18,886 research outputs found

    Physical states in the canonical tensor model from the perspective of random tensor networks

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    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 N=2,3N=2,3, 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 NN. Then, by generalizing this form, we also obtain various solutions for general NN. Moreover, we show that the solutions for the cases with a cosmological constant can be obtained from those with no cosmological constant for increased NN. 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 N=3N=3, 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

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    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

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    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

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    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

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    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

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    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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