New approximation to the third-order density : application to the calculation of correlated multicenter indices

In this work we present the formulas for the calculation of exact three-center electron sharing indices (3c-ESI) and introduce two new approximate expressions for correlated wave functions. The 3c-ESI uses the third-order density, the diagonal of the third-order reduced density matrix, but the approximations suggested in this work only involve natural orbitals and occupancies. In addition, the first calculations of 3c-ESI using Valdemoro's, Nakatsuji's and Mazziotti's approximation for the third-order reduced density matrix are also presented for comparison. Our results on a test set of molecules, including 32 3c-ESI values, prove that the new approximation based on the cubic root of natural occupancies performs the best, yielding absolute errors below 0.07 and an average absolute error of 0.015. Furthemore, this approximation seems to be rather insensitive to the amount of electron correlation present in the system. This newly developed methodology provides a computational inexpensive method to calculate 3c-ESI from correlated wave functions and opens new avenues to approximate high-order reduced density matrices in other contexts, such as the contracted Schrödinger equation and the anti-Hermitian contracted Schrödinger equation

The Performance of European Small Cap Equity Funds

The thesis examines the risk-adjusted performance of European small cap equity funds between 2008 and 2013. The performance is measured using several measures including Sharpe ratio, Treynor ratio, Modigliani measure, Jensen alpha, 3-factor alpha and 4-factor alpha. The thesis also addresses the issue of persistence in mutual fund performance. Thirdly, the relationship between the activity of fund managers and fund performance is investigated. The managerial activity is measured using tracking error and R-squared obtained from a 4-factor asset pricing model. The issues are investigated using Spearman rank correlation test, cross-sectional regression analysis and ranked portfolio tests. Monthly return data was provided by Morningstar and consists of 88 mutual funds. Results show that small cap funds earn back a significant amount of their expenses, but on average loose to their benchmark index. The evidence of performance persistence over 12-month time period is weak. Managerial activity is shown to positively contribute to fund performance

Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form

Conditional heteroskedasticity is an important feature of many macroeconomic and financial time series. Standard residual-based bootstrap procedures for dynamic regression models treat the regression error as i.i.d. These procedures are invalid in the presence of conditional heteroskedasticity. We establish the asymptotic validity of three easy-to-implement alternative bootstrap proposals for stationary autoregressive processes with m.d.s. errors subject to possible conditional heteroskedasticity of unknown form. These proposals are the fixed-design wild bootstrap, the recursive-design wild bootstrap and the pairwise bootstrap. In a simulation study all three procedures tend to be more accurate in small samples than the conventional large-sample approximation based on robust standard errors. In contrast, standard residual-based bootstrap methods for models with i.i.d. errors may be very inaccurate if the i.i.d. assumption is violated. We conclude that in many empirical applications the proposed robust bootstrap procedures should routinely replace conventional bootstrap procedures for autoregressions based on the i.i.d. error assumption.

Optimisation et approximation adiabatique

L'approximation adiabatique en mécanique quantique stipule que si un système quantique évolue assez lentement, alors il demeurera dans le même état propre. Récemment, une faille dans l'application de l'approximation adiabatique a été découverte. Les limites du théorème seront expliquées lors de sa dérivation. Ce mémoire à pour but d'optimiser la probabilité de se maintenir dans le même état propre connaissant le système initial, final et le temps d'évolution total. Cette contrainte sur le temps empêche le système d'être assez lent pour être adiabatique. Pour solutionner ce problème, une méthode variationnelle est utilisée. Cette méthode suppose connaître l'évolution optimale et y ajoute une petite variation. Par après, nous insérons cette variation dans l'équation de la probabilité d'être adiabatique et développons en série. Puisque la série est développée autour d'un optimum, le terme d'ordre un doit nécessairement être nul. Ceci devrait nous donner un critère sur l'évolution la plus adiabatique possible et permettre de la déterminer. Les systèmes quantiques dépendants du temps sont très complexes. Ainsi, nous commencerons par les systèmes ayant des énergies propres indépendantes du temps. Puis, les systèmes sans contrainte et avec des fonctions d'onde initiale et finale libres seront étudiés.

Error estimates for approximate approximations on compact intervals

The aim of this paper is the investigation of the error which results from the method of approximate approximations applied to functions defined on compact in- tervals, only. This method, which is based on an approximate partition of unity, was introduced by V. Mazya in 1991 and has mainly been used for functions defied on the whole space up to now. For the treatment of differential equations and boundary integral equations, however, an efficient approximation procedure on compact intervals is needed. In the present paper we apply the method of approximate approximations to functions which are defined on compact intervals. In contrast to the whole space case here a truncation error has to be controlled in addition. For the resulting total error pointwise estimates and L1-estimates are given, where all the constants are determined explicitly.

An approximation method using approximate approximations

The aim of this paper is to extend the method of approximate approximations to boundary value problems. This method was introduced by V. Maz'ya in 1991 and has been used until now for the approximation of smooth functions defined on the whole space and for the approximation of volume potentials. In the present paper we develop an approximation procedure for the solution of the interior Dirichlet problem for the Laplace equation in two dimensions using approximate approximations. The procedure is based on potential theoretical considerations in connection with a boundary integral equations method and consists of three approximation steps as follows. In a first step the unknown source density in the potential representation of the solution is replaced by approximate approximations. In a second step the decay behavior of the generating functions is used to gain a suitable approximation for the potential kernel, and in a third step Nyström's method leads to a linear algebraic system for the approximate source density. For every step a convergence analysis is established and corresponding error estimates are given.

Relativistische vier und zwei Spinor Finite Elemente Berechnungen zweiatomiger Moleküle

Der Vielelektronen Aspekt wird in einteilchenartigen Formulierungen berücksichtigt, entweder in Hartree-Fock Näherung oder unter dem Einschluß der Elektron-Elektron Korrelationen durch die Dichtefunktional Theorie. Da die Physik elektronischer Systeme (Atome, Moleküle, Cluster, Kondensierte Materie, Plasmen) relativistisch ist, habe ich von Anfang an die relativistische 4 Spinor Dirac Theorie eingesetzt, in jüngster Zeit aber, und das wird der hauptfortschritt in den relativistischen Beschreibung durch meine Promotionsarbeit werden, eine ebenfalls voll relativistische, auf dem sogenannten Minimax Prinzip beruhende 2-Spinor Theorie umgesetzt. Im folgenden ist eine kurze Beschreibung meiner Dissertation: Ein wesentlicher Effizienzgewinn in der relativistischen 4-Spinor Dirac Rechnungen konnte durch neuartige singuläre Koordinatentransformationen erreicht werden, so daß sich auch noch für das superschwere Th2 179+ hächste Lösungsgenauigkeiten mit moderatem Computer Aufwand ergaben, und zu zwei weiteren interessanten Veröffentlichungen führten (Publikationsliste). Trotz der damit bereits ermöglichten sehr viel effizienteren relativistischen Berechnung von Molekülen und Clustern blieben diese Rechnungen Größenordnungen aufwendiger als entsprechende nicht-relativistische. Diese behandeln das tatsächliche (relativitische) Verhalten elektronischer Systeme nur näherungsweise richtig, um so besser jedoch, je leichter die beteiligten Atome sind (kleine Kernladungszahl Z). Deshalb habe ich nach einem neuen Formalismus gesucht, der dem möglichst gut Rechnung trägt und trotzdem die Physik richtig relativistisch beschreibt. Dies gelingt durch ein 2-Spinor basierendes Minimax Prinzip: Systeme mit leichten Atomen sind voll relativistisch nunmehr nahezu ähnlich effizient beschrieben wie nicht-relativistisch, was natürlich große Hoffnungen für genaue (d.h. relativistische) Berechnungen weckt. Es ergab sich eine erste grundlegende Veröffentlichung (Publikationsliste). Die Genauigkeit in stark relativistischen Systemen wie Th2 179+ ist ähnlich oder leicht besser als in 4-Spinor Dirac-Formulierung. Die Vorteile der neuen Formulierung gehen aber entscheidend weiter: A. Die neue Minimax Formulierung der Dirac-Gl. ist frei von spuriosen Zuständen und hat keine positronischen Kontaminationen. B. Der Aufwand ist weit reduziert, da nur ein 1/3 der Matrix Elemente gegenüber 4-Spinor noch zu berechnen ist, und alle Matrixdimensionen Faktor 2 kleiner sind. C. Numerisch verhält sich die neue Formulierung ähnlilch gut wie die nichtrelativistische Schrödinger Gleichung (Obwohl es eine exakte Formulierung und keine Näherung der Dirac-Gl. ist), und hat damit bessere Konvergenzeigenschaften als 4-Spinor. Insbesondere die Fehlerwichtung (singulärer und glatter Anteil) ist in 2-Spinor anders, und diese zeigt die guten Extrapolationseigenschaften wie bei der nichtrelativistischen Schrödinger Gleichung. Die Ausweitung des Anwendungsbereichs von (relativistischen) 2-Spinor ist bereits in FEM Dirac-Fock-Slater, mit zwei Beispielen CO und N2, erfolgreich gemacht. Weitere Erweiterungen sind nahezu möglich. Siehe Minmax LCAO Nährung.

Unrestricted hartree-fock calculation of the ionization potential of small Hg_n clusters

The ionization potential of small Hg_n clusters has been calculated. For the first time good agreement with experimental results has been obtained. It is shown that interatomic Coulomb interactions are important. The energy of Hg_n^+ is calculated using the unrestricted inhomogeneous Hartree-Fock approximation. As a consequence of a change in the charge distribution in Hg_n^+ , we obtain an abrupt change in the slope of the ionization potential at the critical cluster size n_cr ~ 14. The presented results are expected to be valid for covalent clusters in between ionized van der Waals clusters and metallic clusters.

Theory for the optical properties of small Hg_n clusters

The static and dynamical polarizabilities of the Hg-dimer are calculated by using a Hubbard Hamiltonian to describe the electronic structure. The Hamiltonian is diagonalized exactly within a subspace of second-quantized electronic states from which only multiply ionized atomic configurations have been excluded. With this approximation we can describe the most important electronic transitions including the effect of charge fluctuations. We analyze the polarizability as a function of the intraatomic Coulomb interaction which represents the repulsion between electrons. We obtain that this interaction results in strong electronic correlations in the excited states and increases the first excitation energy of the dimer by 0.8 eV in comparison to a calculation which neglects correlations, resulting in a better agreement with the experiment.

Approximate solutions and error estimates for a Stokes boundary value problem

The aim of this paper is the numerical treatment of a boundary value problem for the system of Stokes' equations. For this we extend the method of approximate approximations to boundary value problems. This method was introduced by V. Maz'ya in 1991 and has been used until now for the approximation of smooth functions defined on the whole space and for the approximation of volume potentials. In the present paper we develop an approximation procedure for the solution of the interior Dirichlet problem for the system of Stokes' equations in two dimensions. The procedure is based on potential theoretical considerations in connection with a boundary integral equations method and consists of three approximation steps as follows. In a first step the unknown source density in the potential representation of the solution is replaced by approximate approximations. In a second step the decay behavior of the generating functions is used to gain a suitable approximation for the potential kernel, and in a third step Nyström's method leads to a linear algebraic system for the approximate source density. For every step a convergence analysis is established and corresponding error estimates are given.

Time Discretization of the SST-generalized Navier-Stokes Equations: Positive and Negative Results

In the theory of the Navier-Stokes equations, the proofs of some basic known results, like for example the uniqueness of solutions to the stationary Navier-Stokes equations under smallness assumptions on the data or the stability of certain time discretization schemes, actually only use a small range of properties and are therefore valid in a more general context. This observation leads us to introduce the concept of SST spaces, a generalization of the functional setting for the Navier-Stokes equations. It allows us to prove (by means of counterexamples) that several uniqueness and stability conjectures that are still open in the case of the Navier-Stokes equations have a negative answer in the larger class of SST spaces, thereby showing that proof strategies used for a number of classical results are not sufficient to affirmatively answer these open questions. More precisely, in the larger class of SST spaces, non-uniqueness phenomena can be observed for the implicit Euler scheme, for two nonlinear versions of the Crank-Nicolson scheme, for the fractional step theta scheme, and for the SST-generalized stationary Navier-Stokes equations. As far as stability is concerned, a linear version of the Euler scheme, a nonlinear version of the Crank-Nicolson scheme, and the fractional step theta scheme turn out to be non-stable in the class of SST spaces. The positive results established in this thesis include the generalization of classical uniqueness and stability results to SST spaces, the uniqueness of solutions (under smallness assumptions) to two nonlinear versions of the Euler scheme, two nonlinear versions of the Crank-Nicolson scheme, and the fractional step theta scheme for general SST spaces, the second order convergence of a version of the Crank-Nicolson scheme, and a new proof of the first order convergence of the implicit Euler scheme for the Navier-Stokes equations. For each convergence result, we provide conditions on the data that guarantee the existence of nonstationary solutions satisfying the regularity assumptions needed for the corresponding convergence theorem. In the case of the Crank-Nicolson scheme, this involves a compatibility condition at the corner of the space-time cylinder, which can be satisfied via a suitable prescription of the initial acceleration.

Certified Rapid Solution of Parametrized Linear Elliptic Equations: Application to Parameter Estimation

We present a technique for the rapid and reliable evaluation of linear-functional output of elliptic partial differential equations with affine parameter dependence. The essential components are (i) rapidly uniformly convergent reduced-basis approximations — Galerkin projection onto a space WN spanned by solutions of the governing partial differential equation at N (optimally) selected points in parameter space; (ii) a posteriori error estimation — relaxations of the residual equation that provide inexpensive yet sharp and rigorous bounds for the error in the outputs; and (iii) offline/online computational procedures — stratagems that exploit affine parameter dependence to de-couple the generation and projection stages of the approximation process. The operation count for the online stage — in which, given a new parameter value, we calculate the output and associated error bound — depends only on N (typically small) and the parametric complexity of the problem. The method is thus ideally suited to the many-query and real-time contexts. In this paper, based on the technique we develop a robust inverse computational method for very fast solution of inverse problems characterized by parametrized partial differential equations. The essential ideas are in three-fold: first, we apply the technique to the forward problem for the rapid certified evaluation of PDE input-output relations and associated rigorous error bounds; second, we incorporate the reduced-basis approximation and error bounds into the inverse problem formulation; and third, rather than regularize the goodness-of-fit objective, we may instead identify all (or almost all, in the probabilistic sense) system configurations consistent with the available experimental data — well-posedness is reflected in a bounded "possibility region" that furthermore shrinks as the experimental error is decreased.

Basis set superposition error-counterpoise corrected potential energy surfaces : application to hydrogen peroxide ... X (X=F-, Cl-, Br-, Li+, Na+) complexes

Møller-Plesset (MP2) and Becke-3-Lee-Yang-Parr (B3LYP) calculations have been used to compare the geometrical parameters, hydrogen-bonding properties, vibrational frequencies and relative energies for several X- and X+ hydrogen peroxide complexes. The geometries and interaction energies were corrected for the basis set superposition error (BSSE) in all the complexes (1-5), using the full counterpoise method, yielding small BSSE values for the 6-311 + G(3df,2p) basis set used. The interaction energies calculated ranged from medium to strong hydrogen-bonding systems (1-3) and strong electrostatic interactions (4 and 5). The molecular interactions have been characterized using the atoms in molecules theory (AIM), and by the analysis of the vibrational frequencies. The minima on the BSSE-counterpoise corrected potential-energy surface (PES) have been determined as described by S. Simón, M. Duran, and J. J. Dannenberg, and the results were compared with the uncorrected PES

Nuclear relaxation contribution to static and dynamic (infinite frequency approximation) nonlinear optical properties by means of electrical property expansions: Application to HF, CH4, CF4, and SF6

Electrical property derivative expressions are presented for the nuclear relaxation contribution to static and dynamic (infinite frequency approximation) nonlinear optical properties. For CF4 and SF6, as opposed to HF and CH4, a term that is quadratic in the vibrational anharmonicity (and not previously evaluated for any molecule) makes an important contribution to the static second vibrational hyperpolarizability of CF4 and SF6. A comparison between calculated and experimental values for the difference between the (anisotropic) Kerr effect and electric field induced second-harmonic generation shows that, at the Hartree-Fock level, the nuclear relaxation/infinite frequency approximation gives the correct trend (in the series CH4, CF4, SF6) but is of the order of 50% too small

C-H···O H-bonded complexes: how does basis set superposition error change their potential-energy surfaces?

Geometries, vibrational frequencies, and interaction energies of the CNH⋯O3 and HCCH⋯O3 complexes are calculated in a counterpoise-corrected (CP-corrected) potential-energy surface (PES) that corrects for the basis set superposition error (BSSE). Ab initio calculations are performed at the Hartree-Fock (HF) and second-order Møller-Plesset (MP2) levels, using the 6-31G(d,p) and D95++(d,p) basis sets. Interaction energies are presented including corrections for zero-point vibrational energy (ZPVE) and thermal correction to enthalpy at 298 K. The CP-corrected and conventional PES are compared; the unconnected PES obtained using the larger basis set including diffuse functions exhibits a double well shape, whereas use of the 6-31G(d,p) basis set leads to a flat single-well profile. The CP-corrected PES has always a multiple-well shape. In particular, it is shown that the CP-corrected PES using the smaller basis set is qualitatively analogous to that obtained with the larger basis sets, so the CP method becomes useful to correctly describe large systems, where the use of small basis sets may be necessary