STABILITY ANALYSIS WITH APPLICATIONS OF A TWO-DIMENSIONAL DYNAMICAL SYSTEM ARISING FROM A STOCHASTIC MODEL FOR AN ASSET MARKET

We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-dimensional dynamical system whose orbits mimic the evolution of the price of an asset and the excess demand for that asset. The construction of the system is grounded upon a heterogeneous interacting agent model for a single risky asset market. An advantage of this construction procedure is that the resulting dynamical system becomes a macroscopic market model which mirrors the market quantities and qualities that would typically be taken into account solely at the microscopic level of modeling. The system`s parameters correspond to: (a) the proportion of speculators in a market; (b) the traders` speculative trend; (c) the degree of heterogeneity of idiosyncratic evaluations of the market agents with respect to the asset`s fundamental value; and (d) the strength of the feedback of the population excess demand on the asset price update increment. This correspondence allows us to employ our results in order to infer plausible causes for the emergence of price and demand fluctuations in a real asset market. The employment of dynamical systems for studying evolution of stochastic models of socio-economic phenomena is quite usual in the area of heterogeneous interacting agent models. However, in the vast majority of the cases present in the literature, these dynamical systems are one-dimensional. Our work is among the few in the area that construct and study analytically a two-dimensional dynamical system and apply it for explanation of socio-economic phenomena.

GLOBAL DYNAMICS IN THE POINCARE BALL of THE CHEN SYSTEM HAVING INVARIANT ALGEBRAIC SURFACES

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Lap number properties for p-Laplacian problems investigated by Lyapunov methods

In this work we consider a one-dimensional quasilinear parabolic equation and we prove that the lap number of any solution cannot increase through orbits as the time passes if the initial data is a continuous function. We deal with the lap number functional as a Lyapunov function, and apply lap number properties to reach an understanding on the asymptotic behavior of a particular problem. (c) 2006 Published by Elsevier Ltd.

Radiative Omega(-)->Xi(-)gamma decay and physics beyond the standard model

We investigate the impact of new physics beyond the Standard Model to the s --> d gamma process, which is responsible for the short-distance contribution to the radiative decay Omega-( )--> Xi(-) gamma. We study three representative extensions of the Standard Model, namely a one-family technicolor model, a two Higgs doublet model and a model containing scalar leptoquarks. When constraints arising from the observed b --> s gamma transition and the upper limit on D-0-(D) over bar(0) mixing are taken into account, we find no significant contributions of new physics to the s --> d gamma process.

Radiative Omega(-)->Xi(-)gamma decay and physics beyond the standard model

We investigate the impact of new physics beyond the standard model to the s → dγ process, which is responsible for the short-distance contribution to the radiative decay Ω-Ξ-γ. We study three representative extensions of the standard model: namely, a one-family technicolor model, a two-Higgs-doublet model, and a model containing scalar leptoquarks. When constraints arising from the observed b→sγ transition and the upper limit on D0-D̄0 mixing are taken into account, we find no significant contributions of new physics to the s→dy process.

QCD sum rule approach to the s->d gamma contribution to the Omega(-)->Xi(-)gamma radiative decay

QCD sum rules are used to calculate the contribution of the short-distance single-quark transition s-->d gamma to the amplitudes of the hyperon radiative decay Omega(-)-->Xi(-) gamma. We reevaluate the Wilson coefficient of the effective operator responsible for this transition. We obtain a branching ratio which is comparable to the unitarity limit.

The 1000 brightest hipass galaxies: The H I mass function and Omega(H I)

We present a new, accurate measurement of the H I mass function of galaxies from the HIPASS Bright Galaxy Catalog, a sample of 1000 galaxies with the highest H I peak flux densities in the southern (delta

Quantum methods for clock synchronization: Beating the standard quantum limit without entanglement

We introduce methods for clock synchronization that make use of the adiabatic exchange of nondegenerate two-level quantum systems: ticking qubits. Schemes involving the exchange of N independent qubits with frequency omega give a synchronization accuracy that scales as (omega root N)(-1)-i.e., as the standard quantum limit. We introduce a protocol that makes use of N-c coherent exchanges of a single qubit at frequency omega, leading to an accuracy that scales as (omega N-c)(-1) ln N-c. This protocol beats the standard quantum limit without the use of entanglement, and we argue that this scaling is the fundamental limit for clock synchronization allowed by quantum mechanics. We analyze the performance of these protocols when used with a lossy channel.

Quasinormal modes of black holes in anti-de Sitter space: A numerical study of the eikonal limit

Using series solutions and time-domain evolutions, we probe the eikonal limit of the gravitational and scalar-field quasinormal modes of large black holes and black branes in anti-de Sitter backgrounds. These results are particularly relevant for the AdS/CFT correspondence, since the eikonal regime is characterized by the existence of long-lived modes which (presumably) dominate the decay time scale of the perturbations. We confirm all the main qualitative features of these slowly damped modes as predicted by Festuccia and Liu [G. Festuccia and H. Liu, arXiv:0811.1033.] for the scalar-field (tensor-type gravitational) fluctuations. However, quantitatively we find dimensional-dependent correction factors. We also investigate the dependence of the quasinormal mode frequencies on the horizon radius of the black hole (brane) and the angular momentum (wave number) of vector- and scalar-type gravitational perturbations.

Weighted S-Asymptotically omega-Periodic Solutions of a Class of Fractional Differential Equations

We study the existence of weighted S-asymptotically omega-periodic mild solutions for a class of abstract fractional differential equations of the form u' = partial derivative (alpha vertical bar 1)Au + f(t, u), 1 < alpha < 2, where A is a linear sectorial operator of negative type.

Attenuation of omega mesons in cold nuclear matter

The attenuation of. mesons in cold nuclear matter has been investigated via the time-dependent multiple-scattering Monte Carlo multicollisional (MCMC) intranuclear cascade model. The inelastic. width deduced from CBELSA/TAPS Collaboration data of meson transparency in complex nuclei (Gamma* similar or equal to 30 MeV/c(2)) is approximately 5 times lower than the value obtained with recent theoretical models and consistent with an in-medium total omega N cross section within 25-30 mb for an average meson momentum of 1.1 GeV/c. The momentum-dependent transparency ratios suggest an elastic/total cross-section ratio around 40%. For the case of CLAS Collaboration data a much higher width is deduced (Gamma* greater than or similar to 120 MeV/c(2)), with the MCMC model providing a consistent interpretation of the data, assuming a much higher meson absorption (sigma(omega N)* greater than or similar to 100 mb) for p(omega) similar to 1.7 GeV/c.

Upper limit on the diffuse flux of ultrahigh energy tau neutrinos from the Pierre Auger Observatory

The surface detector array of the Pierre Auger Observatory is sensitive to Earth-skimming tau neutrinos that interact in Earth's crust. Tau leptons from nu(tau) charged-current interactions can emerge and decay in the atmosphere to produce a nearly horizontal shower with a significant electromagnetic component. The data collected between 1 January 2004 and 31 August 2007 are used to place an upper limit on the diffuse flux of nu(tau) at EeV energies. Assuming an E(nu)(-2) differential energy spectrum the limit set at 90% C. L. is E(nu)(2)dN(nu tau)/dE(nu) < 1: 3 x 10(-7) GeV cm(-2) s(-1) sr(-1) in the energy range 2 x 10(17) eV< E(nu) < 2 x 10(19) eV.

Cavity-Controlled Collective Scattering at the Recoil Limit

We study collective scattering with Bose-Einstein condensates interacting with a high-finesse ring cavity. The condensate scatters the light of a transverse pump beam superradiantly into modes which, in contrast to previous experiments, are not determined by the geometrical shape of the condensate, but specified by a resonant cavity mode. Moreover, since the recoil-shifted frequency of the scattered light depends on the initial momentum of the scattered fraction of the condensate, we show that it is possible to employ the good resolution of the cavity as a filter selecting particular quantized momentum states.