2,951 research outputs found

    Wiener Chaos and the Cox-Ingersoll-Ross model

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    In this we paper we recast the Cox--Ingersoll--Ross model of interest rates into the chaotic representation recently introduced by Hughston and Rafailidis. Beginning with the ``squared Gaussian representation'' of the CIR model, we find a simple expression for the fundamental random variable X. By use of techniques from the theory of infinite dimensional Gaussian integration, we derive an explicit formula for the n-th term of the Wiener chaos expansion of the CIR model, for n=0,1,2,.... We then derive a new expression for the price of a zero coupon bond which reveals a connection between Gaussian measures and Ricatti differential equations.Comment: 27 page

    Quasars as very-accurate clock synchronizers

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    Quasars can be employed to synchronize global data communications, geophysical measurements, and atomic clocks. It is potentially two to three orders of magnitude better than presently-used Moon-bounce system. Comparisons between quasar and clock pulses are used to develop correction or synchronization factors for station clocks

    Image selection system

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    An image selection (ISS) was developed for the NASA-Ames Research Center Earth Resources Aircraft Project. The ISS is an interactive, graphics oriented, computer retrieval system for aerial imagery. An analysis of user coverage requests and retrieval strategies is presented, followed by a complete system description. Data base structure, retrieval processors, command language, interactive display options, file structures, and the system's capability to manage sets of selected imagery are described. A detailed example of an area coverage request is graphically presented

    Superconducting d-wave junctions: The disappearance of the odd ac components

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    We study voltage-biased superconducting planar d-wave junctions for arbitrary transmission and arbitrary orientation of the order parameters of the superconductors. For a certain orientation of the superconductors the odd ac components disappear, resulting in a doubling of the Josephson frequency. We study the sensitivity of this disappearance to orientation and compare with experiments on grain boundary junctions. We also discuss the possibility of a current flow parallel to the junction.Comment: 5 pages, 3 figure

    Ab initio calculation of the anomalous Hall conductivity by Wannier interpolation

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    The intrinsic anomalous Hall effect in ferromagnets depends on subtle spin-orbit-induced effects in the electronic structure, and recent ab-initio studies found that it was necessary to sample the Brillouin zone at millions of k-points to converge the calculation. We present an efficient first-principles approach for computing the anomalous Hall conductivity. We start out by performing a conventional electronic-structure calculation including spin-orbit coupling on a uniform and relatively coarse k-point mesh. From the resulting Bloch states, maximally-localized Wannier functions are constructed which reproduce the ab-initio states up to the Fermi level. The Hamiltonian and position-operator matrix elements, needed to represent the energy bands and Berry curvatures, are then set up between the Wannier orbitals. This completes the first stage of the calculation, whereby the low-energy ab-initio problem is transformed into an effective tight-binding form. The second stage only involves Fourier transforms and unitary transformations of the small matrices set up in the first stage. With these inexpensive operations, the quantities of interest are interpolated onto a dense k-point mesh and used to evaluate the anomalous Hall conductivity as a Brillouin zone integral. The present scheme, which also avoids the cumbersome summation over all unoccupied states in the Kubo formula, is applied to bcc Fe, giving excellent agreement with conventional, less efficient first-principles calculations. Remarkably, we find that more than 99% of the effect can be recovered by keeping a set of terms depending only on the Hamiltonian matrix elements, not on matrix elements of the position operator.Comment: 16 pages, 7 figure

    Spectral and Fermi surface properties from Wannier interpolation

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    We present an efficient first-principles approach for calculating Fermi surface averages and spectral properties of solids, and use it to compute the low-field Hall coefficient of several cubic metals and the magnetic circular dichroism of iron. The first step is to perform a conventional first-principles calculation and store the low-lying Bloch functions evaluated on a uniform grid of k-points in the Brillouin zone. We then map those states onto a set of maximally-localized Wannier functions, and evaluate the matrix elements of the Hamiltonian and the other needed operators between the Wannier orbitals, thus setting up an ``exact tight-binding model.'' In this compact representation the k-space quantities are evaluated inexpensively using a generalized Slater-Koster interpolation. Because of the strong localization of the Wannier orbitals in real space, the smoothness and accuracy of the k-space interpolation increases rapidly with the number of grid points originally used to construct the Wannier functions. This allows k-space integrals to be performed with ab-initio accuracy at low cost. In the Wannier representation, band gradients, effective masses, and other k-derivatives needed for transport and optical coefficients can be evaluated analytically, producing numerically stable results even at band crossings and near weak avoided crossings.Comment: 12 pages, 7 figure

    Anisotropic Hall Effect in Single Crystal Heavy Fermion YbAgGe

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    Temperature- and field-dependent Hall effect measurements are reported for YbAgGe, a heavy fermion compound exhibiting a field-induced quantum phase transition, and for two other closely related members of the RAgGe series: a non-magnetic analogue, LuAgGe and a representative, ''good local moment'', magnetic material, TmAgGe. Whereas the temperature dependent Hall coefficient of YbAgGe shows behavior similar to what has been observed in a number of heavy fermion compounds, the low temperature, field-dependent measurements reveal well defined, sudden changes with applied field; in specific for H⊄cH \perp c a clear local maximum that sharpens as temperature is reduced below 2 K and that approaches a value of 45 kOe - a value that has been proposed as the T=0T = 0 quantum critical point. Similar behavior was observed for H∄cH \| c where a clear minimum in the field-dependent Hall resistivity was observed at low temperatures. Although at our base temperatures it is difficult to distinguish between the field-dependent behavior predicted for (i) diffraction off a critical spin density wave or (ii) breakdown in the composite nature of the heavy electron, for both field directions there is a distinct temperature dependence of a feature that can clearly be associated with a field-induced quantum critical point at T=0T = 0 persisting up to at least 2 K.Comment: revised versio

    Towards a better understanding of the dynamic role of the distance language learner: learner perceptions of personality, motivation, roles, and approaches

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    This study investigated the experience of learners enrolled on an Open University (UK) French course, and included personality factors, motivation, and tutor and student roles. The data gathered via multiple elicitation methods gave useful insights into issues of special relevance to distance language education, in particular the lack of fit between an inherently social discipline such as language learning and the distance context, whose main characterizing feature is remoteness from others. Motivation was seen to play a crucial role in success, along with tutor feedback, and personal responsibility for learning. Increased confidence and self?regulation were beneficial outcomes of the process of learning at a distance, and numerous suggestions for learning approaches based on personal experience were offered for language learners new to distance learning. The study concluded that the task for distance practitioners is to build on the insights shown by learners themselves, in order to target support where it is most needed
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