Dark Matter Self-Interaction

The Cournot Oligopoly model describes a market structure in which a small number of firms compete by choosing quantities to produce, rather than prices. Each firm decides how much to produce with the assumption that the output levels of the other firms remain constant. This interdependence leads to a Nash Equilibrium, where no firm can benefit by changing its output level while the others keep theirs unchanged. In this setting, the total quantity produced in the market determines the market price, typically resulting in a price that is above marginal costs, allowing firms to earn positive economic profits. The model is named after the French economist Antoine Augustin Cournot, and it highlights the balance between competition and cooperation among firms in an oligopolistic market.

Stokes' Theorem is a fundamental result in vector calculus that relates surface integrals of vector fields over a surface to line integrals of the same vector fields around the boundary of that surface. Mathematically, it can be expressed as:

where:

• $C$ is a positively oriented, simple, closed curve,
• $S$ is a surface bounded by $C$,
• $\mathbf{F}$ is a vector field,
• $\nabla \times \mathbf{F}$ represents the curl of $\mathbf{F}$,
• $d\mathbf{r}$ is a differential line element along the curve, and
• $d\mathbf{S}$ is a differential area element of the surface $S$.

This theorem provides a powerful tool for converting difficult surface integrals into simpler line integrals, facilitating easier calculations in physics and engineering problems involving circulation and flux. Stokes' Theorem is particularly useful in fluid dynamics, electromagnetism, and in the study of differential forms in advanced mathematics.

Fixed-Point Iteration is a numerical method used to find solutions to equations of the form $x = g(x)$, where $g$ is a continuous function. The process starts with an initial guess $x_0$ and iteratively generates new approximations using the formula $x_{n+1} = g(x_n)$. This iteration continues until the results converge to a fixed point, defined as a point where $g(x) = x$. Convergence of the method depends on the properties of the function $g$; specifically, if the derivative $g'(x)$ is within the interval $(-1, 1)$ near the fixed point, the method is likely to converge. It is important to check whether the initial guess is within a suitable range to ensure that the iterations approach the fixed point rather than diverging.

The Lagrange density is a fundamental concept in theoretical physics, particularly in the fields of classical mechanics and quantum field theory. It is a scalar function that encapsulates the dynamics of a physical system in terms of its fields and their derivatives. Typically denoted as $\mathcal{L}$, the Lagrange density is used to construct the Lagrangian of a system, which is integrated over space to yield the action $S$:

The choice of Lagrange density is critical, as it must reflect the symmetries and interactions of the system under consideration. In many cases, the Lagrange density is expressed in terms of fields $\phi$ and their derivatives, capturing kinetic and potential energy contributions. By applying the principle of least action, one can derive the equations of motion governing the dynamics of the fields involved. This framework not only provides insights into classical systems but also extends to quantum theories, facilitating the description of particle interactions and fundamental forces.

Stochastic Discount Factor (SDF) Asset Pricing is a fundamental concept in financial economics that provides a framework for valuing risky assets. The SDF, often denoted as $m_t$, represents the present value of future cash flows, adjusting for risk and time preferences. This approach links the expected returns of an asset to its risk through the equation:

where $R_t$ is the return on the asset. The SDF is derived from utility maximization principles, indicating that investors require a higher expected return for bearing additional risk. By utilizing the SDF, one can derive asset prices that reflect both the time value of money and the risk associated with uncertain future cash flows, making it a versatile tool in asset pricing models. This method also supports the no-arbitrage condition, ensuring that there are no opportunities for riskless profit in the market.

The Borel Sigma-Algebra is a foundational concept in measure theory and topology, primarily used in the context of real numbers. It is denoted as $\mathcal{B}(\mathbb{R})$ and is generated by the open intervals in the real number line. This means it includes not only open intervals but also all possible combinations of these intervals, such as their complements, countable unions, and countable intersections. Hence, the Borel Sigma-Algebra contains various types of sets, including open sets, closed sets, and more complex sets derived from them.

In formal terms, it can be defined as the smallest Sigma-algebra that contains all open sets in $\mathbb{R}$. This property makes it crucial for defining Borel measures, which extend the concept of length, area, and volume to more complex sets. The Borel Sigma-Algebra is essential for establishing the framework for probability theory, where Borel sets can represent events in a continuous sample space.