68 research outputs found

    Zero tension Kardar-Parisi-Zhang equation in (d+1)- Dimensions

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    The joint probability distribution function (PDF) of the height and its gradients is derived for a zero tension d+1d+1-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 tct_{c}. 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 tct_{c} and the singularity time scale tc,ν0t_{c, \nu \to 0} 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

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    We investigate the average frequency of positive slope να+\nu_{\alpha}^{+}, crossing the velocity field u(x)uˉ=αu(x)- \bar u = \alpha 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, να+\nu_{\alpha}^{+}, 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

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    We carry out an exact analysis of the average frequency ναxi+\nu_{\alpha x_i}^+ in the direction xix_i of positive-slope crossing of a given level α\alpha such that, h(x,t)hˉ=αh({\bf x},t)-\bar{h}=\alpha, of growing surfaces in spatial dimension dd. Here, h(x,t)h({\bf x},t) is the surface height at time tt, and hˉ\bar{h} 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 N+N^+ of such level-crossings with positive slope in all the directions is then shown to scale with time as td/2t^{d/2} for both the KPZ equation and the RD model.Comment: 22 pages, 3 figure

    Uncertainty in the Fluctuations of the Price of Stocks

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    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

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    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 Ca=C_a = behave as x1x2ξa |x_1 -x_2|^{\xi_a} with ξa=a\xi_a = a for length scales x1x2<<σ|x_1-x_2| << \sigma. The length scale σ\sigma 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

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    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

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    We investigate the average frequency of positive slope να+\nu_{\alpha}^{+}, 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

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    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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