Density of states of the interacting two-dimensional electron gas

We study the influence of electron-electron interactions on the density of states (DOS) of clean 2D electron gas. We confirm the linear cusp in the DOS around the Fermi level, which was obtained previously. The cusp crosses over to a pure logarithmic dependence further away from the Fermi surface.Comment: RevTeX, 3 pages, no figure

Density of states of a two-dimensional electron gas in a non-quantizing magnetic field

We study local density of electron states of a two-dimentional conductor with a smooth disorder potential in a non-quantizing magnetic field, which does not cause the standart de Haas-van Alphen oscillations. It is found, that despite the influence of such ``classical'' magnetic field on the average electron density of states (DOS) is negligibly small, it does produce a significant effect on the DOS correlations. The corresponding correlation function exhibits oscillations with the characteristic period of cyclotron quantum $\hbar\omega_c$.Comment: 7 pages, including 3 figure

Ferromagnetism in the two dimensional t-t' Hubbard model at the Van Hove density

Using an improved version of the projection quantum Monte Carlo technique, we study the square-lattice Hubbard model with nearest-neighbor hopping t and next-nearest-neighbor hopping t', by simulation of lattices with up to 20 X 20 sites. For a given R=2t'/t, we consider that filling which leads to a singular density of states of the noninteracting problem. For repulsive interactions, we find an itinerant ferromagnet (antiferromagnet) for R=0.94 (R=0.2). This is consistent with the prediction of the T-matrix approximation, which sums the most singular set of diagrams.Comment: 10 pages, RevTeX 3.0 + a single postscript file with all figure

The mutual information of a stochastic binary channel: validity of the Replica Symmetry Ansatz

We calculate the mutual information (MI) of a two-layered neural network with noiseless, continuous inputs and binary, stochastic outputs under several assumptions on the synaptic efficiencies. The interesting regime corresponds to the limit where the number of both input and output units is large but their ratio is kept fixed at a value $\alpha$. We first present a solution for the MI using the replica technique with a replica symmetric (RS) ansatz. Then we find an exact solution for this quantity valid in a neighborhood of $\alpha = 0$. An analysis of this solution shows that the system must have a phase transition at some finite value of $\alpha$. This transition shows a singularity in the third derivative of the MI. As the RS solution turns out to be infinitely differentiable, it could be regarded as a smooth approximation to the MI. This is checked numerically in the validity domain of the exact solution.Comment: Latex, 29 pages, 2 Encapsulated Post Script figures. To appear in Journal of Physics

Extremal discs and the holomorphic extension from convex hypersurfaces

Let D be a convex domain with smooth boundary in complex space and let f be a continuous function on the boundary of D. Suppose that f holomorphically extends to the extremal discs tangent to a convex subdomain of D. We prove that f holomorphically extends to D. The result partially answers a conjecture by Globevnik and Stout of 1991

Analysis of Fourier transform valuation formulas and applications

The aim of this article is to provide a systematic analysis of the conditions such that Fourier transform valuation formulas are valid in a general framework; i.e. when the option has an arbitrary payoff function and depends on the path of the asset price process. An interplay between the conditions on the payoff function and the process arises naturally. We also extend these results to the multi-dimensional case, and discuss the calculation of Greeks by Fourier transform methods. As an application, we price options on the minimum of two assets in L\'evy and stochastic volatility models.Comment: 26 pages, 3 figures, to appear in Appl. Math. Financ

Slicing Sets and Measures, and the Dimension of Exceptional Parameters

We consider the problem of slicing a compact metric space \Omega with sets of the form \pi_{\lambda}^{-1}\{t\}, where the mappings \pi_{\lambda} \colon \Omega \to \R, \lambda \in \R, are \emph{generalized projections}, introduced by Yuval Peres and Wilhelm Schlag in 2000. The basic question is: assuming that \Omega has Hausdorff dimension strictly greater than one, what is the dimension of the 'typical' slice \pi_{\lambda}^{-1}{t}, as the parameters \lambda and t vary. In the special case of the mappings \pi_{\lambda} being orthogonal projections restricted to a compact set \Omega \subset \R^{2}, the problem dates back to a 1954 paper by Marstrand: he proved that for almost every \lambda there exist positively many $t \in \R$ such that \dim \pi_{\lambda}^{-1}{t} = \dim \Omega - 1. For generalized projections, the same result was obtained 50 years later by J\"arvenp\"a\"a, J\"arvenp\"a\"a and Niemel\"a. In this paper, we improve the previously existing estimates by replacing the phrase 'almost all \lambda' with a sharp bound for the dimension of the exceptional parameters.Comment: 31 pages, three figures; several typos corrected and large parts of the third section rewritten in v3; to appear in J. Geom. Ana

Existence and Stability of Standing Pulses in Neural Networks : I Existence

We consider the existence of standing pulse solutions of a neural network integro-differential equation. These pulses are bistable with the zero state and may be an analogue for short term memory in the brain. The network consists of a single-layer of neurons synaptically connected by lateral inhibition. Our work extends the classic Amari result by considering a non-saturating gain function. We consider a specific connectivity function where the existence conditions for single-pulses can be reduced to the solution of an algebraic system. In addition to the two localized pulse solutions found by Amari, we find that three or more pulses can coexist. We also show the existence of nonconvex ``dimpled'' pulses and double pulses. We map out the pulse shapes and maximum firing rates for different connection weights and gain functions.Comment: 31 pages, 29 figures, submitted to SIAM Journal on Applied Dynamical System

Boundaries of Siegel Disks: Numerical Studies of their Dynamics and Regularity

Siegel disks are domains around fixed points of holomorphic maps in which the maps are locally linearizable (i.e., become a rotation under an appropriate change of coordinates which is analytic in a neighborhood of the origin). The dynamical behavior of the iterates of the map on the boundary of the Siegel disk exhibits strong scaling properties which have been intensively studied in the physical and mathematical literature. In the cases we study, the boundary of the Siegel disk is a Jordan curve containing a critical point of the map (we consider critical maps of different orders), and there exists a natural parametrization which transforms the dynamics on the boundary into a rotation. We compute numerically this parameterization and use methods of harmonic analysis to compute the global Holder regularity of the parametrization for different maps and rotation numbers. We obtain that the regularity of the boundaries and the scaling exponents are universal numbers in the sense of renormalization theory (i.e., they do not depend on the map when the map ranges in an open set), and only depend on the order of the critical point of the map in the boundary of the Siegel disk and the tail of the continued function expansion of the rotation number. We also discuss some possible relations between the regularity of the parametrization of the boundaries and the corresponding scaling exponents. (C) 2008 American Institute of Physics.NSFMathematic