90 research outputs found
A reformulation of Hilbert's tenth problem through Quantum Mechanics
Inspired by Quantum Mechanics, we reformulate Hilbert's tenth problem in the
domain of integer arithmetics into either a problem involving a set of
infinitely coupled differential equations or a problem involving a Shr\"odinger
propagator with some appropriate kernel. Either way, Mathematics and Physics
could be combined for Hilbert's tenth problem and for the notion of effective
computability
Computing the Noncomputable
We explore in the framework of Quantum Computation the notion of
computability, which holds a central position in Mathematics and Theoretical
Computer Science. A quantum algorithm that exploits the quantum adiabatic
processes is considered for the Hilbert's tenth problem, which is equivalent to
the Turing halting problem and known to be mathematically noncomputable.
Generalised quantum algorithms are also considered for some other mathematical
noncomputables in the same and of different noncomputability classes. The key
element of all these algorithms is the measurability of both the values of
physical observables and of the quantum-mechanical probability distributions
for these values. It is argued that computability, and thus the limits of
Mathematics, ought to be determined not solely by Mathematics itself but also
by physical principles.Comment: Extensively revised and enlarged with: 2 new subsections, 4 new
figures, 1 new reference, and a short biography as requested by the journal
edito
Making dynamic modelling effective in economics
Mathematics has been extremely effective in physics, but not in economics beyond finance. To establish economics as science we should follow the Galilean method and try to deduce mathematical models of markets from empirical data, as has been done for financial markets. Financial markets are nonstationary. This means that 'value' is subjective. Nonstationarity also means that the form of the noise in a market cannot be postulated a priroi, but must be deduced from the empirical data. I discuss the essence of complexity in a market as unexpected events, and end with a biological speculation about market growth.Economics; fniancial markets; stochastic process; Markov process; complex systems
- …