2,951 research outputs found
Wiener Chaos and the Cox-Ingersoll-Ross model
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
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
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
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
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
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
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 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
quantum critical point. Similar behavior was observed for 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 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
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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