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

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

Canonical and Grand Canonical Ensemble Expectation Values from Quantum Monte Carlo Simulations

We show how canonical ensemble expectation values can be extracted from quantum Monte Carlo simulations in the grand canonical ensemble. In order to obtain results for all particle sectors, a modest number of grand canonical simulations must be performed, each at a different chemical potential. From the canonical ensemble results, grand canonical expectation values can be extracted as a continuous function of the chemical potential. Results are presented from the application of this method to the two-dimensional Hubbard model.Comment: 5 pages, 5 figure

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

Reentrant behavior of the phase stiffness in Josephson junction arrays

The phase diagram of a 2D Josephson junction array with large substrate resistance, described by a quantum XY model, is studied by means of Fourier path-integral Monte Carlo. A genuine Berezinskii-Kosterlitz-Thouless transition is found up to a threshold value g* of the quantum coupling, beyond which no phase coherence is established. Slightly below g* the phase stiffness shows a reentrant behavior with temperature, in connection with a low-temperature disappearance of the superconducting phase, driven by strong nonlinear quantum fluctuations.Comment: 4 pages, 7 figures, to appear in Phys.Rev.Let

Suppression of Dimer Correlations in the Two-Dimensional J1J_1-J2J_2 Heisenberg Model: an Exact Diagonalization Study

We present an exact diagonalization study of the ground state of the spin-half $J_1{-}J_2$ model. Dimer correlation functions and the susceptibility associated to the breaking of the translational invariance are calculated for the $4\times 4$ and the $6\times 6$ clusters. These results -- especially when compared to the one dimensional case, where the occurrence of a dimerized phase for large enough frustration is well established -- suggest either a homogeneous spin liquid or, possibly, a dimerized state with a rather small order parameter

Real-Time Risk Management: An AAD-PDE Approach

We apply adjoint algorithmic differentiation (AAD) to the risk management of securities when their price dynamics are given by partial differential equations (PDE). We show how AAD can be applied to forward and backward PDEs in a straightforward manner. In the context of one-factor models for interest rates or default intensities, we show how price sensitivities are computed reliably and orders of magnitude faster than with a standard finite-difference approach. This significantly increased efficiency is obtained by combining (i) the adjoint forward PDE for calibrating model parameters, (ii) the adjoint backward PDE for derivatives pricing, and (iii) the implicit function theorem to avoid iterating the calibration procedure

Absence of Translational Symmetry Breaking in Nonmagnetic Insulator Phase on Two-Dimensional Lattice with Geometrical Frustration

The ground-state properties of the two-dimensional Hubbard model with nearest-neighbor and next-nearest-neighbor hoppings at half filling are studied by the path-integral-renormalization-group method. The nonmagnetic-insulator phase sandwiched by the the paramagnetic-metal phase and the antiferromagnetic-insulator phase shows evidence against translational symmetry breaking of the dimerized state, plaquette singlet state, staggered flux state, and charge ordered state. These results support that the genuine Mott insulator which cannot be adiabatically continued to the band insulator is realized generically by Umklapp scattering through the effects of geometrical frustration and quantum fluctuation in the two-dimensional system.Comment: 4 pages and 7 figure

Investigating Habituation to Premonitory Urges in Behavior Therapy for Tic Disorders

Behavior therapy is effective for Persistent Tic Disorders (PTDs), but behavioral processes facilitating tic reduction are not well understood. One process, habituation, is thought to create tic reduction through decreases in premonitory urge severity. The current study tested whether premonitory urges decreased in youth with PTDs (N = 126) and adults with PTDs (N = 122) who participated in parallel randomized clinical trials comparing behavior therapy to psychoeducation and supportive therapy (PST). Trends in premonitory urges, tic severity, and treatment outcome were analyzed according to the predictions of a habituation model, whereby urge severity would be expected to decrease in those who responded to behavior therapy. Although adults who responded to behavior therapy showed a significant trend of declining premonitory urge severity across treatment, results failed to demonstrate that behavior therapy specifically caused changes in premonitory urge severity. In addition, reductions in premonitory urge severity in those who responded to behavior therapy were significant greater than those who did not respond to behavior therapy but no different than those who responded or did not respond to PST. Children with PTDs failed to show any significant changes in premonitory urges. Reductions in premonitory urge severity did not mediate the relationship between treatment and outcome in either adults or children. These results cast doubt on the notion that habituation is the therapeutic process underlying the effectiveness of behavior therapy, which has immediate implications for the psychoeducation and therapeutic rationale presented in clinical practice. Moreover, there may be important developmental changes in premonitory urges in PTDs, and alternative models of therapeutic change warrant investigation