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We derive the exact solution of a one-dimensional Markov functional model with log-normally distributed interest rates in discrete time. The model is shown to have two distinct limiting states, corresponding to small and asymptotically…

Computational Finance · Quantitative Finance 2015-05-19 Dan Pirjol

Everything you ever wanted to know about what has come to be known as ``chaotic mixing:'' This paper describes the evolution of localised ensembles of initial conditions in 2- and 3-D time-independent potentials which admit both regular and…

Astrophysics · Physics 2009-10-30 Henry E. Kandrup

By expressing the time-independent Schrodinger equation in one dimension as a system of two first-order differential equations, the transfer matrix for a rectangular potential barrier is obtained making use of the matrix exponential. It is…

Classical Physics · Physics 2007-06-08 G. F. Torres del Castillo , I. Rubalcava Garcia

Application of stable localized dissipative solitons as basic carriers of information promises the significant progress in the development of new optical communication networks. The success development of such systems requires getting the…

Optics · Physics 2019-05-22 Bogdan Kochetov

We explore the distribution of paths followed in fluctuation-induced switching between coexisting stable states. We introduce a quantitative characteristic of the path distribution in phase space that does not require a priori knowledge of…

Statistical Mechanics · Physics 2009-11-13 H. B. Chan , M. I. Dykman , C. Stambaugh

We consider regular lattices of coupled chaotic maps. Depending on lattice size, there may exist a window in parameter space where complete synchronization is eventually attained after a transient regime. Close outside this window, an…

Chaotic Dynamics · Physics 2009-11-11 C. Anteneodo , A. M. Batista , R. L. Viana

The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…

Chaotic Dynamics · Physics 2020-12-02 Edson D. Leonel , Celia Mayumi Kuwana , Makoto Yoshida , Juliano Antonio de Oliveira

We consider a two-dimensional strongly localized system defined in a half-space and whose transfer integral in the edge can be different than in the bulk. We predict an unbinding transition, as the edge transfer integral is varied, from a…

Disordered Systems and Neural Networks · Physics 2015-04-22 A. M. Somoza , P. Le Doussal , M. Ortuno

Localization-delocalization transition in a discrete Anderson nonlinear Schr\"odinger equation with disorder is shown to be a critical phenomenon $-$ similar to a percolation transition on a disordered lattice, with the nonlinearity…

Disordered Systems and Neural Networks · Physics 2012-03-20 A. V. Milovanov , A. Iomin

We investigate the propagation of electronic waves described by the Dirac equation subject to a L\'evy-type disorder distribution. Our numerical calculations, based on the transfer matrix method, in a system with a distribution of potential…

Mesoscale and Nanoscale Physics · Physics 2019-03-27 Jonas R. F. Lima , Luiz Felipe C. Pereira , Anderson L. R. Barbosa

We analyze the thermodynamics of the focusing discrete nonlinear Schr\"odinger equation in dimensions $d\ge 3$ with general nonlinearity $p>1$ and under a model with two parameters, representing inverse temperature and strength of the…

Analysis of PDEs · Mathematics 2023-01-19 Partha S. Dey , Kay Kirkpatrick , Kesav Krishnan

A theory for wave mechanical systems with local inversion and translation symmetries is developed employing the two-dimensional solution space of the stationary Schr\"odinger equation. The local symmetries of the potential are encoded into…

Liquid-gas phase transition in statistical mechanics is a long-standing dilemma not yet well explained. In this paper we propose a novel approach to this dilemma, by: 1). Putting forth a new space homogeneity assumption. 2). Giving a new…

Statistical Mechanics · Physics 2007-05-23 Yuan-Xing Gui

In the canonical formalism of statistical physics, a signature of a first order phase transition for finite systems is the bimodal distribution of an order parameter. Previous thermodynamical studies of nuclear sources produced in heavy-ion…

We study various realizations of collective coordinates, e.g. the position of a particle, the charge of a Coulomb box or the phase of a Bose or a superconducting condensate, coupled to Luttinger liquids (LL) with N flavors. We find that for…

Strongly Correlated Electrons · Physics 2013-09-18 B. Horovitz , T. Giamarchi , P. Le Doussal

We present a method for accurately computing transition probabilities in one-dimensional photoionization problems. Our approach involves solving the time-dependent Schr\"odinger equation and projecting its solution onto scattering states…

Computational Physics · Physics 2025-04-10 Martín Barlari , Diego G. Arbó , María Silvia Gravielle , Darío M. Mitnik

We address a two-dimensional nonlinear elliptic problem with a finite-amplitude periodic potential. For a class of separable symmetric potentials, we study the bifurcation of the first band gap in the spectrum of the linear Schr\"{o}dinger…

Analysis of PDEs · Mathematics 2009-11-13 Tomas Dohnal , Dmitry Pelinovsky , Guido Schneider

We consider the semiclassical (zero-dispersion) limit of the one-dimensional focusing Nonlinear Schroedinger equation (NLS) with decaying potentials. If a potential is a simple rapidly oscillating wave (the period has the order of the…

Exactly Solvable and Integrable Systems · Physics 2009-09-18 M. Bertola , A. Tovbis

Non-separable $D-$dimensional partial differential Schr\"{o}dinger equations are considered at $D=2$ and $D=3$, with the even-parity local potentials $V(x,y,\ldots)$ which are polynomials of degree four (cusp catastrophe resembling case)…

Quantum Physics · Physics 2020-04-07 Miloslav Znojil

Abrupt transition to turbulence may occur in pipe and channel flows at moderate flow rates, an unexpected event according to linear stability theory, and has been an open problem in fluid dynamics for more than a century. Extensive…

Fluid Dynamics · Physics 2017-10-09 Jianjun Tao , Xiangming Xiong