Fusion modeling in plasma physics: Vlasov-like systems

The methods developed by authors are applied to some reductions of BBGKY hierarchy, namely, various examples of Vlasov-like systems which are important both for fusion modeling and for particular physical problems related to plasma/beam physics. We mostly concentrate on phenomena of localization and pattern formation.Comment: LaTeX2e, w-art.cls, w-thm.sty, w-pamm.clo, 3 pages, 2 figures, presented at GAMM Meeting, 2006, Berlin, German

Patterns in Wigner-Weyl approach

We present a family of methods, which can describe behaviour of quantum ensembles and demonstrate the creation of nontrivial (meta) stable states (patterns), localized, chaotic, entangled or decoherent from basic localized modes in collective models arising from the quantum hierarchy of Wigner-von Neumann-Moyal equations.Comment: LaTeX2e, w-art.cls, w-thm.sty, w-pamm.clo, 3 pages, 2 figures, presented at GAMM Meeting, 2006, Berlin, German

Classical and Quantum Ensembles via Multiresolution. I. BBGKY Hierarchy

A fast and efficient numerical-analytical approach is proposed for modeling complex behaviour in the BBGKY hierarchy of kinetic equations. We construct the multiscale representation for hierarchy of reduced distribution functions in the variational approach and multiresolution decomposition in polynomial tensor algebras of high-localized states. Numerical modeling shows the creation of various internal structures from localized modes, which are related to localized or chaotic type of behaviour and the corresponding patterns (waveletons) formation. The localized pattern is a model for energy confinement state (fusion) in plasma.Comment: 5 pages, 3 figures, espcrc2.sty, Presented at IX International Workshop on Advanced Computing and Analysis Techniques in Physics Research, Section III "Simulations and Computations in Theoretical Physics and Phenomenology", ACAT 2003, December, 2003, KEK, Tsukub

Transfer of financial risk in emerging eastern European stock markets: A sectoral perspective

With the rise of interconnected global financial systems, there is an increased risk that a financial crisis in one country may spread to others. The contagion effects of the 2008 global financial crisis hit advanced economies fast and hard while sparing less developed and less integrated financial systems. The present study focuses on the contagion effects at Eastern European stock markets and changes in their interconnections after EU accession in 2004. Specifically, we investigate the relationship among the stock market sectors of Poland, Hungary and the Czech Republic during 19982009 and their exposure to on-shored financial risk. The evidence suggests direct linkages between different stock market sectors with respect to returns and volatilities with increased equity-shock transmission between markets after EU accession in 2004. Of particular note is the intra-industry contagion in emerging Europe. Our findings have implications for asset pricing and portfolio selection for international financial institutions and financial managers.GARCH-BEKK; international risk transfer; emerging Eastern Europe; spillovers; intra- and inter-industry contagion

RMS/Rate Dynamics via Localized Modes

We consider some reduction from nonlinear Vlasov-Maxwell equation to rms/rate equations for second moments related quantities. Our analysis is based on variational wavelet approach to rational (in dynamical variables) approximation. It allows to control contribution from each scale of underlying multiscales and represent solutions via multiscale exact nonlinear eigenmodes (waveletons) expansions. Our approach provides the possibility to work with well-localized bases in phase space and best convergence properties of the corresponding expansions without perturbations or/and linearization procedures.Comment: 4 pages, 2 figures, JAC2001.cls, presented at European Particle Accelerator Conference (EPAC02), Paris, June 3-7, 2002; changed from A4 to US format for correct printin

Localization and pattern formation in Wigner representation via multiresolution

We present an application of variational-wavelet analysis to quasiclassical calculations of solutions of Wigner equations related to nonlinear (polynomial) dynamical problems. (Naive) deformation quantization, multiresolution representations and variational approach are the key points. Numerical calculations demonstrates pattern formation from localized eigenmodes and transition from chaotic to localized (waveleton) types of behaviour.Comment: 3 pages, 3 figures, espcrc2.sty, Presented at VIII International Workshop on Advanced Computing and Analysis Techniques in Physics Research, Section III "Simulations and Computations in Theoretical Physics and Phenomenology", ACAT'2002, June 24-28, 2002, Mosco

Fast Calculations in Nonlinear Collective Models of Beam/Plasma Physics

We consider an application of variational-wavelet approach to nonlinear collective models of beam/plasma physics: Vlasov/Boltzmann-like reduction from general BBGKY hierachy. We obtain fast convergent multiresolution representations for solutions which allow to consider polynomial and rational type of nonlinearities. The solutions are represented via the multiscale decomposition in nonlinear high-localized eigenmodes (waveletons).Comment: 3 pages, 2 figures, espcrc2.sty, Presented at VIII International Workshop on Advanced Computing and Analysis Techniques in Physics Research, Section III "Simulations and Computations in Theoretical Physics and Phenomenology", ACAT'2002, June 24-28, 2002, Mosco

Classical and Quantum Ensembles via Multiresolution. II. Wigner Ensembles

We present the application of the variational-wavelet analysis to the analysis of quantum ensembles in Wigner framework. (Naive) deformation quantization, the multiresolution representations and the variational approach are the key points. We construct the solutions of Wigner-like equations via the multiscale expansions in the generalized coherent states or high-localized nonlinear eigenmodes in the base of the compactly supported wavelets and the wavelet packets. We demonstrate the appearance of (stable) localized patterns (waveletons) and consider entanglement and decoherence as possible applications.Comment: 5 pages, 2 figures, espcrc2.sty, Presented at IX International Workshop on Advanced Computing and Analysis Techniques in Physics Research, Section III "Simulations and Computations in Theoretical Physics and Phenomenology", ACAT 2003, December, 2003, KEK, Tsukub