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We report on bifurcation studies for the incompressible magnetohydrodynamic equations in three space dimensions with periodic boundary conditions and a temporally constant external forcing. Fourier reprsentations of velocity, pressure and magnetic field have been used to transform the original partial differential equations into systems of ordinary differential equations (ODE), to which then special numerical methods for the qualitative analysis of systems of ODE have been applied, supplemented by the simulative calculation of solutions for selected initial conditions. In a part of the calculations, in order to reduce the number of modes to be retained, the concept of approximate inertial manifolds has been applied. For varying (incereasing from zero) strength of the imposed forcing, or varying Reynolds number, respectively, time-asymptotic states, notably stable stationary solutions, have been traced. A primary non-magnetic steady state loses, in a Hopf bifurcation, stability to a periodic state with a non-vanishing magnetic field, showing the appearance of a generic dynamo effect. From now on the magnetic field is present for all values of the forcing. The Hopf bifurcation is followed by furhter, symmetry-breaking, bifurcations, leading finally to chaos. We pay particular attention to kinetic and magnetic helicities. The dynamo effect is observed only if the forcing is chosen such that a mean kinetic helicity is generated; otherwise the magnetic field diffuses away, and the time-asymptotic states are non-magnetic, in accordance with traditional kinematic dynamo theory.
We report on bifurcation studies for the incompressible Navier-Stokes equations in two space dimensions with periodic boundary conditions and an external forcing of the Kolmogorov type. Fourier representations of velocity and pressure have been used to approximate the original partial differential equations by a finite-dimensional system of ordinary differential equations, which then has been studied by means of bifurcation-analysis techniques. A special route into chaos observed for increasing Reynolds number or strength of the imposed forcing is described. It includes several steady states, traveling waves, modulated traveling waves, periodic and torus solutions, as well as a period-doubling cascade for a torus solution. Lyapunov exponents and Kaplan-Yorke dimensions have been calculated to characterize the chaotic branch. While studying the dynamics of the system in Fourier space, we also have transformed solutions to real space and examined the relation between the different bifurcations in Fourier space and toplogical changes of the streamline portrait. In particular, the time-dependent solutions, such as, e.g., traveling waves, torus, and chaotic solutions, have been characterized by the associated fluid-particle motion (Lagrangian dynamics).
The bifurcation behaviour of the 3D magnetohydrodynamic equations has been studied for external forcings of varying degree of helicity. With increasing strength of the forcing a primary non-magnetic steady state loses stability to a magnetic periodic state if the helicity exceeds a threshold value and to different non-magnetic states otherwise.
It is shown that the ff effect of mean-field magnetohydrodynamics, which consists in the generation of a mean electromotive force along the mean magnetic field by turbulently fluctuating parts of velocity and magnetic field, is equivalent to the simultaneous generation of both turbulent and mean-field magnetic helicities, the generation rates being equal in magnitude and opposite in sign. In the particular case of statistically stationary and homogeneous fluctuations this implies that the ff effect can increase the energy in the mean magnetic field only under the condition that also magnetic helicity is accumulated there.
We demonstrate the occurrence of regimes with singular continuous (fractal) Fourier spectra in autonomous dissipative dynamical systems. The particular example in an ODE system at the accumulation points of bifurcation sequences associated to the creation of complicated homoclinic orbits. Two different machanisms responsible for the appearance of such spectra are proposed. In the first case when the geometry of the attractor is symbolically represented by the Thue-Morse sequence, both the continuous-time process and its descrete Poincaré map have singular power spectra. The other mechanism owes to the logarithmic divergence of the first return times near the saddle point; here the Poincaré map possesses the discrete spectrum, while the continuous-time process displays the singular one. A method is presented for computing the multifractal characteristics of the singular continuous spectra with the help of the usual Fourier analysis technique.
Anhand eines paradigmatischen Modellbeispiels werden die Konsequenzen der Koexistenz vieler Attraktoren auf die globale Dynamik schwach dissipativer Systeme studiert. Es wird gezeigt, dass diese Systeme eine sehr reichhaltige Dynamik besitzen und extrem sensitiv gegenüber Störungen in den Anfangsbedingungen sind. Diese Systeme zeichnen sich durch eine extrem hohe Flexibilität ihres Verhaltens aus.
The paper presents a method that determines, by standard numerical means, the type of mutual relations of fold and flip bifurcations (configured as a so-called communication area) of a map. Equation systems are developed for the computation of points where a transition between areas of different types occurs. Furthermore, it is shown that saddle area<->spring area transitions can exist which have not yet been considered in the literature. Analytical conditions of that transition are derived.
Using a special technique of data analysis, we have found out 34 grand minima of solar activity obtained from a 7,700 years long Δ14C record. The method used rests on a proper filtering of the Δ14C record and the extrapolation of verifiable results for the later history back in time. Additionally, we use a method of nonlinear dynamics, the recurrence rate, to back up the results. Our findings are not contradictory to the record of solar maxima resp. minima by Eddy [5], but constitute a considerable extension. Hence, it has become possible to look closer at the validity of models. This way, we have tested several models for solar activity, esp. the model of Barnes et al. [1]. There are hints for that the grand minima might solely be driven by the 209 year period found in the Δ14C record.
We have shown that the two-dimensional complex Ginzburg-Landau equation exhibits supertransient chaos in a certain parameter range. Using numerical methods this behavior is found near the transition line separating frozen spiral solutions from turbulence. Supertransient chaos seems to be a common phenomenon in extended spatiotemporal systems. These supertransients are characterized by an average transient lifetime which depends exponentially on the size of the system and are due to an underlying nonattracting chaotic set.
Contents: 1 Introduction 1.1 Tikhanov-Phillips Regularization of Ill-Posed Problems 1.2 A Compact Course to Wavelets 2 A Multilevel Iteration for Tikhonov-Phillips Regularization 2.1 Multilevel Splitting 2.2 The Multilevel Iteration 2.3 Multilevel Approach to Cone Beam Reconstuction 3 The use of approximating operators 3.1 Computing approximating families {Ah}
We have studied the bifurcations in a three-dimensional incompressible magnetofluid with periodic boundary conditions and an external forcing of the Arnold-Beltrami-Childress (ABC) type. Bifurcation-analysis techniques have been applied to explore the qualitative behavior of solution branches. Due to the symmetry of the forcing, the equations are equivariant with respect to a group of transformations isomorphic to the octahedral group, and we have paid special attention to symmetry-breaking effects. As the Reynolds number is increased, the primary nonmagnetic steady state, the ABC flow, loses its stability to a periodic magnetic state, showing the appearance of a generic dynamo effect; the critical value of the Reynolds number for the instability of the ABC flow is decreased compared to the purely hydrodynamic case. The bifurcating magnetic branch in turn is subject to secondary, symmetry-breaking bifurcations. We have traced periodic and quasi- periodic branches until they end up in chaotic states. In particular detail we have analyzed the subgroup symmetries of the bifurcating periodic branches, which are closely related to the spatial structure of the magnetic field.
We have numerically studied the bifurcation properties of a sheet pinch with impenetrable stress-free boundaries. An incompressible, electrically conducting fluid with spatially and temporally uniform kinematic viscosity and magnetic diffusivity is confined between planes at x1=0 and 1. Periodic boundary conditions are assumed in the x2 and x3 directions and the magnetofluid is driven by an electric field in the x3 direction, prescribed on the boundary planes. There is a stationary basic state with the fluid at rest and a uniform current J=(0,0,J3). Surprisingly, this basic state proves to be stable and apparently to be the only time-asymptotic state, no matter how strong the applied electric field and irrespective of the other control parameters of the system, namely, the magnetic Prandtl number, the spatial periods L2 and L3 in the x2 and x3 directions, and the mean values B¯2 and B¯3 of the magnetic-field components in these directions.
It is shown that the Hankel transformation Hsub(v) acts in a class of weighted Sobolev spaces. Especially, the isometric mapping property of Hsub(v) which holds on L²(IRsub(+),rdr) is extended to spaces of arbitrary Sobolev order. The novelty in the approach consists in using techniques developed by B.-W. Schulze and others to treat the half-line Rsub(+) as a manifold with a conical singularity at r = 0. This is achieved by pointing out a connection between the Hankel transformation and the Mellin transformation.The procedure proposed leads at the same time to a short proof of the Hankel inversion formula. An application to the existence and higher regularity of solutions, including their asymptotics, to the 1-1-dimensional edge-degenerated wave equation is given.
The dynamics of noisy bistable systems is analyzed by means of Lyapunov exponents and measures of complexity. We consider both the classical Kramers problem with additive white noise and the case when the barrier fluctuates due to additional external colored noise. In case of additive noise we calculate the Lyapunov exponents and all measures of complexity analytically as functions of the noise intensity resp. the mean escape time. For the problem of fluctuating barrier the usual description of the dynamics with the mean escape time is not sufficient. The application of the concept of measures of complexity allows to describe the structures of motion in more detail. Most complexity measures sign the value of correlation time at which the phenomenon of resonant activation occurs with an extremum.
The ill-posed problem of aerosol size distribution determination from a small number of backscatter and extinction measurements was solved successfully with a mollifier method which is advantageous since the ill-posed part is performed on exactly given quantities, the points r where n(r) is evaluated may be freely selected. A new twodimensional model for the troposphere is proposed.
We have studied the bifurcation structure of the incompressible two-dimensional Navier-Stokes equations with a special external forcing driving an array of 8×8 counterrotating vortices. The study has been motivated by recent experiments with thin layers of electrolytes showing, among other things, the formation of large-scale spatial patterns. As the strength of the forcing or the Reynolds number is raised the original stationary vortex array becomes unstable and a complex sequence of bifurcations is observed. The bifurcations lead to several periodic branches, torus and chaotic solutions, and other stationary solutions. Most remarkable is the appearance of solutions characterized by structures on spatial scales large compared to the scale of the forcing. We also characterize the different dynamic regimes by means of tracers injected into the fluid. Stretching rates and Hausdorff dimensions of convected line elements are calculated to quantify the mixing process. It turns out that for time-periodic velocity fields the mixing can be very effective.
Two-dimensional bouyancy-driven convection in a horizontal fluid layer with stress-free boundary conditions at top and bottom and periodic boundary conditions in the horizontal direction is investigated by means of numerical simulation and bifurcation-analysis techniques. As the bouyancy forces increase, the primary stationary and symmetric convection rolls undergo successive Hopf bifurcations, bifurcations to traveling waves, and phase lockings. We pay attention to symmetry breaking and its connection with the generation of large-scale horizontal flows. Calculations of Lyapunov exponents indicate that at a Rayleigh number of 2.3×105 no temporal chaos is reached yet, but the system moves nonchaotically on a 4-torus in phase space.
Three-dimensional bouyancy-driven convection in a horizontal fluid layer with stress-free boundary conditions at the top and bottom and periodic boundary conditions in the horizontal directions is investigated by means of numerical simulation and bifurcation-analysis techniques. The aspect ratio is fixed to a value of 2√2 and the Prandtl number to a value of 6.8. Two-dimensional convection rolls are found to be stable up to a Rayleigh number of 17 950, where a Hopf bifurcation leads to traveling waves. These are stable up to a Rayleigh number of 30 000, where a secondary Hopf bifurcation generates modulated traveling waves. We pay particular attention to the symmetries of the solutions and symmetry breaking by the bifurcations.
The usage of nonlinear Galerkin methods for the numerical solution of partial differential equations is demonstrated by treating an example. We desribe the implementation of a nonlinear Galerkin method based on an approximate inertial manifold for the 3D magnetohydrodynamic equations and compare its efficiency with the linear Galerkin approximation. Special bifurcation points, time-averaged values of energy and enstrophy as well as Kaplan-Yorke dimensions are calculated for both schemes in order to estimate the number of modes necessary to correctly describe the behavior of the exact solutions.
The stability of the quiescent ground state of an incompressible viscous fluid sheet bounded by two parallel planes, with an electrical conductivity varying across the sheet, and driven by an external electric field tangential to the boundaries is considered. It is demonstrated that irrespective of the conductivity profile, as magnetic and kinetic Reynolds numbers (based on the Alfvén velocity) are raised from small values, two-dimensional perturbations become unstable first.
The paper is devoted to the construction of the exponential function of a matrix pseudo-differential operator which do not satisfy any of the known theorems (see, Sec.8 Ch.VIII and Sec.2 Ch.XI of [17]). The applications to the construction of the fundamental solution for the Cauchy problem for the hyperbolic operators with the characteristics of variable multiplicity are given, too.
We consider a G-invariant star-product algebra A on a symplectic manifold (M,ω) obtained by a canonical construction of deformation quantization. Under assumptions of the classical Marsden-Weinstein theorem we define a reduction of the algebra A with respect to the G-action. The reduced algebra turns out to be isomorphic to a canonical star-product algebra on the reduced phase space B. In other words, we show that the reduction commutes with the canonical G-invariant deformation quantization. A similar statement in the framework of geometric quantization is known as the Guillemin-Sternberg conjecture (by now completely proved).
Let {Tsub(p) : q1 ≤ p ≤ q2} be a family of consistent Csub(0) semigroups on Lφ(Ω) with q1, q2 ∈ [1, ∞)and Ω ⊆ IRn open. We show that certain commutator conditions on Tφ and on the resolvent of its generator Aφ ensure the φ independence of the spectrum of Aφ for φ ∈ [q1, q2]. Applications include the case of Petrovskij correct systems with Hölder continuous coeffcients, Schrödinger operators, and certain elliptic operators in divergence form with real, but not necessarily symmetric, or complex coeffcients.
The paper contains the proof of the index formula for manifolds with conical points. For operators subject to an additional condition of spectral symmetry, the index is expressed as the sum of multiplicities of spectral points of the conormal symbol (indicial family) and the integral from the Atiyah-Singer form over the smooth part of the manifold. The obtained formula is illustrated by the example of the Euler operator on a two-dimensional manifold with conical singular point.
The paper is devoted to pseudodifferential boundary value problems in domains with singular points on the boundary. The tangent cone at a singular point is allowed to degenerate. In particular, the boundary may rotate and oscillate in a neighbourhood of such a point. We show a criterion for the Fredholm property of a boundary value problem and derive estimates of solutions close to singular points.
The aim of this book is to develop the Lefschetz fixed point theory for elliptic complexes of pseudodifferential operators on manifolds with edges. The general Lefschetz theory contains the index theory as a special case, while the case to be studied is much more easier than the index problem. The main topics are: - The calculus of pseudodifferential operators on manifolds with edges, especially symbol structures (inner as well as edge symbols). - The concept of ellipticity, parametrix constructions, elliptic regularity in Sobolev spaces. - Hodge theory for elliptic complexes of pseudodifferential operators on manifolds with edges. - Development of the algebraic constructions for these complexes, such as homotopy, tensor products, duality. - A generalization of the fixed point formula of Atiyah and Bott for the case of simple fixed points. - Development of the fixed point formula also in the case of non-simple fixed points, provided that the complex consists of diferential operarators only. - Investigation of geometric complexes (such as, for instance, the de Rham complex and the Dolbeault complex). Results in this direction are desirable because of both purely mathe matical reasons and applications in natural sciences.
For general elliptic pseudodifferential operators on manifolds with singular points, we prove an algebraic index formula. In this formula the symbolic contributions from the interior and from the singular points are explicitly singled out. For two-dimensional manifolds, the interior contribution is reduced to the Atiyah-Singer integral over the cosphere bundle while two additional terms arise. The first of the two is one half of the 'eta' invariant associated to the conormal symbol of the operator at singular points. The second term is also completely determined by the conormal symbol. The example of the Cauchy-Riemann operator on the complex plane shows that all the three terms may be non-zero.
We construct a theory of general boundary value problems for differential operators whose symbols do not necessarily satisfy the Atiyah-Bott condition [3] of vanishing of the corresponding obstruction. A condition for these problems to be Fredholm is introduced and the corresponding finiteness theorems are proved.
For elliptic operators on manifolds with boundary, we define spectral boundary value problems, which generalize the Atiyah-Patodi-Singer problem to the case of nonhomogeneous boundary conditions, operators of arbitrary order, and nonself-adjoint conormal symbols. The Fredholm property is proved and equivalence with certain elliptic equations on manifolds with conical singularities is established.
In the preceding paper we proved an explicit index formula for elliptic pseudodifferential operators on a two-dimensional manifold with conical points. Apart from the Atiyah-Singer integral, it contains two additional terms, one of the two being the 'eta' invariant defined by the conormal symbol. In this paper we clarify the meaning of the additional terms for differential operators.
We investigate the cognitive control in polyrhythmic hand movements as a model paradigm for bimanual coordination. Using a symbolic coding of the recorded time series, we demonstrate the existence of qualitative transitions induced by experimental manipulation of the tempo. A nonlinear model with delayed feedback control is proposed, which accounts for these dynamical transitions in terms of bifurcations resulting from variation of the external control parameter. Furthermore, it is shown that transitions can also be observed due to fluctuations in the timing control level. We conclude that the complexity of coordinated bimanual movements results from interactions between nonlinear control mechanisms with delayed feedback and stochastic timing components.
Peter Jones' theorem on the factorization of Ap weights is sharpened for weights with bounds near 1, allowing the factorization to be performed continuously near the limiting, unweighted case. When 1 < p < infinite and omega is an Ap weight with bound Ap(omega) = 1 + epsilon, it is shown that there exist Asub1 weights u, v such that both the formula omega = uv(1-p) and the estimates A1 (u), A1 (v) = 1 + Omikron (√epsilon) hold. The square root in these estimates is also proven to be the correct asymptotic power as epsilon -> 0.
The paper deals with a non-linear singular partial differential equation: (E) t∂/∂t = F(t, x, u, ∂u/∂x) in the holomorphic category. When (E) is of Fuchsian type, the existence of the unique holomorphic solution was established by Gérard-Tahara [2]. In this paper, under the assumption that (E) is of totally characteristic type, the authors give a sufficient condition for (E) to have a unique holomorphic solution. The result is extended to higher order case.
The nonlinear interaction of waves excited by the modified two-stream instability (Farley-Buneman instability) is considered. It is found that, during the linear stage of wave growth, the enhanced pressure of the high-frequency part of the waves locally generates a ponderomotive force. This force acts on the plasma particles and redistributes them. Thus an additional electrostatic polarization field occurs, which influences the low-frequency part of the waves. Then, the low-frequency waves also cause a redistribution of the high-frequency waves. In the paper, a self-consistent system of equations is obtained, which describes the nonlinear interaction of the waves. It is shown that the considered mechanism of wave interaction causes a nonlinear stabilization of the high-frequency waves’ growth and a formation of local density structures of the charged particles. The density modifications of the charged particles during the non-linear stage of wave growth and the possible interval of aspect angles of the high-frequency waves are estimated.
We have numerically studied the bifurcations and transition to chaos in a two-dimensional fluid for varying values of the Reynolds number. These investigations have been motivated by experiments in fluids, where an array of vortices was driven by an electromotive force. In these experiments, successive changes leading to a complex motion of the vortices, due to increased forcing, have been explored [Tabeling, Perrin, and Fauve, J. Fluid Mech. 213, 511 (1990)]. We model this experiment by means of two-dimensional Navier-Stokes equations with a special external forcing, driving a linear chain of eight counter-rotating vortices, imposing stress-free boundary conditions in the vertical direction and periodic boundary conditions in the horizontal direction. As the strength of the forcing or the Reynolds number is raised, the original stationary vortex array becomes unstable and a complex sequence of bifurcations is observed. Several steady states and periodic branches and a period doubling cascade appear on the route to chaos. For increasing values of the Reynolds number, shear flow develops, for which the spatial scale is large compared to the scale of the forcing. Furthermore, we have investigated the influence of the aspect ratio of the container as well as the effect of no-slip boundary conditions at the top and bottom, on the bifurcation scenario.
This paper deals with the electrical conductivity problem in geophysics. It is formulated as an elliptic boundary value problem of second order for a large class of bounded and unbounded domains. A special boundary condition, the so called "Complete Electrode Model", is used. Poincaré inequalities are formulated and proved in the context of weighted Sobolev spaces, leading to existence and uniqueness statements for the boundary value problem. In addition, a parameter-to-solution operator arising from the inverse conductivity problem in medicine (EIT) and geophysics is investigated mathematically and is shown to be smooth and analytic.
The determination of the atmospheric aerosol size distribution is an inverse illposed problem. The shape and the material composition of the air-carried particles are two substantial model parameters. Present evaluation algorithms only used an approximation with spherical homogeneous particles. In this paper we propose a new numerically efficient recursive algorithm for inhomogeneous multilayered coated and absorbing particles. Numerical results of real existing particles show that the influence of the two parameters on the model is very important and therefore cannot be ignored.
Contents: 1 Introduction 2 Formation and destruction of sporadic E-layers 3 Temporal variations of parameters of sporadic E-layers during earthquake preparation 3.1 Temporal variations of fbEs with time-scales of a few hours 3.2 Study of fbEs variations with characteristic time-scales of 0.5-3 hours 3.3 Variations of the parameters of sporadic E-layers with characteristic time-scales of 15-45 minutes 3.4 Sporadic E-layer variations with characteristic time-scales of 2-15 minutes 4 On the spatial scales of sporadic E-layer disturbances related to seismic activity 5 Complex experimental researches of the ionosphere, electromagnetic noise and the geomagnetic field 5.1 Ionospheric and electromagnetic phenomena of the Kayraccum earthquake in 1985 5.2 Comparison of anomalies with characteristic time-scales of 2-3 hours for ionospheric E- and F-layers, and temporal behaviour of electromagnetic noise emission intensity 5.3 Night airglow emissions in the E-region before earthquakes and sporadic E-layer variations 6 Physical models of lithosphere-ionosphere links 6.1 Lithosphere-ionosphere links due to AGW 6.2 Electromagnetic models for the lithosphere-ionosphere coupling 6.3 Sporadic E-layers as current generators 7 Discussion and conclusion
In single photon emission computed tomography (SPECT) one is interested in reconstructing the activity distribution f of some radiopharmaceutical. The data gathered suffer from attenuation due to the tissue density µ. Each imaged slice incorporates noisy sample values of the nonlinear attenuated Radon transform (formular at this place in the original abstract) Traditional theory for SPECT reconstruction treats µ as a known parameter. In practical applications, however, µ is not known, but either crudely estimated, determined in costly additional measurements or plainly neglected. We demonstrate that an approximation of both f and µ from SPECT data alone is feasible, leading to quantitatively more accurate SPECT images. The result is based on nonlinear Tikhonov regularization techniques for parameter estimation problems in differential equations combined with Gauss-Newton-CG minimization.
The aim of this paper is to describe an efficient strategy for descritizing ill-posed linear operator equations of the first kind: we consider Tikhonov-Phillips-regularization χ^δ α = (a * a + α I)^-1 A * y ^δ with a finite dimensional approximation A n instead of A. We propose a sparse matrix structure which still leads to optimal convergences rates but requires substantially less scalar products for computing A n compared with standard methods.
The stability of the quiescent ground state of an incompressible, viscous and electrically conducting fluid sheet, bounded by stress-free parallel planes and driven by an external electric field tangential to the boundaries, is studied numerically. The electrical conductivity varies as cosh–2(x1/a), where x1 is the cross-sheet coordinate and a is the half width of a current layer centered about the midplane of the sheet. For a <~ 0.4L, where L is the distance between the boundary planes, the ground state is unstable to disturbances whose wavelengths parallel to the sheet lie between lower and upper bounds depending on the value of a and on the Hartmann number. Asymmetry of the configuration with respect to the midplane of the sheet, modelled by the addition of an externally imposed constant magnetic field to a symmetric equilibrium field, acts as a stabilizing factor.
The bifurcations in a three-dimensional incompressible, electrically conducting fluid with an external forcing of the Roberts type have been studied numerically. The corresponding flow can serve as a model for the convection in the outer core of the Earth and is realized in an ongoing laboratory experiment aimed at demonstrating a dynamo effect. The symmetry group of the problem has been determined and special attention has been paid to symmetry breaking by the bifurcations. The nonmagnetic, steady Roberts flow loses stability to a steady magnetic state, which in turn is subject to secondary bifurcations. The secondary solution branches have been traced until they end up in chaotic states.
Linear and non-linear analogues of the Black-Scholes equation are derived when shocks can be described by a truncated Lévy process. A linear equation is derived under the perfect correlation assumption on returns for a derivative security and a stock, and its solutions for European put and call options are obtained. It is also shown that the solution violates the perfect correlation assumption unless a process is gaussian. Thus, for a family of truncated Lévy distributions, the perfect hedging is impossible even in the continuous time limit. A second linear analogue of the Black-Scholes equation is obtained by constructing a portfolio which eliminates fluctuations of the first order and assuming that the portfolio is risk-free; it is shown that this assumption fails unless a process is gaussian. It is shown that the di erence between solutions to the linear analogues of the Black-Scholes equations and solutions to the Black-Scholes equations are sizable. The equations and solutions can be written in a discretized approximate form which uses an observed probability distribution only. Non-linear analogues for the Black-Scholes equation are derived from the non-arbitrage condition, and approximate formulas for solutions of these equations are suggested. Assuming that a linear generalization of the Black-Scholes equation holds, we derive an explicit pricing formula for the perpetual American put option and produce numerical results which show that the difference between our result and the classical Merton's formula obtained for gaussian processes can be substantial. Our formula uses an observed distribution density, under very weak assumptions on the latter.