Properties of the stochastic Gross-Pitaevskii equation: finite temperature Ehrenfest relations and the optimal plane wave representation

We present Ehrenfest relations for the high temperature stochastic Gross-Pitaevskii equation description of a trapped Bose gas, including the effect of growth noise and the energy cutoff. A condition for neglecting the cutoff terms in the Ehrenfest relations is found which is more stringent than the usual validity condition of the truncated Wigner or classical field method-that all modes are highly occupied. The condition requires a small overlap of the nonlinear interaction term with the lowest energy single particle state of the noncondensate band, and gives a means to constrain dynamical artefacts arising from the energy cutoff in numerical simulations. We apply the formalism to two simple test problems: (i) simulation of the Kohn mode oscillation for a trapped Bose gas at zero temperature, and (ii) computing the equilibrium properties of a finite temperature Bose gas within the classical field method. The examples indicate ways to control the effects of the cutoff, and that there is an optimal choice of plane wave basis for a given cutoff energy. This basis gives the best reproduction of the single particle spectrum, the condensate fraction and the position and momentum densities.

Excitation spectra of the spin-1/2 triangular-lattice Heisenberg antiferromagnet

We use series expansion methods to calculate the dispersion relation of the one-magnon excitations for the spin-(1)/(2) triangular-lattice nearest-neighbor Heisenberg antiferromagnet above a three-sublattice ordered ground state. Several striking features are observed compared to the classical (large-S) spin-wave spectra. Whereas, at low energies the dispersion is only weakly renormalized by quantum fluctuations, significant anomalies are observed at high energies. In particular, we find rotonlike minima at special wave vectors and strong downward renormalization in large parts of the Brillouin zone, leading to very flat or dispersionless modes. We present detailed comparison of our calculated excitation energies in the Brillouin zone with the spin-wave dispersion to order 1/S calculated recently by Starykh, Chubukov, and Abanov [Phys. Rev. B74, 180403(R) (2006)]. We find many common features but also some quantitative and qualitative differences. We show that at temperatures as low as 0.1J the thermally excited rotons make a significant contribution to the entropy. Consequently, unlike for the square lattice model, a nonlinear sigma model description of the finite-temperature properties is only applicable at temperatures < 0.1J. Finally, we review recent NMR measurements on the organic compound kappa-(BEDT-TTF)(2)Cu-2(CN)(3). We argue that these are inconsistent with long-range order and a description of the low-energy excitations in terms of interacting magnons, and that therefore a Heisenberg model with only nearest-neighbor exchange does not offer an adequate description of this material.

Are there non-linearities in short-term interest rates?

The present paper investigates the characteristics of short-term interest rates in several countries. We examine the importance of nonlinearities in the mean reversion and volatility of short-term interest rates. We examine various models that allow the conditional mean (drift) and conditional variance (diffusion) to be functions of the current short rate.We find that different markets require different models. In particular, we find evidence of nonlinear mean reversion in some of the countries that we examine, linear mean reversion in others and no mean reversion in some countries. For all countries we examine, there is strong evidence of the need for the volatility of interest rate changes to be highly sensitive to the level of the short-term interest rate. Out-of-sample forecasting performance of one-factor short rate models is poor, stemming from the inability of the models to accommodate jumps and discontinuities in the time series data.