1,409 research outputs found
Structure and Dynamics of amorphous Silica Surfaces
We use molecular dynamics computer simulations to study the equilibrium
properties of the surface of amorphous silica. Two types of geometries are
investigated: i) clusters with different diameters (13.5\AA, 19\AA, and
26.5\AA) and ii) a thin film with thickness 29\AA. We find that the shape of
the clusters is independent of temperature and that it becomes more spherical
with increasing size. The surface energy is in qualitative agreement with the
experimental value for the surface tension. The density distribution function
shows a small peak just below the surface, the origin of which is traced back
to a local chemical ordering at the surface. Close to the surface the partial
radial distribution functions as well as the distributions of the bond-bond
angles show features which are not observed in the interior of the systems. By
calculating the distribution of the length of the Si-O rings we can show that
these additional features are related to the presence of two-membered rings at
the surface. The surface density of these structures is around 0.6/nm^2 in good
agreement with experimental estimates. From the behavior of the mean-squared
displacement at low temperatures we conclude that at the surface the cage of
the particles is larger than the one in the bulk. Close to the surface the
diffusion constant is somewhat larger than the one in the bulk and with
decreasing temperature the relative difference grows. The total vibrational
density of states at the surface is similar to the one in the bulk. However, if
only the one for the silicon atoms is considered, significant differences are
found.Comment: 30 pages of Latex, 16 figure
Empirische Analyse der Drawdowns von Dach-Hedgefonds
Funds of Hedge Funds (FHF) are perceived to be the premier choice of institutional investors for first-time allocations into the alternative investment asset class. While many papers cover the bright side of FHF investing, we in this paper empirically investigate the maximum drawdowns of FHF. Therefore, we analyze time series and descriptive variables of 649 FHF drawn from the Lipper TASS Hedge Fund database for the time period January 1996 to August 2007. Our empirical results suggest that (1) the number as well as the magnitude of drawdowns decreases with increasing experience of the FHF, (2) the average recovery is higher with older FHF, (3) there is no difference in the magnitude of a maximum drawdown between small and large FHF, (4) the higher a maximum drawdown of an FHF the longer it takes to recover, and (5) most of the maximum drawdowns happen at times of turmoil in financial markets. Therefore our findings especially question the acclaimed ability of FHF to deliver absolute returns and also show that the beta risks involved with FHF are high. The advantages of FHF should thus rather be their low long-term correlations to traditional asset classes as well as their low volatility
Empirische Analyse der Drawdowns von Dach-Hedgefonds
Funds of Hedge Funds (FHF) are perceived to be the premier choice of institutional investors for first-time allocations into the alternative investment asset class. While many papers cover the bright side of FHF investing, we in this paper empirically investigate the maximum drawdowns of FHF. Therefore, we analyze time series and descriptive variables of 649 FHF drawn from the Lipper TASS Hedge Fund database for the time period January 1996 to August 2007. Our empirical results suggest that (1) the number as well as the magnitude of drawdowns decreases with increasing experience of the FHF, (2) the average recovery is higher with older FHF, (3) there is no difference in the magnitude of a maximum drawdown between small and large FHF, (4) the higher a maximum drawdown of an FHF the longer it takes to recover, and (5) most of the maximum drawdowns happen at times of turmoil in financial markets. Therefore our findings especially question the acclaimed ability of FHF to deliver absolute returns and also show that the beta risks involved with FHF are high. The advantages of FHF should thus rather be their low long-term correlations to traditional asset classes as well as their low volatility. --Funds of hedge funds,size,age,experience,assets under management,maximum drawdown,recovery time
Comment on "Origin of Giant Optical Nonlinearity in Charge-Transfer--Mott Insulators: A New Paradigm for Nonlinear Optics"
Comment on Phys. Rev. Lett. 86, 2086 (2001)Comment: 1 page, 1 eps figur
Electronic Raman scattering and photoluminescence from LaSrMnO exhibiting giant magnetoresistance
Raman and Photoluminescence (PL) experiments on correlated metallic
LaSrMnO have been carried out using different excitation
wavelengths as a function of temperature from 15 K to 300 K. Our data suggest a
Raman mode centered at 1800 cm and a PL band at 2.2 eV. The intensities
of the two peaks decrease with increasing temperature. The Raman mode can be
attributed to a plasmon excitation whose frequency and linewidths are
consistent with the measured resistivities. The PL involves intersite
electronic transitions of the manganese ions.Comment: 10 pages + 4 eps figures, Revtex 3.0, figures available on reques
Transport Properties of the One Dimensional Ferromagnetic Kondo Lattice Model : A Qualitative Approach to Oxide Manganites
The transport properties of the ferromagnetic Kondo lattice model in one
dimension are studied via bosonization methods. The antiferromagnetic
fluctuations, which normally appear because of the RKKY interactions, are
explicitly taken into account as a direct exchange between the ``core'' spins.
It is shown that in the paramagnetic regime with the local antiferromagnetic
fluctuations, the resistivity decays exponentially as the temperature increases
while in the ferromagnetic regime the system is an almost perfect conductor. %A
non-perturbative description of localized spin polarons %in the paramagnetic
region is obtained.
The effect of a weak applied field is discussed to be reduced to the case of
the ferromagnetic state leading to band splitting. The qualitative relevance of
the results for the problem of the Oxide Manganites is emphasized.Comment: 4 pages, REVTe
Year-long monitoring of physico-chemical and biological variables provide a comparative baseline of coral reef functioning in the central Red Sea.
Research reported in this publication was supported by funding to CRV from King Abdullah University of Science and Technology (KAUST)
Evidence for softening of first-order transition in 3D by quenched disorder
We study by extensive Monte Carlo simulations the effect of random bond
dilution on the phase transition of the three-dimensional 4-state Potts model
which is known to exhibit a strong first-order transition in the pure case. The
phase diagram in the dilution-temperature plane is determined from the peaks of
the susceptibility for sufficiently large system sizes. In the strongly
disordered regime, numerical evidence for softening to a second-order
transition induced by randomness is given. Here a large-scale finite-size
scaling analysis, made difficult due to strong crossover effects presumably
caused by the percolation fixed point, is performed.Comment: LaTeX file with Revtex, 4 pages, 4 eps figure
Isochoric thermal conductivity of solid nitrogen
The isochoric thermal conductivity of solid nitrogen has been investigated on
four samples of different densities in the temperature interval from 20 K to
the onset of melting. In alfa-N2 the isochoric thermal conductivity exhibits a
dependence weaker than 1/T; in beta-N2 it increases slightly with temperature.
The experimental results are discussed within a model in which the heat is
transported by low-frequency phonons or by "diffusive" modes above the mobility
boundary. The growth of the thermal conductivity in beta-N2 is attributed to
the decreasing "rotational" component of the total thermal resistance, which
occurs as the rotational correlations between the neighboring molecules become
weaker.Comment: Postscript 12 pages, 3 figures, 1 table. To be published in 200
Year-long monitoring of physico-chemical and biological variables provide a comparative baseline of coral reef functioning in the central Red Sea.
Research reported in this publication was supported by funding to CRV from King Abdullah University of Science and Technology (KAUST)
- …
