Stability for the Korteweg-de Vries equation by inverse scattering theory

The stability problems for the Korteweg-de Vries equation, where linear stability fails, are investigated by the inverse scattering method. A rather general solution u(t, x) of the K-dV equation is shown to depend, for fixed time t, continuously on the initial condition u(0, x). For a continuum solution u_c(t, x), this continuity holds uniformly in t (stability), but for a soliton solution this is not true. A soliton solution can be uniquely decomposed into a continuum and discrete (soliton) part: u(t, x) = u_e(t, x) + u_d(t, x). Then the perturbed solution u is close to u after a suitable t-dependent “shift” of the soliton part (form stability).     

Time vs. ensemble averages for nonstationary time series

We analyze whether sliding window time averages applied to stationary increment processes converge to a limit in probability. The question centers on averages, correlations, and densities constructed via time averages of the increment x(t,T)=x(t+T)−x(t), e.g. x(t,T)=ln(p(t+T)/p(t)) in finance and economics, where p(t) is a price, and the assumption is that the increment is distributed independently of t. We apply Tchebychev’s Theorem to the construction of statistical ensembles, and then show that the convergence in probability condition is not satisfied when applied to time averages of functions of stationary increments. We further show that Tchebychev’s Theorem provides the basis for constructing approximate ensemble averages and densities from a single, historic time series where, as in FX markets, the series shows a definite ‘statistical periodicity’. The convergence condition is not satisfied strongly enough for densities and certain averages, but is well-satisfied by specific averages of direct interest. Rates of convergence cannot be established independently of specific models, however. Our analysis shows how to decide which empirical averages to avoid, and which ones to construct.     

CHAOTIC AND NON-LINEAR DYNAMIC ANALYSIS OF A TWO-AXIS RATE GYRO WITH FEEDBACK CONTROL MOUNTED ON A SPACE VEHICLE

An analysis is presented in this paper for a two-axis rate gyro subjected to linear feedback control mounted on a space vehicle, which is spinning with uncertain angular velocity ω_z(t) about its spin of the gyro. For the autonomous case in which ω_z(t) is steady, the stability analysis of the system is studied by Routh-Hurwitz theory. For the non-autonomous case in which ω_z(t) is sinusoidal function, this system is a strongly non-linear damped system subjected to parametric excitation. By varying the amplitude of sinusoidal motion, periodic and chaotic responses of this parametrically excited non-linear system are investigated using the numerical simulation. Some observations on symmetry-breaking bifurcations, period-doubling bifurcations, and chaotic behavior of the system are investigated by various numerical techniques such as phase portraits, Poincaré maps, average power spectra, and Lyapunov exponents. In addition, some discussions about chaotic motions of this system can be suppressed and changed into regular motions by a suitable constant motor torque are included.     

Simulation of coupon bond European and barrier options in quantum finance

Coupon bond European and barrier options are studied in the framework of quantum finance. The prices of European and barrier options are analyzed by generating sample values of the forward interest rates f(t,x) using a two-dimensional Gaussian quantum field A(t,x). The strong correlations of forward interest rates are described by the stiff propagator of the quantum field A(t,x). Using the Cholesky decomposition, A(t,x) is expressed in terms of white noise. The simulation results for European coupon bond and barrier options are compared with approximate formulas, which are obtained as power series in the volatility of the forward interest rates. The simulation shows that the simulated price deviates from the approximate value for large volatilities. The numerical algorithm is flexible and can be used for pricing any kind of option. It is shown that the three-factor HJM model can be derived from the quantum finance formulation.     

An approach to radially symmetrical solutions of the sine-Gordon equation

The solution φ(r, t) of the radially symmetric sine-Gordon equation is considered in three and two spatial dimensions for initial curves, analogous to a 2π-kink, in the expanding and in the shrinking phase, for R(t)j? R(0). It is shown that the parameterization φ(r, t) = 4 arcian exp[γ(r?R(0)] + x(r, t), where R(t) describes the exact propagation of the maximum of φ,(r, t), is suitable. Using an appoximate differential equation, recently given for the propagation of the solitary ring wave, a rough analytic approximation for the correction function x(r = R(t), t) is found and tested numerically. A relationship between the fluctuations in x(r = R(t), t) and those in $\text{R}\text{?}\text{(t), t)}\text{and}\text{R(t)}$ explains why the solitary wave is almost stable. From x(r = R(t), t) and the supposition x(1, t) ≈ x(∞, t) ≈ 0 an assymetry in φ_r(r, t) with respect to r = R(t) is predicted. It also exhibits fluctuations corresponding to those in x(r = R(t), t). The condition for validity of this approximation apparently is also a limit for the stability of the solitary ring wave.     

A study of self-organizing processes of nonlinear stochastic variables

A general theory is given for the time evolution of nonlinear stochastic variables a(t) = {a_i(t)} whose statistical distribution is changing due to the self-organization of “macroscopic” order. The dynamics of a(t) is conveniently expressed by self-consistent equations for the ensemble average x(t) = 〈a(t)〉, the supersystem, and for the deviations ξ(t) = a(t)?x(t), the subsystem; the systems are connected to each other by feedback loops in their dynamics. The time dependence of the variance and the correlation function ofξ(t) are studied in terms of relaxation toward local equilibrium underx(t) and dynamical coupling withx(t). A special example shows that the stochastic motions of subsystems are pulled together by the motion of the supersystem through feedback loops, and that this pull-together phenomenon occurs when symmetry-breaking instability exists in nonlinear systems.     

A simple and direct periodic solution of the Korteweg-de vries equations

The solutionq(x, t) of one of the KdV hierarchy is assumed to be a potential in the Schrödinger equation as usual. We differentiate this equation with respect to the time variable and solve it with the aid of the Green function. The obtained equation relatesw _t (x, t, λ)=φ _t (x + c, x, t, λ) withq _t (x, t). The functionφ(x, x ₀,t, λ) obeys the Schrödinger equation and the boundary conditionsφ(x ₀,x ₀,t, λ)=0,φ _x (x ₀,x ₀;t, λ)=1. The shiftingc is equal to the period. We differentiatew _t (x, t, λ) three times with respect to thex coordinate and obtain the time derivative of the Milne equation. The integration of this equation with respect tox allows to solve simply the inverse problem. The reconstructed periodic potential is given by means of the well known formula for the root functions ofw(x, t, λ). The time behaviour of this function, i.e. the solution of the KdV equation, is obtained when one replacesq _t (x, t) by an expression of the KdV hiearchy in the relation betweenq _t (x, t) andw _t (x, t, λ) and transforms it. We estimated also the limit, whenc → ∞, i.e. the possible relation of the periodic solutions with the soliton ones.     

Interferometry for Ellipso-Height-Topometry part 3: Correction of the aspect errors and reduction of the dispersion of the ellipsometric parameters

Ellipso-Height-Topometry, EHT, is an extended optical topometry, where both the topographies of the surface height H(x,y) and the ellipsometric local parameters Ψ(x,y) and Δ(x,y) of surfaces with locally changing materials are measured on the same pixel raster with high resolution and using the same data sets. Further quantities can be calculated from these measurements on the base of locally confined surface models: the local refractive index, the thickness t(x,y) of overlayers or films, or other parameters of layered systems.     

The definition of the product δ(x)χx-α (α>0, real) and its applications

We introduce new space of continuous test functions S? having at x=0 an asymptotic expansion in Dirichlet series. It is shown that on the space S? the product δ(x)χx^-α(α>0, real) is a local linear continuous functional, proportional to the derivative of continuous order δ^(α) of Dirac delta. It is shown that the product δ(x)χx^-α occurs in quantum field theory asymptotically invariant with respect to the dilatation group, if we differentiate causal or retarded propagators.     

A new local linear prediction model for chaotic time series

A new local linear prediction model is proposed to predict chaotic time series in this Letter. We propose that the parameters—the embedding dimension and the time delay of the local linear prediction model—can take values which are different to those of the state space reconstruction in the procedure of finding the nearest neighbor points. We propose a criterion based on prediction power to determine the optimal parameters of the new local linear prediction model. Simulation results show that the new local linear prediction model can effectively predict chaotic time series and the prediction performance of the new local linear prediction model is superior to that of the local linear prediction.     

Exact solutions for a forced Burgers equation with a linear external force

We investigate the solutions of the Burgers equation , where F(x,t) is an external force and Φ(x,t) represents a forcing term. This equation is first analyzed in the absence of the forcing term by taking F(x,t)=k₁(t)−k₂(t)x into account. For this case, the solution obtained extends the usual one present in the Ornstein-Uhlenbeck process and depending on the choice of k₁(t) and k₂(t) it can present a stationary state or an anomalous spreading. Afterwards, the forcing terms Φ(x,t)=Φ₁(t)+Φ₂(t)x and Φ(x,t)=Φ₃x−Φ₄/x³ are incorporated in the previous analysis and exact solutions are obtained for both cases.     

Chapman-Enskog-maximum entropy method on time-dependent neutron transport equation

The time-dependent neutron transport equation in semi and infinite medium with linear anisotropic and Rayleigh scattering is proposed. The problem is solved by means of the flux-limited, Chapman-Enskog-maximum entropy for obtaining the solution of the time-dependent neutron transport. The solution gives the neutron distribution density function which is used to compute numerically the radiant energy density E(x,t), net flux F(x,t) and reflectivity R_f. The behaviour of the approximate flux-limited maximum entropy neutron density function are compared with those found by other theories. Numerical calculations for the radiant energy, net flux and reflectivity of the proposed medium are calculated at different time and space.     

The derivative nonlinear Schrödinger equation on the half-line

We analyze the derivative nonlinear Schrödinger equation on the half-line using the Fokas method. Assuming that the solution q(x,t) exists, we show that it can be represented in terms of the solution of a matrix Riemann-Hilbert problem formulated in the plane of the complex spectral parameter ζ. The jump matrix has explicit x,t dependence and is given in terms of the spectral functions a(ζ), b(ζ) (obtained from the initial data q₀(x)=q(x,0)) as well as A(ζ), B(ζ) (obtained from the boundary values g₀(t)=q(0,t) and g₁(t)=q_x(0,t)). The spectral functions are not independent, but related by a compatibility condition, the so-called global relation. Given initial and boundary values {q₀(x),g₀(t),g₁(t)} such that there exist spectral functions satisfying the global relation, we show that the function q(x,t) defined by the above Riemann-Hilbert problem exists globally and solves the derivative nonlinear Schrödinger equation with the prescribed initial and boundary values.     

Evolution of the density for a chaotic map

For the discrete-time map x_t+11 = 4x_t(1?x_t) an exact, explicit expression is given for the time-dependent density r_t (x) evolving from a uniform initial density on (0,1). As t → ∞, r_t(x) approaches the known invariant density $\text{r(x) = 1/[π}\text{x(1?x)}\text{]}$.     

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.     

Dynamic behaviours of 2∞ attractor and q-phase transitions at bifurcations in logistic map

Dynamic behaviours of the 2^∞ attractor at the accumulation of period doubling in the logistic map are studied by the sum of the local expansion rates S_n(x₁) of nearby orbits. The variance 〈[S_n(x)]²〉 and algebraic exponent ß_n(x₁) = S_n(x₁)/ln(n) exhibits self-similar structures. The critical bifurcations such as intermittency, band merging and crisis-sudden widening of the chaotic attractor are studied in terms of a q-weighted average Λ(q), (− ∞ < q < ∞) of the coarse-grained local expansion rates Λ of nearby orbitals.     

Uniqueness Result in the Cauchy Dirichlet Problem via Mehler Kernel

Using the Mehler kernel, a uniqueness theorem in the Cauchy Dirichlet problem for the Hermite heat equation with homogeneous Dirichlet boundary conditions on a class P of bounded functions U(x, t) with certain growth on U _x (x, t) is established.