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Fredrick Michael

Publications and source records attributed to Fredrick Michael.

14 recordsLinked to original sources

Glycol-Water Interactions and co-existing phases and Temperature Dependent Solubility. An Example Of Carbon-Hydrogen Chemistry In Water

Recently there has been great interest in Glycol-Water chemistry and solubility and temperature dependent phase dynamics. The Glycol-Water biochemistry of interactions is present in plant biology and chemistry, is of great interest to chemical engineers and biochemists as it is a paradigm of Carbon-Hydrogen Water organic chemistry. There is an interest moreover in formulating a simpler theory and computation model for the Glycol-Water interaction and phase dynamics, that is not fully quantum mechanical yet has the high accuracy available from a fully quantum mechanical theory of phase transitions of fluids and Fermi systems. Along these lines of research interest we have derived a Lennard-Jones -like theory of interacting molecules-Water in a dissolved adducts of Glycol-Water system interacting by Hydrogen bonds whose validity is supported at the scale of interactions by other independent molecular dynamics investigations that utilize force fields dependent on their experimental fittings to the Lennard-Jones potential and where we have relaxed or generalized the potential to arbitrary and possibly fractional powers. The theory then is a semi-classical theory as the repulsion of particles is incorporated in the Lennard-Jones -like potential's energy required to bring two molecules together, a repulsion of sorts. We derive distributions for the molecular species that are exactly solved, and are derived from maximum entropy, here the semi-classical analogue of the Hamiltonian superposition of quantum phase theory of fluids. We also derive the similar statistics from the microscopic SDEs stochastic differential dynamics equations, verifying the macroscopic state function entropic-thermodynamic derivation.

physics.gen-ph

Exact Coupling Of Event Horizons In Curved Spacetime Heterostructures. Application To Black-Hole Physics

Recently we have discussed the generalized parametrized Klein-Gordon equation for curved spacetime. We have also discussed its derivation from several approaches, the direct Feynman parametrization, the state function entropy or equivalently the information theory approach, and the stochastic differential equation approach. We have even suggested a generalization of the statistics of the entropy to the generalized entropies and derived the particular nonextensive statistics parametrized Klein-Gordon equation, and discussed its nonlinear FPE replacement of the complicated Gibbs-Boltzmann statistics entropy derived analog with complicated nonlinear potential or drift and diffusion coefficients. In this article we apply these previously derived results to the quantum transport in abruptly coupled curved space-time heterostructures, applied here specifically to Black-Hole event horizon coupling to normal curved space-time. We derive the coupling self energy, and the Garcia-Molliner surface Green's functions from which we can calculate the surface area and entropy. We then derive the nonequilibrium transport equations for the radiation from the Black-Hole. We discuss the theory application to Worm Holes and quantum analogues.

physics.gen-ph

Non Super-Cell SuperConductivity Of High Tc Materials

Recently we have described materials interface transport coupling rigorously utilizing NEGF nonequilibrium Green's functions, and have discussed the Hamiltonian terms that from Green's theorem and boundary conditions can be rewritten as Self Energy. We derive the application of our theory to the high $Tc$ Superconducting materials interfaces that are the composition of the high temperature superconducting materials. The derivation models a non super-cell geometry of plaquettes that will describe the superconducting 2D material in abrupt coupling with the material of insulating or normal conducting composition.

cond-mat.stat-mech

Interacting Many-Investor Models, Opinion Formation and Price Formation with Non-extensive Statistics

We seek to utilize the nonextensive statistics to the microscopic modeling of the interacting many-investor dynamics that drive the price changes in a market. The statistics of price changes are known to be fit well by the Students-T and power-law distributions of the nonextensive statistics. We therefore derive models of interacting investors that are based on the nonextensive statistics and which describe the excess demand and formation of price.

q-fin.TR

Notes On The Klein-Gordon Equation

In this article, we derive the scalar parametrized Klein-Gordon equation from the formal information theory framework. The least biased probability distribution is obtained, and the scalar equation is recast in terms of a Fokker-Planck equation in terms of the imaginary time, or a Schroedinger equation for the proper time. This method yields the Green's function parametrized by an evolution parameter. The derivation can then allow the use of potentials as constraints along with the Hamiltonian or moments of the evolution. The information theoretic, analogously the maximum entropy method, also allows one to examine the possibility of utilizing generalized and non-extensive statistics in the derivation. This approach yields non-linear evolution in the parametrized Klein-Gordon partial differential equations. Furthermore, we examine the Klein-Gordon equation in curved space-time, and we compare our results to the results of Schwinger and Dewitt obtained from path integral approaches.

physics.gen-ph

Quantum Portfolios of Observables and the Risk Neutral Valuation Model

Quantum Portfolios of quantum algorithms encoded on qbits have recently been reported. In this paper a discussion of the continuous variables version of quantum portfolios is presented. A risk neutral valuation model for options dependent on the measured values of the observables, analogous to the traditional Black-Scholes valuation model, is obtained from the underlying stochastic equations. The quantum algorithms are here encoded on simple harmonic oscillator (SHO) states, and a Fokker-Planck equation for the Glauber P-representation is obtained as a starting point for the analysis. A discussion of the observation of the polarization of a portfolio of qbits is also obtained and the resultant Fokker-Planck equation is used to obtain the risk neutral valuation of the qbit polarization portfolio.

q-fin.GN

Nonlinear Bloch-Torrey Equation

Recently, there has been an examination of the nonexponential relaxation profiles of the NMR signal. The exponential relaxation from Bloch-Torrey equations with constant diffusion coefficients are known to be an approximation, and research has been in areas that would reproduce non-exponential relaxation. These would be from statistical models, phenomenological models, and microscopic models including a recent fractional derivative approach. In this letter we derive a nonlinear Bloch-Torrey partial differential equation that has equivalently a non-constant diffusion coefficient and a linear probability and for which the solution is of a q-parametrized power-law distribution of the nonextensive Tsallis statistics.

cond-mat.stat-mech

Multiphase theory of Lennard-Jones nanofluids and the vaporization and condensation of nanodroplets

Recently there has been growing interest in nanofluids and nanodroplet engineering and applications. In this paper we derive a theory of Lennard-Jones fluids in multiphase dynamics from the information theoretic approach in analogy to the fully quantum mechanical theory of phase transitions. We derive least biased distributions of the particles and some analytic solutions are obtained.

cond-mat.stat-mech

A New Window Onto Quantum Chaos

In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parameterized non-extensive statistics power-law distribution are investigated. In the limit as q->1 the well known Gaussian orthogonal ensemble (GOE) results are recovered. The relevant level spacing distribution is derived and one obtains a suitably generalized non-extensive Wigner distribution which depends on the value of the tunable non-extensivity parameter q. This non-extensive Wigner distribution can be seen to be a one-parameter level-spacing distribution that allows one to interpolate between chaotic and nearly integrable regimes.

cond-mat.stat-mech

Towards a Non-extensive Random Matrix Theory

In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parametrized non-extensive statistics power-law distribution are investigated. In the limit as q->1 the well known Gaussian orthogonal ensemble (GOE) results are recovered. The relevant level spacing distribution is derived and one obtains a suitably generalized nonextensive Wigner distribution which depends on the value of the tunable non-extensivity parameter q. This non-extensive Wigner distribution can be seen to be a one-parameter level-spacing distribution that allows one to interpolate between chaotic and nearly integrable regimes.

cond-mat.stat-mech

Excess Demand Financial Market Model

Recently we reported on an application of the Tsallis non-extensive statistics to the S&P500 stock index. There we argued that the statistics are applicable to a broad range of markets and exchanges where anamolous (super) diffusion and 'heavy' tails of the distribution are present, as they are in the S&P500. We have characterized the statistics of the underlying security as non-extensive, and now we seek to generalize to the non-extensive statistics the excess demand models of investors that drive the price formation in a market.

cond-mat.stat-mech

Black-Scholes-Like Derivative Pricing With Tsallis Non-extensive Statistics

We recently showed that the S&P500 stock market index is well described by Tsallis non-extensive statistics and nonlinear Fokker-Planck time evolution. We argued that these results should be applicable to a broad range of markets and exchanges where anomalous diffusion and `heavy' tails of the distribution are present. In the present work we examine how the Black-Scholes derivative pricing formula is modified when the underlying security obeys non-extensive statistics and Fokker-Planck time evolution. We answer this by recourse to the underlying microscopic Ito-Langevin stochastic differential equation of the non-extensive process.

cond-mat.stat-mech

Replacing Leads by Self-Energies Using Nonequilibrium Green's Functions

An open quantum system consists of leads connected to a device of interest. Within the nonequilibrium Green's function technique, we examine the replacement of leads by self-energies in continuum calculations. Our starting point is a formulation of the problem for continuum systems by T.E. Feuchtwang. In this approach there is considerable flexibility in the choice of unperturbed Green's functions. We examine the consequences of this freedom on the treatment of leads. For any choice the leads can be replaced by coupling self-energies which are simple functions of energy. We find that the retarded self-energy depends on the details of the choice of unperturbed Green's function, and can take any value. However, the nonequilibrum self-energy or scattering function can be taken to be independent of this choice. Expressed in terms of these self-energies, nonequilibrium transport calculations take a particularly simple form.

cond-mat.mes-hall

Financial Market Dynamics

Distributions derived from non-extensive Tsallis statistics are closely connected with dynamics described by a nonlinear Fokker-Planck equation. The combination shows promise in describing stochastic processes with power-law distributions and superdiffusive dynamics. We investigate intra-day price changes in the S&P500 stock index within this framework by direct analysis and by simulation. We find that the power-law tails of the distributions, and the index's anomalously diffusing dynamics, are very accurately described by this approach. Our results show good agreement between market data, Fokker-Planck dynamics, and simulation. Thus the combination of the Tsallis non-extensive entropy and the nonlinear Fokker-Planck equation unites in a very natural way the power-law tails of the distributions and their superdiffusive dynamics.

cond-mat.stat-mech