Inhomogeneous discrete-time exclusion processes

We study discrete time Markov processes with periodic or open boundary conditions and with inhomogeneous rates in the bulk. The Markov matrices are given by the inhomogeneous transfer matrices introduced previously to prove the integrability of quantum spin chains. We show that these processes have a simple graphical interpretation and correspond to a sequential update. We compute their stationary state using a matrix ansatz and express their normalization factors as Schur polynomials. A connection between Bethe roots and Lee-Yang zeros is also pointed out.Comment: 30 pages, 10 figures; a short paragraph at the end to justify the form of the sequential update has been added; the justification of the transfer matrix degree is detaile

Open two-species exclusion processes with integrable boundaries

We give a complete classification of integrable Markovian boundary conditions for the asymmetric simple exclusion process with two species (or classes) of particles. Some of these boundary conditions lead to non-vanishing particle currents for each species. We explain how the stationary state of all these models can be expressed in a matrix product form, starting from two key components, the Zamolodchikov-Faddeev and Ghoshal-Zamolodchikov relations. This statement is illustrated by studying in detail a specific example, for which the matrix Ansatz (involving 9 generators) is explicitly constructed and physical observables (such as currents, densities) calculated.Comment: 19 pages; typos corrected, more details on the Matrix Ansatz algebr

Supersymmetric analogue of BC_N type rational integrable models with polarized spin reversal operators

We derive the exact spectra as well as partition functions for a class of $BC_N$ type of spin Calogero models, whose Hamiltonians are constructed by using supersymmetric analogues of polarized spin reversal operators (SAPSRO). The strong coupling limit of these spin Calogero models yields $BC_N$ type of Polychronakos-Frahm (PF) spin chains with SAPSRO. By applying the freezing trick, we obtain an exact expression for the partition functions of such PF spin chains. We also derive a formula which expresses the partition function of any $BC_N$ type of PF spin chain with SAPSRO in terms of partition functions of several $A_K$ type of supersymmetric PF spin chains, where $K\leq N-1$. Subsequently we show that an extended boson-fermion duality relation is obeyed by the partition functions of the $BC_N$ type of PF chains with SAPSRO. Some spectral properties of these spin chains, like level density distribution and nearest neighbour spacing distribution, are also studied.Comment: 36 pages, 2 figures. arXiv admin note: text overlap with arXiv:1402.275

Exact solution of DND_N type quantum Calogero model through a mapping to free harmonic oscillators

We solve the eigenvalue problem of the $D_N$ type of Calogero model by mapping it to a set of decoupled quantum harmonic oscillators through a similarity transformation. In particular, we construct the eigenfunctions of this Calogero model from those of bosonic harmonic oscillators having either all even parity or all odd parity. It turns out that the eigenfunctions of this model are orthogonal with respect to a nontrivial inner product, which can be derived from the quasi-Hermiticity property of the corresponding conserved quantities.Comment: 16 page

Natural convective heat transfer in a walled CCPC with PV cell

The free convective heat transfer phenomenon in an isolated, walled CCPC with PV cell is studied experimentally at 1000 W/m2 irradiance and 28.5 °C ambient temperature as well as 0°, 10°, 20°, 30° and 40° incidences in indoor laboratory by using solar simulator. Then a series of numerical simulations are launched to estimate the CCPC natural heat transfer behaviour and optical performance based on steady heat transfer and laminar flow models with grey optical option. It is identified that the heat transfer and optical performances of CCPC are dependent on the incidence. Especially, the PV cell is subject to the highest temperature at an incidence less than 20°, and otherwise the top glass cover is with the highest temperature. The predicted temperatures, Nusselt numbers and heat loss ratios are consistent with the experimental observations basically, especially at the incidence less than 20° with (−10.1~+3) % error in temperature, (−35.6~+12.6) % in Nusselt number, and (−1.2~+20.5) % in CCPC wall heat loss ratio. The optical parameters predicted agree very well with the measurements. The heat loss from the CCPC walls accounts for nearly 60% of the total incoming solar irradiance and should be paid significant attention in the design of CCPC

Experimental and Numerical Investigation of Thermal Performance of a Crossed Compound Parabolic Concentrator with PV Cell

Crossed compound parabolic concentrator (CCPC) is a solar energy device used to increase the photovoltaic (PV) cell electrical power output. CCPC’s thermal and optical performance issues are equally important for a PV cell or module to work under a favourable operating condition. However, most work to-date is emphasised on its optical performance paying a little attention to the thermal characteristics. In this contribution, we investigate the thermal performance of a CCPC with PV cell at four different beam incidences (0o, 10o, 20o, 30o and 40o). Initially, experiment is performed in the indoor PV laboratory at the University of Exeter with 1kW/m2 radiation intensity. 3D simulations are carried out to first validate the predicted data and then to characterise the overall performance. Results show that the temperature in the PV silicon layer is the highest at 0o and 30o, with the top glass cover of CCPC having the lowest temperature at all the incidences. The temperature and optical efficiency profiles at the various incidences predicted by simulation show very good agreement with the measurements, especially at 0o incidence. This study provides useful information for understanding the coupled optical-thermal performance of the CCPC with PV cell working at various conditions

The Housing Market and the Credit Default Swap premium in the UK Banking Sector: A VAR Approach

In the wake of the recent global financial crisis, this paper investigates the determinants of the Credit Default Swap premium in the UK banking sector for the period January 2004-April 2011. Employing a VAR model, we focus on the roles played by house prices, the yield spread, the UK TED spread and the FTSE 100 index. Our main results suggest that the CDS premium significantly increases in the medium term following a positive shock to the house price index, reflecting that continued house price appreciation can hide the likelihood of default risk, as shown in the insignificant response in the short run. We also find that a positive shock to the CDS premium significantly reduces house prices because it induces banks and other financial institutions to lend less, reducing the demand for housing and exerting further downward pressure on house prices. While a positive shock to stock prices lowers CDS premium, a positive shock to the liquidity premium increases CDS premium. Finally, our variance decomposition analysis shows that the house price shock explains over 19% of the long-run forecast-error variance of the CDS premium, while shocks in other variables each explain less than 8% of this forecast-error variance