On the characterisation of paired monotone metrics

Hasegawa and Petz introduced the notion of paired monotone metrics. They also gave a characterisation theorem showing that Wigner-Yanase-Dyson metrics are the only members of the paired family. In this paper we show that the characterisation theorem holds true under hypotheses that are more general than those used in the above quoted references.     

Natural Operators Lifting Vector Fields to Bundles of Weil Contact Elements

Let A be a Weil algebra. The bijection between all natural operators lifting vector fields from m-manifolds to the bundle functor K ^A of Weil contact elements and the subalgebra of fixed elements SA of the Weil algebra A is determined and the bijection between all natural affinors on K ^A and SA is deduced. Furthermore, the rigidity of the functor K ^A is proved. Requisite results about the structure of SA are obtained by a purely algebraic approach, namely the existence of nontrivial SA is discussed.     

Recent developments in algebraic combinatorics

We survey three recent developments in algebraic combinatorics. The first is the theory of cluster algebras and the Laurent phenomenon of Sergey Fomin and Andrei Zelevinsky. The second is the construction of toric Schur functions and their application to computing three-point Gromov-Witten invariants, by Alexander Postnikov. The third development is the construction of intersection cohomology for nonrational fans by Paul Bressler and Valery Lunts and its application by Kalle Karu to the torich-vector of a nonrational polytope. We also briefly discuss the “half hard Lefschetz theorem” of Ed Swartz and its application to matroid complexes. Partially supported by NSF grant #DMS-9988459.     

Stability of Markovian structure observed in high frequency foreign exchange data

Contrary to the common sense in economics and financial engineering, price fluctuations at very fine level of motion exhibit various evidences against the efficient market hypothesis. We attempt to investigate this issue by studying extensive amount of foreign currency exchange data for over five years at the finest level of resolution. We specifically focus on the proposed stability in binomial conditional probabilities originally found in much smaller examples of financial time series. In order to handle very large data, we have written an efficient program in C that automatically generates those conditional probabilities. It is found that the stability is maintained for extremely large time duration that covers almost the entire period. Based on the length of conditions for which the conditional probabilities are distinguishable each other, we identify the length of memory being less than 3 movements.     

Homothetic self-similar solutions of three-dimensional Brans-Dicke gravity

All homothetic self-similar solutions of the Brans-Dicke scalar field in three-dimensional spacetime with circular symmetry are found in closed form.     

A Quantum-Like Description of the Planetary Systems

The Titius–Bode law for planetary distances is reviewed. A model describing the basic features of this rule in the “quantum-like” language of a wave equation is proposed. Some considerations about the ’t Hooft idea on the quantum behavior of deterministic systems with dissipation are discussed.     

On the Metrical Theory of Continued Fraction Mixing Fibred Systems and Its Application to Jacobi-Perron Algorithm

 We study the metrical theory of fibred systems, in particular, in the case of continued fraction mixing systems. We get the limit distribution of the largest value of a continued fraction mixing stationary stochastic process with infinite expectation and some related results. These are analogous to J. Galambos, W. Philipp, and H. G. Diamond–J. D. Vaaler theorems for the regular continued fractions. As an application, we see that these theorems hold for Jacobi-Perron algorithm. Received September 30, 2001; in revised form January 8, 2002     

Atomistic phenomena in dense fluid shock waves

The shock structure problem is one of the classical problems of fluid mechanics and at least for non-reacting dilute gases it has been considered essentially solved. Here we present a few recent findings, to show that this is not the case. There are still new physical effects to be discovered provided that the numerical technique is general enough to not rule them out a priori. While the results have been obtained for dense fluids, some of the effects might also be observable for shocks in dilute gases.     

Approximation of transient temperatures in complex geometries using fractional derivatives

It is shown that time-dependent temperatures in a transient, conductive system can be approximately modeled by a fractional-order differential equation, the order of which depends on the Biot number. This approximation is particularly suitable for complex shapes for which a first-principles approach is too difficult or computationally time-consuming. Analytical solutions of these equations can be written in terms of the Mittag-Leffler function. The approximation is especially useful if a suitable fractional-order controller is to be designed for the system.