Two-dimensional Riemannian and Lorentzian geometries from second order ODEs

In this note we give an alternative geometrical derivation of the results recently presented by Garcia-Godinez, Newman and Silva-Ortigoza in [1] on the class of all two-dimensional riemannian and lorentzian metrics from 2nd order ODEs which are in duality with the two dimensional Hamilton-Jacobi equation. We show that, as it happens in the Null Surface Formulation of General Relativity, the Wuschmann-like condition can be obtained as a requirement of a vanishing torsion tensor. Furthermore, from these second order ODEs we obtain the associated Cartan connections.Comment: 9 pages, final version to appear in J. Math. Phy

International liquidity swaps: is the Chiang Mai Initiative pooling reserves efficiently?

We analyze the network of bilateral liquidity swaps (BSAs) among the ASEAN+3 countries. We find that the network has taken the correlation of capital flows in the region into account, in the sense that countries with lower correlation of reserve growth have engaged in larger BSAs. All else equal, a decimal point increase in the correlation of international reserve growth decreases the size of a bilateral swap agreement between 18 and 27%. Moreover, we find that the approximatedly $ 60bn of BSAs have had a limited impact, if any, on government bond spreads so far. Finally, we identify potential gains from inter-regional BSAs

Equation of State of the Fermionic 2D Hubbard Model

We present results for the equation of state of the two-dimensional Hubbard model on an isotropic square lattice as obtained from a controlled and numerically exact large-cluster dynamical mean field simulation. Our results are obtained for large but finite systems and are extrapolated to infinite system size using a known finite size scaling relation. We present the energy, entropy, double occupancy and nearest-neighbour spin correlations extrapolated to the thermodynamic limit and discuss the implications of these calculations on pseudogap physics of the 2D-Hubbard model away from half filling. We find a strong behavioural shift in energy below a temperature $T^*$ which becomes more pronounced for larger clusters. Finally, we provide reference calculations and tables for the equation of state for values of doping away from half filling which are of interest to cold atom experiments.Comment: 8 pages 6 figures - See Source for Supplementary Material File

International Liquidity Swaps : Is the Chiang Mai Initiative Pooling Reserves Efficiently ?

We analyze the network of bilateral liquidity swaps (BSAs) among the ASEAN+3 countries. We find that the network has taken the correlation of capital flows in the region into account, in the sense that countries with lower correlation of reserve growth have engaged in larger BSAs. All else equal, a decimal point increase in the correlation of international reserve growth decreases the size of a bilateral swap agreement between 18 and 27%. Moreover, we find that the approximatedly $ 60bn of BSAs have had a limited impact, if any, on government bond spreads so far. Finally, we identify potential gains from inter-regional BSAs.insurance ; international reserves ; liquidity ; sovereign risk ; swaps

The Information Metric on the moduli space of instantons with global symmetries

In this note we revisit Hitchin's prescription \cite{Hitchin} of the Fisher metric as a natural measure on the moduli space of instantons that encodes the space-time symmetries of a classical field theory. Motivated by the idea of the moduli space of supersymmetric instantons as an emergent space in the sense of the gauge/gravity duality, we extend the prescription to encode also global symmetries of the underlying theory. We exemplify our construction with the instanton solution of the $\mathbb{CP}^{N}$ sigma model on $\mathbb{R}^{2}$.Comment: 5 pages, no figures, sorr

Superconductivity and Pairing Fluctuations in the Half-Filled Two-Dimensional Hubbard Model

The two-dimensional Hubbard model exhibits superconductivity with d-wave symmetry even at half-filling in the presence of next-nearest neighbor hopping. Using plaquette cluster dynamical mean-field theory with a continuous-time quantum Monte Carlo impurity solver, we reveal the non-Fermi liquid character of the metallic phase in proximity to the superconducting state. Specifically, the low-frequency scattering rate for momenta near (\pi, 0) varies non-monotonously at low temperatures, and the dc conductivity is T-linear at elevated temperatures with an upturn upon cooling. Evidence is provided that pairing fluctuations dominate the normal-conducting state even considerably above the superconducting transition temperature.Comment: 4.3 pages, 4 figure

opendf - an implementation of the dual fermion method for strongly correlated systems

The dual fermion method is a multiscale approach for solving lattice problems of interacting strongly correlated systems. In this paper, we present the \texttt{opendf} code, an open-source implementation of the dual fermion method applicable to fermionic single-orbital lattice models in dimensions $D=1,2,3$ and $4$. The method is built on a dynamical mean field starting point, which neglects all local correlations, and perturbatively adds spatial correlations. Our code is distributed as an open-source package under the GNU public license version 2.Comment: 7 pages, 6 figures, 28th Annual CSP Workshop proceeding