arXiv subjects
Publications and source records attributed to Eric Soccorsi.
The Black-Scholes model gives vanilla Europen call option prices as a function of the volatility. We prove Lipschitz stability in the inverse problem of determining the implied volatility, which is a function of the underlying asset, from a collection of quoted option prices with different strikes.
We consider the inverse problem of determining the isotropic inhomogeneous electromagnetic coefficients of the non-stationary Maxwell equations in a bounded domain of R^3, from a finite number of boundary measurements. Our main result is a Hölder stability estimate for the inverse problem, where the measurements are exerted only in some boundary components. For it, we prove a global Carleman estimate for the heterogeneous Maxwell's system with boundary conditions.
We consider the Laplacian operator H_0 perturbed by a non-positive potential $V$, which is periodic in two directions, and decays in the remaining one. We are interested in the characterization and decay properties of the guided states, defined as the eigenfunctions of the reduced operators in the Bloch-Floquet-Gelfand transform of H_0+V in the periodic variables. If V is sufficiently small and decreases fast enough in the infinite direction, we prove that, generically, these guided states are characterized by quasi-momenta belonging to some one-dimensional compact real analytic submanifold of the Brillouin zone. Moreover they decay faster than any polynomial function in the infinite direction.
We consider the inverse problem of determining the time dependent magnetic field of the Schrödinger equation in a bounded open subset of $R^n$, with $n \geq 1$, from a finite number of Neumann data, when the boundary measurement is taken on an appropriate open subset of the boundary. We prove the Lispchitz stability of the magnetic potential in the Coulomb gauge class by $n$ times changing initial value suitably.
The theoretic capacity of a communication system constituted of several transmitting/receiving elements is determined by the singular values of its transfer matrix. Results based on an independent identically distributed channel model, representing an idealized rich propagation environment, state that the capacity is directly proportional to the number of antennas. Nevertheless there is growing experimental evidence that the capacity gain can at best scale at a sub-linear rate with the system size. In this paper, we show under appropriate assumptions on the transfer matrix of the system, that the theoretic information-capacity of multi-antenna systems is upper bounded by a sub-linear function of the number of transmitting/receiving links.
We consider a 2D Schroedinger operator H0 with constant magnetic field, on a strip of finite width. The spectrum of H0 is absolutely continuous, and contains a discrete set of thresholds. We perturb H0 by an electric potential V which decays in a suitable sense at infinity, and study the spectral properties of the perturbed operator H = H0 + V . First, we establish a Mourre estimate, and as a corollary prove that the singular continuous spectrum of H is empty, and any compact subset of the complement of the threshold set may contain at most a finite set of eigenvalues of H, each of them having a finite multiplicity. Next, we introduce the Krein spectral shift function (SSF) for the operator pair (H,H0). We show that this SSF is bounded on any compact subset of the complement of the threshold set, and is continuous away from the threshold set and the eigenvalues of H. The main results of the article concern the asymptotic behaviour of the SSF at the thresholds, which is described in terms of the SSF for a pair of effective Hamiltonians.
The main motivation of this article is to derive sufficient conditions for dynamical stability of periodically driven quantum systems described by a Hamiltonian H(t), i.e., conditions under which it holds sup_{t in R} | (psi(t),H(t) psi(t)) |<\infty where psi(t) denotes a trajectory at time t of the quantum system under consideration. We start from an analysis of the domain of the quasi-energy operator. Next we show, under certain assumptions, that if the spectrum of the monodromy operator U(T,0) is pure point then there exists a dense subspace of initial conditions for which the mean value of energy is uniformly bounded in the course of time. Further we show that if the propagator admits a differentiable Floquet decomposition then || H(t) psi(t) || is bounded in time for any initial condition psi(0), and one employs the quantum KAM algorithm to prove the existence of this type of decomposition for a fairly large class of H(t). In addition, we derive bounds uniform in time on transition probabilities between different energy levels, and we also propose an extension of this approach to the case of a higher order of differentiability of the Floquet decomposition. The procedure is demonstrated on a solvable example of the periodically time-dependent harmonic oscillator.
Devices exhibiting the integer quantum Hall effect can be modeled by one-electron Schroedinger operators describing the planar motion of an electron in a perpendicular, constant magnetic field, and under the influence of an electrostatic potential. The electron motion is confined to bounded or unbounded subsets of the plane by confining potential barriers. The edges of the confining potential barriers create edge currents. This is the second of two papers in which we review recent progress and prove explicit lower bounds on the edge currents associated with one- and two-edge geometries. In this paper, we study various unbounded and bounded, two-edge geometries with soft and hard confining potentials. These two-edge geometries describe the electron confined to unbounded regions in the plane, such as a strip, or to bounded regions, such as a finite length cylinder. We prove that the edge currents are stable under various perturbations, provided they are suitably small relative to the magnetic field strength, including perturbations by random potentials. The existence of, and the estimates on, the edge currents are independent of the spectral type of the operator.
Devices exhibiting the integer quantum Hall effect can be modeled by one-electron Schroedinger operators describing the planar motion of an electron in a perpendicular, constant magnetic field, and under the influence of an electrostatic potential. The electron motion is confined to unbounded subsets of the plane by confining potential barriers. The edges of the confining potential barrier create edge currents. In this, the first of two papers, we prove explicit lower bounds on the edge currents associated with one-edge, unbounded geometries formed by various confining potentials. This work extends some known results that we review. The edge currents are carried by states with energy localized between any two Landau levels. These one-edge geometries describe the electron confined to certain unbounded regions in the plane obtained by deforming half-plane regions. We prove that the currents are stable under various potential perturbations, provided the perturbations are suitably small relative to the magnetic field strength, including perturbations by random potentials. For these cases of one-edge geometries, the existence of, and the estimates on, the edge currents imply that the corresponding Hamiltonian has intervals of absolutely continuous spectrum. In the second paper of this series, we consider the edge currents associated with two-edge geometries describing bounded, cylinder-like regions, and unbounded, strip-like, regions.