Arpad Pinter

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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)
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)
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