Disorder-induced phase transition in a one-dimensional model of rice pile

We propose a one-dimensional rice-pile model which connects the 1D BTW sandpile model (Phys. Rev. A 38 (1988) 364) and the Oslo rice-pile model (Phys. Rev. Lett. 77 (1997) 107) in a continuous manner. We found that for a sufficiently large system, there is a sharp transition between the trivial critical behaviour of the 1D BTW model and the self-organized critical (SOC) behaviour. When there is SOC, the model belongs to a known universality class with the avalanche exponent tau = 1.53. (C) 1999 Elsevier Science B.V. All rights reserved.

On the universality of a one-dimensional model of a rice pile

A one-dimensional model of a rice pile is numerically studied for different driving mechanisms and different levels of medium disorder. The universality of the scaling exponents for the transit time distribution and avalanche size distribution is discussed. (C) 1997 Published by Elsevier Science B.V.

Order Flow and the Monetary Model of Exchange Rates: Evidence from a Novel Data Set

We propose an exchange rate model that is a hybrid of the conventional specification with monetary fundamentals and the Evans–Lyons microstructure approach. We estimate a model augmented with order flow variables, using a unique data set: almost 100 monthly observations on interdealer order flow on dollar/euro and dollar/yen. The augmented macroeconomic, or “hybrid,” model exhibits greater in-sample stability and out of sample forecasting improvement vis-à-vis the basic macroeconomic and random walk specifications.

Macroscopic limit of time-dependent density-functional theory for adiabatic local approximations of the exchange-correlation kernel

Time-dependent density-functional theory is a rather accurate and efficient way to compute electronic excitations for finite systems. However, in the macroscopic limit (systems of increasing size), for the usual adiabatic random-phase, local-density, or generalized-gradient approximations, one recovers the Kohn-Sham independent-particle picture, and thus the incorrect band gap. To clarify this trend, we investigate the macroscopic limit of the exchange-correlation kernel in such approximations by means of an algebraical analysis complemented with numerical studies of a one-dimensional tight-binding model. We link the failure to shift the Kohn-Sham spectrum of these approximate kernels to the fact that the corresponding operators in the transition space act only on a finite subspace.

Shape corrections to exchange-correlation potentials by gradient-regulated seamless connection of model potentials for inner and outer region

Shape corrections to the standard approximate Kohn-Sham exchange-correlation (xc) potentials are considered with the aim to improve the excitation energies (especially for higher excitations) calculated with time-dependent density functional perturbation theory. A scheme of gradient-regulated connection (GRAC) of inner to outer parts of a model potential is developed. Asymptotic corrections based either on the potential of Fermi and Amaldi or van Leeuwen and Baerends (LB) are seamlessly connected to the (shifted) xc potential of Becke and Perdew (BP) with the GRAC procedure, and are employed to calculate the vertical excitation energies of the prototype molecules N-2, CO, CH2O, C2H4, C5NH5, C6H6, Li-2, Na-2, K-2. The results are compared with those of the alternative interpolation scheme of Tozer and Handy as well as with the results of the potential obtained with the statistical averaging of (model) orbital potentials. Various asymptotically corrected potentials produce high quality excitation energies, which in quite a few cases approach the benchmark accuracy of 0.1 eV for the electronic spectra. Based on these results, the potential BP-GRAC-LB is proposed for molecular response calculations, which is a smooth potential and a genuine "local" density functional with an analytical representation. (C) 2001 American Institute of Physics.