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 $G$-cobordism is introduced to argue about the topology change of the manifold on which a transformation group acts. This $G$-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 $G$-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 $S=0$ 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

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 $1/\gamma$ 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 $\sqrt{\Delta t}$ 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

Brownian Motions on Metric Graphs

Brownian motions on a metric graph are defined. Their generators are characterized as Laplace operators subject to Wentzell boundary at every vertex. Conversely, given a set of Wentzell boundary conditions at the vertices of a metric graph, a Brownian motion is constructed pathwise on this graph so that its generator satisfies the given boundary conditions.Comment: 43 pages, 7 figures. 2nd revision of our article 1102.4937: The introduction has been modified, several references were added. This article will appear in the special issue of Journal of Mathematical Physics celebrating Elliott Lieb's 80th birthda