Related papers: Barrier billiard and random matrices
This paper is devoted to the pricing of Barrier options by optimal quadratic quantization method. From a known useful representation of the premium of barrier options one deduces an algorithm similar to one used to estimate nonlinear filter…
The billiard problem concerns a point particle moving freely in a region of the horizontal plane bounded by a closed curve $\Gamma$, and reflected at each impact with $\Gamma$. The region is called a `billiard', and the reflections are…
In this paper we look at transmission through one-dimensional potential barriers that are piece wise constant. The Transfer Matrix approach is adopted and a new formula is derived for multiplying long matrix sequences that not only leads to…
We introduce and study a model of time-dependent billiard systems with billiard boundaries undergoing infinitesimal wiggling motions. The so-called quivering billiard is simple to simulate, straightforward to analyze, and is a faithful…
Gravitational D-dimensional model with l scalar fields and several forms is considered. When cosmological type diagonal metric is chosen, an electromagnetic composite brane ansatz is adopted and certain restrictions on the branes are…
We study some dynamical properties of a classical time-dependent elliptical billiard. We consider periodically moving boundary and collisions between the particle and the boundary are assumed to be elastic. Our results confirm that although…
A "drivebelt" stadium billiard with boundary consisting of circular arcs of differing radius connected by their common tangents shares many properties with the conventional "straight" stadium, including hyperbolicity and mixing, as well as…
We study the dynamics of dissipative billiard maps within planar convex domains. Such maps have a global attractor. We are interested in the topological and dynamical complexity of the attractor, in terms both of the geometry of the…
Billiards are flat cavities where a particle is free to move between elastic collisions with the boundary. In chaos theory these systems are simple prototypes, their conservative dynamics of a billiard may vary from regular to chaotic,…
We study finite two dimensional spin lattices with definite geometry (spin billiards) demonstrating the display of collective integrable or chaotic dynamics depending on their shape. We show that such systems can be quantum simulated by…
We generalize the following simple geometric fact: the only centrally symmetric convex curve of constant width is a circle. Billiard interpretation of the condition of constant width reads: a planar curve has constant width, if and only if,…
We use Ratner's theorem to compute the asymptotics of the number of (cylinders of) periodic trajectories in a rectangle with a barrier, assuming that the location p/q of the barrier is rational. We also show that as q tends to infinity, the…
We study the singularity probability of n*n random matrices with i.i.d. entries from highly biased discrete distributions. We obtain sharp non-asymptotic bounds for this probability and derive estimates on the least singular values. Our…
A planar polygonal billiard $\P$ is said to have the finite blocking property if for every pair $(O,A)$ of points in $\P$ there exists a finite number of ``blocking'' points $B_1, ..., B_n$ such that every billiard trajectory from $O$ to…
We study billiards in domains enclosed by circular polygons. These are closed $C^1$ strictly convex curves formed by finitely many circular arcs. We prove the existence of a set in phase space, corresponding to generic sliding trajectories…
The classical dynamics of the isotropic two-dimensional harmonic oscillator confined by an elliptic hard wall is discussed. The interplay between the harmonic potential with circular symmetry and the boundary with elliptical symmetry does…
We examine the density of states of an Andreev billiard and show that any billiard with a finite upper cut-off in the path length distribution $P(s)$ will possess an energy gap on the scale of the Thouless energy. An exact quantum…
We consider algebraic geometrical properties of the integrable billiard on a quadric Q with elastic impacts along another quadric confocal to Q. These properties are in sharp contrast with those of the ellipsoidal Birkhoff billiards.…
We study the dynamics of a bouncing coin whose motion is restricted to the two-dimensional plane. Such coin model is equivalent to the system of two equal masses connected by a rigid rod, making elastic collisions with a flat boundary. We…
We construct semi-infinite billiard domains which reverse the direction of most incoming particles. We prove that almost all particles will leave the open billiard domain after a finite number of reflections. Moreover, with high probability…