Long- and medium-range components of the nuclear force in quark-model based calculations

Quark-model descriptions of the nucleon-nucleon interaction contain two main ingredients, a quark-exchange mechanism for the short-range repulsion and meson exchanges for the medium- and long-range parts of the interaction. We point out the special role played by higher partial waves, and in particular the (1)F(3), as a very sensitive probe for the meson-exchange pan employed in these interaction models. In particular, we show that the presently available models fail to provide a reasonable description of higher partial waves and indicate the reasons for this shortcoming.

Observation of long-range, near-side angular correlations in proton-proton collisions at the LHC

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Absence of true long-range orbital order in a two-leg Kondo ladder

We investigate, through the density-matrix renormalization group and the Lanczos technique, the possibility of a two-leg Kondo ladder presenting an incommensurate orbital order. Our results indicate staggered short-range orbital order at half-filling. Away from half-filling our data are consistent with incommensurate quasi-long-range orbital order. We also observed that an interaction between the localized spins enhances the rung-rung current correlations.

Thermal and structural characterization of SrTi(1-x)Nd(x)O(3)

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Ferromagnetism and superconductivity in CeFeAs 1-xP xO (0≤x≤40)

We report on superconductivity in CeFeAs 1-xP xO and the possible coexistence with Ce ferromagnetism (FM) in a small homogeneity range around x=30% with ordering temperatures of T SC≅T C≅4 K. The antiferromagnetic (AFM) ordering temperature of Fe at this critical concentration is suppressed to TNFe≈40 K and does not shift to lower temperatures with a further increase of the P concentration. Therefore, a quantum-critical-point scenario with TNFe→0 K which is widely discussed for the iron based superconductors can be excluded for this alloy series. Surprisingly, thermal expansion and x-ray powder diffraction indicate the absence of an orthorhombic distortion despite clear evidence for short-range AFM Fe ordering from muon-spin-rotation measurements. Furthermore, we discovered the formation of a sharp electron spin resonance signal unambiguously connected with the emergence of FM ordering. © 2012 American Physical Society.

Photoluminescence activity of Ba1-xCaxTiO3: dependence on particle size and morphology

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Entanglement entropy in long-range harmonic oscillators

We study the Von Neumann and Renyi entanglement entropy of long-range harmonic oscillators (LRHO) by both theoretical and numerical means. We show that the entanglement entropy in massless harmonic oscillators increases logarithmically with the sub-system size as S - c(eff)/3 log l. Although the entanglement entropy of LRHO's shares some similarities with the entanglement entropy at conformal critical points we show that the Renyi entanglement entropy presents some deviations from the expected conformal behaviour. In the massive case we demonstrate that the behaviour of the entanglement entropy with respect to the correlation length is also logarithmic as the short-range case. Copyright (c) EPLA, 2012

Correlations and Quantum Dynamics of 1D Fermionic Models: New Results for the Kitaev Chain with Long-Range Pairing

In the first part of the thesis, we propose an exactly-solvable one-dimensional model for fermions with long-range p-wave pairing decaying with distance as a power law. We studied the phase diagram by analyzing the critical lines, the decay of correlation functions and the scaling of the von Neumann entropy with the system size. We found two gapped regimes, where correlation functions decay (i) exponentially at short range and algebraically at long range, (ii) purely algebraically. In the latter the entanglement entropy is found to diverge logarithmically. Most interestingly, along the critical lines, long-range pairing breaks also the conformal symmetry. This can be detected via the dynamics of entanglement following a quench. In the second part of the thesis we studied the evolution in time of the entanglement entropy for the Ising model in a transverse field varying linearly in time with different velocities. We found different regimes: an adiabatic one (small velocities) when the system evolves according the instantaneous ground state; a sudden quench (large velocities) when the system is essentially frozen to its initial state; and an intermediate one, where the entropy starts growing linearly but then displays oscillations (also as a function of the velocity). Finally, we discussed the Kibble-Zurek mechanism for the transition between the paramagnetic and the ordered phase.

Long-range repression in the Drosophila embryo.

Transcriptional repressors can be characterized by their range of action on promoters and enhancers. Short-range repressors interact over distances of 50-150 bp to inhibit, or quench, either upstream activators or the basal transcription complex. In contrast, long-range repressors act over several kilobases to silence basal promoters. We describe recent progress in characterizing the functional properties of one such long-range element in the Drosophila embryo and discuss the contrasting types of gene regulation that are made possible by short- and long-range repressors.

Ferromagnetism mediated by few electrons in a semimagnetic quantum dot

A (II,Mn)VI diluted magnetic semiconductor quantum dot with an integer number of electrons controlled with a gate voltage is considered. We show that a single electron is able to induce a collective spontaneous magnetization of the Mn spins, overcoming the short range antiferromagnetic interactions, at a temperature order of 1 K, 2 orders of magnitude above the ordering temperature in bulk. The magnetic behavior of the dot depends dramatically on the parity of the number of electrons in the dot.

Stochastic modelling of financial time series with memory and multifractal scaling

Financial processes may possess long memory and their probability densities may display heavy tails. Many models have been developed to deal with this tail behaviour, which reflects the jumps in the sample paths. On the other hand, the presence of long memory, which contradicts the efficient market hypothesis, is still an issue for further debates. These difficulties present challenges with the problems of memory detection and modelling the co-presence of long memory and heavy tails. This PhD project aims to respond to these challenges. The first part aims to detect memory in a large number of financial time series on stock prices and exchange rates using their scaling properties. Since financial time series often exhibit stochastic trends, a common form of nonstationarity, strong trends in the data can lead to false detection of memory. We will take advantage of a technique known as multifractal detrended fluctuation analysis (MF-DFA) that can systematically eliminate trends of different orders. This method is based on the identification of scaling of the q-th-order moments and is a generalisation of the standard detrended fluctuation analysis (DFA) which uses only the second moment; that is, q = 2. We also consider the rescaled range R/S analysis and the periodogram method to detect memory in financial time series and compare their results with the MF-DFA. An interesting finding is that short memory is detected for stock prices of the American Stock Exchange (AMEX) and long memory is found present in the time series of two exchange rates, namely the French franc and the Deutsche mark. Electricity price series of the five states of Australia are also found to possess long memory. For these electricity price series, heavy tails are also pronounced in their probability densities. The second part of the thesis develops models to represent short-memory and longmemory financial processes as detected in Part I. These models take the form of continuous-time AR(∞) -type equations whose kernel is the Laplace transform of a finite Borel measure. By imposing appropriate conditions on this measure, short memory or long memory in the dynamics of the solution will result. A specific form of the models, which has a good MA(∞) -type representation, is presented for the short memory case. Parameter estimation of this type of models is performed via least squares, and the models are applied to the stock prices in the AMEX, which have been established in Part I to possess short memory. By selecting the kernel in the continuous-time AR(∞) -type equations to have the form of Riemann-Liouville fractional derivative, we obtain a fractional stochastic differential equation driven by Brownian motion. This type of equations is used to represent financial processes with long memory, whose dynamics is described by the fractional derivative in the equation. These models are estimated via quasi-likelihood, namely via a continuoustime version of the Gauss-Whittle method. The models are applied to the exchange rates and the electricity prices of Part I with the aim of confirming their possible long-range dependence established by MF-DFA. The third part of the thesis provides an application of the results established in Parts I and II to characterise and classify financial markets. We will pay attention to the New York Stock Exchange (NYSE), the American Stock Exchange (AMEX), the NASDAQ Stock Exchange (NASDAQ) and the Toronto Stock Exchange (TSX). The parameters from MF-DFA and those of the short-memory AR(∞) -type models will be employed in this classification. We propose the Fisher discriminant algorithm to find a classifier in the two and three-dimensional spaces of data sets and then provide cross-validation to verify discriminant accuracies. This classification is useful for understanding and predicting the behaviour of different processes within the same market. The fourth part of the thesis investigates the heavy-tailed behaviour of financial processes which may also possess long memory. We consider fractional stochastic differential equations driven by stable noise to model financial processes such as electricity prices. The long memory of electricity prices is represented by a fractional derivative, while the stable noise input models their non-Gaussianity via the tails of their probability density. A method using the empirical densities and MF-DFA will be provided to estimate all the parameters of the model and simulate sample paths of the equation. The method is then applied to analyse daily spot prices for five states of Australia. Comparison with the results obtained from the R/S analysis, periodogram method and MF-DFA are provided. The results from fractional SDEs agree with those from MF-DFA, which are based on multifractal scaling, while those from the periodograms, which are based on the second order, seem to underestimate the long memory dynamics of the process. This highlights the need and usefulness of fractal methods in modelling non-Gaussian financial processes with long memory.

Framework for the long-term operation of a mobile robot via the Internet

This paper describes an autonomous docking system and web interface that allows long-term unaided use of a sophisticated robot by untrained web users. These systems have been applied to the biologically inspired RatSLAM system as a foundation for testing both its long-term stability and its practicality. While docking and web interface systems already exist, this system allows for a significantly larger margin of error in docking accuracy due to the mechanical design, thereby increasing robustness against navigational errors. Also a standard vision sensor is used for both long-range and short-range docking, compared to the many systems that require both omni-directional cameras and high resolution Laser range finders for navigation. The web interface has been designed to accommodate the significant delays experienced on the Internet, and to facilitate the non- Cartesian operation of the RatSLAM system.

Effects of different practice task constraints on fluctuations of player heart rate in small-sided football games

This paper analyzes effects of different practice task constraints on heart rate (HR) variability during 4v4 smallsided football games. Participants were sixteen football players divided into two age groups (U13, Mean age: 12.4±0.5 yrs; U15: 14.6±0.5). The task consisted of a 4v4 sub-phase without goalkeepers, on a 25x15 m field, of 15 minutes duration with an active recovery period of 6 minutes between each condition. We recorded players’ heart rates using heart rate monitors (Polar Team System, Polar Electro, Kempele, Finland) as scoring mode was manipulated (line goal: scoring by dribbling past an extended line; double goal: scoring in either of two lateral goals; and central goal: scoring only in one goal). Subsequently, %HR reserve was calculated with the Karvonen formula. We performed a time-series analysis of HR for each individual in each condition. Mean data for intra-participant variability showed that autocorrelation function was associated with more short-range dependence processes in the “line goal” condition, compared to other conditions, demonstrating that the “line goal” constraint induced more randomness in HR response. Relative to inter-individual variability, line goal constraints demonstrated lower %CV and %RMSD (U13: 9% and 19%; U15: 10% and 19%) compared with double goal (U13: 12% and 21%; U15: 12% and 21%) and central goal (U13: 14% and 24%; U15: 13% and 24%) task constraints, respectively. Results suggested that line goal constraints imposed more randomness on cardiovascular stimulation of each individual and lower inter-individual variability than double goal and central goal constraints.

The ecological dynamics of 1v1 sub-phases in association football

This paper analyzes effects of different practice task constraints on heart rate (HR) variability during 4v4 smallsided football games. Participants were sixteen football players divided into two age groups (U13, Mean age: 12.4±0.5 yrs; U15: 14.6±0.5). The task consisted of a 4v4 sub-phase without goalkeepers, on a 25x15 m field, of 15 minutes duration with an active recovery period of 6 minutes between each condition. We recorded players’ heart rates using heart rate monitors (Polar Team System, Polar Electro, Kempele, Finland) as scoring mode was manipulated (line goal: scoring by dribbling past an extended line; double goal: scoring in either of two lateral goals; and central goal: scoring only in one goal). Subsequently, %HR reserve was calculated with the Karvonen formula. We performed a time-series analysis of HR for each individual in each condition. Mean data for intra-participant variability showed that autocorrelation function was associated with more short-range dependence processes in the “line goal” condition, compared to other conditions, demonstrating that the “line goal” constraint induced more randomness in HR response. Relative to inter-individual variability, line goal constraints demonstrated lower %CV and %RMSD (U13: 9% and 19%; U15: 10% and 19%) compared with double goal (U13: 12% and 21%; U15: 12% and 21%) and central goal (U13: 14% and 24%; U15: 13% and 24%) task constraints, respectively. Results suggested that line goal constraints imposed more randomness on cardiovascular stimulation of each individual and lower inter-individual variability than double goal and central goal constraints.