9 Result(s)

within Jani Lukkarinen

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  1. Open Access This content is freely available online to anyone, anywhere at any time.

    Article

    Arbitrage without borrowing or short selling?

    We show that a trader, who starts with no initial wealth and is not allowed to borrow money or short sell assets, is theoretically able to attain positive wealth by continuous trading, provided that she has pe...

    Jani Lukkarinen, Mikko S. Pakkanen in Mathematics and Financial Economics (2017)

  2. No Access

    Article

    Harmonic Chain with Velocity Flips: Thermalization and Kinetic Theory

    We consider the detailed structure of correlations in harmonic chains with pinning and a bulk velocity flip noise during the heat relaxation phase which occurs on diffusive time scales, for

    Jani Lukkarinen, Matteo Marcozzi, Alessia Nota in Journal of Statistical Physics (2016)

  3. No Access

    Chapter

    Kinetic Theory of Phonons in Weakly Anharmonic Particle Chains

    The aim of the chapter is to develop the kinetic theory of phonons in classical particle chains to a point which allows comparing the kinetic theory of normally conducting chains, with an anharmonic pinning po...

    Jani Lukkarinen in Thermal Transport in Low Dimensions (2016)

  4. No Access

    Article

    Thermalization in Harmonic Particle Chains with Velocity Flips

    We propose a new mathematical tool for the study of transport properties of models for lattice vibrations in crystalline solids. By replication of dynamical degrees of freedom, we aim at a new dynamical system...

    Jani Lukkarinen in Journal of Statistical Physics (2014)

  5. No Access

    Article

    Weakly nonlinear Schrödinger equation with random initial data

    It is common practice to approximate a weakly nonlinear wave equation through a kinetic transport equation, thus raising the issue of controlling the validity of the kinetic limit for a suitable choice of the ...

    Jani Lukkarinen, Herbert Spohn in Inventiones mathematicae (2011)

  6. No Access

    Article

    Not to Normal Order—Notes on the Kinetic Limit for Weakly Interacting Quantum Fluids

    The derivation of the Nordheim-Boltzmann transport equation for weakly interacting quantum fluids is a longstanding problem in mathematical physics. Inspired by the method developed to handle classical dilute ...

    Jani Lukkarinen, Herbert Spohn in Journal of Statistical Physics (2009)

  7. No Access

    Article

    Kinetic Limit for Wave Propagation in a Random Medium

    We study crystal dynamics in the harmonic approximation. The atomic masses are weakly disordered, in the sense that their deviation from uniformity is of the order \(\sqrt{\epsilon}\) ...

    Jani Lukkarinen, Herbert Spohn in Archive for Rational Mechanics and Analysis (2007)

  8. No Access

    Article

    Energy Transport in Weakly Anharmonic Chains

    We investigate the energy transport in a one-dimensional lattice of oscillators with a harmonic nearest neighbor coupling and a harmonic plus quartic on-site potential. As numerically observed for particular c...

    Kenichiro Aoki, Jani Lukkarinen, Herbert Spohn in Journal of Statistical Physics (2006)

  9. No Access

    Article

    Fourier's Law for a Harmonic Crystal with Self-Consistent Stochastic Reservoirs

    We consider a d-dimensional harmonic crystal in contact with a stochastic Langevin type heat bath at each site. The temperatures of the “exterior” left and right heat baths are at specified values T ...

    Federico Bonetto, Joel L. Lebowitz, Jani Lukkarinen in Journal of Statistical Physics (2004)