Hydrodynamics of quantum entropies in Ising chains with linear dissipation

We study the dynamics of quantum information and of quantum correlations after a quantum quench, in transverse field Ising chains subject to generic linear dissipation. As we show, in the hydrodynamic limit of long times, large system sizes, and weak dissipation, entropy-related quantities —such as the von Neumann entropy, the Rényi entropies, and the associated mutual information— admit a simple description within the so-called quasiparticle picture. Specifically, we analytically derive a hydrodynamic formula, recently conjectured for generic noninteracting systems, which allows us to demonstrate a universal feature of the dynamics of correlations in such dissipative noninteracting system. For any possible dissipation, the mutual information grows up to a time scale that is proportional to the inverse dissipation rate, and then decreases, always vanishing in the long time limit. In passing, we provide analytic formulas describing the time-dependence of arbitrary functions of the fermionic covariance matrix, in the hydrodynamic limit.

Non-stationarity of Open Star Clusters

The monograph poses issues related to the study of the non-stationarity of open star clusters (OSCs), starting with an analysis of the properties of the trajectories of individual stars to the study of collective motion of stars. A discussion of the dynamics of correlations and wave processes in such clusters is presented. The mechanisms of the dynamic evolution of OSCs, the gravitational instability of OSC nuclei, the spectra of frequencies and wavenumbers for oscillations of numerical models of OSCs, astrophysical applications of the results of studies of the dynamics of OSCs are considered. We address the monograph to academic researchers (astronomers and physicists) who are interested in astrophysics, the dynamics of stellar systems, and PhD and senior students of relevant specialities.

Dynamics of Equity Factor Returns and Asset Pricing

In empirical equity asset pricing, the stochastic discount factor (SDF) is implicitly modeled as a linear function of equity factors and is influenced by the empirical properties of the factor returns. We investigate the pricing error introduced by a misspecified SDF which ignores each of the following established empirical phenomena: autocorrelation, dynamics of covariances, dynamics of correlations, and heavy tails for the conditional factor return distribution. We consider near-linear SDFs and nonlinear specifications characterized by a high degree of risk aversion. We find that assuming constant covariances or constant correlations can significantly overprice certain equity portfolios at all risk-aversion levels and that ignoring fat tails can lead to large pricing errors for some derivative assets for highly nonlinear SDFs.

Financial Stress Transmission from Sovereign Credit Market to Financial Market: A Multivariate FIGARCH-DCC Approach

This study examines the interdependence between the daily eurozone sovereign credit default swaps (CDS) index and four financial market sectors such as banking CDS market (CDSb), underlying sovereign market (BONDs), stock market (BMI) and future interest rate benchmark of the bunds obligation (EUROBOBL). Focusing on different phases of the sovereign debt crises, the aim of this article is to examine how the dynamics of correlations between the CDSs and financial market indicators evolved from 20 September 2011 to 12 February 2016. To this end, we adopt a dynamic conditional correlation (DCC) model into a multivariate fractionally integrated generalized ARCH (FIGARCH) framework, which accounts for long memory and time-varying correlations. The empirical findings indicate a general pattern of decrease and increase in correlations during the phases of the sovereign debt crisis, suggesting the spillover effect and different vulnerability of the CDS index and financial market indicators.

Quantum correlation and non-classical properties in semiconductor microcavities for multi-photon excitation

We study how the interplay of weak excitation regime of quantum well confined in a semiconductor microcavity affects the dynamics of correlations and the statistical properties of photons. We discuss how the system parameters can impact the quantum entropy and Mandel’s parameter, and illustrate our concerns with numerical simulations. We have found that the enhancement of the correlations and the control of the statistical properties of photons in semiconductor microcavities for multi-photon excitation highly benefits from the combination of the strength of the field, excitonic spontaneous emission rate, cavity dissipative rate, and the coupling between the exciton and photons. Our results may have important implications not only for those specially interested in quantum optics and information, but also for the general physics community.

Evolution of Correlations of Many-Particle Quantum Systems in Condensed States

We review some new approaches to the description of the evolution of states of many-particle quantum systems by means of the correlation operators. Using the denition of marginal correlation operators within the framework of dynamics of correlations governed by the von Neumann hierarchy, we establish that a sequence of such operators is governed by the nonlinear quantum BBGKY hierarchy. The constructed nonperturbative solution of the Cauchy problem to this hierarchy of nonlinear evolution equations describes the processes of the creation and the propagation of correlations in many-particle quantum systems. Moreover, we consider the problem of the rigorous description of collective behavior of many-particle quantum systems by means of a one-particle (marginal) correlation operator that is a solution of the generalized quantum kinetic equation with initial correlations, in particular, correlations characterizing the condensed states of systems.

Dynamics of correlations of the immune and hormonal status and the optimization efficiency of rehabilitation of the treatment of patients with osteoarthritis as result of local therapy by essential oils applications

Purpose of this research is to study the effects of a essential oils mixture applications on the dynamics of the correlation of the immune and hormonal status, and the treatment efficiency of osteoarthritis. Materials and methods. 30 women with OA were treated with applications of 5% mix EO: lavender, gin-ger, peppermint, rosemary, pine, clove, nutmeg, eucalyptus, thyme, anise. Dynamics of the correlation of immu-nological status indicators: total number of cells; absolute and % of number of total lympho-cytes,CD3,CD4+,CD8+, To cells, indicators immune-regulatory index CD4+/CD8+, absolute and % indicators CD19, IgG, IgA, IgM was studied. Dynamics of the correlation of endocrine system: STH, PL, cortisol, , TTH, fT4, fT3, PTH, CT, osteocalcin, LH, FSH, ED and TS, DHEA, AS, PG, INS, С-P, index HOMA-IR was also studied. Results. Before treatment - immunodeficiency CD3, CD4, increase CD8+ (cytotoxic cells), low level in-dicators index CD4+ /CD8+ were revealed. Low level indicators CD3, CD4 according to the correlation analysis resulted in reducing the formation of IgM, IgG, IgA was noted. Before treatment low levels of sex steroids ED, TS were revealed. The main hormones support the immune system before treatment, were ED, PTH, CT. After treatment – there were increase in CD3, CD4-cells, index indicators CD4+ /CD8+, reduced CD8, a statistically significant increase in TS (p<0.05), reducing INS and glucose (p<0.05), index HOMA-IR (p<0.05).The main hormones support the immune system after treatment began INS (p<0.05) and thyroid hormones, PTH. The dynamics of the correlation of the immune and hormonal status is associated with a decrease in pain, improved joint function, according to index Lekena (p<0.05).