1,712 research outputs found
Critical sets of nonlinear Sturm-Liouville operators of Ambrosetti-Prodi type
The critical set C of the operator F:H^2_D([0,pi]) -> L^2([0,pi]) defined by
F(u)=-u''+f(u) is studied. Here X:=H^2_D([0,pi]) stands for the set of
functions that satisfy the Dirichlet boundary conditions and whose derivatives
are in L^2([0,pi]). For generic nonlinearities f, C=\cup C_k decomposes into
manifolds of codimension 1 in X. If f''0, the set C_j is shown to be
non-empty if, and only if, -j^2 (the j-th eigenvalue of u -> u'') is in the
range of f'. The critical components C_k are (topological) hyperplanes.Comment: 6 pages, no figure
The fast sampling algorithm for Lie-Trotter products
A fast algorithm for path sampling in path integral Monte Carlo simulations
is proposed. The algorithm utilizes the Levy-Ciesielski implementation of
Lie-Trotter products to achieve a mathematically proven computational cost of
n*log_2(n) with the number of time slices n, despite the fact that each path
variable is updated separately, for reasons of optimality. In this respect, we
demonstrate that updating a group of random variables simultaneously results in
loss of efficiency.Comment: 4 pages, 1 figure; fast rejection from Phys. Rev. Letts; transfered
to PRE as a Rapid Communication. Eq. 6 to 10 contained some inconsistencies
that have been repaired in the present version; A sample code implementing
the algorithm for LJ clusters is available from the author upon reques
A flux-ratio anomaly in the CO spectral line emission from gravitationally-lensed quasar MG J0414+0534
We present an analysis of archival observations with the Atacama Large
(sub-)Millimetre Array (ALMA) of the gravitationally lensed quasar MG
J0414+0534, which show four compact images of the quasar and an Einstein ring
from the dust associated with the quasar host galaxy. We confirm that the
flux-ratio anomalies observed in the mid-infrared and radio persists into the
sub-mm for the continuum images of the quasar. We report the detection of CO
(11-10) spectral line emission, which traces a region of compact gas around the
quasar nucleus. This line emission also shows evidence of a flux-ratio anomaly
between the merging lensed images that is consistent with those observed at
other wavelengths, suggesting high-excitation CO can also provide a useful
probe of substructures that is unaffected by microlensing or dust extinction.
However, we do not detect the candidate dusty dwarf galaxy that was previously
reported with this dataset, which we conclude is due to a noise artefact. Thus,
the cause of the flux-ratio anomaly between the merging lensed images is still
unknown. The composite compact and diffuse emission in this system suggest
lensed quasar-starbursts will make excellent targets for detecting dark
sub-haloes and testing models for dark matter.Comment: Accepted as MNRAS Lette
Volatility and dividend risk in perpetual American options
American options are financial instruments that can be exercised at any time
before expiration. In this paper we study the problem of pricing this kind of
derivatives within a framework in which some of the properties --volatility and
dividend policy-- of the underlaying stock can change at a random instant of
time, but in such a way that we can forecast their final values. Under this
assumption we can model actual market conditions because some of the most
relevant facts that may potentially affect a firm will entail sharp predictable
effects. We will analyse the consequences of this potential risk on perpetual
American derivatives, a topic connected with a wide class of recurrent problems
in physics: holders of American options must look for the fair price and the
optimal exercise strategy at once, a typical question of free absorbing
boundaries. We present explicit solutions to the most common contract
specifications and derive analytical expressions concerning the mean and higher
moments of the exercise time.Comment: 21 pages, 5 figures, iopart, submitted for publication; deep
revision, two new appendice
Persistence of Randomly Coupled Fluctuating Interfaces
We study the persistence properties in a simple model of two coupled
interfaces characterized by heights h_1 and h_2 respectively, each growing over
a d-dimensional substrate. The first interface evolves independently of the
second and can correspond to any generic growing interface, e.g., of the
Edwards-Wilkinson or of the Kardar-Parisi-Zhang variety. The evolution of h_2,
however, is coupled to h_1 via a quenched random velocity field. In the limit
d\to 0, our model reduces to the Matheron-de Marsily model in two dimensions.
For d=1, our model describes a Rouse polymer chain in two dimensions advected
by a transverse velocity field. We show analytically that after a long waiting
time t_0\to \infty, the stochastic process h_2, at a fixed point in space but
as a function of time, becomes a fractional Brownian motion with a Hurst
exponent, H_2=1-\beta_1/2, where \beta_1 is the growth exponent characterizing
the first interface. The associated persistence exponent is shown to be
\theta_s^2=1-H_2=\beta_1/2. These analytical results are verified by numerical
simulations.Comment: 15 pages, 3 .eps figures include
On the efficient Monte Carlo implementation of path integrals
We demonstrate that the Levy-Ciesielski implementation of Lie-Trotter
products enjoys several properties that make it extremely suitable for
path-integral Monte Carlo simulations: fast computation of paths, fast Monte
Carlo sampling, and the ability to use different numbers of time slices for the
different degrees of freedom, commensurate with the quantum effects. It is
demonstrated that a Monte Carlo simulation for which particles or small groups
of variables are updated in a sequential fashion has a statistical efficiency
that is always comparable to or better than that of an all-particle or
all-variable update sampler. The sequential sampler results in significant
computational savings if updating a variable costs only a fraction of the cost
for updating all variables simultaneously or if the variables are independent.
In the Levy-Ciesielski representation, the path variables are grouped in a
small number of layers, with the variables from the same layer being
statistically independent. The superior performance of the fast sampling
algorithm is shown to be a consequence of these observations. Both mathematical
arguments and numerical simulations are employed in order to quantify the
computational advantages of the sequential sampler, the Levy-Ciesielski
implementation of path integrals, and the fast sampling algorithm.Comment: 14 pages, 3 figures; submitted to Phys. Rev.
2-D constrained Navier-Stokes equation and intermediate asymptotics
We introduce a modified version of the two-dimensional Navier-Stokes
equation, preserving energy and momentum of inertia, which is motivated by the
occurrence of different dissipation time scales and related to the gradient
flow structure of the 2-D Navier-Stokes equation. The hope is to understand
intermediate asymptotics. The analysis we present here is purely formal. A
rigorous study of this equation will be done in a forthcoming paper
Quantum Effective Action in Spacetimes with Branes and Boundaries
We construct quantum effective action in spacetime with branes/boundaries.
This construction is based on the reduction of the underlying Neumann type
boundary value problem for the propagator of the theory to that of the much
more manageable Dirichlet problem. In its turn, this reduction follows from the
recently suggested Neumann-Dirichlet duality which we extend beyond the tree
level approximation. In the one-loop approximation this duality suggests that
the functional determinant of the differential operator subject to Neumann
boundary conditions in the bulk factorizes into the product of its Dirichlet
counterpart and the functional determinant of a special operator on the brane
-- the inverse of the brane-to-brane propagator. As a byproduct of this
relation we suggest a new method for surface terms of the heat kernel
expansion. This method allows one to circumvent well-known difficulties in heat
kernel theory on manifolds with boundaries for a wide class of generalized
Neumann boundary conditions. In particular, we easily recover several lowest
order surface terms in the case of Robin and oblique boundary conditions. We
briefly discuss multi-loop applications of the suggested Dirichlet reduction
and the prospects of constructing the universal background field method for
systems with branes/boundaries, analogous to the Schwinger-DeWitt technique.Comment: LaTeX, 25 pages, final version, to appear in Phys. Rev.
The Casimir Effect for Parallel Plates Revisited
The Casimir effect for a massless scalar field with Dirichlet and periodic
boundary conditions (b.c.) on infinite parallel plates is revisited in the
local quantum field theory (lqft) framework introduced by B.Kay. The model
displays a number of more realistic features than the ones he treated. In
addition to local observables, as the energy density, we propose to consider
intensive variables, such as the energy per unit area , as
fundamental observables. Adopting this view, lqft rejects Dirichlet (the same
result may be proved for Neumann or mixed) b.c., and accepts periodic b.c.: in
the former case diverges, in the latter it is finite, as is shown by
an expression for the local energy density obtained from lqft through the use
of the Poisson summation formula. Another way to see this uses methods from the
Euler summation formula: in the proof of regularization independence of the
energy per unit area, a regularization-dependent surface term arises upon use
of Dirichlet b.c. but not periodic b.c.. For the conformally invariant scalar
quantum field, this surface term is absent, due to the condition of zero trace
of the energy momentum tensor, as remarked by B.De Witt. The latter property
does not hold in tha application to the dark energy problem in Cosmology, in
which we argue that periodic b.c. might play a distinguished role.Comment: 25 pages, no figures, late
The trace of the heat kernel on a compact hyperbolic 3-orbifold
The heat coefficients related to the Laplace-Beltrami operator defined on the
hyperbolic compact manifold H^3/\Ga are evaluated in the case in which the
discrete group \Ga contains elliptic and hyperbolic elements. It is shown
that while hyperbolic elements give only exponentially vanishing corrections to
the trace of the heat kernel, elliptic elements modify all coefficients of the
asymptotic expansion, but the Weyl term, which remains unchanged. Some physical
consequences are briefly discussed in the examples.Comment: 11 page
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