Mean-value identities as an opportunity for Monte Carlo error reduction

In the Monte Carlo simulation of both Lattice field-theories and of models of Statistical Mechanics, identities verified by exact mean-values such as Schwinger-Dyson equations, Guerra relations, Callen identities, etc., provide well known and sensitive tests of thermalization bias as well as checks of pseudo random number generators. We point out that they can be further exploited as "control variates" to reduce statistical errors. The strategy is general, very simple, and almost costless in CPU time. The method is demonstrated in the two dimensional Ising model at criticality, where the CPU gain factor lies between 2 and 4.Comment: 10 pages, 2 tables. References updated and typos correcte

Testing statics-dynamics equivalence at the spin-glass transition in three dimensions

The statics-dynamics correspondence in spin glasses relate non-equilibrium results on large samples (the experimental realm) with equilibrium quantities computed on small systems (the typical arena for theoretical computations). Here we employ statics-dynamics equivalence to study the Ising spin-glass critical behavior in three dimensions. By means of Monte Carlo simulation, we follow the growth of the coherence length (the size of the glassy domains), on lattices too large to be thermalized. Thanks to the large coherence lengths we reach, we are able to obtain accurate results in excellent agreement with the best available equilibrium computations. To do so, we need to clarify the several physical meanings of the dynamic exponent close to the critical temperature.Comment: Version to appear in Physical Review

Dual and chiral objects for optical activity in general scattering directions

Optically active artificial structures have attracted tremendous research attention. Such structures must meet two requirements: Lack of spatial inversion symmetries and, a condition usually not explicitly considered, the structure shall preserve the helicity of light, which implies that there must be a vanishing coupling between the states of opposite polarization handedness among incident and scattered plane waves. Here, we put forward and demonstrate that a unit cell made from chiraly arranged electromagnetically dual scatterers serves exactly this purpose. We prove this by demonstrating optical activity of such unit cell in general scattering directions.Comment: This document is the unedited Authors version of a Submitted Work that was subsequently accepted for publication in ACS Photonics, copyright American Chemical Society after peer review. To access the final edited and published work see http://pubs.acs.org/articlesonrequest/AOR-3yvzAibCIU6wdTuzx9c

Network and panel quantile effects via distribution regression

This paper provides a method to construct simultaneous con fidence bands for quantile functions and quantile effects in nonlinear network and panel models with unobserved two-way effects, strictly exogenous covariates, and possibly discrete outcome variables. The method is based upon projection of simultaneous confi dence bands for distribution functions constructed from fixed effects distribution regression estimators. These fi xed effects estimators are bias corrected to deal with the incidental parameter problem. Under asymptotic sequences where both dimensions of the data set grow at the same rate, the confi dence bands for the quantile functions and effects have correct joint coverage in large samples. An empirical application to gravity models of trade illustrates the applicability of the methods to network data.https://arxiv.org/abs/1803.08154First author draf

Objects of maximum electromagnetic chirality

We introduce a definition of the electromagnetic chirality of an object and show that it has an upper bound. Reciprocal objects attain the upper bound if and only if they are transparent for all the fields of one polarization handedness (helicity). Additionally, electromagnetic duality symmetry, i.e., helicity preservation upon interaction, turns out to be a necessary condition for reciprocal objects to attain the upper bound. We use these results to provide requirements for the design of such extremal objects. The requirements can be formulated as constraints on the polarizability tensors for dipolar objects or on the material constitutive relations for continuous media. We also outline two applications for objects of maximum electromagnetic chirality: a twofold resonantly enhanced and background-free circular dichroism measurement setup, and angle-independent helicity filtering glasses. Finally, we use the theoretically obtained requirements to guide the design of a specific structure, which we then analyze numerically and discuss its performance with respect to maximal electromagnetic chirality.Comment: This version contains an example of how to use the theoretically derived constraints for designing realistic structures. It also contains a discussion related to the optical chirality densit

Monetary policy and its impact on stock market liquidity: Evidence from the euro zone

The recent financial crisis has been characterized by unprecedented monetary policy interventions of central banks with the intention to stabilize financial markets and the real economy. This paper sheds light on the actual impact of monetary policy on stock liquidity and thereby addresses its role as a determinant of commonality in liquidity. To capture effects both at the micro and macro level of stock markets, we apply panel estimations and vector autoregressive models. Our results suggest that an expansionary monetary policy of the European Central Bank leads to an increase of stock market liquidity in the German, French and Italian markets. These findings are robust for seven proxies of liquidity and two measures of monetary policy.Stock liquidity, monetary policy, euro zone

Optimized Monte Carlo Method for glasses

A new Monte Carlo algorithm is introduced for the simulation of supercooled liquids and glass formers, and tested in two model glasses. The algorithm is shown to thermalize well below the Mode Coupling temperature and to outperform other optimized Monte Carlo methods. Using the algorithm, we obtain finite size effects in the specific heat. This effect points to the existence of a large correlation length measurable in equal time correlation functions.Comment: Proceedings of "X International workshop on Disordered Systems" held in Molveno (Italy), March 200

Finite size effects in the specific heat of glass-formers

We report clear finite size effects in the specific heat and in the relaxation times of a model glass former at temperatures considerably smaller than the Mode Coupling transition. A crucial ingredient to reach this result is a new Monte Carlo algorithm which allows us to reduce the relaxation time by two order of magnitudes. These effects signal the existence of a large correlation length in static quantities.Comment: Proceeding of "3rd International Workshop on Complex Systems". Sendai (Japan). To appear on AIP Conference serie