394 research outputs found

    Generalized Coherent States and Spin S1S\geq 1 Systems

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    Generalized Coherent States (GCS) are constructed (and discussed) in order to study quasiclassical behaviour of quantum spin models of the Heisenberg type. Several such models are taken to their semiclassical limits, whose form depends on the spin value as well as the Hamiltonian symmetry. In the continuum approximation, SU(2)/U(1) GCS when applied give rise to the well-known Landau-Lifshitz classical phenomenology. For arbitrary spin values one obtains a lattice of coupled nonlinear oscillators. Corresponding classical continuum models are described as well.Comment: 18 pages, LaTeX. Submitted to J. of Phys. A: Math. and Ge

    The Lax Pair by Dimensional Reduction of Chern-Simons Gauge Theory

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    We show that the Nonlinear Schr\"odinger Equation and the related Lax pair in 1+1 dimensions can be derived from 2+1 dimensional Chern-Simons Topological Gauge Theory. The spectral parameter, a main object for the Loop algebra structure and the Inverse Spectral Transform, has appear as a homogeneous part (condensate) of the statistical gauge field, connected with the compactified extra space coordinate. In terms of solitons, a natural interpretation for the one-dimensional analog of Chern-Simons Gauss law is given.Comment: 27 pages, Plain Te

    Mean-Reverting Stochastic Processes, Evaluation of Forward Prices and Interest Rates

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    We consider mean-reverting stochastic processes and build self-consistent models for forward price dynamics and some applications in power industries. These models are built using the ideas and equations of stochastic differential geometry in order to close the system of equations for the forward prices and their volatility. Some analytical solutions are presented in the one factor case and for specific regular forward price/interest rates volatility. Those models will also play a role of initial conditions for a stochastic process describing forward price and interest rates volatility. Subsequently, the curved manifold of the internal space i.e. a discrete version of the bond term space (the space of bond maturing) is constructed. The dynamics of the point of this internal space that correspond to a portfolio of different bonds is studied. The analysis of the discount bond forward rate dynamics, for which we employed the Stratonovich approach, permitted us to calculate analytically the regular and the stochastic volatilities. We compare our results with those known from the literature.: Stochastic Differential Geometry, Mean-Reverting Stochastic Processes and Term Structure of Specific (Some) Economic/Finance Instruments

    Quantifying Flexibility Real Options Calculus

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    We expose a real options theory as a tool for quantifying the value of the operating flexibility of real assets. Additionally, we have pointed out that this theory is an appropriated methodology for determining optimal operating policies, and provide an example of successful application of our approach to power industries, specifically to valuate the power plant of electricity. In particular by increasing the volatility of prices will eventually lead to higher assets values.real options, Black-Scholes Approach, Wiener processes, stochastic processes, Quantifying Flexibility, volatility

    A numerical method for computing radially symmetric solutions of a dissipative nonlinear modified Klein-Gordon equation

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    In this paper we develop a finite-difference scheme to approximate radially symmetric solutions of the initial-value problem with smooth initial conditions in an open sphere around the origin, where the internal and external damping coefficients are constant, and the nonlinear term follows a power law. We prove that our scheme is consistent of second order when the nonlinearity is identically equal to zero, and provide a necessary condition for it to be stable order n. Part of our study will be devoted to compare the physical effects of the damping coefficients

    A BPS Skyrme model and baryons at large Nc

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    Within the class of field theories with the field contents of the Skyrme model, one submodel can be found which consists of the square of the baryon current and a potential term only. For this submodel, a Bogomolny bound exists and the static soliton solutions saturate this bound. Further, already on the classical level, this BPS Skyrme model reproduces some features of the liquid drop model of nuclei. Here, we investigate the model in more detail and, besides, we perform the rigid rotor quantization of the simplest Skyrmion (the nucleon). In addition, we discuss indications that the viability of the model as a low energy effective field theory for QCD is further improved in the limit of a large number of colors N_c.Comment: latex, 23 pages, 1 figure, a numerical error in section 3.2 corrected; matches published versio

    THEORETICAL AND METHODOLOGICAL BASES OF THE ANALYSIS OF GLOBAL STRATEGY OF THE VERTICALLY INTEGRATED OIL COMPANIES

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    In the article the main theoretical questions of formation of global strategy of the oil companies are generalized. The indirect and direct factors influencing these strategy are revealed. Role of scientific and technical progress and innovations in the external economic strategy of the vertically integrated oil companies is specified

    THEORETICAL AND METHODOLOGICAL BASES OF THE ANALYSIS OF GLOBAL STRATEGY OF THE VERTICALLY INTEGRATED OIL COMPANIES

    Get PDF
    In the article the main theoretical questions of formation of global strategy of the oil companies are generalized. The indirect and direct factors influencing these strategy are revealed. Role of scientific and technical progress and innovations in the external economic strategy of the vertically integrated oil companies is specified
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