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A SIMPLE MODEL FOR ASSET PRICE BUBBLE FORMATION AND COLLAPSE
ASSET PRICE BUBBLE FORMATION COLLAPSE
2015/7/14
We consider a simple stochastic differential equation for modeling bubbles in social context. A prime example is bubbles in asset pricing, but similar mechanisms may control a range of social phenomen...
Voltage Collapse and ODE Approach to Power Flows: Analysis of a Feeder Line with Static Disorder in Consumption/Production
ODE Voltage Collapse Feeder Line Power Flows Static Disorder
2011/7/6
We consider a model of a distribution feeder connecting multiple loads to the sub-station. Voltage is controlled directly at the head of the line (sub-station), however, voltage anywhere further down ...
Network topology and collapse of collective stable chaos
Network topology collapse of collective stable chaos
2010/12/28
Collective stable chaos consists of the persistence of disordered patterns in dynamical spatiotem-poral systems possessing a negative maximum Lyapunov exponent. We analyze the role of the topology of ...
Suppression of the quantum-mechanical collapse by repulsive interactions in a quantum gas
Quantum Gases (cond-mat.quant-gas) Pattern Formation and Solitons (nlin.PS)
2010/11/11
The quantum-mechanical collapse (alias fall onto the center of particles attracted by potential -1/r^2), or "quantum anomaly", is a well-known issue in the quantum theory. We demonstrate that the mean...
A simple model for asset price bubble formation and collapse
simple model asset price bubble formation collapse
2010/12/15
We consider a simple stochastic differential equation for modeling bubbles in social context. A prime example is bubbles in asset pricing, but similar mechanisms may control a range of social phenomen...
Dispersion and collapse in stochastic velocity fields on a cylinder
Turbulence Lagrangian trajectories Kraichnan ensemble Cylindrical manifolds
2010/4/7
The dynamics of fluid particles on cylindrical manifolds is investigated. The velocity field is obtained by generalizing the isotropic Kraichnan ensemble, and is therefore Gaussian and decorrelated in...
Holographic algorithms are a novel approach to design polynomial time computations using linear superpositions.Most holographic algorithms are designed with basis vectors of dimension 2. Recently Vali...
Similarity Solutions and Collapse in the Attractive Gross-Pitaevskii Equation
Similarity Solutions and Collapse Attractive Gross-Pitaevskii Equation
2010/11/2
We analyse a generalised Gross-Pitaevskii equation involving a paraboloidal trap potential in $D$ space dimensions and generalised to a nonlinearity of order $2n+1$. For {\em attractive} coupling con...