72 research outputs found
Two dimensional Hotelling model : analytical results and numerical simulations
We present an analytical solution to a two dimensional Hotelling model with quadratic transportation costs for two stores in a square city. We assume that the consumers choice as to which store to patronize is tempered by a logit function. As in the one-dimensional case, stores are led to aggregate spatially as the disorder introduced by the logit increases. This solution is confirmed by numerical simulations
Statistical properties of volume in the Bitcoin/USD market
It is widely known that the volumes of limit orders and market orders display
non-trivial statistical properties. For example, the sizes of volumes can take
on many different values across several orders of magnitude, with a marked
preference for whole numbers like 5, 10, 100. These studies have been centered
on the volume of incoming orders or of realized transactions. In the present
work we analyze the statistical properties of volumes stored at the best ask
and best bid. We measured both dynamical properties as well as properties that
do not directly depend on time. Of the properties found some are also present
in the time series of price returns while others turn out to be particularly
idiosyncratic and distinguish the stochastic nature of volume time series from
that of price returns time series
On the energy density in quantum mechanics
There are several definitions of energy density in quantum mechanics. These
yield expressions that differ locally, but all satisfy a continuity equation
and integrate to the value of the expected energy of the system under
consideration. Thus, the question of whether there are physical grounds to
choose one definition over another arises naturally. In this work, we propose a
way to probe a system by varying the size of a well containing a quantum
particle. We show that the mean work done by moving the wall is closely related
to one of the definitions for energy density. Specifically, the appropriate
energy density, evaluated at the wall corresponds to the force exerted by the
particle locally, against which the work is done. We show that this
identification extends to two and three dimensional systems
Kinetics of shape equilibration for two-dimensional islands
We study the relaxation to equilibrium of two dimensional islands containing
up to 20000 atoms by Kinetic Monte Carlo simulations. We find that the commonly
assumed relaxation mechanism - curvature-driven relaxation via atom diffusion -
cannot explain the results obtained at low temperatures, where the island edges
consist in large facets. Specifically, our simulations show that the exponent
characterizing the dependence of the equilibration time on the island size is
different at high and low temperatures, in contradiction with the above cited
assumptions. Instead, we propose that - at low temperatures - the relaxation is
limited by the nucleation of new atomic rows on the large facets : this allows
us to explain both the activation energy and the island size dependence of the
equilibration time.Comment: 9 pages, revte
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