Airy Distribution Function: From the Area Under a Brownian Excursion to the Maximal Height of Fluctuating Interfaces

The Airy distribution function describes the probability distribution of the area under a Brownian excursion over a unit interval. Surprisingly, this function has appeared in a number of seemingly unrelated problems, mostly in computer science and graph theory. In this paper, we show that this distribution function also appears in a rather well studied physical system, namely the fluctuating interfaces. We present an exact solution for the distribution P(h_m,L) of the maximal height h_m (measured with respect to the average spatial height) in the steady state of a fluctuating interface in a one dimensional system of size L with both periodic and free boundary conditions. For the periodic case, we show that P(h_m,L)=L^−1/2f(h_m L^−1/2) for all L>0 where the function f(x) is the Airy distribution function. This result is valid for both the Edwards–Wilkinson (EW) and the Kardar–Parisi–Zhang interfaces. For the free boundary case, the same scaling holds P(h_m,L)=L^−1/2F(h_m L^−1/2), but the scaling function F(x) is different from that of the periodic case. We compute this scaling function explicitly for the EW interface and call it the F-Airy distribution function. Numerical simulations are in excellent agreement with our analytical results. Our results provide a rather rare exactly solvable case for the distribution of extremum of a set of strongly correlated random variables. Some of these results were announced in a recent Letter [S.N. Majumdar and A. Comtet, Phys. Rev. Lett. 92: 225501 (2004)].     

Generalized holographic and Ricci dark energy models

In this paper, we consider generalized holographic and Ricci dark energy models where the energy densities are given as ρ _R =3c ² M _pl² Rf(H ²/R) and ρ _h =3c ² M _pl² H ² g(R/H ²), respectively; here f(x), g(y) are positive defined functions of the dimensionless variables H ²/R or R/H ². It is interesting that holographic and Ricci dark energy densities are recovered or recovered interchangeably when the function f(x)=g(y)≡1 or f(x)=Id and g(y)=Id are taken, respectively (for example f(x),g(x)=1−ε(1−x), ε=0or1, respectively). Also, when f(x)≡xg(1/x) is taken, the Ricci and holographic dark energy models are equivalent to a generalized one. When the simple forms f(x)=1−ε(1−x) and g(y)=1−η(1−y) are taken as examples, by using current cosmic observational data, generalized dark energy models are considered. As expected, in these cases, the results show that they are equivalent (ε=1−η=1.312), and Ricci-like dark energy is more favored relative to the holographic one where the Hubble horizon was taken as an IR cut-off. And the suggested combination of holographic and Ricci dark energy components would be 1.312R−0.312H ², which is 2.312H²+1.312[(H)\dot]2.312H^{2}+1.312\dot{H} in terms of H ² and [(H)\dot]\dot{H} .     

Generalized Fokker-Planck equation for a class of stochastic dynamical systems driven by additive Gaussian and Poissonian fractional white noises of order <Emphasis Type="Italic">α</Emphasis>

In a first stage, the paper deals with the derivation and the solution of the equation of the probability density function of a stochastic system driven simultaneously by a fractional Gaussian white noise and a fractional Poissonian white noise both of the same order. The key is the Taylor’s series of fractional order f(x + h) = E _α(h^αD _x ^α)f(x) where E _α() denotes the Mittag-Leffler function, and D _x ^α is the so-called modified Riemann-Liouville fractional derivative which removes the effects of the non-zero initial value of the function under consideration. The corresponding fractional linear partial differential equation is solved by using a suitable extension of the Lagrange’s technique involving an auxiliary set of fractional differential equations. As an example, one considers a half-oscillator of fractional order driven by a fractional Poissonian noise.      

The inverses-wave scattering problem for a class of potentials depending on energy

The inverse scattering problem is considered for the radials-wave Schrödinger equation with the energy-dependent potentialV ⁺(E,x)=U(x)+2 Q(x). (Note that this problem is closely related to the inverse problem for the radials-wave Klein-Gordon equation of zero mass with a static potential.) Some authors have already studied it by extending the method given by Gel'fand and Levitan in the caseQ=0. Here, a more direct approach generalizing the Marchenko method is used. First, the Jost solutionf ⁺(E,x) is shown to be generated by two functionsF ⁺(x) andA ⁺(x,t). After introducing the potentialV ^–(E,x)=U(x)–2 Q(x) and the corresponding functionsF ^–(x) andA ^–(x,t), fundamental integral equations are derived connectingF ⁺(x),F ^–(x),A ⁺(x,t) andA ^–(x,t) with two functionsz ⁺(x) andz ^–(x);z ⁺(x) andz ^–(x) are themselves easily connected with the binding energiesE _n ⁺ and the scattering matrixS ⁺(E),E>0 (the input data of the inverse problem). The inverse problem is then reduced to the solution of these fundamental integral equations. Some specific examples are given. Derivation of more elaborate results in the case of real potentials, and applications of this work to other inverse problems in physics will be the object of further studies.Physique Mathématique et Théorique, Equipe de recherche associée au C.N.R.S.     

Dynamical Localization of Quantum Walks in Random Environments

We study shock statistics in the scalar conservation law ∂ _t u+∂ _x f(u)=0, x∈ℝ, t>0, with a convex flux f and spatially random initial data. We show that the Markov property (in x) is preserved for a large class of random initial data (Markov processes with downward jumps and derivatives of Lévy processes with downward jumps). The kinetics of shock clustering is then described completely by an evolution equation for the generator of the Markov process u(x,t), x∈ℝ. We present four distinct derivations for this evolution equation, and show that it takes the form of a Lax pair. The Lax equation admits a spectral parameter as in Manakov (Funct. Anal. Appl. 10:328–329, 1976), and has remarkable exact solutions for Burgers equation (f(u)=u ²/2). This suggests the kinetic equations of shock clustering are completely integrable.     

Invariants and chaotic maps

A one-dimensional mapf(x) is called an invariant of a two-dimensional mapg(x, y) ifg(x, f(x))=f(f(x)). The logistic map is an invariant of a class of two-dimensional maps. We construct a class of two-dimensional maps which admit the logistic maps as their invariant. Moreover, we calculate their Lyapunov exponents. We show that the two-dimensional map can show hyperchaotic behavior.     

Spherical Symmetric Solution in <Emphasis Type="Italic">f</Emphasis>(<Emphasis Type="Italic">R</Emphasis>) Model Around Charged Black Hole

A static, asymptotically flat, spherically symmetric solutions is investigated in f(R) theories of gravity for a charged black hole. We have studied the weak field limit of f(R) gravity for the some f(R) model such as f(R)=R+ε h(R). In particular, we consider the case lim  _R→0 h(R)/h′(R)→0 and find the space time metric for f(R)=R+[(m⁴)/(R)]f(R)=R+{\mu^{4}\over R} and f(R)=R ^1+ε theories of gravity far away a charged mass point.     

Analyticity properties of the Feigenbaum function

Analyticity properties of the Feigenbaum function [a solution ofg(x)=–^–1 g(g(x)) withg(0)=1,g(0)=0,g(0)<0] are investigated by studying its inverse function which turns out to be Herglotz or anti-Herglotz on all its sheets. It is found thatg is analytic and uniform in a domain with a natural boundary.     

Calculation of the Eigenstates and Eigenvalues for the Power and Inverse-Power Hypercentral Potentials

The bound-state solutions to the hyperradial Schr?dinger equation is constructed for any general case comprising any hypercentral power and inverse-power potentials. The hypercentral potential depends only on the hyperradius which itself is a function of Jacobi relative coordinates that are functions of particle positions (r ₁,r ₂, … , and r _N ). This paper is mainly devoted to the demonstration of the fact that any ψ of the form ψ = power series × exp(polynomial) = [f(x) exp (g(x))] is potentially a solution of the Schr?dinger equation, where the polynomial g(x) is an ansatz depending on the interaction potential.     

Map dependence of the fractal dimension deduced from iterations of circle maps

Every orientation preserving circle mapg with inflection points, including the maps proposed to describe the transition to chaos in phase-locking systems, gives occasion for a canonical fractal dimensionD, namely that of the associated set of for whichf =+g has irrational rotation number. We discuss how this dimension depends on the orderr of the inflection points. In particular, in the smooth case we find numerically thatD(r)=D(r ^–1)=r ^–1/8.     

The Klein-Gordon equation with light-cone data

It is shown that the characteristic Cauchy problem ·u(x,t)=0,u(x,–|x|)=f(x),x ⁿ ,n1 has a unique finite energy weak solution for allf such that dx(|f|²+|f|²)< and all finite energy weak solutions of the equation are obtained in this way.     

Analysis of the Global Relation for the Nonlinear Schrödinger Equation on the Half-line

It has been shown recently that the unique, global solution of the Dirichlet problem of the nonlinear Schrödinger equation on the half-line can be expressed through the solution of a 2×2 matrix Riemann–Hilbert problem. This problem is specified by the spectral functions {a(k),b(k)} which are defined in terms of the initial condition q(x,0)=q ₀(x), and by the spectral functions {A(k),B(k)} which are defined in terms of the specified boundary condition q(0,t)=g ₀(t) and the unknown boundary value q _x (0,t)=g ₁(t). Furthermore, it has been shown that given q ₀ and g ₀, the function g ₁ can be characterized through the solution of a certain 'global relation' coupling q ₀, g ₀, g ₁, and (t,k), where satisfies the t-part ofthe associated Lax pair evaluated at x=0. We show here that, by using a Gelfand–Levitan–Marchenko triangular representation of , the global relation can be explicitly solved for g ₁.     

Applications conservant une mesure absolument continue par rapport àdx sur [0, 1]

Sufficient conditions are given such that a differentiable, non invertible, mapg:[0, 1][0, 1] leaves invariant a measure absolutely continuous with respect to the Lebesgue measure. In particular, this is shown to be the case forg(x)=Rx(1–x) whenR=3,6785735 ... .     

How to Find Separation Coordinates for the Hamilton–Jacobi Equation: A Criterion of Separability for Natural Hamiltonian Systems

The method of separation of variables applied to the natural Hamilton–Jacobi equation (u/q _i )²+V(q)=E consists of finding new curvilinear coordinates x _i (q) in which the transformed equation admits a complete separated solution u(x)=u _(i)(x _i ;). For a potential V(q) given in Cartesian coordinates, the main difficulty is to decide if such a transformation x(q) exists and to determine it explicitly. Surprisingly, this nonlinear problem has a complete algorithmic solution, which we present here. It is based on recursive use of the Bertrand–Darboux equations, which are linear second order partial differential equations with undetermined coefficients. The result applies to the Helmholtz (stationary Schrödinger) equation as well.     

Bipartite Matching and Van der Waerden Conjecture

In this paper I show that the free energy F and the cost C associated to a bipartite matching problem can be explicitly estimated in term of the solution of a suitable system of equations (cavity equations in the following). The proof of these results relies on a well known result in combinatorics: the Van der Waerden conjecture (Egorychev–Falikman Theorem). Cavity equations, derived by a mean field argument by Mèzard and Parisi, can be considered as a smoothed form of the dual formulation for the bipartite matching problem. Moreover cavity equation are the Euler–Lagrange equations of a convex functional G parameterized by the temperature T. In term of their unique solution it is possible to define a free-energy-like function of the temperature g(T). g is a strictly decreasing concave function of T and C=g(0). The convexity of G allows to define an explicit algorithm to find the solution of the cavity equations at a given temperature T. Moreover, once the solution of the cavity equations at a given temperature T is known, the properties of g allow to find exact estimates from below and from above of the cost C.     

Imaginary-time path integral for a relativistic spinless particle in an electromagnetic field

A rigorous path integral representation of the solution of the Cauchy problem for the pure-imaginary-time Schrödinger equation _t (t, x)=–[H–mc ²](t,x) is established.H is the quantum Hamiltonian associated, via the Weyl correspondence, with the classical Hamiltonian [(cp–eA(x))²+m ² c ⁴]^1/2+e(x) of a relativistic spinless particle in an electromagnetic field. The problem is connected with a time homogeneous Lévy process.     

A new approach to calculate the gluon polarization

We derive the Leading-Order (LO) master equation to extract the polarized gluon distribution G(x,Q ²)=xδg(x,Q ²) from polarized proton structure function, g^p₁(x,Q²)g^{p}_{1}(x,Q^{2}). By using a Laplace-transform technique, we solve the master equation and derive the polarized gluon distribution inside the proton. The test of accuracy which is based in our calculations on two different methods, confirms that we achieve to the correct solution for the polarized gluon distribution. To determine the polarized gluon distribution xδg(x,Q ²) more accurately, we only need to have more experimental data on the polarized structure functions, g₁^p(x,Q²)g_{1}^{p}(x,Q^{2}). Our result for polarized gluon distribution is in good agreement with some phenomenological models.     

On the Fundamental Solution of a Linearized Homogeneous Coagulation Equation

We describe the fundamental solution of the equation that is obtained by linearization of the coagulation equation with kernel K(x, y) = (xy)^λ/2, around the steady state f(x) = x ^?(3+λ)/2 with ${\lambda \in (1, 2)}We describe the fundamental solution of the equation that is obtained by linearization of the coagulation equation with kernel K(x, y) = (xy)^λ/2, around the steady state f(x) = x ^−(3+λ)/2 with l ? (1, 2){\lambda \in (1, 2)} . Detailed estimates on its asymptotics are obtained. Some consequences are deduced for the flux properties of the particles distributions described by such models.     

Exact solutions for electromagnetic waves in inhomogeneous media

Exact solutions of the wave equation for the propagation of electromagnetic waves in some inhomogeneous media are found. The first solution corresponds to the barometric model of the atmosphere, whose index of refraction can be expressed by the formulaN ²(z)=1+(N ₀ ² -1) exp (–z/z ₀). The other cases correspond toN ²(z)=1+(N ₀ ² -1) ch^–2(z) andN ²(z)=a-b. [1+exp(z/L)]^–1.Dedicated to Academician Vladimír Hajko on the occasion of his 65th birthday.     

Nonlinear Steepest Descent Asymptotics for Semiclassical Limit of Integrable Systems: Continuation in the Parameter Space

The initial value problem for an integrable system, such as the Nonlinear Schrödinger equation, is solved by subjecting the linear eigenvalue problem arising from its Lax pair to inverse scattering, and, thus, transforming it to a matrix Riemann-Hilbert problem (RHP) in the spectral variable. In the semiclassical limit, the method of nonlinear steepest descent ([4,5]), supplemented by the g-function mechanism ([3]), is applied to this RHP to produce explicit asymptotic solution formulae for the integrable system. These formule are based on a hyperelliptic Riemann surface ${\mathcal {R} = \mathcal {R}(x,t)}The initial value problem for an integrable system, such as the Nonlinear Schr?dinger equation, is solved by subjecting the linear eigenvalue problem arising from its Lax pair to inverse scattering, and, thus, transforming it to a matrix Riemann-Hilbert problem (RHP) in the spectral variable. In the semiclassical limit, the method of nonlinear steepest descent ([4,5]), supplemented by the g-function mechanism ([3]), is applied to this RHP to produce explicit asymptotic solution formulae for the integrable system. These formule are based on a hyperelliptic Riemann surface R = R(x,t){\mathcal {R} = \mathcal {R}(x,t)} in the spectral variable, where the space-time variables (x, t) play the role of external parameters. The curves in the x, t plane, separating regions of different genuses of R(x,t){\mathcal {R}(x,t)}, are called breaking curves or nonlinear caustics. The genus of R(x,t){\mathcal {R}(x,t)} is related to the number of oscillatory phases in the asymptotic solution of the integrable system at the point x, t. The evolution theorem ([10]) guarantees continuous evolution of the asymptotic solution in the space-time away from the breaking curves. In the case of the analytic scattering data f(z; x, t) (in the NLS case, f is a normalized logarithm of the reflection coefficient with time evolution included), the primary role in the breaking mechanism is played by a phase function á h(z;x,t){{\Im\,h(z;x,t)}}, which is closely related to the g function. Namely, a break can be caused ([10]) either through the change of topology of zero level curves of á h(z;x,t){\Im\,h(z;x,t)} (regular break), or through the interaction of zero level curves of á h(z;x,t){{\Im\,h(z;x,t)}} with singularities of f (singular break). Every time a breaking curve in the x, t plane is reached, one has to prove the validity of the nonlinear steepest descent asymptotics in the region across the curve.