8,619 research outputs found

    Critical Phenomena: An Introduction from a modern perspective

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    Our aim in this set of lectures is to give an introduction to critical phenomena that emphasizes the emergence of and the role played by diverging length-scales. It is now accepted that renormalization group gives the basic understanding of these phenomena and so, instead of following the traditional historical trail, we try to develop the subject in a way that emphasizes the length-scale based approach.Comment: Revtex, 26 pages, 2 figures. Lectures given at the SERC School on "Field theoretic methods in Condensed matter physics", held at MRI, Allahabad, Indi

    Financial LPPL Bubbles with Mean-Reverting Noise in the Frequency Domain

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    The log-periodic power law (LPPL) is a model of asset prices during endogenous bubbles. A major open issue is to verify the presence of LPPL in price sequences and to estimate the LPPL parameters. Estimation is complicated by the fact that daily LPPL returns are typically orders of magnitude smaller than measured price returns, suggesting that noise obscures the underlying LPPL dynamics. However, if noise is mean-reverting, it would quickly cancel out over subsequent measurements. In this paper, we attempt to reject mean-reverting noise from price sequences by exploiting frequency-domain properties of LPPL and of mean reversion. First, we calculate the spectrum of mean-reverting \ou noise and devise estimators for the noise's parameters. Then, we derive the LPPL spectrum by breaking it down into its two main characteristics of power law and of log-periodicity. We compare price spectra with noise spectra during historical bubbles. In general, noise was strong also at low frequencies and, even if LPPL underlied price dynamics, LPPL would be obscured by noise

    The Casimir Effect

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    After a review of the standard calculation of the Casimir force between two metallic plates at zero and non-zero temperatures, we present the study of microscopic models to determine the large-distance asymptotic force in the high-temperature regime. Casimir's conducting plates are modelized by plasmas of interacting charges at temperature T. The charges are either classical, or quantum-mechanical and coupled to a (classical) radiation field. In these models, the force obtained is twice weaker than that arising from standard treatments neglecting the microscopic charge fluctutations inside the bodies. The enforcement of inert boundary conditions on the field in the usual calculations turns out to be inadequate in this regime. Other aspects of dispersion forces are also reviewed. The status of (non-retarded) van der Waals-London forces in a dilute medium of non-zero temperature and density is investigated. In a proper scaling regime called the atomic limit (high dilution and low temperature), one is able to give the exact large-distance atomic correlations up to exponentially small terms as T->0. Retarded van der Waals forces and forces between dielectric bodies are also reviewed. Finally, the Casimir effect in critical phenomena is addressed by considering the free Bose gas. It is shown that the grand-canonical potential of the gas in a slab at the critical value of the chemical potential has finite size corrections of the standard Casimir type. They can be attributed to the existence of long-range order generated by gapless excitations in the phase with broken continuous symmetry.Comment: Lecture notes prepared for the proceedings of the 1st Warsaw School of Statistical Physics, Kazimierz, Poland, June 2005. To appear in Acta Physica Polonica (2006). 52 pages, 0 figures. Available at http://th-www.if.uj.edu.pl/acta/vol37/pdf/v37p2503.pd

    Time frequency analysis in terahertz pulsed imaging

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    Recent advances in laser and electro-optical technologies have made the previously under-utilized terahertz frequency band of the electromagnetic spectrum accessible for practical imaging. Applications are emerging, notably in the biomedical domain. In this chapter the technique of terahertz pulsed imaging is introduced in some detail. The need for special computer vision methods, which arises from the use of pulses of radiation and the acquisition of a time series at each pixel, is described. The nature of the data is a challenge since we are interested not only in the frequency composition of the pulses, but also how these differ for different parts of the pulse. Conventional and short-time Fourier transforms and wavelets were used in preliminary experiments on the analysis of terahertz pulsed imaging data. Measurements of refractive index and absorption coefficient were compared, wavelet compression assessed and image classification by multidimensional clustering techniques demonstrated. It is shown that the timefrequency methods perform as well as conventional analysis for determining material properties. Wavelet compression gave results that were robust through compressions that used only 20% of the wavelet coefficients. It is concluded that the time-frequency methods hold great promise for optimizing the extraction of the spectroscopic information contained in each terahertz pulse, for the analysis of more complex signals comprising multiple pulses or from recently introduced acquisition techniques

    Physics of the Riemann Hypothesis

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    Physicists become acquainted with special functions early in their studies. Consider our perennial model, the harmonic oscillator, for which we need Hermite functions, or the Laguerre functions in quantum mechanics. Here we choose a particular number theoretical function, the Riemann zeta function and examine its influence in the realm of physics and also how physics may be suggestive for the resolution of one of mathematics' most famous unconfirmed conjectures, the Riemann Hypothesis. Does physics hold an essential key to the solution for this more than hundred-year-old problem? In this work we examine numerous models from different branches of physics, from classical mechanics to statistical physics, where this function plays an integral role. We also see how this function is related to quantum chaos and how its pole-structure encodes when particles can undergo Bose-Einstein condensation at low temperature. Throughout these examinations we highlight how physics can perhaps shed light on the Riemann Hypothesis. Naturally, our aim could not be to be comprehensive, rather we focus on the major models and aim to give an informed starting point for the interested Reader.Comment: 27 pages, 9 figure

    Effective field theory

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    I give a brief review of effective field theory, disscussing the contribution of Feza G\"ursey in particular and focusing on the literature I am most familiar with.Comment: 17 pages, no figs, macros appended, plain te
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