3 resultados para Lie groups, Lie algebras, linear representations of SL3
em Repositório Científico do Instituto Politécnico de Lisboa - Portugal
Resumo:
The dynamics of a cylinder rolling on a horizontal plane acted on by an external force applied at an arbitrary angle is studied with emphasis on the directions of the acceleration of the centre-of-mass and the angular acceleration of the body. If rolling occurs without slipping, there is a relationship between the directions of these accelerations. If the linear acceleration points to the right, then the angular acceleration is clockwise. On the other hand, if it points to the left, then the angular acceleration is counterclockwise. In contrast, if rolling and slipping occurs, the direction of the linear acceleration does not determine the direction of the angular acceleration. For example, the linear acceleration may point to the right and the angular acceleration clockwise or counterclockwise depending on the external force orientation and point of application.
Resumo:
We consider the quark sector of theories containing three scalar SU(2)(L) doublets in the triplet representation of A(4) (or S-4) and three generations of quarks in arbitrary A(4) (or S-4) representations. We show that for all possible choices of quark field representations and for all possible alignments of the Higgs vacuum expectation values that can constitute global minima of the scalar potential, it is not possible to obtain simultaneously nonvanishing quark masses and a nonvanishing CP-violating phase in the Cabibbo-Kobayashi-Maskawa quark mixing matrix. As a result, in this minimal form, models with three scalar fields in the triplet representation of A(4) or S-4 cannot be extended to the quark sector in a way consistent with experiment. DOI: 10.1103/PhysRevD.87.055010.
Resumo:
Most financial and economic time-series display a strong volatility around their trends. The difficulty in explaining this volatility has led economists to interpret it as exogenous, i.e., as the result of forces that lie outside the scope of the assumed economic relations. Consequently, it becomes hard or impossible to formulate short-run forecasts on asset prices or on values of macroeconomic variables. However, many random looking economic and financial series may, in fact, be subject to deterministic irregular behavior, which can be measured and modelled. We address the notion of endogenous volatility and exemplify the concept with a simple business-cycles model.