140 resultados para Zero-coupon yield curve
Resumo:
A holographic optical element (HOE) based single-mode hybrid fiber optic interferometer for realizing the zero-order fringe is described. The HOE proposed and used integrates the actions of a beam combiner and a lens, and endows the interferometer with high tolerance for repositioning errors. The proposed method is simple and offers advantages such as the elimination of in situ processing for the hologram.
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We present analytic results to show that the Schwinger-boson hole-fermion mean-field state exhibits non-Fermi liquid behavior due to spin-charge separation. The physical electron Green's function consists of three additive components. (a) A Fermi-liquid component associated with the bose condensate. (b) A non-Fermi liquid component which has a logarithmic peak and a long tail that gives rise to a linear density of states that is symmetric about the Fermi level and a momentum distribution function with a logarithmic discontinuity at the Fermi surface. (c) A second non-Fermi liquid component associated with the thermal bosons which leads to a constant density of states. It is shown that zero-point fluctuations associated with the spin-degrees of freedom are responsible for the logarithmic instabilities and the restoration of particle-hole symmetry close to the Fermi surface.
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We present the details of a formalism for calculating spatially varying zero-frequency response functions and equal-time correlation functions in models of magnetic and mixed-valence impurities of metals. The method is based on a combination of perturbative, thermodynamic scaling theory [H. R. Krishna-murthy and C. Jayaprakash, Phys. Rev. B 30, 2806 (1984)] and a nonperturbative technique such as the Wilson renormalization group. We illustrate the formalism for the spin-1/2 Kondo problem and present results for the conduction-spin-density�impurity-spin correlation function and conduction-electron charge density near the impurity. We also discuss qualitative features that emerge from our calculations and discuss how they can be carried over to the case of realistic models for transition-metal impurities.
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In the past few years there have been attempts to develop subspace methods for DoA (direction of arrival) estimation using a fourth?order cumulant which is known to de?emphasize Gaussian background noise. To gauge the relative performance of the cumulant MUSIC (MUltiple SIgnal Classification) (c?MUSIC) and the standard MUSIC, based on the covariance function, an extensive numerical study has been carried out, where a narrow?band signal source has been considered and Gaussian noise sources, which produce a spatially correlated background noise, have been distributed. These simulations indicate that, even though the cumulant approach is capable of de?emphasizing the Gaussian noise, both bias and variance of the DoA estimates are higher than those for MUSIC. To achieve comparable results the cumulant approach requires much larger data, three to ten times that for MUSIC, depending upon the number of sources and how close they are. This is attributed to the fact that in the estimation of the cumulant, an average of a product of four random variables is needed to make an evaluation. Therefore, compared to those in the evaluation of the covariance function, there are more cross terms which do not go to zero unless the data length is very large. It is felt that these cross terms contribute to the large bias and variance observed in c?MUSIC. However, the ability to de?emphasize Gaussian noise, white or colored, is of great significance since the standard MUSIC fails when there is colored background noise. Through simulation it is shown that c?MUSIC does yield good results, but only at the cost of more data.
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This paper proposes a sensorless vector control scheme for general-purpose induction motor drives using the current error space phasor-based hysteresis controller. In this paper, a new technique for sensorless operation is developed to estimate rotor voltage and hence rotor flux position using the stator current error during zero-voltage space vectors. It gives a comparable performance with the vector control drive using sensors especially at a very low speed of operation (less than 1 Hz). Since no voltage sensing is made, the dead-time effect and loss of accuracy in voltage sensing at low speed are avoided here, with the inherent advantages of the current error space phasor-based hysteresis controller. However, appropriate device on-state drops are compensated to achieve a steady-state operation up to less than 1 Hz. Moreover, using a parabolic boundary for current error, the switching frequency of the inverter can be maintained constant for the entire operating speed range. Simple sigma L-s estimation is proposed, and the parameter sensitivity of the control scheme to changes in stator resistance, R-s is also investigated in this paper. Extensive experimental results are shown at speeds less than 1 Hz to verify the proposed concept. The same control scheme is further extended from less than 1 Hz to rated 50 Hz six-step operation of the inverter. Here, the magnetic saturation is ignored in the control scheme.
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The reactivation kinetics of passivated boron accepters in hydrogenated silicon during zero bias annealing in the temperature range of 65-130 degrees C are reported, For large annealing times and high annealing temperatures, the reactivation process follows second-order kinetics and is rate limited by a thermally activated <(H)over tilde (2)> complex formation process, For short annealing times and low annealing temperatures, the reactivation rate is found to be larger than that due to <(H)over tilde (2)> complex formation alone. We conclude that the faster reactivation is caused by the diffusion of the liberated hydrogen atoms into the bulk as well as <(H)over tilde (2)> complex formation. The effective diffusion coefficient of hydrogen is measured and found to obey the Arrhenius relation with an activation energy (1.41 +/- 0.1) eV. (C) 1997 American Institute of Physics.
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Let K be a field of characteristic zero and let m(0),..., m(e-1) be a sequence of positive integers. Let C be an algebroid monomial curve in the affine e-space A(K)(e) defined parametrically by X-0 = T-m0,..., Xe-1 = Tme-1 and let A be the coordinate ring of C. In this paper, we assume that some e - 1 terms of m(0),..., m(e-1) form an arithmetic sequence and construct a minimal set of generators for the derivation module Der(K)(A) of A and write an explicit formula for mu (Der(K)(A)).
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Common water ice (ice I-h) is an unusual solid-the oxygen atoms form a periodic structure but the hydrogen atoms are highly disordered due to there being two inequivalent O-H bond lengths'. Pauling showed that the presence of these two bond lengths leads to a macroscopic degeneracy of possible ground states(2,3), such that the system has finite entropy as the temperature tends towards zero. The dynamics associated with this degeneracy are experimentally inaccessible, however, as ice melts and the hydrogen dynamics cannot be studied independently of oxygen motion(4). An analogous system(5) in which this degeneracy can be studied is a magnet with the pyrochlore structure-termed 'spin ice'-where spin orientation plays a similar role to that of the hydrogen position in ice I-h. Here we present specific-heat data for one such system, Dy2Ti2O7, from which we infer a total spin entropy of 0.67Rln2. This is similar to the value, 0.71Rln2, determined for ice I-h, SO confirming the validity of the correspondence. We also find, through application of a magnetic field, behaviour not accessible in water ice-restoration of much of the ground-state entropy and new transitions involving transverse spin degrees of freedom.
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Zero padded systems with linear receivers are shown to be robust and amenable to fast implementations in single antenna scenarios. In this paper, properties of such systems are investigated when multiple antennas are present at both ends of the communication link. In particular, their diversity and complexity are evaluated for precoded transmissions. The linear receivers are shown to exploit multipath and receive diversities, even in the absence of any coding at the transmitter. Use of additional redundancy to improve performance is considered and the effect of transmission rate on diversity order is analyzed. Low complexity implementations of Zero Forcing receivers are devised to further enhance their applicability.
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There exists a maximum in the products of the saturation properties such as T(p(c) - p) and p(T-c - T) in the vapour-liquid coexistence region for all liquids. The magnitudes of those maxima on the reduced coordinate system provide an insight to the molecular complexity of the liquid. It is shown that the gradients of the vapour pressure curve at temperatures where those maxima occur are directly given by simple relations involving the reduced pressures and temperatures at that point. A linear relation between the maximum values of those products of the form [p(r)(1 - T-r)](max) = 0.2095 - 0.2415 [T-r(1 - p(r))](max) has been found based on a study of 55 liquids ranging from non-polar monatomic cryogenic liquids to polar high boiling point liquids.
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A method has been presented to establish the theoretical dispersion curve for performing the inverse analysis for the Rayleigh wave propagation. The proposed formulation is similar to the one available in literature, and is based on the finite difference formulation of the governing partial differential equations of motion. The method is framed in such a way that it ultimately leads to an Eigen value problem for which the solution can be obtained quite easily with respect to unknown frequency. The maximum absolute value of the vertical displacement at the ground surface is formed as the basis for deciding the governing mode of propagation. With the proposed technique, the numerical solutions were generated for a variety of problems, comprising of a number of different layers, associated with both ground and pavements. The results are found to be generally satisfactory. (C) 2011 Elsevier Ltd. All rights reserved.
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We explore the salient features of the `Kitaev ladder', a two-legged ladder version of the spin-1/2 Kitaev model on a honeycomb lattice, by mapping it to a one-dimensional fermionic p-wave superconducting system. We examine the connections between spin phases and topologically non-trivial phases of non-interacting fermionic systems, demonstrating the equivalence between the spontaneous breaking of global Z(2) symmetry in spin systems and the existence of isolated Majorana modes. In the Kitaev ladder, we investigate topological properties of the system in different sectors characterized by the presence or absence of a vortex in each plaquette of the ladder. We show that vortex patterns can yield a rich parameter space for tuning into topologically non-trivial phases. We introduce and employ a new topological invariant for explicitly determining the presence of zero energy Majorana modes at the boundaries of such phases. Finally, we discuss dynamic quenching between topologically non-trivial phases in the Kitaev ladder and, in particular, the post-quench dynamics governed by tuning through a quantum critical point.
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The growth and dissolution dynamics of nonequilibrium crystal size distributions (CSDs) can be determined by solving the governing population balance equations (PBEs) representing reversible addition or dissociation. New PBEs are considered that intrinsically incorporate growth dispersion and yield complete CSDs. We present two approaches to solving the PBEs, a moment method and a numerical scheme. The results of the numerical scheme agree with the moment technique, which can be solved exactly when powers on mass-dependent growth and dissolution rate coefficients are either zero or one. The numerical scheme is more general and can be applied when the powers of the rate coefficients are non-integers or greater than unity. The influence of the size dependent rates on the time variation of the CSDs indicates that as equilibrium is approached, the CSDs become narrow when the exponent on the growth rate is less than the exponent on the dissolution rate. If the exponent on the growth rate is greater than the exponent on the dissolution rate, then the polydispersity continues to broaden. The computation method applies for crystals large enough that interfacial stability issues, such as ripening, can be neglected. (C) 2002 Elsevier Science B.V. All rights reserved.
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Competition for available resources is natural amongst coexisting species, and the fittest contenders dominate over the rest in evolution. The. dynamics of this selection is studied using a simple linear model. It has similarities to features of quantum computation, in particular conservation laws leading to destructive interference. Compared to an altruistic scenario, competition introduces instability and eliminates the weaker species in a finite time.