Energy price risk managementThe price of electricity is far more volatile than that of other commodities normally noted for extreme volatility. Demand and supply are balanced on a knife-edge because electric power cannot be…Rafal Weron·Mar 13, 2001SaveLearn
Modeling electricity loads in California: a continuous-time approachIn this paper we address the issue of modeling electricity loads and prices with diffusion processes. More specifically, we study models which belong to the class of generalized Ornstein-Uhlenbeck…Rafal Weron, B. Kozlowska, J. Nowicka-Zagrajek·Mar 12, 2001SaveLearn
Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regimePower-law tail behavior and the summation scheme of Levy-stable distributions is the basis for their frequent use as models when fat tails above a Gaussian distribution are observed. However, recent…Rafal Weron·Mar 12, 2001SaveLearn
Interplay of linear and nonlinear impurities in the formation of stationary localized statesFormation of stationary localized states in one-dimensional chain as well as in a Cayley tree due to a linear impurity and a nonlinear impurity is studied. Furthermore, a one-dimensional chain with…Bikash C. Gupta, Sang Bub Lee·Mar 12, 2001SaveLearn
Single hole spectral function and spin-charge separation in the t-J modelWorm algorithm quantum Monte Carlo simulations of the hole Green function with subsequent spectral analysis were performed for J/t 0.1, 0.2, 0.4 on lattices with up to LxL=32x32 sites at temperatures…A. Mishchenko, N. V. Prokof'ev, B. V. Svistunov·Mar 12, 2001SaveLearn
The low-lying excitations of polydiacetyleneThe Pariser-Parr-Pople Hamiltonian is used to calculate and identify the nature of the low-lying vertical transition energies of polydiacetylene. The model is solved using the density matrix…Alan Race, W. Barford, Robert J. Bursill·Mar 11, 2001SaveLearn
Monte Carlo simulation of O(2) phi4 field theory in three dimensionsUsing standard numerical Monte Carlo lattice methods, we study non-universal properties of the phase transition of three-dimensional phi4 theory of a 2-component real field phi = (phi1,phi2) with…Peter Arnold, Guy D. Moore·Mar 9, 2001SaveLearn
Transition temperature of a dilute homogeneous imperfect Bose gasThe leading-order effect of interactions on a homogeneous Bose gas is theoretically predicted to shift the critical temperature by an amount Δ = # ascatt n1/3 T0 from the ideal gas result…Peter Arnold, Guy D. Moore·Mar 9, 2001SaveLearn
Resonant Andreev reflections in superconductor-carbon-nanotube devicesResonant Andreev reflection through superconductor-carbon-nanotube devices was investigated theoretically with a focus on the superconducting proximity effect. Consistent with a recent experiment, we…Yadong Wei, Jian Wang, Hong Guo et al.·Mar 9, 2001SaveLearn
Comment on ``Density-matrix renormalization-group method for excited states''In a Physical Review B paper Chandross and Hicks claim that an analysis of the density-density correlation function in the dimerised Hubbard model of polyacetylene indicates that the optical exciton…Robert J. Bursill·Mar 8, 2001SaveLearn
Surface effects in multiband superconductors. Application to MgB2Metals with many bands at the Fermi level can have different band dependent gaps in the superconducting state. The absence of translational symmetry at an interface can induce interband scattering…E. Bascones, F. Guinea·Mar 8, 2001SaveLearn
Short wavelength spectrum and Hamiltonian stability of vortex ringsWe compare dynamical and energetical stability criteria for vortex rings. It is argued that vortex rings will be intrinsically unstable against perturbations with short wavelengths below a critical…Uwe R. Fischer, Nils Schopohl·Mar 8, 2001SaveLearn
How to split the electron in one dimensionUsing the example of the Davydov soliton - a large acoustic polaron in one dimension - we demonstrate that the electron wave function can be fissioned in two or more long-lived, well-localized and…Eugene B. Kolomeisky, T. J. Newman, J. P. Straley·Mar 7, 2001SaveLearn
Electrostatic force spectroscopy of a single InAs quantum dotElectrostatic force microscopy at cryogenic temperatures was used to probe the electrostatic interaction between a conductive atomic force microscopy tip and electronic charges trapped in an InAs…Aykutlu Dâna, Charles Santori, Yoshihisa Yamamoto·Mar 6, 2001SaveLearn
The supersymmetric technique for random-matrix ensembles with zero eigenvaluesThe supersymmetric technique is applied to computing the average spectral density near zero energy in the large-N limit of the random-matrix ensembles with zero eigenvalues: B, DIII-odd, and the…D. A. Ivanov·Mar 6, 2001SaveLearn
Critical Temperature Shift in Weakly Interacting Bose GasWith a high-performance Monte Carlo algorithm we study the interaction-induced shift of the critical point in weakly interacting three-dimensional |ψ|4-theory (which includes quantum Bose gas). In…Nikolay Prokof'ev, Boris Svistunov, V. A. Kashurnikov·Mar 6, 2001SaveLearn
Worm algorithms for classical statistical modelsWe show that high-temperature expansions may serve as a basis for the novel approach to efficient Monte Carlo simulations. "Worm" algorithms utilize the idea of updating closed path…Nikolay Prokof'ev, Boris Svistunov·Mar 6, 2001SaveLearn
Rheology of a confined granular materialWe study the rheology of a granular material slowly driven in a confined geometry. The motion is characterized by a steady sliding with a resistance force increasing with the driving velocity and the…Guillaume Ovarlez, Evelyne Kolb, Eric Clément·Mar 6, 2001SaveLearn
Free Random Levy Variables and Financial ProbabilitiesWe suggest that Free Random Variables, represented here by large random matrices with spectral Levy disorder, may be relevant for several problems related to the modeling of financial systems. In…Z. Burda, J. Jurkiewicz, M. A. Nowak et al.·Mar 6, 2001SaveLearn
Localization transition in the Mermin modelWe study the dynamical properties of the Mermin model, a simple quantum dissipative model with a monochromatic environment, using analytical and numerical methods. Our numerical results show that the…Gregory Levine, V. N. Muthukumar·Mar 6, 2001SaveLearn
Free Levy Matrices and Financial CorrelationsWe consider a covariance matrix composed of asymmetric and free random Levy matrices. We use the results of free random variables to derive an algebraic equation for the resolvent and solve it to…Z. Burda, J. Jurkiewicz, M. A. Nowak et al.·Mar 5, 2001SaveLearn
Levy Matrices and Financial CovariancesIn a given market, financial covariances capture the intra-stock correlations and can be used to address statistically the bulk nature of the market as a complex system. We provide a statistical…Z. Burda, J. Jurkiewicz, M. A. Nowak et al.·Mar 5, 2001SaveLearn
Dynamic Ordering and Transverse Depinning of a Driven Elastic String in a Disordered MediaWe examine the dynamics of an elastic string interacting with quenched disorder driven perpendicular and parallel to the string. We show that the string is the most disordered at the depinning…C. Reichhardt, C. J. Olson·Mar 5, 2001SaveLearn
Excited states of linear polyenesWe present density matrix renormalisation group calculations of the Pariser- Parr-Pople-Peierls model of linear polyenes within the adiabatic approximation. We calculate the vertical and relaxed…William Barford, Robert J. Bursill, Mikhail Yu Lavrentiev·Mar 5, 2001SaveLearn
Bosons in cigar-shape traps: Thomas-Fermi regime, Tonks-Girardeau regime, and betweenWe present a quantitative analysis of the experimental accessibility of the Tonks-Girardeau gas in the current day experiments with cigar-trapped alkalis. For this purpose we derive, using a Bethe…Vanja Dunjko, Vincent Lorent, Maxim Olshanii·Mar 4, 2001SaveLearn