Tsallis’ maximum entropy ansatz leading to exact analytical time dependent wave packet solutions of a nonlinear Schrödinger equation

Tsallis maximum entropy distributions provide useful tools for the study of a wide range of scenarios in mathematics, physics, and other fields. Here we apply a Tsallis maximum entropy ansatz, the q$q$-Gaussian, to obtain time dependent wave-packet solutions to a nonlinear Schrödinger equation recently advanced by Nobre, Rego-Monteiro and Tsallis (NRT) [F.D. Nobre, M.A. Rego-Monteiro, C. Tsallis, Phys. Rev. Lett. 106 (2011) 140601]. The NRT nonlinear equation admits plane wave-like solutions (q$q$-plane waves) compatible with the celebrated de Broglie relations connecting wave number and frequency, respectively, with energy and momentum. The NRT equation, inspired in the q$q$-generalized thermostatistical formalism, is characterized by a parameter q$q$ and in the limit q→1$q\to 1$ reduces to the standard, linear Schrödinger equation. The q$q$-Gaussian solutions to the NRT equation investigated here admit as a particular instance the previously known q$q$-plane wave solutions. The present work thus extends the range of possible processes yielded by the NRT dynamics that admit an analytical, exact treatment. In the q→1$q\to 1$ limit the q$q$-Gaussian solutions correspond to the Gaussian wave packet solutions to the free particle linear Schrödinger equation. In the present work we also show that there are other families of nonlinear Schrödinger-like equations, besides the NRT one, exhibiting a dynamics compatible with the de Broglie relations. Remarkably, however, the existence of time dependent Gaussian-like wave packet solutions is a unique feature of the NRT equation not shared by the aforementioned, more general, families of nonlinear evolution equations.     

Tsallis non-extensive statistics,intermittent turbulence,SOC and chaos in the solar plasma,Part one: Sunspot dynamics

In this study, the non-linear analysis of the sunspot index is embedded in the non-extensive statistical theory of Tsallis (1988, 2004, 2009) ,  and . The q$q$-triplet of Tsallis, as well as the correlation dimension and the Lyapunov exponent spectrum were estimated for the SVD components of the sunspot index timeseries. Also the multifractal scaling exponent spectrum f(a)$f\left(a\right)$, the generalized Renyi dimension spectrum D(q)$D\left(q\right)$ and the spectrum J(p)$J\left(p\right)$ of the structure function exponents were estimated experimentally and theoretically by using the q$q$-entropy principle included in Tsallis non-extensive statistical theory, following Arimitsu and Arimitsu (2001, 2000)  and . Our analysis showed clearly the following: (a) a phase transition process in the solar dynamics from high dimensional non-Gaussian SOC state to a low dimensional non-Gaussian chaotic state, (b) strong intermittent solar turbulence and anomalous (multifractal) diffusion solar process, which is strengthened as the solar dynamics makes a phase transition to low dimensional chaos in accordance to Ruzmaikin, Zeleny and Milovanov’s studies (Zelenyi and Milovanov (1991) [21]); Milovanov and Zelenyi (1993) [22]; Ruzmakin et al. (1996) [26]) (c) faithful agreement of Tsallis non-equilibrium statistical theory with the experimental estimations of (i) non-Gaussian probability distribution function P(x)$P\left(x\right)$, (ii) multifractal scaling exponent spectrum f(a)$f\left(a\right)$ and generalized Renyi dimension spectrum _Dq$D_q$, (iii) exponent spectrum J(p)$J\left(p\right)$ of the structure functions estimated for the sunspot index and its underlying non equilibrium solar dynamics.     

Quantum Bohmian model for financial market

We apply methods of quantum mechanics for mathematical modeling of price dynamics at the financial market. The Hamiltonian formalism on the price/price-change phase space describes the classical-like evolution of prices. This classical dynamics of prices is determined by “hard” conditions (natural resources, industrial production, services and so on). These conditions are mathematically described by the classical financial potential V(q),$V(q),$ where q=(_q1,…,_qn)$q=(q_1,\dots ,q_n)$ is the vector of prices of various shares. But the information exchange and market psychology play important (and sometimes determining) role in price dynamics. We propose to describe such behavioral financial factors by using the pilot wave (Bohmian) model of quantum mechanics. The theory of financial behavioral waves takes into account the market psychology. The real trajectories of prices are determined (through the financial analogue of the second Newton law) by two financial potentials: classical-like V(q)$V(q)$ (“hard” market conditions) and quantum-like U(q)$U(q)$ (behavioral market conditions).     

Tsallis non-extensive statistics,intermittent turbulence,SOC and chaos in the solar plasma. Part two: Solar flares dynamics

In this study which is the continuation of the first part (Pavlos et al. 2012) [1], the nonlinear analysis of the solar flares index is embedded in the non-extensive statistical theory of Tsallis (1988) [3]. The q$q$-triplet of Tsallis, as well as the correlation dimension and the Lyapunov exponent spectrum were estimated for the singular value decomposition (SVD) components of the solar flares timeseries. Also the multifractal scaling exponent spectrum f(a)$f\left(a\right)$, the generalized Renyi dimension spectrum D(q)$D\left(q\right)$ and the spectrum J(p)$J\left(p\right)$ of the structure function exponents were estimated experimentally and theoretically by using theq$q$-entropy principle included in Tsallis non-extensive statistical theory, following Arimitsu and Arimitsu (2000) [25]. Our analysis showed clearly the following: (a) a phase transition process in the solar flare dynamics from a high dimensional non-Gaussian self-organized critical (SOC) state to a low dimensional also non-Gaussian chaotic state, (b) strong intermittent solar corona turbulence and an anomalous (multifractal) diffusion solar corona process, which is strengthened as the solar corona dynamics makes a phase transition to low dimensional chaos, (c) faithful agreement of Tsallis non-equilibrium statistical theory with the experimental estimations of the functions: (i) non-Gaussian probability distribution function P(x)$P\left(x\right)$, (ii) f(a)$f\left(a\right)$ and D(q)$D\left(q\right)$, and (iii) J(p)$J\left(p\right)$ for the solar flares timeseries and its underlying non-equilibrium solar dynamics, and (d) the solar flare dynamical profile is revealed similar to the dynamical profile of the solar corona zone as far as the phase transition process from self-organized criticality (SOC) to chaos state. However the solar low corona (solar flare) dynamical characteristics can be clearly discriminated from the dynamical characteristics of the solar convection zone.     

Tsallis statistics and magnetospheric self-organization

In this study we use Tsallis non-extensive statistics for a new understanding the magnetospheric dynamics and the magnetospheric self-organization during quiet and intensive superstorm periods. The _qsens$q_{sens}$, _qstat$q_{stat}$, and _qrel$q_{rel}$ indices set known as the Tsallis q$q$-triplet was estimated during both quiet and strongly active periods, as well as the correlation dimensions and Lyapunov exponents spectrum for magnetospheric bulk plasma flows data. The results obtained by our analysis clearly indicate the magnetospheric phase transition process from a high-dimensional quiet SOC state to a low-dimensional global chaotic state when superstorm events are developed. During such a phase transition process the non-extensive statistical character of the magnetospheric plasma is strengthened as the values of the q$q$-triplet indices changes obtaining higher values than their values during the quiet periods.     

The Tsallis–Laplace transform

We introduce here the q$q$-Laplace transform as a new weapon in Tsallis’ arsenal, discussing its main properties and analyzing some examples. The q$q$-Gaussian instance receives special consideration. Also, we derive the q$q$-partition function from the q$q$-Laplace transform.     

Opinion evolution on a BA scaling network

In this paper, the dynamics of opinion formation is investigated based on a BA (Barabási–Albert) scale-free network, using a majority–minority rule governed by parameter q$q$. As the value of q$q$ is smoothly varied, a phase transition occurs between an ordered phase and a disordered one. By performing extensive Monte Carlo simulations, we show that the phase transition is dependent on the system size, as well as on m$m$, the number of edges added at each time step during the growth of the BA scaling network. Additionally, some theoretical analysis is given based on mean-field theory, by neglecting fluctuations and correlations. It is observed that the theoretical results coincide with results from simulations, especially for very large m$m$.     

Some properties of generalized Fisher information in the context of nonextensive thermostatistics

We present two extended forms of Fisher information that fit well in the context of nonextensive thermostatistics. We show that there exists an interplay between these generalized Fisher information, the generalized q$q$-Gaussian distributions and the q$q$-entropies. The minimum of the generalized Fisher information among distributions with a fixed moment, or with a fixed q$q$-entropy is attained, in both cases, by a generalized q$q$-Gaussian distribution. This complements the fact that the q$q$-Gaussians maximize the q$q$-entropies subject to a moment constraint, and yields new variational characterizations of the generalizedq$q$-Gaussians. We show that the generalized Fisher information naturally pop up in the expression of the time derivative of the q$q$-entropies, for distributions satisfying a certain nonlinear heat equation. This result includes as a particular case the classical de Bruijn identity. Then we study further properties of the generalized Fisher information and of their minimization. We show that, though non additive, the generalized Fisher information of a combined system is upper bounded. In the case of mixing, we show that the generalized Fisher information is convex for q≥1$q\ge 1$. Finally, we show that the minimization of the generalized Fisher information subject to moment constraints satisfies a Legendre structure analog to the Legendre structure of thermodynamics.     

Comparing emerging and mature markets during times of crises: A non-extensive statistical approach

One of the important issues in finance and economics for both scholars and practitioners is to describe the behavior of markets, especially during times of crises. In this paper, we analyze the behavior of some mature and emerging markets with a Tsallis entropy framework that is a non-extensive statistical approach based on non-linear dynamics. During the past decade, this technique has been successfully applied to a considerable number of complex systems such as stock markets in order to describe the non-Gaussian behavior of these systems. In this approach, there is a parameter q$q$, which is a measure of deviation from Gaussianity, that has proved to be a good index for detecting crises. We investigate the behavior of this parameter in different time scales for the market indices. It could be seen that the specified pattern for q$q$ differs for mature markets with regard to emerging markets. The findings show the robustness of the stated approach in order to follow the market conditions over time. It is obvious that, in times of crises, q$q$ is much greater than in other times. In addition, the response of emerging markets to global events is delayed compared to that of mature markets, and tends to a Gaussian profile on increasing the scale. This approach could be very useful in application to risk and portfolio management in order to detect crises by following the parameter q$q$ in different time scales.     

Spin dynamics of layered triangular antiferromagnets with uniaxial anisotropy

The spin dynamics of the semiclassical Heisenberg model with uniaxial anisotropy, on the layered triangular lattice with antiferromagnetic coupling for both intralayer nearest neighbor interaction and interlayer interaction is studied both in the ordered phase and in the paramagnetic phase, using the Monte Carlo-molecular dynamics technique. The important quantities calculated are the full dynamic structure function S(q,ω)$S(\mathbf{q},\omega )$, the chiral dynamic structure function _Schi(ω)$S_{\mathrm{chi}}(\omega )$, the static order parameter and some thermodynamic quantities. Our results show the existence of propagating modes corresponding to both S(q,ω)$S(\mathbf{q},\omega )$ and _Schi(ω)$S_{\mathrm{chi}}(\omega )$ in the ordered phase, supporting the recent conjectures. Our results for the static properties show the magnetic ordering in each layer to be of coplanar 3-sublattice type deviating from 120^°${120}^{°}$ structure. In the presence of magnetic trimerization, however, we find the 3-sublattice structure to be weakened along with the tendency towards non-coplanarity of the spins, supporting the experimental conjecture. Our results for the spin dynamics are in qualitative agreement with those from the inelastic neutron scattering experiments performed recently.     

Implication of Tsallis entropy in the Thomas–Fermi model for self-gravitating fermions

The Thomas–Fermi approach for self-gravitating fermions is revisited within the theoretical framework of the q$q$-statistics  . Starting from the q$q$-deformation of the Fermi–Dirac distribution function, a generalized Thomas–Fermi equation is derived. It is shown that the Tsallis entropy   preserves a scaling property of this equation. The q$q$-statistical   approach to Jeans’ instability in a system of self-gravitating fermions is also addressed. The dependence of the Jeans’ wavenumber (or the Jeans length) on the parameter q$q$ is traced. It is found that the q$q$-statistics makes the Fermionic system unstable at scales shorter than the standard Jeans length.     

Exploring associations between micro-level models of innovation diffusion and emerging macro-level adoption patterns

A micro-level agent-based model of innovation diffusion was developed that explicitly combines (a) an individual’s perception of the advantages or relative utility derived from adoption, and (b) social influence from members of the individual’s social network. The micro-model was used to simulate macro-level diffusion patterns emerging from different configurations of micro-model parameters. Micro-level simulation results matched very closely the adoption patterns predicted by the widely-used Bass macro-level model (Bass, 1969 [1]). For a portion of the p−q$p-q$ domain, results from micro-simulations were consistent with aggregate-level adoption patterns reported in the literature. Induced Bass macro-level parameters p$p$ and q$q$ responded to changes in micro-parameters: (1) p$p$ increased with the number of innovators and with the rate at which innovators are introduced; (2) q$q$ increased with the probability of rewiring in small-world networks, as the characteristic path length decreases; and (3) an increase in the overall perceived utility of an innovation caused a corresponding increase in induced p$p$ and q$q$ values. Understanding micro to macro linkages can inform the design and assessment of marketing interventions on micro-variables–or processes related to them–to enhance adoption of future products or technologies.     

On generalisations of the log-Normal distribution by means of a new product definition in the Kapteyn process

We discuss the modification of the Kapteyn multiplicative process using the q$q$-product of Borges [E.P. Borges, A possible deformed algebra and calculus inspired in nonextensive thermostatistics, Physica A 340 (2004) 95]. Depending on the value of the index q$q$ a generalisation of the log-Normal distribution is yielded. Namely, the distribution increases the tail for small (when q<1$q<1$) or large (when q>1$q>1$) values of the variable upon analysis. The usual log-Normal distribution is retrieved when q=1$q=1$, which corresponds to the traditional Kapteyn multiplicative process. The main statistical features of this distribution as well as related random number generators and tables of quantiles of the Kolmogorov–Smirnov distance are presented. Finally, we illustrate the validity of this scenario by describing a set of variables of biological and financial origin.     

The nonextensive parameter for nonequilibrium electron gas in an electromagnetic field

The nonextensive parameter for nonequilibrium electron gas of the plasma in an electromagnetic field is studied. We exactly obtained an expression of the q$q$-parameter based on Boltzmann kinetic theories for plasmas, where Coulombian interactions and Lorentz forces play dominant roles. We show that the q$q$-parameter different from unity is related by an equation to temperature gradient, electric field strength, magnetic induction as well as overall bulk velocity of the gas. The effect of the magnetic field on the q$q$-parameter depends on the overall bulk velocity. Thus the q$q$-parameter for the electron gas in an electromagnetic field represents the nonequilibrium nature or nonisothermal configurations of the plasma with electromagnetic interactions.     

Properties of reachable sets in the sub-Lorentzian geometry

The aim of this paper is to develop local theory of future timelike, nonspacelike and null reachable sets from a given point _q0$q_0$ in the sub-Lorentzian geometry. In particular, we prove that if U$U$ is a normal neighbourhood of _q0$q_0$ then the three reachable sets, computed relative to U$U$, have identical interiors and boundaries with respect to U$U$. Further, among other things, we show that for Lorentzian metrics on contact distributions on R²ⁿ⁺¹${\mathbb{R}}^{2n+1}$, n≥1$n\ge 1$, the boundary of reachable sets from _q0$q_0$ is, in a neighbourhood of _q0$q_0$, made up of null future directed curves starting from _q0$q_0$. Every such curve has only a finite number of non-smooth points; smooth pieces of every such curve are Hamiltonian geodesics. For general sub-Lorentzian structures, contrary to the Lorentzian case, timelike curves may appear on the boundary. It turns out that such curves are always Goh curves. We also generalize a classical result on null Lorentzian geodesics: every null future directed Hamiltonian sub-Lorentzian geodesic initiating at _q0$q_0$ is contained, at least to a certain moment of time, in the boundary of the reachable set from _q0$q_0$.     

Nonextensivity and entropy of astrophysical sources

We study the X-ray intensities of 142 light curves of cataclysmic variables, galaxies, pulsars, supernova remnants and other X-ray sources present in the public data collected by the instrument All Sky Monitor on board the satellite Rossi X-ray Timing Explorer. We show that the X-ray light curves coming from astrophysical systems obey Tsallis’s q$q$-Gaussian distribution as probability density. This fact strongly suggests that these astrophysical systems behave in a non-extensive manner. Furthermore, the q$q$ entropic indices for these systems were obtained and they provide an indication of the nonextensivity degree of each of these astrophysical systems. The q$q$-value increases for systems if the Tsallis entropy decreases.     

Geometry of deformed exponential families: Invariant,dually-flat and conformal geometries

An information-geometrical foundation is established for the deformed exponential families of probability distributions. Two different types of geometrical structures, an invariant geometry and a flat geometry, are given to a manifold of a deformed exponential family. The two different geometries provide respective quantities such as deformed free energies, entropies and divergences. The class belonging to both the invariant and flat geometries at the same time consists of exponential and mixture families. Theq$q$-families are characterized from the viewpoint of the invariant and flat geometries. The q$q$-exponential family is a unique class that has the invariant and flat geometries in the extended class of positive measures. Furthermore, it is the only class of which the Riemannian metric is conformally connected with the invariant Fisher metric.     

Envelope excitations in nonextensive plasmas with warm-ions

In this work we study the modulational instability of plasmas with q-entropy electrons and warm ions, using the hydrodynamic approach. A nonlinear Schrödinger equation (NLSE), governing the dynamics of envelope excitations in the plasma, is obtained by using the conventional multiscales method. Investigation of the modulational instability of the nonextensive plasmas reveals that the criteria for propagation of bright/dark envelope excitations in such plasmas are significantly affected by value of the nonextensivity parameter, q, and the fractional ion-temperature, σ  . In particular, by setting σ≠0$\sigma \ne 0$, a new region of modulational instability appears, indicating that the study of modulation instability in the cold-ion limit (σ=0$\sigma =0$) is completely different from that of warm ions. The study of the growth-rate and rogue-wave amplitudes in terms of different plasma parameters, reveals that their magnitude is of different scales for two ranges of the nonextensivity parameters, q>1$q>1$ and q<1$q<1$.