313 research outputs found
Gauge Group and Topology Change
The purpose of this study is to examine the effect of topology change in the
initial universe. In this study, the concept of -cobordism is introduced to
argue about the topology change of the manifold on which a transformation group
acts. This -manifold has a fiber bundle structure if the group action is
free and is related to the spacetime in Kaluza-Klein theory or
Einstein-Yang-Mills system. Our results revealed that fundamental processes of
compactification in -manifolds. In these processes, the initial high
symmetry and multidimensional universe changes to present universe by the
mechanism which lowers the dimensions and symmetries.Comment: 8 page
Heat conduction induced by non-Gaussian athermal fluctuations
We study the properties of heat conduction induced by non-Gaussian noises
from athermal environments. We find that new terms should be added to the
conventional Fourier law and the fluctuation theorem for the heat current,
where its average and fluctuation are determined not only by the noise
intensities but also by the non-Gaussian nature of the noises. Our results
explicitly show the absence of the zeroth law of thermodynamics in athermal
systems.Comment: 15 pages, 4 figures, PRE in pres
Multiple G-It\^{o} integral in the G-expectation space
In this paper, motivated by mathematic finance we introduce the multiple
G-It\^{o} integral in the G-expectation space, then investigate how to
calculate. We get the the relationship between Hermite polynomials and multiple
G-It\^{o} integrals which is a natural extension of the classical result
obtained by It\^{o} in 1951.Comment: 9 page
The Dirac-Dowker Oscillator
The oscillator-like interaction is introduced in the equation for the
particle of arbitrary spin, given by Dirac and re-written to a matrix form by
Dowker.Comment: LaTeX file, 4pp. Preprint EFUAZ 94-0
Comment on ``the Klein-Gordon Oscillator''
The different ways of description of the particle with oscillator-like
interaction are considered. The results are in conformity with the previous
paper of S. Bruce and P. Minning.Comment: LaTeX file, 5p
Approximation of Feynman path integrals with non-smooth potentials
We study the convergence in of the time slicing approximation of
Feynman path integrals under low regularity assumptions on the potential.
Inspired by the custom in Physics and Chemistry, the approximate propagators
considered here arise from a series expansion of the action. The results are
ultimately based on function spaces, tools and strategies which are typical of
Harmonic and Time-frequency analysis.Comment: 18 page
Relativistic quantum mechanics of a Dirac oscillator
The Dirac oscillator is an exactly soluble model recently introduced in the
context of many particle models in relativistic quantum mechanics. The model
has been also considered as an interaction term for modelling quark confinement
in quantum chromodynamics. These considerations should be enough for
demonstrating that the Dirac oscillator can be an excellent example in
relativistic quantum mechanics. In this paper we offer a solution to the
problem and discuss some of its properties. We also discuss a physical picture
for the Dirac oscillator's non-standard interaction, showing how it arises on
describing the behaviour of a neutral particle carrying an anomalous magnetic
moment and moving inside an uniformly charged sphere.Comment: 19 pages, 1 figur
Brownian Simulations and Uni-Directional Flux in Diffusion
Brownian dynamics simulations require the connection of a small discrete
simulation volume to large baths that are maintained at fixed concentrations
and voltages. The continuum baths are connected to the simulation through
interfaces, located in the baths sufficiently far from the channel. Average
boundary concentrations have to be maintained at their values in the baths by
injecting and removing particles at the interfaces. The particles injected into
the simulation volume represent a unidirectional diffusion flux, while the
outgoing particles represent the unidirectional flux in the opposite direction.
The classical diffusion equation defines net diffusion flux, but not
unidirectional fluxes. The stochastic formulation of classical diffusion in
terms of the Wiener process leads to a Wiener path integral, which can split
the net flux into unidirectional fluxes. These unidirectional fluxes are
infinite, though the net flux is finite and agrees with classical theory. We
find that the infinite unidirectional flux is an artifact caused by replacing
the Langevin dynamics with its Smoluchowski approximation, which is classical
diffusion. The Smoluchowski approximation fails on time scales shorter than the
relaxation time of the Langevin equation. We find the unidirectional
flux (source strength) needed to maintain average boundary concentrations in a
manner consistent with the physics of Brownian particles. This unidirectional
flux is proportional to the concentration and inversely proportional to
to leading order. We develop a BD simulation that maintains
fixed average boundary concentrations in a manner consistent with the actual
physics of the interface and without creating spurious boundary layers
A Delayed Black and Scholes Formula I
In this article we develop an explicit formula for pricing European options
when the underlying stock price follows a non-linear stochastic differential
delay equation (sdde). We believe that the proposed model is sufficiently
flexible to fit real market data, and is yet simple enough to allow for a
closed-form representation of the option price. Furthermore, the model
maintains the no-arbitrage property and the completeness of the market. The
derivation of the option-pricing formula is based on an equivalent martingale
measure
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