Generating ring currents, solitons, and svortices by stirring a Bose-Einstein condensate in a toroidal trap

We propose a simple stirring experiment to generate quantized ring currents and solitary excitations in Bose-Einstein condensates in a toroidal trap geometry. Simulations of the 3D Gross-Pitaevskii equation show that pure ring current states can be generated efficiently by adiabatic manipulation of the condensate, which can be realized on experimental time scales. This is illustrated by simulated generation of a ring current with winding number two. While solitons can be generated in quasi-1D tori, we show the even more robust generation of hybrid, solitonic vortices (svortices) in a regime of wider confinement. Svortices are vortices confined to essentially one-dimensional dynamics, which obey a similar phase-offset--velocity relationship as solitons. Marking the transition between solitons and vortices, svortices are a distinct class of symmetry-breaking stationary and uniformly rotating excited solutions of the 2D and 3D Gross-Pitaevskii equation in a toroidal trapping potential. Svortices should be observable in dilute-gas experiments.Comment: 8 pages, 4 figures; accepted for publication in J. Phys. B (Letters

Option pricing in affine generalized Merton models

In this article we consider affine generalizations of the Merton jump diffusion model [Merton, J. Fin. Econ., 1976] and the respective pricing of European options. On the one hand, the Brownian motion part in the Merton model may be generalized to a log-Heston model, and on the other hand, the jump part may be generalized to an affine process with possibly state dependent jumps. While the characteristic function of the log-Heston component is known in closed form, the characteristic function of the second component may be unknown explicitly. For the latter component we propose an approximation procedure based on the method introduced in [Belomestny et al., J. Func. Anal., 2009]. We conclude with some numerical examples

Shear induced breaking of large internal solitary waves

The stability properties of 24 experimentally generated internal solitary waves (ISWs) of extremely large amplitude, all with minimum Richardson number less than 1/4, are investigated. The study is supplemented by fully nonlinear calculations in a three-layer fluid. The waves move along a linearly stratified pycnocline (depth h2) sandwiched between a thin upper layer (depth h1) and a deep lower layer (depth h3), both homogeneous. In particular, the wave-induced velocity profile through the pycnocline is measured by particle image velocimetry (PIV) and obtained in computation. Breaking ISWs were found to have amplitudes (a1) in the range a1>2.24 √h1h2(1+h2/h1), while stable waves were on or below this limit. Breaking ISWs were investigated for 0.27 0.86 and stable waves for Lx/λ < 0.86. The results show a sort of threshold-like behaviour in terms of Lx/λ. The results demonstrate that the breaking threshold of Lx/λ = 0.86 was sharper than one based on a minimum Richardson number and reveal that the Richardson number was found to become almost antisymmetric across relatively thick pycnoclines, with the minimum occurring towards the top part of the pycnoclinePostprintPeer reviewe

Semi-Static Hedging Based on a Generalized Reflection Principle on a Multi Dimensional Brownian Motion

On a multi-assets Black-Scholes economy, we introduce a class of barrier options. In this model we apply a generalized reflection principle in a context of the finite reflection group acting on a Euclidean space to give a valuation formula and the semi-static hedge.Comment: Asia-Pacific Financial Markets, online firs

Localized Asymmetric Atomic Matter Waves in Two-Component Bose-Einstein Condensates Coupled with Two Photon Microwave Field

We investigate localized atomic matter waves in two-component Bose-Einstein condensates coupled by the two photon microwave field. Interestingly, the oscillations of localized atomic matter waves will gradually decay and finally become non-oscillating behavior even if existing coupling field. In particular, atom numbers occupied in two different hyperfine spin states will appear asymmetric occupations after some time evolution.Comment: 4 pages, 4 figure

Tunable tunneling: An application of stationary states of Bose-Einstein condensates in traps of finite depth

The fundamental question of how Bose-Einstein condensates tunnel into a barrier is addressed. The cubic nonlinear Schrodinger equation with a finite square well potential, which models a Bose-Einstein condensate in a quasi-one-dimensional trap of finite depth, is solved for the complete set of localized and partially localized stationary states, which the former evolve into when the nonlinearity is increased. An immediate application of these different solution types is tunable tunneling. Magnetically tunable Feshbach resonances can change the scattering length of certain Bose-condensed atoms, such as $^{85}$Rb, by several orders of magnitude, including the sign, and thereby also change the mean field nonlinearity term of the equation and the tunneling of the wavefunction. We find both linear-type localized solutions and uniquely nonlinear partially localized solutions where the tails of the wavefunction become nonzero at infinity when the nonlinearity increases. The tunneling of the wavefunction into the non-classical regime and thus its localization therefore becomes an external experimentally controllable parameter.Comment: 11 pages, 5 figure

Bose-Einstein condensates in standing waves: The cubic nonlinear Schroedinger equation with a periodic potential

We present a new family of stationary solutions to the cubic nonlinear Schroedinger equation with a Jacobian elliptic function potential. In the limit of a sinusoidal potential our solutions model a dilute gas Bose-Einstein condensate trapped in a standing light wave. Provided the ratio of the height of the variations of the condensate to its DC offset is small enough, both trivial phase and nontrivial phase solutions are shown to be stable. Numerical simulations suggest such stationary states are experimentally observable.Comment: 4 pages, 4 figure

Spontaneous soliton formation and modulational instability in Bose-Einstein condensates

The dynamics of an elongated attractive Bose-Einstein condensate in an axisymmetric harmonic trap is studied. It is shown that density fringes caused by self-interference of the condensate order parameter seed modulational instability. The latter has novel features in contradistinction to the usual homogeneous case known from nonlinear fiber optics. Several open questions in the interpretation of the recent creation of the first matter-wave bright soliton train [Strecker {\it et al.} Nature {\bf 417} 150 (2002)] are addressed. It is shown that primary transverse collapse, followed by secondary collapse induced by soliton--soliton interactions, produce bursts of hot atoms at different time scales.Comment: 4 pages, 3 figures. Phys. Rev. Lett. in pres