Parametric Competition in non-autonomous Hamiltonian Systems

In this work we use the formalism of chord functions (\emph{i.e.} characteristic functions) to analytically solve quadratic non-autonomous Hamiltonians coupled to a reservoir composed by an infinity set of oscillators, with Gaussian initial state. We analytically obtain a solution for the characteristic function under dissipation, and therefore for the determinant of the covariance matrix and the von Neumann entropy, where the latter is the physical quantity of interest. We study in details two examples that are known to show dynamical squeezing and instability effects: the inverted harmonic oscillator and an oscillator with time dependent frequency. We show that it will appear in both cases a clear competition between instability and dissipation. If the dissipation is small when compared to the instability, the squeezing generation is dominant and one can see an increasing in the von Neumann entropy. When the dissipation is large enough, the dynamical squeezing generation in one of the quadratures is retained, thence the growth in the von Neumann entropy is contained

On statistical properties of traded volume in financial markets

In this article we study the dependence degree of the traded volume of the Dow Jones 30 constituent equities by using a nonextensive generalised form of the Kullback-Leibler information measure. Our results show a slow decay of the dependence degree as a function of the lag. This feature is compatible with the existence of non-linearities in this type time series. In addition, we introduce a dynamical mechanism whose associated stationary probability density function (PDF) presents a good agreement with the empirical results.Comment: 6 pages, 4 figures, 1 table. Based on the talk presented at "News, Expectations and Trends in Statistical Physics, NEXT-SigmaPhi 3rd International Conference. 13-18 August 2005, Kolymbari CRETE" Multi-fractal analysis section remove

Thermal entanglement witness for materials with variable local spin lengths

We show that the thermal entanglement in a spin system using only magnetic susceptibility measurements is restricted to the insulator materials. We develop a generalization of the thermal entanglement witness that allows us to get information about the system entanglement with variable local spin lengths that can be used experimentally in conductor or insulator materials. As an application, we study thermal entanglement for the half-filled Hubbard model for linear, square and cubic clusters. We note that it is the itinerancy of electrons that favors the entanglement. Our results suggest a weak dependence between entanglement and external spin freedom degrees.Comment: 4 pages, 3 figure

Impact of Power Allocation and Antenna Directivity in the Capacity of a Multiuser Cognitive Ad Hoc Network

This paper studies the benefits that power control and antenna directivity can bring to the capacity of a multiuser cognitive radio network. The main objective is to optimize the secondary network sum rate under the capacity constraint of the primary network. Exploiting location awareness, antenna directivity, and the power control capability, the cognitive radio ad hoc network can broaden its coverage and improve capacity. Computer simulations show that by employing the proposed method the system performance is significantly enhanced compared to conventional fixed power allocation