Phenomenological models of holographic superconductors and hall currents

We study general models of holographic superconductivity parametrized by four arbitrary functions of a neutral scalar field of the bulk theory. The models can accommodate several features of real superconductors, like arbitrary critical temperatures and critical exponents in a certain range, and perhaps impurities or boundary or thickness effects. We find analytical expressions for the critical exponents of the general model and show that they satisfy the Rushbrooke identity. An important subclass of models exhibit second order phase transitions. A study of the specific heat shows that general models can also describe holographic superconductors undergoing first, second and third (or higher) order phase transitions. We discuss how small deformations of the HHH model can lead to the appearance of resonance peaks in the conductivity, which increase in number and become narrower as the temperature is gradually decreased, without the need for tuning mass of the scalar to be close to the Breitenlohner-Freedman bound. Finally, we investigate the inclusion of a generalized ¿theta term¿ producing Hall effect without magnetic field.

Quantum chaos in SU(3) models with trapped ions

A scheme to generate long-range spin-spin interactions between three-level ions in a chain is presented, providing a feasible experimental route to the rich physics of well-known SU(3) models. In particular, we demonstrate different signatures of quantum chaos which can be controlled and observed in experiments with trapped ions.

Business Ecosystem Change in Financial Services – Case Study

The thesis explores how the business ecosystem of financial services has changed and what its drivers of change are. Existing literature in the field of financial industry is concerned with financial innovations and their features, determinants and factors, but also with how to organize innovation activities such as open innovation principles. Thus, there is a clear need for understanding changes in financial service ecosystem. First, the comprehensive theory framework is conducted in order to serve the reader’s necessary understanding of basic theoretical concepts that are related to ecosystem changes. Second, the research is carried out by using qualitative research methods; the data is collected by interviewing 11 experts from the field of financial services in Finland. According to the results of this thesis, the most significant changes in the financial service ecosystem are the new market players. They have increased competition, created new courses of action, set new requirements for financial services, and first and foremost, they have shifted customers into the heart of the whole ecosystem. These new market players have a willingness to cooperate with external partners, which means a shift towards the world of open innovation. In addition, the economic environment has changed which has resulted in tighter regulation for incumbents making them even unyielding. Technology change, together with digitalization, has lead new financial innovations and new digital service channels, which have challenged the traditional business models in the financial industry. They have improved transparency, openness and efficiency, but also lead to the fragmentation of financial services. Thus, customers search for financial services from different sources and different service providers, and finally combine them into a coherent whole, which meets their own needs. The change of customers’ behavior and social environment has enabled and boosted these changes in the financial ecosystem. All in all, the change of the financial ecosystem is not a result of one or a few change forces, but instead it is a combination of many different factors.

Drama in education : deconstructing the role of movement in text

The purpose of this study was to conduct a comparative textual analysis on the role of movement in 3 texts in Drama in Education in Canada. As the subject is holistic and encourages creative, active participation, movement was expected to appear, even inadvertently, in both theory and practice. It was hoped that guidelines for the use of movement within Drama in Education would emerge from the texts and that these guidelines would serve as models for others to use. A total of 26 Drama in Education experts in Canada were each asked to list the 10 most important texts in the field. Those who answered were assigned numbers and charted according to age, gender, and geography. An objective colleague helped narrow the group to 16 participants. A frequency count was used, assigning 10 points to the first text on each list, and descending to 1 point for the tenth text listed. Based on the highest number of points calculated, the 5 most frequently used texts were identified. These were compared to ascertain the widest representation ofthe authors' geographic location and gender, as well as differences in theory and practice. The final selection included 3 texts that represented differing approaches in their presentation and discussion of Drama in Education theories and practices. Analysis involved applying 5 levels of commitment to determine if,how, why, when, and with what results movement was explicitly or implicitly addressed in the 3 texts. Analysis resulted in several unexpected surprises around each of the 3 texts. The study also provided suggestions for extending and clarifying the role of movement in teaching and learning in general, as well as for Drama in Education in particular.

La structure de Jordan des matrices de transfert des modèles de boucles et la relation avec les hamiltoniens XXZ

Les modèles sur réseau comme ceux de la percolation, d’Ising et de Potts servent à décrire les transitions de phase en deux dimensions. La recherche de leur solution analytique passe par le calcul de la fonction de partition et la diagonalisation de matrices de transfert. Au point critique, ces modèles statistiques bidimensionnels sont invariants sous les transformations conformes et la construction de théories des champs conformes rationnelles, limites continues des modèles statistiques, permet un calcul de la fonction de partition au point critique. Plusieurs chercheurs pensent cependant que le paradigme des théories des champs conformes rationnelles peut être élargi pour inclure les modèles statistiques avec des matrices de transfert non diagonalisables. Ces modèles seraient alors décrits, dans la limite d’échelle, par des théories des champs logarithmiques et les représentations de l’algèbre de Virasoro intervenant dans la description des observables physiques seraient indécomposables. La matrice de transfert de boucles D_N(λ, u), un élément de l’algèbre de Temperley- Lieb, se manifeste dans les théories physiques à l’aide des représentations de connectivités ρ (link modules). L’espace vectoriel sur lequel agit cette représentation se décompose en secteurs étiquetés par un paramètre physique, le nombre d de défauts. L’action de cette représentation ne peut que diminuer ce nombre ou le laisser constant. La thèse est consacrée à l’identification de la structure de Jordan de D_N(λ, u) dans ces représentations. Le paramètre β = 2 cos λ = −(q + 1/q) fixe la théorie : β = 1 pour la percolation et √2 pour le modèle d’Ising, par exemple. Sur la géométrie du ruban, nous montrons que D_N(λ, u) possède les mêmes blocs de Jordan que F_N, son plus haut coefficient de Fourier. Nous étudions la non diagonalisabilité de F_N à l’aide des divergences de certaines composantes de ses vecteurs propres, qui apparaissent aux valeurs critiques de λ. Nous prouvons dans ρ(D_N(λ, u)) l’existence de cellules de Jordan intersectorielles, de rang 2 et couplant des secteurs d, d′ lorsque certaines contraintes sur λ, d, d′ et N sont satisfaites. Pour le modèle de polymères denses critique (β = 0) sur le ruban, les valeurs propres de ρ(D_N(λ, u)) étaient connues, mais les dégénérescences conjecturées. En construisant un isomorphisme entre les modules de connectivités et un sous-espace des modules de spins du modèle XXZ en q = i, nous prouvons cette conjecture. Nous montrons aussi que la restriction de l’hamiltonien de boucles à un secteur donné est diagonalisable et trouvons la forme de Jordan exacte de l’hamiltonien XX, non triviale pour N pair seulement. Enfin nous étudions la structure de Jordan de la matrice de transfert T_N(λ, ν) pour des conditions aux frontières périodiques. La matrice T_N(λ, ν) a des blocs de Jordan intrasectoriels et intersectoriels lorsque λ = πa/b, et a, b ∈ Z×. L’approche par F_N admet une généralisation qui permet de diagnostiquer des cellules intersectorielles dont le rang excède 2 dans certains cas et peut croître indéfiniment avec N. Pour les blocs de Jordan intrasectoriels, nous montrons que les représentations de connectivités sur le cylindre et celles du modèle XXZ sont isomorphes sauf pour certaines valeurs précises de q et du paramètre de torsion v. En utilisant le comportement de la transformation i_N^d dans un voisinage des valeurs critiques (q_c, v_c), nous construisons explicitement des vecteurs généralisés de Jordan de rang 2 et discutons l’existence de blocs de Jordan intrasectoriels de plus haut rang.

Exposants géométriques des modèles de boucles dilués et idempotents des TL-modules de la chaîne de spins XXZ

Cette thèse porte sur les phénomènes critiques survenant dans les modèles bidimensionnels sur réseau. Les résultats sont l'objet de deux articles : le premier porte sur la mesure d'exposants critiques décrivant des objets géométriques du réseau et, le second, sur la construction d'idempotents projetant sur des modules indécomposables de l'algèbre de Temperley-Lieb pour la chaîne de spins XXZ. Le premier article présente des expériences numériques Monte Carlo effectuées pour une famille de modèles de boucles en phase diluée. Baptisés "dilute loop models (DLM)", ceux-ci sont inspirés du modèle O(n) introduit par Nienhuis (1990). La famille est étiquetée par les entiers relativement premiers p et p' ainsi que par un paramètre d'anisotropie. Dans la limite thermodynamique, il est pressenti que le modèle DLM(p,p') soit décrit par une théorie logarithmique des champs conformes de charge centrale c(\kappa)=13-6(\kappa+1/\kappa), où \kappa=p/p' est lié à la fugacité du gaz de boucles \beta=-2\cos\pi/\kappa, pour toute valeur du paramètre d'anisotropie. Les mesures portent sur les exposants critiques représentant la loi d'échelle des objets géométriques suivants : l'interface, le périmètre externe et les liens rouges. L'algorithme Metropolis-Hastings employé, pour lequel nous avons introduit de nombreuses améliorations spécifiques aux modèles dilués, est détaillé. Un traitement statistique rigoureux des données permet des extrapolations coïncidant avec les prédictions théoriques à trois ou quatre chiffres significatifs, malgré des courbes d'extrapolation aux pentes abruptes. Le deuxième article porte sur la décomposition de l'espace de Hilbert \otimes^nC^2 sur lequel la chaîne XXZ de n spins 1/2 agit. La version étudiée ici (Pasquier et Saleur (1990)) est décrite par un hamiltonien H_{XXZ}(q) dépendant d'un paramètre q\in C^\times et s'exprimant comme une somme d'éléments de l'algèbre de Temperley-Lieb TL_n(q). Comme pour les modèles dilués, le spectre de la limite continue de H_{XXZ}(q) semble relié aux théories des champs conformes, le paramètre q déterminant la charge centrale. Les idempotents primitifs de End_{TL_n}\otimes^nC^2 sont obtenus, pour tout q, en termes d'éléments de l'algèbre quantique U_qsl_2 (ou d'une extension) par la dualité de Schur-Weyl quantique. Ces idempotents permettent de construire explicitement les TL_n-modules indécomposables de \otimes^nC^2. Ceux-ci sont tous irréductibles, sauf si q est une racine de l'unité. Cette exception est traitée séparément du cas où q est générique. Les problèmes résolus par ces articles nécessitent une grande variété de résultats et d'outils. Pour cette raison, la thèse comporte plusieurs chapitres préparatoires. Sa structure est la suivante. Le premier chapitre introduit certains concepts communs aux deux articles, notamment une description des phénomènes critiques et de la théorie des champs conformes. Le deuxième chapitre aborde brièvement la question des champs logarithmiques, l'évolution de Schramm-Loewner ainsi que l'algorithme de Metropolis-Hastings. Ces sujets sont nécessaires à la lecture de l'article "Geometric Exponents of Dilute Loop Models" au chapitre 3. Le quatrième chapitre présente les outils algébriques utilisés dans le deuxième article, "The idempotents of the TL_n-module \otimes^nC^2 in terms of elements of U_qsl_2", constituant le chapitre 5. La thèse conclut par un résumé des résultats importants et la proposition d'avenues de recherche qui en découlent.

On the design of customized risk measures in insurance, the problem of capital allocation and the theory of fluctuations for Lévy processes

Dans cette thèse, nous étudions quelques problèmes fondamentaux en mathématiques financières et actuarielles, ainsi que leurs applications. Cette thèse est constituée de trois contributions portant principalement sur la théorie de la mesure de risques, le problème de l’allocation du capital et la théorie des fluctuations. Dans le chapitre 2, nous construisons de nouvelles mesures de risque cohérentes et étudions l’allocation de capital dans le cadre de la théorie des risques collectifs. Pour ce faire, nous introduisons la famille des "mesures de risque entropique cumulatifs" (Cumulative Entropic Risk Measures). Le chapitre 3 étudie le problème du portefeuille optimal pour le Entropic Value at Risk dans le cas où les rendements sont modélisés par un processus de diffusion à sauts (Jump-Diffusion). Dans le chapitre 4, nous généralisons la notion de "statistiques naturelles de risque" (natural risk statistics) au cadre multivarié. Cette extension non-triviale produit des mesures de risque multivariées construites à partir des données financiéres et de données d’assurance. Le chapitre 5 introduit les concepts de "drawdown" et de la "vitesse d’épuisement" (speed of depletion) dans la théorie de la ruine. Nous étudions ces concepts pour des modeles de risque décrits par une famille de processus de Lévy spectrallement négatifs.

Designing in the real world is complex anyway - so what?

Designing is a heterogeneous, fuzzily defined, floating field of various activities and chunks of ideas and knowledge. Available theories about the foundations of designing as presented in "the basic PARADOX" (Jonas and Meyer-Veden 2004) have evoked the impression of Babylonian confusion. We located the reasons for this "mess" in the "non-fit", which is the problematic relation of theories and subject field. There seems to be a comparable interface problem in theory-building as in designing itself. "Complexity" sounds promising, but turns out to be a problematic and not really helpful concept. I will argue for a more precise application of systemic and evolutionary concepts instead, which - in my view - are able to model the underlying generative structures and processes that produce the visible phenomenon of complexity. It does not make sense to introduce a new fashionable meta-concept and to hope for a panacea before having clarified the more basic and still equally problematic older meta-concepts. This paper will take one step away from "theories of what" towards practice and doing and try to have a closer look at existing process models or "theories of how" to design instead. Doing this from a systemic perspective leads to an evolutionary view of the process, which finally allows to specify more clearly the "knowledge gaps" inherent in the design process. This aspect has to be taken into account as constitutive of any attempt at theory-building in design, which can be characterized as a "practice of not-knowing". I conclude, that comprehensive "unified" theories, or methods, or process models run aground on the identified knowledge gaps, which allow neither reliable models of the present, nor reliable projections into the future. Consolation may be found in performing a shift from the effort of adaptation towards strategies of exaptation, which means the development of stocks of alternatives for coping with unpredictable situations in the future.

Option pricing in market models driven by telegraph processes with jumps

Esta tesis está dividida en dos partes: en la primera parte se presentan y estudian los procesos telegráficos, los procesos de Poisson con compensador telegráfico y los procesos telegráficos con saltos. El estudio presentado en esta primera parte incluye el cálculo de las distribuciones de cada proceso, las medias y varianzas, así como las funciones generadoras de momentos entre otras propiedades. Utilizando estas propiedades en la segunda parte se estudian los modelos de valoración de opciones basados en procesos telegráficos con saltos. En esta parte se da una descripción de cómo calcular las medidas neutrales al riesgo, se encuentra la condición de no arbitraje en este tipo de modelos y por último se calcula el precio de las opciones Europeas de compra y venta.

Inverse problems in dynamic cognitive modeling

Inverse problems for dynamical system models of cognitive processes comprise the determination of synaptic weight matrices or kernel functions for neural networks or neural/dynamic field models, respectively. We introduce dynamic cognitive modeling as a three tier top-down approach where cognitive processes are first described as algorithms that operate on complex symbolic data structures. Second, symbolic expressions and operations are represented by states and transformations in abstract vector spaces. Third, prescribed trajectories through representation space are implemented in neurodynamical systems. We discuss the Amari equation for a neural/dynamic field theory as a special case and show that the kernel construction problem is particularly ill-posed. We suggest a Tikhonov-Hebbian learning method as regularization technique and demonstrate its validity and robustness for basic examples of cognitive computations.

The AeroCom evaluation and intercomparison of organic aerosol in global models

This paper evaluates the current status of global modeling of the organic aerosol (OA) in the troposphere and analyzes the differences between models as well as between models and observations. Thirty-one global chemistry transport models (CTMs) and general circulation models (GCMs) have participated in this intercomparison, in the framework of AeroCom phase II. The simulation of OA varies greatly between models in terms of the magnitude of primary emissions, secondary OA (SOA) formation, the number of OA species used (2 to 62), the complexity of OA parameterizations (gas-particle partitioning, chemical aging, multiphase chemistry, aerosol microphysics), and the OA physical, chemical and optical properties. The diversity of the global OA simulation results has increased since earlier AeroCom experiments, mainly due to the increasing complexity of the SOA parameterization in models, and the implementation of new, highly uncertain, OA sources. Diversity of over one order of magnitude exists in the modeled vertical distribution of OA concentrations that deserves a dedicated future study. Furthermore, although the OA / OC ratio depends on OA sources and atmospheric processing, and is important for model evaluation against OA and OC observations, it is resolved only by a few global models. The median global primary OA (POA) source strength is 56 Tg a−1 (range 34–144 Tg a−1) and the median SOA source strength (natural and anthropogenic) is 19 Tg a−1 (range 13–121 Tg a−1). Among the models that take into account the semi-volatile SOA nature, the median source is calculated to be 51 Tg a−1 (range 16–121 Tg a−1), much larger than the median value of the models that calculate SOA in a more simplistic way (19 Tg a−1; range 13–20 Tg a−1, with one model at 37 Tg a−1). The median atmospheric burden of OA is 1.4 Tg (24 models in the range of 0.6–2.0 Tg and 4 between 2.0 and 3.8 Tg), with a median OA lifetime of 5.4 days (range 3.8–9.6 days). In models that reported both OA and sulfate burdens, the median value of the OA/sulfate burden ratio is calculated to be 0.77; 13 models calculate a ratio lower than 1, and 9 models higher than 1. For 26 models that reported OA deposition fluxes, the median wet removal is 70 Tg a−1 (range 28–209 Tg a−1), which is on average 85% of the total OA deposition. Fine aerosol organic carbon (OC) and OA observations from continuous monitoring networks and individual field campaigns have been used for model evaluation. At urban locations, the model–observation comparison indicates missing knowledge on anthropogenic OA sources, both strength and seasonality. The combined model–measurements analysis suggests the existence of increased OA levels during summer due to biogenic SOA formation over large areas of the USA that can be of the same order of magnitude as the POA, even at urban locations, and contribute to the measured urban seasonal pattern. Global models are able to simulate the high secondary character of OA observed in the atmosphere as a result of SOA formation and POA aging, although the amount of OA present in the atmosphere remains largely underestimated, with a mean normalized bias (MNB) equal to −0.62 (−0.51) based on the comparison against OC (OA) urban data of all models at the surface, −0.15 (+0.51) when compared with remote measurements, and −0.30 for marine locations with OC data. The mean temporal correlations across all stations are low when compared with OC (OA) measurements: 0.47 (0.52) for urban stations, 0.39 (0.37) for remote stations, and 0.25 for marine stations with OC data. The combination of high (negative) MNB and higher correlation at urban stations when compared with the low MNB and lower correlation at remote sites suggests that knowledge about the processes that govern aerosol processing, transport and removal, on top of their sources, is important at the remote stations. There is no clear change in model skill with increasing model complexity with regard to OC or OA mass concentration. However, the complexity is needed in models in order to distinguish between anthropogenic and natural OA as needed for climate mitigation, and to calculate the impact of OA on climate accurately.

An assessment of the impact of local processes on dust lifting in martian climate models

Simulation of the lifting of dust from the planetary surface is of substantially greater importance on Mars than on Earth, due to the fundamental role that atmospheric dust plays in the former’s climate, yet the dust emission parameterisations used to date in martian global climate models (MGCMs) lag, understandably, behind their terrestrial counterparts in terms of sophistication. Recent developments in estimating surface roughness length over all martian terrains and in modelling atmospheric circulations at regional to local scales (less than O(100 km)) presents an opportunity to formulate an improved wind stress lifting parameterisation. We have upgraded the conventional scheme by including the spatially varying roughness length in the lifting parameterisation in a fully consistent manner (thereby correcting a possible underestimation of the true threshold level for wind stress lifting), and used a modification to account for deviations from neutral stability in the surface layer. Following these improvements, it is found that wind speeds at typical MGCM resolution never reach the lifting threshold at most gridpoints: winds fall particularly short in the southern midlatitudes, where mean roughness is large. Sub-grid scale variability, manifested in both the near-surface wind field and the surface roughness, is then considered, and is found to be a crucial means of bridging the gap between model winds and thresholds. Both forms of small-scale variability contribute to the formation of dust emission ‘hotspots’: areas within the model gridbox with particularly favourable conditions for lifting, namely a smooth surface combined with strong near-surface gusts. Such small-scale emission could in fact be particularly influential on Mars, due both to the intense positive radiative feedbacks that can drive storm growth and a strong hysteresis effect on saltation. By modelling this variability, dust lifting is predicted at the locations at which dust storms are frequently observed, including the flushing storm sources of Chryse and Utopia, and southern midlatitude areas from which larger storms tend to initiate, such as Hellas and Solis Planum. The seasonal cycle of emission, which includes a double-peaked structure in northern autumn and winter, also appears realistic. Significant increases to lifting rates are produced for any sensible choices of parameters controlling the sub-grid distributions used, but results are sensitive to the smallest scale of variability considered, which high-resolution modelling suggests should be O(1 km) or less. Use of such models in future will permit the use of a diagnosed (rather than prescribed) variable gustiness intensity, which should further enhance dust lifting in the southern hemisphere in particular.

Atmosphere-ocean coupled processes in the Madden-Julian oscillation

The Madden-Julian oscillation (MJO) is a convectively coupled 30-70 day (intraseasonal) tropical atmospheric mode that drives variations in global weather, but which is poorly simulated in most atmospheric general circulation models. Over the past two decades, field campaigns and modeling experiments have suggested that tropical atmosphere-ocean interactions may sustain or amplify the pattern of enhanced and suppressed atmospheric convection that defines the MJO, and encourage its eastward propagation through the Indian and Pacific Oceans. New observations collected during the past decade have advanced our understand of the ocean response to atmospheric MJO forcing and the resulting intraseasonal sea surface temperature (SST) fluctuations. Numerous modeling studies have revealed a considerable impact of the mean state on MJO ocean-atmosphere coupled processes, as well as the importance of resolving the diurnal cycle of atmosphere--upper-ocean interactions. New diagnostic methods provide insight to atmospheric variability and physical processes associated with the MJO, but offer limited insight on the role of ocean feedbacks. Consequently, uncertainty remains concerning the role of the ocean in MJO theory. Our understanding of how atmosphere-ocean coupled processes affect the MJO can be improved by collecting observations in poorly sampled regions of MJO activity, assessing oceanic and atmospheric drivers of surface fluxes, improving the representation of upper-ocean mixing in coupled-model simulations, designing model experiments that minimize mean-state differences, and developing diagnostic tools to evaluate the nature and role of coupled ocean-atmosphere processes over the MJO cycle.

Contributions to the theory of magnetorotational instability and waves in a rotating plasma

The one-fluid magnetohydrodynamic (MHD) theory of magnetorotational instability (MRI) in an ideal plasma is presented. The theory predicts the possibility of MRI for arbitrary 0, where 0 is the ratio of the plasma pressure to the magnetic field pressure. The kinetic theory of MRI in a collisionless plasma is developed. It is demonstrated that as in the ideal MHD, MRI can occur in such a plasma for arbitrary P. The mechanism of MRI is discussed; it is shown that the instability appears because of a perturbed parallel electric field. The electrodynamic description of MRI is formulated under the assumption that the dispersion relation is expressed in terms of the permittivity tensor; general properties of this tensor are analyzed. It is shown to be separated into the nonrotational and rotational parts. With this in mind, the first step for incorporation of MRI into the general theory of plasma instabilities is taken. The rotation effects on Alfven waves are considered.

SiO(2) in density functional theory and beyond

We present the first-principle electronic structure calculation on an amorphous material including many-body corrections within the GW approximation. We show that the inclusion of the local field effects in the exchange-correlation potential is crucial to quantitatively describe amorphous systems and defect states. We show that the mobility gap of amorphous silica coincides with the band gap of quartz, contrary to the traditional picture and the densityfunctional theory results. (C) 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim