The Diffusion Kernel Filter

A particle filter method is presented for the discrete-time filtering problem with nonlinear ItA ` stochastic ordinary differential equations (SODE) with additive noise supposed to be analytically integrable as a function of the underlying vector-Wiener process and time. The Diffusion Kernel Filter is arrived at by a parametrization of small noise-driven state fluctuations within branches of prediction and a local use of this parametrization in the Bootstrap Filter. The method applies for small noise and short prediction steps. With explicit numerical integrators, the operations count in the Diffusion Kernel Filter is shown to be smaller than in the Bootstrap Filter whenever the initial state for the prediction step has sufficiently few moments. The established parametrization is a dual-formula for the analysis of sensitivity to gaussian-initial perturbations and the analysis of sensitivity to noise-perturbations, in deterministic models, showing in particular how the stability of a deterministic dynamics is modeled by noise on short times and how the diffusion matrix of an SODE should be modeled (i.e. defined) for a gaussian-initial deterministic problem to be cast into an SODE problem. From it, a novel definition of prediction may be proposed that coincides with the deterministic path within the branch of prediction whose information entropy at the end of the prediction step is closest to the average information entropy over all branches. Tests are made with the Lorenz-63 equations, showing good results both for the filter and the definition of prediction.

Averaging for retarded functional differential equations

We consider retarded functional differential equations in the setting of Kurzweil-Henstock integrable functions and we state an averaging result for these equations. Our result generalizes previous ones. (C) 2011 Elsevier Inc. All rights reserved.

On S-matrix factorization of the Landau-Lifshitz model

We consider the three-particle scattering S-matrix for the Landau-Lifshitz model by directly computing the set of the Feynman diagrams up to the second order. We show, following the analogous computations for the non-linear Schrdinger model [1, 2], that the three-particle S-matrix is factorizable in the first non-trivial order.

The spectrum of an open vertex model based on the U(q)[SU(2)] algebra at roots of unity

We study the exact solution of an N-state vertex model based on the representation of the U(q)[SU(2)] algebra at roots of unity with diagonal open boundaries. We find that the respective reflection equation provides us one general class of diagonal K-matrices having one free-parameter. We determine the eigenvalues of the double-row transfer matrix and the respective Bethe ansatz equation within the algebraic Bethe ansatz framework. The structure of the Bethe ansatz equation combine a pseudomomenta function depending on a free-parameter with scattering phase-shifts that are fixed by the roots of unity and boundary variables. (C) 2010 Elsevier B.V. All rights reserved.

Self-dual hopfions

We construct static and time-dependent exact soliton solutions with nontrivial Hopf topological charge for a field theory in 3 + 1 dimensions with the target space being the two dimensional sphere S(2). The model considered is a reduction of the so-called extended Skyrme-Faddeev theory by the removal of the quadratic term in derivatives of the fields. The solutions are constructed using an ansatz based on the conformal and target space symmetries. The solutions are said self-dual because they solve first order differential equations which together with some conditions on the coupling constants, imply the second order equations of motion. The solutions belong to a sub-sector of the theory with an infinite number of local conserved currents. The equation for the profile function of the ansatz corresponds to the Bogomolny equation for the sine-Gordon model.

Static Hopfions in the extended Skyrme-Faddeev model

We construct static soliton solutions with non-zero Hopf topological charges to a theory which is an extension of the Skyrme-Faddeev model by the addition of a further quartic term in derivatives. We use an axially symmetric ansatz based on toroidal coordinates, and solve the resulting two coupled non-linear partial differential equations in two variables by a successive over-relaxation (SOR) method. We construct numerical solutions with Hopf charge up to four, and calculate their analytical behavior in some limiting cases. The solutions present an interesting behavior under the changes of a special combination of the coupling constants of the quartic terms. Their energies and sizes tend to zero as that combination approaches a particular special value. We calculate the equivalent of the Vakulenko and Kapitanskii energy bound for the theory and find that it vanishes at that same special value of the coupling constants. In addition, the model presents an integrable sector with an in finite number of local conserved currents which apparently are not related to symmetries of the action. In the intersection of those two special sectors the theory possesses exact vortex solutions (static and time dependent) which were constructed in a previous paper by one of the authors. It is believed that such model describes some aspects of the low energy limit of the pure SU(2) Yang-Mills theory, and our results may be important in identifying important structures in that strong coupling regime.

Exact vortex solutions in an extended Skyrme-Faddeev model

We construct exact vortex solutions in 3+1 dimensions to a theory which is an extension, due to Gies, of the Skyrme-Faddeev model, and that is believed to describe some aspects of the low energy limit of the pure SU(2) Yang-Mills theory. Despite the efforts in the last decades those are the first exact analytical solutions to be constructed for such type of theory. The exact vortices appear in a very particular sector of the theory characterized by special values of the coupling constants, and by a constraint that leads to an infinite number of conserved charges. The theory is scale invariant in that sector, and the solutions satisfy Bogomolny type equations. The energy of the static vortex is proportional to its topological charge, and waves can travel with the speed of light along them, adding to the energy a term proportional to a U(1) No ether charge they create. We believe such vortices may play a role in the strong coupling regime of the pure SU(2) Yang-Mills theory.

The concept of quasi-integrability: a concrete example

We use the deformed sine-Gordon models recently presented by Bazeia et al [1] to take the first steps towards defining the concept of quasi-integrability. We consider one such definition and use it to calculate an infinite number of quasi-conserved quantities through a modification of the usual techniques of integrable field theories. Performing an expansion around the sine-Gordon theory we are able to evaluate the charges and the anomalies of their conservation laws in a perturbative power series in a small parameter which describes the ""closeness"" to the integrable sine-Gordon model. We show that in the case of the two-soliton scattering the charges, up to first order of perturbation, are conserved asymptotically, i.e. their values are the same in the distant past and future, when the solitons are well separated. We indicate that this property may hold or not to higher orders depending on the behavior of the two-soliton solution under a special parity transformation. For closely bound systems, such as breather-like field configurations, the situation however is more complex and perhaps the anomalies have a different structure implying that the concept of quasi-integrability does not apply in the same way as in the scattering of solitons. We back up our results with the data of many numerical simulations which also demonstrate the existence of long lived breather-like and wobble-like states in these models.

The Bullough-Dodd model coupled to matter fields

The Bullough-Dodd model is an important two-dimensional integrable field theory which finds applications in physics and geometry. We consider a conformally invariant extension of it, and study its integrability properties using a zero curvature condition based on the twisted Kac-Moody algebra A(2)((2)). The one- and two-soliton solutions as well as the breathers are constructed explicitly. We also consider integrable extensions of the Bullough-Dodd model by the introduction of spinor (matter) fields. The resulting theories are conformally invariant and present local internal symmetries. All the one-soliton solutions, for two examples of those models, are constructed using a hybrid of the dressing and Hirota methods. One model is of particular interest because it presents a confinement mechanism for a given conserved charge inside the solitons. (C) 2008 Elsevier B.V. All rights reserved.

Density profiles in the raise and peel model with and without a wall; physics and combinatorics

We consider the raise and peel model of a one-dimensional fluctuating interface in the presence of an attractive wall. The model can also describe a pair annihilation process in disordered unquenched media with a source at one end of the system. For the stationary states, several density profiles are studied using Monte Carlo simulations. We point out a deep connection between some profiles seen in the presence of the wall and in its absence. Our results are discussed in the context of conformal invariance ( c = 0 theory). We discover some unexpected values for the critical exponents, which are obtained using combinatorial methods. We have solved known ( Pascal`s hexagon) and new (split-hexagon) bilinear recurrence relations. The solutions of these equations are interesting in their own right since they give information on certain classes of alternating sign matrices.

SOME COMMENTS ON QUASI-INTEGRABILITY

In this paper we present our preliminary results which suggest that some field theory models are `almost` integrable; i.e. they possess a large number of `almost` conserved quantities. First we demonstrate this, in some detail, on a class of models which generalise sine-Gordon model in (1+1) dimensions. Then, we point out that many field configurations of these models look like those of the integrable systems and others are very close to being integrable. Finally we attempt to quantify these claims looking in particular, both analytically and numerically, at some long lived field configurations which resemble breathers.

A conformal invariant growth model

We present a one-parameter extension of the raise and peel one-dimensional growth model. The model is defined in the configuration space of Dyck (RSOS) paths. Tiles from a rarefied gas hit the interface and change its shape. The adsorption rates are local but the desorption rates are non-local; they depend not only on the cluster hit by the tile but also on the total number of peaks (local maxima) belonging to all the clusters of the configuration. The domain of the parameter is determined by the condition that the rates are non-negative. In the finite-size scaling limit, the model is conformal invariant in the whole open domain. The parameter appears in the sound velocity only. At the boundary of the domain, the stationary state is an adsorbing state and conformal invariance is lost. The model allows us to check the universality of non-local observables in the raise and peel model. An example is given.

Axially symmetric soliton solutions in a Skyrme-Faddeev-type model with Gies`s extension

We construct static soliton solutions with non-zero Hopf topological charges to a theory which is the extended Skyrme-Faddeev model with a further quartic term in derivatives. We use an axially symmetric ansatz based on toroidal coordinates, and solve the resulting two coupled nonlinear partial differential equations in two variables by a successive over-relaxation method. We construct numerical solutions with the Hopf charge up to 4. The solutions present an interesting behavior under the changes of a special combination of the coupling constants of the quartic terms.

Exact vortex solutions in a CP(N) Skyrme-Faddeev type model

We consider a four dimensional field theory with target space being CP(N) which constitutes a generalization of the usual Skyrme-Faddeev model defined on CP(1). We show that it possesses an integrable sector presenting an infinite number of local conservation laws, which are associated to the hidden symmetries of the zero curvature representation of the theory in loop space. We construct an infinite class of exact solutions for that integrable submodel where the fields are meromorphic functions of the combinations (x(1) + i x(2)) and (x(3) + x(0)) of the Cartesian coordinates of four dimensional Minkowski space-time. Among those solutions we have static vortices and also vortices with waves traveling along them with the speed of light. The energy per unity of length of the vortices show an interesting and intricate interaction among the vortices and waves.

Tunneling among rotation tori

We consider an integrable Hamiltonian system generated by the resonant normal form in order to study a particular mechanism of tunneling. We isolated near doublets of energy corresponding to rotation tori of the classical dynamics counterpart and the degeneracies breakdown is attributed to rotation-rotation tunneling. (C) 2008 Elsevier B.V. All rights reserved.