Splitting of Spectra in Anharmonic Oscillators Described by Kratzer Potential Function

A perturbation theory model that describes splitting of the spectra in highly symmetrical molecular species in electrostatic field is proposed. An anahrmonic model of a two-dimensional oscillator having Kratzer potential energy functionis used to model the molecular species and to represent the unperturbed system. A selection rule for the radial quantum number of the oscillator is derived. The eigenfunctions of a two-dimensional anharmonic oscillator in cylindrical coordinates are used for the matrix elements representing the probability for energy transitions in dipole approximation to be calculated. Several forms of perturbation operators are proposed to model the interactionbetween the polyatomic molecular species and an electrostatic field. It is found that the degeneracy is removed in the presence of the electric field and spectral splitting occurs. Anharmonic approximation for the unperturbed system is more accurate and reliable representation of a real polyatomic molecular species.     

Generalised Geometric Brownian Motion: Theory and Applications to Option Pricing

Classical option pricing schemes assume that the value of a financial asset follows a geometric Brownian motion (GBM). However, a growing body of studies suggest that a simple GBM trajectory is not an adequate representation for asset dynamics, due to irregularities found when comparing its properties with empirical distributions. As a solution, we investigate a generalisation of GBM where the introduction of a memory kernel critically determines the behaviour of the stochastic process. We find the general expressions for the moments, log-moments, and the expectation of the periodic log returns, and then obtain the corresponding probability density functions using the subordination approach. Particularly, we consider subdiffusive GBM (sGBM), tempered sGBM, a mix of GBM and sGBM, and a mix of sGBMs. We utilise the resulting generalised GBM (gGBM) in order to examine the empirical performance of a selected group of kernels in the pricing of European call options. Our results indicate that the performance of a kernel ultimately depends on the maturity of the option and its moneyness.     

Splitting of Spectra in Anharmonic Oscillators Described by Kratzer Potential Function

A perturbation theory model that describes splitting of the spectra in highly symmetrical molecular species in electrostatic field is proposed. An anahrmonie model of a two-dimensional oscillator having Kratzer potential energy function is used to model the molecular species and to represent the unperturbed system. A selection rule for the radial quantum number of the oscillator is derived. The eigenfunctions of a two-dimensional anharmonic oscillator in cylindrical coordinates are used for the matrix elements representing the probability for energy transitions in dipole approximation to be calculated. Several forms of perturbation operators are proposed to model the interaction between the polyatomic molecular species and an electrostatic field. It is found that the degeneracy is removed in the presence of the electric field and spectral splitting occurs. Anharmonic approximation for the unperturbed system is more accurate and reliable representation of a reaJ polyatomic molecular species.     

Axially symmetrical molecules in electric and magnetic fields: energy spectrum and selection rules

In this paper we investigate the effects of external electric and magnetic fields on a three-dimensional harmonic oscillator with axial symmetry. The energy spectrum of such a system is non-degenerate due to the presence of the magnetic field. The degeneracy of the energy spectrum in the absence of a magnetic field is discussed. The influence of electric and magnetic fields, as well as the frequencies of the oscillator on the probability distribution function is analyzed. Optical transition probabilities are examined by deriving the selection rules in dipole approximation for the quantum numbers n _p , m _l and n _z . Employing stationary perturbation theory, the effects of deformations of the potential energy function on the oscillatory states are analyzed. Such models have been used in literature in analysis of spectra of axially symmetrical molecules and cylindrical quantum dots.     

Exact solutions for fractional diffusion equation in a bounded domain with different boundary conditions

We give an analytical treatment of a time fractional diffusion equation with Caputo time-fractional derivative in a bounded domain with different boundary conditions. We use the Fourier method of separation of variables and Laplace transform method. The solution is obtained in terms of the Mittag-Leffler-type functions and complete set of eigenfunctions of the Sturm–Liouville problem. Such problems can be used in the context of anomalous diffusion in complex media, as well as for modeling voltammetric experiment in limiting diffusion space.