The role of non-local exchange in the electronic structure of correlated oxides

We present a systematic study of the electronic structure of several prototypical correlated transition-metal oxides: VO2, V2O3, Ti2O3, LaTiO3, and YTiO3. In all these materials, in the low-temperature insulating phases the local and semilocal density approximations (LDA and GGA) of density-functional theory yield a metallic Kohn-Sham band structure. Here we show that, without invoking strong-correlation effects, the role of non-local exchange is essential to cure the LDA/GGA delocalization error and provide a band-structure description of the electronic properties in qualitative agreement with the experimental photoemission results. To this end, we make use of hybrid functionals that mix a portion of non-local Fock exchange with the local LDA exchange-correlation potential. Finally, we discuss the advantages and the shortcomings of using hybrid functionals for correlated transition-metal oxides.Comment: submitte

A quantitative model of trading and price formation in financial markets

We use standard physics techniques to model trading and price formation in a market under the assumption that order arrival and cancellations are Poisson random processes. This model makes testable predictions for the most basic properties of a market, such as the diffusion rate of prices, which is the standard measure of financial risk, and the spread and price impact functions, which are the main determinants of transaction cost. Guided by dimensional analysis, simulation, and mean field theory, we find scaling relations in terms of order flow rates. We show that even under completely random order flow the need to store supply and demand to facilitate trading induces anomalous diffusion and temporal structure in prices.Comment: 5 pages, 4 figure

Simulated Tempering: A New Monte Carlo Scheme

We propose a new global optimization method ({\em Simulated Tempering}) for simulating effectively a system with a rough free energy landscape (i.e. many coexisting states) at finite non-zero temperature. This method is related to simulated annealing, but here the temperature becomes a dynamic variable, and the system is always kept at equilibrium. We analyze the method on the Random Field Ising Model, and we find a dramatic improvement over conventional Metropolis and cluster methods. We analyze and discuss the conditions under which the method has optimal performances.Comment: 12 pages, very simple LaTeX file, figures are not included, sorr

Improved flow-based formulations for the skiving stock problem

Thanks to the rapidly advancing development of (commercial) MILP software and hardware components, pseudo-polynomial formulations have been established as a powerful tool for solving cutting and packing problems in recent years. In this paper, we focus on the one-dimensional skiving stock problem (SSP), where a given inventory of small items has to be recomposed to obtain a maximum number of larger objects, each satisfying a minimum threshold length. In the literature, different modeling approaches for the SSP have been proposed, and the standard flow-based formulation has turned out to lead to the best trade-off between efficiency and solution time. However, especially for instances of practically meaningful sizes, the resulting models involve very large numbers of variables and constraints, so that appropriate reduction techniques are required to decrease the numerical efforts. For that reason, this paper introduces two improved flow-based formulations for the skiving stock problem that are able to cope with much larger problem sizes. By means of extensive experiments, these new models are shown to possess significantly fewer variables as well as an average better computational performance compared to the standard arcflow formulation

Folding, Design and Determination of Interaction Potentials Using Off-Lattice Dynamics of Model Heteropolymers

We present the results of a self-consistent, unified molecular dynamics study of simple model heteropolymers in the continuum with emphasis on folding, sequence design and the determination of the interaction parameters of the effective potential between the amino acids from the knowledge of the native states of the designed sequences.Comment: 8 pages, 3 Postscript figures, uses RevTeX. Submitted to Physical Review Letter

Quantifying preferential trading in the e-MID interbank market

Interbank markets allow credit institutions to exchange capital for purposes of liquidity management. These markets are among the most liquid markets in the financial system. However, liquidity of interbank markets dropped during the 2007-2008 financial crisis, and such a lack of liquidity influenced the entire economic system. In this paper, we analyze transaction data from the e-MID market which is the only electronic interbank market in the Euro Area and US, over a period of eleven years (1999-2009). We adapt a method developed to detect statistically validated links in a network, in order to reveal preferential trading in a directed network. Preferential trading between banks is detected by comparing empirically observed trading relationships with a null hypothesis that assumes random trading among banks doing a heterogeneous number of transactions. Preferential trading patterns are revealed at time windows of 3-maintenance periods. We show that preferential trading is observed throughout the whole period of analysis and that the number of preferential trading links does not show any significant trend in time, in spite of a decreasing trend in the number of pairs of banks making transactions. We observe that preferential trading connections typically involve large trading volumes. During the crisis, we also observe that transactions occurring between banks with a preferential connection occur at larger interest rates than the complement set - an effect that is not observed before the crisis

Thermodynamical features of multifragmentation in peripheral Au + Au Collisions at 35 A.MeV

The distribution of fragments produced in events involving the multifragmentation of excited sources is studied for peripheral Au + Au reactions at 35 A.MeV. The Quasi-Projectile has been reconstructed from its de-excitation products. An isotropic emission in its rest frame has been observed, indicating that an equilibrated system has been formed. The excitation energy of the Quasi-Projectile has been determined via calorimetry. A new event by event effective thermometer is proposed based on the energy balance. A peak in the energy fluctuations is observed related to the heat capacity, suggesting that the system undergoes a liquid-gas type phase transition at an excitation energy about 5 A.MeV and a temperature 4 - 6 MeV, dependent on the freeze-out hypothesis. By analyzing different regions of the Campi-plot, the events associated with the liquid and gas phases as well as the critical region are thermodynamically characterized. The critical exponents, tau, beta,gamma, extracted from the high moments of the charge distribution are consistent with a liquid-gas type phase transition.Comment: 44 pages, 16 Postscript figures, Fig14_nucl-ex.eps in colors, to be published in Nucl.Phys.A (1999

Delineation of the Native Basin in Continuum Models of Proteins

We propose two approaches for determining the native basins in off-lattice models of proteins. The first of them is based on exploring the saddle points on selected trajectories emerging from the native state. In the second approach, the basin size can be determined by monitoring random distortions in the shape of the protein around the native state. Both techniques yield the similar results. As a byproduct, a simple method to determine the folding temperature is obtained.Comment: REVTeX, 6 pages, 5 EPS figure

Engineering Silicon Nanocrystals: Theoretical study of the effect of Codoping with Boron and Phosphorus

We show that the optical and electronic properties of nanocrystalline silicon can be efficiently tuned using impurity doping. In particular, we give evidence, by means of ab-initio calculations, that by properly controlling the doping with either one or two atomic species, a significant modification of both the absorption and the emission of light can be achieved. We have considered impurities, either boron or phosphorous (doping) or both (codoping), located at different substitutional sites of silicon nanocrystals with size ranging from 1.1 nm to 1.8 nm in diameter. We have found that the codoped nanocrystals have the lowest impurity formation energies when the two impurities occupy nearest neighbor sites near the surface. In addition, such systems present band-edge states localized on the impurities giving rise to a red-shift of the absorption thresholds with respect to that of undoped nanocrystals. Our detailed theoretical analysis shows that the creation of an electron-hole pair due to light absorption determines a geometry distortion that in turn results in a Stokes shift between adsorption and emission spectra. In order to give a deeper insight in this effect, in one case we have calculated the absorption and emission spectra going beyond the single-particle approach showing the important role played by many-body effects. The entire set of results we have collected in this work give a strong indication that with the doping it is possible to tune the optical properties of silicon nanocrystals.Comment: 14 pages 19 figure

OC-0074: A real time in vivo dosimeter integrated in the radiation protection disc for IORT breast treatment

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