Quantum Mechanics in Riemannian Space: Different Approaches to Quantization of the Geodesic Motion Compared

We compare different approaches to the construction of the quantum mechanics of a particle in the general Riemannian space and space–time via quantization of motion along geodesic lines. We briefly review different quantization formalisms and the difficulties arising in their application to geodesic motion in a Riemannian configuration space. We then consider canonical, semiclassical (Pauli–De Witt), and Feynman (path-integral) formalisms in more detail and compare the quantum Hamiltonians of a particle arising in these models in the case of a static, topological elementary Riemannian configuration space. This allows selecting a unique ordering rule for the coordinate and momentum operators in the canonical formalism and a unique definition of the path integral that eliminates a part of the arbitrariness involved in the construction of the quantum mechanics of a particle in the Riemannian space. We also propose a geometric explanation of another main problem in quantization, the noninvariance of the quantum Hamiltonian and the path integral under configuration space diffeomorphisms.     

A version of Turán’s problem for positive definite functions of several variables

We present a systematic approach to solving the problem of affine homogeneity of real hypersurfaces in the three-dimensional complex space. This question is an important part of the general problem of holomorphic classification of homogeneous real hypersurfaces in three-dimensional complex spaces. In contrast to the two-dimensional case, the whole problem (just as its affine part) has not yet been fully studied, although there exist a large number of examples of homogeneous manifolds. We study only the class of tubular type surfaces, which is defined by conditions imposed on the 2-jet of their canonical equations and generalizes the class of tube manifolds. We discuss the procedure of describing all matrix Lie algebras corresponding to the homogeneous manifolds under consideration. In the class that we study, we distinguish four cases depending on the third-order Taylor coefficients of the canonical equations; in three of these cases, the Lie algebras and the corresponding affine homogeneous surfaces are completely described. The key point of the proposed approach is the solution of a large system of quadratic equations that corresponds to each of the homogeneous surfaces.     

Symmetries of Quantum Lax Equations for the Painlevé Equations

Based on the fact that the Painlevé equations can be written as Hamiltonian systems with affine Weyl group symmetries, a canonical quantization of the Painlevé equations preserving such symmetries has been studied recently. On the other hand, since the Painlevé equations can also be described as isomonodromic deformations of certain second-order linear differential equations, a quantization of such Lax formalism is also a natural problem. In this paper, we introduce a canonical quantization of Lax equations for the Painlevé equations and study their symmetries. We also show that our quantum Lax equations are derived from Virasoro conformal field theory.     

Energy methods for stochastic differential equations

This article is devoted to the existence of strong solutions to stochastic differential equations (SDEs). Compared with Ito's theory, we relax the assumptions on the volatility term and replace the global Lipschitz continuity condition with a local Lipschitz continuity condition and a Hoelder continuity condition. In particular, our general SDE covers the Cox–Ingersoll–Ross SDE as a special case. We note that the general weak existence theory presumably extends to our general SDE (although the explicit time dependence of the drift term and the volatility term might require some extra considerations). However, avoiding weak existence theory we prove the existence of a strong solution directly using a priori estimates (the so-called energy estimates) derived from the SDE. The benefit of this approach is that the argument only requires some basic knowledge about stochastic and functional analysis. Moreover, the underlying principle has developed to become one of the cornerstones of the modern theory of partial differential equations (PDEs). In this sense, the general goal of this article is not just to establish the existence of a strong solution to the SDE under consideration but rather to introduce a new principle in the context of SDEs that has already proven to be successful in the context of PDEs.     

Symmetries of shallow water equations on a rotating plane

We consider a system of nonlinear differential equations which describes the spatial motion of an ideal incompressible fluid on a rotating plane in the shallow water approximation and a more general system of the theory of long waves which takes into account the specifics of shear flows. Using the group analysis methods, we calculate the 9-dimensional Lie algebras of infinitesimal operators admissible by the models. We establish an isomorphism of these Lie algebras with a known Lie algebra of operators admissible by the system of equations for the two-dimensional isentropic motions of a polytropic gas with the adiabatic exponent γ = 2. The nontrivial symmetries of the models under consideration enable us to carry out the group generation of the solutions. The class of stationary solutions to the equations of rotating shallow water transforms into a new class of periodic solutions.     

On canonical almost geodesic mappings which preserve the weyl projective tensor

We study a partial case of canonical almost geodesic mappings of the first type of spaces with affine connection that preserve Weyl projective curvature tensor and certain other tensors. Main equations under consideration are reduced to a closed Cauchy system type in covariant derivatives. Therefore a general solution to these equations depends on a finite number of constants. We submit an example of above mappings between flat spaces. We establish that projective Euclidean and equiaffine spaces form closed classes of spaces with respect to these mappings.     

Global continuation of forced oscillations of retarded motion equations on manifolds

We investigate T-periodic parametrized retarded functional motion equations on (possibly) noncompact manifolds; that is, constrained second order retarded functional differential equations. For such equations we prove a global continuation result for T-periodic solutions. The approach is topological and is based on the degree theory for tangent vector fields as well as on the fixed point index theory.Our main theorem is a generalization to the case of retarded equations of an analogous result obtained by the last two authors for second order differential equations on manifolds. As corollaries we derive a Rabinowitz-type global bifurcation result and a Mawhin-type continuation principle. Finally, we deduce the existence of forced oscillations for the retarded spherical pendulum under general assumptions.     

Canonical dual least square method for solving general nonlinear systems of quadratic equations

This paper presents a canonical dual approach for solving general nonlinear algebraic systems. By using least square method, the nonlinear system of m-quadratic equations in n-dimensional space is first formulated as a nonconvex optimization problem. We then proved that, by the canonical duality theory developed by the second author, this nonconvex problem is equivalent to a concave maximization problem in ℝ ^m , which can be solved easily by well-developed convex optimization techniques. Both existence and uniqueness of global optimal solutions are discussed, and several illustrative examples are presented.     

Second-degree Painlevé equations and their contiguity relations

We study second-order, second-degree systems related to the Painlevé equations which possess one and two parameters. In every case we show that by introducing a quantity related to the canonical Hamiltonian variables it is possible to derive such a second-degree equation. We investigate also the contiguity relations of the solutions of these higher-degree equations. In most cases these relations have the form of correspondences, which would make them non-integrable in general. However, as we show, in our case these contiguity relations are indeed integrable mappings, with a single ambiguity in their evolution (due to the sign of a square root).     

Recursion operators,conservation laws,and integrability conditions for difference equations

We attempt to propose an algebraic approach to the theory of integrable difference equations. We define the concept of a recursion operator for difference equations and show that it generates an infinite sequence of symmetries and canonical conservation laws for a difference equation. As in the case of partial differential equations, these canonical densities can serve as integrability conditions for difference equations. We obtain the recursion operators for the Viallet equation and all the Adler-Bobenko-Suris equations.     

Noether, partial Noether operators and first integrals for a linear system

We obtain Noether and partial Noether operators corresponding to a Lagrangian and a partial Lagrangian for a system of two linear second-order ordinary differential equations (ODEs) with variable coefficients. The canonical form for a system of two second-order ordinary differential equations is invoked and a special case of this system is studied for both Noether and partial Noether operators. Then the first integrals with respect to Noether and partial Noether operators are obtained for the linear system under consideration. We show that the first integrals for both the Noether and partial Noether operators are the same. This can give rise to further studies on systems from a partial Lagrangian viewpoint as systems in general do not admit Lagrangians.     

Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean–variance insurer with ambiguity aversion

This paper considers the robust equilibrium reinsurance and investment strategies for an ambiguity-averse insurer under a dynamic mean–variance criterion. The insurer is allowed to purchase excess-of-loss reinsurance and invest in a financial market consisting of a risk-free asset and a credit default swap (CDS). Following a game theoretic approach, robust equilibrium strategies and equilibrium value functions for the pre-default case and the post-default case are derived, respectively. For the ambiguity-averse insurer, in general the equilibrium strategies can be characterized by unique solutions to some algebraic equations. For the degenerate case with an ambiguity-neutral insurer, closed-form expressions of equilibrium strategies and equilibrium value functions are obtained. Numerical examples demonstrate that the consideration of model uncertainty and CDS investment improves the insurer’s utility. In this regard, our paper establishes theoretical and numerical support for the importance of ambiguity aversion, credit risk and their interplay in insurance business.     

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,…, x_m) 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.     

Bundle bispectrality for matrix differential equations

We consider the fundamental solutions of a wide class of first order systems with polynomial dependence on the spectral parameter and rational matrix potentials. Such matrix potentials are rational solutions of a large class of integrable nonlinear equations, which play an important role in different mathematical physics problems. The concept of bispectrality, which was originally introduced by Grünbaum, is extended in a natural way for the systems under consideration and their bispectrality is derived via the representation of the fundamental solutions. This bispectrality is preserved under the flows of the corresponding integrable nonlinear equations. For the case of Dirac type (canonical) systems the complete characterization of the bispectral potentials under consideration is obtained in terms of the system's spectral function.     

Kinetic Theory of Quantum Electrodynamic Plasma in a Strong Electromagnetic Field: I. The Covariant Formalism

We present a covariant approach to the kinetic theory of quantum electrodynamic plasma in a strong electromagnetic field. The method is based on the relativistic von Neumann equation for the nonequilibrium statistical operator defined on spacelike hyperplanes in Minkowski space. We use the canonical quantization of the system on hyperplanes and a covariant generalization of the Coulomb gauge. The condensate mode associated with the mean electromagnetic field is separated from the photon degrees of freedom by a time-dependent unitary transformation of the dynamic variables and the nonequilibrium statistical operator. This allows using expansions of correlation functions and of the statistical operator in powers of the fine structure constant even in the presence of a strong electromagnetic field. We present a general scheme for deriving kinetic equations in the hyperplane formalism.     

Three-Body Problem with Variable Masses that Change Anisotropically at Different Rates

In this paper we consider a general case of the three-body problem with variable masses that change anisotropically at different rates. Due to the change of masses reactive forces appear which significantly complicate the problem. Equations of motion of the system have been derived in Jacobi coordinates for the first time. Using these equations of motion and applying the methods of perturbation theory in modified Jacobi and Delaunay elements, we have obtained canonical equations of perturbed motion of the system in the presence of reactive forces. Canonical system of equations for secular perturbations in the three-body problem with variable masses changing anisotropically was derived in explicit form in terms of the analogues of the second system of Poincaré elements. An approximate analytical solution of the differential equations for secular perturbations was obtained by Picard’s method.     

Multilayer beams: A geometrically exact formulation

Summary We review and extend our recent work on a new theory of multilayer structures, with particular emphasis on sandwich beams/1-D plates. Both the formulation of the equations of motion in the general dynamic case and the computational formulation of the resulting nonlinear equations of equilibrium in the static case based on a Galerkin projection are presented. Finite rotations of the layer cross sections are allowed, with shear deformation accounted for in each layer. There is no restriction on the layer thickness; the number of layers can vary between one and three. The deformed profile of a beam cross section is continuous, piecewise linear, with a motion in 2-D space identical to that of a planar multibody system that consists of three rigid links connected by hinges. With the dynamics of this multi (rigid/flexible) body being referred directly to an inertial frame, the equations of motion are derived via the balance of (1) the rate of kinetic energy and the power of resultant contact (internal) forces/couples, and (2) the power of assigned (external) forces/couples. The present formulation offers a general method for analyzing the dynamic response of flexible multilayer structures undergoing large deformation and large overall motion. With the layersnot required to have equal length, the formulation permits the analysis of an important class of multilayer structures with ply drop-off. For sandwich structures, an approximated theory with infinitesimal relative outer-layer rotations superimposed onto finite core-layer rotation is deduced from the general nonlinear equations in a consistent manner. The classical linear theory of sandwich beams/1-D plates is recovered upon a consistent linearization. Using finite element basis functions in the Galerkin projection, we provide extensive numerical examples to verify the theoretical formulation and to illustrate its versatility. Dedicated to the memory of Professor Juan Carlos Simo, whose early demise is a great loss for the applied and computational mechanics community This paper was solicited by the editors to be part of a volume dedicated to the memory of Juan Simo.     

Canonical formulation of the embedded theory of gravity equivalent to Einstein’s general relativity

We study the approach in which independent variables describing gravity are functions of the space-time embedding into a flat space of higher dimension. We formulate a canonical formalism for such a theory in a form that requires imposing additional constraints, which are a part of Einstein’s equations. As a result, we obtain a theory with an eight-parameter gauge symmetry. This theory becomes equivalent to Einstein’s general relativity either after partial gauge fixing or after rewriting the metric in the form that is invariant under the additional gauge transformations. We write the action for such a theory. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 153, No. 2, pp. 271–288, November, 2007.     

Gravity as a field theory in flat space-time

We propose a formulation of gravity theory in the form of a field theory in a flat space-time with a number of dimensions greater than four. Configurations of the field under consideration describe the splitting of this space-time into a system of mutually noninteracting four-dimensional surfaces. Each of these surfaces can be considered our four-dimensional space-time. If the theory equations of motion are satisfied, then each surface satisfies the Regge-Teitelboim equations, whose solutions, in particular, are solutions of the Einstein equations. Matter fields then satisfy the standard equations, and their excitations propagate only along the surfaces. The formulation of the gravity theory under consideration could be useful in attempts to quantize it.