1,410 research outputs found

    Novel multipurpose timer for laboratories

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    Multipurpose digital delay timer simultaneously controls both a buffer pump and a fraction-collector. Timing and control may be in 30-second increments for up to 15 hours. Use of glassware and scintillation vials make it economical

    On entanglement evolution across defects in critical chains

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    We consider a local quench where two free-fermion half-chains are coupled via a defect. We show that the logarithmic increase of the entanglement entropy is governed by the same effective central charge which appears in the ground-state properties and which is known exactly. For unequal initial filling of the half-chains, we determine the linear increase of the entanglement entropy.Comment: 11 pages, 5 figures, minor changes, reference adde

    Why do Hurst exponents of traded value increase as the logarithm of company size?

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    The common assumption of universal behavior in stock market data can sometimes lead to false conclusions. In statistical physics, the Hurst exponents characterizing long-range correlations are often closely related to universal exponents. We show, that in the case of time series of the traded value, these Hurst exponents increase logarithmically with company size, and thus are non-universal. Moreover, the average transaction size shows scaling with the mean transaction frequency for large enough companies. We present a phenomenological scaling framework that properly accounts for such dependencies.Comment: 10 pages, 4 figures, to appear in the Proceedings of the International Workshop on Econophysics of Stock Markets and Minority Games, Calcutta, 200

    Scaling theory of temporal correlations and size dependent fluctuations in the traded value of stocks

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    Records of the traded value f_i(t) of stocks display fluctuation scaling, a proportionality between the standard deviation sigma(i) and the average : sigma(i) ~ f(i)^alpha, with a strong time scale dependence alpha(dt). The non-trivial (i.e., neither 0.5 nor 1) value of alpha may have different origins and provides information about the microscopic dynamics. We present a set of recently discovered stylized facts, and then show their connection to such behavior. The functional form alpha(dt) originates from two aspects of the dynamics: Stocks of larger companies both tend to be traded in larger packages, and also display stronger correlations of traded value.Comment: 8 pages, 7 figures, 1 table, accepted to Phys. Rev.

    Evolution of entanglement after a local quench

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    We study free electrons on an infinite half-filled chain, starting in the ground state with a bond defect. We find a logarithmic increase of the entanglement entropy after the defect is removed, followed by a slow relaxation towards the value of the homogeneous chain. The coefficients depend continuously on the defect strength.Comment: 14 pages, 9 figures, final versio

    Entanglement evolution after connecting finite to infinite quantum chains

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    We study zero-temperature XX chains and transverse Ising chains and join an initially separate finite piece on one or on both sides to an infinite remainder. In both critical and non-critical systems we find a typical increase of the entanglement entropy after the quench, followed by a slow decay towards the value of the homogeneous chain. In the critical case, the predictions of conformal field theory are verified for the first phase of the evolution, while at late times a step structure can be observed.Comment: 15 pages, 11 figure

    Liquidity and the multiscaling properties of the volume traded on the stock market

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    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

    Observations Outside the Light-Cone: Algorithms for Non-Equilibrium and Thermal States

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    We apply algorithms based on Lieb-Robinson bounds to simulate time-dependent and thermal quantities in quantum systems. For time-dependent systems, we modify a previous mapping to quantum circuits to significantly reduce the computer resources required. This modification is based on a principle of "observing" the system outside the light-cone. We apply this method to study spin relaxation in systems started out of equilibrium with initial conditions that give rise to very rapid entanglement growth. We also show that it is possible to approximate time evolution under a local Hamiltonian by a quantum circuit whose light-cone naturally matches the Lieb-Robinson velocity. Asymptotically, these modified methods allow a doubling of the system size that one can obtain compared to direct simulation. We then consider a different problem of thermal properties of disordered spin chains and use quantum belief propagation to average over different configurations. We test this algorithm on one dimensional systems with mixed ferromagnetic and anti-ferromagnetic bonds, where we can compare to quantum Monte Carlo, and then we apply it to the study of disordered, frustrated spin systems.Comment: 19 pages, 12 figure

    Fluctuations in subsystems of the zero temperature XX chain: Emergence of an effective temperature

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    The zero-temperature XX chain is studied with emphasis on the properties of a block of LL spins inside the chain. We investigate the quantum fluctuations resulting from the entanglement of the block with the rest of the chain using analytical as well as numerical (density matrix renormalization group) methods. It is found that the rest of the chain acts as a thermal environment and an effective temperature can be introduced to describe the fluctuations. We show that the effective temperature description is robust in the sense that several independent definitions (through fluctuation dissipation theorem, comparing with a finite temperature system) yield the same functional form in the limit of large block size (LL\to\infty). The effective temperature can also be shown to satisfy the basic requirements on how it changes when two bodies of equal or unequal temperatures are brought into contact.Comment: 19 pages, 7 figure

    Quantum Quench from a Thermal Initial State

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    We consider a quantum quench in a system of free bosons, starting from a thermal initial state. As in the case where the system is initially in the ground state, any finite subsystem eventually reaches a stationary thermal state with a momentum-dependent effective temperature. We find that this can, in some cases, even be lower than the initial temperature. We also study lattice effects and discuss more general types of quenches.Comment: 6 pages, 2 figures; short published version, added references, minor change
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