منابع مشابه
On delta-shocks and singular shocks
It is well known that there are “nonclassical” situations where, in contrast to Lax’s and Glimm’s results,systems of conservation laws may admit singular solutions (δ-shocks and singular shocks) such that their components contain delta functions [ASh05], [B94], [DSh03]– [LW02], [S02]– [Sh04], [TZZ94]. The exact structure of such type solutions is given below in (2), (7) and Definition 1. The th...
متن کاملLocalized shocks
We study products of precursors of spatially local operators, Wxn(tn) . . .Wx1(t1), where Wx(t) = e Wxe iHt. Using chaotic spin-chain numerics and gauge/gravity duality, we show that a single precursor fills a spatial region that grows linearly in t. In a lattice system, products of such operators can be represented using tensor networks. In gauge/gravity duality, they are related to Einstein-R...
متن کاملExpectation Shocks
Psychological factors, market sentiments, and shifts in beliefs are believed by many to play a nontrivial role in inducing and amplifying economic fluctuations. Yet, these forces are rarely considered in macroeconomic models. This paper provides an attempt to evaluate the empirical role of expectational shocks on business cycle fluctuations. The paper relaxes the conventional assumption of rati...
متن کاملBiphasic Shocks
Background. Certain biphasic waveforms defibrillate at lower energies than monophasic waveforms, although the mechanism is unknown. Methods and Results. The relative ability of monophasic and biphasic shocks to stimulate partially refractory myocardium was compared because defibrillation is thought to involve stimulating relatively refractory myocardial tissue. Shocks of 25-125 V were given dur...
متن کاملIncompleteness Shocks∗
This paper studies the effects of shocks to the degree of market completeness. We present a dynamic stochastic economy where agents can trade in complete markets in normal times, but where financial markets can stochastically become incomplete. When this happens, agents cannot trade in state contingent assets and cannot re-hedge their risks. Our model formalizes a new type of purely financial s...
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ژورنال
عنوان ژورنال: Nature
سال: 1998
ISSN: 0028-0836,1476-4687
DOI: 10.1038/28966