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The aim of this paper is to present the new results concerning some functionals of Brownian motion with drift and present their applications in financial mathematics. We find a probabilistic representation of the Laplace transform of…

Probability · Mathematics 2011-02-02 Jacek Jakubowski , Maciej Wisniewolski

We construct a $\mathcal{PT}$-symmetric Richardson--Gaudin models for spin-$\tfrac{1}{2}$ systems by deforming the closed integrable Hamiltonian through complex-valued transverse magnetic fields and coupling constants. By defining parity as…

Quantum Physics · Physics 2026-04-20 M. W. AlMasri

Thermal partition functions for gravitational systems have traditionally been studied using Euclidean path integrals. But in Euclidean signature the gravitational action suffers from the conformal factor problem, which renders the action…

High Energy Physics - Theory · Physics 2022-08-10 Donald Marolf

The physical origin of the backbendings in the equations of state of finite but not necessarily small systems is studied in the Ising model with fixed magnetization (IMFM) by means of the topological properties of the observable…

Statistical Mechanics · Physics 2009-11-10 F. Gulminelli , J. M. Carmona , Ph. Chomaz , J. Richert , S. Jimenez , V. Regnard

Consider a lattice gas evolving according to the conservative Kawasaki dynamics at inverse temperature $\beta$ on a two dimensional torus $\Lambda_L=\{0,..., L-1\}^2$ . We prove the tunneling behavior of the process among the states of…

Probability · Mathematics 2013-05-21 J. Beltrán , C. Landim

We develop a Perron-Frobenius type theory for products of random quantum channels acting on finite-dimensional matrix algebras sampled from a stationary and ergodic stochastic process, which, in keeping with the literature, we call ergodic…

Quantum Physics · Physics 2026-04-13 Owen Ekblad , Jeffrey Schenker

In materials with strong electron-phonon (e-ph) interactions, charge carriers can distort the surrounding lattice and become trapped, forming self-localized (small) polarons. We recently developed an ab initio approach based on canonical…

Materials Science · Physics 2022-05-04 Yao Luo , Benjamin K. Chang , Marco Bernardi

This paper presents a quantum field theoretical formalism for studying magnons in finite nanostructures with arbitrary shapes and spatially nonuniform ground states. It extends the classical micromagnetic formalism by introducing a…

Mesoscale and Nanoscale Physics · Physics 2024-11-21 Claudio Serpico , Salvatore Perna , Massimiliano d'Aquino

Thermoelectric transport in strongly spin-orbit coupled two-dimensional Rashba system is studied using the exact solution of the linearized Boltzmann equation. Some unusual transport behaviors are revealed. We show that the electrical…

Mesoscale and Nanoscale Physics · Physics 2016-03-23 Cong Xiao , Dingping Li , Zhongshui Ma

Electron transport properties in nanostructures can be modeled, for example, by using the semiclassical Wigner formalism or the quantum mechanical Green's functions formalism. We compare the performance and the results of these methods in…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 Paula Havu , Noora Tuomisto , Riikka Vaananen , Martti J. Puska , Risto M. Nieminen

Previous approaches of emergent thermalization for condensed matter based on typical wavefunctions are extended to generate an intrinsically quantum theory of gases. Gases are fundamentally quantum objects at all temperatures, by virtue of…

General Physics · Physics 2015-06-29 Clifford Chafin

We present the theoretical analysis of the steady state currents and density distributions of particles moving with Langevin dynamics, under the effects of an external potential displaced at constant rate. The Dynamic Density Functional…

Soft Condensed Matter · Physics 2009-11-10 F. Penna , P. Tarazona

The seek for a new universal formulation for describing various non-equilibrium processes is a central task of modern non-equilibrium thermodynamics. In this paper, a novel steady-state thermodynamic formalism was established for general…

Statistical Mechanics · Physics 2018-02-14 Liangrong Peng , Yi Zhu , Liu Hong

The functional renormalization group (FRG) approach for spin models relying on a pseudo-fermionic description has proven to be a powerful technique in simulating ground state properties of strongly frustrated magnetic lattices. A drawback…

Strongly Correlated Electrons · Physics 2025-12-17 Janik Potten , Yasir Iqbal , Ronny Thomale , Tobias Müller

We study the thermodynamic formalism of systems where the potential depends randomly on an exterior system. We define the {\em pressure out of equilibrium} for such a family of potentials, and prove a corresponding variational principle. We…

Dynamical Systems · Mathematics 2025-05-09 Snir Ben Ovadia , Federico Rodriguez-Hertz

We identify a set of sufficient local conditions under which a significant portion of a Radon measure $\mu$ on $\mathbb{R}^{n+1}$ with compact support can be covered by an $n$-uniformly rectifiable set at the level of a ball $B\subset…

Analysis of PDEs · Mathematics 2019-11-12 Carmelo Puliatti

We introduce a class of continuous maps f of a compact metric space I admitting inducing schemes and describe the tower constructions associated with them. We then establish a thermodynamical formalism, i.e., describe a class of real-valued…

Dynamical Systems · Mathematics 2014-03-13 Yakov Pesin , Samuel Senti

We introduce a dissipative version of the Zhang's model of Self-Organized Criticality, where a parameter allows to tune the local energy dissipation. We analyze the main dynamical features of the model and relate in particular the Lyapunov…

Chaotic Dynamics · Physics 2015-06-26 B. Cessac , Ph. Blanchard , T. Krueger , J. L. Meunier

We study thermodynamical formalism of a discrete nonautonomous dynamical system determined by a sequence of continuous self-maps of a compact metric space. Using the methods of Convex Analysis we get variational principles for pressure…

Dynamical Systems · Mathematics 2026-03-10 Andrzej Biś

The eigenvalue problem for radial potentials is considered in a space whose spatial coordinates satisfy the SU(2) Lie algebra. As the consequence, the space has a lattice nature and the maximum value of momentum is bounded from above. The…

General Physics · Physics 2015-06-18 Marjan-S. Mirahmadi , Amir H. Fatollahi