Many-Body Localization Transition in Random Quantum Spin Chains with Long-Range Interactions

While there are well established methods to study delocalization transitions of single particles in random systems, it remains a challenging problem how to characterize many body delocalization transitions. Here, we use a generalized real-space renormalization group technique to study the anisotropic Heisenberg model with long-range interactions, decaying with a power $\alpha$, which are generated by placing spins at random positions along the chain. This method permits a large-scale finite-size scaling analysis. We examine the full distribution function of the excitation energy gap from the ground state and observe a crossover with decreasing $\alpha$. At $\alpha_c$ the full distribution coincides with a critical function. Thereby, we find strong evidence for the existence of a many body localization transition in disordered antiferromagnetic spin chains with long range interactions.Comment: 6 pages, 4 figures, references adde

Dynamics of weakly coupled random antiferromagnetic quantum spin chains

We study the low-energy collective excitations and dynamical response functions of weakly coupled random antiferromagnetic spin-1/2 chains. The interchain coupling leads to Neel order at low temperatures. We use the real-space renormalization group technique to tackle the intrachain couplings and treat the interchain couplings within the Random Phase Approximation (RPA). We show that the system supports collective spin wave excitations, and calculate the spin wave velocity and spectra weight within RPA. Comparisons will be made with inelastic neutron scattering experiments quasi-one-dimensional disordered spin systems such as doped CuGeO$_3$Comment: 4 page

Comment on "A note on the construction of the Ermakov-Lewis invariant"

We show that the basic results on the paper referred in the title [J. Phys. A: Math. Gen. v. 35 (2002) 5333-5345], concerning the derivation of the Ermakov invariant from Noether symmetry methods, are not new

Asymmetric multivariate normal mixture GARCH

An asymmetric multivariate generalization of the recently proposed class of normal mixture GARCH models is developed. Issues of parametrization and estimation are discussed. Conditions for covariance stationarity and the existence of the fourth moment are derived, and expressions for the dynamic correlation structure of the process are provided. In an application to stock market returns, it is shown that the disaggregation of the conditional (co)variance process generated by the model provides substantial intuition. Moreover, the model exhibits a strong performance in calculating out–of–sample Value–at–Risk measures

Multivariate normal mixture GARCH

We present a multivariate generalization of the mixed normal GARCH model proposed in Haas, Mittnik, and Paolella (2004a). Issues of parametrization and estimation are discussed. We derive conditions for covariance stationarity and the existence of the fourth moment, and provide expressions for the dynamic correlation structure of the process. These results are also applicable to the single-component multivariate GARCH(p, q) model and simplify the results existing in the literature. In an application to stock returns, we show that the disaggregation of the conditional (co)variance process generated by our model provides substantial intuition, and we highlight a number of findings with potential significance for portfolio selection and further financial applications, such as regime-dependent correlation structures and leverage effects. Klassifikation: C32, C51, G10, G11Die vorliegende Arbeit ist einer multivariaten Verallgemeinerung des sog. Normal Mixture GARCH Modells gewidmet, dessen univariate Variante von Haas, Mittnik und Paolella (2004a, siehe auch CFS Working Paper 2002/10) vorgeschlagen wurde. Dieses Modell unterscheidet sich von traditionellen GARCH-Ansätzen insbesondere dadurch, dass es eine Abhängigkeit der Risikoentwicklung von - typischerweise unbeobachtbaren - Marktzuständen explizit in Rechnung stellt. Dies wird durch die Beobachtung motiviert, dass das weit verbreitete GARCH Modell in seiner Standardvariante auch dann keine adäquate Beschreibung der Risikodynamik leistet, wenn die Normalverteilung durch flexiblere bedingte Verteilungen ersetzt wird. Zustandsabhängige Volatilitätsprozesse können etwa durch die variierende Dominanz heterogener Marktteilnehmer oder durch wechselnde Marktstimmungen ökonomisch zu erklären sein. Anwendungen des Normal Mixture GARCH Modells auf zahlreiche Aktien- und Wechselkurszeitreihen (siehe z.B. Alexander und Lazar, 2004, 2005; und Haas, Mittnik und Paolella, 2004a,b) haben gezeigt, dass es sich zur Modellierung und Prognose des Volatilitätsprozesses der Renditen solcher Aktiva hervorragend eignet. Indes beschränken sich diese Analysen bisher auf die Untersuchung univariater Zeitreihen. Zahlreiche Probleme der Finanzwirtschaft erfordern jedoch zwingend eine multivariate Modellierung, mithin also eine Beschreibung der Abhängigkeitsstruktur zwischen den Renditen verschiedener Wertpapiere. Insbesondere für solche Analysen erweist sich der Mischungsansatz aber als besonders vielversprechend. So spielen etwa im Portfoliomanagement die Korrelationen zwischen einzelnen Wertpapierrenditen eine herausragende Rolle. Die Stärke der Korrelationen ist von entscheidender Bedeutung dafür, in welchem Ausmaß das Risiko eines effizienten Portfolios durch Diversifikation reduziert werden kann. Nun gibt es empirische Hinweise darauf, dass die Korrelationen etwa zwischen Aktien in Perioden, die durch starke Marktschwankungen und tendenziell fallende Kurse charakterisiert sind, stärker sind als in ruhigeren Perioden. Das bedeutet, dass die Vorteile der Diversifikation in genau jenen Perioden geringer sind, in denen ihr Nutzen am größten wäre. Modelle, die die Existenz unterschiedlicher Marktregime nicht berücksichtigen, werden daher dazu tendieren, die Korrelationen in den adversen Marktzuständen zu unterschätzen. Dies kann zu erheblichen Fehleinschätzungen des tatsächlichen Risikos während solcher Perioden führen. Diese und weitere Implikationen des Mischungsansatzes im Kontext multivariater GARCH Modelle werden in der vorliegenden Arbeit diskutiert, und ihre Relevanz wird anhand einer empirischen Anwendung dokumentiert. Erörtert werden ferner Fragen der Parametrisierung und Schätzung des Modells, und einige relevante theoretische Eigenschaften werden hergeleitet

Coverage and Connectivity in Three-Dimensional Networks

Most wireless terrestrial networks are designed based on the assumption that the nodes are deployed on a two-dimensional (2D) plane. However, this 2D assumption is not valid in underwater, atmospheric, or space communications. In fact, recent interest in underwater acoustic ad hoc and sensor networks hints at the need to understand how to design networks in 3D. Unfortunately, the design of 3D networks is surprisingly more difficult than the design of 2D networks. For example, proofs of Kelvin's conjecture and Kepler's conjecture required centuries of research to achieve breakthroughs, whereas their 2D counterparts are trivial to solve. In this paper, we consider the coverage and connectivity issues of 3D networks, where the goal is to find a node placement strategy with 100% sensing coverage of a 3D space, while minimizing the number of nodes required for surveillance. Our results indicate that the use of the Voronoi tessellation of 3D space to create truncated octahedral cells results in the best strategy. In this truncated octahedron placement strategy, the transmission range must be at least 1.7889 times the sensing range in order to maintain connectivity among nodes. If the transmission range is between 1.4142 and 1.7889 times the sensing range, then a hexagonal prism placement strategy or a rhombic dodecahedron placement strategy should be used. Although the required number of nodes in the hexagonal prism and the rhombic dodecahedron placement strategies is the same, this number is 43.25% higher than the number of nodes required by the truncated octahedron placement strategy. We verify by simulation that our placement strategies indeed guarantee ubiquitous coverage. We believe that our approach and our results presented in this paper could be used for extending the processes of 2D network design to 3D networks.Comment: To appear in ACM Mobicom 200

Effect of physical parameters on the reaction of graphite with silica in vacuum

Effect of physical parameters on reduction of silica graphite mixtures under vacuum condition

Microscopic study of 40^{40}Ca+58,64^{58,64}Ni fusion reactions

Background: Heavy-ion fusion reactions at energies near the Coulomb barrier are influenced by couplings between the relative motion and nuclear intrinsic degrees of freedom of the colliding nuclei. The time-dependent Hartree-Fock (TDHF) theory, incorporating the couplings at the mean-field level, as well as the coupled-channels (CC) method are standard approaches to describe low energy nuclear reactions. Purpose: To investigate the effect of couplings to inelastic and transfer channels on the fusion cross sections for the reactions $^{40}$Ca+$^{58}$Ni and $^{40}$Ca+$^{64}$Ni. Methods: Fusion cross sections around and below the Coulomb barrier have been obtained from coupled-channels (CC) calculations, using the bare nucleus-nucleus potential calculated with the frozen Hartree-Fock method and coupling parameters taken from known nuclear structure data. The fusion thresholds and neutron transfer probabilities have been calculated with the TDHF method. Results: For $^{40}$Ca+$^{58}$Ni, the TDHF fusion threshold is in agreement with the most probable barrier obtained in the CC calculations including the couplings to the low-lying octupole $3_1^{-}$ state for $^{40}$Ca and to the low-lying quadrupole $2_1^{+}$ state for $^{58}$Ni. This indicates that the octupole and quadrupole states are the dominant excitations while neutron transfer is shown to be weak. For $^{40}$Ca+$^{64}$Ni, the TDHF barrier is lower than predicted by the CC calculations including the same inelastic couplings as those for $^{40}$Ca+$^{58}$Ni. TDHF calculations show large neutron transfer probabilities in $^{40}$Ca+$^{64}$Ni which could result in a lowering of the fusion threshold. Conclusions: Inelastic channels play an important role in $^{40}$Ca+$^{58}$Ni and $^{40}$Ca+$^{64}$Ni reactions. The role of neutron transfer channels has been highlighted in $^{40}$Ca+$^{64}$Ni