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We discover several surprising relationships between large classes of seemingly unrelated foundational problems of financial engineering and fundamental problems of hydrodynamics and molecular physics. Solutions in all these domains can be…

Mathematical Finance · Quantitative Finance 2023-09-12 Alexander Lipton

We derive the Hydrodynamics for a system of N active, spherical, underdamped particles, interacting through conservative forces. At the microscopic level, we represent the evolution of the particles in terms of the Kramers equation for the…

Statistical Mechanics · Physics 2022-03-15 Umberto Marini Bettolo Marconi , Andrea Puglisi , Lorenzo Caprini

The relativistic hydrodynamical equations are being examined with the aim of extracting the quantum-mechanical equations (the relativistic Klein-Gordon equation and the Schr\"odinger equation in the non-relativistic limit). In both cases it…

General Physics · Physics 2015-10-12 Valeriy I. Sbitnev

We revise the theory of superfluid turbulence near the absolute zero of temperature and suggest a model with differential approximation for the energy fluxes in the k-space carried by the collective hydrodynamic motions of quantized vortex…

Fluid Dynamics · Physics 2009-02-18 Victor S. L'vov , Sergey V. Nazarenko , Oleksii Rudenko

Since the pioneering work of Kelvin on Laplace tidal equations, a zoology of trapped waves have been found in the context of coastal dynamics. Among them, the one originally computed by Kelvin plays a particular role, as it is an…

Fluid Dynamics · Physics 2021-10-04 Antoine Venaille , Pierre Delplace

We formulate the equations of fluid dynamics as an intersection-theoretic problem on an infinite-dimensional symplectic manifold naturally associated with spacetime. This perspective separates the structures determined by the equation of…

High Energy Physics - Theory · Physics 2026-05-18 Nikita Nekrasov , Paul Wiegmann

Kelvin waves (kelvons)--the distortion waves on vortex lines--play a key part in the relaxation of superfluid turbulence at low temperatures. We present a weak-turbulence theory of kelvons. We show that non-trivial kinetics arises only…

Condensed Matter · Physics 2009-11-10 Evgeny Kozik , Boris Svistunov

Several problems arising in Economics and Finance are analyzed using concepts and quantitative methods from Physics. Here is the abridged abstact: Chapter 1: By analogy with energy, the equilibrium probability distribution of money must…

Statistical Mechanics · Physics 2008-12-10 Adrian A. Dragulescu

A Kolmogorov-type cascade of Kelvin waves--the distortion waves on vortex lines--plays a key part in the relaxation of superfluid turbulence at low temperatures. We propose an efficient numeric scheme for simulating the Kelvin wave cascade…

Other Condensed Matter · Physics 2010-10-28 Evgeny Kozik , Boris Svistunov

The open problem of derivation of the relativistic Vlasov equation for the systems of charged particles moving with the velocities up to the speed of light and creating the electromagnetic field in accordance with the full set of the…

Plasma Physics · Physics 2022-04-26 Pavel A. Andreev

Hydrodynamics and quantum mechanics have many elements in common, as the density field and velocity fields are common variables that can be constructed in both descriptions. Starting with the Schroedinger equation and the Klein-Gordon for a…

Nuclear Theory · Physics 2014-06-18 Cheuk-Yin Wong

We consider changes of the topological charge of vortices in quantum mechanics by investigating analytical examples where the creation or annihilation of vortices occurs. In classical hydrodynamics of non-viscous fluids the Helmholtz-Kelvin…

Quantum Physics · Physics 2009-11-07 Bogdan Damski , Krzysztof Sacha

This is an introductory course on the open problems in the theory of fully developed turbulence. It discusses: 1. hydrodynamical equations, 2. existence of solutions, 3. statistical description of turbulent flows, 4. Kolmogorov scaling…

chao-dyn · Physics 2008-02-03 Krzysztof Gawedzki

It is argued that the short time scale phenomena can be studied within the framework of hydrodynamics in the quark-gluon plasma. There are two different versions of the hydrodynamic-like equations in the literature. In this work we discuss…

High Energy Physics - Phenomenology · Physics 2011-05-12 Abhishek Basak , Jitesh R. Bhatt , Predhiman K. Kaw

Hydrodynamics is known to describe matter created in high energy heavy ion collisions well. Large deposition of energy by passing jets should create not only the sound waves, already discussed in literature, but also the shocks waves of…

High Energy Physics - Phenomenology · Physics 2013-05-30 Edward Shuryak

Shockwaves provide a useful and rewarding route to the nonequilibrium properties of simple fluids far from equilibrium. For simplicity, we study a strong shockwave in a dense two-dimensional fluid. Here, our study of nonlinear transport…

Fluid Dynamics · Physics 2020-03-24 Wm. G. Hoover , Carol G. Hoover

Rotating turbulence is ubiquitous in nature. Previous works suggest that such turbulence could be described as an ensemble of interacting inertial waves across a wide range of length scales. For turbulence in macroscopic quantum…

Wave turbulence and eddy turbulence are the two regimes that we may encounter in nature. The attention of fluid mechanics being mainly focused on incompressible hydrodynamics, it is usually the second regime that is treated in books,…

Fluid Dynamics · Physics 2024-02-26 Sebastien Galtier

In this visualisation the instantaneous local velocity is expressed in terms of four components to capture the development of and interactions between coherent structures in turbulent flows. It is then possible to isolate the terms linked…

Fluid Dynamics · Physics 2009-10-13 Trinh Khanh Tuoc

During the past decade a number of attempts to formulate a continuum description of complex states of matter have been proposed to circumvent more cumbersome many-body and simulation methods. Typically these have been quantum systems (e.g.,…

Fluid Dynamics · Physics 2020-04-22 James Dufty , Kai Luo , Jeffrey Wrighton
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