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The coupled nonlinear volatility and option pricing model presented recently by Ivancevic is investigated, which generates a leverage effect, i.e., stock volatility is (negatively) correlated to stock returns, and can be regarded as a…

Pricing of Securities · Quantitative Finance 2015-05-27 Zhenya Yan

It was recently shown that a coherent oscillation of an axion can cause an efficient parametric resonance, leading to a prominent emission of the gravitational waves (GWs). In this paper, conducting the Floquet analysis, we investigate the…

Cosmology and Nongalactic Astrophysics · Physics 2019-07-02 Hayato Fukunaga , Naoya Kitajima , Yuko Urakawa

We report a theoretical study showing that rogue waves can emerge in whispering gallery mode resonators as the result of the chaotic interplay between Kerr nonlinearity and anomalous group-velocity dispersion. The nonlinear dynamics of the…

We propose an alternative to the standard mechanisms for the formation of rogue waves in a non-conservative, nonlinear lattice dynamical system. We consider an ODE system that features regular periodic bursting arising from forced symmetry…

Pattern Formation and Solitons · Physics 2022-08-17 Priya Subramanian , Edgar Knobloch , P. G. Kevrekidis

Forced oscillation (FO) is a significant concern threating the power system stability. Its mechanisms are mostly studied via linear models. However, FO amplitude is increasing, e.g., Nordic and Western American FOs, which can stimulate…

Systems and Control · Electrical Eng. & Systems 2021-03-09 Yichen Zhou , Jianwei Wu

We present approximate analytical method of analysis of stationary states of nonlinear quantum systems with the noise. As an example we consider quantum nonlinear oscillator excited by fluctuating force and found parameter regions with more…

Optics · Physics 2015-01-06 Igor Protsenko , Evgenii Protsenko , Alexander Uskov

Numerical simulations are used to discuss various aspects of "optical rogue wave" statistics observed in noise-driven fiber supercontinuum generation associated with highly incoherent spectra. In particular, we consider how long wavelength…

Optics · Physics 2015-05-19 Miro Erkintalo , Goëry Genty , John M. Dudley

We demonstrate that formulating the composite-fermion theory of the fractional quantum Hall (FQH) effect in terms of quaternions greatly expands its reach and opens the door into many interesting issues that were previously beyond the reach…

Strongly Correlated Electrons · Physics 2025-05-30 Mytraya Gattu , J. K. Jain

Using the generalised nonlinear Schr\"odinger equation, we investigate how the effect of third-order dispersion, self-steepening, and Raman-induced-self-frequency shift have an impact on the higher-order rogue waves. We observe that…

Pattern Formation and Solitons · Physics 2022-10-04 Amdad Chowdury , Wonkeun Chang , Marco Battiato

The quantum phase estimation (QPE) is one of the fundamental algorithms based on the quantum Fourier transform. It has applications in order-finding, factoring, and finding the eigenvalues of unitary operators. The major challenge in…

Quantum Physics · Physics 2023-12-05 Muhammad Faizan , Muhammad Faryad

Prediction is a central goal and a yet-unresolved challenge in the investigation of oceanic rogue waves. Here we define a horizon of predictability for oceanic rogue waves and derive, via extensive computational experiments, the first…

Fluid Dynamics · Physics 2014-07-02 Reza Alam

Quantum computing holds potential for accelerating the simulation of fluid dynamics. However, hardware noise in the noisy intermediate-scale quantum era significantly distorts simulation accuracy. Although error magnitudes are frequently…

Quantum Physics · Physics 2025-12-30 Jiahua Yang , Zhen Lu , Yue Yang

In addition to deep-water rogue waves which develop from the modulation instability of an optical CW, wave propagation in optical fibers may also produce shallow water rogue waves. These extreme wave events are generated in the…

Pattern Formation and Solitons · Physics 2015-06-12 Stefan Wabnitz , Christophe Finot , Julien Fatome , Guy Millot

We report the first observation of extreme wave events (rogue waves) in parametrically driven capillary waves. Rogue waves are observed above a certain threshold in forcing. Above this threshold, frequency spectra broaden and develop…

Fluid Dynamics · Physics 2010-03-15 M. Shats , H. Punzmann , H. Xia

We consider a stochastic perturbation of a FitzHugh-Nagumo system. We show that it is possible to generate oscillations for values of parameters which do not allow oscillations for the deterministic system. We also study the appearance of a…

Data Structures and Algorithms · Computer Science 2009-06-16 Catherine Doss , Michèle Thieullen

The issue of accounting of the wave breaking phenomenon in direct numerical simulations of oceanic waves is discussed. It is emphasized that this problem is crucial for the deterministic description of waves, and also for the dynamical…

Fluid Dynamics · Physics 2019-04-04 Alexey Slunyaev , Anna Kokorina

Frequency entrainment of continuous-variable oscillators has to date been restrained to the weakly nonlinear regime. Here we overcome this bottleneck and extend frequency entrainment of quantum continuous-variable oscillators to arbitrary…

Quantum Physics · Physics 2022-04-20 A. Chia , L. C. Kwek , C. Noh

Incoherent stochastic processes added to unitary dynamics are typically deemed detrimental since they are expected to diminish quantum features such as superposition and entanglement. Instead of exhibiting energy-conserving persistent…

Wave packets for the Quantum Non-Linear Oscillator are considered in the Generalized Coherent State framerwork. To first order in the non-linearity parameter the Coherent State behaves very similarly to its classical counterpart. The…

Quantum Physics · Physics 2012-07-12 Subir Ghosh

Some aspects of quantum damped harmonic oscillator (DHO) obeying a Markovian master equation are considered in the absence of thermal noise. The continuity equation is derived and Bohmian trajectories are constructed. As a solution of the…

Quantum Physics · Physics 2023-05-18 S. V. Mousavi
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