Algorithmic differentiation and the calculation of forces by quantum Monte Carlo

We describe an efficient algorithm to compute forces in quantum Monte Carlo using adjoint algorithmic differentiation. This allows us to apply the space warp coordinate transformation in differential form, and compute all the 3M force components of a system with M atoms with a computational effort comparable with the one to obtain the total energy. Few examples illustrating the method for an electronic system containing several water molecules are presented. With the present technique, the calculation of finite-temperature thermodynamic properties of materials with quantum Monte Carlo will be feasible in the near future.Comment: 32 pages, 4 figure, to appear in The Journal of Chemical Physic

Ising transition in the two-dimensional quantum J1−J2J_1-J_2 Heisenberg model

We study the thermodynamics of the spin-$S$ two-dimensional quantum Heisenberg antiferromagnet on the square lattice with nearest ($J_1$) and next-nearest ($J_2$) neighbor couplings in its collinear phase ($J_2/J_1>0.5$), using the pure-quantum self-consistent harmonic approximation. Our results show the persistence of a finite-temperature Ising phase transition for every value of the spin, provided that the ratio $J_2/J_1$ is greater than a critical value corresponding to the onset of collinear long-range order at zero temperature. We also calculate the spin- and temperature-dependence of the collinear susceptibility and correlation length, and we discuss our results in light of the experiments on Li$_2$VOSiO$_4$ and related compounds.Comment: 4 page, 4 figure

Using compound earcons to represent hierarchies

Previous research on non-speech audio messages called <i>earcons</i> showed that they could provide powerful navigation cues in menu hierarchies. This work used <i>hierarchical</i> earcons. In this paper we suggest <i>compound</i> earcons provide a more flexible method for presenting this information. A set of sounds was created to represent the numbers 0-4 and dot. Sounds could then be created for any node in a hierarchy by concatenating these simple sounds. A hierarchy of four levels and 27 nodes was constructed. An experiment was conducted in which participants had to identify their location in the hierarchy by listening to an earcon. Results showed that participants could identify their location with over 97% accuracy, significantly better than with hierarchical earcons. Participants were also able to recognise previously unheard earcons with over 97% accuracy. These results showed that compound earcons are an effective way of representing hierarchies in sound

Effect of local charge fluctuations on spin physics in the Neel state of La2_2CuO4_4

We explore the effect of local charge fluctuations on the spin response of a Mott insulator by deriving an effective spin model, and studying it using Schwinger boson mean field theory. Applying this to La$_2$CuO$_4$, we show that an accurate fit to the magnon dispersion relation, measured by Coldea {\em et al.} [Phys. Rev. Lett. {\bf 86}, 5377 (2001)] is obtained with Hubbard model parameters $U \approx 2.34 eV$, and $t \approx 360 meV$. These parameters lead to estimates of the staggered magnetization ($m_s \approx 0.25$), spin wave velocity ($c\approx 800 meV$-\AA), and spin stiffness ($\rho_s \approx 24 meV$). In particular the staggered moment as well as the effective local moment are renormalized to smaller values compared to the Heisenberg model due to local charge fluctuations in the Hubbard model. The dynamical structure factor shows considerable weight in the continuum along the zone boundary as well as secondary peaks that may be observed in high resolution neutron scattering experiments.Comment: Manuscript considerably revised following referee comments. Also added a brief discussion of sum rules. 8 pages, 6 eps figure

Spin-lattice coupling in frustrated antiferromagnets

We review the mechanism of spin-lattice coupling in relieving the geometrical frustration of pyrochlore antiferromagnets, in particular spinel oxides. The tetrahedral unit, which is the building block of the pyrochlore lattice, undergoes a spin-driven Jahn-Teller instability when lattice degrees of freedom are coupled to the antiferromagnetism. By restricting our considerations to distortions which preserve the translational symmetries of the lattice, we present a general theory of the collective spin-Jahn-Teller effect in the pyrochlore lattice. One of the predicted lattice distortions breaks the inversion symmetry and gives rise to a chiral pyrochlore lattice, in which frustrated bonds form helices with a definite handedness. The chirality is transferred to the spin system through spin-orbit coupling, resulting in a long-period spiral state, as observed in spinel CdCr2O4. We discuss explicit models of spin-lattice coupling using local phonon modes, and their applications in other frustrated magnets.Comment: 23 pages, 6 figures. Lecture notes for Trieste Summer School, August 2007. To appear as a chapter in "Highly Frustrated Magnetism", Eds. C. Lacroix, P. Mendels, F. Mil

Climate risk measures and main data providers

ESG (Environmental, Social, and Governance) ratings are becoming increasingly significant in guiding financial investment decisions. However, numerous studies have highlighted discrepancies in ESG ratings across different data providers, primarily due to variations in the methodologies they employ. To address this issue, we provide a summary of the key ESG data providers, focusing on two distinct aspects: ESG ratings for firms and ESG ratings for countries. These two topics are essential in empirical analysis to attempt to integrate both dimensions— firm and country—into the evaluation process for assessing whether they play a significant role in defining climate risk. Moreover, this integration aids in understanding the implications for climate risk premiums in the stock market. By considering both the firm and country dimensions, we can better capture the multifaceted nature of climate risk and its impact on investment outcomes. The purpose of this report is twofold: first, we retrieve information from websites concerning the ESG criteria and methodologies of major climate indicator data providers, evaluating their transparency and accountability, and highlighting the differences between public and private sources. Second, we focus on alternative measures of climate risk that should be used in empirical analysis. Indeed, ESG ratings at both the company and country levels are not the only measures of climate risk exposures. In particular, while ESG ratings or solely the Environmental dimension are often used to assess transition climate risk, they are less frequently applied to assess physical risk

Model-free moments: predictability of STOXX Europe 600 Oil & Gas future returns

The relationship between prices and volatility of energy assets (primarily oil and gas) is of paramount importance for investors and policy makers. We construct a volatility index for the European oil and gas market based on a model-free approach to obtain a European counterpart of US volatility indices for the energy market, such as the CBOE Crude Oil Volatility Index (OVX). Given that investors are averse to volatility of losses, but appreciate volatility of gains, we also derive risk measures that focus on positive and negative returns and their imbalance. We assess whether the constructed indices have predictive power on future returns. We show that in the medium term all the risk indices behave as market greed indicators, whereas in the short term they behave as fear indicators since rises in risk indices are linked with negative returns. The implications for investors and policy-makers are outlined

Thermodynamics of the quantum easy-plane antiferromagnet on the triangular lattice

The classical XXZ triangular-lattice antiferromagnet (TAF) shows both an Ising and a BKT transition, related to the chirality and the in-plane spin components, respectively. In this paper the quantum effects on the thermodynamic quantities are evaluated by means of the pure-quantum self-consistent harmonic approximation (PQSCHA), that allows one to deal with any spin value through classical MC simulations. We report the internal energy, the specific heat, and the in-plane correlation length of the quantum XX0 TAF, for S=1/2, 1, 5/2. The quantum transition temperatures turn out to be smaller the smaller the spin, and agree with the few available theoretical and numerical estimates.Comment: 4 pages,3 postscript figure

Spiral order by disorder and lattice nematic order in a frustrated Heisenberg antiferromagnet on the honeycomb lattice

Motivated by recent experiments on Bi$_3$Mn$_4$O$_{12}$(NO$_3$), we study a frustrated $J_1$-$J_2$ Heisenberg model on the two dimensional (2D) honeycomb lattice. The classical $J_1$-$J_2$ Heisenberg model on the two dimensional (2D) honeycomb lattice has N\'eel order for $J_2 J_1/6$, it exhibits a one-parameter family of degenerate incommensurate spin spiral ground states where the spiral wave vector can point in any direction. Spin wave fluctuations at leading order lift this accidental degeneracy in favor of specific wave vectors, leading to spiral order by disorder. For spin $S=1/2$, quantum fluctuations are, however, likely to be strong enough to melt the spiral order parameter over a wide range of $J_2/J_1$. Over a part of this range, we argue that the resulting state is a valence bond solid (VBS) with staggered dimer order - this VBS is a nematic which breaks lattice rotational symmetry. Our arguments are supported by comparing the spin wave energy with the energy of the dimer solid obtained using a bond operator formalism. Turning to the effect of thermal fluctuations on the spiral ordered state, any nonzero temperature destroys the magnetic order, but the discrete rotational symmetry of the lattice remains broken resulting in a thermal analogue of the nematic VBS. We present arguments, supported by classical Monte Carlo simulations, that this nematic transforms into the high temperature symmetric paramagnet via a thermal phase transition which is in the universality class of the classical 3-state Potts (clock) model in 2D. We discuss the possible relevance of our results for honeycomb magnets, such as Bi$_3$M$_4$O$_{12}$(NO$_3$) (with M=Mn,V,Cr), and bilayer triangular lattice magnets.Comment: Slightly revise

Inhomogeneity Induces Resonance Coherence Peaks in Superconducting BSCCO

In this paper we analyze, using scanning tunneling spectroscopy, the density of electronic states in nearly optimally doped BSCCO in zero field. Focusing on the superconducting gap, we find patches of what appear to be two different phases in a background of some average gap, one with a relatively small gap and sharp large coherence peaks and one characterized by a large gap with broad weak coherence peaks. We compare these spectra with calculations of the local density of states for a simple phenomenological model in which a 2 xi_0 * 2 xi_0 patch with an enhanced or supressed d-wave gap amplitude is embedded in a region with a uniform average d-wave gap.Comment: 4 pages, 3 figure