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Indifference pricing and hedging in stochastic volatility models ; We apply the concepts of utility based pricing and hedging of derivatives in stochastic volatility markets and introduce a new class of reciprocal affine models for which the indifference price and optimal hedge portfolio for pure volatility claims are efficiently computable. We obtain a general formula for the market price of volatility risk in these models and calculate it explicitly for the case of an exponential utility.

Free energy in the generalized SherringtonKirkpatrick mean field model ; Recently Michel Talagrand gave a rigorous proof of the Parisi formula in the SherringtonKirkpatrick model. In this paper we build upon the methodology developed by Talagrand and extend his result to the class of SK type models in which the spins have arbitrary prior distribution on a bounded subset of the real line.

Slab Percolation and Phase Transitions for the Ising Model ; We prove, using the randomcluster model, a strict inequality between site percolation and magnetization in the region of phase transition for the ddimensional Ising model, thus improving a result of CNPR76. We extend this result also at the case of two plane lattices Z2x0,1 slabs and give a characterization of phase transition in this case. The general case of N slabs, with N an arbitrary positive integer, is partially solved and it is used to show that this characterization holds in the case of three slabs with periodic boundary conditions. However in this case we do not obtain useful inequalities between magnetization and percolation probability.

Solving the Likelihood Equations ; Given a model in algebraic statistics and some data, the likelihood function is a rational function on a projective variety. Algebraic algorithms are presented for computing all critical points of this function, with the aim of identifying the local maxima in the probability simplex. Applications include models specified by rank conditions on matrices and the JukesCantor models of phylogenetics. The maximum likelihood degree of a generic complete intersection is also determined.

A Calculus of Inconsistency I Sentential Logic ; We describe a graphtheoretic syntax for selfreferential formulas as well as a fourvalued logic to include contradictory and independent formulas. We then explore the degree to which generalized truth tables can be realized in our theory, and go on to describe a model theory for sentential calculus, wherein models are allowed to include contradictions such as the Liar'' and formulas that result from them as an integral part of their structure. This sets the groundwork for a sequel in which we construct models of set theory that include contradictions.

A Holomorphic 0Surgery Model for Open Books with Application to Cylindrical Contact Homology ; We give a simple model in the complex plane of the 0surgery along a fibered knot of a closed 3manifold M to yield a mapping torus M'. This model allows explicit relations between pseudoholomorphic curves in the symplectizations of M and M'. As an application we use it to compute the cylindrical contact homology of open books resulting from a positive Dehn twist on a torus with boundary.

An introduction to smoothing spline ANOVA models in RKHS with examples in geographical data, medicine, atmospheric science and machine learning ; Smoothing Spline ANOVA SSANOVA models in reproducing kernel Hilbert spaces RKHS provide a very general framework for data analysis, modeling and learning in a variety of fields. Discrete, noisy scattered, direct and indirect observations can be accommodated with multiple inputs and multiple possibly correlated outputs and a variety of meaningful structures. The purpose of this paper is to give a brief overview of the approach and describe and contrast a series of applications, while noting some recent results.

The Single Server Queue and the Storage Model Large Deviations and Fixed Points ; We consider the coupling of a single server queue and a storage model defined as a QueueStore model in Draief et al. 2004. We establish that if the input variables, arrivals at the queue and store, satisfy large deviations principles and are linked through an em exponential tilting then the output variables departures from each system satisfy large deviations principles with the same rate function. This generalizes to the context of large deviations the extension of Burke's Theorem derived in Draief et al. 2004.

On the stochastic calculus method for spins systems ; In this note we show how to generalize the stochastic calculus method introduced by Comets and Neveu Comm. Math. Phys. 166 1995 549564 for two models of spin glasses, namely, the SK model with external field and the perceptron model. This method allows to derive quite easily some fluctuation results for the free energy in those two cases.

The Geometry of Statistical Models for TwoWay Contingency Tables with Fixed Odds Ratios ; We study the geometric structure of the statistical models for twobytwo contingency tables. One or two odds ratios are fixed and the corresponding models are shown to be a portion of a ruled quadratic surface or a segment. Some pointers to the general case of twoway contingency tables are also given and an application to casecontrol studies is presented.

Simplicial monoids and Segal categories ; Much research has been done on structures equivalent to topological or simplicial groups. In this paper, we consider instead simplicial monoids. In particular, we show that the usual model category structure on the category of simplicial monoids is Quillen equivalent to an appropriate model category structure on the category of simplicial spaces with a single point in degree zero. In this second model structure, the fibrant objects are reduced Segal categories. We then generalize the proof to relate simplicial categories with a fixed object set to Segal categories with the same fixed set in degree zero.

Abstract decomposition theorem and applications ; Let K be an Abstract Elementary Class. Under the asusmptions that K has a nicely behaved forkinglike notion, regular types and existence of some prime models we establish a decomposition theorem for such classes. The decomposition implies a main gap result for the class K. The setting is general enough to cover aleph0stable firstorder theories proved by Shelah in 1982, Excellent Classes of atomic models of a first order tehory proved Grossberg and Hart 1987 and the class of submodels of a large sequentially homogenuus aleph0stable model which is new.

On a model for the efficient operation of a bank or insurance company ; In this paper the authors study a model for the optimal operation of a bank or insurance company which was recently introduced by Peura and Keppo. The model generalizes a previous one of Milne and Robertson by allowing the bank to raise capital as well as to pay out dividends. Optimal operation of the bank is determined by solving an optimal control problem. In this paper it is shown that the solution of the optimal control problem proposed by Peura and Keppo exists for all values of the parameters and is unique.

Infinite time computable model theory ; We introduce infinite time computable model theory, the computable model theory arising with infinite time Turing machines, which provide infinitary notions of computability for structures built on the reals R. Much of the finite time theory generalizes to the infinite time context, but several fundamental questions, including the infinite time computable analogue of the Completeness Theorem, turn out to be independent of ZFC.

Deformation of BatalinVilkovisky Structures ; A BatalinVilkovisky formalism is most general framework to construct consistent quantum field theories. Its mathematical structure is called it a BatalinVilkovisky structure. First we explain rather mathematical setting of a BatalinVilkovisky formalism. Next, we consider deformation theory of a BatalinVilkovisky structure. Especially, we consider deformation of topological sigma models in any dimension, which is closely related to deformation theories in mathematics, including deformation from commutative geometry to noncommutative geometry. We obtain a series of new nontrivial topological sigma models and we find these models have the BatalinVilkovisky structures based on a series of new algebroids.

A note on the Standard Model in a gravitation field ; The Standard Model of elementary particles is a theory unifying three of the four basic forces of the Nature electromagnetic, weak, and strong interactions. In this paper we consider the Standard Model in the presence of a classical nonquantized gravitation field and apply a bundle approach for describing it.

The Ground Axiom GA ; A new axiom is proposed, the Ground Axiom, asserting that the universe is not a nontrivial set forcing extension of any inner model. The Ground Axiom is firstorder expressible, and any model of ZFC has a class forcing extension which satisfies it. The Ground Axiom is independent of many wellknown settheoretic assertions including the Generalized Continuum Hypothesis, the assertion VHOD that every set is ordinal definable, and the existence of measurable and supercompact cardinals. The related Bedrock Axiom, asserting that the universe is a set forcing extension of a model satisfying the Ground Axiom, is also firstorder expressible, and its negation is consistent.

Dependent T and existence of limit models ; Does the class of linear orders have one of the variants of the so called lambda, kappalimit model It is necessarily unique, and naturally assuming some instances of G.C.H. we get some positive, i.e. existence results. More generally, letting T be a complete first order theory and for simplicity assume G.C.H., for regular lambda kappa T does T have variants of a lambda,kappalimit models, except for stable T For some, yes, the theory of dense linear order, for some, no. Moreover, for independent T we get negative, i.e. nonexistence results. We deal more with linear orders.

Growth of preferential attachment random graphs via continuoustime branching processes ; A version of preferential attachment'' random graphs, corresponding to linear weights'' with random edge additions,'' which generalizes some previously considered models, is studied. This graph model is embedded in a continuoustime branching scheme and, using the branching process apparatus, several results on the graph model asymptotics are obtained, some extending previous results, such as growth rates for a typical degree and the maximal degree, behavior of the vertex where the maximal degree is attained, and a law of large numbers for the empirical distribution of degrees which shows certain scalefree'' or powerlaw'' behaviors.

Stationarity and geometric ergodicity of a class of nonlinear ARCH models ; A class of nonlinear ARCH processes is introduced and studied. The existence of a strictly stationary and betamixing solution is established under a mild assumption on the density of the underlying independent process. We give sufficient conditions for the existence of moments. The analysis relies on Markov chain theory. The model generalizes some important features of standard ARCH models and is amenable to further analysis.

A OneDimensional Model for ManyElectron Atoms in Extremely Strong Magnetic Fields Maximum Negative Ionization ; We consider a onedimensional model for manyelectron atoms in strong magnetic fields in which the Coulomb potential and interactions are replaced by onedimensional regularizations associated with the lowest Landau level. For this model we show that the maximum number of electrons is bounded above by 2Z1 c sqrtB. We follow Lieb's strategy in which convexity plays a critical role. For the case of two electrons and fractional nuclear charge, we also discuss the critical value at which the nuclear charge becomes too weak to bind two electrons.

Quantum model of interacting strings'' on the square lattice ; The model which is the generalization of the onedimensional XYspin chain for the case of the twodimensional square lattice is considered. The subspace of the string'' states is studied. The solution to the eigenvalue problem is obtained for the single string'' in cases of the string'' with fixed ends and string'' of types 1,1 and 1,2 living on the torus. The latter case has the features of a selfinteracting system and looks not to be integrable while the previous two cases are equivalent to the freefermion model.

Propagation of Molecular Chaos by Quantum Systems and the Dynamics of the CurieWeiss Model ; The propagation of molecular chaos, a tool of classical kinetic theory, is generalized to apply to quantum systems of distinguishable particles. We prove that the CurieWeiss model of ferromagnetism propagates molecular chaos and derive the effective dynamics of a singlespin state in the meanfield limit. Our treatment differs from the traditional approach to meanfield spin models in that it concerns the dynamics of singleparticle states instead of the dynamics of infiniteparticle states.

The VlasovPoisson system with radiation damping ; We set up and analyze a model of radiation damping within the framework of continuum mechanics, inspired by a model of postNewtonian hydrodynamics due to Blanchet, Damour and Schaefer. In order to simplify the problem as much as possible we replace the gravitational field by the electromagnetic field and the fluid by kinetic theory. We prove that the resulting system has a wellposed Cauchy problem globally in time for general initial data and in all solutions the fields decay to zero at late times. In particular, this means that the model is free from the runaway solutions which frequently occur in descriptions of radiation reaction.

A Study of TwoOneform Superfields ; We study two supersymmetric toy models of a kform superfield, k2,1 separately. By solving'' Jacobi identities, we show that each model is completely solvable at offshell level, possesses a severely constrained kinematics, and gives a rigid representation of the supersymmetry algebra. This study of the toy models is motivated by our reanalysis on supersymmetry algebras in gauge theories where we discuss internal symmetry generators carrying spacetimespinor indices.

Algorithms to solve the Sutherland model ; We give a selfcontained presentation and comparison of two different algorithms to explicitly solve quantum many body models of indistinguishable particles moving on a circle and interacting with twobody potentials of 1sin2type. The first algorithm is due to Sutherland and wellknown; the second one is a limiting case of a novel algorithm to solve the elliptic generalization of the Sutherland model. These two algorithms are different in several details. We show that they are equivalent, i.e., they yield the same solution and are equally simple.

On Form Factors of SU2 Invariant Thirring Model ; Integral formulae for form factors of a large family of charged local operators in SU2 invariant Thirring model are given extending Smirnov's construction of form factors of chargeless local operators in the sineGordon model. New abelian symmetry acting on this family of local operators is found. It creates Lukyanov's operators which are not in the above family of local operators in general.

The General On Quartic Matrix Model and its application to Counting Tangles and Links ; The counting of alternating tangles in terms of their crossing number, number of external legs and connected components is presented here in a unified framework using quantum fieldtheoretic methods applied to a matrix model of colored links. The overcounting related to topological equivalence of diagrams is removed by means of a renormalization scheme of the matrix model; the corresponding renormalization equations'' are derived. Some particular cases are studied in detail and solved exactly.

Boundary correlation functions of the sixvertex model ; We consider the sixvertex model on an N times N square lattice with the domain wall boundary conditions. Boundary onepoint correlation functions of the model are expressed as determinants of Ntimes N matrices, generalizing the known result for the partition function. In the free fermion case the explicit answers are obtained. The introduced correlation functions are closely related to the problem of enumeration of alternating sign matrices and domino tilings.

Infrared Catastrophe for Nelson's Model ; We mathematically study the infrared catastrophe for the Hamiltonian of Nelson's model when it has the external potential in a general class. For the model, we prove the pullthrough formula on ground states in operator theory first. Based on this formula, we show both nonexistence of any ground state and divergence of the total number of soft bosons.

Lowdimensional modelling of a generalized Burgers equation ; Burgers equation is one of the simplest nonlinear partial differential equationsit combines the basic processes of diffusion and nonlinear steepening. In some applications it is appropriate for the diffusion coefficient to be a timedependent function. Using a Wayne's transformation and centre manifold theory, we derive lmode and 2mode centre manifold models of the generalised Burgers equations for bounded smooth time dependent coefficients. These modellings give some interesting extensions to existing results such as the similarity solutions using the similarity method.

Quantum dynamical semigroups for diffusion models with Hartree interaction ; We consider a class of evolution equations in Lindblad form, which model the dynamics of dissipative quantum mechanical systems with meanfield interaction. Particularly, this class includes the socalled Quantum FokkerPlanckPoisson model. The existence and uniqueness of globalintime, mass preserving solutions is proved, thus establishing the existence of a nonlinear conservative quantum dynamical semigroup. The mathematical difficulties stem from combining an unbounded Lindblad generator with the Hartree nonlinearity.

Wick rotation for holomorphic random fields ; Random field with paths given as restrictions of holomorphic functions to Euclidean spacetime can be Wickrotated by pathwise analytic continuation. Euclidean symmetries of the correlation functions then go over to relativistic symmetries. As a concrete example, convoluted point processes with interactions motivated from quantum field theory are discussed. A general scheme for the construction of Euclidean invariant infinite volume measures for systems of continuous particles with ferromagnetic interaction is given and applied to the models under consideration. Connections with Euclidean quantum field theory, WidomRowlinson and Potts models are pointed out. For the given models, pathwise analytic continuation and analytically continued correlation functions are shown to exist and to expose relativistic symmetries.

Loop equations for the semiclassical 2matrix model with hard edges ; The 2matrix models can be defined in a setting more general than polynomial potentials, namely, the semiclassical matrix model. In this case, the potentials are such that their derivatives are rational functions, and the integration paths for eigenvalues are arbitrary homology classes of paths for which the integral is convergent. This choice includes in particular the case where the integration path has fixed endpoints, called hard edges. The hard edges induce boundary contributions in the loop equations. The purpose of this article is to give the loop equations in that semicassical setting.

Point interactions in acoustics one dimensional models ; A one dimensional system made up of a compressible fluid and several mechanical oscillators, coupled to the acoustic field in the fluid, is analyzed for different settings of the oscillators array. The dynamical models are formulated in terms of singular perturbations of the decoupled dynamics of the acoustic field and the mechanical oscillators. Detailed spectral properties of the generators of the dynamics are given for each model we consider. In the case of a periodic array of mechanical oscillators it is shown that the energy spectrum presents a band structure.

Order Parameters in XXZType Spin 12 Quantum Models with Gibbsian Ground States ; A class of general spin 12 lattice models on hypercubic lattice Zd, whose Hamiltonians are sums of two functions depending on the Pauli matrices S1, S2 and S3, respectively, are found, which have Gibbsian eigen ground states and two order parameters for two spin components x, z simultaneously for large values of the parameter alpha playing the role of the inverse temperature. It is shown that the ferromagnetic order in x direction exists for all dimensions dgeq 1 for a wide class of considered models a proof is remarkably simple.

Susy CPN1 model and surfaces in RN21 ; We describe surfaces in RN21 generated by the holomorphic solutions of the supersymmetric CPN1 model. We show that these surfaces are described by the fundamental projector constructed out of the solutions of this model and that in the CPN1 case the corresponding surface is a sphere. Although the coordinates of the sphere are superfields the sphere's curvature is constant. We show that for N2 the corresponding surfaces can also be constructed from the similar projector.

Recent Developments on Ising and Chiral Potts Model ; After briefly reviewing selected Ising and chiral Potts model results, we discuss a number of properties of cyclic hypergeometric functions which appear naturally in the description of the integrable chiral Potts model and its threedimensional generalizations.

Asymptotics of block Toeplitz determinants and the classical dimer model ; We compute the asymptotics of a block Toeplitz determinant which arises in the classical dimer model for the triangular lattice when considering the monomermonomer correlation function. The model depends on a parameter interpolating between the square lattice t0 and the triangular lattice t1, and we obtain the asymptotics for 0tle 1. For 0t1 we apply the Szego Limit Theorem for block Toeplitz determinants. The main difficulty is to evaluate the constant term in the asymptotics, which is generally given only in a rather abstract form.

Continuity of eigenfunctions of uniquely ergodic dynamical systems and intensity of Bragg peaks ; We study uniquely ergodic dynamical systems over locally compact, sigmacompact Abelian groups. We characterize uniform convergence in WienerWintner type ergodic theorems in terms of continuity of the limit. Our results generalize and unify earlier results of Robinson and Assani respectively. We then turn to diffraction of quasicrystals and show how the Bragg peaks can be calculated via a WienerWintner type result. Combining these results we prove a version of what is sometimes known as BombieriTaylor conjecture. Finally, we discuss various examples including deformed model sets, percolation models, random displacement models, and linearly repetitive systems.

Conformal covariance in 2d conformal and integrable models, in Walgebras and in their supersymmetric extensions ; Conformal symmetry underlies the mathematical description of various twodimensional integrable models e.g. for their Lax representation, Poisson algebra, zero curvature representation,... or of conformal models for the anomalous Ward identities, operator product expansion, KricheverNovikov algebra,... and of Walgebras. Here, we review the construction of conformally covariant differential operators which allow to render the conformal covariance manifest. The N1 and N2 supersymmetric generalizations of these results are also indicated and it is shown that they involve nonstandard matrix formats of Lie superalgebras.

Polarizationfree generators for the Belavin model ; Employing a change of basis, the socalled factorizing Drinfel'd twist, we construct polarizationfree and completely symmetric creation operators for a face type model equivalent to the Belavin model. A resolution of the nested structure of the Bethevectors is achieved.

On the Construction of Integrable Gaudin Models with Boundaries ; We propose a general method for constructing boundary integrable Gaudin models associated with twisted affine algebras cal Gk k1, 2, where cal G is a simple Lie algebra or superalgebra. Many new integrable Gaudin models with boundaries are constructed using this approach.

'Animal spirits' and expectations in U.S. recession forecasting ; A twovariable model is developed to forecast the probability of recession in the U.S. economy. Like many others, the model uses data a year or more old to explain movements of a dichotomous dependent variable for recession. The innovation of the present effort is the introduction of a confidence variable, which appears to increase the qualitative accuracy and structural stability of the model in validation testing compared to others.

DNA Torsional Solitons in Presence of localized Inhomogeneities ; In the present paper we investigate the influence of inhomogeneities in the dynamics and stability of DNA open states, modeled as propagating solitons in the spirit of a Generalized Yakushevish Model. It is a direct consecuence of our model that there exists a critical distance between the soliton's center of mass and the inhomogeneity at which the interaction between them can change the stability of the open state.Furtherly from this results was derived a renormalized potential funtion.

C2N1 RuijsenaarsSchneider models ; We define the notion of C2N1 RuijsenaarsSchneider models and construct their Lax formulation. They are obtained by a particular folding of the A2N1 systems. Their commuting Hamiltonians are linear combinations of Koornwindervan Diejen external fields'' RuijsenaarsSchneider models, for specific values of the exponential onebody couplings but with the most general 2 doublepoles structure as opposed to the formerly studied BCN case. Extensions to the elliptic potentials are briefly discussed.

Using of Phenomenological Piecewise Continuous Map for Modeling of Neurons Behaviour ; A piecewise continuous map for modeling bursting and spiking behaviour of isolated neuron is proposed. The map was created from phenomenological viewpoint. The map demonstrates oscillations, which are qualitatively similar to oscillations generating by RoseHindmarsh model. The synchronization in small ensembles of the maps is investigated. It is considered the different number of elements in the ensemble and different connectivity topologies.

Speculative bubbles and fat tail phenomena in a heterogeneous agent model ; The aim of this paper is to propose a heterogeneous agent model of stock markets that develop complicated endogenous price fluctuations. We find occurrences of nonstationary chaos, or speculative bubble, are caused by the heterogeneity of traders' strategies. Furthermore, we show that the distributions of returns generated from the heterogeneous agent model have fat tails, a remarkable stylized fact observed in almost all financial markets.

Democracy Order out of Chaos ; We construct a majority cellular automata based model to explain the powerlaw signatures in Indonesian general election results. The understanding of secondorder phase transitions between two different conditions inspires the model. The democracy is assumed as critical point between the two extreme sociopolitical situations of totalitarian and anarchistic social system where democracy can fall into the twos. The model is in multiparty candidates system run for equilibrium or equilibria, and used to fit and analyze the three of democratic national elections in Indonesia, 1955, 1999, and 2004.

Energy localization in two chaotically coupled systems ; We set up and analyze a random matrix model to study energy localization and its time behavior in two chaotically coupled systems. This investigation is prompted by a recent experimental and theoretical study of Weaver and Lobkis on coupled elastomechanical systems. Our random matrix model properly describes the main features of the findings by Weaver and Lobkis. Due to its general character, our model is also applicable to similar systems in other areas of physics for example, to chaotically coupled quantum dots.

A Model of CoupledMaps for Economic Dynamics ; An array system of coupled maps is proposed as a model for economy evolution. The local dynamics of each map or agent is controlled by two parameters. One of them represents the growth capacity of the agent and the other one is a control term representing the local environmental pressure which avoids an exponential growth. The asymptotic state of the system evolution displays a complex behavior. The distribution of the maps values in this final regime is of power law type. In the model, inequality emerges as a result of the dynamical processes taking place in the microscopic scales.

Generalised PerkSchultz models solutions of the YangBaxter equation associated with quantised orthosymplectic superalgebras ; The PerkSchultz model may be expressed in terms of the solution of the YangBaxter equation associated with the fundamental representation of the untwisted affine extension of the general linear quantum superalgebra Uqslmn, with a multiparametric coproduct action as given by Reshetikhin. Here we present analogous explicit expressions for solutions of the YangBaxter equation associated with the fundamental representations of the twisted and untwisted affine extensions of the orthosymplectic quantum superalgebras Uqospmn. In this manner we obtain generalisations of the PerkSchultz model.

QuasiExactly Solvable NBody Spin Hamiltonians with ShortRange Interaction Potentials ; We review some recent results on quasiexactly solvable spin models presenting nearneighbors interactions. These systems can be understood as cyclic generalizations of the usual CalogeroSutherland models. A nontrivial modification of the exchange operator formalism is used to obtain several infinite families of eigenfunctions of these models in closed form.

Nuclear Fragmentation and Its Parallels ; A model for the fragmentation of a nucleus is developed. Parallels of the description of this process with other areas are shown which include Feynman's theory of the lambda transition in liquid Helium, Bose condensation, and Markov process models used in stochastic networks and polymer physics. These parallels are used to generalize and further develop a previous exactly solvable model of nuclear fragmentation. An analysis of some experimental data is given.

Largespace shellmodel calculations for light nuclei ; An effective twobody interaction is constructed from a new Reidlike NN potential for a large nocore space consisting of six major shells and is used to generate the shellmodel properties for light nuclei from A2 to 6. For practical reasons, the model space is partially truncated for A6. Binding energies and other physical observables are calculated and compare favorably with experiment.

Loosely bound hyperons in the SU3 Skyrme model ; Hyperon pairs bound in deuteron like states are obtained within the SU3 Skyrme model in agreement with general expectations from boson exchange models. The central binding from the flavor symmetry breaking terms increases with the strangeness contents of the interacting baryons whereas the kinetic nonlinear sigmamodel term fixes the spin and isospin of the bound pair. We give a complete account of the interactions of octet baryons within the product approximation to baryon number B2 configurations.

Role of Cloud Renormalization in Convolution Models for EMC and DrellYan Ratios ; Generalizing a recent convolution model of the nucleon which explicitly conserves charge and momentum we reexamine the influence of an enhanced pion field in nuclei on EMC and DrellYan ratios. Due to wave function renormalization constants the effect is more than 50 smaller than predicted by the standard pion excess model. In particular there is no discrepancy between the EMC data and our results in the xregion which was expected to be most sensitive to the pion.

Shell Model Study of the Double Beta Decays of 76Ge, 82Se and 136Xe ; The lifetimes for the double beta decays of 76Ge, 82Se and 136Xe are calculated using very large shell model spaces. The two neutrino matrix elements obtained are in good agreement with the present experimental data. For mnu1 eV we predict the following upper bounds to the halflives for the neutrinoless mode T0nu12Ge 1.85,1025 yr., T0nu12Se 2.36,1024 yr. and T0nu12Xe 1.21,1025 yr. These results are the first from a new generation of Shell Model calculations reaching O108 dimensions.

Application of a TwoParameter Quantum Algebra to Rotational Spectroscopy of Nuclei ; A twoparameter quantum algebra Uqprm u2 is briefly investigated in this paper. The basic ingredients of a model based on the Uqprm u2 symmetry, the qprotator model, are presented in detail. Some general tendencies arising from the application of this model to the description of rotational bands of various atomic nuclei are summarized.

Nuclear Shell Model by the Quantum Monte Carlo Diagonalization Method ; The feasibility of shellmodel calculations is radically extended by the Quantum Monte Carlo Diagonalization method with various essential improvements. The major improvements are made in the sampling for the generation of shellmodel basis vectors, and in the restoration of symmetries such as angular momentum and isospin. Consequently the level structure of lowlying states can be studied with realistic interactions. After testing this method on 24Mg, we present first results for energy levels and E2 properties of 64Ge, indicating its large and gammasoft deformation.

Probability of a Solution to the Solar Neutrino Problem Within the Minimal Standard Model ; Tests, independent of any solar model, can be made of whether solar neutrino experiments are consistent with the minimal Standard Model stable, massless neutrinos. If the experimental uncertainties are correctly estimated and the sun is generating energy by lightelement fusion in quasistatic equilibrium, the probability of a standardphysics solution is less than 2. Even when the luminosity constraint is abandoned, the probability is not more than 4. The sensitivity of the conclusions to input parameters is explored.

Fluctuations and HBT Scales in Relativistic Nuclear Collisions ; BoseEinstein correlations in relativistic heavy ion collisions are examined in a general model containing the essential features of hydrodynamical, cascade as well as other models commonly employed for describing the particle freezeout. In particular the effects of longitudinal and transverse expansion, emission from surfaces moving in time, the thickness of the emitting layer varying from surface to volume emission and other effects are studied. Model dependences of freezeout sizes and times are discussed and compared to recent PbPb data at 160AcdotGeV.

Chemical equilibration of strangeness ; Thermal models are very useful in the understanding of particle production in general and especially in the case of strangeness. We summarize the assumptions which go into a thermal model calculation and which differ in the application of various groups. We compare the different results to each other. Using our own calculation we discuss the validity of the thermal model and the amount of strangeness equilibration at CERNSPS energies. Finally the implications of the thermal analysis on the reaction dynamics are discussed.

New Results on Quantum Chaos in Atomic Nuclei ; In atomic nuclei, ordered and chaotic states generally coexist. In this paper the transition from ordered to chaotic states will be discussed in the framework of rotovibrational and shell models. In particular for 160Gd, in the rotovibrational model, the Poincare sections clearly show the transition from order to chaos for different values of rotational frequency. Furthermore, the spectral statistics of lowlying states of several fp shell nuclei are studied with realistic shellmodel calculations.

and Photoproduction with an Effective Quark Model Lagrangian ; An unified approach for vector meson photoproduction is presented in the constit quark model. The s and uchannel resonance contributions are generated using an effective quark vectormeson Lagrangian. In addition, taking into account pi0 and sigma tchannel exchanges for diffractive production, the available total and differential cross section data for omega, rho0, rho, and rho photoproduction can be well described with the same quark model parameter set. Our results clearly indicate that polarization observables are essential to identify socalled missing resonances.

Meson exchange and nucleon polarizabilities in the quark model ; Modifications to the nucleon electric polarizability induced by pion and sigma exchange in the qq potentials are studied by means of sum rule techniques within a nonrelativistic quark model. Contributions from meson exchange interactions are found to be small and in general reduce the quark core polarizability for a number of hybrid and onebosonexchange qq models. These results can be explained by the constraints that the baryonic spectrum impose on the short range behavior of the mesonic interactions.

Isotope thermometery in nuclear multifragmentation ; A systematic study of the effect of fragmentfragment interaction, quantum statistics, gammafeeding and collective flow is made in the extraction of the nuclear temperature from the double ratio of the isotopic yields in the statistical model of onestep Prompt multifragmentation. Temperature is also extracted from the isotope yield ratios generated in the sequential binarydecay model. Comparison of the thermodynamic temperature with the extracted temperatures for different isotope ratios show some anomaly in both models which is discussed in the context of experimentally measured caloric curves.

CorePolarization Contribution to the Nuclear Anapole Moment ; The importance of core contributions to the anapole moment in nuclei is examined. A model of the corepolarization correction is presented. The model is based on the coupling of the valence particles to the spindipole J1 giant resonances of the core. A shellmodel calculation of this correction is presented. The singleparticle moments are calculated with WoodsSaxon and Skyrme Hartree Fock radial wave functions, and the general issues associated with nuclear configuration mixing are discussed.

Statistical aspects of nuclear coupling to continuum ; Various global characteristics of the coupling between the bound and scattering states are explicitly studied based on realistic Shell Model Embedded in the Continuum. In particular, such characteristics are related to those of the scattering ensemble. It is found that in the region of higher density of states the coupling to continuum is largely consistent with the statistical model. However, assumption of channel equivalence in the statistical model is, in general, violated.

Algebraic Model for scattering in threescluster systems. I. Theoretical Background ; A framework to calculate twoparticle matrix elements for fully antisymmetrized threecluster configurations is presented. The theory is developed for a scattering situation described in terms of the Algebraic Model. This means that the nuclear manyparticle state and its asymptotic behaviour are expanded in terms of oscillator states of the intracluster coordinates. The Generating Function technique is used to optimize the calculation of matrix elements. In order to derive the dynamical equations, a multichannel version of the Algebraic Model is presented.

Algebraic Model for Quantum Scattering. Reformulation, Analysis and Numerical Strategies ; The convergence problem for scattering states is studied in detail within the framework of the Algebraic Model, a representation of the Schrodinger equation in an L2 basis. The dynamical equations of this model are reformulated featuring new Dynamical Coefficients, which explicitly reveal the potential effects. A general analysis of the Dynamical Coefficients leads to an optimal basis yielding well converging, precise and stable results. A set of strategies for solving the equations for nonoptimal bases is formulated based on the asymptotic behaviour of the Dynamical Coefficients. These strategies are shown to provide a dramatically improved convergence of the solutions.

The qDeformed NJL Model Revisited ; In this work we investigate the chiral symmetry breaking in the qdeformed version of the NJL Model and its consequent mass generation mechanism . We show that the deformation of the NJL model, in the mean field approximation, may take into account correlations that go beyond the mean field and, in a certain limit, approaches the more realistic lattice calculations.

Quark model study of the triton bound stat ; The threenucleon bound state problem is studied employing nucleonnucleon potentials derived from a basic quarkquark interaction. We analyze the effects of the nonlocalities generated by the quark model. The calculated triton binding energies indicate that quarkmodel nonlocalities can yield additional binding in the order of few hundred keV.

Comparison between chiral and mesontheoretic nucleonnucleon potentials through p,p' reactions ; We use protonnucleus reaction data at intermediate energies to test the emerging new generation of chiral nucleonnucleon NN potentials. Predictions from a high quality onebosonexchange OBE force are used for comparison and evaluation. Both the chiral and OBE models fit NN phase shifts accurately, and the differences between the two forces for protoninduced reactions are small. A comparison to a chiral model with a less accurate NN description sets the scale for the ability of such models to work for nuclear reactions.

Balance functions in a thermal model with resonances ; The pi pi balance function in rapidity is computed in a thermal model with resonances. It is found that the correlations from the neutralresonance decays are important, yielding about a half of the total contribution, which in general consist of resonance and nonresonance parts. The model yields the pionic balance function a few per cent wider that what follows from the recent data for the AuAu collisions at 130GeV.

Gamow ShellModel Description of Weakly Bound and Unbound Nuclear States ; Recently, the shell model in the complex kplane the socalled Gamow Shell Model has been formulated using a complex Berggren ensemble representing bound singleparticle states, singleparticle resonances, and nonresonant continuum states. In this framework, we shall discuss binding energies and energy spectra of neutronrich helium and lithium isotopes. The singleparticle basis used is that of the HartreeFock potential generated selfconsistently by the finiterange residual interaction.

The interparticle interaction and noncommutativity of conjugate operators in quantum mechanics. Hlike atoms ; A quantum mechanical model for the systems consisting of interacting bodies is considered. The model takes into account the noncommutativity of the space and impulse operators and the correlation equations for the indeterminacy of these quantities. The noncommutativity of the operators is here a result of the action of the interparticle forces and represents a natural generalization of the conventional commutation relation for the space and impulse operators for a single particle. The efficiency of the model is demonstrated by specific calculations concerning several wellknown atomic systems.

Projection Operator Formalisms and the Nuclear Shell Model ; The shell model solve the nuclear manybody problem in a restricted model space and takes into account the restricted nature of the space by using effective interactions and operators. In this paper two different methods for generating the effective interactions are considered. One is based on a partial solution of the Schrodinger equation BlochHorowitz or the Feshbach projection formalism and other on linear algebra LeeSuzuki. The two methods are derived in a parallel manner so that the difference and similarities become apparent. The connections with the renormalization group are also pointed out.

Bjorken expansion with gradual freeze out ; The freeze out of the expanding systems, created in relativistic heavy ion collisions, will be discussed. We combine kinetic freeze out equations with Bjorken type system expansion into a unified model. Such a model is a more physical generalization of the earlier simplified nonexpanding freeze out models. We shall see that the basic freeze out features, pointed out in the earlier works, are not smeared out by the expansion.

Origin of Multikinks in Dispersive Nonlinear Systems ; We develop em the first analytical theory of multikinks for strongly em dispersive nonlinear systems, considering the examples of the weakly discrete sineGordon model and the generalized FrenkelKontorova model with a piecewise parabolic potential. We reveal that there are no 2pikinks for this model, but there exist em discrete sets of 2pi Nkinks for all N1. We also show their bifurcation structure in driven damped systems.

Aplications of Dimensional Analysis to Cosmology ; In this paper we apply dimensional analysis D.A. to two cosmological models Einsteinde Sitter and one FriedmannRobertsonWalker FRW with radiation predominance. We believe that this method leads to the simplest form of solution the differential equations that arise in both models and would be useful as a base for the solution of more complex models. The aim of the paper is therefore rather pedagogical since it tries to show different dimensional techniques.

A New Hypothesis for the Vertical Distribution of Atmospheric Aerosols ; A simple model which can explain the observed vertical distribution and size spectrum of atmospheric aerosol has been proposed. The model is based on a new physical hypothesis for the vertical mass exchange between the troposphere and the stratosphere. The vertical mass excange takes place through a gravity wave feedback mechanism. There is a close agreement between the model predicted aerosol distribution and size spectrum and the observed distributions.

Currentsheet formation in incompressible electron magnetohydrodynamics ; The nonlinear dynamics of axisymmetric, as well as helical, frozenin vortex structures is investigated by the Hamiltonian method in the framework of ideal incompressible electron magnetohydrodynamics. For description of currentsheet formation from a smooth initial magnetic field, local and nonlocal nonlinear approximations are introduced and partially analyzed that are generalizations of the previously known exactly solvable local model neglecting electron inertia. Finally, estimations are made that predict finitetime singularity formation for a class of hydrodynamic models intermediate between that local model and the Eulerian hydrodynamics.

Presynaptic calcium dynamics of learning neurons ; We present a new model for the dynamics of the presynaptic intracellular calcium concentration in neurons evoked by various stimulation protocols. The aim of the model is twofold We want to discuss the calcium transients during and after specific stimulation protocols as they are used to induce longtermdepression and longtermpotentiation. In addition we would like to provide a general tool which allows the comparison of different calcium experiments. This may help to draw conclusions on a wider base in future.

Class of selflimiting growth models in the presence of nonlinear diffusion ; The source term in a reactiondiffusion system, in general, does not involve explicit time dependence. A class of selflimiting growth models dealing with animal and tumor growth and bacterial population in a culture, on the other hand are described by kinetics with explicit functions of time. We analyze a reactiondiffusion system to study the propagation of spatial front for these models.

Mechanical scenario for the reaction neutron proton electron antineutrino ; Small perturbations of averaged ideal turbulence reproduce the electromagnetic field. The luminiferous medium has the relatively low pressure and high energy. A vapor bubble in the fluid models the neutron. The bubble stabilized via creating in the fluid a field of the positive perturbation of the turbulence energy serves as a model of the proton. An isle of the fluid that produces the respective field of the negative perturbation of the turbulence energy models the electron. The antineutrino corresponds to a local positive disturbance of the turbulence energy needed in order to compensate the difference in perturbations of the energy produced by the electron and proton.

A Simplified Model of Intrabeam Scattering ; Beginning with the general BjorkenMtingwa solution, we derive a simplified model of intrabeam scattering IBS, one valid for high energy beams in normal storage rings; our result is similar, though more accurate than a model due to Raubenheimer. In addition, we show that a modified version of Piwinski's IBS formulation where eta squared over beta has been replaced by the dispersion invariant at high energies asymptotically approaches the same result.

A model for mutation in bacterial populations ; We describe the evolution of E.coli populations through a BakSneppen type model which incorporates random mutations. We show that, for a value of the mutation level which coincides with the one estimated from experiments, this model reproduces the measures of mean fitness relative to that of a common ancestor, performed for over 10,000 bacterial generations.

The Character of Transport Caused by ExB Drift Turbulence ; The basic character of diffusive transport in a magnetised plasma depends on what kind of transport is modelled. ExB turbulence under drift ordering has special characteristics it is nearly incompressible, and it cannot lead to magnetic flux diffusion if it is electrostatic. The ExB velocity is also related to the Poynting energy flux. Under quasineutral dynamics, electric fields are not caused by transport of electric charge but by the requirement that the total current is divergence free. Consequences for well constructed computational transport models are discussed in the context of a general mean field analysis, which also yields several anomalous transfer mechanisms not normally considered by current models.

Multiple solutions of coupledcluster equations for PPP model of 10annulene ; Multiple real solutions of the CC equations corresponding to the CCD, ACP and ACPQ methods are studied for the PPP model of 10annulene, C10H10. The longrange electrostatic interactions are represented either by the MatagaNishimoto potential, or Pople's R1 potential. The multiple solutions are obtained in a quasirandom manner, by generating a pool of starting amplitudes and applying a standard CC iterative procedure combined with Pulay's DIIS method. Several unexpected features of these solutions are uncovered, including the switching between two CCD solutions when moving between the weakly and strongly correlated regime of the PPP model with Pople's potential.

A model differential equation for turbulence ; A phenomenological turbulence model in which the energy spectrum obeys a nonlinear diffusion equation is presented. This equation respects the scaling properties of the original NavierStokes equations and it has the Kolmogorov 53 cascade and the thermodynamic equilibrium spectra as exact steady state solutions. The general steady state in this model contains a nonlinear mixture of the constantflux and thermodynamic components. Such warm cascade solutions describe the bottleneck phenomenon of spectrum stagnation near the dissipative scale. Selfsimilar solutions describing a finitetime formation of steady cascades are analysed and found to exhibit nontrivial scaling behaviour.

Streamer branching rationalized by conformal mapping techniques ; Spontaneous branching of discharge channels is frequently observed, but not well understood. We recently proposed a new branching mechanism based on simulations of a simple continuous discharge model in high fields. We here present analytical results for such streamers in the LozanskyFirsov limit where they can be modelled as moving equipotential ionization fronts. This model can be analyzed by conformal mapping techniques which allow the reduction of the dynamical problem to finite sets of nonlinear ordinary differential equations. The solutions illustrate that branching is generic for the intricate head dynamics of streamers in the LozanskyFirsovlimit.

Beyond the Linear Damping Model for Mechanical Harmonic Oscillators ; The steady state motion of a folded pendulum has been studied using frequencies of drive that are mainly below the natural resonance frequency of the instrument. Although the freedecay of this mechanical oscillator appears textbook exponential, the steady state behavior of the instrument for subresonance drive can be remarkably complex. Although the response cannot be explained by linear damping models, the general features can be understood with the nonlinear, modified Coulomb damping model developed by the author.

Selfsimilarities in the frequencyamplitude space of a lossmodulated CO2 laser ; We show the standard twolevel continuoustime model of lossmodulated CO2 lasers to display the same regular network of selfsimilar stability islands known so far to be typically present only in discretetime models based on mappings. For class B laser models our results suggest that, more than just convenient surrogates, discrete mappings in fact could be isomorphic to continuous flows.

The Economic Mobility in Money Transfer ; In this paper, we investigate the economic mobility in some money transfer models which have been applied into the research on wealth distribution. We demonstrate the mobility by recording the time series of agents' ranks and observing their volatility. We also compare the mobility quantitatively by employing an index, the per capita aggregate change in logincome, raised by economists. Like the shape of distribution, the character of mobility is also decided by the trading rule in these transfer models. It is worth noting that even though different models have the same type of distribution, their mobility characters may be quite different.

A model for the distribution of aftershock waiting times ; In this work the distribution of interoccurrence times between earthquakes in aftershock sequences is analyzed and a model based on a nonhomogeneous Poisson NHP process is proposed to quantify the observed scaling. In this model the generalized Omori's law for the decay of aftershocks is used as a timedependent rate in the NHP process. The analytically derived distribution of interoccurrence times is applied to several major aftershock sequences in California to confirm the validity of the proposed hypothesis.

Condensation in an Economic Model with Brand Competition ; We present a linear agent based model on brand competition. Each agent belongs to one of the two brands and interacts with its nearest neighbors. In the process the agent can decide to change to the other brand if the move is beneficial. The numerical simulations show that the systems always condenses into a state when all agents belong to a single brand. We study the condensation times for different parameters of the model and the influence of different mechanisms to avoid condensation, like anti monopoly rules and brand fidelity.

Modeling Society with Statistical Mechanics an Application to Cultural Contact and Immigration ; We introduce a general modeling framework to predict the outcomes, at the population level, of individual psychology and behavior. The framework prescribes that researchers build a cost function that embodies knowledge of what trait values opinions, behaviors, etc. are favored by individual interactions under given social conditions. Predictions at the population level are then drawn using methods from statistical mechanics, a branch of theoretical physics born to link the microscopic and macroscopic behavior of physical systems. We demonstrate our approach building a model of cultural contact between two cultures e.g., immigration, showing that it is possible to make predictions about how contact changes the two cultures.

Investigation of the transverse beam dynamics in the thermal wave model with a functional method ; We investigated the transverse beam dynamics in a thermal wave model by using a functional method. It can describe the beam optical elements separately with a kernel for a component. The method can be applied to general quadrupole magnets beyond a thin lens approximation as well as drift spaces. We found that the model can successfully describe the PARMILA simulation result through an FODO lattice structure for the Gaussian input beam without space charge effects.

Growth and Allocation of Resources in Economics The AgentBased Approach ; Some agentbased models for growth and allocation of resources are described. The first class considered consists of conservative models, where the number of agents and the size of resources are constant during time evolution. The second class is made up of multiplicative noise models and some of their extensions to continuoustime.