoretical comparison is accompanied by an empirical study based on the numerical verification of simple vanilla option prices. The resulting numerical schemes represent a particularly effective option pricing tool that enables some features of options that are depend-ent on the discretization of the computational domain as well as the order of the polynomial approximation to be captured better
Quantum mechanics on non commutative spaces and squeezed states: a functional approach
We review here the quantum mechanics of some noncommutative theories in which
no state saturates simultaneously all the non trivial Heisenberg uncertainty
relations. We show how the difference of structure between the Poisson brackets
and the commutators in these theories generically leads to a harmonic
oscillator whose positions and momenta mean values are not strictly equal to
the ones predicted by classical mechanics.
This raises the question of the nature of quasi classical states in these
models. We propose an extension based on a variational principle. The action
considered is the sum of the absolute values of the expressions associated to
the non trivial Heisenberg uncertainty relations. We first verify that our
proposal works in the usual theory i.e we recover the known Gaussian functions.
Besides them, we find other states which can be expressed as products of
Gaussians with specific hyper geometrics.
We illustrate our construction in two models defined on a four dimensional
phase space: a model endowed with a minimal length uncertainty and the non
commutative plane. Our proposal leads to second order partial differential
equations. We find analytical solutions in specific cases. We briefly discuss
how our proposal may be applied to the fuzzy sphere and analyze its
shortcomings.Comment: 15 pages revtex. The title has been modified,the paper shortened and
misprints have been corrected. Version to appear in JHE
Quantum canonical tensor model and an exact wave function
Tensor models in various forms are being studied as models of quantum
gravity. Among them the canonical tensor model has a canonical pair of
rank-three tensors as dynamical variables, and is a pure constraint system with
first-class constraints. The Poisson algebra of the first-class constraints has
structure functions, and provides an algebraically consistent way of
discretizing the Dirac first-class constraint algebra for general relativity.
This paper successfully formulates the Wheeler-DeWitt scheme of quantization of
the canonical tensor model; the ordering of operators in the constraints is
determined without ambiguity by imposing Hermiticity and covariance on the
constraints, and the commutation algebra of constraints takes essentially the
same from as the classical Poisson algebra, i.e. is first-class. Thus one could
consistently obtain, at least locally in the configuration space, wave
functions of "universe" by solving the partial differential equations
representing the constraints, i.e. the Wheeler-DeWitt equations for the quantum
canonical tensor model. The unique wave function for the simplest non-trivial
case is exactly and globally obtained. Although this case is far from being
realistic, the wave function has a few physically interesting features; it
shows that locality is favored, and that there exists a locus of configurations
with features of beginning of universe.Comment: 17 pages. Section 2 expanded to include fuzzy-space interpretation,
and other minor change
Noncommutative de Sitter and FRW spaces
Several versions of fuzzy four-dimensional de Sitter space are constructed
using the noncommutative frame formalism. Although all noncommutative
spacetimes which are found have commutative de Sitter metric as a classical
limit, the algebras and the differential calculi which define them have many
differences which we derive and discuss.Comment: 20 page
On noncommutative spherically symmetric spaces
Two families of noncommutative extensions are given of a general space-time
metric with spherical symmetry, both based on the matrix truncation of the
functions on the sphere of symmetry. The first family uses the truncation to
foliate space as an infinite set of spheres, is of dimension four and
necessarily time-dependent; the second can be time-dependent or static, is of
dimension five and uses the truncation to foliate the internal space.Comment: 22 page
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