arXiv subjects

R. Vilela Mendes

Publications and source records attributed to R. Vilela Mendes.

At least 55 records · Page 3Linked to original sources

arXiv2011

The deformation-stability fundamental length and deviations from c

The existence of a fundamental length (or fundamental time) has been conjectured in many contexts. However, the "stability of physical theories principle" seems to be the one that provides, through the tools of algebraic deformation theory, an unambiguous derivation of the stable structures that Nature might have chosen for its algebraic framework. It is well-known that $1/c$ and $\hbar $ are the deformation parameters that stabilize the Galilean and the Poisson algebra. When the stability principle is applied to the Poincaré-Heisenberg algebra, two deformation parameters emerge which define two length (or time) scales. In addition there are, for each of them, a plus or minus sign possibility in the relevant commutators. One of the deformation length scales, related to non-commutativity of momenta, is probably related to the Planck length scale but the other might be much larger. In this paper this is used as a working hypothesis to compute deviations from $c$ in speed measurements of massless wave packets.

hep-th↗

arXiv2011

A stochastic approach to the solution of magnetohydrodynamic equations

The construction of stochastic solutions is a powerful method to obtain localized solutions in configuration or Fourier space and for parallel computation with domain decomposition. Here a stochastic solution is obtained for the magnetohydrodynamics equations. Some details are given concerning the numerical implementation of the solution which is illustrated by an example of generation of long-range magnetic fields by a velocity source.

physics.plasm-ph↗

arXiv2011

Searching for the deformation-stability fundamental length (or fundamental time)

The existence of a fundamental length (or fundamental time) has been conjectured in many contexts. However, the "stability of physical theories principle" seems to be the one that provides, through the tools of algebraic deformation theory, an unambiguous derivation of the stable structures that Nature might have chosen for its algebraic framework. It is well-known that $c$ and $\hbar $ are the deformation parameters that stabilize the Galilean and the Poisson algebra. When the stability principle is applied to the Poincaré-Heisenberg algebra, two deformation parameters emerge which define two length (or time) scales. In addition there are, for each of them, a plus or minus sign possibility in the relevant commutators. One of the deformation length scales, related to non-commutativity of momenta, is probably related to the Planck length scale but the other might be much larger. In this paper this is used as a working hypothesis to look for physical effects that might settle this question. Phase-space modifications, deviations from $c$ in speed measurements of massless wave packets, resonances, interference, electron spin resonance and non-commutative QED are considered.

hep-th↗

arXiv2011

Portfolios and the market geometry

A geometric analysis of the time series of returns has been performed in the past and it implied that the most of the systematic information of the market is contained in a space of small dimension. Here we have explored subspaces of this space to find out the relative performance of portfolios formed from the companies that have the largest projections in each one of the subspaces. It was found that the best performance portfolios are associated to some of the small eigenvalue subspaces and not to the dominant directions in the distances matrix. This occurs in such a systematic fashion over an extended period (1990-2008) that it may not be a statistical accident.

q-fin.PM↗

arXiv2011

Non-commutative tomography: A tool for data analysis and signal processing

Tomograms, a generalization of the Radon transform to arbitrary pairs of non-commuting operators, are positive bilinear transforms with a rigorous probabilistic interpretation which provide a full characterization of the signal and are robust in the presence of noise. We provide an explicit construction of tomogram transforms for many pairs of noncommuting operators in one and two dimensions and illustrations of their use for denoising, detection of small signals and component separation.

physics.data-an↗

arXiv2011

On the problem of quantum control in infinite dimensions

In the framework of bilinear control of the Schrödinger equation with bounded control operators, it has been proved that the reachable set has a dense complemement in ${\cal S}\cap {\cal H}^{2}$. Hence, in this setting, exact quantum control in infinite dimensions is not possible. On the other hand it is known that there is a simple choice of operators which, when applied to an arbitrary state, generate dense orbits in Hilbert space. Compatibility of these two results is established in this paper and, in particular, it is proved that the closure of the reachable set of bilinear control by bounded operators is dense in ${\cal S}\cap {\cal H}^{2}$. The requirements for controllability in infinite dimensions are also related to the properties of the infinite dimensional unitary group.

quant-ph↗

arXiv2010

Beyond Lyapunov

Ergodic parameters like the Lyapunov and the conditional exponents are global functions of the invariant measure, but the invariant measure itself contains more information. A more complete characterization of the dynamics by new families of ergodic parameters is discussed, as well as their relation to the dynamical Rényi entropies and measures of self-organization. A generalization of the Pesin formula is derived which holds under some weak correlation conditions.

nlin.CD↗

arXiv2010

The fractional volatility model: No-arbitrage, leverage and risk measures

Based on a criterium of mathematical simplicity and consistency with empirical market data, a stochastic volatility model has been obtained with the volatility process driven by fractional noise. Depending on whether the stochasticity generators of log-price and volatility are independent or are the same, two versions of the model are obtained with different leverage behavior. Here, the no-arbitrage and incompleteness properties of the model are studied. Some risk measures are also discussed in this framework.

q-fin.PR↗

arXiv2010

The fractional Poisson measure in infinite dimensions

The Mittag-Leffler function $E_α$ being a natural generalization of the exponential function, an infinite-dimensional version of the fractional Poisson measure would have a characteristic functional \[ C_α(ϕ) :=E_α(\int (e^{iϕ(x)}-1)dμ(x)) \] which we prove to fulfill all requirements of the Bochner-Minlos theorem. The identity of the support of this new measure with the support of the infinite-dimensional Poisson measure ($α=1$) allows the development of a fractional infinite-dimensional analysis modeled on Poisson analysis through the combinatorial harmonic analysis on configuration spaces. This setting provides, in particular, explicit formulas for annihilation, creation, and second quantization operators. In spite of the identity of the supports, the fractional Poisson measure displays some noticeable differences in relation to the Poisson measure, which may be physically quite significant.

math.PR↗

arXiv2009

Cooperation, punishment, emergence of government and the tragedy of authorities

Under the conditions prevalent in the late Pleistocene (small hunter-gatherer groups and frequent inter-group conflicts), coevolution of gene-related behavior and culturally transmitted group-level institutions provides a plausible explanation for the parochial altruistic and reciprocator traits of most modern humans. When, with the agricultural revolution, societies became larger and more complex, the collective nature of the monitoring and punishment of norm violators was no longer effective. This led to the emergence of new institutions of governance and social hierarchies. Likely, the smooth acceptance of the new institutions was possible only because, in the majority of the population, the reciprocator trait had become an internalized norm. However the new ruling class has its own dynamics which in turn may lead to new social crisis. Using a simple model, inspired on previous work by Bowles and Gintis, these effects are studied here.

q-bio.PE↗

arXiv2009

Poisson-Vlasov in a strong magnetic field: A stochastic solution approach

Stochastic solutions are obtained for the Maxwell-Vlasov equation in the approximation where magnetic field fluctuations are neglected and the electrostatic potential is used to compute the electric field. This is a reasonable approximation for plasmas in a strong external magnetic field. Both Fourier and configuration space solutions are constructed.

physics.plasm-ph↗

arXiv2009

Universal families and quantum control in infinite dimensions

In a topological space, a family of continuous mappings is called universal if its action, in at least one element of the space, is dense. If the mappings are unitary or trace-preserving completely positive, the notion of universality is closely related to the notion of controllability in either closed or open quantum systems. Quantum controllability in infinite dimensions is discussed in this setting and minimal generators are found for full control universal families. Some of the requirements of the operators needed for control in infinite dimensions follow from the properties of the infinite unitary group. Hence, a brief discussed of this group and their appropriate mathematical spaces is also included.

quant-ph↗

arXiv2008

Tomographic analysis of reflectometry data II: the phase derivative

A tomographic technique has been used in the past to decompose complex signals in its components. The technique is based on spectral decomposition and projection on the eigenvectors of a family of unitary operators. Here this technique is also shown to be appropriate to obtain the instantaneous phase derivative of the signal components. The method is illustrated on simulated data and on data obtained from plasma reflectometry experiments in the Tore Supra.

physics.plasm-ph↗

arXiv2008

A tomographic analysis of reflectometry data I: Component factorization

Many signals in Nature, technology and experiment have a multi-component structure. By spectral decomposition and projection on the eigenvectors of a family of unitary operators, a robust method is developed to decompose a signals in its components. Different signal traits may be emphasized by different choices of the unitary family. The method is illustrated in simulated data and on data obtained from plasma reflectometry experiments in the tore Supra.

physics.plasm-ph↗

arXiv2008

Stochastic solution of a nonlinear fractional differential equation

A stochastic solution is constructed for a fractional generalization of the KPP (Kolmogorov, Petrovskii, Piskunov) equation. The solution uses a fractional generalization of the branching exponential process and propagation processes which are spectral integrals of Levy processes

math.PR↗

arXiv2007

Innovation Success and Structural Change: An Abstract Agent Based Study

A model is developed to study the effectiveness of innovation and its impact on structure creation and structure change on agent-based societies. The abstract model that is developed is easily adapted to any particular field. In any interacting environment, the agents receive something from the environment (the other agents) in exchange for their effort and pay the environment a certain amount of value for the fulfilling of their needs or for the very price of existence in that environment. This is coded by two bit strings and the dynamics of the exchange is based on the matching of these strings to those of the other agents. Innovation is related to the adaptation by the agents of their bit strings to improve some utility function.

q-fin.GN↗

arXiv2007

The fractional volatility model: An agent-based interpretation

Based on criteria of mathematical simplicity and consistency with empirical market data, a model with volatility driven by fractional noise has been constructed which provides a fairly accurate mathematical parametrization of the data. Here, some features of the model are discussed and, using agent-based models, one tries to find which agent strategies and (or) properties of the financial institutions might be responsible for the features of the fractional volatility model.

q-fin.ST↗

arXiv2007

Poisson-Vlasov : Stochastic representation and numerical codes

A stochastic representation for the solutions of the Poisson-Vlasov equation, with several charged species, is obtained. The representation involves both an exponential and a branching process and it provides an intuitive characterization of the nature of the solutions and its fluctuations. Here, the stochastic representation is also proposed as a tool for the numerical evaluation of the solutions

physics.plasm-ph↗