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Nonlinear space-time dynamics, defined in terms of celebrated 'solitonic' equations, brings indispensable tools for understanding, prediction and control of complex behaviors in both physical and life sciences. In this paper, we review sine-Gordon solitons, kinks and breathers as models of nonlinear excitations in complex systems in physics and in living cellular structures, both intra-cellular (DNA, protein folding and microtubules) and inter-cellular (neural impulses and muscular contractions). Key words: Sine-Gordon solitons, kinks and breathers, DNA, Protein folding, Microtubules, Neural conduction, Muscular contraction, Comment: 55 pages, 11 figures, Latex. arXiv admin note: text overlap with arXiv:quant-ph/9512021, arXiv:hep-ph/9505401, arXiv:nlin/0205044, arXiv:cond-mat/0209427, arXiv:cond-mat/9906020, arXiv:patt-sol/9809011 by other authors

In this paper we analyze crowd turbulence from both classical and quantum perspective. We analyze various crowd waves and collisions using crowd macroscopic wave function. In particular, we will show that nonlinear Schr\"{o}dinger (NLS) equation is fundamental for quantum turbulence, while its closed-form solutions include shock-waves, solitons and rogue waves, as well as planar de Broglie's waves. We start by modeling various crowd flows using classical fluid dynamics, based on Navier-Stokes equations. Then, we model turbulent crowd flows using quantum turbulence in Bose-Einstein condensation, based on modified NLS equation. Keywords: Crowd behavior dynamics, classical and quantum turbulence, shock waves, solitons and rogue waves, Comment: 29 pages, 5 figures, Latex. arXiv admin note: substantial text overlap with arXiv:0901.4600 by other author

his paper reviews modern geometrical dynamics and control of humanoid robots. This general Lagrangian and Hamiltonian formalism starts with a proper definition of humanoid's configuration manifold, which is a set of all robot's active joint angles. Based on the `covariant force law', the general humanoid's dynamics and control are developed. Autonomous Lagrangian dynamics is formulated on the associated `humanoid velocity phase space', while autonomous Hamiltonian dynamics is formulated on the associated `humanoid momentum phase space'. Neural-like hierarchical humanoid control naturally follows this geometrical prescription. This purely rotational and autonomous dynamics and control is then generalized into the framework of modern non-autonomous biomechanics, defining the Hamiltonian fitness function. The paper concludes with several simulation examples. Keywords: Humanoid robots, Lagrangian and Hamiltonian formalisms, neural-like humanoid control, time-dependent biodynamics, Comment: 27 pages, 9 figures, Latex

These lecture notes in Lie Groups are designed for a 1--semester third year or graduate course in mathematics, physics, engineering, chemistry or biology. This landmark theory of the 20th Century mathematics and physics gives a rigorous foundation to modern dynamics, as well as field and gauge theories in physics, engineering and biomechanics. We give both physical and medical examples of Lie groups. The only necessary background for comprehensive reading of these notes are advanced calculus and linear algebra., Comment: 74 pages, 7 figures, added medical applications

Recently, a novel adaptive wave model for financial option pricing has been proposed in the form of adaptive nonlinear Schr\"{o}dinger (NLS) equation [Ivancevic a], as a high-complexity alternative to the linear Black-Scholes-Merton model [Black-Scholes-Merton]. Its quantum-mechanical basis has been elaborated in [Ivancevic b]. Both the solitary and shock-wave solutions of the nonlinear model, as well as its linear (periodic) quantum simplification are shown to successfully fit the Black-Scholes data, and define the financial Greeks. This initial wave model (called the Ivancevic option pricing model) has been further extended in [Yan], by providing the new NLS solutions in the form of rogue waves (one-rogon and two-rogon solutions). In this letter, I propose a new financial research program, with a goal to develop a general wave-type model for realistic option-pricing prediction and control. Keywords: General option-price wave modeling, new financial research program, Comment: 5 pages

Adaptive wave model for financial option pricing is proposed, as a high-complexity alternative to the standard Black--Scholes model. The new option-pricing model, representing a controlled Brownian motion, includes two wave-type approaches: nonlinear and quantum, both based on (adaptive form of) the Schr\"odinger equation. The nonlinear approach comes in two flavors: (i) for the case of constant volatility, it is defined by a single adaptive nonlinear Schr\"odinger (NLS) equation, while for the case of stochastic volatility, it is defined by an adaptive Manakov system of two coupled NLS equations. The linear quantum approach is defined in terms of de Broglie's plane waves and free-particle Schr\"odinger equation. In this approach, financial variables have quantum-mechanical interpretation and satisfy the Heisenberg-type uncertainty relations. Both models are capable of successful fitting of the Black--Scholes data, as well as defining Greeks. Keywords: Black--Scholes option pricing, adaptive nonlinear Schr\"odinger equation, adaptive Manakov system, quantum-mechanical option pricing, market-heat potential PACS: 89.65.Gh, 05.45.Yv, 03.65.Ge, Comment: 17 pages, 6 figures, Latex (high-quality figures can be obtained upon request)

A nonlinear wave alternative for the standard Black-Scholes option-pricing model is presented. The adaptive-wave model, representing 'controlled Brownian behavior' of financial markets, is formally defined by adaptive nonlinear Schr\"odinger (NLS) equations, defining the option-pricing wave function in terms of the stock price and time. The model includes two parameters: volatility (playing the role of dispersion frequency coefficient), which can be either fixed or stochastic, and adaptive market potential that depends on the interest rate. The wave function represents quantum probability amplitude, whose absolute square is probability density function. Four types of analytical solutions of the NLS equation are provided in terms of Jacobi elliptic functions, all starting from de Broglie's plane-wave packet associated with the free quantum-mechanical particle. The best agreement with the Black-Scholes model shows the adaptive shock-wave NLS-solution, which can be efficiently combined with adaptive solitary-wave NLS-solution. Adjustable 'weights' of the adaptive market-heat potential are estimated using either unsupervised Hebbian learning, or supervised Levenberg-Marquardt algorithm. In the case of stochastic volatility, it is itself represented by the wave function, so we come to the so-called Manakov system of two coupled NLS equations (that admits closed-form solutions), with the common adaptive market potential, which defines a bidirectional spatio-temporal associative memory. Keywords: Black-Scholes option pricing, adaptive nonlinear Schr\"odinger equation, market heat potential, controlled stochastic volatility, adaptive Manakov system, controlled Brownian behavior, Comment: 26 pages, 14 figures (higher-quality figures in PDF are available upon request)

The prediction and prevention of traumatic brain injury, spinal injury and general musculo-skeletal injury is a very important aspect of preventive medical science. Recently, in a series of papers, I have proposed a new coupled loading-rate hypothesis as a unique cause of all above injuries. This new hypothesis states that the main cause of all mechanical injuries is a Euclidean Jolt, which is an impulsive loading that strikes any part of the human body (head, spine or any bone/joint) - in several coupled degrees-of-freedom simultaneously. It never goes in a single direction only. Also, it is never a static force. It is always an impulsive translational and/or rotational force, coupled to some human mass eccentricity. Keywords: traumatic brain injury, spinal injury, musculo-skeletal injury, coupled loading-rate hypothesis, Euclidean jolt, Comment: 5 pages, 3 figures

The recently developed Life-Space-Foam approach to goal-directed human action deals with individual actor dynamics. This paper applies the model to characterize the dynamics of co-action by two or more actors. This dynamics is modelled by: (i) a two-term joint action (including cognitive/motivatonal potential and kinetic energy), and (ii) its associated adaptive path integral, representing an infinite--dimensional neural network. Its feedback adaptation loop has been derived from Bernstein's concepts of sensory corrections loop in human motor control and Brooks' subsumption architectures in robotics. Potential applications of the proposed model in human--robot interaction research are discussed. Keywords: Psycho--physics, human joint action, path integrals, Comment: 6 pages, Latex

We propose an entropic geometrical model of crowd behavior dynamics (with dissipative crowd kinematics), using Feynman action--amplitude formalism that operates on three synergetic levels: macro, meso and micro. The intent is to explain the dynamics of crowds simultaneously and consistently across these three levels, in order to characterize their geometrical properties particularly with respect to behavior regimes and the state changes between them. Its most natural statistical descriptor (order parameter) is crowd entropy $S$ that satisfies the Prigogine's extended second law of thermodynamics, $\partial_t S\geq 0$ (for any nonisolated multi-component system). Qualitative similarities and superpositions between individual and crowd configuration manifolds motivate our claim that \emph{goal-directed crowd movement} operates under entropy conservation, $\partial_t S = 0$, while \emph{naturally chaotic crowd dynamics} operates under (monotonically) increasing entropy function, $\partial_t S > 0$. Between these two distinct topological phases lies a phase transition with a chaotic inter-phase. Both inertial crowd dynamics and its dissipative kinematics represent diffusion processes on the crowd manifold governed by the Ricci flow. Keywords: Crowd behavior dynamics, action--amplitude formalism, entropic crowd manifold, crowd turbulence, Ricci flow, topological phase transitions., Comment: 32 pages, 2 figures, Latex. Nonlinear Dynamics, to appear

We propose a new cognitive framework for option price modelling, using quantum neural computation formalism. Briefly, when we apply a classical nonlinear neural-network learning to a linear quantum Schr\"odinger equation, as a result we get a nonlinear Schr\"odinger equation (NLS), performing as a quantum stochastic filter. In this paper, we present a bidirectional quantum associative memory model for the Black--Scholes--like option price evolution, consisting of a pair of coupled NLS equations, one governing the stochastic volatility and the other governing the option price, both self-organizing in an adaptive `market heat potential', trained by continuous Hebbian learning. This stiff pair of NLS equations is numerically solved using the method of lines with adaptive step-size integrator. Keywords: Option price modelling, Quantum neural computation, nonlinear Schr\"odinger equations, leverage effect, bidirectional associative memory, Comment: 15 pages, 6 figures, Latex

These are lecture notes for a 1-semester undergraduate course (in computer science, mathematics, physics, engineering, chemistry or biology) in applied categorical meta-language. The only necessary background for comprehensive reading of these notes are first-year calculus and linear algebra., Comment: 28 pages, 1 Figure, Latex - new revision

These third-year lecture notes are designed for a 1-semester course in topological quantum field theory (TQFT). Assumed background in mathematics and physics are only standard second-year subjects: multivariable calculus, introduction to quantum mechanics and basic electromagnetism. Keywords: quantum mechanics/field theory, path integral, Hodge decomposition, Chern-Simons and Yang-Mills gauge theories, conformal field theory, Comment: 67 pages, 4 figures, corrected and extended

We propose an entropic geometrical model of psycho-physical crowd dynamics (with dissipative crowd kinematics), using Feynman action-amplitude formalism that operates on three synergetic levels: macro, meso and micro. The intent is to explain the dynamics of crowds simultaneously and consistently across these three levels, in order to characterize their geometrical properties particularly with respect to behavior regimes and the state changes between them. Its most natural statistical descriptor is crowd entropy $S$ that satisfies the Prigogine's extended second law of thermodynamics, $\partial_tS\geq 0$ (for any nonisolated multi-component system). Qualitative similarities and superpositions between individual and crowd configuration manifolds motivate our claim that goal-directed crowd movement operates under entropy conservation, $\partial_tS = 0$, while natural crowd dynamics operates under (monotonically) increasing entropy function, $\partial_tS > 0$. Between these two distinct topological phases lies a phase transition with a chaotic inter-phase. Both inertial crowd dynamics and its dissipative kinematics represent diffusion processes on the crowd manifold governed by the Ricci flow, with the associated Perelman entropy-action. Keywords: Crowd psycho-physical dynamics, action-amplitude formalism, crowd manifold, Ricci flow, Perelman entropy, topological phase transition, Comment: 44 pages, 1 figure, Latex, submitted to Entropy

In this paper we propose an $\infty-$dimensional cerebellar model of neural controller for realistic human biodynamics. The model is developed using Feynman's action-amplitude (partition function) formalism. The cerebellum controller is acting as a supervisor for an autogenetic servo control of human musculo-skeletal dynamics, which is presented in (dissipative, driven) Hamiltonian form. The $\infty-$dimensional cerebellar controller is closely related to entropic motor control. Keywords: realistic human biodynamics, cerebellum motion control, $\infty-$dimensional neural network, Comment: 28 pages, 6 figures, Latex

These lecture notes in the De Rham-Hodge theory are designed for a 1-semester undergraduate course (in mathematics, physics, engineering, chemistry or biology). This landmark theory of the 20th Century mathematics gives a rigorous foundation to modern field and gauge theories in physics, engineering and physiology. The only necessary background for comprehensive reading of these notes is Green's theorem from multivariable calculus., Comment: 28 pages, 4 figures, aded a new quantum section, minor corrections

This paper proposes rigorous geometrical treatment of bioelectrodynamics, underpinning two fast-growing biomedical research fields: bioelectromagnetism, which deals with the ability of life to produce its own electromagnetism, and bioelectromagnetics, which deals with the effect on life from external electromagnetism. Keywords: Bioelectrodynamics, exterior geometrical machinery, Dirac-Feynman quantum electrodynamics, functional electrical stimulation, Comment: 38 pages, 7 figures, Latex

We have proposed a novel model of general quantum, stochastic and chaotic psychodynamics. The model is based on the previously developed Life-Space Foam (LSF) framework to motivational and cognitive dynamics. The present model extends the LSF-approach by incorporating chaotic and topological non-equilibrium phase transitions. Such extended LSF-model is applied for rigorous description of multi-agent joint action. The present model is related to Haken-Kelso-Bunz model of self-organization in the human motor system (including: multi-stability, phase transitions and hysteresis effects, presenting a contrary view to the purely feedback driven neural systems), as well as the entropy-approach to adaptation in human goal-directed motor control. Keywords: Quantum probability, Life-Space Foam, noisy decision making, chaos, topological phase transitions, multi-agent joint action, goal-directed motor control, Comment: 29 pages, 4 figures, Latex

Prediction and prevention of musculo-skeletal injuries is an important aspect of preventive health science. Using as an example a human knee joint, this paper proposes a new coupled-loading-rate hypothesis, which states that a generic cause of any musculo-skeletal injury is a Euclidean jolt, or SE(3)-jolt, an impulsive loading that hits a joint in several coupled degrees-of-freedom simultaneously. Informally, it is a rate-of-change of joint acceleration in all 6-degrees-of-freedom simultaneously, times the corresponding portion of the body mass. In the case of a human knee, this happens when most of the body mass is on one leg with a semi-flexed knee -- and then, caused by some external shock, the knee suddenly `jerks'; this can happen in running, skiing, sports games (e.g., soccer, rugby) and various crashes/impacts. To show this formally, based on the previously defined covariant force law and its application to traumatic brain injury (Ivancevic, 2008), we formulate the coupled Newton--Euler dynamics of human joint motions and derive from it the corresponding coupled SE(3)-jolt dynamics of the joint in case. The SE(3)-jolt is the main cause of two forms of discontinuous joint injury: (i) mild rotational disclinations and (ii) severe translational dislocations. Both the joint disclinations and dislocations, as caused by the SE(3)-jolt, are described using the Cosserat multipolar viscoelastic continuum joint model. Keywords: musculo-skeletal injury, coupled-loading--rate hypothesis, coupled Newton-Euler dynamics, Euclidean jolt dynamics, joint dislocations and disclinations, Comment: 13 pages, 1 figure, latex - major corrections

The prediction and prevention of spinal injury is an important aspect of preventive health science. The spine, or vertebral column, represents a chain of 26 movable vertebral bodies, joint together by transversal viscoelastic intervertebral discs and longitudinal elastic tendons. This paper proposes a new locally-coupled loading-rate hypothesis}, which states that the main cause of both soft- and hard-tissue spinal injury is a localized Euclidean jolt, or SE(3)-jolt, an impulsive loading that strikes a localized spine in several coupled degrees-of-freedom simultaneously. To show this, based on the previously defined covariant force law, we formulate the coupled Newton-Euler dynamics of the local spinal motions and derive from it the corresponding coupled SE(3)-jolt dynamics. The SE(3)-jolt is the main cause of two basic forms of spinal injury: (i) hard-tissue injury of local translational dislocations; and (ii) soft-tissue injury of local rotational disclinations. Both the spinal dislocations and disclinations, as caused by the SE(3)-jolt, are described using the Cosserat multipolar viscoelastic continuum model. Keywords: localized spinal injury, coupled loading-rate hypothesis, coupled Newton-Euler dynamics, Euclidean jolt dynamics, spinal dislocations and disclinations, Comment: 14 pages, 1 figure, Latex

This paper proposes the Ricci-flow equation from Riemannian geometry as a general geometric framework for various nonlinear reaction-diffusion systems (and related dissipative solitons) in mathematical biology. More precisely, we propose a conjecture that any kind of reaction-diffusion processes in biology, chemistry and physics can be modelled by the combined geometric-diffusion system. In order to demonstrate the validity of this hypothesis, we review a number of popular nonlinear reaction-diffusion systems and try to show that they can all be subsumed by the presented geometric framework of the Ricci flow. Keywords: geometrical Ricci flow, nonlinear reaction-diffusion, dissipative solitons and breathers, Comment: 30 pages, minor changes

This paper extends our recently developed Life Space Foam (LSF) model of motivated cognitive dynamics \cite{IA}. LSF uses adaptive path integrals to generate Lewinian force--fields on smooth manifolds, in order to characterize the dynamics of individual goal--directed action. According to explanatory theories growing in acceptance in cognitive neuroscience, one of the key properties of this dynamics, capable of linking it to microscopic-level cortical neurodynamics, is its meta-stability and the resulting phase transitions. Our extended LSF model incorporates the notion of phase transitions and complements it with embedded geometrical chaos. To describe this LSF phase transition, a general path--integral is used, along the corresponding LSF topology change. As a result, our extended LSF model is able to rigorously represent co-action by two or more actors in the common LSF--manifold. The model yields substantial qualitative differences in geometrical properties between bilateral and multi-lateral co-action due to intrinsic chaotic coupling between $n$ actors when $n\geq 3$. Keywords: cognitive dynamics, adaptive path integrals, phase transitions, chaos, topology change, human joint action, function approximation, Comment: 20 pages, no figures, elsart

General stochastic dynamics, developed in a framework of Feynman path integrals, have been applied to Lewinian field--theoretic psychodynamics, resulting in the development of a new concept of life--space foam (LSF) as a natural medium for motivational and cognitive psychodynamics. According to LSF formalisms, the classic Lewinian life space can be macroscopically represented as a smooth manifold with steady force-fields and behavioral paths, while at the microscopic level it is more realistically represented as a collection of wildly fluctuating force-fields, (loco)motion paths and local geometries (and topologies with holes). A set of least-action principles is used to model the smoothness of global, macro-level LSF paths, fields and geometry. To model the corresponding local, micro-level LSF structures, an adaptive path integral is used, defining a multi-phase and multi-path (multi-field and multi-geometry) transition process from intention to goal-driven action. Application examples of this new approach include (but are not limited to) information processing, motivational fatigue, learning, memory and decision-making., Comment: 25 pages, 2 figures, elsart

This paper presents the scientific body of knowledge behind the Human Biodynamics Engine (HBE), a human motion simulator developed on the concept of Euclidean motion group SE(3), with 270 active degrees of freedom, force-velocity-time muscular mechanics and two-level neural control - formulated in the fashion of nonlinear humanoid robotics. The following aspects of the HBE development are described: geometrical, dynamical, control, physiological, AI, behavioral and complexity, together with several simulation examples. Keywords: Human Biodynamics Engine, Euclidean SE(3)-group, Lagrangian/Hamiltonian biodynamics, Lie-derivative control, muscular mechanics, fuzzy-topological coordination, biodynamical complexity, validation, application, Comment: 20 pages, 11 figures, Latex

The prediction and prevention of traumatic brain injury is a very important aspect of preventive medical science. This paper proposes a new coupled loading-rate hypothesis for the traumatic brain injury (TBI), which states that the main cause of the TBI is an external Euclidean jolt, or SE(3)-jolt, an impulsive loading that strikes the head in several coupled degrees-of-freedom simultaneously. To show this, based on the previously defined covariant force law, we formulate the coupled Newton-Euler dynamics of brain's micro-motions within the cerebrospinal fluid and derive from it the coupled SE(3)-jolt dynamics. The SE(3)-jolt is a cause of the TBI in two forms of brain's rapid discontinuous deformations: translational dislocations and rotational disclinations. Brain's dislocations and disclinations, caused by the SE(3)-jolt, are described using the Cosserat multipolar viscoelastic continuum brain model. Keywords: Traumatic brain injuries, coupled loading-rate hypothesis, Euclidean jolt, coupled Newton-Euler dynamics, brain's dislocations and disclinations, Comment: 18 pages, 1 figure, Latex

The unique Hamiltonian description of neuro- and psycho-dynamics at the macroscopic, classical, inter-neuronal level of brain's neural networks, and microscopic, quantum, intra-neuronal level of brain's microtubules, is presented in the form of open Liouville equations. This implies the arrow of time in both neuro- and psycho-dynamic processes and shows the existence of the formal neuro-biological space-time self-similarity. Keywords: Neuro- and psycho-dynamics, Brain microtubules, Hamiltonian and Liouville dynamics, Neuro-biological self-similarity, Comment: 8 pages, no figures, Latex - minor corrections