arXiv subjects
Publications and source records attributed to V. I. Yukalov.
The self-similar analysis of time series, suggested earlier by the authors, is applied to the description of market crises. The main attention is payed to the October 1929, 1987 and 1997 stock market crises, which can be successfully treated by the suggested approach. The analogy between market crashes and critical phenomena is emphasized.
Two possible definitions of fixed points in the self-similar analysis of time series are considered. One definition is based on the minimal-difference condition and another, on a simple averaging. From studying stock market time series, one may conclude that these two definitions are practically equivalent. A forecast is made for the stock market indices for the end of March 1998.
Electric current in semiconductors is considered as a function of time. Nonequilibrium fluctuations of the current are studied for strongly nonuniform samples. It is demonstrated that at special conditions the total electric current through a device can exhibit a negative fluctuation, when the current is directed against the applied voltage.
The possibility of creating a Bose condensate of trapped atoms in a non-ground state is suggested. Such a nonequilibrium Bose condensate can be formed if one, first, obtains the conventional Bose condensate in the ground state and then transfers the condensed atoms to a non-ground state by means of a resonance pumping. The properties of ground and non-ground states are compared and plausible applications of such nonequilibrium condensates are discussed.
Dynamics of neutral atoms in nonuniform magnetic fields, typical of quadrupole magnetic traps, is considered by applying an accurate method for solving nonlinear systems of differential equations. This method is more general than the adiabatic approximation and, thus, permits to check the limits of the latter and also to analyze nonadiabatic regimes of motion. An unusual nonadiabatic regime is found when atoms are confined from one side of the z-axis but are not confined from another side. The lifetime of atoms in a trap in this semi-confining regime can be sufficiently long for accomplishing experiments with a cloud of such atoms. At low temperature, the cloud is ellipsoidal being stretched in the axial direction and moving along the z-axis. The possibility of employing the semi-confining regime for studying the relative motion of one component through another, in a binary mixture of gases is discussed.
Perturbation theory can be reformulated as dynamical theory. Then a sequence of perturbative approximations is bijective to a trajectory of dynamical system with discrete time, called the approximation cascade. Here we concentrate our attention on the stability conditions permitting to control the convergence of approximation sequences. We show that several types of mapping multipliers and Lyapunov exponents can be introduced and, respectively, several types of conditions controlling local stability can be formulated. The ideas are illustrated by calculating the energy levels of an anharmonic oscillator.
Influence of surrounding matter on the properties of clusters is considered by an approach combining the methods of statistical and quantum mechanics. A cluster is treated as a bound N-particle system and surrounding matter as thermostat. It is shown that, despite arbitrary strong interactions between particles, cluster energy can be calculated by using the controlled perturbation theory. The accuracy of the latter is found to be much higher than that of the quasiclassical approximation. Spectral distribution is obtained by minimizing conditional entropy. Increasing the thermostat temperature leads to the depletion of bound states. The characteristic temperature when bound states become essentially depleated defines the temperature of cluster evaporation. The inverse process of lowering the thermostate temperature, yielding the filling of bound states, corresponds to cluster condensation.
A model of superconductivity is proposed taking into account repulsive particle interaction, mesoscopic phase separation and softening of crystalline lattice. These features are typical of many high-temperature superconductors. The main results obtained for the model are: (i) phase separation is possible only if repulsive forces play a significant role; (ii) the critical temperature as a function of the superconducting phase fraction can have non-monotonic behaviour; (iii) superconductivity is possible in heterophase systems even when it would be forbidden in pure samples. These results are in agreement with experiments.
The theory of mesoscopic fluctuations is applied to inhomogeneous solids consisting of chaotically distributed regions with different crystalline structure. This approach makes it possible to describe statistical properties of such mixture by constructing a renormalized Hamiltonian. The relative volumes occupied by each of the coexisting structures define the corresponding geometric probabilities. In the case of a frozen heterophase system these probabilities should be given a priori. And in the case of a thermal heterophase mixture the structural probabilities are to be defined self-consistently by minimizing a thermodynamical potential. This permits to find the temperature behavior of the probabilities which is especially important near the points of structural phase transitions. The presense of these structural fluctuations yields a softening of a crystal and a decrease of the effective Debye temperature. These effects can be directly seen by nuclear gamma resonance since the occurrence of structural fluctuations is accompanied by a noticeable sagging of the Mössbauer factor at the point of structural phase transition. The structural fluctuations also lead to the attenuation of sound and increase of isothermic compressibility.
A nonuniform system is considered consisting of two phases with different densities of particles. At each given time the distribution of the phases in space is chaotic: each phase filling a set of regions with random shapes and locations. A chaotic diffusion process intermixes these regions by varying their shapes and locations in a random way. To investigate the statistical properties of such a system, it is exemplified by a lattice-gas model. Conditions are analysed when this chaotic lattice-gas model can become thermodynamically more stable than the usual model describing a pure one-phase system.
A method is developed for solving nonlinear systems of differential, or integrodifferential, equations with stochastic fields. The method makes it possible to give an accurate solution for an interesting physical problem: What are the peculiarities of nonlinear spin dynamics in nonequilibrium nuclear magnets coupled with a resonator? Evolution equations for nuclear spins are derived basing on a Hamiltonian with dipole interactions. The ensemble of spins is coupled with a resonator electric circuit. Seven types of main relaxation regimes are found: free induction, collective induction, free relaxation, collective relaxation, weak superradiance, pure superradiance, and triggered superradiance. The initial motion of spins can be originated by two reasons, either by an imposed initial coherence or by local spin fluctuations due to nonsecular dipole interactions. The relaxation regimes caused by the second reason cannot be described by the Bloch equations. Numerical estimates show good agreement with experiment.
The question addressed in this paper is: What originates pure spin superradiance in a polarized spin system placed inside a resonator? The term "pure" means that no initial coherence is imposed on spins, and its appearance manifests a purely self-organized collective effect. The consideration is based on a microscopic model with dipole spin interactions. An accurate solution of evolution equations is given. The results show that the resonator Nyquist noise does not play, contrary to the common belief, any role in starting spin superradiance, but the emergence of the latter is initiated by local spin fluctuations. The decisive role of nonsecular dipole interactions is stressed.
An approach is developed, combining the ideas of quantum statistical mechanics and multichannel theory of scattering, for treating statistical systems whose constituents can possess different bound states realized as compact clusters. The main principles for constructing multichannel cluster Hamiltonians are formulated: principle of statistical correctness, principle of cluster coexistence, and principle of potential scaling. The importance of the principle of statistical correctness is emphasized by showing that when it does not hold the behaviour of thermodynamic functions becomes essentially distorted. And moreover, unphysical instabilities can appear. The ideas are carefully illustrated by a statistical model of hot nuclear matter.
Spin relaxation in a microscopic model of spin maser is studied theoretically. Seven qualitatively different regimes are found: free induction, collective induction, free relaxation, collective relaxation, weak superradiance, pure superradiance, and triggered superradiance. The initiation of relaxation can be originated either by an imposed initial coherence or by local spin fluctuations due to nonsecular dipole interactions. The Nyquist noise of resonator does not influence processes in macroscopic samples. The relaxation regimes not initiated by an imposed coherence cannot be described by the standard Bloch equations.
The state of art in studying thermodynamic properties of hot and dense nuclear matter is reviewed with the special emphasis on the confinement-deconfinement transition between hadron matter and quark-gluon plasma. The most popular models used for describing deconfinement are analysed, including statistical bootstrap models, pure phase models, the model of clustered quarks, and the string-flip potential model. Predictions of these models are compared with the lattice numerical simulations. It is concluded that precursor fluctuation effects must be taken into account in order to get a realistic description of deconfinement transition. Deconfinement cannot be considered as a transition between pure hadron and quark-gluon phases. Quark-gluon plasma and hadron clusters are different quantum states of the same system, so that any statistical model pretending to treat nuclear matter under extreme conditions must incorporate the probability of these different channels.
A variant of self-similar approximation theory is suggested, permitting an easy and accurate summation of divergent series consisting of only a few terms. The method is based on a power-law algebraic transformation, whose powers play the role of control functions governing the fastest convergence of the renormalized series. A striking relation between the theory of critical phenomena and optimal control theory is discovered: The critical indices are found to be directly related to limits of control functions at critical points. The method is applied to calculating the critical indices for several difficult problems. The results are in very good agreement with accurate numerical data.
A method is developed for calculating effective sums of divergent series. This approach is a variant of the self-similar approximation theory. The novelty here is in using an algebraic transformation with a power providing the maximal stability of the self-similar renormalization procedure. The latter is to be repeated as many times as it is necessary in order to convert into closed self-similar expressions all sums from the series considered. This multiple and complete renormalization is called self-similar bootstrap. The method is illustrated by several examples from statistical physics.
We consider the method of self-similar renormalization for calculating critical temperatures and critical indices. A new optimized variant of the method for an effective summation of asymptotic series is suggested and illustrated by several different examples. The advantage of the method is in combining simplicity with high accuracy.