Ecuaciones diferenciales estocásticas con condición final y soluciones de viscosidad de EDPS semilineales de segundo orden

El objetivo de este documento es recopilar algunos resultados clasicos sobre existencia y unicidad ´ de soluciones de ecuaciones diferenciales estocasticas (EDEs) con condici ´ on final (en ingl ´ es´ Backward stochastic differential equations) con particular enfasis en el caso de coeficientes mon ´ otonos, y su cone- ´ xion con soluciones de viscosidad de sistemas de ecuaciones diferenciales parciales (EDPs) parab ´ olicas ´ y el´ıpticas semilineales de segundo orden.

Branching random motions, nonlinear hyperbolic systems and traveling waves

A branching random motion on a line, with abrupt changes of direction, is studied. The branching mechanism, being independient of random motion, and intensities of reverses are defined by a particle's current direction. A soluton of a certain hyperbolic system of coupled non-linear equations (Kolmogorov type backward equation) have a so-called McKean representation via such processes. Commonly this system possesses traveling-wave solutions. The convergence of solutions with Heaviside terminal data to the travelling waves is discussed.This Paper realizes the McKean programme for the Kolmogorov-Petrovskii-Piskunov equation in this case. The Feynman-Kac formula plays a key role.

Selection-mutation balance models with epistatic selection

We present an application of birth-and-death processes on configuration spaces to a generalized mutation4 selection balance model. The model describes the aging of population as a process of accumulation of mu5 tations in a genotype. A rigorous treatment demands that mutations correspond to points in abstract spaces. 6 Our model describes an infinite-population, infinite-sites model in continuum. The dynamical equation which 7 describes the system, is of Kimura-Maruyama type. The problem can be posed in terms of evolution of states 8 (differential equation) or, equivalently, represented in terms of Feynman-Kac formula. The questions of interest 9 are the existence of a solution, its asymptotic behavior, and properties of the limiting state. In the non-epistatic 10 case the problem was posed and solved in [Steinsaltz D., Evans S.N., Wachter K.W., Adv. Appl. Math., 2005, 11 35(1)]. In our model we consider a topological space X as the space of positions of mutations and the influence of epistatic potentials

Finite temperature effective actions

We present, from first principles, a direct method for evaluating the exact fermion propagator in the presence of a general background held at finite temperature, which can be used to determine the finite temperature effective action for the system. As applications, we determine the complete one loop finite temperature effective actions for (0 + 1)-dimensional QED as well as the Schwinger model. These effective actions, which are derived in the real time (closed time path) formalism, generate systematically all the Feynman amplitudes calculated in thermal perturbation theory and also show that the retarded (advanced) amplitudes vanish in these theories. (C) 2009 Elsevier B.V. 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.

Linear covariant gauges on the lattice

Linear covariant gauges, such as Feynman gauge, are very useful in perturbative calculations. Their non-perturbative formulation is, however, highly non-trivial. In particular, it is a challenge to define linear covariant gauges on a lattice. We consider a class of gauges in lattice gauge theory that coincides with the perturbative definition of linear covariant gauges in the formal continuum limit. The corresponding gauge-fixing procedure is described and analyzed in detail, with an application to the pure SU(2) case. In addition, results for the gluon propagator in the two-dimensional case are given. (C) 2008 Elsevier B.V. All rights reserved.

Análise do modelo t-J e sua aplicação aos compostos de óxidos de cobre

Neste trabalho estudamos modelos teóricos que descrevem sistemas eletrônicos fortemente correlacionados, em especial o modelo t-J, e suas aplicações a compostos de óxidos de cobre, notadamente os compostos que apresentam supercondutividade de alta temperatura crítica e o composto Sr2CuO2Cl2. No primeiro capítulo do trabalho, fazemos uma exposição de três modelos que envolvem o tratamento das interações elétron-elétron, que são os modelos de Hubbard de uma banda, o modelo de Heisenberg e o modelo t-J. Na dedução deste último fazemos uma expansão canônica do hamiltoniano de Hubbard, no limite de acoplamento forte, levando-nos a obter um novo hamiltoniano que pode ser utilizado para descrever um sistema antiferromagnético bidimensional na presen- ça de lacunas, que é exatamente o que caracteriza os compostos supercondutores de alta temperatura crítica na sua fase de baixa dopagem.Após termos obtido o hamiltoniano que descreve o modelo t-J, aplicamos à este uma descrição de polarons de spin, numa representação de holons, que são férmions sem spin, e spinons, que são bósons que carregam somente os graus de liberdade de spin. Utilizando uma função de Green para descrever a propagação do polaron pela rede, obtemos uma equação para a sua autoenergia somando uma série de diagramas de Feynman, sendo que para este cálculo utilizamos a aproxima ção de Born autoconsistente[1]. Do ponto de vista numérico demonstramos que a equação integral de Dyson resultante do tratamento anterior não requer um procedimento iterativo para sua solução, e com isto conseguimos trabalhar com sistemas com grande número de partículas. Os resultados mostram, como um aspecto novo, que o tempo de vida média do holon tem um valor bastante grande no ponto (π,0 ) da rede recíproca, perto da singularidade de Van Hove mencionada na literatura[2]. Este aspecto, e suas implicações, é amplamente discutido neste capítulo. No capítulo 3 estudamos o modelo estendido t-t'-J, com tunelamento à segundos vizinhos e a incorporação dos termos de três sítios[3]. Fazemos a mesma formulação do capítulo anterior, e discutimos as aplicações dos nossos resultados ao óxido mencionado anteriormente. Finalmente, no último capítulo apresentamos uma aplicação original do modelo t-J à uma rede retangular, levemente distorcida, e demonstramos que os resultados do capítulo 3 são reproduzidos sem necessidade de introduzir termos de tunelamento adicionais no hamiltoniano. Esta aplicação pode se tornar relevante para o estudo das fases de tiras encontradas recentemente nesses materiais de óxidos de cobre.

Modelo esférico quântico de vidro de spin na aproximação de recozimento

Apresentamos aqui o modelo esférico quântico de vidro de spin usando a aproximação de recozimento. São calculadas a energia livre, bem como a temperatura crítica em função do momentum de inércia e a entropia. São consideradas interações aleatórias de longo alcance (campo médio) com distribuição normal de média zero, e a energia cinética de cada spin. O cálculo é feito utilizando o formalismo funcional de Feynman de integrais de caminhos. O limite clássico é apresentado e coincide com o limite conhecido de teorias anteriores.

Uma resenha sobre modelos de apreçamento de derivativos

Apresento aqui uma abordagem que unifica a literatura sobre os vários modelos de apreçamento de derivativos que consiste em obter por argumentos intuitivos de não arbitragem uma Equação Diferencial Parcial(EDP) e através do método de Feynman-Kac uma solução que é representada por uma esperança condicional de um processo markoviano do preço do derivativo descontado pela taxa livre de risco. Por este resultado, temos que a esperança deve ser tomada com relação a processos que crescem à taxa livre de risco e por este motivo dizemos que a esperança é tomada em um mundo neutro ao risco(ou medida neutra ao risco). Apresento ainda como realizar uma mudança de medida pertinente que conecta o mundo real ao mundo neutro ao risco e que o elemento chave para essa mudança de medida é o preço de mercado dos fatores de risco. No caso de mercado completo o preço de mercado do fator de risco é único e no caso de mercados incompletos existe uma variedade de preços aceitáveis para os fatores de risco pelo argumento de não arbitragem. Neste último caso, os preços de mercado são geralmente escolhidos de forma a calibrar o modelo com os dados de mercado.

The light-cone gauge without prescriptions

Feynman integrals in the physical light-cone gauge are more difficult to solve than their covariant counterparts. The difficulty is associated with the presence of unphysical singularities due to the inherent residual gauge freedom in the intermediate boson propagators constrained within this gauge choice. In order to circumvent these non-physical singularities, the headlong approach has always been to call for mathematical devices - prescriptions - some successful and others not. A more elegant approach is to consider the propagator from its physical point of view, that is, an object obeying basic principles such as causality. Once this fact is realized and carefully taken into account, the crutch of prescriptions can be avoided altogether. An alternative, third approach, which for practical computations could dispense with prescriptions as well as avoiding the necessity of careful stepwise consideration of causality, would be of great advantage. and this third option is realizable within the context of negative dimensions, or as it has been coined, the negative dimensional integration method (NDIM).

Quantization of the electromagnetic field outside static black holes and its application to low-energy phenomena

We discuss the Gupta-Bleuler quantization of the free electromagnetic field outside static black holes in the Boulware vacuum. We use a gauge which reduces to the Feynman gauge in Minkowski spacetime. We also discuss its relation with gauges used previously. Then we apply the low-energy sector of this held theory to investigate some low-energy phenomena. First, we discuss the response rate of a static charge outside the Schwarzschild black hole in four dimensions. Next, motivated by string physics, we compute the absorption cross sections of low-energy plane waves for the Schwarzschild and extreme Reissner-Nordstrom black holes in arbitrary dimensions higher than three.

Massless and massive one-loop three-point functions in negative dimensional approach

In this article we present the complete massless and massive one-loop triangle diagram results using the negative dimensional integration method (NDIM). We consider the following cases: massless internal fields; one massive, two massive with the same mass m and three equal masses for the virtual particles. Our results are given in terms of hypergeometric and hypergeometric-type functions of the external momenta (and masses for the massive cases) where the propagators in the Feynman integrals are raised to arbitrary exponents and the dimension of the space-time is D. Our approach reproduces the known results; it produces other solutions as yet unknown in the literature as well. These new solutions occur naturally in the context of NDIM revealing a promising technique to solve Feynman integrals in quantum field theories.

Semiclassical approach to black hole absorption of electromagnetic radiation emitted by a rotating charge

We consider an electric charge, minimally coupled to the Maxwell field, rotating around a Schwarzschild black hole. We investigate how much of the radiation emitted from the swirling charge is absorbed by the black hole and show that most of the photons escape to infinity. For this purpose we use the Gupta-Bleuler quantization of the electromagnetic field in the modified Feynman gauge developed in the context of quantum field theory in Schwarzschild spacetime. We obtain that the two photon polarizations contribute quite differently to the emitted power. In addition, we discuss the accurateness of the results obtained in a full general relativistic approach in comparison with the ones obtained when the electric charge is assumed to be orbiting a massive object due to a Newtonian force.

Negative dimensional approach for scalar two-loop three-point and three-loop two-point integrals

The well-known D-dimensional Feynman integrals were shown, by Halliday and Ricotta, to be capable of undergoing analytic continuation into the domain of negative values for the dimension of space-time. Furthermore, this could be identified with Grassmannian integration in positive dimensions. From this possibility follows the concept of negative-dimensional integration for loop integrals in field theories. Using this technique, we evaluate three two-loop three-point scalar integrals, with five and six massless propagators, with specific external kinematic configurations (two legs on-shell), and four three-loop two-point scalar integrals. These results are given for arbitrary exponents of propagators and dimension, in Euclidean space, and the particular cases compared to results published in the literature.

A possible way to relate the covariantization and the negative dimensional integration method in the light-cone gauge

Here we present a possible way to relate the method of covariantizing the gauge-dependent pole and the negative dimensional integration method for computing Feynman integrals pertinent to the light-cone gauge fields. Both techniques are applicable to the algebraic light-cone gauge and dispense with prescriptions to treat the characteristic poles.