We obtain the complete Lie point symmetry algebras of two sequences of odd-order evolution equations. This includes equations that are fully-nonlinear, i.e. nonlinear in the highest derivative. Two of the equations in the sequences have recently been identified as symmetry-integrable, namely a 3rd-order equation and a 5th-order equation [Open Communications in Nonlinear Mathematical Physics, Special Issue in honour of George W Bluman, ocnmp:15938, 1--15, 2025]. These two examples provided the motivation for the current study. The Lie-Bäcklund symmetries and the consequent symmetry-integrability of the equations in the sequences are also discussed.

We study the level statistics of an interacting multi-qubit system, namely the kicked Ising spin chain, in the regime of quantum chaos. Long range quasi-energy level statistics show effects analogous to the ones observed in semi-classical systems due to the presence of classical periodic orbits, while short range level statistics display perfect statistical agreement with random matrix theory. Even though our system possesses no classical limit, our result suggest existence of an important non-universal system specific behavior at short time scale, which clearly goes beyond finite size effects in random matrix theory.

It is commonly thought that a state-dependent quantity, after being averaged over a classical ensemble of random Hamiltonians, will always become independent of the state. We point out that this is in general incorrect: if the ensemble of Hamiltonians is time reversal invariant, and the quantity involves the state in higher than bilinear order, then we show that the quantity is only a constant over the orbits of the invariance group on the Hilbert space. Examples include fidelity and decoherence in appropriate models.

The complexity of financial markets arise from the strategic interactions among agents trading stocks, which manifest in the form of vibrant correlation patterns among stock prices. Over the past few decades, complex financial markets have often been represented as networks whose interacting pairs of nodes are stocks, connected by edges that signify the correlation strengths. However, we often have interactions that occur in groups of three or more nodes, and these cannot be described simply by pairwise interactions but we also need to take the relations between these interactions into account. Only recently, researchers have started devoting attention to the higher-order architecture of complex financial systems, that can significantly enhance our ability to estimate systemic risk as well as measure the robustness of financial systems in terms of market efficiency. Geometry-inspired network measures, such as the Ollivier-Ricci curvature and Forman-Ricci curvature, can be used to capture the network fragility and continuously monitor financial dynamics. Here, we explore the utility of such discrete Ricci curvatures in characterizing the structure of financial systems, and further, evaluate them as generic indicators of the market instability. For this purpose, we examine the daily returns from a set of stocks comprising the USA S&P-500 and the Japanese Nikkei-225 over a 32-year period, and monitor the changes in the edge-centric network curvatures. We find that the different geometric measures capture well the system-level features of the market and hence we can distinguish between the normal or `business-as-usual' periods and all the major market crashes. This can be very useful in strategic designing of financial systems and regulating the markets in order to tackle financial instabilities.

A standard assumption in quantum chaology is the absence of correlation between spectra pertaining to different symmetries. Doubts were raised about this statement for several reasons, in particular, because in semiclassics spectra of different symmetry are expressed in terms of the same set of periodic orbits. We reexamine this question and find absence of correlation in the universal regime. In the case of continuous symmetry the problem is reduced to parametric correlation, and we expect correlations to be present up to a certain time which is essentially classical but larger than the ballistic time.

This article presents a new method to calculate eigenvalues of right triangle billiards. Its efficiency is comparable to the boundary integral method and more recently developed variants. Its simplicity and explicitness however allow new insight into the statistical properties of the spectra. We analyse numerically the correlations in level sequences at high level numbers (>10^5) for several examples of right triangle billiards. We find that the strength of the correlations is closely related to the genus of the invariant surface of the classical billiard flow. Surprisingly, the genus plays and important role on the quantum level also. Based on this observation a mechanism is discussed, which may explain the particular quantum-classical correspondence in right triangle billiards. Though this class of systems is rather small, it contains examples for integrable, pseudo integrable, and non integrable (ergodic, mixing) dynamics, so that the results might be relevant in a more general context.

We consider the behaviour of open quantum systems in dependence on the coupling to one decay channel by introducing the coupling parameter $\alpha$ being proportional to the average degree of overlapping. Under critical conditions, a reorganization of the spectrum takes place which creates a bifurcation of the time scales with respect to the lifetimes of the resonance states. We derive analytically the conditions under which the reorganization process can be understood as a second-order phase transition and illustrate our results by numerical investigations. The conditions are fulfilled e.g. for a picket fence with equal coupling of the states to the continuum. Energy dependencies within the system are included. We consider also the generic case of an unfolded Gaussian Orthogonal Ensemble. In all these cases, the reorganization of the spectrum occurs at the critical value $\alpha_{crit}$ of the control parameter globally over the whole energy range of the spectrum. All states act cooperatively.

We analyze decoherence of a quantum register in the absence of non-local operations i.e. of $n$ non-interacting qubits coupled to an environment. The problem is solved in terms of a sum rule which implies linear scaling in the number of qubits. Each term involves a single qubit and its entanglement with the remaining ones. Two conditions are essential: first decoherence must be small and second the coupling of different qubits must be uncorrelated in the interaction picture. We apply the result to a random matrix model, and illustrate its reach considering a GHZ state coupled to a spin bath.

We discuss a general approach permitting the identification of a broad class of sets of Poisson-commuting Hamiltonians, which are integrable in the sense of Liouville. It is shown that all such Hamiltonians can be solved explicitly by a separation of variables {\em Ansatz}. The method leads in particular to a proof that the so-called "goldfish" Hamiltonian is maximally superintegrable, and leads to an elementary identification of a full set of integrals of motion. The Hamiltonians in involution with the "goldfish" Hamiltonian are also explicitly integrated. New integrable Hamiltonians are identified, among which some have the property of being isochronous, that is, that all their orbits have the same period. Finally, a peculiar structure is identified in the Poisson brackets between the elementary symmetric functions and the set of Hamiltonians commuting with the "goldfish" Hamiltonian: these can be expressed as products between elementary symmetric functions and Hamiltonians. The structure displays an invariance property with respect to one element, and has both a symmetry and a closure property. The meaning of this structure is not altogether clear to the author, but it turns out to be a powerful tool.

When dealing with non-stationary systems, for which many time series are available, it is common to divide time in epochs, i.e. smaller time intervals and deal with short time series in the hope to have some form of approximate stationarity on that time scale. We can then study time evolution by looking at properties as a function of the epochs. This leads to singular correlation matrices and thus poor statistics. In the present paper, we propose an ensemble technique to deal with a large set of short time series without any consideration of non-stationarity. Given a singular data matrix, we randomly select subsets of time series and thus create an ensemble of non-singular correlation matrices. As the selection possibilities are binomially large, we will obtain good statistics for eigenvalues of correlation matrices, which are typically not independent. Once we defined the ensemble, we analyze its behavior for constant and block-diagonal correlations and compare numerics with analytic results for the corresponding correlated Wishart ensembles. We discuss differences resulting from spurious correlations due to repetitive use of time-series. The usefulness of this technique should extend beyond the stationary case if, on the time scale of the epochs, we have quasi-stationarity at least for most epochs.

The study of the critical dynamics in complex systems is always interesting yet challenging. Here, we choose financial market as an example of a complex system, and do a comparative analyses of two stock markets - the S&P 500 (USA) and Nikkei 225 (JPN). Our analyses are based on the evolution of crosscorrelation structure patterns of short time-epochs for a 32-year period (1985-2016). We identify "market states" as clusters of similar correlation structures, which occur more frequently than by pure chance (randomness). The dynamical transitions between the correlation structures reflect the evolution of the market states. Power mapping method from the random matrix theory is used to suppress the noise on correlation patterns, and an adaptation of the intra-cluster distance method is used to obtain the "optimum" number of market states. We find that the USA is characterized by four market states and JPN by five. We further analyze the co-occurrence of paired market states; the probability of remaining in the same state is much higher than the transition to a different state. The transitions to other states mainly occur among the immediately adjacent states, with a few rare intermittent transitions to the remote states. The state adjacent to the critical state (market crash) may serve as an indicator or a "precursor" for the critical state and this novel method of identifying the long-term precursors may be very helpful for constructing the early warning system in financial markets, as well as in other complex systems.

We present the clustering analysis of the financial markets of S&P 500 (USA) and Nikkei 225 (JPN) markets over a period of 2006-2019 as an example of a complex system. We investigate the statistical properties of correlation matrices constructed from the sliding epochs. The correlation matrices can be classified into different clusters, named as market states based on the similarity of correlation structures. We cluster the S&P 500 market into four and Nikkei 225 into six market states by optimizing the value of intracluster distances. The market shows transitions between these market states and the statistical properties of the transitions to critical market states can indicate likely precursors to the catastrophic events. We also analyze the same clustering technique on surrogate data constructed from average correlations of market states and the fluctuations arise due to the white noise of short time series. We use the correlated Wishart orthogonal ensemble for the construction of surrogate data whose average correlation equals the average of the real data.

We consider a projective transformation and establish the invariants for this transformation group up to order seven. We use the obtained invariants to construct a class of nonlinear evolution equations and identify some symmetry-integrable equations in this class. Notably, the only symmetry-integrable evolution equation of order three in this class is a fully-nonlinear equation for which we find the recursion operator and its connection to the Schwarzian KdV. We furthermore establish that higher-order symmetry-integrable equations in this class belong to the hierarchy of the fully-nonlinear 3rd-order equation and prove this for the 5th-order case. We also identify the ordinary differential equations that are invariant under this projective transformation and reduce the order of these equations.

The concept of states of financial markets based on correlations has gained increasing attention during the last 10 years. We propose to retrace some important steps up to 2018, and then give a more detailed view of recent developments that attempt to make the use of this more practical. Finally, we try to give a glimpse to the future proposing the analysis of trajectories in correlation matrix space directly or in terms of symbolic dynamics as well as attempts to analyze the clusters that make up the states in a random matrix context.

We derive the general conditions for fully-nonlinear symmetry-integrable second-order evolution equations and their first-order recursion operators. We then apply the established Propositions to find links between a class of fully-nonlinear third-order symmetry-integrable evolution equations and fully-nonlinear second-order symmetry-integrable evolution equations.

We study the exact evolution of two non-interacting qubits, initially in a Bell state, in the presence of an environment, modeled by a kicked Ising spin chain. Dynamics of this model range from integrable to chaotic and we can handle numerics for a large number of qubits. We find that the entanglement (as measured by concurrence) of the two qubits has a close relation to the purity of the pair, and follows an analytic relation derived for Werner states. As a collateral result we find that an integrable environment causes quadratic decay of concurrence, while a chaotic environment causes linear decay.

In this paper we derive two examples of fully-nonlinear symmetry-integrable evolution equations with algebraic nonlinearities, namely one class of 3rd-order equations and a 5th-order equation. To achieve this we study the equations' Lie-Bäcklund symmetries and apply multipotentialisations, hodograph transformations and generalised hodograph transformations to map the equations to known semilinear integrable evolution equations. As a result of this, we also obtain interesting symmetry-integrable quasilinear equations of order five and order seven, which we display explicitly.

The basic ideas of second quantization and Fock space are extended to density operator states, used in treatments of open many-body systems. This can be done for fermions and bosons. While the former only requires the use of a non-orthogonal basis, the latter requires the introduction of a dual set of spaces. In both cases an operator algebra closely resembling the canonical one is developed and used to define the dual sets of bases. We here concentrated on the bosonic case where the unboundedness of the operators requires the definitions of dual spaces to support the pair of bases. Some applications, mainly to non-equilibrium steady states, will be mentioned.

Unexpected relations between fidelity decay and cross form--factor, i.e., parametric level correlations in the time domain are found both by a heuristic argument and by comparing exact results, using supersymmetry techniques, in the framework of random matrix theory. A power law decay near Heisenberg time, as a function of the relevant parameter, is shown to be at the root of revivals recently discovered for fidelity decay. For cross form--factors the revivals are illustrated by a numerical study of a multiply kicked Ising spin chain.

The fidelity decay in a microwave billiard is considered, where the coupling to an attached antenna is varied. The resulting quantity, coupling fidelity, is experimentally studied for three different terminators of the varied antenna: a hard wall reflection, an open wall reflection, and a 50 Ohm load, corresponding to a totally open channel. The model description in terms of an effective Hamiltonian with a complex coupling constant is given. Quantitative agreement is found with the theory obtained from a modified VWZ approach [Verbaarschot et al, Phys. Rep. 129, 367 (1985)].