Half-Skyrmions and Spike-Vortex Solutions of Two-Component Nonlinear Schrodinger Systems

Recently, skyrmions with integer topological charges have been observed numerically but have not yet been shown rigorously on two-component systems of nonlinear Schrodinger equations (NLSE) describing a binary mixture of Bose-Einstein condensates. Besides, half-skyrmions characterized by half-integer topological charges can also be found in the nonlinear sigma model which is a model of the Bose-Einstein condensate of the Schwinger bosons. Here we prove rigorously the existence of half-skyrmions which may come from a new type of soliton solutions called spike-vortex solutions of two-component systems of NLSE on the entire plane. These spike-vortex solutions having spikes in one component and a vortex in the other component may form half-skyrmions. By Liapunov-Schmidt reduction process, we may find spike-vortex solutions of two-component systems of NLSE.Comment: to appear in J.Math.Phy

Connecting VIX and Stock Index ETF

As stock market indexes are not tradeable, the importance and trading volume of Exchange Traded Funds (ETFs) cannot be understated. ETFs track and attempt to replicate the performance of a specific index. Numerous studies have demonstrated a strong relationship between the S&P500 Composite Index and the Volatility Index (VIX), but few empirical studies have focused on the relationship between VIX and ETF returns. The purpose of the paper is to investigate whether VIX returns affect ETF returns by using vector autoregressive (VAR) models to determine whether daily VIX returns with different moving average processes affect ETF returns. The ARCH-LM test shows conditional heteroskedasticity in the estimation of ETF returns, so that the diagonal BEKK model is used to accommodate multivariate conditional heteroskedasticity in the VAR estimates of ETF returns. Daily data on ETF returns that follow different stock indexes in the USA and Europe are used in the empirical analysis. The estimates show that daily VIX returns have: (1) significant negative effects on European ETF returns in the short run; (2) stronger significant effects on single market ETF returns than on European ETF returns; and (3) lower impacts on the European ETF returns than on S&P500 returns

Near- and far-field expansions for stationary solutions of Poisson--Nernst--Planck equations

This work is concerned with the stationary Poisson--Nernst--Planck equation with a large parameter which describes a huge number of ions occupying an electrolytic region. Firstly, we focus on the model with a single specie of positive charges in one-dimensional bounded domains due to the assumption that these ions are transported in the same direction along a tubular-like mircodomain. We show that the solution asymptotically blows up in a thin region attached to the boundary, and establish the refined "near-field" and "far-field" expansions for the solutions with respect to the parameter. Moreover, we obtain the boundary concentration phenomenon of the net charge density, which mathematically confirms the physical description that the non-neutral phenomenon occurs near the charged surface. In addition, we revisit a nonlocal Poisson--Boltzmann model for monovalent binary ions and establish a novel comparison for these two models