Spin-charge coupling in quantum wires at zero magnetic field

We discuss an approximation for the dynamic charge response of nonlinear spin-1/2 Luttinger liquids in the limit of small momentum. Besides accounting for the broadening of the charge peak due to two-holon excitations, the nonlinearity of the dispersion gives rise to a two-spinon peak, which at zero temperature has an asymmetric line shape. At finite temperature the spin peak is broadened by diffusion. As an application, we discuss the density and temperature dependence of the Coulomb drag resistivity due to long-wavelength scattering between quantum wires.Comment: 16 pages, 5 figures. This is an extended version of "Coulomb drag from spin-charge coupling at zero magnetic field

Exotic phases induced by strong spin-orbit coupling in ordered double perovskites

We construct and analyze a microscopic model for insulating rock salt ordered double perovskites, with the chemical formula A$_2$BB'O$_6$, where the B' atom has a 4d$^1$ or 5d$^1$ electronic configuration and forms a face centered cubic (fcc) lattice. The combination of the triply-degenerate $t_{2g}$ orbital and strong spin-orbit coupling forms local quadruplets with an effective spin moment $j=3/2$. Moreover, due to strongly orbital-dependent exchange, the effective spins have substantial biquadratic and bicubic interactions (fourth and sixth order in the spins, respectively). This leads, at the mean field level, to three main phases: an unusual antiferromagnet with dominant octupolar order, a ferromagnetic phase with magnetization along the $[110]$ direction, and a non-magnetic but quadrupolar ordered phase, which is stabilized by thermal fluctuations and intermediate temperatures. All these phases have a two sublattice structure described by the ordering wavevector ${\boldsymbol Q} =2\pi (001)$. We consider quantum fluctuations and argue that in the regime of dominant antiferromagnetic exchange, a non-magnetic valence bond solid or quantum spin liquid state may be favored instead. Candidate quantum spin liquid states and their basic properties are described. We also address the effect of single-site anisotropy driven by lattice distortions. Existing and possible future experiments are discussed in light of these results.Comment: 25 pages, 21 figure

Predictability of Equity Models

In this study, we verify the existence of predictability in the Brazilian equity market. Unlike other studies in the same sense, which evaluate original series for each stock, we evaluate synthetic series created on the basis of linear models of stocks. Following Burgess (1999), we use the “stepwise regression” model for the formation of models of each stock. We then use the variance ratio profile together with a Monte Carlo simulation for the selection of models with potential predictability. Unlike Burgess (1999), we carry out White’s Reality Check (2000) in order to verify the existence of positive returns for the period outside the sample. We use the strategies proposed by Sullivan, Timmermann & White (1999) and Hsu & Kuan (2005) amounting to 26,410 simulated strategies. Finally, using the bootstrap methodology, with 1,000 simulations, we find strong evidence of predictability in the models, including transaction costspredictability, variance ratio profile, Monte Carlo simulation, reality check, bootstrap, technical analysis

Junção de compactados ferrosos via sinterização por fase líquida

Dissertação (mestrado) - Universidade Federal de Santa Catarina, Centro Tecnológico, Programa de Pós-Graduação em Ciência e Engenharia de Materiais, Florianópolis, 2013.A metalurgia do pó ferrosa é um processo que oferece inúmeras soluções na indústria, principalmente devido a economia de escala. Este processo tem algumas limitações, como o tamanho e a geometria dos corpos a serem produzidos. No intuito de investigar outras soluções para a metalurgia do pó, principalmente no condicionante a componentes, tem-se o processo de brasagem, que é a união de dois ou mais corpos, de modo a formar um corpo final único. O intuito deste trabalho é realizar a união durante a sinterização, em processo definido como sinterbonding. Para tal, estudou-se ligas de ferro cobre, com percentuais de 0 a 20% de adição de cobre, no intuito de formar fase líquida durante o processo descrito anteriormente e promover a junção de dois sólidos através do posicionamento de topo, em condições de processamento semelhantes as já aplicadas na indústria (pressão de compactação e temperatura). No intuito de caracterizar a união as amostras foram preparadas metalograficamente, para verificar a continuidade da linha da junção e também comparadas mecanicamente através de ensaio uniaxial de tração em relação a uma amostra padrão. Para melhorar os resultados também utilizou- se a técnica de recompactação. Foram obtidos tensões de ruptura 20% inferiores em relação a amostra de referência, porém com significativa redução da capacidade de deformação, de 70 a 90%.Abstract : Metal powder metallurgy is a process that offers numerous solutions in the industry, mainly due economies of scale. But this process has some limitations, such as the size and geometry of the green bodies to be produced. In order to determinate other solutions for this process, especially concerning into the geometry, it has been applied the brazing process which is the union of two or more bodies, so as to form a single body end. The aim of this work is to provide the union during the sintering process, which is defined as sinterbonding. Iron-copper alloys, with a range from 0-20% of copper where studied, in order to form a liquid phase during the process and promote the joining by top-of-body positioning, under similar conditions of those already applied in industry (pressing pressure and temperature). To characterize the union, samples were prepared metallographically to verify the continuity of the junction and also compared mechanically through tensile-strength test in reference to a standard sample. To improve the results the double pressing technique also was used. It was observed that to the samples with higher content of copper and double-pressed it was obtained better results, but if compared with a standard sample, lower mechanical strenght, a great loss in elongation and low impact resistance were obtained

Liability-driven investments

Mestrado em Mathematical FinanceDiversas crises financeiras tiveram sobre os fundos de pensões efeitos de decréscimo do valor dos ativos, redução do funding level e, por vezes, necessidade de contribuições adicionais por parte do sponsor ou de intervenção de organismos regulatórios. No ambiente descrito, fundos de pensões cuja estratégia de investimento passa apenas pela diversificação dos ativos parecem condenados a fracassar no longo-prazo, apesar de este continuar a ser um princípio financeiro basilar. É como resposta a este contexto que surgem os Liability-Driven Investments, estratégias especialmente preparadas para proteger os fundos de pensões de fatores de risco como como o risco de taxa de juro. Neste trabalho, apresentam-se quatro modelos pertencentes a essa categoria e comparam-se os resultados por eles produzidos. Os modelos são o Modelo Tradicional de Duração, o Modelo Vetorial de Duração, o Modelo de Duração Key-Rate e o Modelo de Duração da Componente Principal. Todos os modelos mostram um bom desempenho na reprodução da trajetória das responsabilidades, mas o Modelo de Duração Key-Rate destaca-se pelo facto de ter necessitado de menos contribuições para atingir um funding level mais elevado.Pension schemes suffered from the same effects in various financial crisis. These effects were the reduction of the value of assets, the reduction of the funding level and, sometimes, the necessity for additional contributions from sponsor or for intervention from regulatory organisms. In the described environment, pension schemes whose investment strategy is based only on asset diversification are condemned to fail in the long-term, even considering that this is a valuable financial principle. Liability-Driven Investments appear as an answer to this context. These are strategies prepared to protect pension schemes from risk factors like interest rate risk. In this work, the author presents four models from this category and compares the results produced by them. The models are Traditional Duration Model, Duration Vector Model, Key-Rate Duration Model and Principal Component Duration Model. Each model shows a good performance on following the liabilities path, but the Key-Rate Duration Model stands out by the fact that it needed less contributions in order to achieve a higher funding level.info:eu-repo/semantics/publishedVersio