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This paper investigates the common intuition suggesting that during crises the shape of the financial market clearly differentiates from that of random walk processes. In this sense, it challenges the analysis of the nature of financial markets proposed by Fama and his associates. For this, a geometric approach is proposed in order to define the patterns of change of the market and a measure of multivariate kurtosis is used in order to test deviations from multinormality. The emergence of crises can be measured in this framework, using all the available information about the returns of the stocks under consideration and not only the index representing the market., Comment: 17 pages, 5 figures

We investigate the coupling between the nonlinear Schr\"odinger equation and the inviscid Burgers equation, a system which models interactions between short and long waves, for instance in fluids. Well-posedness for the associated Cauchy problem remains a difficult open problem, and we tackle it here via a linearization technique. Namely, we establish a linearized stability theorem for the Schr\"odinger--Burgers system, when the reference solution is an entropy--satisfying shock wave to Burgers equation. Our proof is based on suitable energy estimates and on properties of hyperbolic equations with discontinuous coefficients. Numerical experiments support and expand our theoretical results., Comment: 19 pages

In this paper we introduce a system coupling a nonlinear Schr\"odinger equation with a system of viscoelasticity, modeling the interaction between short and long waves, acting for instance on media like plasmas or polymers. We prove the existence and uniqueness of local (in time) strong solutions and the existence of global weak solutions for the corresponding Cauchy problem. In particular we extend previous results in [Nohel \emph{et. al.}, Commun. Part. Diff. Eq., 13 (1988)] for the quasilinear system of viscoelasticity. We finish with some numerical computations to illustrate our results.

The purpose of this paper is to study the dynamics of a square billiard with a non-standard reflection law such that the angle of reflection of the particle is a linear contraction of the angle of incidence. We present numerical and analytical arguments that the nonwandering set of this billiard decomposes into three invariant sets, a parabolic attractor, a chaotic attractor and a set consisting of several horseshoes. This scenario implies the positivity of the topological entropy of the billiard, a property that is in sharp contrast with the integrability of the square billiard with the standard reflection law., Comment: 17 figures

In this note we show that for any Hamiltonian defined on a symplectic 4-manifold M and any point p in M, there exists a C2-close Hamiltonian whose regular energy surface through p is either Anosov or it contains a homoclinic tangency. Our result is based on a general construction of Hamiltonian suspensions for given symplectomorphisms on Poincar\'e sections already known to yield similar properties., Comment: 12 pages

We study the geometry of the action of SL(2,R) on the projective line in order to present a new and simpler proof of the Herman-Avila-Bochi formula. This formula gives the average Lyapunov exponent of a class of 1-families of SL(2,R)-cocycles., Comment: 13 pages, 2 figures

We consider C2 Hamiltonian functions on compact 4-dimensional symplectic manifolds to study elliptic dynamics of the Hamiltonian flow, namely the so-called Newhouse dichotomy. We show that for any open set U intersecting a far from Anosov regular energy surface, there is a nearby Hamiltonian having an elliptic closed orbit through U. Moreover, this implies that for far from Anosov regular energy surfaces of a C2-generic Hamiltonian the elliptic closed orbits are generic., Comment: 9 pages

If a real-analytic flow on the multidimensional torus close enough to linear has a unique rotation vector which satisfies an arithmetical condition Y, then it is analytically conjugate to linear. We show this by proving that the orbit under renormalization of a constant Y vector field attracts all nearby orbits with the same rotation vector., Comment: inc bibl

We study the dynamical behaviour of Hamiltonian flows defined on 4-dimensional compact symplectic manifolds. We find the existence of a C2-residual set of Hamiltonians for which every regular energy surface is either Anosov or it is in the closure of energy surfaces with zero Lyapunov exponents a.e. This is in the spirit of the Bochi-Mane dichotomy for area-preserving diffeomorphisms on compact surfaces and its continuous-time version for 3-dimensional volume-preserving flows.

We construct a rigorous renormalisation scheme for analytic vector fields on the 2-torus of Poincare type. We show that iterating this procedure there is convergence to a limit set with a ``Gauss map'' dynamics on it, related to the continued fraction expansion of the slope of the frequencies. This is valid for diophantine frequency vectors., Comment: final version

We use a renormalisation operator R acting on a space of vector fields on the d-torus, d>1, to prove the existence of a submanifold of vector fields equivalent to constant. The result comes from the existence of a fixed point w of R which is hyperbolic. This is done for a certain class KT of constant vector fields w, called of Koch type. The transformation R is constructed using a time rescaling, a linear change of basis plus a periodic non-linear map isotopic to the identity, which we derive by a ``homotopy trick''., Comment: final version