Search results for " Fisica Matematica"

showing 10 items of 384 documents

Applications of Topological *-Algebras of Unbounded Operators

1998

In this paper we discuss some physical applications of topological *-algebras of unbounded operators. Our first example is a simple system of free bosons. Then we analyze different models which are related to this one. We also discuss the time evolution of two interacting models of matter and bosons. We show that for all these systems it is possible to build up a common framework where the thermodynamical limit of the algebraic dynamics can be conveniently studied and obtained.

Time evolutionMathematics - Operator AlgebrasStatistical and Nonlinear PhysicsCommon frameworkTopologySimple (abstract algebra)FOS: Mathematics81V70Limit (mathematics)Algebraic numberOperator Algebras (math.OA)Settore MAT/07 - Fisica MatematicaMathematical PhysicsMathematicsBoson
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Some classes of topological quasi *-algebras

2001

The completion $\overline{A}[\tau]$ of a locally convex *-algebra $A [ \tau ]$ with not jointly continuous multiplication is a *-vector space with partial multiplication $xy$ defined only for $x$ or $y \in A_{0}$, and it is called a topological quasi *-algebra. In this paper two classes of topological quasi *-algebras called strict CQ$^*$-algebras and HCQ$^*$-algebras are studied. Roughly speaking, a strict CQ$^*$-algebra (resp. HCQ$^*$-algebra) is a Banach (resp. Hilbert) quasi *-algebra containing a C$^*$-algebra endowed with another involution $\sharp$ and C$^*$-norm $\| \|_{\sharp}$. HCQ$^*$-algebras are closely related to left Hilbert algebras. We shall show that a Hilbert space is a H…

Topological quasi *-algebraTopological algebraHilbert algebraApplied MathematicsGeneral MathematicsHilbert spaceRegular polygonFOS: Physical sciencesHCQ*-algebraMathematical Physics (math-ph)TopologyCQ*-algebrasymbols.namesakesymbolsSettore MAT/07 - Fisica MatematicaSubspace topologyMathematical PhysicsMathematics
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European Option Pricing with Transaction Costs and Stochastic Volatility: an Asymptotic Analysis

2015

In this paper the valuation problem of a European call option in presence of both stochastic volatility and transaction costs is considered. In the limit of small transaction costs and fast mean reversion, an asymptotic expression for the option price is obtained. While the dominant term in the expansion it is shown to be the classical Black and Scholes solution, the correction terms appear at $O(\varepsilon^{1/2})$ and $O(\varepsilon)$. The optimal hedging strategy is then explicitly obtained for the Scott's model.

Transaction costAsymptotic analysisStochastic volatilityAsymptotic AnalysisApplied MathematicsStochastic VolatilityBlack–Scholes modelDynamical Systems (math.DS)Implied volatilityTransaction CostsFOS: Economics and businessOption Pricing; Stochastic Volatility; Transaction Costs; Asymptotic AnalysisValuation of optionstransaction costEconometricsMean reversionFOS: MathematicsCall optionPricing of Securities (q-fin.PR)Mathematics - Dynamical SystemsOption PricingSettore MAT/07 - Fisica MatematicaQuantitative Finance - Pricing of SecuritiesMathematics
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Corrigendum to “Regular and singular pulse and front solutions and possible isochronous behavior in the short-pulse equation: Phase-plane, multi-infi…

2022

Section 7 of the original paper contained several errors which are corrected here. Equations (54) and (55) are incorrect. In the following, the corrected versions of these equations are given and the subsequent results of Section 7 are also revised.

Traveling waveNumerical AnalysisHomoclinic and heteroclinic orbitSPE and generalized SPE equationApplied MathematicsModeling and SimulationSingular solutionVariational solitary wavesSettore MAT/07 - Fisica MatematicaCommunications in Nonlinear Science and Numerical Simulation
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Transition to turbulence and Singularity in Boundary Layer Theory

2007

We compute the solutions of Prandtl’s and Navier- Stokes equations for the two dimensional flow induced by an array of periodic rectilinear vortices interacting with a boundary in the halfplane. This initial datum develops, in a finite time, a separation singularity for Prandtl’s equation. We investigate the different stages of unsteady separation in Navier-Stokes solutions for various Reynolds numbers. We show the presence of a large- scale interaction between viscous boundary layer and inviscid outer flow in all Re regimes, while the presence of a small-scale interaction is visible only for moderate-high Re numbers. We also investigate the asymptotic validity of boundary layer theory in t…

Turbulence Boundary Layer theory Separation phenomena Navier Stokes equationsSettore MAT/07 - Fisica Matematica
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Stationary heat flux profile in turbulent helium II in a semi-infinite cylindrical channel

2012

In this paper we determine a set of solutions for a system of partial dif- ferential equations describing stationary heat flux in a semi-infinite cylindrical channel filled with turbulent superfluid helium. This study uses a continuous model for liquid helium II, derived from Extended Thermodynamics, in which the heat flux q is a fundamental variable. The influence of the vortex line den- sity on the radial distribution of the heat flux is especially discussed.

Turbulent superfluid helium heat transfer partial dif- ferential equations Bessel functionsSettore MAT/07 - Fisica Matematica
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A bounded version of bosonic creation and annihilation operators and their related quasi-coherent states

2007

Coherent states are usually defined as eigenstates of an unbounded operator, the so-called annihilation operator. We propose here possible constructions of {\em quasi-coherent states}, which turn out to be {\em quasi} eigenstate of a \underline{bounded} operator related to an annihilation-like operator. We use this bounded operator to construct a sort of modified harmonic oscillator and we analyze the dynamics of this oscillator from an algebraic point of view.

Unbounded operatorPhysicsOperator (physics)Creation and annihilation operatorsFOS: Physical sciencesStatistical and Nonlinear PhysicsMathematical Physics (math-ph)bosonic operatorBounded operatorBounded functionCoherent statesCoherent statesSettore MAT/07 - Fisica MatematicaEigenvalues and eigenvectorsHarmonic oscillatorMathematical PhysicsMathematical physics
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Unsteady Separation for High Reynolds Numbers Navier-Stokes Solutions

2010

In this paper we compute the numerical solutions of Navier-Stokes equations in the case of the two dimensional disk impulsively started in a uniform back- ground flow. We shall solve the Navier-Stokes equations (for different Reynolds numbers ranging from 1.5 · 10^3 up to 10^5 ) with a fully spectral numerical scheme. We shall give a description of unsteady separation process in terms of large and small scale interactions acting over the flow. The beginning of these interactions will be linked to the topological change of the streamwise pressure gradient on the disk. Moreover we shall see how these stages of separation are related to the complex singularities of the solution. Infact the ana…

Unsteady Separation Phenomena High Reynolds Flows Navier-Stokes equations Prandtl equations zero viscosity limit Boundary Layer theorySettore MAT/07 - Fisica Matematica
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Dryland vegetation pattern dynamics driven by inertial effects and secondary seed dispersal

2022

This manuscript tackles the study of vegetation pattern dynamics driven by inertial effects and secondary seed dispersal. To achieve this goal, an hyperbolic extension of the classical parabolic Klausmeier model of vegetation, generally used to predict the formation of banded vegetation along the slopes of semiarid environments, has been here considered together with an additional advective term mimicking the downslope motion of seeds. Linear stability analyses have been carried out to inspect the dependence of the wave instability locus on the model parameters, with particular emphasis on the role played by inertial time and seed advection speed. Moreover, periodic travelling wave solution…

Vegetation stripe patterns Hyperbolic reaction–advection–diffusion models Inertial times Secondary seed dispersal Wave instability Travelling wave solutionsEcological ModelingSettore MAT/07 - Fisica MatematicaEcological Modelling
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Wave propagation in anisotropic turbulent superfluids

2013

In this work, a hydrodynamical model of Superfluid Turbulence previously formulated is applied to study how the presence of a non-isotropic turbulent vortex tangle modifies the propagation of waves. Two cases are considered: wave front parallel and orthogonal to the heat flux. Using a perturbation method, the first-order corrections due to the presence of the vortex tangle to the speeds and to the amplitudes of the first and second sound are determined. It is seen that the presence of the quantized vortices couples first and second sound, and the attenuation of second sound is proportional to the line density L if the wave propagates orthogonal to the heat flux, while it is proportional to …

WavefrontPhysicsAnisotropic superfluid turbulence Quantized vortices Wave propagation Second sound Perturbation method.TurbulenceWave propagationApplied MathematicsGeneral MathematicsAttenuationGeneral Physics and AstronomyMechanicsSuperfluidityAmplitudeClassical mechanicsHeat fluxSecond soundSettore MAT/07 - Fisica Matematica
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