965 resultados para Time-dependent pricing


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Self-sustained time-dependent current oscillations under dc voltage bias have been observed in recent experiments on n-doped semiconductor superlattices with sequential resonant tunneling. The current oscillations are caused by the motion and recycling of the domain wall separating low- and high-electric-field regions of the superlattice, as the analysis of a discrete drift model shows and experimental evidence supports. Numerical simulation shows that different nonlinear dynamical regimes of the domain wall appear when an external microwave signal is superimposed on the dc bias and its driving frequency and driving amplitude vary. On the frequency-amplitude parameter plane, there are regions of entrainment and quasiperiodicity forming Arnold tongues. Chaos is demonstrated to appear at the boundaries of the tongues and in the regions where they overlap. Coexistence of up to four electric-field domains randomly nucleated in space is detected under ac+dc driving.

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Spatiotemporal chaos is predicted to occur in n-doped semiconductor superlattices with sequential resonant tunneling as their main charge transport mechanism. Under dc voltage bias, undamped time-dependent oscillations of the current (due to the motion and recycling of electric field domain walls) have been observed in recent experiments. Chaos is the result of forcing this natural oscillation by means of an appropriate external microwave signal.

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Aggregates of oxygen vacancies (F centers) represent a particular form of point defects in ionic crystals. In this study we have considered the combination of two oxygen vacancies, the M center, in the bulk and on the surface of MgO by means of cluster model calculations. Both neutral and charged forms of the defect M and M+ have been taken into account. The ground state of the M center is characterized by the presence of two doubly occupied impurity levels in the gap of the material; in M+ centers the highest level is singly occupied. For the ground-state properties we used a gradient corrected density functional theory approach. The dipole-allowed singlet-to-singlet and doublet-to-doublet electronic transitions have been determined by means of explicitly correlated multireference second-order perturbation theory calculations. These have been compared with optical transitions determined with the time-dependent density functional theory formalism. The results show that bulk M and M+ centers give rise to intense absorptions at about 4.4 and 4.0 eV, respectively. Another less intense transition at 1.3 eV has also been found for the M+ center. On the surface the transitions occur at 1.6 eV (M+) and 2 eV (M). The results are compared with recently reported electron energy loss spectroscopy spectra on MgO thin films.

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Isoscalar collective modes in a relativistic meson-nucleon system are investigated in the framework of the time-dependent Thomas-Fermi method. The energies of the collective modes are determined by solving consistently the dispersion relations and the boundary conditions. The energy weighted sum rule satisfied by the models considered allows the identification of the giant resonances. The percentage of the energy weighted sum rule exhausted by the collective modes is in agreement with experimental data, but the agreement with the energy of the modes depends on the model considered.

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The classical methods of analysing time series by Box-Jenkins approach assume that the observed series uctuates around changing levels with constant variance. That is, the time series is assumed to be of homoscedastic nature. However, the nancial time series exhibits the presence of heteroscedasticity in the sense that, it possesses non-constant conditional variance given the past observations. So, the analysis of nancial time series, requires the modelling of such variances, which may depend on some time dependent factors or its own past values. This lead to introduction of several classes of models to study the behaviour of nancial time series. See Taylor (1986), Tsay (2005), Rachev et al. (2007). The class of models, used to describe the evolution of conditional variances is referred to as stochastic volatility modelsThe stochastic models available to analyse the conditional variances, are based on either normal or log-normal distributions. One of the objectives of the present study is to explore the possibility of employing some non-Gaussian distributions to model the volatility sequences and then study the behaviour of the resulting return series. This lead us to work on the related problem of statistical inference, which is the main contribution of the thesis

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Die Ionisation von H2 in intensiven Laserpulsen wird mit Hilfe der numerischen Integration der zeitabhängigen Schrödingergleichung für ein Einelektronenmodell untersucht, das die Vibrationsbewegung berücksichtigt. Die Spektren der kinetischen Elektronenenergie hängen stark von der Vibrationsquantenzahl des erzeugten H2+ Ions ab. Für bestimmte Vibrationszustände ist die Ausbeute der Elektronen in der Mitte des Plateaus stark erhöht. Der Effekt wird "channel closings" zugeschrieben, die in Atomen durch Variation der Laserintensität beobachtet wurden. The ionization of H2 in intense laser pulses is studied by numerical integration of the time-dependent Schrödinger equation for a single-active-electron model including the vibrational motion. The electron kinetic energy spectra in high-order above-threshold ionization are strongly dependent on the vibrational quantum number of the created H2+ ion. For certain vibrational states, the electron yield in the mid-plateau region is strongly enhanced. The effect is attributed to channel closings, which were previously observed in atoms by varying the laser intensity.

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Within the independent particle model we solve the time-dependent single-particle equation using ab initio SCF-DIRAC-FOCK-SLATER wavefunctions as a basis. To reinstate the many-particle aspect of the collision system we use the inclusive probability formalism to answer experimental questions. As an example we show an application to the case of S{^15+} on Ar where experimental data on the K-K charge transfer are available for a wide range of impact energies from 4.7 to 90 MeV. Our molecular adiabatic calculations and the evaluation using the inclusive probability formalism show good results in the low energy range from 4.7 to 16 MeV impact energy.

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We performed ab initio calculations of many particle inclusive probabilities for the scattering system 16 MeV-S{^16+} on Ar. The solution of the time-dependent DIRAC-FOCK-SLATER-equation is achieved via a set of coupled-channel equations with energy eigenvalues and matrix elements which are given by static SCF molecular many electron calculations.

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To evaluate single and double K-shell inclusive charge transfer probabilities in ion-atom collisions we solve the time-dependent Dirac equation. By expanding the timedependent wavefunction in a set of molecular basis states the time-dependent equation reduces to a set of coupled-channel equations. The energy eigenvalues and matrix elements are taken from self-consistent relativistic molecular many-electron Dirac-Fock-Slater calculations. We present many-electron inclusive probabilities for different final configurations as a function of impact parameter for single and double K-shell vacancy production in collisions of bare S on Ar.

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Recently Itatani et al. [Nature 432, 876 (2004)] introduced the new concept of molecular orbital tomography, where high harmonic generation (HHG) is used to image electronic wave functions. We describe an alternative reconstruction form, using momentum instead of dipole matrix elements for the electron recombination step in HHG. We show that using this velocity-form reconstruction, one obtains better results than using the original length-form reconstruction. We provide numerical evidence for our claim that one has to resort to extremely short pulses to perform the reconstruction for an orbital with arbitrary symmetry. The numerical evidence is based on the exact solution of the time-dependent Schrödinger equation for 2D model systems to simulate the experiment. Furthermore we show that in the case of cylindrically symmetric orbitals, such as the N2 orbital that was reconstructed in the original work, one can obtain the full 3D wave function and not only a 2D projection of it. Vor kurzem führten Itatani et al. [Nature 432, 876 (2004)] das Konzept der Molelkülorbital-Tomographie ein. Hierbei wird die Erzeugung hoher Harmonischer verwendet, um Bilder von elektronischen Wellenfunktionen zu gewinnen. Wir beschreiben eine alternative Form der Rekonstruktion, die auf Impuls- statt Dipol-Matrixelementen für den Rekombinationsschritt bei der Erzeugung der Harmonischen basiert. Wir zeigen, dass diese "Geschwindigkeitsform" der Rekonstruktion bessere Ergebnisse als die ursprüngliche "Längenform" liefert. Wir zeigen numerische Beweise für unsere Behauptung, dass man zu extrem kurzen Laserpulsen gehen muss, um Orbitale mit beliebiger Symmetrie zu rekonstruieren. Diese Ergebnisse basieren auf der exakten Lösung der zeitabhängigen Schrödingergleichung für 2D-Modellsysteme. Wir zeigen ferner, dass für zylindersymmetrische Orbitale wie das N2-Orbital, welches in der oben zitierten Arbeit rekonstruiert wurde, das volle 3D-Orbital rekonstruiert werden kann, nicht nur seine 2D-Projektion.

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The time dependent Dirac equation which describes a heavy ion-atom collision system is solved via a set of coupled channel equations with energy eigenvalues and matrix elements which are given by a selfconsistent field many electron calculation. After a brief discussion of the theoretical approximations and the connection of the many particle with the one particle interpretation we discuss first results for the systems F{^8+} - Ne and F{^6+} - Ne. The resulting P(b) curves for the creation of a Ne K-hole are in good agreement with the experimental results.

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Femtosecond pump/probe multiphoton ionization experiments on Na_2 molecules are performed. The dependence of the total Na^+_2 ion signal on the delay time and the intensity of the femtosecond laser pulses is studied in detail. It is observed that molecular vibrational wavepacket motion in different electronic states dominates the time dependence of the ion signal. For higher laser intensities the relative contributions from the A ^1 \summe^+_u and the 2 ^1 \produkt__g states change dramatically, indicating the increasing importance of a two-electron versus a one-electron process. For even stronger fields (10 ^12 W/ cm²) a vibrational wavepacket in the electronic ground state X ^1 \summe^+_g is formed and its dynamics is also observed in the transient Na^+_2 signal. Time-dependent quantum calculations are presented. The theoretical results agree well with the experiment.

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The motion of a vibrational wave packet in the bound A(^1 \summe^+_u) electronic state of the sodium dimer is detected in a femtosecond pump/probe molecular beam experiment. For short times harmonic motion is seen in the total ion yield of Na^+_2 as a function of delay time between the two laser pulses. The spreading of the wave packet results in the loss of the periodic variation of the ion signal. For longer delay times (47 ps) the wave packet regains its initial form which is reflected in the revival structure of the Na^+_2 signal. Time-dependent quantum calculations reproduce the measured effects.

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The present thesis is a contribution to the study of laser-solid interaction. Despite the numerous applications resulting from the recent use of laser technology, there is still a lack of satisfactory answers to theoretical questions regarding the mechanism leading to the structural changes induced by femtosecond lasers in materials. We provide here theoretical approaches for the description of the structural response of different solids (cerium, samarium sulfide, bismuth and germanium) to femtosecond laser excitation. Particular interest is given to the description of the effects of the laser pulse on the electronic systems and changes of the potential energy surface for the ions. Although the general approach of laser-excited solids remains the same, the potential energy surface which drives the structural changes is calculated with different theoretical models for each material. This is due to the difference of the electronic properties of the studied systems. We use the Falicov model combined with an hydrodynamic method to study photoinduced phase changes in cerium. The local density approximation (LDA) together with the Hubbard-type Hamiltonian (LDA+U) in the framework of density functional theory (DFT) is used to describe the structural properties of samarium sulfide. We parametrize the time-dependent potential energy surface (calculated using DFT+ LDA) of bismuth on which we perform quantum dynamical simulations to study the experimentally observed amplitude collapse and revival of coherent $A_{1g}$ phonons. On the basis of a time-dependent potential energy surface calculated from a non-orthogonal tight binding Hamiltonian, we perform molecular dynamics simulation to analyze the time evolution (coherent phonons, ultrafast nonthermal melting) of germanium under laser excitation. The thermodynamic equilibrium properties of germanium are also reported. With the obtained results we are able to give many clarifications and interpretations of experimental results and also make predictions.

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Temporal changes in odor concentration are vitally important to many animals orienting and navigating in their environment. How are such temporal changes detected? Within the scope of the present work an accurate stimulation and analysis system was developed to examine the dynamics of physiological properties of Drosophila melanogaster olfactory receptor organs. Subsequently a new method for delivering odor stimuli was tested and used to present the first dynamic characterization of olfactory receptors at the level of single neurons. Initially, recordings of the whole antenna were conducted while stimulating with different odors. The odor delivery system allowed the dynamic characterization of the whole fly antenna, including its sensilla and receptor neurons. Based on the obtained electroantennogram data a new odor delivery method called digital sequence method was developed. In addition the degree of accuracy was enhanced, initially using electroantennograms, and later recordings of odorant receptor cells at the single sensilla level. This work shows for the first time that different odors evoked different responses within one neuron depending on the chemical structure of the odor. The present work offers new insights into the dynamic properties of olfactory transduction in Drosophila melanogaster and describes time dependent parameters underlying these properties.