arXiv subjects

Juan J. Morales-Ruiz

Publications and source records attributed to Juan J. Morales-Ruiz.

12 recordsLinked to original sources

arXiv2025

Semiclassical CEV Option Pricing Model: an Analytical Approach

This paper is devoted to obtain closed form solutions for the semiclassical (or WKB) approximation of the heat kernel propagator of the diffusion equation defined by the constant elasticity variance (CEV) option pricing model. One of the key points is that our calculations are based on the Van Vleck-Morette determinant instead of the Van Vleck determinant used by other authors. In fact, we compute this determinant in two different ways: by means of the solution of the classical Hamiltonian equations, and by solving the variational equations. Furthermore, the calculation reveals an exponential factor in the prefactor of the kernel not considered in previous works.

q-fin.MF↗

arXiv2024

Non-integrability of the axisymmetric Bianchi IX cosmological model via Differential Galois Theory

We investigate the integrability of an anisotropic universe with matter and cosmological constant formulated as Bianchi IX models. The presence of the cosmological constant causes the existence of a critical point in the finite part of the phase space. The separatrix associated to this Einstein's static universe is entirely contained in an invariant isotropic plane forgetting the singularity at the origin. This invariant plane of isotropy is an integrable sub-space of the Taub type. In this paper we analyse the differential Galois group of the second order variational equations to this plane in order to apply the integrability theorem of the second author with Ramis and Sim\' o. The main result is that the model is non-integrable by meromorphic functions.

math.DS↗

arXiv2023

A note on the geodesic deviation equation for null geodesics in the Schwarzschild black-hole

We use the Hamiltonian formulation of the geodesic equation in the Schwarzschild space-time so as to get the variational equation as the counterpart of the Jacobi equation in this approach. In this context we are able to apply the Morales-Ramis theorem to link the integrability of the geodesic equation to the integrability, in the sense of differential Galois theory, of the variational equation. This link is strong enough to hold even on geodesics for which the usual conserved quantities fail to be independent, as is the case of circular geodesics. We show explicitly the particular cases of some null geodesics and their variational equations.

gr-qc↗

arXiv2021

Spectral Picard-Vessiot fields for Algebro-geometric Schrödinger operators

This work is a galoisian study of the spectral problem $LΨ=λΨ$, for algebro-geometric second order differential operators $L$, with coefficients in a differential field, whose field of constants $C$ is algebraically closed and of characteristic zero. Our approach regards the spectral parameter $λ$ an algebraic variable over $C$, forcing the consideration of a new field of coefficients for $L-λ$, whose field of constants is the field $C(Γ)$ of the spectral curve $Γ$. Since $C(Γ)$ is no longer algebraically closed, the need arises of a new algebraic structure, generated by the solutions of the spectral problem over $Γ$, called "Spectral Picard-Vessiot field" of $L-λ$. An existence theorem is proved using differential algebra, allowing to recover classical Picard-Vessiot theory for each $ λ= λ_0 $. For rational spectral curves, the appropriate algebraic setting is established to solve $LΨ=λΨ$ analitically and to use symbolic integration. We illustrate our results for Rosen-Morse solitons.

math.SP↗

arXiv2019

A Note on a Differential Galois Approach to Path Integrals

We point out the relevance of the Differential Galois Theory of linear differential equations for the exact semiclassical computations in path integrals in quantum mechanics. The main tool will be a necessary condition for complete integrability of classical Hamiltonian systems obtained by Ramis and myself : if a finite dimensional complex analytical Hamiltonian system is completely integrable with meromorphic first integrals, then the identity component of the Galois group of the variational equation around any integral curve must be abelian. A corollary of this result is that, for finite dimensional integrable Hamiltonian systems, the semiclassical approach is computable in closed form in the framework of the Differential Galois Theory. This explains in a very precise way the success of quantum semiclassical computations for integrable Hamiltonian systems.

math-ph↗

arXiv2019

Rational KdV Potentials and Differential Galois Theory

In this work, using differential Galois theory, we study the spectral problem of the one-dimensional Schrödinger equation for rational time dependent KdV potentials. In particular, we compute the fundamental matrices of the linear systems associated to the Schrödinger equation. Furthermore we prove the invariance of the Galois groups with respect to time, to generic values of the spectral parameter and to Darboux transformations.

math-ph↗

arXiv2019

Factorization of KdV Schrödinger operators using differential subresultants

We address the classical factorization problem of a one dimensional Schrödinger operator $-\partial^2+u-λ$, for a stationary potential $u$ of the KdV hierarchy but, in this occasion, a "parameter" $λ$. Inspired by the more effective approach of Gesztesy and Holden to the "direct" spectral problem, we give a symbolic algorithm by means of differential elimination tools to achieve the aimed factorization. Differential resultants are used for computing spectral curves, and differential subresultants to obtain the first order common factor. To make our method fully effective, we design a symbolic algorithm to compute the integration constants of the KdV hierarchy, in the case of KdV potentials that become rational under a Hamiltonian change of variable. Explicit computations are carried for Schrödinger operators with solitonic potentials.

nlin.SI↗

arXiv2019

Integrability of Stochastic Birth-Death processes via Differential Galois Theory

Stochastic birth-death processes are described as continuous-time Markov processes in models of population dynamics. A system of infinite, coupled ordinary differential equations (the so-called master equation) describes the time-dependence of the probability of each system state. Using a generating function, the master equation can be transformed into a partial differential equation. In this contribution we analyze the integrability of two types of stochastic birth-death processes (with polynomial birth and death rates) using standard differential Galois theory. We discuss the integrability of the PDE via a Laplace transform acting over the temporal variable. We show that the PDE is not integrable except for the (trivial) case in which rates are linear functions of the number of individuals.

math-ph↗

arXiv2017

Differential Galois Theory and non-Integrability of Planar Polynomial Vector Fields

We study a necessary condition for the integrability of the polynomials fields in the plane by means of the differential Galois theory. More concretely, by means of the variational equations around a particular solution it is obtained a necessary condition for the existence of a rational first integral. The method is systematic starting with the first order variational equation. We illustrate this result with several families of examples. A key point is to check wether a suitable primitive is elementary or not. Using a theorem by Liouville, the problem is equivalent to the existence of a rational solution of a certain first order linear equation, the Risch equation. This is a classical problem studied by Risch in 1969, and the solution is given by the "Risch algorithm". In this way we point out the connection of the non integrablity with some higher transcendent functions, like the error function.

math.DS↗

arXiv2015

Differential Galois Theory and Lie Symmetries

We study the interplay between the differential Galois group and the Lie algebra of infinitesimal symmetries of systems of linear differential equations. We show that some symmetries can be seen as solutions of a hierarchy of linear differential systems. We show that the existence of rational symmetries constrains the differential Galois group in the system in a way that depends of the Maclaurin series of the symmetry along the zero solution.

math.CA↗

arXiv2012

On the integrability of polynomial fields in the plane by means of Picard-Vessiot theory

We study the integrability of polynomial vector fields using Galois theory of linear differential equations when the associated foliations is reduced to a Riccati type foliation. In particular we obtain integrability results for some families of quadratic vector fields, Liénard equations and equations related with special functions such as Hypergeometric and Heun ones. The Poincaré problem for some families is also approached.

math.DS↗

arXiv2010

Galoisian Approach to integrability of Schrödinger Equation

In this paper, we examine the non-relativistic stationary Schrödinger equation from a differential Galois-theoretic perspective. The main algorithmic tools are pullbacks of second order ordinary linear differential operators, so as to achieve rational function coefficients ("algebrization"), and Kovacic's algorithm for solving the resulting equations. In particular, we use this Galoisian approach to analyze Darboux transformations, Crum iterations and supersymmetric quantum mechanics. We obtain the ground states, eigenvalues, eigenfunctions, eigenstates and differential Galois groups of a large class of Schrödinger equations, e.g. those with exactly solvable and shape invariant potentials (the terms are defined within). Finally, we introduce a method for determining when exact solvability is possible.

quant-ph↗