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161.
This paper seeks to solve the difficult nonlinear problem in financial markets on the complex system theory and the nonlinear
dynamics principle, with the data-model-concept-practice issue-oriented reconstruction of the phase space by the high frequency
trade data. In theory, we have achieved the differentiable manifold geometry configuration, discovered the Yang-Mills functional
in financial markets, obtained a meaningful conserved quantity through corresponding space-time non-Abel localization gauge
symmetry transformation, and derived the financial solitons, which shows that there is a strict symmetry between manifold
fiber bundle and guage field in financial markets. In practical applications of financial markets, we have repeatedly carried
out experimental tests in a fluctuant evolvement, directly simulating and validating the existence of solitons by researching
the price fluctuations (society phenomena) using the same methods and criterion as in natural science and in actual trade
to test the stock Guangzhou Proprietary and the futures Fuel Oil in China. The results demonstrate that the financial solitons
discovered indicates that there is a kind of new substance and form of energy existing in financial trade markets, which likely
indicates a new science paradigm in the economy and society domains beyond physics.
相似文献
162.
Arman Melkumyan 《Zeitschrift für Angewandte Mathematik und Physik (ZAMP)》2007,58(2):330-349
The problem of electric and acoustic waves diffraction by a half-plane crack in a transversal isotropic piezoelectric medium
is investigated. The crack is assumed to be electric permeable and free of tractions. The so-called “quasi-hyperbolic approximation”
[15] is adopted. Applying Laplace transformations and Wiener–Hopf technique a closed form solution is obtained. By the means
of Cagniard–de Hoop method a detailed dynamic full electroacoustic wavefield’s investigation is conducted. Mode conversion
between electric and acoustic waves, effect of electroacoustic head wave, Bleustein–Gulyaev surface wave and the wavefield
structure depending on the type of the incident wave (acoustic or electric) and its angle of incidence are analyzed in details.
The dynamic field intensity factors at the crack tip depending on the angle of incidence and on time are derived explicitly.
Numerical analysis is presented. 相似文献
163.
We obtain asymptotic lower bounds for the spectral function of the Laplacian and for the remainder in local Weyl’s law on
manifolds. In the negatively curved case, thermodynamic formalism is applied to improve the estimates. Key ingredients of
the proof include the wave equation parametrix, a pretrace formula and the Dirichlet box principle. Our results develop and
extend the unpublished thesis of A. Karnaukh [Ka].
The first author was supported by NSERC, FQRNT, Alfred P. Sloan Foundation Fellowship and Dawson Fellowship. The second author
was supported by NSERC and FQRNT.
Received: April 2006 Revision: October 2006 Accepted: October 2006 相似文献
164.
Lokenath Debnath 《Journal of Mathematical Analysis and Applications》2007,333(1):164-190
This paper deals with recent developments of linear and nonlinear Rossby waves in an ocean. Included are also linear Poincaré, Rossby, and Kelvin waves in an ocean. The dispersion diagrams for Poincaré, Kelvin and Rossby waves are presented. Special attention is given to the nonlinear Rossby waves on a β-plane ocean. Based on the perturbation analysis, it is shown that the nonlinear evolution equation for the wave amplitude satisfies a modified nonlinear Schrödinger equation. The solution of this equation represents solitary waves in a dispersive medium. In other words, the envelope of the amplitude of the waves has a soliton structure and these envelope solitons propagate with the group velocity of the Rossby waves. Finally, a nonlinear analytical model is presented for long Rossby waves in a meridional channel with weak shear. A new nonlinear wave equation for the amplitude of large Rossby waves is derived in a region where fluid flows over the recirculation core. It is shown that the governing amplitude equations for the inner and outer zones are both KdV type, where weak nonlinearity is balanced by weak dispersion. In the inner zone, the nonlinear amplitude equation has a new term proportional to the 3/2 power of the difference between the wave amplitude and the critical amplitude, and this term occurs to account for a nonlinearity due to the flow over the vortex core. The solution of the amplitude equations with the linear shear flow represents the solitary waves. The present study deals with the lowest mode (n=1) analysis. An extension of the higher modes (n?2) of this work will be made in a subsequent paper. 相似文献
165.
Hideshi Yamane 《Proceedings of the American Mathematical Society》2006,134(11):3353-3361
We study the lifespan of solutions to fully nonlinear Cauchy problems with small real- or complex-analytic data. Our proofs are based on the method of majorants and the fixed point theorem for a contraction mapping.
166.
Blow Up of Solutions to Semilinear Wave Equations with Critical Exponent in High Dimensions 总被引:5,自引:2,他引:3
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Yi ZHOU 《数学年刊B辑(英文版)》2007,28(2):205-212
In this paper, the author considers the Cauchy problem for semilinear wave equations with critical exponent in n≥4 space dimensions. Under some positivity conditions on the initial data, it is proved that there can be no global solutions no matter how small the initial data are. 相似文献
167.
Instability of Solitary Waves in Nonlinear Composite Media 总被引:1,自引:0,他引:1
Ye Zhao 《应用数学学报(英文版)》2007,23(2):311-318
In this paper,we investigate a class of Hamiltonian systems arising in nonlinear composite media.By detailed analysis and computation we obtain a decaying estimates on the semigroup and prove the orbitalinstability of two families of explicit solitary wave solutions (slow family in anisotropic case and solitary wavesin isotropic case),which theoretically verify the related guess and numerical results. 相似文献
168.
By using the averaging technique, we obtain new oscillation criteria for second order delay differential equation with nonlinear neutral term. These results generalize and improve some known results about neutral delay differential equation of second order. 相似文献
169.
The mechanism of X-ray waveguide-resonance propagation or the radiation superstream model, which can become the ground of X-ray nanophotonics, is discussed briefly. Some attention is devoted to features consideration of the simplest devices characterized by the waveguide-resonance transportation of X-ray beams. The experimental data showing the user possibilities of a simplest waveguide-resonators application for diffractometry are presented. We discuss the main reasons to improve the metrological characteristics for total reflection X-ray fluorescence (TXRF) analytical method in case when the target exciting beam is formed by a waveguide-resonator. Some problems appearing during the waveguide-resonator application are formulated. 相似文献
170.
This paper considers the general synchronization dynamics of coupled Van der Pol–Duffing oscillators. The linear and nonlinear stability analysis on the synchronization process is derived through the Whittaker method and the Floquet theory in addition to the multiple time scales method. A stability map displaying different dynamical states of the system is performed. Numerical simulation is carried out to support and to complement the accuracy of the analytical treatment. 相似文献