GOLLUM: a next-generation simulation tool for electron, thermal and spin transport

We have developed an efficient simulation tool 'GOLLUM' for the computation of electrical, spin and thermal transport characteristics of complex nanostructures. The new multi-scale, multi-terminal tool addresses a number of new challenges and functionalities that have emerged in nanoscale-scale transport over the past few years. To illustrate the flexibility and functionality of GOLLUM, we present a range of demonstrator calculations encompassing charge, spin and thermal transport, corrections to density functional theory such as LDA+U and spectral adjustments, transport in the presence of non-collinear magnetism, the quantum-Hall effect, Kondo and Coulomb blockade effects, finite-voltage transport, multi-terminal transport, quantum pumps, superconducting nanostructures, environmental effects and pulling curves and conductance histograms for mechanically-controlled-break-junction experiments.Comment: 66 journal pages, 57 figure

Rheological response of nonspherical granular flows down an incline

We present an extensive numerical and experimental study, investigating a three-dimensional (3D) granular flow of elongated particles down an inclined plane. Similarly to sheared systems, the average particle orientation is found to enclose a small angle with the flow direction. In the bulk, this behavior is independent of the shear rate. At the surface, however, the particles move in more dilute conditions, and the average orientation strongly depends on the shear rate. A systematic numerical study varying the particle aspect ratio and the plane inclination reveals that the particle size perpendicular to the flow direction, deff, is an appropriate length scale to define an effective inertial number Ieff, which fully captures the impact of the particle shape on the system's rheology. Like in the case of spheres, density and friction result in well-defined functions of the effective inertial number Ieff, Thus, we quantify and explain the dependence of the rheological parameters on the aspect ratio, based on the micromechanical details

Statistical theory of the continuous double auction

Most modern financial markets use a continuous double auction mechanism to store and match orders and facilitate trading. In this paper we develop a microscopic dynamical statistical model for the continuous double auction under the assumption of IID random order flow, and analyze it using simulation, dimensional analysis, and theoretical tools based on mean field approximations. The model makes testable predictions for basic properties of markets, such as price volatility, the depth of stored supply and demand vs. price, the bid-ask spread, the price impact function, and the time and probability of filling orders. These predictions are based on properties of order flow and the limit order book, such as share volume of market and limit orders, cancellations, typical order size, and tick size. Because these quantities can all be measured directly there are no free parameters. We show that the order size, which can be cast as a nondimensional granularity parameter, is in most cases a more significant determinant of market behavior than tick size. We also provide an explanation for the observed highly concave nature of the price impact function. On a broader level, this work suggests how stochastic models based on zero-intelligence agents may be useful to probe the structure of market institutions. Like the model of perfect rationality, a stochastic-zero intelligence model can be used to make strong predictions based on a compact set of assumptions, even if these assumptions are not fully believable.Comment: 36 pages, 40 figures, RevTex4, submitted to Quantitative Financ

The non-random walk of stock prices: The long-term correlation between signs and sizes

We investigate the random walk of prices by developing a simple model relating the properties of the signs and absolute values of individual price changes to the diffusion rate (volatility) of prices at longer time scales. We show that this benchmark model is unable to reproduce the diffusion properties of real prices. Specifically, we find that for one hour intervals this model consistently over-predicts the volatility of real price series by about 70%, and that this effect becomes stronger as the length of the intervals increases. By selectively shuffling some components of the data while preserving others we are able to show that this discrepancy is caused by a subtle but long-range non-contemporaneous correlation between the signs and sizes of individual returns. We conjecture that this is related to the long-memory of transaction signs and the need to enforce market efficiency.Comment: 9 pages, 5 figures, StatPhys2

Synchronous diversification of Sulawesi's iconic artiodactyls driven by recent geological events

The high degree of endemism on Sulawesi has previously been suggested to have vicariant origins, dating back to 40 Ma. Recent studies, however, suggest that much of Sulawesi's fauna assembled over the last 15 Myr. Here, we test the hypothesis that more recent uplift of previously submerged portions of land on Sulawesi promoted diversification and that much of its faunal assemblage is much younger than the island itself. To do so, we combined palaeogeographical reconstructions with genetic and morphometric datasets derived from Sulawesi's three largest mammals: the babirusa, anoa and Sulawesi warty pig. Our results indicate that although these species most likely colonized the area that is now Sulawesi at different times (14 Ma to 2-3 Ma), they experienced an almost synchronous expansion from the central part of the island. Geological reconstructions indicate that this area was above sea level for most of the last 4 Myr, unlike most parts of the island. We conclude that emergence of land on Sulawesi (approx. 1-2 Myr) may have allowed species to expand synchronously. Altogether, our results indicate that the establishment of the highly endemic faunal assemblage on Sulawesi was driven by geological events over the last few million years

Synchronous diversification of Sulawesi's iconic artiodactyls driven by recent geological events

The high degree of endemism on Sulawesi has previously been suggested to have vicariant origins, dating back to 40 Ma. Recent studies, however, suggest that much of Sulawesi’s fauna assembled over the last 15 Myr. Here, we test the hypothesis that more recent uplift of previously submerged portions of land on Sulawesi promoted diversification and that much of its faunal assemblage is much younger than the island itself. To do so, we combined palaeogeographical reconstructionswithgenetic andmorphometric datasets derived from Sulawesi’s three largest mammals: the babirusa, anoa and Sulawesi warty pig. Our results indicate that although these species most likely colonized the area that is now Sulawesi at different times (14 Ma to 2-3 Ma), they experienced an almost synchronous expansion from the central part of the island. Geological reconstructions indicate that this area was above sea level for most of the last 4 Myr, unlike most parts of the island. We conclude that emergence of land on Sulawesi (approx. 1-2 Myr) may have allowed species to expand synchronously. Altogether, our results indicate that the establishment of the highly endemic faunal assemblage on Sulawesiwas driven by geological events over the last few million years

Synchronous diversification of Sulawesi’s iconic artiodactyls driven by recent geological events

The high degree of endemism on Sulawesi has previously been suggested to have vicariant origins, dating back 40 Myr ago. Recent studies, however, suggest that much of Sulawesi’s fauna assembled over the last 15 Myr. Here, we test the hypothesis that more recent uplift of previously submerged portions of land on Sulawesi promoted diversification, and that much of its faunal assemblage is much younger than the island itself. To do so, we combined palaeogeographical reconstructions with genetic and morphometric data sets derived from Sulawesi’s three largest mammals: the Babirusa, Anoa, and Sulawesi warty pig. Our results indicate that although these species most likely colonized the area that is now Sulawesi at different times (14 Myr ago to 2-3 Myr ago), they experienced an almost synchronous expansion from the central part of the island. Geological reconstructions indicate that this area was above sea level for most of the last 4 Myr, unlike most parts of the island. We conclude that emergence of land on Sulawesi (~1–2 Myr) may have allowed species to expand synchronously. Altogether, our results indicate that the establishment of the highly endemic faunal assemblage on Sulawesi was driven by geological events over the last few million years

Investigation of nuclear reactor steel by magneto-acoustic emission method

At KFKI Atomic Energy Research Institute, Budapest, investigations have been done since many years for studying how steel material of nuclear reactors degrade during operation. Part of these studies is to investigate the applicability of novel destructive and non-destructive testing methods as well as to introduce them in the measurement of reactor steel properties such as neutron-induced embrittlement, fatigue and ageing. In addition to acoustic emission and magnetic Barkhausen noise testing, experimental investigations have been commenced to apply magneto-acoustic (acoustic Barkhausen) noise testing technology in the research project. At this method high-frequency mechanical stress waves are detected and analysed which erase in the material specimen being exposed to alternating magnetic excitation. For these experiments a novel, multi-purpose micromagnetic analyser has been designed, built and put into production permitting to compare different magnetic parameters and response functions to magnetic excitation. The paper gives a short overview on the magneto-acoustic emission effect and its potential to assess steel properties by presenting some results of calibration experiments executed by the authors. Several measurements have been performed on two large-size specimens cut from nuclear pressure vessel material blocks (Soviet type 15CH2MFA and IAEA reference steel JRQ). The profiles of the transition temperature along the wall thickness are known from previous measurements: these profiles are compared to that of the measured magnetoacoustic emission curve. BY comparison correspondence has been found between these and other magnetic parameters, which may lead to promising non-invasive methods for assessing the grade of embrittlement caused by neutron irradiation. A generally employed testing method of reactor steel materials is the Charpy test. The paper presents magneto-acoustic experiment results both on broken and unbroken Charpy specimens as well as compares the micromagnetic response and other magnetic parameters with the measured mechanical properties