Nonlinear dynamics of microtubules - A new model

In the present paper we describe a model of nonlinear dynamics of microtubules (MT) assuming a single longitudinal degree of freedom per tubulin dimer. This is a longitudinal displacement of a dimer at a certain position with respect to the neighbouring one. A nonlinear partial differential equation, describing dimer`s dynamics within MT, is solved both analytically and numerically. It is shown that such nonlinear model can lead to existence of kink solitons moving along the MTs. Internal electrical field strength is calculated using two procedures and a perfect agreement between the results is demonstrated. This enabled estimation of total energy, kink velocity and kink width. To simplify the calculation of the total energy we proved a useful theorem.Comment: 14 pages, 4 figure

Pricing Financial Derivatives using Radial Basis Function generated Finite Differences with Polyharmonic Splines on Smoothly Varying Node Layouts

In this paper, we study the benefits of using polyharmonic splines and node layouts with smoothly varying density for developing robust and efficient radial basis function generated finite difference (RBF-FD) methods for pricing of financial derivatives. We present a significantly improved RBF-FD scheme and successfully apply it to two types of multidimensional partial differential equations in finance: a two-asset European call basket option under the Black--Scholes--Merton model, and a European call option under the Heston model. We also show that the performance of the improved method is equally high when it comes to pricing American options. By studying convergence, computational performance, and conditioning of the discrete systems, we show the superiority of the introduced approaches over previously used versions of the RBF-FD method in financial applications

Quantum Mechanical Operator of Time

The self adjoint operator of time in non-relativistic quantum mechanics is found within the approach where the ordinary Hamiltonian is not taken to be conjugate to time. The operator version of the reexpressed Liouville equation with the total Hamiltonian, consisting of the part that is a conventional function of coordinate and momentum and the part that is conjugate to time, is considered. The von Neumann equation with quantized time is found and discussed from the point of view of exact time measurement.Comment: 9 page