2,893 research outputs found
Diverging fluctuations of the Lyapunov exponents
D. P. acknowledges support by MINECO (Spain) under a Ramón y Cajal fellowship. We acknowledge support by MINECO (Spain) under Project No. FIS2014-59462-P.Peer reviewedPublisher PD
Dipolar ground state of planar spins on triangular lattices
An infinite triangular lattice of classical dipolar spins is usually
considered to have a ferromagnetic ground state. We examine the validity of
this statement for finite lattices and in the limit of large lattices. We find
that the ground state of rectangular arrays is strongly dependent on size and
aspect ratio. Three results emerge that are significant for understanding the
ground state properties: i) formation of domain walls is energetically favored
for aspect ratios below a critical valu e; ii) the vortex state is always
energetically favored in the thermodynamic limit of an infinite number of
spins, but nevertheless such a configuration may not be observed even in very
large lattices if the aspect ratio is large; iii) finite range approximations
to actual dipole sums may not provide the correct ground sta te configuration
because the ferromagnetic state is linearly unstable and the domain wall energy
is negative for any finite range cutoff.Comment: Several short parts have been rewritten. Accepted for publication as
a Rapid Communication in Phys. Rev.
Breakdown of metastable step-flow growth on vicinal surfaces induced by nucleation
We consider the growth of a vicinal crystal surface in the presence of a
step-edge barrier. For any value of the barrier strength, measured by the
length l_es, nucleation of islands on terraces is always able to destroy
asymptotically step-flow growth. The breakdown of the metastable step-flow
occurs through the formation of a mound of critical width proportional to
L_c=1/sqrt(l_es), the length associated to the linear instability of a
high-symmetry surface. The time required for the destabilization grows
exponentially with L_c. Thermal detachment from steps or islands, or a steeper
slope increase the instability time but do not modify the above picture, nor
change L_c significantly. Standard continuum theories cannot be used to
evaluate the activation energy of the critical mound and the instability time.
The dynamics of a mound can be described as a one dimensional random walk for
its height k: attaining the critical height (i.e. the critical size) means that
the probability to grow (k->k+1) becomes larger than the probability for the
mound to shrink (k->k-1). Thermal detachment induces correlations in the random
walk, otherwise absent.Comment: 10 pages. Minor changes. Accepted for publication in Phys. Rev.
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Market microstructure, bank's behaviour and interbank spreads
We present an empirical analysis of the European electronic interbank market of overnight lending (e-MID) during the years 1999–2009. The main goal of the paper is to explain the observed changes of the cross-sectional dispersion of lending/borrowing conditions before, during and after the 2007–2008 subprime crisis. Unlike previous contributions, that focused on banks’ dependent and macro information as explanatory variables, we address the role of banks’ behaviour and market microstructure as determinants of the credit spreads
Nonmonotonic roughness evolution in unstable growth
The roughness of vapor-deposited thin films can display a nonmonotonic
dependence on film thickness, if the smoothening of the small-scale features of
the substrate dominates over growth-induced roughening in the early stage of
evolution. We present a detailed analysis of this phenomenon in the framework
of the continuum theory of unstable homoepitaxy. Using the spherical
approximation of phase ordering kinetics, the effect of nonlinearities and
noise can be treated explicitly. The substrate roughness is characterized by
the dimensionless parameter , where denotes the
roughness amplitude, is the small scale cutoff wavenumber of the
roughness spectrum, and is the lattice constant. Depending on , the
diffusion length and the Ehrlich-Schwoebel length , five regimes
are identified in which the position of the roughness minimum is determined by
different physical mechanisms. The analytic estimates are compared by numerical
simulations of the full nonlinear evolution equation.Comment: 16 pages, 6 figures, to appear on Phys. Rev.
Optimizing a basket against the efficient market hypothesis
[No abstract available
Kinetics of phase transformations with heterogeneous correlated-nucleation
We develop a stochastic approach for describing 3D-phase transformations
ruled by time-dependent correlated nucleation at solid surfaces. The kinetics
is expressed as a series of correlation functions and, at odds with modeling
based on Poisson statistics, it is formulated in terms of actual nucleation
rate. It is shown that truncation of the series up to second order terms in
correlation functions provides a very good approximation of the kinetics. The
time evolution of both total amount of growing phase and surface coverage by
the new phase have been determined. The theory is applied to describe
progressive nucleation with parabolic growth under time dependent hard-disk
correlation. This approach is particularly suitable for describing
electrochemical deposition by nucleation and growth where correlation effects
are significant. In this ambit the effect of correlated nucleation on the
behavior of kinetic quantities used to study electrodeposition has also been
investigated
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