Transport as a consequence of state-dependent diffusion

Overdamped particles subject to a drift in a force field with sinusoidal space dependence and also a sinusoidally modulated space-dependent diffusion, with the same period as the drift, experience a net driving force. The resulting current depends on the amplitude of the modulation of the diffusion and is a periodic function of the phase difference between the sinusoidal drift and the sinusoidal modulation of the diffusion. For small modulation amplitudes a particle subject to state-dependent noise behaves the same way as a particle subject to thermal noise but with a drift which, in addition to the sinusoidal term, contains a net force term [M. Büttiker,Z. Phys. B 68:161 (1987)]. A specific example of this behavior [N. G. van Kampen,IBM J. Res. Dev. 32:107 (1988); R. Landauer,J. Stat. Phys. 53:233 (1988).] is the motion of overdamped particles in a ring subject to a nonuniform temperature field. When the drift and the temperature, which are periodic with a period equal to the ring circumference, are not in phase a noise-induced circulating current results.This paper will appear in a forthcoming issue of theJournal of Statistical Physics.     

Signed graphs for portfolio analysis in risk management

We introduce the notion of structural balance for signed graphsin the context of portfolio analysis. A portfolio of securitiescan be represented as a signed graph with the nodes denotingthe securities and the edges representing the correlation betweenthe securities. With signed graphs, the characteristics of aportfolio from a risk management perspective can be uncoveredfor analysis purposes. It is shown that a portfolio characterizedby a signed graph of positive and negative edges that is structurallybalanced is characteristically more predictable. Investors whoundertake a portfolio position with all positively correlatedsecurities do so with the intention to speculate on the upside(or downside). If the portfolio consists of negative edges andis balanced, then it is likely that the position has a hedgingdisposition within it. On the other hand, an unbalanced signedgraph is representative of an investment portfolio which ischaracteristically unpredictable.     

Ground-state properties of LiV2O4 and Li1-xZnx(V1-yTiy)2O4

We present susceptibility, microwave resistivity, NMR and heat-capacity results for Li_1-xZn_x(V_1-yTi_y)₂O₄ with 0 ? x ? 0.3 and 0 ? y ? 0.3. For all doping levels the susceptibility curves can be fitted with a Curie-Weiss law. The paramagnetic Curie-Weiss temperatures remain negative with an average value close to that of the pure compound Θ≈ - 36 K. Spin-glass anomalies are observed in the susceptibility, heat-capacity and NMR measurements for both type of dopants. From the temperature dependence of the spin-lattice relaxation rate we found critical-dynamic behavior in the Zn doped compounds at the freezing temperatures. For the Ti-doped samples two successive freezing transitions into disordered low-temperature states can be detected. The temperature dependence of the heat capacity for Zn-doped compounds does not resemble that of canonical spin glasses and only a small fraction of the total vanadium entropy is frozen at the spin-glass transitions. For pure LiV₂O₄ the spin-glass transition is completely suppressed. The temperature dependence of the heat capacity for LiV₂O₄ can be described using a nuclear Schottky contribution and the non-Fermi liquid model, appropriate for a system close to a spin-glass quantum critical point. Finally an ( x / y , T )-phase diagram for the low-doping regime is presented. Received 16 March 2001 and Received in final form 30 October 2001     

Changes in the kurtosis parameter of super-Gaussian beams passing through a spherically aberrated lens

Based on the Collins formula and irradiance moments definition, the propagation of the kurtosis parameter of super-Gaussian beams through a spherically aberrated lens is studied. Detailed numerical results are given. It is shown that, as compared with aberration-free super-Gaussian beams, the profile of spherically aberrated super-Gaussian beams can be leptokurtic, mesokurtic or platykurtic, depending on the aberration and propagation distance. The results for the spherically aberrated Gaussian beams can be dealt with as a special case treated in this paper. Finally, the advantage of our method is pointed out.     

Quantum effects in a one-dimensional magnetic gravitational trap for ultracold neutrons

JETP Letters - The problem of storing ultracold neutrons over a plane magnetic mirror in the presence of gravity is considered. For neutrons with a definite polarization, the sum of the magnetic...     

Anomale änderungen physikalischer Eigenschaften beim heterogenen Zerfall übersättigter Fe-Ni-Cu-Legierungen

Zusammenfassung Einige charakteristische ?nderungen physikalischer Werkstoffeigenschaften beim heterogenen Zerfall übers?ttigter Mischkristalle werden am Beispiel der fl?chenzentrierten Eisen-Nickel-Kupfer-Legierungen beschrieben. Bei der Behandlung des Einflusses der Ausscheidungsvorg?nge auf die Rekristallisationserscheinungen tritt die Bedeutung des übers?ttigungsgrades der zerfallenden festen L?sung für den Ablauf dieser Zustands?nderungen besonders klar zutage. Kritische Stadien der Ausscheidung und der Koagulation der heterogenen Phasen sind bei diesen Legierungen für die Erzeugung besonders hochwertiger magnetischer Eigenschaften verantwortlich. Der vorliegende Bericht wurde von Herrn Prof., Dr. Wo. Ostwald angeregt. Für das diesem Arbeitsgebiet entgegengebrachte Interesse m?chte ich Herrn Prof. Ostwald meinen besten Dank aussprechen.