Modeling non-harmonic behavior of materials from experimental inelastic neutron scattering and thermal expansion measurements

Based on thermodynamic principles, we derive expressions quantifying the non-harmonic vibrational behavior of materials, which are rigorous yet easily evaluated from experimentally available data for the thermal expansion coefficient and the phonon density of states. These experimentally- derived quantities are valuable to benchmark first-principles theoretical predictions of harmonic and non-harmonic thermal behaviors using perturbation theory, ab initio molecular-dynamics, or Monte-Carlo simulations. We illustrate this analysis by computing the harmonic, dilational, and anharmonic contributions to the entropy, internal energy, and free energy of elemental aluminum and the ordered compound FeSi over a wide range of temperature. Results agree well with previous data in the literature and provide an efficient approach to estimate anharmonic effects in materials.

A reactive force field simulation of liquid-liquid phase transitions in phosphorus

A force field model of phosphorus has been developed based on density functional (DF) computations and experimental results, covering low energy forms of local tetrahedral symmetry and more compact (simple cubic) structures that arise with increasing pressure. Rules tailored to DF data for the addition, deletion, and exchange of covalent bonds allow the system to adapt the bonding configuration to the thermodynamic state. Monte Carlo simulations in the N-P-T ensemble show that the molecular (P-4) liquid phase, stable at low pressure P and relatively low temperature T, transforms to a polymeric (gel) state on increasing either P or T. These phase changes are observed in recent experiments at similar thermodynamic conditions, as shown by the close agreement of computed and measured structure factors in the molecular and polymer phases. The polymeric phase obtained by increasing pressure has a dominant simple cubic character, while the polymer obtained by raising T at moderate pressure is tetrahedral. Comparison with DF results suggests that the latter is a semiconductor, while the cubic form is metallic. The simulations show that the T-induced polymerization is due to the entropy of the configuration of covalent bonds, as in the polymerization transition in sulfur. The transition observed with increasing P is the continuation at high T of the black P to arsenic (A17) structure observed in the solid state, and also corresponds to a semiconductor to metal transition. (C) 2004 American Institute of Physics.

Equilibrium polymerization of cyclic carbonate oligomers. III. Chain branching and the gel transition

Ring-opening polymerization of cyclic polycarbonate oligomers, where monofunctional active sites act on difunctional monomers to produce an equilibrium distribution of rings and chains, leads to a "living polymer." Monte Carlo simulations [two-dimensional (2D) and three-dimensional (3D)] of the effects of single [J. Chem. Phys. 115, 3895 (2001)] and multiple active sites [J. Chem. Phys. 116, 7724 (2002)] are extended here to trifunctional active sites that lead to branching. Low concentrations of trifunctional particles c(3) reduce the degree of polymerization significantly in 2D, and higher concentrations (up to 32%) lead to further large changes in the phase diagram. Gel formation is observed at high total density and sizable c(3) as a continuous transition similar to percolation. Polymer and gel are much more stable in 3D than in 2D, and both the total density and the value of c(3) required to produce high molecular weight aggregates are reduced significantly. The degree of polymerization in high-density 3D systems is increased by the addition of trifunctional monomers and reduced slightly at low densities and low c(3). The presence of branching makes equilibrium states more sensitive (in 2D and 3D) to changes in temperature T. The stabilities of polymer and gel are enhanced by increasing T, and-for sufficiently high values of c(3)-there is a reversible polymer-gel transformation at a density-dependent floor temperature. (C) 2002 American Institute of Physics.

Equilibrium polymerization of cyclic carbonate oligomers. II. Role of multiple active sites

Ring opening polymerization of bisphenol A polycarbonate is studied by Monte Carlo simulations of a model comprising a fixed number of Lennard-Jones particles and harmonic bonds [J. Chem. Phys. 115, 3895 (2001)]. Bond interchanges produced by a low concentration (0.10%less than or equal toc(a)less than or equal to0.36%) of chemically active particles lead to equilibrium polymerization. There is a continuous transition in both 2D and 3D from unpolymerized cyclic oligomers at low density to a system of linear chains at high density, and the polymeric phase is much more stable in three dimensions than in two. The steepness of the polymerization transition increases rapidly as c(a) decreases, suggesting that it is discontinuous in the limit c(a)-->0. The transition is entropy driven, since the average potential energy increases systematically upon polymerization, and there is a steady decline in the degree of polymerization as the temperature is lowered. The mass distribution functions for open chains and for rings are unimodal, with exponentially decaying tails that can be fitted by Zimm-Schulz functions and simpler exponential forms. (C) 2002 American Institute of Physics.

Simple models of complex aggregation: Vesicle formation by soft repulsive spheres with dipolelike interactions

Structural and thermodynamic properties of spherical particles carrying classical spins are investigated by Monte Carlo simulations. The potential energy is the sum of short range, purely repulsive pair contributions, and spin-spin interactions. These last are of the dipole-dipole form, with however, a crucial change of sign. At low density and high temperature the system is a homogeneous fluid of weakly interacting particles and short range spin correlations. With decreasing temperature particles condense into an equilibrium population of free floating vesicles. The comparison with the electrostatic case, giving rise to predominantly one-dimensional aggregates under similar conditions, is discussed. In both cases condensation is a continuous transformation, provided the isotropic part of the interatomic potential is purely repulsive. At low temperature the model allows us to investigate thermal and mechanical properties of membranes. At intermediate temperatures it provides a simple model to investigate equilibrium polymerization in a system giving rise to predominantly two-dimensional aggregates.

Power-law behaviour, heterogeneity, and trend chasing

Long-range dependence in volatility is one of the most prominent examples in financial market research involving universal power laws. Its characterization has recently spurred attempts to provide some explanations of the underlying mechanism. This paper contributes to this recent line of research by analyzing a simple market fraction asset pricing model with two types of traders---fundamentalists who trade on the price deviation from estimated fundamental value and trend followers whose conditional mean and variance of the trend are updated through a geometric learning process. Our analysis shows that agent heterogeneity, risk-adjusted trend chasing through the geometric learning process, and the interplay of noisy fundamental and demand processes and the underlying deterministic dynamics can be the source of power-law distributed fluctuations. In particular, the noisy demand plays an important role in the generation of insignificant autocorrelations (ACs) on returns, while the significant decaying AC patterns of the absolute returns and squared returns are more influenced by the noisy fundamental process. A statistical analysis based on Monte Carlo simulations is conducted to characterize the decay rate. Realistic estimates of the power-law decay indices and the (FI)GARCH parameters are presented.

Heterogeneity, convergence, and autocorrelations

This paper is a contribution to the literature on the explanatory power and calibration of heterogeneous asset pricing models. We set out a new stochastic market-fraction asset pricing model of fundamentalists and trend followers under a market maker. Our model explains key features of financial market behaviour such as market dominance, convergence to the fundamental price and under- and over-reaction. We use the dynamics of the underlying deterministic system to characterize these features and statistical properties, including convergence of the limiting distribution and autocorrelation structure. We confirm these properties using Monte Carlo simulations.

On the generation of metal clusters with the electrochemical scanning tunneling microscope

In the present work we consider two aspects of the deposition of metal clusters on an electrode surface. The formation of such clusters with the tip of a scanning tunneling microscope is simulated by atom dynamics. Subsequently the stability of these clusters is investigated by Monte Carlo simulations in a grand-canonical ensemble. In particular, the following systems were considered explicitly: Pd clusters on Au(111), Cu on Au(111), Ag on Au(111), Pb on Au(111) and Cu on Ag(111). The analysis of the results obtained for the different systems leads to the conclusion that optimal systems for nanostructuring are those where the metals participating have similar cohesive energies and negative heats of alloy formation. In this respect, the system Cu-Pd(111) is predicted as a good candidate for the formation of stable clusters. (c) 2005 Elsevier B.V. All rights reserved.

The basis for the formation of stable metal clusters on an electrode surface

Metal nanoclusters can be produced cheaply and precisely in an electrochemical environment. Experimentally this method works in some systems, but not in others, and the unusual stability of the clusters has remained a mystery. We have simulated the deposition of the clusters using classical molecular dynamics and studied their stability by grand-canonical Monte Carlo simulations. We find that electrochemically stable clusters occur only in those cases where the two metals involved form stable alloys.

Proton Radiography of a Laser-Driven Implosion

Protons accelerated by a picosecond laser pulse have been used to radiograph a 500 mu m diameter capsule, imploded with 300 J of laser light in 6 symmetrically incident beams of wavelength 1.054 mu m and pulse length 1 ns. Point projection proton backlighting was used to characterize the density gradients at discrete times through the implosion. Asymmetries were diagnosed both during the early and stagnation stages of the implosion. Comparison with analytic scattering theory and simple Monte Carlo simulations were consistent with a 3 +/- 1 g/cm(3) core with diameter 85 +/- 10 mu m. Scaling simulations show that protons > 50 MeV are required to diagnose asymmetry in ignition scale conditions.

2D-drop model applied to the calculation of step formation energies on a (111) substrate

A model is presented for obtaining the step formation energy for metallic islands on (1 1 1) surfaces from Monte Carlo simulations. This model is applied to homo (Cu/Cu(1 1 1), Ag/Ag(1 1 1)) and heteroepitaxy (Ag/Pt(1 1 1)) systems. The embedded atom method is used to represent the interaction between the particles of the system, but any other type of potential could be used as well. The formulation can also be employed to consider the case of other single crystal surfaces, since the higher barriers for atom motion on other surfaces are not a hindrance for the simulation scheme proposed.

Population-based local search for protein folding simulation in the MJ energy model and cubic lattices

We present experimental results on benchmark problems in 3D cubic lattice structures with the Miyazawa-Jernigan energy function for two local search procedures that utilise the pull-move set: (i) population-based local search (PLS) that traverses the energy landscape with greedy steps towards (potential) local minima followed by upward steps up to a certain level of the objective function; (ii) simulated annealing with a logarithmic cooling schedule (LSA). The parameter settings for PLS are derived from short LSA-runs executed in pre-processing and the procedure utilises tabu lists generated for each member of the population. In terms of the total number of energy function evaluations both methods perform equally well, however. PLS has the potential of being parallelised with an expected speed-up in the region of the population size. Furthermore, both methods require a significant smaller number of function evaluations when compared to Monte Carlo simulations with kink-jump moves. (C) 2009 Elsevier Ltd. All rights reserved.

Simulation study of Pd submonolayer films on Au(hkl) and Pt(hkl) and their relationship to underpotential deposition

The structure and stability of palladium adlayers on Au(hkl) and Pt(hkl) were studied at different coverage degrees by means of Monte Carlo simulations using the interatomic potentials of the embedded atom model. In all cases the Pd films were found to grow epitaxially and pseudomorphically with the crystallographic orientation of the substrate. The differences and similarities of the adlayer with the substrate were analyzed.

SO and CS observations of molecular clouds - II. Analysis and modelling of the abundance ratios - probing O-2/CO with SO/CS?

We here analyse the observational SO and CS data presented in Nilsson ct al. (2000). The SO/CS integrated intensity ratio maps are presented for 19 molecular clouds, together with tables of relevant ratios at strategic positions, where we have also observed (SO)-S-34 and/or (CS)-S-34. The SO/CS abundance ratio as calculated from an LTE analysis is highly varying within and between the sources. Our isotopomer observations and Monte Carlo simulations verify that this is not an artifact due to optical depth problems. The variation of the maximum SO/CS abundance ratio between the clouds is 0.2-7. The largest variations within a cloud are found for the most nearby objects, possibly indicating resolution effects. We have also performed time dependent chemical simulations. We compare the simulations with our observed SO/CS abundance ratios and suggest a varying oxygen to carbon initial abundance, differing temporal evolution, density differences and X-ray sources associated with young stellar objects as possible explanations to the variations. In particular, the observed variation of the maximum SO/CS abundance ratio between the clouds can be explained by using initial O/C+ abundance ratios in the range 1.3-2.5. We finally derive a relationship between the SO/CS and O-2/CO abundance ratios, which may be used as a guide to find the most promising interstellar O-2 search targets.

A SuperWASP search for additional transiting planets in 24 known systems

We present results from a search for additional transiting planets in 24 systems already known to contain a transiting planet. We model the transits due to the known planet in each system and subtract these models from light curves obtained with the SuperWASP (Wide Angle Search for Planets) survey instruments. These residual light curves are then searched for evidence of additional periodic transit events. Although we do not find any evidence for additional planets in any of the planetary systems studied, we are able to characterize our ability to find such planets by means of Monte Carlo simulations. Artificially generated transit signals corresponding to planets with a range of sizes and orbital periods were injected into the SuperWASP photometry and the resulting light curves searched for planets. As a result, the detection efficiency as a function of both the radius and orbital period of any second planet is calculated. We determine that there is a good (>50 per cent) chance of detecting additional, Saturn-sized planets in P ~ 10 d orbits around planet-hosting stars that have several seasons of SuperWASP photometry. Additionally, we confirm previous evidence of the rotational stellar variability of WASP-10, and refine the period of rotation. We find that the period of the rotation is 11.91 +/- 0.05 d, and the false alarm probability for this period is extremely low (~10-13).