126 research outputs found
Heisenberg frustrated magnets: a nonperturbative approach
Frustrated magnets are a notorious example where the usual perturbative
methods are in conflict. Using a nonperturbative Wilson-like approach, we get a
coherent picture of the physics of Heisenberg frustrated magnets everywhere
between and . We recover all known perturbative results in a single
framework and find the transition to be weakly first order in . We compute
effective exponents in good agreement with numerical and experimental data.Comment: 5 pages, Revtex, technical details available at
http://www.lpthe.jussieu.fr/~tissie
Fractional derivatives of random walks: Time series with long-time memory
We review statistical properties of models generated by the application of a
(positive and negative order) fractional derivative operator to a standard
random walk and show that the resulting stochastic walks display
slowly-decaying autocorrelation functions. The relation between these
correlated walks and the well-known fractionally integrated autoregressive
(FIGARCH) models, commonly used in econometric studies, is discussed. The
application of correlated random walks to simulate empirical financial times
series is considered and compared with the predictions from FIGARCH and the
simpler FIARCH processes. A comparison with empirical data is performed.Comment: 10 pages, 14 figure
Tricritical behavior of the frustrated XY antiferromagnet
Extensive histogram Monte-Carlo simulations of the XY antiferromagnet on a
stacked triangular lattice reveal exponent estimates which strongly favor a
scenario of mean-field tricritical behavior for the spin-order transition. The
corresponding chiral-order transition occurs at the same temperature but
appears to be decoupled from the spin-order. These results are relevant to a
wide class of frustrated systems with planar-type order and serve to resolve a
long-standing controversy regarding their criticality.Comment: J1K 2R1 4 pages (RevTex 3.0), 4 figures available upon request,
Report# CRPS-94-0
Monte Carlo renormalization group study of the Heisenberg and XY antiferromagnet on the stacked triangular lattice and the chiral model
With the help of the improved Monte Carlo renormalization-group scheme, we
numerically investigate the renormalization group flow of the antiferromagnetic
Heisenberg and XY spin model on the stacked triangular lattice (STA-model) and
its effective Hamiltonian, 2N-component chiral model which is used in
the field-theoretical studies. We find that the XY-STA model with the lattice
size exhibits clear first-order behavior. We also
find that the renormalization-group flow of STA model is well reproduced by the
chiral model, and that there are no chiral fixed point of
renormalization-group flow for N=2 and 3 cases. This result indicates that the
Heisenberg-STA model also undergoes first-order transition.Comment: v1:15 pages, 15 figures v2:updated references v3:added comments on
the higher order irrelevant scaling variables v4:added results of larger
sizes v5:final version to appear in J.Phys.Soc.Jpn Vol.72, No.
Liquidity and the multiscaling properties of the volume traded on the stock market
We investigate the correlation properties of transaction data from the New
York Stock Exchange. The trading activity f(t) of each stock displays a
crossover from weaker to stronger correlations at time scales 60-390 minutes.
In both regimes, the Hurst exponent H depends logarithmically on the liquidity
of the stock, measured by the mean traded value per minute. All multiscaling
exponents tau(q) display a similar liquidity dependence, which clearly
indicates the lack of a universal form assumed by other studies. The origin of
this behavior is both the long memory in the frequency and the size of
consecutive transactions.Comment: 7 pages, 3 figures, submitted to Europhysics Letter
Critical behavior of frustrated systems: Monte Carlo simulations versus Renormalization Group
We study the critical behavior of frustrated systems by means of Pade-Borel
resummed three-loop renormalization-group expansions and numerical Monte Carlo
simulations. Amazingly, for six-component spins where the transition is second
order, both approaches disagree. This unusual situation is analyzed both from
the point of view of the convergence of the resummed series and from the
possible relevance of non perturbative effects.Comment: RevTex, 10 pages, 3 Postscript figure
Model for fitting longitudinal traits subject to threshold response applied to genetic evaluation for heat tolerance
A semi-parametric non-linear longitudinal hierarchical model is presented. The model assumes that individual variation exists both in the degree of the linear change of performance (slope) beyond a particular threshold of the independent variable scale and in the magnitude of the threshold itself; these individual variations are attributed to genetic and environmental components. During implementation via a Bayesian MCMC approach, threshold levels were sampled using a Metropolis step because their fully conditional posterior distributions do not have a closed form. The model was tested by simulation following designs similar to previous studies on genetics of heat stress. Posterior means of parameters of interest, under all simulation scenarios, were close to their true values with the latter always being included in the uncertain regions, indicating an absence of bias. The proposed models provide flexible tools for studying genotype by environmental interaction as well as for fitting other longitudinal traits subject to abrupt changes in the performance at particular points on the independent variable scale
Improved tensor-product expansions for the two-particle density matrix
We present a new density-matrix functional within the recently introduced
framework for tensor-product expansions of the two-particle density matrix. It
performs well both for the homogeneous electron gas as well as atoms. For the
homogeneous electron gas, it performs significantly better than all previous
density-matrix functionals, becoming very accurate for high densities and
outperforming Hartree-Fock at metallic valence electron densities. For isolated
atoms and ions, it is on a par with previous density-matrix functionals and
generalized gradient approximations to density-functional theory. We also
present analytic results for the correlation energy in the low density limit of
the free electron gas for a broad class of such functionals.Comment: 4 pages, 2 figure
Real-space local polynomial basis for solid-state electronic-structure calculations: A finite-element approach
We present an approach to solid-state electronic-structure calculations based
on the finite-element method. In this method, the basis functions are strictly
local, piecewise polynomials. Because the basis is composed of polynomials, the
method is completely general and its convergence can be controlled
systematically. Because the basis functions are strictly local in real space,
the method allows for variable resolution in real space; produces sparse,
structured matrices, enabling the effective use of iterative solution methods;
and is well suited to parallel implementation. The method thus combines the
significant advantages of both real-space-grid and basis-oriented approaches
and so promises to be particularly well suited for large, accurate ab initio
calculations. We develop the theory of our approach in detail, discuss
advantages and disadvantages, and report initial results, including the first
fully three-dimensional electronic band structures calculated by the method.Comment: replacement: single spaced, included figures, added journal referenc
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