Uniform random number generation

In typical stochastic simulations, randomness is produced by generating a sequence of independent uniform variates (usually real-valued between 0 and 1, or integer-valued in some interval) and transforming them in an appropriate way. In this paper, we examine practical ways of generating (deterministic approximations to) such uniform variates on a computer. We compare them in terms of ease of implementation, efficiency, theoretical support, and statistical robustness. We look in particular at several classes of generators, such as linear congruential, multiple recursive, digital multistep, Tausworthe, lagged-Fibonacci, generalized feedback shift register, matrix, linear congruential over fields of formal series, and combined generators, and show how all of them can be analyzed in terms of their lattice structure. We also mention other classes of generators, like non-linear generators, discuss other kinds of theoretical and empirical statistical tests, and give a bibliographic survey of recent papers on the subject.     

Ferromagnetic Properties of Bond-Dilution and Random Positive or Negative Uniaxial Anisotropy Blume-Capel Model

We study the ferromagnetic properties of spin-1 system, which is considered in the frame of the bond dilution and random positive or negative anisotropy Blume-Capel model in the effective field theory and a cutting approximation. The investigation of phase diagrams displays some rich properties of the trajectory of tricritical point, reentrant henomena at low temperatures. Under certain both bond concentrations and random negative anisotropy, there are new transition lines of double tricritical points. So special emphasis is placed on the influence of the bond dilution and random anisotropy on phase diagrams. The magnetizations of the system are also discussed. Some results have not been evealed in previous reports.     

Slowing down in the three-dimensional three-state Potts glass with nearest neighbor exchange ± J: A Monte Carlo study

,Static and dynamic properties of the Potts model on the simple cubic lattice with nearest neighbor -interaction are obtained from Monte Carlo simulations in a temperature range where full thermal equilibrium still can be achieved (). For a lattice size L = 16, in this range finite size effects are still negligible, but the data for the spin glass susceptibility agree with previous extrapolations based on finite size scaling of very small lattices. While the static properties are compatible with a zero temperature transition, they certainly do not prove it. Unlike the Ising spin glass, the decay of the time-dependent order parameter is compatible with a simple Kohlrausch function, , while a power law prefactor cannot be distinguished. The Kohlrausch exponent y ( T ) decreases from at [0pt] to at [0pt] however. The relaxation time is compatible with the exponential divergence postulated by McMillan for spin glasses at their lower critical dimension, but the exponent that can be extracted still differs significantly from the theoretical value, . Thus the present results support the conclusion that the Potts spin glass in d = 3 dimensions differs qualitatively from the Ising spin glass. Received: 8 October 1997 / Accepted: 27 November 1997     

Microscopic conditions favoring itinerant ferromagnetism: Hund's rule coupling and orbital degeneracy

The importance of Hund's rule coupling for the stabilization of itinerant ferromagnetism is investigated within a two-band Hubbard model. The magnetic phase diagram is calculated by finite-temperature quantum Monte-Carlo simulations within the dynamical mean-field theory. Ferromagnetism is found in a broad range of electron fillings whereas antiferromagnetism exists only near half filling. The possibility of orbital ordering at quarter filling is also analyzed. Received: 26 February 1998 / Accepted: 17 April 1998     

“String” formulation of the dynamics of the forward interest rate curve

We propose a formulation of the term structure of interest rates in which the forward curve is seen as the deformation of a string. We derive the general condition that the partial differential equations governing the motion of such string must obey in order to account for the condition of absence of arbitrage opportunities. This condition takes a form similar to a fluctuation-dissipation theorem, albeit on the same quantity (the forward rate), linking the bias to the covariance of variation fluctuations. We provide the general structure of the models that obey this constraint in the framework of stochastic partial (possibly non-linear) differential equations. We derive the general solution for the pricing and hedging of interest rate derivatives within this framework, albeit for the linear case (we also provide in the appendix a simple and intuitive derivation of the standard European option problem). We also show how the “string” formulation simplifies into a standard N-factor model under a Galerkin approximation. Received: 30 January 1998 / Revised: 12 February 1998 / Accepted: 16 February 1998     

Superluminal Signals and the Resolution of the Causal Paradox

The experimental evidence for electromagnetic signals propagating with superluminal group velocity is recalled. Transformations of space and time depending on a synchronization parameter, e₁, indicate the existence of a privileged inertial system. The Lorentz transformations are obtained for a particular e₁≠0. No standard experiment on relativity depends on e₁, but if accelerations are considered only e₁=0 remains possible. The causal paradox generated by superluminal signals (SLS) in the theory of relativity does not exist in the theory with e₁=0. The irrelevance of SLS for the Einstein, Podolsky and Rosen paradox is pointed out.     

Absorption spectra and the nature of complexes in the polyvinyl Alcohol-Nickel (II) chloride system

We have used electronic spectroscopy in the 160–1100 nm range to study the polyvinyl alcohol-nickel(II) chloride system. Based on the results obtained, we hypothesize formation of mixed-ligand complexes of the type [Ni(H₂O)_6-nCl_n]^2-n (n = 0, 1,..., 5) in the polyvinyl alcohol matrix. Transformation of the coordination sphere as the NiCl₂ concentration changes is apparent both in the region of the d-d transition bands (350–1100 nm) and in the region of the charge transfer bands (160–250 nm). We propose assigning the absorption bands separated by mathematical treatment to complexes of specific compositions. __________ Translated from Zhurnal Prikladnoi Spektroskopii, Vol. 73, No. 1, pp. 136–138, January–February, 2006.     

Decay of the remanent magnetization in the asymmetric spin chain

The dynamics of the one-dimensional spin glass with asymmetric interactions between neighboring spins is considered. We confine ourselves to discrete couplings with values ±J. We show that the algebraic decay of the remanent magnetization of the infinite ±J-spin chain at zero temperature is only valid for symmetric couplings. Our analytical investigations as well as computer simulations show stretched exponential decay for any finite concentration of antisymmetric bonds. Thus, the asymmetric ±J-spin chain shows an asymmetry-induced phase transition at zero temperature.     

Colossal magnetoresistance manganites: A new approach

Manganites of the LA_1−x Ca _x MnO₃ family show a variety of new and poorly understood electronic, magnetic and structural effects. Here we outline a new approach recently proposed by us, where we argue that due to strong Jahn-Teller (JT) coupling with phonons the twofold degeneratee _g states at the Mn sites dynamically reorganize themselves into localised, JT polaronsl with exponentially small inter-site hopping, and band-like, nonpolaronic statesb, leading to anew 2-band model for manganites which includes strong Coulomb and Hund’s couplings. We also discuss some results from a dynamical mean-field theory treatment of the model which explains quantitatively a wide variety of experimental results, including insulator-metal transitions and CMR, in terms of the influence of physical conditions on the relative energies and occupation of thel andb states. We argue that this microscopic coexistence of the two types of electronic states, and their relative occupation and spatial correlation is the key to manganite physics. Dedicated to Professor C N R Rao on his 70th birthday     

Infrared detection of a planet next to a bright star

Humans have always dreamt about the possibility of existence of planets in solar systems other than our own. After flying by, dropping probes, and even landing devices on most planets within our own solar system, the search for extra-solar planet is included in every proposal to either build a larger and better earth-, space-, or moon-based telescope, or observatory facility. The preliminary analysis seems to indicate that wavelength band from 25 μm to 30 μm is most promising in solving this problem. A number of IR technological challenges are to be overcome before the actual detection system can even be considered in a detailed design. The significant technical challenges of finding a planet will be described. Then details are given on the feasibility of detecting a planet with an instrument concept designed specifically for this purpose, a space-based, rotating rotationally shearing interferometer.