Showing 11 - 20 of 55
The potential role of resummation techniques in the kinetic-theory approach to subgrid turbulence modeling is discussed.
Persistent link: https://www.econbiz.de/10010874001
A method is developed to calculate the critical line of two dimensional (2D) anisotropic Ising model including nearest-neighbor interactions. The method is based on the real-space renormalization group (RG) theory with increasing block sizes. The reduced temperatures, Ks (where K=JkBT and J, kB,...
Persistent link: https://www.econbiz.de/10010874651
Starting from inhomogeneous time scaling and linear decorrelation between successive price returns, Baldovin and Stella recently devised a model describing the time evolution of a financial index. We first make it fully explicit by using Student distributions instead of power law-truncated Levy...
Persistent link: https://www.econbiz.de/10005014954
Bidirectional valuation models are based on numerical methods to obtain kernels of parabolic equations. Here we address the problem of robustness of kernel calculations vis a vis floating point errors from a theoretical standpoint. We are interested in kernels of one-dimensional diffusion...
Persistent link: https://www.econbiz.de/10009393847
The application of renormalization group (RG) theory to the asymptotic analysis of differential equations is considered. It is found that there is a class of small structural perturbations whose effects cannot be systematically treated using the Gell-Mann–Low RG approach applied in this...
Persistent link: https://www.econbiz.de/10010871572
A reduction procedure, suggested for classical systems some years ago, is extended to systems with quantum-phase transitions with the aim to generate exactly solvable models capturing fluctuation effects beyond the mean field approximation. For the reduced isotropic m-vector quantum models, an...
Persistent link: https://www.econbiz.de/10010872732
We study the small-world network model, which mimics the transition between regular-lattice and random-lattice behavior in social networks of increasing size. We contend that the model displays a normal continuous phase transition with a divergent correlation length as the degree of randomness...
Persistent link: https://www.econbiz.de/10005790708
Although much progress has been made in recent years in describing the dynamics of genetic systems, both in population genetics and evolutionary computation, there is still a conspicuous lack of tools with which to derive systematic, approximate solutions to their dynamics. In this article, we...
Persistent link: https://www.econbiz.de/10008497100
We review recent results obtained for the dynamics of incipient chaos. These results suggest a common picture underlying the three universal routes to chaos displayed by the prototypical logistic and circle maps. Namely, the period doubling, intermittency, and quasiperiodicity routes. In these...
Persistent link: https://www.econbiz.de/10010588467
We examine the pitchfork and tangent bifurcations in unimodal maps to illustrate a connection between renormalization group (RG) fixed points and entropy extremal properties. We observe that the exact RG solution for the tangent bifurcation is also applicable to the period-doubling cascade and...
Persistent link: https://www.econbiz.de/10010588721