Learn More
We present a new mechanism that allows the stable existence of domain walls between oppositely traveling waves in pattern-forming systems far from onset. It involves a nonlinear mode coupling that results directly from the nonlinearities in the underlying momentum balance. Our work provides the first observation and explanation of such strongly nonlinearly(More)
We consider the at-the-money (ATM) strike derivative of implied volatility as the maturity tends to zero. Our main results quantify the behaviour of the slope for infinite activity exponential Lévy models including a Brownian component. As auxiliary results, we obtain asymptotic expansions of short maturity ATM digital call options, using Mellin transform(More)
Previous numerical investigations of the stability and bifurcation properties of different nonlin-ear combination structures of spiral vortices in a counter-rotating Taylor-Couette system that were done for fixed axial wavelengths are supplemented by exploring the dependence of the vortex phenomena waves on their wavelength. This yields information about(More)
Stable domain walls which are realized by a defect between oppositely traveling spiral waves in a pattern-forming hydrodynamic system, i.e., Taylor-Couette flow, are studied numerically as well as experimentally. A nonlinear mode coupling resulting from the nonlinearities in the underlying momentum balance is found to be essential for the stability of the(More)
A flow state consisting of two oppositely traveling waves (TWs) with oscillating amplitudes has been found in the counter-rotating Taylor-Couette system by full numerical simulations. This structure bifurcates out of axially standing waves that are nonlinear superpositions of left- and right-handed spiral vortex waves with equal time-independent amplitudes.(More)
  • 1