Initial value problems in linear integral operator equations

For some general linear integral operator equations, we investigate consequent initial value problems by using the theory of reproducing kernels. A new method is proposed which -- in particular -- generates a new field among initial value problems, linear integral operators, eigenfunctions and values, integral transforms and reproducing kernels. In particular, examples are worked out for the integral equations of Lalesco-Picard, Dixon and Tricomi types

Functional separable solutions for two classes of nonlinear equations of mathematical physics

This study describes a new modification of the method of functional separation of variables for nonlinear equations of mathematical physics. Solutions are sought in an implicit form that involves several free functions (specific expressions for these functions are determined by analyzing the arising functional differential equations). The effectiveness of the method is illustrated by examples of nonlinear reaction–diffusion equations and Klein–Gordon type equations with variable coefficients that depend on one or more arbitrary functions. A number of new exact functional separable solutions and generalized traveling-wave solutions are obtained

Group classification of variable coefficient KdV-like equations

The exhaustive group classification of the class of KdV-like equations with time-dependent coefficients $u_t+uu_x+g(t)u_{xxx}+h(t)u=0$ is carried out using equivalence based approach. A simple way for the construction of exact solutions of KdV-like equations using equivalence transformations is described.Comment: 8 pages; minor misprints are corrected. arXiv admin note: substantial text overlap with arXiv:1104.198

On the complete analytic structure of the massive gravitino propagator in four-dimensional de Sitter space

With the help of the general theory of the Heun equation, this paper completes previous work by the authors and other groups on the explicit representation of the massive gravitino propagator in four-dimensional de Sitter space. As a result of our original contribution, all weight functions which multiply the geometric invariants in the gravitino propagator are expressed through Heun functions, and the resulting plots are displayed and discussed after resorting to a suitable truncation in the series expansion of the Heun function. It turns out that there exist two ranges of values of the independent variable in which the weight functions can be divided into dominating and sub-dominating family.Comment: 21 pages, 9 figures. The presentation has been further improve

Solvable Systems of Linear Differential Equations

The asymptotic iteration method (AIM) is an iterative technique used to find exact and approximate solutions to second-order linear differential equations. In this work, we employed AIM to solve systems of two first-order linear differential equations. The termination criteria of AIM will be re-examined and the whole theory is re-worked in order to fit this new application. As a result of our investigation, an interesting connection between the solution of linear systems and the solution of Riccati equations is established. Further, new classes of exactly solvable systems of linear differential equations with variable coefficients are obtained. The method discussed allow to construct many solvable classes through a simple procedure.Comment: 13 page

Resonant Absorption as Mode Conversion?

Resonant absorption and mode conversion are both extensively studied mechanisms for wave "absorption" in solar magnetohydrodynamics (MHD). But are they really distinct? We re-examine a well-known simple resonant absorption model in a cold MHD plasma that places the resonance inside an evanescent region. The normal mode solutions display the standard singular resonant features. However, these same normal modes may be used to construct a ray bundle which very clearly undergoes mode conversion to an Alfv\'en wave with no singularities. We therefore conclude that resonant absorption and mode conversion are in fact the same thing, at least for this model problem. The prime distinguishing characteristic that determines which of the two descriptions is most natural in a given circumstance is whether the converted wave can provide a net escape of energy from the conversion/absorption region of physical space. If it cannot, it is forced to run away in wavenumber space instead, thereby generating the arbitrarily small scales in situ that we recognize as fundamental to resonant absorption and phase mixing. On the other hand, if the converted wave takes net energy way, singularities do not develop, though phase mixing may still develop with distance as the wave recedes.Comment: 23 pages, 8 figures, 2 tables; accepted by Solar Phys (July 9 2010

Quantum evolution across singularities: the case of geometrical resolutions

We continue the study of time-dependent Hamiltonians with an isolated singularity in their time dependence, describing propagation on singular space-times. In previous work, two of us have proposed a "minimal subtraction" prescription for the simplest class of such systems, involving Hamiltonians with only one singular term. On the other hand, Hamiltonians corresponding to geometrical resolutions of space-time tend to involve multiple operator structures (multiple types of dependence on the canonical variables) in an essential way. We consider some of the general properties of such (near-)singular Hamiltonian systems, and further specialize to the case of a free scalar field on a two-parameter generalization of the null-brane space-time. We find that the singular limit of free scalar field evolution exists for a discrete subset of the possible values of the two parameters. The coordinates we introduce reveal a peculiar reflection property of scalar field propagation on the generalized (as well as the original) null-brane. We further present a simple family of pp-wave geometries whose singular limit is a light-like hyperplane (discontinuously) reflecting the positions of particles as they pass through it.Comment: 25 pages, 1 figur

Local time and the pricing of time-dependent barrier options

A time-dependent double-barrier option is a derivative security that delivers the terminal value $\phi(S_T)$ at expiry $T$ if neither of the continuous time-dependent barriers b_\pm:[0,T]\to \RR_+ have been hit during the time interval $[0,T]$. Using a probabilistic approach we obtain a decomposition of the barrier option price into the corresponding European option price minus the barrier premium for a wide class of payoff functions $\phi$, barrier functions $b_\pm$ and linear diffusions $(S_t)_{t\in[0,T]}$. We show that the barrier premium can be expressed as a sum of integrals along the barriers $b_\pm$ of the option's deltas \Delta_\pm:[0,T]\to\RR at the barriers and that the pair of functions $(\Delta_+,\Delta_-)$ solves a system of Volterra integral equations of the first kind. We find a semi-analytic solution for this system in the case of constant double barriers and briefly discus a numerical algorithm for the time-dependent case.Comment: 32 pages, to appear in Finance and Stochastic

Conformally flat spacetimes and Weyl frames

We discuss the concepts of Weyl and Riemann frames in the context of metric theories of gravity and state the fact that they are completely equivalent as far as geodesic motion is concerned. We apply this result to conformally flat spacetimes and show that a new picture arises when a Riemannian spacetime is taken by means of geometrical gauge transformations into a Minkowskian flat spacetime. We find out that in the Weyl frame gravity is described by a scalar field. We give some examples of how conformally flat spacetime configurations look when viewed from the standpoint of a Weyl frame. We show that in the non-relativistic and weak field regime the Weyl scalar field may be identified with the Newtonian gravitational potential. We suggest an equation for the scalar field by varying the Einstein-Hilbert action restricted to the class of conformally-flat spacetimes. We revisit Einstein and Fokker's interpretation of Nordstr\"om scalar gravity theory and draw an analogy between this approach and the Weyl gauge formalism. We briefly take a look at two-dimensional gravity as viewed in the Weyl frame and address the question of quantizing a conformally flat spacetime by going to the Weyl frame.Comment: LATEX - 18 page

Dynamics with Infinitely Many Derivatives: The Initial Value Problem

Differential equations of infinite order are an increasingly important class of equations in theoretical physics. Such equations are ubiquitous in string field theory and have recently attracted considerable interest also from cosmologists. Though these equations have been studied in the classical mathematical literature, it appears that the physics community is largely unaware of the relevant formalism. Of particular importance is the fate of the initial value problem. Under what circumstances do infinite order differential equations possess a well-defined initial value problem and how many initial data are required? In this paper we study the initial value problem for infinite order differential equations in the mathematical framework of the formal operator calculus, with analytic initial data. This formalism allows us to handle simultaneously a wide array of different nonlocal equations within a single framework and also admits a transparent physical interpretation. We show that differential equations of infinite order do not generically admit infinitely many initial data. Rather, each pole of the propagator contributes two initial data to the final solution. Though it is possible to find differential equations of infinite order which admit well-defined initial value problem with only two initial data, neither the dynamical equations of p-adic string theory nor string field theory seem to belong to this class. However, both theories can be rendered ghost-free by suitable definition of the action of the formal pseudo-differential operator. This prescription restricts the theory to frequencies within some contour in the complex plane and hence may be thought of as a sort of ultra-violet cut-off.Comment: 40 pages, no figures. Added comments concerning fractional operators and the implications of restricting the contour of integration. Typos correcte