Kramers equation for a charged Brownian particle: the exact solution

We report the exact fundamental solution for Kramers equation associated to a Brownian gas of charged particles, under the influence of homogeneous (spatially uniform) otherwise arbitrary, external mechanical, electrical and magnetic fields. Some applications are presented, namely the hydrothermodynamical picture for Brownian motion in the long-time regime. (c) 2005 Elsevier B.V. All rights reserved.

Nonlinear Dynamics and Control of an Ideal/Nonideal Load Transportation System With Periodic Coefficients

In this paper, a loads transportation system in platforms or suspended by cables is considered. It is a monorail device and is modeled as an inverted pendulum built on a car driven by a dc motor the governing equations of motion were derived via Lagrange's equations. In the mathematical model we consider the interaction between the dc motor and the dynamical system, that is, we have a so called nonideal periodic problem. The problem is analyzed, qualitatively, through the comparison of the stability diagrams, numerically obtained, for several motor torque constants. Furthermore, we also analyze the problem quantitatively using the Floquet multipliers technique. Finally, we devise a control for the studied nonideal problem. The method that was used for analysis and control of this nonideal periodic system is based on the Chebyshev polynomial exponsion, the Picard iterative method, and the Lyapunov-Floquet transformation (L-F transformation). We call it Sinha's theory.

RELATIVISTIC 3-PARTICLE DYNAMICAL EQUATIONS .2. APPLICATION TO THE TRINUCLEON SYSTEM

We calculate the contribution of relativistic dynamics on the neutron-deutron scattering length and triton binding energy employing five sets trinucleon potential models and four types of three-dimensional relativistic three-body equations suggested in the preceding paper. The relativistic correction to binding energy may vary a lot and even change sign depending on the relativistic formulation employed. The deviations of these observables from those obtained in nonrelativistic models follow the general universal trend of deviations introduced by off- and on-shell variations of two- and three-nucleon potentials in a nonrelativistic model calculation. Consequently, it will be difficult to separate unambiguously the effect of off- and on-shell variations of two- and three-nucleon potentials on low-energy three-nucleon observables from the effect of relativistic dynamics. (C) 1994 Academic Press, Inc.

Underlying dynamics of typical fluctuations of an emerging market price index: the Heston model from minutes to months

We investigate the Heston model with stochastic volatility and exponential tails as a model for the typical price fluctuations of the Brazilian São Paulo Stock Exchange Index (IBOVESPA). Raw prices are first corrected for inflation and a period spanning 15 years characterized by memoryless returns is chosen for the analysis. Model parameters are estimated by observing volatility scaling and correlation properties. We show that the Heston model with at least two time scales for the volatility mean reverting dynamics satisfactorily describes price fluctuations ranging from time scales larger than 20min to 160 days. At time scales shorter than 20 min we observe autocorrelated returns and power law tails incompatible with the Heston model. Despite major regulatory changes, hyperinflation and currency crises experienced by the Brazilian market in the period studied, the general success of the description provided may be regarded as an evidence for a general underlying dynamics of price fluctuations at intermediate mesoeconomic time scales well approximated by the Heston model. We also notice that the connection between the Heston model and Ehrenfest urn models could be exploited for bringing new insights into the microeconomic market mechanics. (c) 2005 Elsevier B.V. All rights reserved.

STOCHASTIC QUANTIZATION AND 1/N EXPANSION

We study the 1/N expansion of field theories in the stochastic quantization method of Parisi and Wu using the supersymmetric functional approach. This formulation provides a systematic procedure to implement the 1/N expansion which resembles the ones used in the equilibrium. The 1/N perturbation theory for the nonlinear sigma-model in two dimensions is worked out as an example.

ON THE INDEPENDENT-PARTICLE APPROXIMATION OF GAUGE-THEORIES - A SIMPLE EXAMPLE

In this work the independent particle model formulation is studied as a mean-field approximation of gauge theories using the path integral approach in the framework of quantum electrodynamics in 1 + 1 dimensions. It is shown how a mean-field approximation scheme can be applied to fit an effective potential to an independent particle model, building a straightforward relation between the model and the associated gauge field theory. An example is made considering the problem of massive Dirac fermions on a line, the so called massive Schwinger model. An interesting result is found, indicating a behaviour of screening of the charges in the relativistic limit of strong coupling. A forthcoming application of the method developed to confining potentials in independent quark models for QCD is in view and is briefly discussed.

SEMICLASSICAL THEORY OF MAGNETIZATION FOR A 2-DIMENSIONAL NONINTERACTING ELECTRON-GAS

We compute the semiclassical magnetization and susceptibility of non-interacting electrons, confined by a smooth two-dimensional potential and subjected to a uniform perpendicular magnetic field, in the general case when their classical motion is chaotic. It is demonstrated that the magnetization per particle m(B) is directly related to the staircase function N(E), which counts the single-particle levels up to energy E. Using Gutzwiller's trace formula for N, we derive a semiclassical expression for m. Our results show that the magnetization has a non-zero average, which arises from quantum corrections to the leading-order Weyl approximation to the mean staircase and which is independent of whether the classical motion is chaotic or not. Fluctuations about the average are due to classical periodic orbits and do represent a signature of chaos. This behaviour is confirmed by numerical computations for a specific system.

On the dynamics of the Bianchi IX system

In this paper, we study the flow on three invariant sets of dimension five for the classical Bianchi IX system. In these invariant sets, using the Darboux theory of integrability, we prove the non-existence of periodic solutions and we study their dynamics. Moreover, we find three invariant sets of dimension four where the flow is integrable.

Molecular dynamics simulations on devitrification: the PbF2 case

In this work molecular dynamics simulations were performed to reproduce the kinetic and thermodynamic transformations occurring during melt crystallization, vitrification, and glass crystallization (devitrification) of PbF2. Two potential parameters were analyzed in order to access the possibility of modeling these properties. These interionic potentials are models developed to describe specific characteristic of PbF2, and thermodynamic properties were well reproduced by one of them, while the other proved well adapted to simulate the crystalline structure of this fluoride. By a modeled nonisothermal heat treatment of the glass, it was shown that the devitrification of a cubic structure in which the Pb-Pb distances are in good agreement with theory and experiment. (C) 2002 American Institute of Physics.

Finns growth dynamics, competition and power-law scaling

We study the growth dynamics of the size of manufacturing firms considering competition and normal distribution of competency. We start with the fact that all components of the system struggle with each other for growth as happened in real competitive business world. The detailed quantitative agreement of the theory with empirical results of firms growth based on a large economic database spanning over 20 years is good with a single set of the parameters for all the curves. Further, the empirical data of the variation of the standard deviation of the growth rate with the size of the firm are in accordance with the present theory rather than a simple power law. (C) 2003 Elsevier B.V. B.V. All rights reserved.

Microscopic generalization of the standard interacting boson model Hamiltonian in the restricted dynamics approach

The evaluation of the microscopic generalized interacting boson model (GIBM) Hamiltonian, deduced from the general microscopic nuclear Hamiltonian via the collective O-A-1 invariant microscopic Hamiltonian of the general restricted dynamics model (RDM) in the case of central multipole and multipole-Gauss type effective NN-potential is briefly discussed. The GIBM version, which includes all sixth-order terms in the expansion of the collective part of the NN-potential, has been obtained. This GIBM Hamiltonian contains additional terms compared with the standard (sd-boson) interacting boson model (IBM). The microscopic expressions for the standard IBM Hamiltonian parameters in terms of the employed effective NN-potential parameters have also been obtained.

New phenomenon of nonlinear Regge trajectory and quantum dual string theory

The relation between the spin and the mass of an infinite number of particles in a q-deformed dual string theory is studied. For the deformation parameter q a root of unity, in addition to the relation of such values of q with the rational conformal field theory, the Fock space of each oscillator mode in the Fubini-Veneziano operator formulation becomes truncated. Thus, based on general physical grounds, the resulting spin-(mass)2 relation is expected to be below the usual linear trajectory. For such specific values of q, we find that the linear Regge trajectory turns into a square-root trajectory as the mass increases.

Theoretical Dynamics of Experimental Populations of Introduced and Native Blowflies (Diptera: Calliphoridae)

Equilibrium dynamics in experimental populations of Chrysomya megacephala (F.) and C. putoria (Wiedemann), which have recently invaded the Americas, and the native species Cochliomyia macellaria (F.), were investigated using nonlinear difference equations. A theoretical analysis of the mathematical model using bifurcation theory established the combination of demographic parameters responsible for producing shifts in blowfly population dynamics from stable equilibria to bounded cycles and aperiodic behavior. Mathematical modeling shows that the populations of the 2 introduced Chrysomya species will form stable oscillations with numbers fluctuating 3-4 times in successive generations. However, in the native species C. macellaria, the dynamics is characterized by damping oscillations in population size, leading to a stable population level.

Consistent higher derivative quantum field theory: A model without tachyons and ghosts

We present a higher derivative gauge theory in (2 + 1) dimensions which can have its parameters suitably tuned in order to become a consistent quantum field theory, in the sense that both tachyons and ghosts are absent from the particle spectrum of the theory.

The Role of the Korteweg-de Vries Hierarchy in the N-Soliton Dynamics of the Shallow Water Wave Equation

We apply a multiple-time version of the reductive perturbation method to study long waves as governed by the shallow water wave model equation. As a consequence of the requirement of a secularity-free perturbation theory, we show that the well known N-soliton dynamics of the shallow water wave equation, in the particular case of α = 2β, can be reduced to the N-soliton solution that satisfies simultaneously all equations of the Korteweg-de Vries hierarchy.