Particle and string fluid interpretation for the scalar sector of Kaluza-Klein theories

The scalar sector of the effective low-energy six-dimensional Kaluza-Klein theory is seen to represent an anisotropic fluid composed of two perfect fluids if the extra space metric has a Euclidean signature, or a perfect fluid of geometric strings if it has an indefinite signature. The Einstein field equations with such fluids can be explicitly integrated when the four-dimensional space-time has two commuting Killing vectors.

Cosmic strings in extra dimensions

The Einstein equations coupled with a cloud of geometric strings for a five-dimensional Bianchi type-I cosmological model are studied. The cosmological consequences of having strings along the fifth dimension are examined. Particular solutions with dynamical compactifications of the extra dimensions and compatibility with expanding three-dimensional spaces are presented.

Semiclassical equations for weakly inhomogeneous cosmologies

The in-in effective action formalism is used to derive the semiclassical correction to Einsteins equations due to a massless scalar quantum field conformally coupled to small gravitational perturbations in spatially flat cosmological models. The vacuum expectation value of the stress tensor of the quantum field is directly derived from the renormalized in-in effective action. The usual in-out effective action is also discussed and it is used to compute the probability of particle creation. As one application, the stress tensor of a scalar field around a static cosmic string is derived and the back-reaction effect on the gravitational field of the string is discussed.

Hydrodynamic fluctuations in fluids under external gradients

Temperature and velocity correlation functions in a fluid subjected to conditions creating both a temperature and a velocity gradient are computed up to second order in the gradients. Temperature and velocity fluctuations are coupled due to convection and viscous heating. When the viscosity goes to infinity one gets the temperature correlation function for a solid under a temperature gradient, which contains a long-ranged contribution, quadratic in the temperature gradient. The velocity correlation function also exhibits long-range behavior. In a particular case its equilibrium term is diagonal whereas the nonequilibrium correction contains nondiagonal terms.

A Rotating black ring solution in five dimensions

The vacuum Einstein equations in five dimensions are shown to admit a solution describing a stationary asymptotically flat spacetime regular on and outside an event horizon of topology S1S2. It describes a rotating black ring. This is the first example of a stationary asymptotically flat vacuum solution with an event horizon of nonspherical topology. The existence of this solution implies that the uniqueness theorems valid in four dimensions do not have simple five-dimensional generalizations. It is suggested that increasing the spin of a spherical black hole beyond a critical value results in a transition to a black ring, which can have an arbitrarily large angular momentum for a given mass.

Generalized Onsager symmetry

Onsager's symmetry theorem for transport near equilibrium is extended in two directions. A corresponding symmetry is obtained for linear transport near nonequilibrium stationary states, and the class of transport laws is extended to include nonlocality in both space and time. The results are formally exact and independent of any specific model for the nonequilibrium state.

Energy transduction in periodically driven non-hermitian systems

We show a new mechanism to extract energy from nonequilibrium fluctuations typical of periodically driven non-Hermitian systems. The transduction of energy between the driving force and the system is revealed by an anomalous behavior of the susceptibility, leading to a diminution of the dissipated power and consequently to an improvement of the transport properties. The general framework is illustrated by the analysis of some relevant cases.

Fluctuations in finite systems: fluctuations in fluids in thermocapillary motion

We compute nonequilibrium correlation functions about the stationary state in which the fluid moves as a consequence of tangential stresses on the liquid surface, related to a varying surface tension (thermocapillary motion). The nature of the stationary state makes it necessary to take into account that the system is finite. We then extend a previous analysis on fluctuations about simple stationary states to include some effects related to the finite size of the sample.

Soliton collision in general relativity

An exact solution of the Einstein equations in vacuum representing two pairs of gravitational solitons propagating on an expanding universe is given and studied. It is suggested that the solitons evolve from quasiparticles to pure gravitational waves. Two of the four solitons collide and the focusing produced on null rays is studied. Although the spacetime following the collision is highly distorted, null rays do not focus to a singularity.

Long-range correlations in diffusive systems away from equilibrium

We study the dynamics of density fluctuations in purely diffusive systems away from equilibrium. Under some conditions the static density correlation function becomes long ranged. We then analyze this behavior in the framework of nonequilibrium fluctuating hydrodynamics.

Onsager symmetry principle for a particle moving through a fluid not in equilibrium

We have shown that the mobility tensor for a particle moving through an arbitrary homogeneous stationary flow satisfies generalized Onsager symmetry relations in which the time-reversal transformation should also be applied to the external forces that keep the system in the stationary state. It is then found that the lift forces, responsible for the motion of the particle in a direction perpendicular to its velocity, have different parity than the drag forces.

Class of correlated random networks with hidden variables

We study a class of models of correlated random networks in which vertices are characterized by hidden variables controlling the establishment of edges between pairs of vertices. We find analytical expressions for the main topological properties of these models as a function of the distribution of hidden variables and the probability of connecting vertices. The expressions obtained are checked by means of numerical simulations in a particular example. The general model is extended to describe a practical algorithm to generate random networks with an a priori specified correlation structure. We also present an extension of the class, to map nonequilibrium growing networks to networks with hidden variables that represent the time at which each vertex was introduced in the system.

Extreme times for volatility processes

Extreme times techniques, generally applied to nonequilibrium statistical mechanical processes, are also useful for a better understanding of financial markets. We present a detailed study on the mean first-passage time for the volatility of return time series. The empirical results extracted from daily data of major indices seem to follow the same law regardless of the kind of index thus suggesting an universal pattern. The empirical mean first-passage time to a certain level L is fairly different from that of the Wiener process showing a dissimilar behavior depending on whether L is higher or lower than the average volatility. All of this indicates a more complex dynamics in which a reverting force drives volatility toward its mean value. We thus present the mean first-passage time expressions of the most common stochastic volatility models whose approach is comparable to the random diffusion description. We discuss asymptotic approximations of these models and confront them to empirical results with a good agreement with the exponential Ornstein-Uhlenbeck model.