Microscopic origin of exchange bias in core/shell nanoparticles

We report the results of Monte Carlo simulations with the aim to clarify the microscopic origin of exchange bias in the magnetization hysteresis loops of a model of individual core/shell nanoparticles. Increase of the exchange coupling across the core/shell interface leads to an enhancement of exchange bias and to an increasing asymmetry between the two branches of the loops which is due to different reversal mechanisms. A detailed study of the magnetic order of the interfacial spins shows compelling evidence that the existence of a net magnetization due to uncompensated spins at the shell interface is responsible for both phenomena and allows to quantify the loop shifts directly in terms of microscopic parameters with striking agreement with the macroscopic observed values.

Magnetic structure of Li2CuO2: From ab initio calculations to macroscopic simulations

The magnetic structure of the edge-sharing cuprate compound Li2CuO2 has been investigated with highly correlated ab initio electronic structure calculations. The first- and second-neighbor in-chain magnetic interactions are calculated to be 142 and -22 K, respectively. The ratio between the two parameters is smaller than suggested previously in the literature. The interchain interactions are antiferromagnetic in nature and of the order of a few K only. Monte Carlo simulations using the ab initio parameters to define the spin model Hamiltonian result in a Nel temperature in good agreement with experiment. Spin population analysis situates the magnetic moment on the copper and oxygen ions between the completely localized picture derived from experiment and the more delocalized picture based on local-density calculations.

Quantum metric spaces as a model for pregeometry

A new arena for the dynamics of spacetime is proposed, in which the basic quantum variable is the two-point distance on a metric space. The scaling dimension (that is, the Kolmogorov capacity) in the neighborhood of each point then defines in a natural way a local concept of dimension. We study our model in the region of parameter space in which the resulting spacetime is not too different from a smooth manifold.

Glassiness in a model without energy barriers

We propose a microscopic model without energy barriers in order to explain some generic features observed in structural glasses. The statics can be exactly solved while the dynamics has been clarified using Monte Carlo calculations. Although the model has no thermodynamic transition, it captures some of the essential features of real glasses, i.e., extremely slow relaxation, time dependent hysteresis effects, anomalous increase of the relaxation time, and aging. This suggests that the effect of entropy barriers can be an important ingredient to account for the behavior observed in real glasses.

Critical clusters and efficient dynamics for frustrated spin models

A general method to find, in a systematic way, efficient Monte Carlo cluster dynamics among the avast class of dynamics introduced by Kandel et al. [Phys. Rev. Lett. 65, 941 (1990)] is proposed. The method is successfully applied to a class of frustrated two-dimensional Ising systems. In the case of the fully frustrated model, we also find the intriguing result that critical clusters consist of self-avoiding walk at the theta point.

Intramolecular coupling as a mechanism for a liquid-liquid phase transition

We study a model for water with a tunable intramolecular interaction Js, using mean-field theory and off-lattice Monte Carlo simulations. For all Js>~0, the model displays a temperature of maximum density. For a finite intramolecular interaction Js>0, our calculations support the presence of a liquid-liquid phase transition with a possible liquid-liquid critical point for water, likely preempted by inevitable freezing. For J=0, the liquid-liquid critical point disappears at T=0.

Precursor phenomena in frustrated systems

To understand the origin of the dynamical transition, between high-temperature exponential relaxation and low-temperature nonexponential relaxation, that occurs well above the static transition in glassy systems, a frustrated spin model, with and without disorder, is considered. The model has two phase transitions, the lower being a standard spin glass transition (in the presence of disorder) or fully frustrated Ising (in the absence of disorder), and the higher being a Potts transition. Monte Carlo results clarify that in the model with (or without) disorder the precursor phenomena are related to the Griffiths (or Potts) transition. The Griffiths transition is a vanishing transition which occurs above the Potts transition and is present only when disorder is present, while the Potts transition which signals the effect due to frustration is always present. These results suggest that precursor phenomena in frustrated systems are due either to disorder and/or to frustration, giving a consistent interpretation also for the limiting cases of Ising spin glass and of Ising fully frustrated model, where also the Potts transition is vanishing. This interpretation could play a relevant role in glassy systems beyond the spin systems case.

Essays on the treatment of cash flows under stochastic interest rates

Abstract This paper shows how to calculate recursively the moments of the accumulated and discounted value of cash flows when the instantaneous rates of return follow a conditional ARMA process with normally distributed innovations. We investigate various moment based approaches to approximate the distribution of the accumulated value of cash flows and we assess their performance through stochastic Monte-Carlo simulations. We discuss the potential use in insurance and especially in the context of Asset-Liability Management of pension funds.

Mean first-passage times for systems driven by gamma and McFadden dichotomous noise

We consider mean first-passage times (MFPTs) for systems driven by non-Markov gamma and McFadden dichotomous noises. A simplified derivation is given of the underlying integral equations and the theory for ordinary renewal processes is extended to modified and equilibrium renewal processes. The exact results are compared with the MFPT for Markov dichotomous noise and with the results of Monte Carlo simulations.

Damage spreading transition in glasses: A probe for the ruggedness of the configurational landscape

We consider damage spreading transitions in the framework of mode-coupling theory. This theory describes relaxation processes in glasses in the mean-field approximation which are known to be characterized by the presence of an exponentially large number of metastable states. For systems evolving under identical but arbitrarily correlated noises, we demonstrate that there exists a critical temperature T0 which separates two different dynamical regimes depending on whether damage spreads or not in the asymptotic long-time limit. This transition exists for generic noise correlations such that the zero damage solution is stable at high temperatures, being minimal for maximal noise correlations. Although this dynamical transition depends on the type of noise correlations, we show that the asymptotic damage has the good properties of a dynamical order parameter, such as (i) independence of the initial damage; (ii) independence of the class of initial condition; and (iii) stability of the transition in the presence of asymmetric interactions which violate detailed balance. For maximally correlated noises we suggest that damage spreading occurs due to the presence of a divergent number of saddle points (as well as metastable states) in the thermodynamic limit consequence of the ruggedness of the free-energy landscape which characterizes the glassy state. These results are then compared to extensive numerical simulations of a mean-field glass model (the Bernasconi model) with Monte Carlo heat-bath dynamics. The freedom of choosing arbitrary noise correlations for Langevin dynamics makes damage spreading an interesting tool to probe the ruggedness of the configurational landscape.

Vortex state and effect of anisotropy in sub-100 nm magnetic nanodots

Magnetic properties of Fe nanodots are simulated using a scaling technique and Monte Carlo method, in good agreement with experimental results. For the 20-nm-thick dots with diameters larger than 60¿nm, the magnetization reversal via vortex state is observed. The role of magnetic interaction between dots in arrays in the reversal process is studied as a function of nanometric center-to-center distance. When this distance is more than twice the dot diameter, the interaction can be neglected and the magnetic properties of the entire array are determined by the magnetic configuration of the individual dots. The effect of crystalline anisotropy on the vortex state is investigated. For arrays of noninteracting dots, the anisotropy strongly affects the vortex nucleation field and coercivity, and only slightly affects the vortex annihilation field

Effective squark/chargino/neutralino couplings: MadGraph implementation

We have included the effective description of squark interactions with charginos/neutralinos in the MadGraph MSSM model. This effective description includes the effective Yukawa couplings, and another logarithmic term which encodes the supersymmetry-breaking. We have performed an extensive test of our implementation analyzing the results of the partial decay widths of squarks into charginos and neutralinos obtained by using FeynArts/FormCalc programs and the new model file in MadGraph. We present results for the cross-section of top-squark production decaying into charginos and neutralinos.