Localization and Pattern Formation in Quantum Physics. II. Waveletons in Quantum Ensembles

In this second part we present a set of methods, analytical and numerical, which can describe behaviour in (non) equilibrium ensembles, both classical and quantum, especially in the complex systems, where the standard approaches cannot be applied. The key points demonstrating advantages of this approach are: (i) effects of localization of possible quantum states; (ii) effects of non-perturbative multiscales which cannot be calculated by means of perturbation approaches; (iii) effects of formation of complex/collective quantum patterns from localized modes and classification and possible control of the full zoo of quantum states, including (meta) stable localized patterns (waveletons). We demonstrate the appearance of nontrivial localized (meta) stable states/patterns in a number of collective models covered by the (quantum)/(master) hierarchy of Wigner-von Neumann-Moyal-Lindblad equations, which are the result of ``wignerization'' procedure (Weyl-Wigner-Moyal quantization) of classical BBGKY kinetic hierarchy, and present the explicit constructions for exact analytical/numerical computations (fast convergent variational-wavelet representation). Numerical modeling shows the creation of different internal structures from localized modes, which are related to the localized (meta) stable patterns (waveletons), entangled ensembles (with subsequent decoherence) and/or chaotic-like type of behaviour.Comment: LaTeX2e, spie.cls, 13 pages, 6 figures, submitted to Proc. of SPIE Meeting, The Nature of Light: What is a Photon? Optics & Photonics, SP200, San Diego, CA, July-August, 200

Complexity Analysis Of Next-Generation VVC Encoding and Decoding

While the next generation video compression standard, Versatile Video Coding (VVC), provides a superior compression efficiency, its computational complexity dramatically increases. This paper thoroughly analyzes this complexity for both encoder and decoder of VVC Test Model 6, by quantifying the complexity break-down for each coding tool and measuring the complexity and memory requirements for VVC encoding/decoding. These extensive analyses are performed for six video sequences of 720p, 1080p, and 2160p, under Low-Delay (LD), Random-Access (RA), and All-Intra (AI) conditions (a total of 320 encoding/decoding). Results indicate that the VVC encoder and decoder are 5x and 1.5x more complex compared to HEVC in LD, and 31x and 1.8x in AI, respectively. Detailed analysis of coding tools reveals that in LD on average, motion estimation tools with 53%, transformation and quantization with 22%, and entropy coding with 7% dominate the encoding complexity. In decoding, loop filters with 30%, motion compensation with 20%, and entropy decoding with 16%, are the most complex modules. Moreover, the required memory bandwidth for VVC encoding/decoding are measured through memory profiling, which are 30x and 3x of HEVC. The reported results and insights are a guide for future research and implementations of energy-efficient VVC encoder/decoder.Comment: IEEE ICIP 202

Quantum phase space trajectories with application to quantum cosmology

We develop an approach to quantum dynamics based on quantum phase space trajectories. The latter are built from a unitary irreducible representation of the symmetry group of the respective classical phase space. We use a quantum action functional to derive the basic equations. In principle, our formulation is equivalent to the Hilbert space formulation. However, the former allows for consistent truncations to reduced phase spaces in which approximate quantum dynamics can be derived. We believe that our approach can be very useful in the domain of quantum cosmology and therefore, we use the cosmological phase space example to establish the basic equations of this formalism.Comment: 11 pages, 4 figures, the new version contains improved discussion

Modeling M-Theory Vacua via Gauged S-Duality

We construct a model of M-theory vacua using gauged S-duality and the Chan-Paton symmetries by introducing an infinite number of open string charges. In the Bechi-Rouet-Stora-Tyutin formalism, the local description of the gauged S-duality on its moduli space of vacua is fully determined by one physical state condition on the vacua. We introduce the string probe of the spatial degrees of freedom and define the increment of the cosmic time. The dimensionality of space-time and the gauge group of the low energy effective theory originate in the symmetries (with or without their breakdown) in our model. This modeling leads to the derived category formulation of the quantum mechanical world including gravity and to the concept of a non-linear potential of gauged and affinized S-duality which specifies the morphism structure of this derived category.Comment: 31 pages, version reflecting the erratum. arXiv admin note: substantial text overlap with arXiv:1102.460

Optimal quantization for the pricing of swing options

In this paper, we investigate a numerical algorithm for the pricing of swing options, relying on the so-called optimal quantization method. The numerical procedure is described in details and numerous simulations are provided to assert its efficiency. In particular, we carry out a comparison with the Longstaff-Schwartz algorithm.Comment: 27

Option Pricing with Orthogonal Polynomial Expansions

We derive analytic series representations for European option prices in polynomial stochastic volatility models. This includes the Jacobi, Heston, Stein-Stein, and Hull-White models, for which we provide numerical case studies. We find that our polynomial option price series expansion performs as efficiently and accurately as the Fourier transform based method in the nested affine cases. We also derive and numerically validate series representations for option Greeks. We depict an extension of our approach to exotic options whose payoffs depend on a finite number of prices.Comment: forthcoming in Mathematical Finance, 38 pages, 3 tables, 7 figure