ALBERT

Notizen: Abstract: Cross-sections for the π+-induced fission of 209Bi and 235U have been measured in small steps across the 3-3 resonance to search for any mechanisms that might signal a change in the reaction mechanism across a region where strong coupling of available energy into nuclear excitation can be expected. The bismuth data are found to be in good agreement with a statistical calculation not including new mechanisms.

Notizen: Abstract: Decay studies of very neutron-deficient nuclei ranging from 39Ti to 49Ni have been performed during a projectile fragmentation experiment at the GANIL/LISE3 separator. For all nuclei studied in this work, 39, 40Ti, 42, 43Cr, 46Mn, 45, 46, 47Fe and 49Ni, half-lives and decay spectra have been measured. In a few cases, γ coincidence measurements helped to successfully identify the initial and final states of transitions. In these cases, partial decay scheme are proposed. For the most exotic isotopes, 39Ti, 42Cr, 45Fe and 49Ni, which are candidates for two-proton radioactivity from the ground state, no clear evidence of this process is seen in our spectra and we conclude rather on a delayed particle decay.

Notizen: Abstract: As a tool for studying the structure of nuclei far off stability the technique of γ-ray spectroscopy after low-energy single-nucleon transfer reactions with radioactive nuclear beams in inverse kinematics was investigated. Modules of the MINIBALL germanium array and a thin position-sensitive parallel plate avalanche counter (PPAC) to be employed in future experiments at REX-ISOLDE were used in a test experiment performed with a stable 36S beam on deuteron and 9Be targets. It is demonstrated that the Doppler broadening of γ lines detected by the MINIBALL modules is considerably reduced by exploiting their segmentation, and that for beam intensities up to 106 particles/s the PPAC positioned around zero degrees with respect to the beam axis allows not only to significantly reduce the γ background by requiring coincidences with the transfer products but also to control the beam and its intensity by single particle counting. The predicted large neutron pickup cross-sections of neutron-rich light nuclei on 2H and 9Be targets at REX-ISOLDE energies of 2.2 MeV . A are confirmed.

Notizen: Abstract: We obtain a closed-form expression for the distribution of fusion barriers for vibrational nuclei using a generalization of Dasso, Landowne, and Winther's model, which represents the nuclear surface vibrations as a number of harmonic oscillators, and allows the excitation of an arbitrary number of phonons in the target and/or projectile. We find that this expression is in reasonable agreement with the average trends of the empirical distributions for the fusion of 16O with 92Zr, 144Sm and 208Pb, but fails to reproduce the double peaking of the distribution for the 144Sm target. Only when we restrict the number of excited phonons to a limited number, we are able to reproduce such discrete structures. We show that limiting the number of coupled channels, particularly in the case of strong coupling, increases the spacings between the channel eigenvalues that determine the positions of the peaks of the barrier distribution and modifies their heights.

Notizen: Abstract: Based on recent studies of the temperature dependence of the energy and specific heat of liquid nuclear matter, a phase transition is suggested at a temperature ∼ 0.85 MeV. We apply the Landau-Ginzburg theory to this transition and determine the behaviour of the energy and specific heat close to the critical temperature in the condensed phase.

Notizen: Abstract: One-neutron removal cross-sections ( ) of 17, 19C in various targets at about 900 MeV/nucleon, and one-proton removal cross-sections ( ) of 8, 10B at about 1400 MeV/nucleon were measured using the fragment separator FRS at GSI. A significant increase of for 19C compared to its neighbors was observed. The same behavior was found for for the neutron-deficient nucleus 8B compared to the stable isotope 10B. These results support a one-neutron halo structure in 19C and a one-proton halo in 8B.

Notizen: Abstract: The double differential dilepton spectrum d/(d 2 d ⊥ 2) at fixed transverse mass M ⊥ allows a direct access to the vector meson spectral functions. Within a fireball model the sensitivity of d/(d 2 d ⊥ 2) against variations of both the in-medium properties of mesons and the dynamics of the fireball is investigated. In contrast to the integrated invariant-mass spectrum d/d 2, in the spectrum d/(d 2 d ⊥ 2) with fixed M ⊥ the ω signal is clearly seen as bump riding on the ρ background even in case of strong in-medium modifications.[3mm]

Notizen: Abstract: We test the influence of the Coulomb interaction on the thermodynamic and cluster generation properties of a system of classical particles described by different lattice models. Numerical simulations show that the Coulomb interaction produces essentially a shift in temperature of quantities like the specific heat but not qualitative changes. We also consider a cellular model. The thermodynamic properties of the system are qualitatively unaltered.

Notizen: Abstract. Isotopes of dubnium (element 105) with mass numbers A = 256, 257, and 258 were produced by the reaction 209Bi(50Ti,xn) 259-xDb (x = 1, 2, 3) at projectile energies of (4.59-5.08) AMeV. Excitation functions were measured for the 1n, 2n and 3n evaporation channels. The same position of the excitation function was observed for the 1n channel as for the previously measured 1n channel of the reaction 208Pb(50Ti,1n)257Rf. The measured α-decay data of 257Db and its daughter products resulted in the identification of α-decaying isomeric states in 257Db and 253Lr. Two new isotopes, 256Db and 252Lr, were produced at the highest bombarding energies of 4.97 AMeV and 5.08 AMeV. They were identified by delayed α-α coincidences. The measured half-lives are (1.6+0.5 -0.3) s for 256Db and (0.36+0.11 -0.07) s for 252Lr. Besides α-decay, a spontaneous fission activity of T 1/2 = (2.3+1.1 -0.6) s was observed and attributed to an electron-capture branch of 256Db, which feeds the fissioning nucleus 256Rf. A branching ratio of 0.36±0.12 was obtained. The isotope 255Rf was produced by the reaction 207Pb(50Ti,2n)255Rf. Improved decay data have been obtained by means of α- and α-γ spectroscopy.

Notizen: Abstract. The spin rotation parameters A and R were measured for the elastic pion-proton scattering by the PNPI-ITEP collaboration in the D13(1700) resonance region. The main goal of the experimental program is to resolve the current partial-wave analyses (PWA) uncertainties. Simultaneously with A and R the polarization parameter P was measured with the purpose to improve the experimental database and estimate systematic errors. The constraint which demands a smooth energy dependence of all π- p transverse amplitude zeros in the complex plane together with the new experimental data on A parameter can lead to the conclusion that the Barrelet branch of “zero trajectories" is chosen improperly in PWA of the Carnegie-Mellon-Lawrence-Berkely-Laboratory groups at the range of the pion beam momentum near 1.0 GeV/c. The setup included a longitudinally polarized proton target with superconductive magnet, multiwire spark chambers and carbon polarimeter with thick filter. The experiment was performed at the ITEP proton synchrotron, Moscow.

Notizen: Abstract. The mathematical tools to restore Galilei invariance in the nuclear many-body problem with the help of projection techniques are presented. For simple oscillator configurations recursion relations for the various elementary contractions are derived. The method is then applied to simple configurations for the ground states of 4He, 16O and 40Ca as well as to the corresponding one-hole and one-particle states. As a first application the spectral functions and spectroscopic factors for the above-mentioned doubly even nuclei are investigated. It turns out that the conventional picture of an uncorrelated system underestimates the single-particle strengths of the hole states from the last occupied shell while that of the higher excited hole states is overestimated considerably. These results are in complete agreement with those derived by Dieperink and de Forest using different methods. Similar effects are seen for the particle states which have not been studied before. All the calculations presented here are performed analytically and thus can be checked explicitly by the interested reader.

Notizen: Abstract. High-spin properties of the nucleus 169Hf have been studied through the fusion evaporation reaction 96Zr(76Ge,3n)169Hf at a beam energy of 310 MeV. The known rotational bands have been extended considerably and 6 new bands have been established, four of which form coupled bands with pronounced M1 connections. Quasiparticle assignments are suggested for the new band structures, and it appears that coupling to vibrational degrees of freedom plays a role. Both coupled bands involve the excitation of quasiprotons. In the region of highest spin, a large alignment gain is interpreted in terms of a mixed crossing where an h 9/2 and an h 11/2 quasiproton provide the two signatures of the aligning configuration.

Notizen: Abstract: Simulations based on a coupled-channel transport model have been performed to analyze the feasibility to study the in-medium ω mass exploiting the process γ + A→π0γ + X for C, Ca and Nb nuclei. The distortions due to final-state interactions of the π0 and background contributions from the reaction γ + A→π0π0 + X are found to be small in the mass range of interest ( 0.6 〈 M π0γ 〈 0.8 GeV). Furthermore, the effect of the detector resolution on the π0γ mass determination is discussed.

Notizen: Abstract: We discuss the role of hyperon resonances in the u-channel when modeling p γ, K + Λ processes in an effective Lagrangian approach. Without the introduction of hyperon resonances, one is forced to use soft hadronic form factors with a cutoff mass which is at best two times the kaon mass. After inclusion of the hyperon resonances in the u-channel, we obtain a fair description of the data with a cutoff mass of the order of 1.8 GeV.

Notizen: Abstract: We investigate the reaction pp↦da 0 + at COSY and SIS energies together with accompanying background reactions and inclusive particle yields. The a 0 + is considered as a usual u quark model state with two decay channels a 0 +↦K + and a 0 +↦π+η. Calculated cross-sections for a 0 + production as well as for the corresponding non-resonant channels pp↦dK + and pp↦dπ+η are compared. Especially, in case of the final channel dπ+η, high statistics measurements are necessary to extract the a 0 + signal from the high non-resonant background.

Notizen: Abstract: The lifetime of the Λ-hyperon for the nonmesonic decay ΛN → NN has been determined by a measurement at COSY Jülich of the delayed fission of heavy hypernuclei produced in proton-Au collisions at T p = 1.9 GeV. It is found that heavy hypernuclei with mass numbers A≈ (180±5) and atomic numbers Z≈ (74±2) fission with a lifetime τΛ = 130±13 (stat.) ±15 (syst.) ps. This value together with the results obtained for other heavy hypernuclei in previous investigations indicates --on the confidence level of 0.9-- a violation of the phenomenological ΔI = 1/2 rule for the ΛN → NN transitions as known from the weak mesonic decays of kaons and hyperons.

Notizen: Abstract: The neutron-rich isotope 136Sb has been produced following the relativistic projectile fission of 238U in an experiment performed at the Fragment Separator at GSI, Darmstadt. Delayed γ-ray spectroscopy of the fission products has been performed after isotope separation. A new isomeric state in 136Sb has been populated, and its lifetime measured as T 1/2 = 565(50) ns. Realistic and empirical shell-model calculations have been performed and are compared to the experimental observables.

Notizen: Abstract: The first-order character of the α↔β transition in micron-size quartz is shown to be strongly reduced in natural nano-size quartz with no significant variation of the transition temperature. Three different experimental techniques (differential scanning calorimetry, X-ray diffraction and second-harmonic generation) are applied on natural nano-size quartz to evaluate the variation of the character of the transition. The excess entropy of nano-size quartz is described in the framework of Landau theory. The renormalization of the fourth-order term is explained to arise from the elastic 3D-clamping imposed on each grain by the surrounding nanocrystallites. The presence of hydrous species and inhomogeneous internal stress due to the growth process are considered as well in the interpretation. The anomalous increase in the linewidth of diffraction maxima at the transition temperature is related to surface relaxation phenomena.

Notizen: Abstract: The charge-ordered perovskite Pr0.65Ca0.28Sr0.07MnO3 was investigated by means of magnetic susceptibility, specific heat, dielectric and optical spectroscopy and electron-spin resonance techniques. Under moderate magnetic fields, the charge order melts yielding colossal magnetoresistance effects with changes of the resistivity over eleven orders of magnitude. The optical conductivity is studied from audio frequencies far into the visible spectral regime. Below the phonon modes hopping conductivity is detected. Beyond the phonon modes the optical conductivity is explained by polaronic excitations out of a bound state. ESR techniques yield detailed informations on the (H,T ) phase diagram and reveal a broadening of the linewidth which can be modeled in terms of activated polaron hopping.

Notizen: Abstract: Methyl-mercury(II) halides CH3HgX (X = Cl, Br and I) were studied by means of temperature dependent Raman spectroscopy from 10 K to 410 K. In addition to the previously reported soft phonons, new changes in the low frequency spectra were observed at T ≈ 70 K in CH3HgBr and at T ≈ 100 K in CH3HgI. The bandwidths of the two internal modes in CH3HgBr, the CH3 symmetric stretching band and the C-Hg-Br bending band, rise towards a local maximum at T ≈ 50 K as the temperature is raised from 10 K to 300 K. On the other hand the bandwidths of the two corresponding modes in CH3HgI crystals monotonously increase with temperature, obeying an Arrhenius law. Besides the three phonon modes present in the Raman spectra of CH3HgCl at room temperature, the fourth phonon band that has been observed at temperatures below 245 K might correspond to the freezing of methyl librations. The huge bandwidth of the C-Hg-Br bending mode could suggest the presence of additional weak bonding of a mercury atom with bromine atoms from other molecules, thus inducing positional disorder.

Notizen: Abstract: We calculate the specific heat of the ideal gas obeying the generalized exclusion statistics (GES) in the continuum model and the tight binding model numerically. In the continuum model of 3d space, the specific heat increases with statistical parameter at low temperature whereas it decreases with statistical parameter at high temperature. We find that the critical temperature normalized by (Fermi energy) is 0.290. The specific heat of 2d space was known to be independent of g in the continuum model, but it varies with g drastically in the tight-binding model. From its unique behavior, identification of GES particles will be possible from the specific heat.

Notizen: Abstract: A Lattice Boltzmann model is developed to account for the competition between surface tension and dipolar interaction in magnetic fluids. The description of the interactions was kept as simple as possible to identify and isolate the nature of the essential interactions in the examined situations. The model is used thereafter in order to simulate the deformation of a magnetic fluid drop under the action of an external magnetic field, as well as the onset of the normal field instability in magnetic fluids. The success of the model, and easily identified deviations, demonstrate that the model is a powerful and versatile tool for the study of magnetic and nonmagnetic fluid systems with interfaces.

Notizen: Abstract: We discuss the mode spectrum in both the deterministic and noisy Burgers equations in one dimension. Similar to recent investigations of vortex depinning in superconductors, the spectrum is given by a non-Hermitian eigenvalue problem which is related to a `quantum' problem by a complex gauge transformation. The soliton profile in the Burgers equation serves as a complex gauge field engendering a mode transmutation of diffusive modes into propagating modes and giving rise to a dynamical pinning of localized modes about the solitons.

Notizen: Abstract: The magneto-optical and magnetic properties of Nd 3+ ions in Y 3Fe 5O 12 garnet are analyzed by using quantum theory. In the spontaneous state, the magneto-optical effects originate mainly from the intra-ionic electric dipole transitions between the 4 f 3 and 4 f 25d states split by the spin-orbit, crystal field, and superexchange interactions. For the excited configuration, the coupling scheme of Yanase is extended to the Nd 3+ ion. The magneto-optical resonance frequencies are mainly determined by the splitting of the 5d states induced by the crystal field. The theoretical results of both Nd magnetization and Faraday rotation are in good agreement with experiments. The observed Faraday rotation is proved to be of the paramagnetic type. Although the value of the magneto-optical resonance frequency derived from a macroscopic analysis is approximately confirmed by our theoretical study, a new assignment about the transitions associated with this resonance is unambiguously determined. The spin-orbit coupling of the ground configuration has a great influence on both the Faraday rotation and magnetization, but, unlike the theoretical results obtained in some metals and alloys, the relation between the Faraday rotation and the spin-orbit coupling strength is more complex than a linear one. The magnitude of the magneto-optical coefficient increases as the spin-orbit interaction strength of the ground configuration decreases when the strength is not very weak. Finally, the temperature dependence of the magneto-optical coefficient and the effect of the mixing of different ground-term multiplets induced by the crystal field are analyzed.

Notizen: Abstract: So far the problem of a spin glass on a Bethe lattice has been solved only at the replica symmetric level, which is wrong in the spin glass phase. Because of some technical difficulties, attempts at deriving a replica symmetry breaking solution have been confined to some perturbative regimes, high connectivity lattices or temperature close to the critical temperature. Using the cavity method, we propose a general non perturbative solution of the Bethe lattice spin glass problem at a level of approximation which is equivalent to a one step replica symmetry breaking solution. The results compare well with numerical simulations. The method can be used for many finite connectivity problems appearing in combinatorial optimization.

Notizen: Abstract: The glass systems xCuO . (1- x)TeO2 and xCuO . (1- x)[75TeO2 . 25B2O3] with 0 〈 x ? 50 mol% were investigated by means of X-ray diffraction, electron paramagnetic resonance (EPR) and a.c. magnetic susceptibility ( ) measurements, the principal aim of the investigation being the study of the structural modifications in the tellurite glasses introduced by the addition of boron oxide. In the case of first glass system, i.e. without B2O3, EPR spectra of Cu2+ ions undergo changes with the increasing concentration of CuO. At very low concentrations, spectra are due to isolated Cu2+ ions in axially distorted octahedral sites. The EPR signal for samples with 3 ? x ? 20 mol% can be explained as being the superposition of two EPR absorptions, one showing the hyperfine structure typical for isolated Cu2+ ions and the other consisting of a symmetric line typical for clustered ions. The broadening of the absorption band is due to dipolar as well exchange interaction. The susceptibility data show that for x 〉 20 mol%, the Cu2+ ions are predominantly clustered and are coupled through antiferromagnetic exchange interaction. A comparative study of amorphous X-ray diffraction pattern of the glasses indicates a structural modification in the TeO2 network with increasing CuO concentration; the effect is quite visible in the samples with CuO concentrations higher than 20 mole percent. Measurements of density corroborate the conclusions drawn from the X-ray diffraction. Additionally, we show that our data validates a model in which CuO rich regions are surrounded by a buffer boundary which separates them from the tellurite glassy network; effect of introducing B2O3 can be best described as breaking these regions into smaller size regions.

Notizen: Abstract: A new numerical method is used to study the ground-state properties of the spinless Falicov-Kimball model in one and two dimensions. The resultant solutions are used to examine the phase diagram of the model as well as possibilities for valence and metal-insulator transitions. In one dimension a comprehensive phase diagram of the model is presented. On the base of this phase diagram, the complete picture of valence and metal-insulator transitions is discussed. In two dimensions the structure of ground-state configurations is described for intermediate interactions between f and d electrons. In this region the phase separation and metal-insulator transitions are found at low f-electron concentrations. It is shown that valence transitions exhibit a staircase structure.

Notizen: Abstract: Developing a renormalization group approach, we study the hopping conductivity of nanocrystalline chains with different site energies. Exact calculations show that many parameters including nano-sizes, randomness of grain distributions, lattice distortions, site energies, transition rates, Fermi energy, and temperature influence the conductivity. Some new singular features, for example the frequency shift, the amplitude fluctuations, and the interchange between “peak” and “valley” behavior of the imaginary part of the conductivity can be caused by certain parameters mentioned above, while the interface distortions modulate mainly the overall amplitudes of the conductivity at the whole frequency region.

Notizen: Abstract: We show that the replacement of Mn with Cu, without any structure change, strongly affects the transport and magnetic behaviors in La 2/3 Ca 1/3 Mn1-xCuxO 3 - δ (x ?0.3). Doping largely shifts the insulator-metal transition towards the low-temperature regime and causes substantial enhancements in both resistance and magnetoresistance near the transition for doping range of x ? 15%, and further doping to x ≥ 20% shows insulating behavior. For 15% doping, the sample shows large magnetoresistances (∼104%) over the whole low temperature range. Magnetization measurement at helium temperature reveals that samples for x ? 10% and ≥ 20% basically show ferromagnetic (FM) and antiferromagnetic (AF) behaviors, respectively, while the 15% Cu doped sample undergoes a metamagnetic transition from AF state to FM state on increasing field. We argue that doping introduces the AF insulating phase into the system, causing unusual transport and magnetic behaviors.

Notizen: Abstract: We have investigated the quantum J 1 - J 2 - J 3 model on the honeycomb lattice with exact diagonalizations and linear spin-wave calculations for selected values of J 2 / J 1 , J 3 / J 1 and antiferromagnetic (J 1 〉 0) or ferromagnetic (J 1 〈 0) nearest neighbor interactions. We found a variety of quantum effects: “order by disorder" selection of a Néel ordered ground-state, good candidates for non-classical ground-states with dimer long range order or spin-liquid like. The purely antiferromagnetic Heisenberg model is confirmed to be Néel ordered. Comparing these results with those observed on the square and triangular lattices, we enumerate some conjectures on the nature of the quantum phases in the isotropic models.

Notizen: Abstract: We study the critical behavior of Ising quantum magnets with broadly distributed random couplings (J), such that P(ln J) ∼ | ln J|-1 - α, α 〉 1, for large | ln J| (Lévy flight statistics). For sufficiently broad distributions, α 〈 , the critical behavior is controlled by a line of fixed points, where the critical exponents vary with the Lévy index, α. In one dimension, with = 2, we obtained several exact results through a mapping to surviving Riemann walks. In two dimensions the varying critical exponents have been calculated by a numerical implementation of the Ma-Dasgupta-Hu renormalization group method leading to ≈ 4.5. Thus in the region 2 〈 α 〈 , where the central limit theorem holds for | ln J| the broadness of the distribution is relevant for the 2d quantum Ising model.

Notizen: Abstract: We examined in detail the geometric and electronic structure of thin In chains on vicinal Si(111) surfaces by means of low energy electron diffraction and ultrahigh-resolution photoemission as a function of temperature. Our data reveal a transition around T c = 115 K from a high temperature ( 4×1)- to a low temperature ( 8×2)-phase being reversible with a small hysteresis of the order 10 K. ARPES spectra exhibit clearly important concomitant changes in the electronic band structure near the Fermi surfaces and at the border of the surface Brillouin zones. We derive the dispersive behavior of the bands involved in the transition in detail and demonstrate that at least two surface state bands m2 and m3 show the opening of a pseudo energy gap on the Fermi surface leaving small but finite spectral weight in the low-temperature state. We conclude that this transition is probably driven by a similar but more complex mechanism than in a conventional Peierls transition.

Notizen: Abstract: The paper discusses the reconstruction of potentials for quantum systems at finite temperatures from observational data. A nonparametric approach is developed, based on the framework of Bayesian statistics, to solve such inverse problems. Besides the specific model of quantum statistics giving the probability of observational data, a Bayesian approach is essentially based on a priori information available for the potential. Different possibilities to implement a priori information are discussed in detail, including hyperparameters, hyperfields, and non-Gaussian auxiliary fields. Special emphasis is put on the reconstruction of potentials with approximate periodicity. Such potentials might for example correspond to periodic surfaces modified by point defects and observed by atomic force microscopy. The feasibility of the approach is demonstrated for a numerical model.

Notizen: Abstract: We study localization in polymer chains modeled by the nonlinear discrete Schrödinger equation (DNLS) with next-nearest-neighbor (n-n-n) interaction extending beyond the usual nearest-neighbor exchange approximation. Modulational instability of plane carrier waves is discussed and it is shown that localization gets amplified under the influence of an enhanced interaction radius. Furthermore, we construct exact localized solitonlike solutions of the n-n-n interaction DNLS. To this end the stationary lattice system is cast into a nonlinear map. The homoclinic orbits of unstable equilibria of this map are attributed to standing solitonlike solutions of the lattice system. We note that in comparison with the standard next-neighbor interaction DNLS which bears only one type of static soliton-like states (either staggering or unstaggering) the one with n-n-n interaction radius can support unstaggering as well as staggering stationary localized states with frequencies lying above respectively below the linear band. Generally, the stronger the n-n-n interaction on the DNLS lattice the smaller are the maximal amplitudes of the standing solitonlike solutions and the less rapid are their exponential decays.

Notizen: Abstract: We make an attempt to map a simple economically motivated model for price evolution [J. Phys. A 33, 3637 (2000)] to the phenomenological renormalization group scaling of stock markets. This mapping gives insight into the critical exponents and the renormalization group predictions for the log-periodic oscillations preceding some stock market crashes from the perspective of non-linear changes in `the level of stock'.

Notizen: What is “Econophysics"? Who is an “econophysicist"? The coining of a new scientific term, composed of the names of two fields, traditionally considered to be far from each other, brings new dreams to investigators, by mere virtue of a new ensemble of viewpoints. The term “econophysics" has revealed a kinship between the fields of physics and economics, which was not obvious before. The first officially recognized conference by a professional society on “econophysics", Applications of Physics to Financial Analysis (APFA, soon to become APFA1) was held in Dublin in 1999. Since then APFA and its companion meetings have begun to reveal new branches of research from the established pathways explored in applied statistical physics and thus economics (in particular finance). The analysis of fluctuations in financial data by new or modified techniques has led to new insights. Such analysis involves physicists looking for correlation between entities in financial matter in much the same way as they have done for physical systems in their laboratories. This approach leads to useful new methods and results in different outputs. The studies of phase transitions and non-equilibrium effects, including self-organisation have progressed the understanding of many physical phenomena. So why not use the same methodology in a field which is thought to be governed by sociology, psychology, politics and other so called softer science? The observations of deterministic chaos, scaling, in financial time series (tools such as recurrence, plots exploiting symmetries in pricing theory or the use of the wavelet or path integral or renormalisation group method) will still give some work ahead even though all these tools have a basic origin or are rather standard tools nowadays. Characterization of data and theory talks broke new ground in pursuit of e.g. useful strategies or political consequences. One continues to ask, how is it that fluctuations or other agents in a system conspire to give surprising anomalous properties? By broadening discussion to the category of econophysics topics, as covered in APFA2 (held in Liège, Belgium on July 13-15, 2000), we have gained new paradigms to study this question. Several reports to APFA2 are not included in the following to avoid duplicating reports in this proceedings. Very warm and profound acknowledgments are in order here. APFA2 was made possible mainly by the European Physical Society (EPS), the Fond National de la Recherche Scientifique (FNRS, Brussels), the Fonds voor Wetenschappelijk Onderzoek-Vlaanderen (FWO), and the University of Liège.

Notizen: Abstract: This paper uses the development of multi-agent market models to present a unified approach to the joint questions of how financial market movements may be simulated, predicted, and hedged against. We first present the results of agent-based market simulations in which traders equipped with simple buy/sell strategies and limited information compete in speculatory trading. We examine the effect of different market clearing mechanisms and show that implementation of a simple Walrasian auction leads to unstable market dynamics. We then show that a more realistic out-of-equilibrium clearing process leads to dynamics that closely resemble real financial movements, with fat-tailed price increments, clustered volatility and high volume autocorrelation. We then show that replacing the `synthetic' price history used by these simulations with data taken from real financial time-series leads to the remarkable result that the agents can collectively learn to identify moments in the market where profit is attainable. Hence on real financial data, the system as a whole can perform better than random. We then employ the formalism of Bouchaud in conjunction with agent based models to show that in general risk cannot be eliminated from trading with these models. We also show that, in the presence of transaction costs, the risk of option writing is greatly increased. This risk, and the costs, can however be reduced through the use of a delta-hedging strategy with modified, time-dependent volatility structure.

Notizen: Abstract: A simple agent model is introduced by analogy with the mean field approach to the Ising model for a magnetic system. Our model is characterised by a generalised Langevin equation = F ϕ + G ϕ t where t is the usual Gaussian white noise, i.e.: t t ′ = 2Dδ t-t ′ and t = 0. Both the associated Fokker Planck equation and the long time probability distribution function can be obtained analytically. A steady state solution may be expressed as P ϕ = exp{ - Ψ ϕ - ln G(ϕ)} where Ψ ϕ = - F/ G dϕ and Z is a normalization factor. This is explored for the simple case where F ϕ = Jϕ + bϕ2 - cϕ3 and fluctuations characterised by the amplitude G ϕ = ϕ + ɛ when it readily yields for ϕ≫ɛ, a distribution function with power law tails, viz: P ϕ = exp{ 2bϕ-cϕ2 /D}. The parameter c ensures convergence of the distribution function for large values of ϕ. It might be loosely associated with the activity of so-called value traders. The parameter J may be associated with the activity of noise traders. Output for the associated time series show all the characteristics of familiar financial time series providing J 〈 0 and D≈ | J|.

Notizen: Abstract: We present a dynamical theory of a multi-agent market game, the so-called Minority Game (MG), based on crowds and anticrowds. The time-averaged version of the dynamical equations provides a quantitatively accurate, yet intuitively simple, explanation for the variation of the standard deviation (`volatility') in MG-like games. We demonstrate this for the basic MG, and the MG with stochastic strategies. The time-dependent equations themselves reproduce the essential dynamics of the MG.

Notizen: Abstract: Assuming that financial markets behave similar to random walk processes we derive a trading strategy with variable investment which is based on the equivalence of the period of bankruptcy risk and the risk to profit ratio. We define a state dependent predictability measure which can be attributed to the deterministic and stochastic components of the price dynamics. The influence of predictability variations and especially of short term inefficiency structures on the optimal amount of investment is analyzed in the given context and a method for adaptation of a trading system to the proposed objective function is presented. Finally we show the performance of our trading strategy on the DAX and S&P 500 as examples for real world data using different types of prediction models in comparison.

Notizen: Abstract: Data mining is performed using genetic algorithm on artificially generated time series data with short memory. The extraction of rules from a training set and the subsequent testing of these rules provide a basis for the predictions on the test set. The artificial time series are generated using the inverse whitening transformation, and the correlation function has an exponential form with given time constant indicative of short memory. A vector quantization technique is employed to classify the daily rate of return of this artificial time series into four categories. A simple genetic algorithm based on a fixed format of rules is introduced to do the forecasting. Comparing to the benchmark tests with random walk and random guess, genetic algorithms yield substantially better prediction rates, between 50% to 60%. This is an improvement compared with the 47% for random walk prediction and 25% for random guessing method.

Notizen: Abstract: We investigate the variety of a portfolio of stocks in normal and extreme days of market activity. We show that the variety carries information about the market activity which is not present in the single-index model and we observe that the variety time evolution is not time reversal around the crash days. We obtain the theoretical relation between the square variety and the mean return of the ensemble return distribution predicted by the single-index model. The single-index model is able to mimic the average behavior of the square variety but fails in describing quantitatively the relation between the square variety and the mean return of the ensemble distribution. The difference between empirical data and theoretical description is more pronounced for large positive values of the mean return of the ensemble distribution. Other significant deviations are also observed for extreme negative values of the mean return.

Notizen: Abstract: We present a framework that allows for a systematic assessment of risk given a specific model and belief on the market. Within this framework the time evolution of risk is modeled in a twofold way. On the one hand, risk is modeled by the time discrete and nonlinear garch(1,1) process, which allows for a (time-)local understanding of its level, together with a short term forecast. On the other hand, via a diffusion approximation, the time evolution of the probability density of risk is modeled by a Fokker-Planck equation. Then, as a final step, using Bayes theorem, beliefs are conditioned on the stationary probability density function as obtained from the Fokker-Planck equation. We believe this to be a highly rigorous framework to integrate subjective judgments of future market behavior and underlying models. In order to demonstrate the approach, we apply it to risk assessment of empirical interest rate scenario methodologies, i.e. the application of Principal Component Analysis to the the dynamics of bonds.

Notizen: Abstract: Factor based interest rate models are widely used for risk managing purposes, for option pricing and for identifying and capturing yield curve anomalies. The movements of a term structure of interest rates are commonly assumed to be driven by a small number of orthogonal factors such as SHIFT, TWIST and BUTTERFLY (BOW). These factors are usually obtained by a Principal Component Analysis (PCA) of historical bond prices (interest rates). Although PCA diagonalizes the covariance matrix of either the interest rates or the interest rate changes, it does not use both covariance matrices simultaneously. Furthermore higher linear and nonlinear correlations are neglected. These correlations as well as the mean reverting properties of the interest rates become crucial, if one is interested in a longer time horizon (infrequent hedging or trading). We will show that Independent Component Analysis (ICA) is a more appropriate tool than PCA, since ICA uses the covariance matrix of the interest rates as well as the covariance matrix of the interest rate changes simultaneously. Additionally higher linear and nonlinear correlations may be easily incorporated. The resulting factors are uncorrelated for various time delays, approximately independent but nonorthogonal. This is in contrast to the factors obtained from the PCA, which are orthogonal and uncorrelated for identical times only. Although factors from the ICA are nonorthogonal, it is sufficient to consider only a few factors in order to explain most of the variation in the original data. Finally we will present examples that ICA based hedges outperforms PCA based hedges specifically if the portfolio is sensitive to structural changes of the yield curve.

Notizen: Abstract: Several economical time series such as exchange rates US$/British Pound, USA Treasure Bonds rates and Warsaw Stock Index WIG have been investigated using the method of recurrence plots. The percentage of recurrence REC and the percentage of determinism DET have been calculated for the original and for shuffled data. We have found that in some cases the values of REC and DET parameters are about 20% lower for the surrogate data which indicates the presence of unstable periodical orbits in the considered data. A similar result has been obtained for the chaotic Lorenz model contaminated by noise. Our investigations suggest that real economical dynamics is a mixture of deterministic and stochastic chaos. We show how a simple chaotic economic model can be controlled by appropriate influence of time-delayed feedback.

Notizen: Abstract: As a linear superposition of translated and dilated versions of a chosen analyzing wavelet function, the wavelet transform lends itself to the analysis of underlying multi-scale structure in nonstationary time series. In this work, we use the discrete wavelet transform (DWT) to investigate scaling and search for the presence of coherent structures in financial data. Quantitative measurements are given by the DWT of the original time series and wavelet coefficient variance. We find that variations and correlations in the transform coefficients are able to indicate the presence of structure and that measurements based on the DWT allow us to observe scaling directly in the nonstationary time series.

Notizen: Abstract: We characterize the collective phenomena of a liquid market. By interpreting the behavior of a no-arbitrage N asset market in terms of a particle system scenario, (thermo)dynamical-like properties can be extracted from the asset kinetics. In this scheme the mechanisms of the particle interaction can be widely investigated. We test the verisimilitude of our construction on two-decade stock market daily data (DAX30) and show the result obtained for the interaction potential among asset pairs.

Notizen: Abstract: The statistical properties of the Hang Seng index in the Hong Kong stock market are analyzed. The data include minute by minute records of the Hang Seng index from January 3, 1994 to May 28, 1997. The probability distribution functions of index returns for the time scales from 1 minute to 128 minutes are given. The results show that the nature of the stochastic process underlying the time series of the returns of Hang Seng index cannot be described by the normal distribution. It is more reasonable to model it by a truncated Lévy distribution with an exponential fall-off in its tails. The scaling of the maximium value of the probability distribution is studied. Results show that the data are consistent with scaling of a Lévy distribution. It is observed that in the tail of the distribution, the fall-off deviates from that of a Lévy stable process and is approximately exponential, especially after removing daily trading pattern from the data. The daily pattern thus affects strongly the analysis of the asymptotic behavior and scaling of fluctuation distributions.

Notizen: Abstract: We present a model describing the competition between information transmission and decision making in financial markets. The solution of this simple model is recalled, and possible variations discussed. It is shown numerically that despite its simplicity, it can mimic a size effect comparable to a crash localized in time. Two extensions of this model are presented that allow to simulate the demand process. One of these extensions has a coherent stable equilibrium and is self-organized, while the other has a bistable equilibrium, with a spontaneous segregation of the population of agents. A new model is introduced to generate a transition between those two equilibriums. We show that the coherent state is dominant up to an equal mixing of the two extensions. We focus our attention on the microscopic structure of the investment rate, which is the main parameter of the original model. A constant investment rate seems to be a very good approximation.

Notizen: Abstract: In a recent publication [Physica A 291, 113 (2001)] the static structure factor of a liquid in a thermal nonequilibrium state was calculated exactly from the random Boussinesq equations, in the absence of convection, for “stress-free" boundary conditions. In the present paper we present a similar calculation, but with the more realistic “no-slip" boundary conditions. In this case an explicit calculation cannot be performed and we use a zeroth-order Galerkin approximation. The main conclusion is that the approximate structure factor thus calculated has qualitative the same behavior as the exact result for “stress-free" boundary conditions. The typical divergence on q-4 of the nonequilibrium part of the structure factor crosses over to a q2 dependence for extremely small wavevectors q. Separating both behaviors a maximum appears indicating that fluctuations with a particular wavevector, qmax, are maximally enhanced.

Notizen: Abstract: In this paper the stochastic dynamics of adaptive evolutionary search, as performed by the optimization algorithm Population-Based Incremental Learning, is analyzed with physicists' methods for stochastic processes. The master equation of the process is approximated by van Kampen's small fluctuations assumption. It results in an elegant formalism which allows for an understanding of the macroscopic behaviour of the algorithm together with its fluctuations. We consider the search process to be adaptive since the algorithm iteratively reduces its mutation rate while approaching an optimum. On the one hand, it is this feature which allows the algorithm to quickly converge towards an optimum. On the other hand it results in the possibility to get trapped by a local optimum only. To arrive at a detailed understanding we discuss the influence of fluctuations, as caused by mutation, on this behaviour. We study the algorithm for rather small sytem sizes in order to gain an intuitive understanding of the algorithm's performance.

Notizen: Abstract: We address the compatibility between the theory of noise-induced sidebranching and the recent experimental evidence of sidebranching enhancement by thermal gradient in directional solidification. For this, the respective roles played by primary instability, cell tip undercooling and cell tip shape in the theory of noise-induced sidebranching are analyzed. It is first noticed that, by its own, the primary instability tends to make thermal gradient reduce sidebranching. It is then found that tip undercooling cannot solely reverse this tendency but that, altogether, tip undercooling and cell form can succeed in making thermal gradient promote sidebranching, depending on the cellular branch of solutions. Applying this result to the branch actually displayed in directional solidification, we obtain a condition on the variation of the tip curvature radius with thermal gradient, for the noise-induced theory to be compatible with thermal gradient-induced sidebranching. Whether this condition is actually satisfied or not provides a validation criterion for the noise-induced theory of sidebranching in directional solidification, simple enough for being accessible to experimental investigation.

Notizen: Abstract: The problem of construction of quantum multiplexer is discussed. A possible construction based on resonance transport properties of quantum waveguides coupled through small windows is considered. Small apertures play double role of “connecting channels" and “resonant elements". Transmission coefficients for the system are determined. The workability of the device as a quantum switch to one of three (or to two of three) channels is discussed. Control parameters for the switch are electron energy and bias voltage.

Notizen: Abstract: We study analytically and numerically the problem of two particles with a long range attractive interaction on a two-dimensional (2d) lattice with disorder. It is shown that below some critical disorder the interaction creates delocalized coupled states near the Fermi level. These states appear inside well localized noninteracting phase and have a form of two-particle ring which diffusively propagates over the lattice.

Notizen: Abstract: We show that autoregressive-conditional-heteroskedasticity (ARCH) models can encompass the observed anomalous scaling properties of stock price dynamics remarkably well. We find that with a suitable choice of parameters, simple ARCH models can reproduce the non-standard scaling behavior of the central part of the probability distribution functions of stock prices at different time horizons, as empirically found for the Standard & Poors 500 (S&P 500) index data, but fail to reproduce the shape of the S&P 500 distribution, in particular at the smallest time horizon (1 min). A linear version of ARCH processes, denoted here as LARCH models, still preserving the anomalies observed, permits to fit the 1  min S&P 500 distribution more accurately.

Notizen: Abstract: We report the observation of superconductivity in the spin-Peierls Fabre salt (TMTTF)2PF6 from pressure dependent electrical transport measurements above a threshold of 4.35 GPa. The data complete the sequence of ground states of this compound in the temperature and pressure plane adducing an empirical basis to the universal character of the phase diagram of the Fabre salts and their selenide analogues, the Bechgaard salts. The structure of the phase diagram at the approach of the crossover between spin-density wave and superconducting states is compared with the results of scaling theory of the interplay between both electronic instabilities under pressure. The comparison supports the view that magnetism and superconductivity in these compounds have a common electronic origin.

Notizen: Abstract: The interference between spin-density-wave and superconducting instabilities in quasi-one-dimensional correlated metals is analyzed using the renormalization group method. At the one-loop level, we show how the interference leads to a continuous crossover from a spin-density-wave state to unconventional superconductivity when deviations from perfect nesting of the Fermi surface exceed a critical value. Singlet pairing between electrons on neighboring stacks is found to be the most favorable symmetry for superconductivity. The consequences of non uniform spin-density-wave pairing on the structure of phase diagram within the crossover region is also discussed.

Notizen: Abstract: We study the behavior of systems in which the interaction contains a long-range component that does not dominate the critical behavior. Such a component is exemplified by the van der Waals force between molecules in a simple liquid-vapor system. In the context of the mean spherical model with periodic boundary conditions we are able to identify, for temperatures close above T c, finite-size contributions due to the subleading term in the interaction that are dominant in this region decaying algebraically as a function of L. This mechanism goes beyond the standard formulation of the finite-size scaling but is to be expected in real physical systems. We also discuss other ways in which critical point behavior is modified that are of relevance for analysis of Monte Carlo simulations of such systems.

Notizen: Abstract: The roughening of interfaces moving in inhomogeneous media is investigated by numerical integration of the phenomenological stochastic differential equation proposed by Kardar, Parisi, and Zhang [Phys. Rev. Lett. 56, 889 (1986)] with quenched noise (QKPZ) [Phys. Rev. Lett. 74, 920 (1995)]. We express the evolution equations for the mean height and the roughness into two contributions: the local and the lateral one in order to compare them with the local and the lateral contributions obtained for the directed percolation depinning models (DPD) introduced independently by Tang and Leschhorn [Phys. Rev A 45, R8309 (1992)] and Buldyrev et al. [Phys. Rev A 45, R8313 (1992)]. These models are classified in the same universality class of the QKPZ although the mechanisms of growth are quite different. In the DPD models the lateral contribution is a coupled effect of the competition between the local growth and the lateral one. In these models the lateral contribution leads to an increasing of the roughness near the criticality while in the QKPZ equation this contribution always flattens the roughness.

Notizen: Abstract: We present the results of a numerical diagonalization study of the next-nearest neighbour Heisenberg model on the fcc lattice. We have studied clusters of s = 1/2 spins of sizes N = 32 and 64 and obtained ground state energy, magnetization, susceptibility, and static structure factor for various values of applied fields and interaction parameters. From the magnetic structure factors, we find that the antiferromagnetic type-II order penetrates into the ferromagnetic area of the mean-field model. The magnetisation of the type-II state in this area jumps from zero to totally magnetised at a certain applied field. Other areas containing type-II or type-III order, displays “offsets” in the magnetisation curves. Another anomaly is that the phase boundary between the type-I and the type-III states moves in favour of the type-I state around half magnetisation. Apart from this, the phase boundaries are located at their mean field values at zero field, and the positions of the phase boundaries do not depend on the field value. By comparing the longitudinal and transverse structure factors, it is found that the spin orientation in the type-I structure at intermediate fields shows a transition between a canted spin-flop-like structure and a collinear “up-up-up-down” structure. This confirms earlier theoretical predictions. However, in the type-II and type-III phases only the spin-flop structures are observed.

Notizen: Abstract: Orthorhombic EuPdSb is known to undergo two magnetic transitions, at 12 K and at T N≃ 18 K, and in phase III (T 〈 12 K), single crystal magnetisation data have shown that the spin structure is collinear antiferromagnetic, with magnetic moments along the crystal a axis. From a 151Eu Mössbauer absorption study, we show that, at any temperature within phase III, all the moments have equal sizes, and that in phase II (12 K〈 T 〈18 K) the magnetic structure is modulated and incommensurate with the lattice spacings. The modulation is close to a pure sine-wave just below T N = 18 K, and it squares up as temperature is lowered. We measured the thermal variations of the first and third harmonics of the moment modulation, and we could determine the first and third harmonics of the exchange coupling. We furthermore show that the antiferromagnetic-incommensurate transition at 12 K is strongly first order, with a hysteresis of 0.05 K, and that the incommensurate-paramagnetic transition at 18 K is weakly first order. Finally, we present an explanation of the spin-flop transition observed in the single crystal magnetisation data in phase III when || in terms of an anisotropic molecular field tensor.

Notizen: Abstract: Accurate ab initio calculations on embedded Cu4O12 square clusters, fragments of the La2CuO4 lattice, confirm a value of the nearest neighbor antiferromagnetic coupling (J = 124 meV) previously obtained from ab initio calculations on bicentric clusters and in good agreement with experiment. These calculations predict non negligible antiferromagnetic second-neighbor interaction (J' = 6.5 meV) and four-spin cyclic exchange (K = 14 meV), which may affect the thermodynamic and spectroscopic properties of these materials. The dependence of the magnetic coupling on local lattice distortions has also been investigated. Among them the best candidate to induce a spin-phonon effect seems to be the movement of the Cu atoms, changing the Cu-Cu distance, for which the variation of the nearest neighbor magnetic coupling with the Cu-O distance is Δ J /Δ d Cu - O ∼ 1700 cm-1Å-1.

Notizen: Abstract: The collisionless Boltzmann equation is generalized herein using the Green function theory proposed recently by A.K. Rajagopal et al. [Phys. Rev. Lett. 80, 3911 (1998)] to describe nonextensive systems based on Tsallis formalism. Its invariance with the nonextensive index, q, and some conservative laws useful in the description of sound propagation are verified. In this context, the Wigner distribution has also been introduced. Furthermore, the formalism developed in the research is applied for fermionic system, to obtain the dynamic dielectric response function.

Notizen: Abstract: The vibrational and electronic spectra of a semi-infinite crystal with a planar surface are modified by the presence of surface inhomogeneities or roughness such as ridges or grooves, quantum wires or tips. We develop a Green's function formalism to investigate the localized and resonant acoustic modes of shear horizontal polarization associated with the surface of a substrate supporting a single and a periodic array of wires. Each material is assumed to be an isotropic elastic medium. The calculation can be applied to an arbitrary choice of the shape and elastic parameters of the wires. The surface modes are obtained as well-defined peaks of the densities of states (DOS). In this paper, we calculate the variation of the density of states associated with the adsorption of a single wire, and the dispersion curves of the surface modes for a periodic array of wires on the flat surface of a substrate. We discuss their behaviors as a function of the elastic parameters and the relationship between resonant modes of the single wire and dispersion curves of the surface modes for a periodic structure.

Notizen: Abstract: Elementary excitations of the 4k F charge density wave state of a quarter-filled strongly correlated electronic one-dimensional chain are investigated in the presence of dispersionless quantum optical phonons using Density Matrix Renormalization Group techniques. Such excitations are shown to be topological solitons carrying charge e/2 and spin zero. Relevance to the 4k F charge density wave instability in (DI - DCNQI)2 A g or recently discovered in (TMTTF)2X ( X=PF 6, AsF6) is discussed.

Notizen: Abstract: A simple way to acquire information on the mean values of the phase operators sinϕ and cosϕ of an ultrasmall Josephson junction prepared in an arbitrary pure or not state is reported. Our proposal exploits the recently predicted occurrence of current spikes in the I-V characteristic of a mesojunction irradiated by a quantum single-mode low-intensity coherent electromagnetic field. A necessary condition for the validity of our treatment is presented and discussed.

Notizen: Abstract: A structural study has been performed on the La0.8Sr0.2FexCo1-xO3 (x = 0.025 to 0.3) system displaying large magnetoresistance (MR) at room temperature. A detailed analysis of the crystal structure and microstructure was done by X-ray diffraction (XRD), transmission and scanning electron microscopy (TEM and SEM). The atomic resolution TEM images and the appearing superreflections in the corresponding SAED patterns revealed that a superstructure is formed due to the presence of iron. The correlation between the ordered microstructure and the observed large MR ratio is discussed. 57Fe Mössbauer spectroscopy was utilized to gain information on the valence state of iron in the sample with x = 0.3. The lattice parameters of Fe- doped La0.8Sr0.2FexCo1-xO3 compounds were found to increase monotonously with increasing Fe content. The valence state of iron was found to be Fe3+.

Notizen: Abstract: We present a new variationnal method for calculating the ground state energy of an electron bound to an impurity located in a quantum well. This method relies on an envelope function which is determined exactly from a formal minimization procedure. The obtained energies are lower by as much as 10% than the ones found by the widely used free electron envelope function. Their large width limits are reached with exponentially small corrections as they should. We also find that, except for narrow wells, the shape of these exact envelope functions strongly depends on the impurity position, being consequently quite different from the usual free electron ones. In order to discuss the improvements brought by our new procedure in the most striking way, we have used a model semiconductor quantum well with infinite barrier height and simplified band structure. Extensions can be made to finite barrier and more realistic band structures, following the same technique.

Notizen: Abstract: We address the issue of stock market fluctuations within Langevin Dynamics (LD) and the thermodynamics definitions of multifractality in order to study its second-order characterization given by the analogous specific heat Cq, where q is an analogous temperature relating the moments of the generating partition function for the financial data signals. Due to non-linear and additive noise terms within the LD, we found that Cq can display a shoulder to the right of its main peak as also found in the S&P500 historical data which may resemble a classical phase transition at a critical point.

Notizen: Abstract: A physical law is represented by the probability distribution of a measured variable. The probability density is described by measured data using an estimator whose kernel is the instrument scattering function. The experimental information and data redundancy are defined in terms of information entropy. The model cost function, comprised of data redundancy and estimation error, is minimized by the creation-annihilation process.

Notizen: Abstract: The dynamical equations for the gauge-invariant superconducting phase differences across the twelve Josephson junctions placed on the sides of an inductive cubic network are derived. The electrodynamic properties of the system are studied by means of a general analytic approach. The cubic system is seen to show features similar to those of a d.c. SQUID for externally applied magnetic fields perpendicular to one cube face. Additional features are detected for different field orientations.

Notizen: Abstract: The phase diagram of half-doped manganite systems of formula A 0.5 A ′ 0.5MnO3 is investigated within a single-orbital model incorporating magnetic double-exchange and superexchange, together with intersite Coulomb and electron-lattice interactions. Strong Jahn-Teller and breathing mode deformations compete together and result in shear lattice deformations. The latter stabilize the charge-ordered CE-type phase, which undergo first-order transitions with temperature or magnetic field to either Ferromagnetic metallic or Paramagnetic insulating phases. An essential feature is the self-consistent screening of Coulomb and electron-phonon interactions in the ferromagnetic phase.

Notizen: Abstract: A melt-cast Bi 2 Sr 2 CaCu 2 O 8 sample showing the paramagnetic Meissner effect (PME) and an ageing phenomenon has been studied by magnetic relaxation and ac-susceptibility experiments. A memory behaviour is observed in the low frequency ac-suscpetibility and in the magnetisation vs. temperature curves measured on heating after certain cooling protocols. It is also found that large enough temperature shifts and positive temperature perturbations cause rejuvenation of the ageing system. All these observations show striking similarities with the ageing behaviour of spin glasses and indicate the existence of a low temperature glassy phase in this PME material.

Notizen: Abstract: We consider a class of random matching problems where the distance between two points has a probability law which, for a small distance l, goes like lr. In the framework of the cavity method, in the limit of an infinite number of points, we derive equations for pk, the probability for some given point to be matched to its kth nearest neighbor in the optimal configuration. These equations are solved in two limiting cases: r = 0 -- where we recover p k = 1/2k, as numerically conjectured by Houdayer et al. and recently rigorously proved by Aldous -- and r→ + ∞. For 0 〈 r 〈 + ∞, we are not able to solve the equations analytically, but we compute the leading behavior of pk for large k.

Notizen: Abstract: We show that the saturation level of the magnetic field generated by a fluid dynamo just above threshold, can be estimated using simple dimensional arguments when the flow is turbulent. We then discuss other scalings by considering the structure of the weakly nonlinear problem above the dynamo threshold. Finally, we compare these predictions with recent experimental results.

Notizen: Abstract: Analytical calculations based on finite-size spin-wave theory and Monte Carlo (MC) simulations are performed to investigate the validity of the well-known relation m(H, T) = M(H, T)B D[M(H, T) H/T] between the induced magnetization m of the magnetic particle and its intrinsic magnetization M for the Ising and isotropic classical models (B D(x) is the Langevin function, D is the number of spin components, is the number of atoms in the particle). It follows from general arguments and from our analytical results for the Heisenberg model at T≪T c that this relation is not exact for any finite D and nonzero temperature. Nevertheless, corrections to this formula remain very small practically in the whole range T 〈 T c if ≫ 1, as confirmed by our Monte Carlo calculations. At T T c/4 there is a good agreement between the MC and finite-size spin-wave calculations for the field dependence of m and M for the Heisenberg model with free boundary conditions.

Notizen: Abstract: We consider two-particle dispersion in a velocity field, where the relative two-point velocity scales according to v 2(r) ∝r α and the corresponding correlation time scales as τ(r) ∝r β, and fix α = 2/3, as typical for turbulent flows. We show that two generic types of dispersion behavior arize: For α/2 + β 〈 1 the correlations in relative velocities decouple and the diffusion approximation holds. In the opposite case, α/2 + β 〉 1, the relative motion is strongly correlated. The case of Kolmogorov flows corresponds to a marginal, nongeneric situation. In this case, depending on the particular parameters of the flow, the dispersion behavior can be rather diffusive or rather ballistic.

Notizen: Abstract: The valency of vanadium, and thus indirectly the oxygen stoichiometry, of V-doped hafnia synthesized under different atmospheres have been investigated on a nanometer scale by means of electron energy loss spectroscopy (EELS). The EELS V L2,3 spectra are compared with the results of crystal field multiplet calculations and experiments on reference vanadium oxides. The EELS spectra indicate that V-doped hafnia prepared under reducing (H2) and neutral (Ar) atmosphere are unambiguously substituted with trivalent vanadium atoms leading to the creation of oxygen vacancies in the structure. On the contrary, stoichiometric (Hf, V)O2 compound (i.e. V4+) is more likely to be stabilized under oxidative (air) atmospheres. We also show that the amount of hybridization alters for the different compounds studied but may in part be analyzed by high spatially resolved EELS. The crystal field multiplet calculations particularly indicate that a simple reduction of the Slater integrals gives a good account of the spectral modification induced by hybridization for the case of tetravalent vanadium atoms.

Notizen: Abstract: Results of an ultrasonic investigation of EuB6 at low temperatures are reported. Both longitudinal and transverse acoustic modes exhibit anomalies in the vicinity of the low-temperature phase transitions of EuB6. The ultrasound data serve to establish part of the B-T phase diagram of EuB6. At magnetic fields exceeding 3 T, magneto-acoustic quantum oscillations (MAQO) are observed. The nature of the acoustic anomalies and possible phases in external magnetic fields are discussed. Also a comparison with the elastic properties of other rare-earth (RE) hexaboride compounds is made.

Notizen: Abstract: Using a strong coupling approach, based on a Cumulant Expansion, we investigate the stripe orders driven by nearest-neighbor Coulomb (NNC) interaction in the Hubbard model. When we consider only local Coulomb repulsion, critical charge fluctuations drive the system towards a phase separation (PS). Such density instability evolves into an incommensurate charge density wave (ICDW) when nonlocal Coulomb interactions are taken into account, similarly to the case when long-range Coulomb forces are considered. In particular, we find a stripe phase with a crossover from diagonal to vertical stripes in the doping region 0.03 ?x? 0.2, similarly to neutron scattering experiments on La 2 - x Sr x CuO 4. Analogous strong dependence in the stripe direction is observed at varying the NNC interaction.

Notizen: Abstract: Nonlinear diffusion equations provide useful models for a number of interesting phenomena, such as diffusion processes in porous media. We study here a family of nonlinear Fokker-Planck equations endowed both with a power-law nonlinear diffusion term and a drift term with a time dependent force linear in the spatial variable. We show that these partial differential equations exhibit exact time dependent particular solutions of the Tsallis maximum entropy (q-MaxEnt) form. These results constitute generalizations of previous ones recently discussed in the literature [C. Tsallis, D.J. Bukman, Phys. Rev. E 54, R2197 (1996)], concerning q-MaxEnt solutions to nonlinear Fokker-Planck equations with linear, time independent drift forces. We also show that the present formalism can be used to generate approximate q-MaxEnt solutions for nonlinear Fokker-Planck equations with time independent drift forces characterized by a general spatial dependence.

Notizen: Abstract: The adsorption of potassium on the Cu(111) surface in a (2×2) pattern has been simulated with all-electron full-potential density functional calculations. The top site is found to be the preferred adsorption site, with the other highly symmetric adsorption sites being nearly degenerate. The bond length from potassium to the nearest copper atom is computed to be 2.83 Å. Population analysis and density of states indicate that there is no evidence for covalent bonding so that the binding mechanism appears to be a metallic bond.

Notizen: Abstract: We have studied in detail the crystal and magnetic structures of the oxyphosphates MFePO5 (M: divalent transition metal) using neutron powder diffraction as a function of temperature. All of them are isomorphic to the mixed valence compound α-Fe2PO5 with space-group Pnma. No disorder exists between the two metallic sites. The M2+O6 octahedra share edges between them and faces with Fe3+O6 octahedra building zigzag chains running parallel to the b-axis that are connected by PO4 tetrahedra. The topology of this structure gives rise to a complex pattern of super-exchange interactions responsible of the observed antiferromagnetic order. The magnetic structures are all collinear with the spin directed along the b-axis except for M = Co. The experimental magnetic moments of Cu+2 and Ni2+ correspond to the expected ionic value, on the contrary the magnetic moment of Fe3+ is reduced, probably due to covalence effects, and that of Co2+ is greater than the spin-only value indicating a non negligible orbital contribution. Using numerical calculations we have established a magnetic phase diagram adapted for this type of crystal structure and determined the constraints to be satisfied by the values of the exchange interactions in order to obtain the observed magnetic structure as the ground state.

Notizen: Abstract: The magnetic phase diagram of the Fe2+ doped hexagonal ABX3 compound CsNi0.9Fe0.1Cl3 is investigated by heat capacity and magnetocaloric experiments. In spite of the high doping concentration, some phase boundaries appear surprisingly well-defined, while others are broadened significantly. The discussion of this behaviour clarifies the potentials and limitations of doping as a means to manipulate the effective anisotropy in quasi one-dimensional ABX3 compounds.

Notizen: Abstract: We show that the electrodeposition of Ni-Zn alloys at the lowest growth velocities, v 〈 0.5μm/s, exclusively proceeds from an abnormal co-deposition phenomenon. The growth process in this v region greatly depends on the initial [Co2+] concentration of the film deposition bath. A theoretical approach of this process including the role of the saturation surface roughness of the alloy, , leads to an estimation of the transport properties of the ad-atoms involved during the deposit formation. Their surface diffusion coefficient varying between 1.76×10-10 and 2.40×10-8 cm-2/s exhibits a minimal value, D s = 2.10×10-10 cm-2/s located between v = 0.17 and 0.35μm/s. The spatial scaling analysis of the local roughness, σ, examined according to the power-law σ≈L α reveals that the resulting roughness exponents concurs with the Kardar-Parisi-Zhang dynamics including the restricted surface diffusion. Two main v regions leads to different fractal textural features of the alloy film surface. Below 0.10 μm/s, the roughness exponent obtained is α≈ 0.6, depicting a limited ad-atom mobility. Over v = 0.30μm/s, this exponent stabilises at α≈ 0.82, indicating an increase of the surface diffusion.

Notizen: Abstract: The computational complexity of solving random 3-Satisfiability (3-SAT) problems is investigated using statistical physics concepts and techniques related to phase transitions, growth processes and (real-space) renormalization flows. 3-SAT is a representative example of hard computational tasks; it consists in knowing whether a set of αN randomly drawn logical constraints involving N Boolean variables can be satisfied altogether or not. Widely used solving procedures, as the Davis-Putnam-Loveland-Logemann (DPLL) algorithm, perform a systematic search for a solution, through a sequence of trials and errors represented by a search tree. The size of the search tree accounts for the computational complexity, i.e. the amount of computational efforts, required to achieve resolution. In the present study, we identify, using theory and numerical experiments, easy (size of the search tree scaling polynomially with N) and hard (exponential scaling) regimes as a function of the ratio α of constraints per variable. The typical complexity is explicitly calculated in the different regimes, in very good agreement with numerical simulations. Our theoretical approach is based on the analysis of the growth of the branches in the search tree under the operation of DPLL. On each branch, the initial 3-SAT problem is dynamically turned into a more generic 2+p-SAT problem, where p and 1 - p are the fractions of constraints involving three and two variables respectively. The growth of each branch is monitored by the dynamical evolution of α and p and is represented by a trajectory in the static phase diagram of the random 2+p-SAT problem. Depending on whether or not the trajectories cross the boundary between satisfiable and unsatisfiable phases, single branches or full trees are generated by DPLL, resulting in easy or hard resolutions. Our picture for the origin of complexity can be applied to other computational problems solved by branch and bound algorithms.

Notizen: Abstract: We propose a method to simulate a-Si and a-Si:H using an ab initio approach based on the Harris functional and thermally-amorphisized periodically-continued cells with at least 64 atoms. Hydrogen incorporation was achieved via diffusive addition. In preparing samples that may simulate the distributions of atoms in the amorphous materials, simulated annealing calculations were carried out from given starting conditions using short and long time steps. The different time-steps led to samples having distinctly different topological disorder. The radial distribution functions (partial and total) of the resulting samples were calculated and compared with measured distributions; the agreement is very good. These comparisons allowed some tentative conclusions to be made as regards the kind of disorder prevailing in the real samples. In addition, we studied the effect of the topological disorder on the electronic densities of states of the samples; the passivating effect of hydrogen can be observed.

Notizen: Abstract: We present an ab initio study of the magnetic surface reconstructions of the B2 FeV alloy using a self-consistent tight-binding linearized muffin tin orbital method developed in the atomic spheres approximation. For (001) and (111), the surface reconstruction stabilizes configurations unstable in the bulk alloy. When Fe is at the (001) surface, a c(2×2) in-plane antiferromagnetic order is found to be the ground state with magnetic moments of -2.32 and 2.27 . A p(1×1) ↓ ferromagnetic order is displayed in case of V toplayer with a magnetic moment of -1.83 . At the (111) surface, we obtain for Fe toplayer two solutions p(1×1)↑ and p(2×1). The configuration p(1×1)↑ is found to be the ground state with a magnetic moment per atom of 2.34 . For V toplayer, only the p(1×1) ↓ solution is obtained with a moment of -0.84 . In all cases, the Fe-V coupling is always antiparallel like in the bulk. Our results are discussed and compared to experiments.

Notizen: Abstract: Numerical transfer-matrix approach and exact diagonalization technique exploiting the point-group symmetry and the properties of the shift operator are worked out in the framework of quantum statistical mechanics for the isotropic Heisenberg spin Hamiltonian with the ring geometry. They are applied in large-scale simulations to the title high nuclearity cyclic clusters Mn6 (i.e. [Mn(hfac)2NITPh]6) and Ni12 (i.e. Ni12(O2CMe)12(chp)12(H2O)6(THF)6) in order to model quantitatively their magnetic properties. For Ni12 complex new experimental susceptibility data are also reported. New microscopic spin model parameters for both molecules are obtained from a fit of the theoretical susceptibility curves to the experimental results.

Notizen: Abstract: We study the influence of many-particle interactions on a metal-insulator transition. We consider the two-interacting-particle problem for onsite interacting particles on a one-dimensional quasiperiodic chain, the so-called Aubry-André model. We show numerically by the decimation method and finite-size scaling that the interaction does not modify the critical parameters such as the transition point and the localization-length exponent. We compare our results to the case of finite density systems studied by means of the density-matrix renormalization scheme.

Notizen: Abstract: We perform one- and two-points magnitude cumulant analysis of one-dimensional longitudinal velocity profiles stemming from three different experimental set-ups and covering a broad range of Taylor scaled Reynolds numbers from R λ = 89 to 2500. While the first-order cumulant behavior is found to strongly depend on Reynolds number and experimental conditions, the second-order cumulant and the magnitude connected correlation functions are shown to display respectively universal scale and space-lag behavior. Despite the fact that the Extended Self-Similarity (ESS) hypothesis is not consistent with these findings, when extrapolating our results to the limit of infinite Reynolds number, one confirms the validity of the log-normal multifractal description of the intermittency phenomenon with a well defined intermittency parameter C 2 = 0.025±0.003. But the convergence to zero of the magnitude connected correlation functions casts doubt on the asymptotic existence of an underlying multiplicative cascading spatial structure.

Notizen: Abstract: We study a number of properties of a simple random growing directed network which can be used to model real directed networks such as the world-wide web and call graphs. We confirm numerically that the distributions of in- and out-degree are consistent with a power law, in agreement with previous analytical results and with empirical measurements from real graphs. We study the distribution and mean of the minimum path length, the high degree nodes, the appearance and size of the giant component and the topology of the nodes outside the giant component. These properties are compared with empirical studies of the world-wide web.

Notizen: Abstract: In recent years insight has been gained into the electronic structure of layered cuprates using angle-resolved photoelectron spectroscopy. In many of these studies it is assumed that the electron-photon matrix element follows the trends set by the atomic photoionization cross sections and does not influence lineshape, dispersion and the k-dependence of the spectral intensity. In this study using Sr2CuO2Cl2 as an example it will be shown that the electron-photon matrix element can have a strong impact on both strength and shape of a feature in an angle-resolved photoelectron spectrum of a layered cuprate which can strongly affect information on character and the momentum-dependence of the energy and spectral weight of a state deduced from the spectra. The results of this study put an emphasis on the need to employ the whole parameter range of the ARPES method to get reliable information on the spectral function of cuprates for which purpose synchrotron radiation is an uniquely suited tool.

Notizen: Abstract: By means of the Howard-Busse method of the optimum theory of turbulence we obtain upper bounds on the convective heat transport in a horizontal fluid layer heated from below and rotating about a vertical axis. We consider the interval of large Taylor numbers where the intermediate layers of the optimum fields expand in the direction of the corresponding internal layers. We consider the 1 - α-solution of the arising variational problem for the cases of rigid-stress-free, stress-free, and rigid boundary conditions. For each kind of boundary condition we discuss four cases: two cases where the boundary layers are thinner than the Ekman layers of the optimum field and two cases where the boundary layers are thicker than the Ekman layers. In most cases we use an improved solution of the Euler-Lagrange equations of the variational problem for the intermediate layers of the optimum fields. This solution leads to corrections of the thicknesses of the boundary layers of the optimum fields and to lower upper bounds on the convective heat transport in comparison to the bounds obtained by Chan [J. Fluid Mech. 64, 477 (1974)] and Hunter and Riahi [J. Fluid Mech. 72, 433 (1975)]. Compared to the existing experimental data for the case of a fluid layer with rigid boundaries the corresponding upper bounds on the convective heat transport is less than two times larger than the experimental results, the corresponding upper bound on the convective heat transport, obtained by Hunter and Riahi is about 10% higher than the bound obtained in this article. When Rayleigh number and Taylor number are high enough the upper bound on the convective heat transport ceases to depend on the boundary conditions.

Notizen: Abstract: We study in this paper, with the context of a tight-binding on-side model, the electronic properties of one-dimensional random lattices with correlated impurities. We show that, when symmetrical impurities are inserted in a host chain of site energy and a constant hopping interaction V, diffusion will occur even when is random. We provide analytic expressions for the transmittance and confirm the theoretical results by a great deal of numerical calculations. When = V, we find that the mean-square displacement (MSD) follows the law m 2 ∝t β with β = 2.0 for = constant and β = 1.0 for = = random, respectively.

Notizen: Abstract: The electronic properties of rare-earth arsenides have been calculated from first principles. In the calculations we have treated the rare-earth f electrons both as core-like and as valence-like electrons. We consider the changes in the energy bands and in the density of states near the Fermi level which are found to be relevant, except for the case of LuAs, and discuss this in relation with the role played from the rare-earth 5d derived states. Moreover we show that the rare-earth 5d related bands are particularly sensitive to the variation of the lattice constant; change in the lattice constant of less than 1% leads to a different behaviour with respect to the crossing of the rare-earth 5d derived bands and the As 4p derived bands along the Δ-direction. This point is discussed in connection with the possibility of having a semimetal-semiconductor transition in the rare-earth arsenides.

Notizen: Abstract: We have measured the dependence of the Fermi energy on carrier concentration in Sn doped InGaAs at 4.2 K and 300 K. At 4.2 K the Fermi energy was measured by photoluminescence spectroscopy, and at 300 K it was deduced from transport measurements of thermionic emission. In both cases the dependence of the Fermi energy on the mobile electron concentration, measured by Hall effect, strongly deviates from standard theoretical predictions, and the deviation increases with concentration. The most striking observed anomaly is the near saturation of the Fermi level when the Hall concentration exceeds 1019 cm-3.

Notizen: Abstract: We examine the critical behavior of a magnetic superlattice which made up of two magnetic materials, A and B. Using the effective field theory with a probability distribution technique that accounts for the single-site spin correlation, we derive the analytical equation for the Curie temperature of the superlattice which alternates as ABAB...AB. The dependence of the Curie temperature on the interface coupling strength Jab and the layer number of the finite superlattice was calculated. The effects of the surface modification are also studied.

Notizen: Abstract: A spectroscopic method is proposed to determine parameters of homogeneous and inhomogeneous broadening for excitons confined in semiconductor quantum wells with free carriers. By measuring the optical reflectivity of modulation doped CdTe/(Cd,Mg)Te single quantum wells in high magnetic fields the homogeneous and inhomogeneous broadening of the exciton lines was determined. The method is based on the difference in reflectivity of light with opposite circular polarizations measured for experimental conditions of full polarization of a two-dimensional electron gas. The analysis is based on a phenomenological model which allows to distinguish between the two broadening mechanisms.