IFSM representation of Brownian motion with applications to simulation

Several methods are currently available to simulate paths of the Brownian motion. In particular, paths of the BM can be simulated using the properties of the increments of the process like in the Euler scheme, or as the limit of a random walk or via L2 decomposition like the Kac-Siegert/Karnounen-Loeve series. In this paper we first propose a IFSM (Iterated Function Systems with Maps) operator whose fixed point is the trajectory of the BM. We then use this representation of the process to simulate its trajectories. The resulting simulated trajectories are self-affine, continuous and fractal by construction. This fact produces more realistic trajectories than other schemes in the sense that their geometry is closer to the one of the true BM's trajectories. The IFSM trajectory of the BM can then be used to generate more realistic solutions of stochastic differential equations

Two-Dimensional Supersymmetric Quantum Mechanics: Two Fixed Centers of Force

The problem of building supersymmetry in the quantum mechanics of two Coulombian centers of force is analyzed. It is shown that there are essentially two ways of proceeding. The spectral problems of the SUSY (scalar) Hamiltonians are quite similar and become tantamount to solving entangled families of Razavy and Whittaker-Hill equations in the first approach. When the two centers have the same strength, the Whittaker-Hill equations reduce to Mathieu equations. In the second approach, the spectral problems are much more difficult to solve but one can still find the zero-energy ground states.Comment: This is a contribution to the Proc. of the Seventh International Conference ''Symmetry in Nonlinear Mathematical Physics'' (June 24-30, 2007, Kyiv, Ukraine), published in SIGMA (Symmetry, Integrability and Geometry: Methods and Applications) at http://www.emis.de/journals/SIGMA

Solitary Waves in Massive Nonlinear S^N-Sigma Models

The solitary waves of massive (1+1)-dimensional nonlinear S^N-sigma models are unveiled. It is shown that the solitary waves in these systems are in one-to-one correspondence with the separatrix trajectories in the repulsive N-dimensional Neumann mechanical problem. There are topological (heteroclinic trajectories) and non-topological (homoclinic trajectories) kinks. The stability of some embedded sine-Gordon kinks is discussed by means of the direct estimation of the spectra of the second-order fluctuation operators around them, whereas the instability of other topological and non-topological kinks is established applying the Morse index theorem

State determination: an iterative algorithm

An iterative algorithm for state determination is presented that uses as physical input the probability distributions for the eigenvalues of two or more observables in an unknown state $\Phi$. Starting form an arbitrary state $\Psi_{0}$, a succession of states $\Psi_{n}$ is obtained that converges to $\Phi$ or to a Pauli partner. This algorithm for state reconstruction is efficient and robust as is seen in the numerical tests presented and is a useful tool not only for state determination but also for the study of Pauli partners. Its main ingredient is the Physical Imposition Operator that changes any state to have the same physical properties, with respect to an observable, of another state.Comment: 11 pages 3 figure