STABILITY ANALYSIS WITH APPLICATIONS OF A TWO-DIMENSIONAL DYNAMICAL SYSTEM ARISING FROM A STOCHASTIC MODEL FOR AN ASSET MARKET

We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-dimensional dynamical system whose orbits mimic the evolution of the price of an asset and the excess demand for that asset. The construction of the system is grounded upon a heterogeneous interacting agent model for a single risky asset market. An advantage of this construction procedure is that the resulting dynamical system becomes a macroscopic market model which mirrors the market quantities and qualities that would typically be taken into account solely at the microscopic level of modeling. The system`s parameters correspond to: (a) the proportion of speculators in a market; (b) the traders` speculative trend; (c) the degree of heterogeneity of idiosyncratic evaluations of the market agents with respect to the asset`s fundamental value; and (d) the strength of the feedback of the population excess demand on the asset price update increment. This correspondence allows us to employ our results in order to infer plausible causes for the emergence of price and demand fluctuations in a real asset market. The employment of dynamical systems for studying evolution of stochastic models of socio-economic phenomena is quite usual in the area of heterogeneous interacting agent models. However, in the vast majority of the cases present in the literature, these dynamical systems are one-dimensional. Our work is among the few in the area that construct and study analytically a two-dimensional dynamical system and apply it for explanation of socio-economic phenomena.

Coherent electron dynamics in a two-dimensional random system with mobility edges

We study numerically the dynamics of a one-electron wavepacket in a two-dimensional random lattice with long-range correlated diagonal disorder in the presence of a uniform electric field. The time-dependent Schrodinger equation is used for this purpose. We find that the wavepacket displays Bloch-like oscillations associated with the appearance of a phase of delocalized states in the strong correlation regime. The amplitude of oscillations directly reflects the bandwidth of the phase and allows us to measure it. The oscillations reveal two main frequencies whose values are determined by the structure of the underlying potential in the vicinity of the wavepacket maximum.

Magnetoresistance in a High Mobility Two-Dimensional Electron System as a Function of Sample Geometry

In a high mobility two-dimensional electron gas (2DEG) realized in a GaAs/Al0.3Ga0.7As quantum well we observe changes in the Shubnikov-de Haas oscillations (SdHO) and in the Hall resistance for different sample geometries. We observe for each sample geometry a strong negative magnetoresistance around zero magnetic field which consists of a peak around zero magnetic field and of a huge magnetoresistance at larger fields. The peak around zero magnetic field is left unchanged for different geometries.

Electron dephasing scattering rate in two-dimensional GaAs/InGaAs heterostructures with embedded InAs quantum dots

We report a comprehensive study of weak-localization and electron-electron interaction effects in a GaAs/InGaAs two-dimensional electron system with nearby InAs quantum dots, using measurements of the electrical conductivity with and without magnetic field. Although both the effects introduce temperature dependent corrections to the zero magnetic field conductivity at low temperatures, the magnetic field dependence of conductivity is dominated by the weak-localization correction. We observed that the electron dephasing scattering rate tau(-1)(phi), obtained from the magnetoconductivity data, is enhanced by introducing quantum dots in the structure, as expected, and obeys a linear dependence on the temperature and elastic mean free path, which is against the Fermi-liquid model. (c) 2008 American Institute of Physics. [DOI: 10.1063/1.2996034]

High-order fractional microwave-induced resistance oscillations in two-dimensional systems

We report on the observation of microwave-induced resistance oscillations associated with the fractional ratio n/m of the microwave irradiation frequency to the cyclotron frequency for m up to 8 in a two-dimensional electron system with high electron density. The features are quenched at high microwave frequencies independent of the fractional order m. We analyze temperature, power, and frequency dependencies of the magnetoresistance oscillations and discuss them in connection with existing theories.

Two-dimensional nonlinear dynamics of evanescent-wave guided atoms in a hollow fiber

We describe the classical and quantum two-dimensional nonlinear dynamics of large blue-detuned evanescent-wave guiding cold atoms in hollow fiber. We show that chaotic dynamics exists for classic dynamics, when the intensity of the beam is periodically modulated. The two-dimensional distributions of atoms in (x,y) plane are simulated. We show that the atoms will accumulate on several annular regions when the system enters a regime of global chaos. Our simulation shows that, when the atomic flux is very small, a similar distribution will be obtained if we detect the atomic distribution once each the modulation period and integrate the signals. For quantum dynamics, quantum collapses, and revivals appear. For periodically modulated optical potential, the variance of atomic position will be suppressed compared to the no modulation case. The atomic angular momentum will influence the evolution of wave function in two-dimensional quantum system of hollow fiber.

Quantum Hall Effect near the Charge Neutrality Point in a Two-Dimensional Electron-Hole System

We study the transport properties of HgTe-based quantum wells containing simultaneously electrons and holes in a magnetic field B. At the charge neutrality point (CNP) with nearly equal electron and hole densities, the resistance is found to increase very strongly with B while the Hall resistivity turns to zero. This behavior results in a wide plateau in the Hall conductivity sigma(xy) approximate to 0 and in a minimum of diagonal conductivity sigma(xx) at nu = nu(p) - nu(n) = 0, where nu(n) and nu(p) are the electron and hole Landau level filling factors. We suggest that the transport at the CNP point is determined by electron-hole ""snake states'' propagating along the nu = 0 lines. Our observations are qualitatively similar to the quantum Hall effect in graphene as well as to the transport in a random magnetic field with a zero mean value.

Synchronization and Basins of Synchronized in Two-Dimensional Piecewise Maps Via Coupling Three Pieces of One-Dimensional Maps

This paper is devoted to the synchronization of a dynamical system defined by two different coupling versions of two identical piecewise linear bimodal maps. We consider both local and global studies, using different tools as natural transversal Lyapunov exponent, Lyapunov functions, eigenvalues and eigenvectors and numerical simulations. We obtain theoretical results for the existence of synchronization on coupling parameter range. We characterize the synchronization manifold as an attractor and measure the synchronization speed. In one coupling version, we give a necessary and sufficient condition for the synchronization. We study the basins of synchronization and show that, depending upon the type of coupling, they can have very different shapes and are not necessarily constituted by the whole phase space; in some cases, they can be riddled.

Dynamics of the two-dimensional gonihedric spin model

In this paper, we study dynamical aspects of the two-dimensional (2D) gonihedric spin model using both numerical and analytical methods. This spin model has vanishing microscopic surface tension and it actually describes an ensemble of loops living on a 2D surface. The self-avoidance of loops is parametrized by a parameter ¿. The ¿=0 model can be mapped to one of the six-vertex models discussed by Baxter, and it does not have critical behavior. We have found that allowing for ¿¿0 does not lead to critical behavior either. Finite-size effects are rather severe, and in order to understand these effects, a finite-volume calculation for non-self-avoiding loops is presented. This model, like his 3D counterpart, exhibits very slow dynamics, but a careful analysis of dynamical observables reveals nonglassy evolution (unlike its 3D counterpart). We find, also in this ¿=0 case, the law that governs the long-time, low-temperature evolution of the system, through a dual description in terms of defects. A power, rather than logarithmic, law for the approach to equilibrium has been found.

A two-dimensional X-ray scattering system for in-situ time-resolving studies of polymer structures subjected to controlled deformations

A two-dimensional X-ray scattering system developed around a CCD-based area detector is presented, both in terms of hardware employed and software designed and developed. An essential feature is the integration of hardware and software, detection and sample environment control which enables time-resolving in-situ wide-angle X-ray scattering measurements of global structural and orientational parameters of polymeric systems subjected to a variety of controlled external fields. The development and operation of a number of rheometers purpose-built for the application of such fields are described. Examples of the use of this system in monitoring degrees of shear-induced orientation in liquid-crystalline systems and crystallization of linear polymers subsequent to shear flow are presented.

On the existence of two-dimensional Euler flows satisfying energy-Casimir stability criteria

The energy-Casimir stability method, also known as the Arnold stability method, has been widely used in fluid dynamical applications to derive sufficient conditions for nonlinear stability. The most commonly studied system is two-dimensional Euler flow. It is shown that the set of two-dimensional Euler flows satisfying the energy-Casimir stability criteria is empty for two important cases: (i) domains having the topology of the sphere, and (ii) simply-connected bounded domains with zero net vorticity. The results apply to both the first and the second of Arnold’s stability theorems. In the spirit of Andrews’ theorem, this puts a further limitation on the applicability of the method. © 2000 American Institute of Physics.

Crooks' fluctuation theorem for a process on a two dimensional fluid field

We investigate the behavior of a two-dimensional inviscid and incompressible flow when pushed out of dynamical equilibrium. We use the two-dimensional vorticity equation with spectral truncation on a rectangular domain. For a sufficiently large number of degrees of freedom, the equilibrium statistics of the flow can be described through a canonical ensemble with two conserved quantities, energy and enstrophy. To perturb the system out of equilibrium, we change the shape of the domain according to a protocol, which changes the kinetic energy but leaves the enstrophy constant. We interpret this as doing work to the system. Evolving along a forward and its corresponding backward process, we find numerical evidence that the distributions of the work performed satisfy the Crooks relation. We confirm our results by proving the Crooks relation for this system rigorously.