Investigation of dynamical systems using tools of the theory of invariants and projective geometry

The investigation of nonlinear dynamical systems of the type $\dot{x}=P(x,y,z),\dot{y}=Q(x,y,z),\dot{z}=R(x,y,z)$ by means of reduction to some ordinary differential equations of the second order in the form $y''+a_1(x,y)y'^3+3a_2(x,y)y'^2+3a_3(x,y)y'+a_4(x,y)=0$ is done. The main backbone of this investigation was provided by the theory of invariants developed by S. Lie, R. Liouville and A. Tresse at the end of the 19th century and the projective geometry of E. Cartan. In our work two, in some sense supplementary, systems are considered: the Lorenz system $\dot{x}=\sigma (y-x), \dot{y}=rx-y-zx,\dot{z}=xy-bz$ and the R\"o\ss ler system $\dot{x}=-y-z,\dot{y}=x+ay,\dot{z}=b+xz-cz.$. The invarinats for the ordinary differential equations, which correspond to the systems mentioned abouve, are evaluated. The connection of values of the invariants with characteristics of dynamical systems is established.Comment: 18 pages, Latex, to appear in J. of Applied Mathematics (ZAMP

Study of the risk-adjusted pricing methodology model with methods of Geometrical Analysis

Families of exact solutions are found to a nonlinear modification of the Black-Scholes equation. This risk-adjusted pricing methodology model (RAPM) incorporates both transaction costs and the risk from a volatile portfolio. Using the Lie group analysis we obtain the Lie algebra admitted by the RAPM equation. It gives us the possibility to describe an optimal system of subalgebras and correspondingly the set of invariant solutions to the model. In this way we can describe the complete set of possible reductions of the nonlinear RAPM model. Reductions are given in the form of different second order ordinary differential equations. In all cases we provide solutions to these equations in an exact or parametric form. We discuss the properties of these reductions and the corresponding invariant solutions.Comment: larger version with exact solutions, corrected typos, 13 pages, Symposium on Optimal Stopping in Abo/Turku 200

Casimir force under the influence of real conditions

The Casimir force is calculated analytically for configurations of two parallel plates and a spherical lens (sphere) above a plate with account of nonzero temperature, finite conductivity of the boundary metal and surface roughness. The permittivity of the metal is described by the plasma model. It is proved that in case of the plasma model the scattering formalism of quantum field theory in Matsubara formulation underlying Lifshitz formula is well defined and no modifications are needed concerning the zero-frequency contribution. The temperature correction to the Casimir force is found completely with respect to temperature and perturbatively (up to the second order in the relative penetration depth of electromagnetic zero-point oscillations into the metal) with respect to finite conductivity. The asymptotics of low and high temperatures are presented and contributions of longitudinal and perpendicular modes are determined separately. Serving as an example, aluminium test bodies are considered showing good agreement between the obtained analytical results and previously performed numerical computations. The roughness correction is formally included and formulas are given permitting to calculate the Casimir force under the influence of all relevant factors

Dynamical Casimir Effect in a one-dimensional uniformly contracting cavity

We consider particle creation (the Dynamical Casimir effect) in a uniformly contracting ideal one-dimensional cavity non-perturbatively. The exact expression for the energy spectrum of created particles is obtained and its dependence on parameters of the problem is discussed. Unexpectedly, the number of created particles depends on the duration of the cavity contracting non-monotonously. This is explained by quantum interference of the events of particle creation which are taking place only at the moments of acceleration and deceleration of a boundary, while stable particle states exist (and thus no particles are created) at the time of contracting.Comment: 13 pages, 4 figure

Ground state energy in a wormhole space-time

The ground state energy of the massive scalar field with non-conformal coupling $\xi$ on the short-throat flat-space wormhole background is calculated by using zeta renormalization approach. We discuss the renormalization and relevant heat kernel coefficients in detail. We show that the stable configuration of wormholes can exist for $\xi > 0.123$. In particular case of massive conformal scalar field with $\xi=1/6$, the radius of throat of stable wormhole $a\approx 0.16/m$. The self-consistent wormhole has radius of throat $a\approx 0.0141 l_p$ and mass of scalar boson $m\approx 11.35 m_p$ ($l_p$ and $m_p$ are the Planck length and mass, respectively).Comment: revtex, 18 pages, 3 eps figures. accepted in Phys.Rev.

Lateral projection as a possible explanation of the nontrivial boundary dependence of the Casimir force

We find the lateral projection of the Casimir force for a configuration of a sphere above a corrugated plate. This force tends to change the sphere position in the direction of a nearest corrugation maximum. The probability distribution describing different positions of a sphere above a corrugated plate is suggested which is fitted well with experimental data demonstrating the nontrivial boundary dependence of the Casimir force.Comment: 5 pages, 1 figur

On the ground state energy for a penetrable sphere and for a dielectric ball

We analyse the ultraviolet divergencies in the ground state energy for a penetrable sphere and a dielectric ball. We argue that for massless fields subtraction of the ``empty space'' or the ``unbounded medium'' contribution is not enough to make the ground state energy finite whenever the heat kernel coefficient $a_2$ is not zero. It turns out that $a_2\ne 0$ for a penetrable sphere, a general dielectric background and the dielectric ball. To our surprise, for more singular configurations, as in the presence of sharp boundaries, the heat kernel coefficients behave to some extend better than in the corresponding smooth cases, making, for instance, the dilute dielectric ball a well defined problem.Comment: 18 pages, 1 figure, subm. to Phys. Rev.

Thermodynamical aspects of the Casimir force between real metals at nonzero temperature

We investigate the thermodynamical aspects of the Casimir effect in the case of plane parallel plates made of real metals. The thermal corrections to the Casimir force between real metals were recently computed by several authors using different approaches based on the Lifshitz formula with diverse results. Both the Drude and plasma models were used to describe a real metal. We calculate the entropy density of photons between metallic plates as a function of the surface separation and temperature. Some of these approaches are demonstrated to lead to negative values of entropy and to nonzero entropy at zero temperature depending on the parameters of the system. The conclusion is that these approaches are in contradiction with the third law of thermodynamics and must be rejected. It is shown that the plasma dielectric function in combination with the unmodified Lifshitz formula is in perfect agreement with the general principles of thermodynamics. As to the Drude dielectric function, the modification of the zero-frequency term of the Lifshitz formula is outlined that not to violate the laws of thermodynamics.Comment: 8pages, 4 figures; Phys. Rev. A, to appea

Boundary dynamics and multiple reflection expansion for Robin boundary conditions

In the presence of a boundary interaction, Neumann boundary conditions should be modified to contain a function S of the boundary fields: (\nabla_N +S)\phi =0. Information on quantum boundary dynamics is then encoded in the $S$-dependent part of the effective action. In the present paper we extend the multiple reflection expansion method to the Robin boundary conditions mentioned above, and calculate the heat kernel and the effective action (i) for constant S, (ii) to the order S^2 with an arbitrary number of tangential derivatives. Some applications to symmetry breaking effects, tachyon condensation and brane world are briefly discussed.Comment: latex, 22 pages, no figure