Vector potential gauge for superconducting regular polygons

An approach to the Ginzburg-Landau problem of superconducting polygons is developed, based on the exact fulfillment of superconducting boundary conditions along the boundary of the sample. To this end an analytical gauge transformation for the vector potential A is found which gives A _n = 0 for the normal component along the boundary line of an arbitrary regular polygon. The use of the new gauge reduces the Ginzburg-Landau problem of superconducting polygons in external magnetic fields to an eigenvalue problem in a basis set of functions obeying Neumann boundary conditions. The advantages of this approach, especially for low magnetic fields, are illustrated and novel vortex patterns are obtained which can be probed experimentally. Received 28 February 2002 and Received in final form 12 April 2002 Published online 6 June 2002     

On N-wave type systems and their gauge equivalent

The class of nonlinear evolution equations (NLEE) - gauge equivalent to the N-wave equations related to the simple Lie algebra are derived and analyzed. They are written in terms of (x, t) ∈ satisfying r = rank nonlinear constraints. The corresponding Lax pairs and the time evolution of the scattering data are found. The Zakharov-Shabat dressing method is appropriately modified to construct their soliton solutions. Received 20 October 2001 / Received in final form 30 April 2002 Published online 2 October 2002 RID="a" ID="a"e-mail: gerjikov@inrne.bas.bg     

Nonlinear dielectric response of antiferroelectric liquid crystals in the smectic Cα * phase

Nonlinear dielectric response of antiferroelectric liquid crystals has been studied in the smectic C_α* (SmC_α*) phase. The linear dielectric spectrum shows a single relaxation of Debye type and its relaxation frequency is as high as one hundred kHz. The profile of the third-order nonlinear dielectric spectrum varies in complex fashion with temperature. In the vicinity of the SmA-SmC_α* phase transition, experimentally obtained nonlinear spectra are well described by those calculated with phenomenological theory of Landau type. The soft mode of the SmC_α* phase shows critical slowing-down near the transition temperature. In the lower-temperature region of the SmC_α* phase, the contribution from the soft mode of the SmC_α* phase reduces and the other relaxation mode with Debye-type spectrum appears at several hundred Hz in the nonlinear spectrum. The appearance of this low-frequency mode suggests that the cooperative fluctuation of directors over long range exists in the SmC_α* phase. Received 19 April 2002 and Received in final form 23 July 2002 RID="a" ID="a"e-mail: kimura@exp.t.u-tokyo.ac.jp     

Noisy covariance matrices and portfolio optimization

According to recent findings [#!bouchaud!#,#!stanley!#], empirical covariance matrices deduced from financial return series contain such a high amount of noise that, apart from a few large eigenvalues and the corresponding eigenvectors, their structure can essentially be regarded as random. In [#!bouchaud!#], e.g., it is reported that about 94% of the spectrum of these matrices can be fitted by that of a random matrix drawn from an appropriately chosen ensemble. In view of the fundamental role of covariance matrices in the theory of portfolio optimization as well as in industry-wide risk management practices, we analyze the possible implications of this effect. Simulation experiments with matrices having a structure such as described in [#!bouchaud!#,#!stanley!#] lead us to the conclusion that in the context of the classical portfolio problem (minimizing the portfolio variance under linear constraints) noise has relatively little effect. To leading order the solutions are determined by the stable, large eigenvalues, and the displacement of the solution (measured in variance) due to noise is rather small: depending on the size of the portfolio and on the length of the time series, it is of the order of 5 to 15%. The picture is completely different, however, if we attempt to minimize the variance under non-linear constraints, like those that arise e.g. in the problem of margin accounts or in international capital adequacy regulation. In these problems the presence of noise leads to a serious instability and a high degree of degeneracy of the solutions. Received 31 December 2001     

Thermal undulations of quasi-spherical vesicles stabilized by gravity

The classical treatment of quasi-spherical vesicle undulations has, in the present work, been reviewed and extended to systems, which are affected by a gravitational field caused by a density difference across the membrane. The effects have been studied by the use of perturbation theory leading to corrections to the mean shape and the fluctuation correlation matrix. These corrections have been included in an analytical expression for the flicker spectrum to probe how the experimentally accessible spectrum changes with gravity. The results are represented in terms of the gravitational parameter, g ₀ = ΔρgR ⁴/κ. The contributions from gravity are in most experimental situations small and thus negligible, but for values of g₀ above a certain limit, the perturbational corrections must be included. Expressions for the relative error on the flicker spectrum have been worked out, so that it is possible to define the regime where gravity is negligible. An upper limit of g₀ has also been identified, where the error in all modes of the flicker spectrum is significant due to distortion of the mean shape. Received 9 July 2002 and Received in final form 15 November 2002 RID="a" ID="a"e-mail: jonas@kemi.dtu.dk RID="b" ID="b"e-mail: ipsen@memphys.sdu.dk     

Collective electronic excitations in a semiconductor superlattice in the Landau and Wannier-Stark ladder regime

Using a mean-field approximation, we have developed a systematic treatment of collective electronic modes in a semiconductor superlattice (SL) in the presence of strong electric and magnetic fields parallel to the SL axis. The spectrum of collective modes with zero wavevector along the SL axis is shown to consist of a principle magnetoplasmon mode and an infinite set of Bernstein-like modes. For non-zero wavevector along the SL axis, in addition to the cyclotron modes, extra collective modes are found at the frequencies |Nω _c±Mω _s|, which we call cyclotron-Stark modes (ω _c and ω _s are respectively the cyclotron and Stark frequencies, N and M are integer numbers). The frequencies of the modes propagating in “oblique” direction with respect to the SL axis show oscillatory behavior as a function of electric field strength. All the modes considered have very weak spatial dispersion and they are not Landau damped. The specific predictions made for the dispersion relations of the collective excitations should be observable in resonant Raman scattering experiments. Received 29 August 2002 / Received in final form 25 February 2003 Published online 4 June 2003 RID="a" ID="a"e-mail: 612033@inbox.ru     

Internal mode dynamics in driven nonlinear Klein-Gordon systems

We study analytically and numerically the action of a constant force on the propagation of kinks in the φ⁴ and sine-Gordon systems, with and without dissipation. We specifically investigate the relation of the external force with the oscillations of the kink width due to excitation of its internal mode or quasimode. We demonstrate that both dc force and dissipation, either jointly or separately, damp the oscillations of the kink width. We further prove that, in contrast to earlier predictions, those oscillations can only arise if we use a distorted kink as initial condition for the evolution. Finally, we show that for the φ⁴ system the oscillations of the kink width come from the excitation of its internal mode, whereas in the sG equation they originate in the excitation of the lowest radiational modes and an internal mode induced by the discreteness of the numerical simulations. Received 6 June 2000     

A statistical analysis of hadron spectrum: Quantum chaos in hadrons

The nearest-neighbor mass-spacing distribution of the meson and baryon spectrum (up to 2.5 GeV) is described by the Wigner surmise corresponding to the statistics of the Gaussian orthogonal ensemble of random matrix theory. This can be viewed as a manifestation of quantum chaos in hadrons. Received: 30 September 2002 / Accepted: 21 November 2002 / Published online: 4 February 2003 RID="a" ID="a"Present address: Department of Physics and Astronomy, Ohio University, Athens, OH 45701, USA; e-mail: vlad@phy.ohiou.edu Communicated by G. Orlandini     

Controlling chaos by a modified straight-line stabilization method

By adjusting external control signal, rather than some available parameters of the system, we modify the straight-line stabilization method for stabilizing an unstable periodic orbit in a neighborhood of an unstable fixed point formulated by Ling Yang et al., and derive a more simple analytical expression of the external control signal adjustment. Our technique solves the problem that the unstable fixed point is independent of the system parameters, for which the original straight-line stabilization method is not suitable. The method is valid for controlling dissipative chaos, Hamiltonian chaos and hyperchaos, and may be most useful for the systems in which it may be difficult to find an accessible system parameter in some cases. The method is robust under the presence of weak external noise. Received 10 January 2001     

Two direct methods to calculate fluctuation forces between rigid objects embedded in fluid membranes

The fluctuation-induced attractive interaction of rigid flat objects embedded in a fluid membrane is calculated for a pair of parallel strips and a pair of equal circular disks. Assuming flat boundary conditions, we derive the interaction from the entropy of the suppressed boundary angle fluctuation modes. Each mode entropy is computed in two ways: from the boundary angles themselves and from the mean-curvature mode functions. A formula for the entropy loss of suppressing one or more mean-curvature modes is developed and applied. For the pair of disks we recover the result of Goulian et al. and Golestanian et al. in a direct manner, avoiding any mappings by Hubbard-Stratonovitch transformations. The mode-by-mode agreement of the two computed entropies in both systems confirms an earlier claim that mean curvature is the natural measure of integration for fluid membranes. Received 15 December 2000     

Surface and interface optical phonon modes and electron-phonon interaction in a multi-shell spherical system

Within the framework of the dielectric continuum model, interface optical(IO) and surface optical(SO) phonon modes and the Fr?hlich electron-IO (SO) phonon interaction Hamiltonian in a multi-shell spherical system were derived and studied. Numerical calculation on CdS/HgS/H₂O and CdS/HgS/CdS/H₂O spherical systems have been performed. Results reveal that there are two IO modes and one SO mode for the CdS/HgS/H₂O system, one SO mode and four IO modes whose frequencies approach the IO phonon frequencies of the single CdS/HgS heterostructure with the increasing of the quantum number l for CdS/HgS/CdS/H₂O. It also showed that smaller l and SO phonon compared with IO phonon, have more significant contribution to the electron-IO (SO) phonon interaction. Received 16 October 2001 and Received in final form 23 January 2002 Published online 25 June 2002     

Self-similar approach to market analysis

A novel approach to analyzing time series generated by complex systems, such as markets, is presented. The basic idea of the approach is the Law of Self-Similar Evolution, according to which any complex system develops self-similarly. There always exist some internal laws governing the evolution of a system, say of a market, so that each of such systems possesses its own character regulating its behaviour. The problem is how to discover these hidden internal laws defining the system character. This problem can be solved by employing the self-similar approximation theory, which supplies the mathematical foundation for the law of self-similar evolution. In this report, the theoretical basis of the new approach to analyzing time series is formulated, with an accurate explanation of its principal points. Received 15 August 2000     

An integrable model in general relativity

Melnikov-method-based theoretical results are demonstrated concerning the relative effectiveness of any two weak excitations in suppressing homoclinic/heteroclinic chaos of a relevant class of dissipative, low-dimensional and non-autonomous systems for the main resonance between the chaos-inducing and chaos-suppressing excitations. General analytical expressions are derived from the analysis of generic Melnikov functions providing the boundaries of the regions as well as the enclosed area in the amplitude/initial phase plane of the chaos-suppressing excitation where homoclinic/heteroclinic chaos is inhibited. The relevance of the theoretical results on chaotic attractor elimination is confirmed by means of Lyapunov exponent calculations for a two-well Duffing oscillator. Received 21 May 2002 / Received in final form 13 September 2002 Published online 29 November 2002     

Are EUR and GBP different words for the same currency?

The British Pound (GBP) is not part of the Euro (EUR) monetary system. In order to find out arguments on whether GBP should join the EUR or not correlations are calculated between GBP exchange rates with respect to various currencies: USD, JPY, CHF, DKK, the currencies forming EUR and a reconstructed EUR for the time interval from 1993 till June 30, 2000. The distribution of fluctuations of the exchange rates is Gaussian for the central part of the distribution, but has fat tails for the large size fluctuations. Within the Detrended Fluctuation Analysis (DFA) statistical method the power law behavior describing the root-mean-square deviation from a linear trend of the exchange rate fluctuations is obtained as a function of time for the time interval of interest. The time-dependent exponent evolution of the exchange rate fluctuations is given. Statistical considerations imply that the GBP is already behaving as a true EUR. Received 31 December 2001     

Birth and long-time stabilization of out-of-equilibrium coherent structures

We study an analytically tractable model with long-range interactions for which an out-of-equilibrium very long-lived coherent structure spontaneously appears. The dynamics of this model is indeed very peculiar: a bicluster forms at low energy and is stable for very long time, contrary to statistical mechanics predictions. We first explain the onset of the structure, by approximating the short time dynamics with a forced Burgers equation. The emergence of the bicluster is the signature of the shock waves present in the associated hydrodynamical equations. The striking quantitative agreement with the dynamics of the particles fully confirms this procedure. We then show that a very fast timescale can be singled out from a slower motion. This enables us to use an adiabatic approximation to derive an effective Hamiltonian that describes very well the long time dynamics. We then get an explanation of the very long time stability of the bicluster: this out-of-equilibrium state corresponds to a statistical equilibrium of an effective mean-field dynamics. Received 28 February 2002 / Received in final form 24 July 2002 Published online 31 October 2002 RID="a" ID="a"e-mail: Thierry.Dauxois@ens-lyon.fr RID="b" ID="b"UMR-CNRS 5672 RID="c" ID="c"UMR 5582     

Dynamic light scattering and <Superscript>31</Superscript>P NMR spectroscopy study of the self-assembly of deoxyguanosine 5'-monophosphate

Self-assembling properties of deoxyguanosine 5'-monophosphate in isotropic solutions of concentrations from 0.5 wt% to 15 wt% were investigated by dynamic light scattering (DLS) and ³¹P NMR spectroscopy. A slow diffusive mode with a diffusion coefficient D _slow∼ 10^-12 m²/s was detected by DLS for the whole concentration range. This mode is assigned to the translational motion of large globular aggregates, similar to those observed in DNA and other polyelectrolyte solutions. The existence of such aggregates was confirmed by freeze fracture electron microscopy. Close to the isotropic-cholesteric phase transition, at 4 wt% c 10 wt%, also a faster diffusive mode is observed in the polarized DLS response and a very fast mode is detected by depolarized DLS. These modes are related to translational and rotational diffusion of the columnar stacks of guanosine molecules, which are favorably formed in the relatively narrow pretransitional region. The stacking was also revealed from the appearance of a secondary resonance line in the ³¹P NMR spectra. Using the hydrodynamic theory of Tirado and Garcia de la Torre, the length of the cylindrical stacks was found to be L = 364±78 ?, which is significantly larger than the values reported for other guanosine derivatives. Received 13 July 2001 and Received in final form 17 October 2001     

Dynamical effects of a one-dimensional multibarrier potential of finite range

We discuss the properties of a large number N of one-dimensional (bounded) locally periodic potential barriers in a finite interval. We show that the transmission coefficient, the scattering cross section σ, and the resonances of σ depend sensitively upon the ratio of the total spacing to the total barrier width. We also show that a time dependent wave packet passing through the system of potential barriers rapidly spreads and deforms, a criterion suggested by Zaslavsky for chaotic behaviour. Computing the spectrum by imposing (large) periodic boundary conditions we find a Wigner type distribution. We investigate also the S-matrix poles; many resonances occur for certain values of the relative spacing between the barriers in the potential. Received 1st August 2001 and Received in final form 18 November 2001     

Asymptotic analysis of wall modes in a flexible tube revisited

The stability of wall modes in fluid flow through a flexible tube of radius R surrounded by a viscoelastic material in the region R < r < HR is analysed using a combination of asymptotic and numerical methods. The fluid is Newtonian, while the flexible wall is modelled as an incompressible viscoelastic solid. In the limit of high Reynolds number (Re), the vorticity of the wall modes is confined to a region of thickness O(Re ^-1/3) in the fluid near the wall of the tube. Previous numerical studies on the stability of Hagen-Poiseuille flow in a flexible tube to axisymmetric disturbances have shown that the flow could be unstable in the limit of high Re, while previous high Reynolds number asymptotic analyses have revealed only stable modes. To resolve this discrepancy, the present work re-examines the asymptotic analysis of wall modes in a flexible tube using a new set of scaling assumptions. It is shown that wall modes in Hagen-Poiseuille flow in a flexible tube are indeed unstable in the limit of high Re in the scaling regime Re∼Σ^3/4. Here Σ is a nondimensional parameter characterising the elasticity of the wall, and Σ≡ρGR ²/η², where ρ and η are the density and viscosity of the fluid, and G is the shear modulus of the wall medium. The results from the present asymptotic analysis are in excellent agreement with the previous numerical results. Importantly, the present work shows that the different types of unstable modes at high Reynolds number reported in previous numerical studies are qualitatively the same: they all belong to the class of unstable wall modes predicted in this paper. Received 12 June 2000 and Received in final form 8 November 2000     

Electron phonon interactions and superconductivity in α ′ -TTF[Pd(dmit)2]2

A simple model is developed to understand superconductivity in α ^′ -TTF[Pd(dmit)₂]₂. We include electron-intra molecular and intermolecular phonon interactions as the mechanism of superconductivity. Intramolecular vibrations included are the eight symmetric A_g modes of the Pd(dmit)₂ molecule. Intermolecular vibrations included are the longitudinal acoustic and transverse acoustic (LA and TA) modes of the Pd(dmit)₂ column. All the electron-phonon coupling constants are calculated from first principles. We find that largest el-intramolecular vibration coupling is to the A_g mode with the highest frequency (1449 cm^-1). The el-intermolecular coupling to the LA mode is found to be larger than the total el-intramolecular couplings. We also find el-(TA)phonon coupling to be at least an order of magnitude smaller than el-(LA)phonon coupling. Estimate of superconducting transition temperature is comparable to experimental result. We also provide a detailed discussion, employing the results of recent numerical calculations on two-chain Hubbard model and the specific material parameters, on the relative importance of el-ph and Coulomb-origin mechanisms of superconductivity in α ^′ -TTF[Pd(dmit)₂]₂ and TTF[Ni(dmit) ₂ ] ₂ . Received 29 March 2001 and Received in final form 7 August 2001