Deterministic Equations of Motion and Phase Ordering Dynamics

We numerically solve microscopic deterministic equations of motion for the 2D $\phi^4$ theory with random initial states. Phase ordering dynamics is investigated. Dynamic scaling is found and it is dominated by a fixed point corresponding to the minimum energy of random initial states.Comment: submit to Phys. Rev.

A Model of Market Limit Orders By Stochastic PDE's, Parameter Estimation, and Investment Optimization

In this paper we introduce a completely continuous and time-variate model of the evolution of market limit orders based on the existence, uniqueness, and regularity of the solutions to a type of stochastic partial differential equations obtained in Zheng and Sowers (2012). In contrary to several models proposed and researched in literature, this model provides complete continuity in both time and price inherited from the stochastic PDE, and thus is particularly suitable for the cases where transactions happen in an extremely fast pace, such as those delivered by high frequency traders (HFT's). We first elaborate the precise definition of the model with its associated parameters, and show its existence and uniqueness from the related mathematical results given a fixed set of parameters. Then we statistically derive parameter estimation schemes of the model using maximum likelihood and least mean-square-errors estimation methods under certain criteria such as AIC to accommodate to variant number of parameters . Finally as a typical economics and finance use case of the model we settle the investment optimization problem in both static and dynamic sense by analysing the stochastic (It\^{o}) evolution of the utility function of an investor or trader who takes the model and its parameters as exogenous. Two theorems are proved which provide criteria for determining the best (limit) price and time point to make the transaction

Monte Carlo simulations and numerical solutions of short-time critical dynamics

Recent progress in numerical study of the short-time critical dynamics is briefly reviewed.Comment: to appear in Physica

A Characterization of Subspaces and Quotients of Reflexive Banach Spaces with Unconditional Bases

We prove that the dual or any quotient of a separable reflexive Banach space with the unconditional tree property has the unconditional tree property. Then we prove that a separable reflexive Banach space with the unconditional tree property embeds into a reflexive Banach space with an unconditional basis. This solves several long standing open problems. In particular, it yields that a quotient of a reflexive Banach space with an unconditional finite dimensional decomposition embeds into a reflexive Banach space with an unconditional basis

Phase transitions in the Shastry-Sutherland lattice

Two recently developed theoretical approaches are applied to the Shastry-Sutherland lattice, varying the ratio $J'/J$ between the couplings on the square lattice and on the oblique bonds. A self-consistent perturbation, starting from either Ising or plaquette bond singlets, supports the existence of an intermediate phase between the dimer phase and the Ising phase. This existence is confirmed by the results of a renormalized excitonic method. This method, which satisfactorily reproduces the singlet triplet gap in the dimer phase, confirms the existence of a gapped phase in the interval $0.66<J'/J<0.86$Comment: Submited for publication in Phys. Rev.