Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents

We introduce a stochastic heterogeneous interacting-agent model for the short-time non-equilibrium evolution of excess demand and price in a stylized asset market. We consider a combination of social interaction within peer groups and individually heterogeneous fundamentalist trading decisions which take into account the market price and the perceived fundamental value of the asset. The resulting excess demand is coupled to the market price. Rigorous analysis reveals that this feedback may lead to price oscillations, a single bounce, or monotonic price behaviour. The model is a rare example of an analytically tractable interacting-agent model which allows LIS to deduce in detail the origin of these different collective patterns. For a natural choice of initial distribution, the results are independent of the graph structure that models the peer network of agents whose decisions influence each other. (C) 2009 Elsevier B.V. All rights reserved.

How does a β-hairpin fold/unfold? Competition between topology and heterogeneity in a solvable model

We study the competition between topological effects and sequence inhomogeneities in determining the thermodynamics and the un/folding kinetics of a β-hairpin. Our work utilizes a new exactly solvable model that allows for arbitrary configurations of native contacts. In general, the competition between heterogeneity and topology results in a crossover of the dominant transition state. Interestingly, near this crossover, the single reaction coordinate picture can be seriously misleading. Our results also suggest that inferring the folding pathway from unfolding simulations is not always justified.

An exactly solvable four transition point model

Heavy particle collisions, in particular low-energy ion-atom collisions, are amenable to semiclassical JWKB phase integral analysis in the complex plane of the internuclear separation. Analytic continuation in this plane requires due attention to the Stokes phenomenon which parametrizes the physical mechanisms of curve crossing, non-crossing, the hybrid Nikitin model, rotational coupling and predissociation. Complex transition points represent adiabatic degeneracies. In the case of two or more such points, the Stokes constants may only be completely determined by resort to the so-called comparison- equation method involving, in particular, parabolic cylinder functions or Whittaker functions and their strong-coupling asymptotics. In particular, the Nikitin model is a two transition-point one-double-pole problem in each half-plane corresponding to either ingoing or outgoing waves. When the four transition points are closely clustered, new techniques are required to determine Stokes constants. However, such investigations remain incomplete, A model problem is therefore solved exactly for scattering along a one-dimensional z-axis. The energy eigenvalue is b(2)-a(2) and the potential comprises -z(2)/2 (parabolic) and -a(2) + b(2)/2z(2) (centrifugal/centripetal) components. The square of the wavenumber has in the complex z-plane, four zeros each a transition point at z = +/-a +/- ib and has a double pole at z = 0. In cases (a) and (b), a and b are real and unitarity obtains. In case (a) the reflection and transition coefficients are parametrized by exponentials when a(2) + b(2) > 1/2. In case (b) they are parametrized by trigonometrics when a(2) + b(2) <1/2 and total reflection is achievable. In case (c) a and b are complex and in general unitarity is not achieved due to loss of flux to a continuum (O'Rourke and Crothers, 1992 Proc. R. Sec. 438 1). Nevertheless, case (c) coefficients reduce to (a) or (b) under appropriate limiting conditions. Setting z = ht, with h a real constant, an attempt is made to model a two-state collision problem modelled by a pair of coupled first-order impact parameter equations and an appropriate (T) over tilde-tau relation, where (T) over tilde is the Stueckelberg variable and tau is the reduced or scaled time. The attempt fails because (T) over tilde is an odd function of tau, which is unphysical in a real collision problem. However, it is pointed out that by applying the Kummer exponential model to each half-plane (O'Rourke and Crothers 1994 J. Phys. B: At. Mel. Opt. Phys. 27 2497) the current model is in effect extended to a collision problem with four transition points and a double pole in each half-plane. Moreover, the attempt in itself is not a complete failure since it is shown that the result is a perfect diabatic inelastic collision for a traceless Hamiltonian matrix, or at least when both diagonal elements are odd and the off-diagonal elements equal and even.

A New Class of Exactly Solvable Interacting Fermion Models in One Dimension

We investigate a model containing two species of one-dimensional fermions interacting via a gauge field determined by the positions of all particles of the opposite species. The model can be salved exactly via a simple unitary transformation. Nevertheless, correlation functions exhibit nontrivial interaction-dependent exponents. A similar model defined on a lattice is introduced and solved. Various generalizations, e.g., to the case of internal symmetries of the fermions, are discussed. The present treatment also clarifies certain aspects of Luttinger's original solution of the "Luttinger model."

Magnetic susceptibility of an exactly solvable anisotropic spin ladder system

We investigate the thermodynamics of an integrable spin ladder model which possesses a free parameter besides rung and leg couplings. The model is exactly solvable by means of the Bethe ansatz and exhibits a phase transition between a gapped and a gapless spin excitation spectrum. The magnetic susceptibility is obtained numerically and its dependence on the anisotropy parameter is determined. The spin gap obtained from the susceptibility curve and the one obtained from the Bethe ansatz equations are in very good agreement. Our results for the magnetic susceptibility fit well the experimental data for the organometallic compounds (5IAP)(2)CuBr4 . 2H(2)O (Landee C. P. et al., Phys. Rev. B, 63 (2001) 100402(R)) Cu-2(C5H12N2)(2)Cl-4 (Hayward C. A., Poilblanc D. and Levy L. P., Phys. Rev. B, 54 (1996) R12649, Chaboussant G. et al., Phys. Rev. Lett., 19 ( 1997) 925; Phys. Rev. B, 55 ( 1997) 3046.) and (C5H12N)(2)CuBr4 (Watson B. C. et al., Phys. Rev. Lett., 86 ( 2001) 5168) in the strong-coupling regime.

A Bethe ansatz solvable model for superpositions of Cooper pairs and condensed molecular bosons

We introduce a general Hamiltonian describing coherent superpositions of Cooper pairs and condensed molecular bosons. For particular choices of the coupling parameters, the model is integrable. One integrable manifold, as well as the Bethe ansatz solution, was found by Dukelsky et al. [J. Dukelsky, G.G. Dussel, C. Esebbag, S. Pittel, Phys. Rev. Lett. 93 (2004) 050403]. Here we show that there is a second integrable manifold, established using the boundary quantum inverse scattering method. In this manner we obtain the exact solution by means of the algebraic Bethe ansatz. In the case where the Cooper pair energies are degenerate we examine the relationship between the spectrum of these integrable Hamiltonians and the quasi-exactly solvable spectrum of particular Schrodinger operators. For the solution we derive here the potential of the Schrodinger operator is given in terms of hyperbolic functions. For the solution derived by Dukelsky et al., loc. cit. the potential is sextic and the wavefunctions obey PT-symmetric boundary conditions. This latter case provides a novel example of an integrable Hermitian Hamiltonian acting on a Fock space whose states map into a Hilbert space of PE-symmetric wavefunctions defined on a contour in the complex plane. (c) 2006 Elsevier B.V. All rights reserved.

Multi-channel curve crossing problems: analytically solvable model

We have proposed a general method for finding the exact analytical solution for the multi-channel curve crossing problem in the presence of delta function couplings. We have analysed the case where aa potential energy curve couples to a continuum (in energy) of the potential energy curves.

On some classes of exactly-solvable Klein-Gordon equations

In this work we discuss some exactly solvable Klein-Gordon equations. We basically discuss the existence of classes of potentials with different nonrelativistic limits, but which shares the intermediate effective Schroedinger differential equation. We comment about the possible use of relativistic exact solutions as approximations for nonrelativistic inexact potentials. (c) 2005 Elsevier B.V. All rights reserved.

So(2,1) Lie algebra and the Green's functions for the conditionally exactly solvable potentials

The Green's functions of the recently discovered conditionally exactly solvable potentials are computed. This is done through the use of a second-order differential realization of the so(2,1) Lie algebra. So we present the dynamical symmetry underlying the solvability of such potentials and show that they belong to a general class of solvable and partially solvable potentials. © 1994 The American Physical Society.

Expanding the class of conditionally exactly solvable potentials

Recently a class of quantum-mechanical potentials was presented that is characterized by the fact that they are exactly solvable only when some of their parameters are fixed to a convenient value, so they were christened as conditionally exactly solvable potentials. Here we intend to expand this class by introducing examples in two dimensions. As a byproduct of our search, we found also another exactly solvable potential. © 1994 The American Physical Society.

Quasi-exactly-solvable confining solutions for spin-1 and spin-0 bosons in (1+1)-dimensions with a scalar linear potential

We point out a misleading treatment in the recent literature regarding confining solutions for a scalar potential in the context of the Duffin-Kemmer-Petiau theory. We further present the proper bound-state solutions in terms of the generalized Laguerre polynomials and show that the eigenvalues and eigenfunctions depend on the solutions of algebraic equations involving the potential parameter and the quantum number. (C) 2014 Elsevier Inc. All rights reserved.

Dynamical algebra of quasi-exactly-solvable potentials

We show that by using second-order differential operators as a realization of the so(2,1) Lie algebra, we can extend the class of quasi-exactly-solvable potentials with dynamical symmetries. As an example, we dynamically generate a potential of tenth power, which has been treated in the literature using other approaches, and discuss its relation with other potentials of lowest orders. The question of solvability is also studied. © 1991 The American Physical Society.

Solvable model for template coexistence in protocells

Compartmentalization of self-replicating molecules (templates) in protocells is a necessary step towards the evolution of modern cells. However, coexistence between distinct template types inside a protocell can be achieved only if there is a selective pressure favoring protocells with a mixed template composition. Here we study analytically a group selection model for the coexistence between two template types using the diffusion approximation of population genetics. The model combines competition at the template and protocell levels as well as genetic drift inside protocells. At the steady state, we find a continuous phase transition separating the coexistence and segregation regimes, with the order parameter vanishing linearly with the distance to the critical point. In addition, we derive explicit analytical expressions for the critical steadystate probability density of protocell compositions.

Drinfeld twists and algebraic bethe ansatz of the supersymmetric model associated with U-q(gl(m vertical bar n))

We construct the Drinfeld twists (or factorizing F-matrices) of the supersymmetric model associated with quantum superalgebra U-q(gl(m vertical bar n)), and obtain the completely symmetric representations of the creation operators of the model in the F-basis provided by the F-matrix. As an application of our general results, we present the explicit expressions of the Bethe vectors in the F-basis for the U-q(gl(2 vertical bar 1))-model (the quantum t-J model).