arXiv subjects

Francois Leyvraz

Publications and source records attributed to Francois Leyvraz.

At least 19 recordsLinked to original sources

arXiv2026

"Goldfish'' equations for infinitely many particles

The ``goldfish'' equations, so named because of their striking beauty, are a system of $N$ nonlinear ODE's, where $N$ is an arbitrary integer. They can be solved exactly in a very simple manner, by transforming them to free motion using a transformation involving the transition from the set of {\em coefficients\/} of a polynomial to that of its {\em zeroes}. This paper aims to explore the possibility of extending this solution to the case in which $N$ is infinite. The main difficulty involves the transition from polynomials to entire functions. Another approach using non-standard analysis, is left to future work.

math-ph↗

arXiv2023

Weyl channels for multipartite systems

Quantum channels, a subset of quantum maps, describe the unitary and non-unitary evolution of quantum systems. We study a generalization of the concept of Pauli maps to the case of multipartite high dimensional quantum systems through the use of the Weyl operators. The condition for such maps to be valid quantum channels, i.e. complete positivity, is derived in terms of Fourier transform matrices. From these conditions, we find the extreme points of this set of channels and identify an elegant algebraic structure nested within them. In turn, this allows us to expand upon the concept of "component erasing channels" introduced in earlier work by the authors. We show that these channels are completely characterized by elements drawn of finite cyclic groups. An algorithmic construction for such channels is presented and the smallest subsets of erasing channels which generate the whole set are determined.

quant-ph↗

arXiv2023

Dynamical properties of volume at the spread in the Bitcoin/USD market

The study of order volumes in financial markets has shown that these display several non-trivial statistical properties. Most studies have been focused on the bulk properties of volume of incoming orders or of realized transactions rather than the dynamical aspects. The present work is a study of the dynamical properties of volume. Unlike previous works, we studied the volume available at the spread rather than the volume of incoming orders or of realized transactions. We found evidence that suggests mean reverting volume changes and strong asymmetries in the equilibrium of sell and buy orders as well as the presence of clustering.

q-fin.ST↗

arXiv2022

Pauli component erasing quantum channels

Decoherence of quantum systems is described by quantum channels. However, a complete understanding of such channels, especially in the multi-particle setting, is still an ongoing difficult task. We propose the family of quantum maps that preserve or completely erase the components of a multi-qubit system in the basis of Pauli strings, which we call Pauli component erasing maps. For the corresponding channels, it is shown that the preserved components can be interpreted as a finite vector subspace, from which we derive several properties and complete the characterization. Moreover, we show that the obtained family of channels forms a semigroup and derive its generators. We use this simple structure to determine physical implementations and connect the obtained family of channels with Markovian processes.

quant-ph↗

arXiv2022

Rate equation limit for a combinatorial solution of a stochastic aggregation model

In a recent series of papers, an exact combinatorial solution was claimed for a variant of the so-called Marcus--Lushnikov model of aggregation. In this model, a finite number of aggregates, are initially assumed to be present in the form of monomers. At each time step, two aggregates are chosen according to certain size-dependent probabilities and irreversibly joined to form an aggregate of higher mass. The claimed result given an expression for the full probability distribution over all possible size distributions in terms of the so-called Bell polynomials. In this paper, we develop the asymptotics of this solution in order to check whether the exact solution yields correct expressions for the average cluster size distribution as obtained from the Smoluchowski equations. The answer is surprisingly involved: for the generic case of an arbitrary reaction rate, it is negative, but for the so-called {\em classical\/} rate kernels, constant, additive and multiplicative, the solutions obtained are indeed exact. On the other hand, for the multiplicative kernel, a discrepancy is found in the full solution between the combinatorial solution and the exact solution. The reasons for this puzzling pattern of agreement and disagreement are unclear. A better understanding of the combinatorial solution's derivation is needed, the better to understand its range of validity.

cond-mat.stat-mech↗

arXiv2021

Ballistic annihilation in one dimension : A critical review

In this article we review the problem of reaction annihilation $A+A \rightarrow \emptyset$ on a real lattice in one dimension, where $A$ particles move ballistically in one direction with a discrete set of possible velocities. We first discuss the case of pure ballistic annihilation, that is a model in which each particle moves simultaneously at constant speed. We then review ballistic annihilation with superimposed diffusion in one dimension. This model consists of diffusing particles each of which diffuses with a fixed bias, which can be either positive or negative with probability $1/2$, and annihilate upon contact. When the initial concentration of left and right moving particles is same, the concentration $c(t)$ decays as $t^{-1/2}$ with time, for pure ballistic annihilation. However when the diffusion is superimposed decay is faster and the concentration $c(t) \sim t^{-3/4}$. We also discuss the nearest-neighbor distance distribution as well as crossover behavior.

cond-mat.stat-mech↗

arXiv2021

Time-dependent relations between gaps and returns in a Bitcoin order book

Several studies have shown that large changes in the returns of an asset are associated with the sized of the gaps present in the order book In general, these associations have been studied without explicitly considering the dynamics of either gaps or returns. Here we present a study of these relationships. Our results suggest that the causal relationship between gaps and returns is limited to instantaneous causation.

q-fin.ST↗

arXiv2021

Exact asymptotic solution of an aggregation model with a bell-shaped distribution

We present in a detailed manner the scaling theory of irreversible aggregation characterized by the set of reaction rates $K(k,l)=1/k+1/l$, as well as a minor generalisation thereof. In this case, it is possible to evaluate the scaling function exactly. By this we mean that it is expressed as the unique solution of an ordinary differential equation with given boundary conditions. This can be solved numerically to high accuracy, making a highly detailed analysis of the scaling behaviour possible. The results confirm the far more general results of earlier work concerning a general scaling theory for so-called reaction rates of Type III. On the other hand, the behaviour of large aggregates at fixed time, that is, not in the scaling limit, which had been up to now analysed in an approximation valid in the limit of small times, can be determined more precisely in this case, and is shown to display subtle differences from the small-time approximation.

cond-mat.stat-mech↗

arXiv2020

Anomalous Floquet tunneling in uniaxially strained graphene

The interplay of strain engineering and photon-assisted tunneling of electrons in graphene is considered for giving rise to atypical transport phenomena. The combination of uniaxial strain and a time-periodic potential barrier helps to control the particle transmission for a wide range of tunable parameters. With the use of the tight-biding approach, the elasticity theory, and the Floquet scattering, we found an angular shift of the maximum transmission in the sidebands for uniaxial strains breaking the mirror symmetry with respect to the normal incidence, which is called anomalous Floquet tunneling. We show that electron tunneling depends strongly on the barrier width, incident angle, uniaxial strain, and the tuning of the time-periodic potential parameters. An adequate modulation of the barrier width and oscillation amplitude serves to select the transmission in the sidebands. These findings can be useful for controlling the electron current through the photon-assisted tunneling being used in multiple nanotechnological applications.

cond-mat.mes-hall↗

arXiv2020

Qualitative properties of systems of 2 complex homogeneous ODE's: a connection to polygonal billiards

A correspondence between the orbits of a system of 2 complex, homogeneous, polynomial ordinary differential equations with real coefficients and those of a polygonal billiard is displayed. This correspondence is general, in the sense that it applies to an open set of systems of ordinary differential equations of the specified kind. This allows to transfer results well-known from the theory of polygonal billiards, such as ergodicity, the existence of periodic orbits, the absence of exponential divergence, the existence of additional conservation laws, and the presence of discontinuities in the dynamics, to the corresponding systems of ordinary differential equations. It also shows that the considerable intricacy known to exist for polygonal billiards, also attends these apparently simpler systems of ordinary differential equations.

math-ph↗

arXiv2020

Hidden duality and accidental degeneracy in cycloacene and M\"obius cycloacene

The accidental degeneracy appearing in cycloacenes as triplets and quadruplets is explained with the concept of segmentation, introduced here with the aim of describing the effective disconnection of $\pi$ orbitals on these organic compounds. For periodic systems with time reversal symmetry, the emergent nodal domains are shown to divide the atomic chains into simpler carbon structures analog to benzene rings, diallyl chains, anthracene (triacene) chains and tetramethyl-naphtalene skeletal forms. The common electronic levels of these segments are identified as members of degenerate multiplets of the global system. The peculiar degeneracy of M\"obius cycloacene is also explained by segmentation. In the last part, it is shown that the multiplicity of energies for cycloacene can be foreseen by studying the continuous limit of the tight-binding model; the degeneracy conditions are put in terms of Chebyshev polynomials. The results obtained in this work have important consequences on the physics of electronic transport in organic wires, together with their artificial realizations.

physics.chem-ph↗

arXiv2020

Current vortices in aromatic carbon molecules

The local current flow through three small aromatic carbon molecules, namely benzene, naphthalene and anthracene, is studied. Applying density functional theory and the non-equilibrium Green's function method for transport, we demonstrate that pronounced current vortices exist at certain electron energies for these molecules. The intensity of these circular currents, which appear not only at the anti-resonances of the transmission but also in vicinity of its maxima, can exceed the total current flowing through the molecular junction and generate considerable magnetic fields. The $π$ electron system of the molecular junctions is emulated experimentally by a network of macroscopic microwave resonators. The local current flows in these experiments confirm the existence of current vortices as a robust property of ring structures. The circular currents can be understood in terms of a simple nearest-neighbor tight-binding Hückel model. Current vortices are caused by the interplay of the complex eigenstates of the open system which have energies close-by the considered electron energy. Degeneracies, as observed in benzene and anthracene, can thus generate strong circular currents, but also non-degenerate systems like naphthalene exhibit current vortices. Small imperfections and perturbations can couple otherwise uncoupled states and induce circular currents.

cond-mat.mes-hall↗

arXiv2018

Identifying long-term precursors of financial market crashes using correlation patterns

The study of the critical dynamics in complex systems is always interesting yet challenging. Here, we choose financial market as an example of a complex system, and do a comparative analyses of two stock markets - the S&P 500 (USA) and Nikkei 225 (JPN). Our analyses are based on the evolution of crosscorrelation structure patterns of short time-epochs for a 32-year period (1985-2016). We identify "market states" as clusters of similar correlation structures, which occur more frequently than by pure chance (randomness). The dynamical transitions between the correlation structures reflect the evolution of the market states. Power mapping method from the random matrix theory is used to suppress the noise on correlation patterns, and an adaptation of the intra-cluster distance method is used to obtain the "optimum" number of market states. We find that the USA is characterized by four market states and JPN by five. We further analyze the co-occurrence of paired market states; the probability of remaining in the same state is much higher than the transition to a different state. The transitions to other states mainly occur among the immediately adjacent states, with a few rare intermittent transitions to the remote states. The state adjacent to the critical state (market crash) may serve as an indicator or a "precursor" for the critical state and this novel method of identifying the long-term precursors may be very helpful for constructing the early warning system in financial markets, as well as in other complex systems.

q-fin.ST↗

arXiv2017

An approach for obtaining integrable Hamiltonians from Poisson-commuting polynomial families

We discuss a general approach permitting the identification of a broad class of sets of Poisson-commuting Hamiltonians, which are integrable in the sense of Liouville. It is shown that all such Hamiltonians can be solved explicitly by a separation of variables {\em Ansatz}. The method leads in particular to a proof that the so-called "goldfish" Hamiltonian is maximally superintegrable, and leads to an elementary identification of a full set of integrals of motion. The Hamiltonians in involution with the "goldfish" Hamiltonian are also explicitly integrated. New integrable Hamiltonians are identified, among which some have the property of being isochronous, that is, that all their orbits have the same period. Finally, a peculiar structure is identified in the Poisson brackets between the elementary symmetric functions and the set of Hamiltonians commuting with the "goldfish" Hamiltonian: these can be expressed as products between elementary symmetric functions and Hamiltonians. The structure displays an invariance property with respect to one element, and has both a symmetry and a closure property. The meaning of this structure is not altogether clear to the author, but it turns out to be a powerful tool.

math-ph↗

arXiv2017

The peculiar (monic) polynomials, the zeros of which equal their coefficients

We evaluate the number of monic polynomials (of arbitrary degree $N$) the zeros of which equal their coefficients when these are allowed to take arbitrary complex values. In the following, we call polynomials with this property {\em peculiar\/} polynomials. We further show that the problem of determining the peculiar polynomials of degree $N$ simplifies when any of the coefficients is either 0 or 1. We proceed to estimate the numbers of peculiar polynomials of degree $N$ having one coefficient zero, or one coefficient equal to one, or neither.

math-ph↗

arXiv2016

Correlation Matrix Spectra: A Tool for Detecting Non-apparent Correlations?

It has been shown that, if a model displays long-range (power-law) spatial correlations, its equal-time correlation matrix of this model will also have a power law tail in the distribution of its high-lying eigenvalues. The purpose of this letter is to show that the converse is generally incorrect: a power-law tail in the high-lying eigenvalues of the correlation matrix may exist even in the absence of equal-time power law correlations in the original model. We may therefore view the study of the eigenvalue distribution of the correlation matrix as a more powerful tool than the study of correlations, one which may in fact uncover structure, that would otherwise not be apparent. Specifically, we show that in the Totally Asymmetric Simple Exclusion Process, whereas there are no clearly visible correlations in the steady state, the eigenvalues of its correlation matrix exhibit a rich structure which we describe in detail.

cond-mat.stat-mech↗

arXiv2016

Ballistic annihilation with superimposed diffusion in one dimension

We consider a one-dimensional system with particles having either positive or negative velocity, which annihilate on contact. To the ballistic motion of the particle, a diffusion is superimposed. The annihilation may represent a reaction in which the two particles yield an inert species. This model has been the object of previous work, in which it was shown that the particle concentration decays faster than either the purely ballistic or the purely diffusive case. We report on previously unnoticed behaviour for large times, when only one of the two species remains and also unravel the underlying fractal structure present in the system. We also consider in detail the case in which the initial concentration of right-going particles is $1/2+\varepsilon$, with $\varepsilon\neq0$. It is shown that a remarkably rich behaviour arises, in which two crossover times are observed as $\varepsilon \to 0$.

cond-mat.stat-mech↗

arXiv2015

Understanding rigid body motion in arbitrary dimensions

Why would anyone wish to generalize the already unappetizing subject of rigid body motion to an arbitrary number of dimensions? At first sight, the subject seems to be both repellent and superfluous. The author will try to argue that an approach involving no specifically three-dimensional constructs is actually easier to grasp than the traditional one and might thus be generally useful to understand rigid body motion both in three dimensions and in the general case. Specific differences between the viewpoint suggested here and the usual one include the following: here angular velocities are systematically treated as antisymmetric matrices, a symmetric tensor $I$ quite different from the moment of inertia tensor plays a central role, whereas the latter is shown to be a far more complex object, namely a tensor of rank four. A straightforward way to define it is given. The Euler equation is derived and the use of Noether's theorem to obtain conserved quantities is illustrated. Finally the equation of motion for two bodies linked by a spherical joint is derived to display the simplicity and the power of the method.

physics.class-ph↗