68 research outputs found
Zero tension Kardar-Parisi-Zhang equation in (d+1)- Dimensions
The joint probability distribution function (PDF) of the height and its
gradients is derived for a zero tension -dimensional Kardar-Parisi-Zhang
(KPZ) equation. It is proved that the height`s PDF of zero tension KPZ equation
shows lack of positivity after a finite time . The properties of zero
tension KPZ equation and its differences with the case that it possess an
infinitesimal surface tension is discussed. Also potential relation between the
time scale and the singularity time scale of the KPZ
equation with an infinitesimal surface tension is investigated.Comment: 18 pages, 8 figure
Level Crossing Analysis of Burgers Equation in 1+1 Dimensions
We investigate the average frequency of positive slope ,
crossing the velocity field in the Burgers equation.
The level crossing analysis in the inviscid limit and total number of positive
crossing of velocity field before creation of singularities are given. The main
goal of this paper is to show that this quantity, , is a good
measure for the fluctuations of velocity fields in the Burgers turbulence.Comment: 5 pages, 3 figure
Exact Analysis of Level-Crossing Statistics for (d+1)-Dimensional Fluctuating Surfaces
We carry out an exact analysis of the average frequency
in the direction of positive-slope crossing of a given level
such that, , of growing surfaces in spatial
dimension . Here, is the surface height at time , and
is its mean value. We analyze the problem when the surface growth
dynamics is governed by the Kardar-Parisi-Zhang (KPZ) equation without surface
tension, in the time regime prior to appearance of cusp singularities (sharp
valleys), as well as in the random deposition (RD) model. The total number
of such level-crossings with positive slope in all the directions is then
shown to scale with time as for both the KPZ equation and the RD
model.Comment: 22 pages, 3 figure
Uncertainty in the Fluctuations of the Price of Stocks
We report on a study of the Tehran Price Index (TEPIX) from 2001 to 2006 as
an emerging market that has been affected by several political crises during
the recent years, and analyze the non-Gaussian probability density function
(PDF) of the log returns of the stocks' prices. We show that while the average
of the index did not fall very much over the time period of the study, its
day-to-day fluctuations strongly increased due to the crises. Using an approach
based on multiplicative processes with a detrending procedure, we study the
scale-dependence of the non-Gaussian PDFs, and show that the temporal
dependence of their tails indicates a gradual and systematic increase in the
probability of the appearance of large increments in the returns on approaching
distinct critical time scales over which the TEPIX has exhibited maximum
uncertainty.Comment: 5 pages, 5 figures. Accepted to appear in IJMP
Intermittency of Height Fluctuations and Velocity Increment of The Kardar-Parisi-Zhang and Burgers Equations with infinitesimal surface tension and Viscosity in 1+1 Dimensions
The Kardar-Parisi-Zhang (KPZ) equation with infinitesimal surface tension,
dynamically develops sharply connected valley structures within which the
height derivative is not continuous. We discuss the intermittency issue in the
problem of stationary state forced KPZ equation in 1+1--dimensions. It is
proved that the moments of height increments behave as with for length scales . The length scale is the characteristic length of the
forcing term. We have checked the analytical results by direct numerical
simulation.Comment: 13 pages, 9 figure
Localization of elastic waves in heterogeneous media with off-diagonal disorder and long-range correlations
Using the Martin-Siggia-Rose method, we study propagation of acoustic waves
in strongly heterogeneous media which are characterized by a broad distribution
of the elastic constants. Gaussian-white distributed elastic constants, as well
as those with long-range correlations with non-decaying power-law correlation
functions, are considered. The study is motivated in part by a recent discovery
that the elastic moduli of rock at large length scales may be characterized by
long-range power-law correlation functions. Depending on the disorder, the
renormalization group (RG) flows exhibit a transition to localized regime in
{\it any} dimension. We have numerically checked the RG results using the
transfer-matrix method and direct numerical simulations for one- and
two-dimensional systems, respectively.Comment: 5 pages, 4 figures, to appear in Phys. Rev. Let
Level Crossing Analysis of the Stock Markets
We investigate the average frequency of positive slope ,
crossing for the returns of market prices.
The method is based on stochastic processes which no scaling feature is
explicitly required. Using this method we define new quantity to quantify stage
of development and activity of stocks exchange. We compare the Tehran and
western stock markets and show that some stocks such as Tehran (TEPIX) and New
Zealand (NZX) stocks exchange are emerge, and also TEPIX is a non-active market
and financially motivated to absorb capital.Comment: 6 pages and 4 figure
Exchange Gate on the Qudit Space and Fock Space
We construct the exchange gate with small elementary gates on the space of
qudits, which consist of three controlled shift gates and three "reverse"
gates. This is a natural extension of the qubit case.
We also consider a similar subject on the Fock space, but in this case we
meet with some different situation. However we can construct the exchange gate
by making use of generalized coherent operator based on the Lie algebra su(2)
which is a well--known method in Quantum Optics. We moreover make a brief
comment on "imperfect clone".Comment: Latex File, 12 pages. I could solve the problems in Sec. 3 in the
preceding manuscript, so many corrections including the title were mad
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