Bessel functions and equations of mathematical physics

The aim of this dissertation is to introduce Bessel functions to the reader, as well as studying some of their properties. Moreover, the final goal of this document is to present the most well- known applications of Bessel functions in physics.

Methods of Math Physics

Lecture notes for a course on methods of mathematical physics.

Option pricing in market models driven by telegraph processes with jumps

Esta tesis está dividida en dos partes: en la primera parte se presentan y estudian los procesos telegráficos, los procesos de Poisson con compensador telegráfico y los procesos telegráficos con saltos. El estudio presentado en esta primera parte incluye el cálculo de las distribuciones de cada proceso, las medias y varianzas, así como las funciones generadoras de momentos entre otras propiedades. Utilizando estas propiedades en la segunda parte se estudian los modelos de valoración de opciones basados en procesos telegráficos con saltos. En esta parte se da una descripción de cómo calcular las medidas neutrales al riesgo, se encuentra la condición de no arbitraje en este tipo de modelos y por último se calcula el precio de las opciones Europeas de compra y venta.

Nonlinear Waves: An Introduction

This book deals with equations of mathematical physics as the different modifications of the KdV equation, the Camassa-Holm type equations, several modifications of Burger's equation, the Hunter-Saxton equation, conservation laws equations and others. The equations originate from physics but are proposed here for their investigation via purely mathematical methods in the frames of university courses. More precisely, we propose classification theorems for the traveling wave solutions for a sufficiently large class of third order nonlinear PDE when the corresponding profiles develop different kind of singularities (cusps, peaks), existence and uniqueness results, etc. The orbital stability of the periodic solutions of traveling type for mKdV equations are also studied. Of great interest too is the interaction of peakon type solutions of the Camassa-Holm equation and the solvability of the classical and generalized Cauchy problem for the Hunter-Saxton equation. The Riemann problem for special systems of conservation laws and the corresponding -shocks are also considered. As it concerns numerical methods we apply the CNN approach. The book is addressed to a broader audience including graduate students, Ph.D. students, mathematicians, physicist, engineers and specialists in the domain of PDE.

Computational modelling of multi-physics and multi-scale processes in parallel

This paper provides an overview of the developing needs for simulation software technologies for the computational modelling of problems that involve combinations of interactions amongst varying physical phenomena over a variety of time and space scales. Computational modelling of such problems requires software tech1nologies that enable the mathematical description of the interacting physical phenomena together with the solution of the resulting suites of equations in a numerically consistent and compatible manner. This functionality requires the structuring of simulation modules for specific physical phenomena so that the coupling can be effectively represented. These multi-physics and multi-scale computations are very compute intensive and the simulation software must operate effectively in parallel if it is to be used in this context. An approach to these classes of multi-disciplinary simulation in parallel is described, with some key examples of application to2 challenging engineering problems.

Lower bounds on blow up solutions of the three-dimensional Navier-Stokes equations in homogeneous Sobolev spaces

Suppose that u(t) is a solution of the three-dimensional Navier-Stokes equations, either on the whole space or with periodic boundary conditions, that has a singularity at time T. In this paper we show that the norm of u(T - t) in the homogeneous Sobolev space (H)over dot(s) must be bounded below by c(s)t(-(2s-1)/4) for 1/2 < s < 5/2 (s not equal 3/2), where c(s) is an absolute constant depending only on s; and by c(s)parallel to u(0)parallel to((5-2s)/5)(L2)t(-2s/5) for s > 5/2. (The result for 1/2 < s < 3/2 follows from well-known lower bounds on blowup in Lp spaces.) We show in particular that the local existence time in (H)over dot(s)(R-3) depends only on the (H)over dot(s)-norm for 1/2 < s < 5/2, s not equal 3/2. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4762841]

On the periodic solutions of the static, spherically symmetric Einstein-Yang-Mills equations

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Numerical solution of the time dependent Ginzburg-Landau equations for mixed (d plus s)-wave superconductors

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

A new key to the exact sciences, or, A new and practical theory by which mathematical problems or algebraic equations of almost every description can be solved with accuracy : and with greater facility and simplicity than they can be by any method that has yet been given by any other author : in which are also introduced, a variety of useful and interesting problems, that have never before been proposed, and which it is believed cannot be solved by any methods or rules except those here laid down /

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The renormalization group and the implicit function theorem for amplitude equations

This article lays down the foundations of the renormalization group (RG) approach for differential equations characterized by multiple scales. The renormalization of constants through an elimination process and the subsequent derivation of the amplitude equation [Chen, Phys. Rev. E 54, 376 (1996)] are given a rigorous but not abstract mathematical form whose justification is based on the implicit function theorem. Developing the theoretical framework that underlies the RG approach leads to a systematization of the renormalization process and to the derivation of explicit closed-form expressions for the amplitude equations that can be carried out with symbolic computation for both linear and nonlinear scalar differential equations and first order systems but independently of their particular forms. Certain nonlinear singular perturbation problems are considered that illustrate the formalism and recover well-known results from the literature as special cases. © 2008 American Institute of Physics.

Gauge theory of a group of diffeomorphisms. I. General principles

Any (N+M)-parameter Lie group G with an N-parameter subgroup H can be realized as a global group of diffeomorphisms on an M-dimensional base space B, with representations in terms of transformation laws of fields on B belonging to linear representations of H. The gauged generalization of the global diffeomorphisms consists of general diffeomorphisms (or coordinate transformations) on a base space together with a local action of H on the fields. The particular applications of the scheme to space-time symmetries is discussed in terms of Lagrangians, field equations, currents, and source identities. Journal of Mathematical Physics is copyrighted by The American Institute of Physics.

Generalized Burgers equations and Euler-Painleve transcendents. II

It was proposed earlier [P. L. Sachdev, K. R. C. Nair, and V. G. Tikekar, J. Math. Phys. 27, 1506 (1986)] that the Euler Painlevé equation yy[script `]+ay[script ']2+ f(x)yy[script ']+g(x) y2+by[script ']+c=0 represents the generalized Burgers equations (GBE's) in the same manner as Painlevé equations do the KdV type. The GBE was treated with a damping term in some detail. In this paper another GBE ut+uaux+Ju/2t =(gd/2)uxx (the nonplanar Burgers equation) is considered. It is found that its self-similar form is again governed by the Euler Painlevé equation. The ranges of the parameter alpha for which solutions of the connection problem to the self-similar equation exist are obtained numerically and confirmed via some integral relations derived from the ODE's. Special exact analytic solutions for the nonplanar Burgers equation are also obtained. These generalize the well-known single hump solutions for the Burgers equation to other geometries J=1,2; the nonlinear convection term, however, is not quadratic in these cases. This study fortifies the conjecture regarding the importance of the Euler Painlevé equation with respect to GBE's. Journal of Mathematical Physics is copyrighted by The American Institute of Physics.

Generalized Burgers equations and Euler-Painlev transcendents. I

Initial-value problems for the generalized Burgers equation (GBE) ut+u betaux+lambdaualpha =(delta/2)uxx are discussed for the single hump type of initial data both continuous and discontinuous. The numerical solution is carried to the self-similar ``intermediate asymptotic'' regime when the solution is given analytically by the self-similar form. The nonlinear (transformed) ordinary differential equations (ODE's) describing the self-similar form are generalizations of a class discussed by Euler and Painlevé and quoted by Kamke. These ODE's are new, and it is postulated that they characterize GBE's in the same manner as the Painlev equations categorize the Kortweg-de Vries (KdV) type. A connection problem for some related ODE's satisfying proper asymptotic conditions at x=±[infinity], is solved. The range of amplitude parameter is found for which the solution of the connection problem exists. The other solutions of the above GBE, which display several interesting features such as peaking, breaking, and a long shelf on the left for negative values of the damping coefficient lambda, are also discussed. The results are compared with those holding for the modified KdV equation with damping. Journal of Mathematical Physics is copyrighted by The American Institute of Physics.

Approximation of the perturbation equations of a quasi-linear hyperbolic system in the neighborhood of a bicharacteristic

In 1956 Whitham gave a nonlinear theory for computing the intensity of an acoustic pulse of an arbitrary shape. The theory has been used very successfully in computing the intensity of the sonic bang produced by a supersonic plane. [4.] derived an approximate quasi-linear equation for the propagation of a short wave in a compressible medium. These two methods are essentially nonlinear approximations of the perturbation equations of the system of gas-dynamic equations in the neighborhood of a bicharacteristic curve (or rays) for weak unsteady disturbances superimposed on a given steady solution. In this paper we have derived an approximate quasi-linear equation which is an approximation of perturbation equations in the neighborhood of a bicharacteristic curve for a weak pulse governed by a general system of first order quasi-linear partial differential equations in m + 1 independent variables (t, x1,…, xm) and derived Gubkin's result as a particular case when the system of equations consists of the equations of an unsteady motion of a compressible gas. We have also discussed the form of the approximate equation describing the waves propagating upsteam in an arbitrary multidimensional transonic flow.

An appendix to the paper "approximation of the perturbation equations of a quasi-linear hyperbolic system in the neighborhood of a bicharacteristic"

The theory of Varley and Cumberbatch [l] giving the intensity of discontinuities in the normal derivatives of the dependent variables at a wave front can be deduced from the more general results of Prasad which give the complete history of a disturbance not only at the wave front but also within a short distance behind the wave front. In what follows we omit the index M in Eq. (2.25) of Prasad [2].