Threshold Singularities in the One Dimensional Hubbard Model

We consider excitations with the quantum numbers of a hole in the one dimensional Hubbard model below half-filling. We calculate the finite-size corrections to the energy. The results are then used to determine threshold singularities in the single-particle Green's function for commensurate fillings. We present the analogous results for the Yang-Gaudin model (electron gas with delta-function interactions).Comment: 26 pages, 12 figures version to appear in Phys Rev

Practice-relevant model validation: distributional parameter risk analysis in financial model risk management

An objective of model validation within organisations is to provide guidance on model selection decisions that balance the operational effectiveness and structural complexity of competing models. We consider a practice-relevant model validation scenario where a financial quantitative analysis team seeks to decide between incumbent and alternative models on the basis of parameter risk. We devise a model risk management methodology that gives a meaningful distributional assessment of parameter risk in a setting where market calibration and historical estimation procedures must be jointly applied. Such a scenario is typically drivenbydataconstraintsthatprecludemarketcalibrationonly.Wedemonstrateourproposed methodology in a natural gas storage modelling context, where model usage is necessary to support profit and loss reporting, and to inform trading and hedging strategy. We leverage our distributional parameter risk approach to devise an accessible technique to support model selection decisions

Modulated Rashba interaction in a quantum wire: Spin and charge dynamics

It was recently shown that a spatially modulated Rashba spin-orbit coupling in a quantum wire drives a transition from a metallic to an insulating state when the wave number of the modulation becomes commensurate with the Fermi wave length of the electrons in the wire. It was suggested that the effect may be put to practical use in a future spin transistor design. In the present article we revisit the problem and present a detailed analysis of the underlying physics. First, we explore how the build-up of charge density wave correlations in the quantum wire due to the periodic gate configuration that produces the Rashba modulation influences the transition to the insulating state. The interplay between the modulations of the charge density and that of the spin-orbit coupling turns out to be quite subtle: Depending on the relative phase between the two modulations, the joint action of the Rashba interaction and charge density wave correlations may either enhance or reduce the Rashba current blockade effect. Secondly, we inquire about the role of the Dresselhaus spin-orbit coupling that is generically present in a quantum wire embedded in semiconductor heterostructure. While the Dresselhaus coupling is found to work against the current blockade of the insulating state, the effect is small in most materials. Using an effective field theory approach, we also carry out an analysis of effects from electron- electron interactions, and show how the single-particle gap in the insulating state can be extracted from the more easily accessible collective charge and spin excitation thresholds. The smallness of the single-particle gap together with the anti-phase relation between the Rashba and chemical potential modulations pose serious difficulties for realizing a Rashba-controlled current switch in an InAs-based device. Some alternative designs are discussed.Comment: 20 pages, 6 figure

Incommensurate spin correlations in Heisenberg spin-1/2 zig-zag ladders

We develop a low-energy effective theory for spin-1/2 frustrated two-leg Heisenberg spin ladders. We obtain a new type of interchain coupling that breaks parity symmetry. In the presence of an XXZ-type anisotropy, this interaction gives rise to a novel ground state, characterized by incommensurate correlations. In the case of a single ladder, this state corresponds to a spin nematic phase. For a frustrated quasi-one-dimensional system of infinitely many weakly coupled chains, this state develops true three dimensional spiral order. We apply our theory to recent neutron scattering experiments on $Cs_2CuCl_4$.Comment: 4 pages of revtex, 3 figure

Boundary effects on the local density of states of one-dimensional Mott insulators and charge density wave states

We determine the local density of states (LDOS) for spin-gapped one-dimensional charge density wave (CDW) states and Mott insulators in the presence of a hard-wall boundary. We calculate the boundary contribution to the single-particle Green function in the low-energy limit using field theory techniques and analyze it in terms of its Fourier transform in both time and space. The boundary LDOS in the CDW case exhibits a singularity at momentum 2kF, which is indicative of the pinning of the CDW order at the impurity. We further observe several dispersing features at frequencies above the spin gap, which provide a characteristic signature of spin-charge separation. This demonstrates that the boundary LDOS can be used to infer properties of the underlying bulk system. In presence of a boundary magnetic field mid-gap states localized at the boundary emerge. We investigate the signature of such bound states in the LDOS. We discuss implications of our results on STM experiments on quasi-1D systems such as two-leg ladder materials like Sr14Cu24O41. By exchanging the roles of charge and spin sectors, all our results directly carry over to the case of one-dimensional Mott insulators.Comment: 28 page

The fate of spinons in spontaneously dimerised spin-1/2 ladders

We study a weakly coupled, frustrated two-leg spin-1/2 Heisenberg ladder. For vanishing coupling between the chains, elementary excitations are deconfined, gapless spin-1/2 objects called spinons. We investigate the fate of spinons for the case of a weak interchain interaction. We show that despite a drastic change in ground state, which becomes spontaneously dimerised, spinons survive as elementary excitations but acquire a spectral gap. We furthermore determine the exact dynamical structure factor for several values of momentum transfer.Comment: 8 pages of revtex, 7 figures; discussion of physical picture for ground state and excitations in the "twistless" ladder expanded, version to appear in Phys Rev

Does speculation impact what factors determine oil futures prices?

Recent studies provide contradictory evidence about the impact of speculation on commodity prices. Rather than directly evaluating this relationship we instead use a novel approach to assess if speculation can inform our choice of factor inclusion in modelling oil futures

On the 3-particle scattering continuum in quasi one dimensional integer spin Heisenberg magnets

We analyse the three-particle scattering continuum in quasi one dimensional integer spin Heisenberg antiferromagnets within a low-energy effective field theory framework. We exactly determine the zero temperature dynamical structure factor in the O(3) nonlinear sigma model and in Tsvelik's Majorana fermion theory. We study the effects of interchain coupling in a Random Phase Approximation. We discuss the application of our results to recent neutron-scattering experiments on the Haldane-gap material ${\rm CsNiCl_3}$.Comment: 8 pages of revtex, 5 figures, small changes, to appear in PR

Dynamical response functions in the quantum Ising chain with a boundary

We determine dynamical response functions $<{\cal O}^\dagger(t,x_1){\cal O}(0,x_2)>$ in the scaling limit of the quantum Ising chain on the half line in the presence of a boundary magnetic field. Using a spectral representation in terms of infinite volume form factors and a boundary state, we derive an expansion for the correlator that is found to be rapidly convergent as long as |\frac{x_1+x_2}{\xi}|\agt 0.2 where $\xi$ is the correlation length. At sufficiently late times we observe oscillatory behaviour of the correlations arbitrarily far away from the boundary. We investigate the effects of the boundary bound state that is present for a range of boundary magnetic fields.Comment: 32 page

Finite-temperature dynamical magnetic susceptibility of quasi-one-dimensional frustrated spin-1/2 Heisenberg antiferromagnets

We study the dynamical response of frustrated, quasi-one-dimensional spin-1/2 Heisenberg antiferromagnets at finite temperatures. We allow for the presence of a Dzyaloshinskii-Moriya interaction. We concentrate on a model of weakly coupled planes of anisotropic triangular lattices. Combining exact results for the dynamical response of one dimensional Heisenberg chains with a Random Phase Approximation (RPA) in the frustrated interchain couplings, we calculate the dynamical susceptibility in the disordered phase. We investigate the instability of the disordered phase to the formation of collective modes. We find a very weak instability to the formation of incommensurate magnetic order and determine the ordering temperature and wave vector. We also determine the effects of uniform magnetic fields on the ordering transition.Comment: 17 pages, 17 Postscript figure