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  • 2010-2014
  • 2000-2004  (14)
  • 2001  (14)
  • 1898
  • 1892
  • 1890
  • PACS. 03.75.Be Atom and neutron optics – 42.25.Fx Diffraction and scattering  (2)
  • PACS. 05.45.Tp Time series analysis – 02.50.Ey Stochastic processes  (2)
  • PACS. 31.70.Hq Time-dependent phenomena: excitation and relaxation processes, and reaction rates – 33.80.Wz Other multiphoton processes  (2)
  • PACS. 32.70.Cs Oscillator strengths, lifetimes, transition moments – 42.62.Fi Laser spectroscopy  (2)
  • PACS. 61.12.-q Neutron diffraction and scattering – 61.66.Fn Inorganic compounds – 75.25.+z Spin arrangements in magnetically ordered materials (including neutron and spin-polarized electron studies, synchrotron-source x-ray scattering, etc.) – 75.30.Et Exchange and superexchange interactions  (2)
  • PACS. 64.60.-i General studies of phase transitions – 64.60.Fr Equilibrium properties near critical points, critical exponents – 75.40.-s Critical-point effects, specific heats, short-range order  (2)
  • PACS. 64.70.Pf Glass transitions – 05.70.Ln Nonequilibrium and irreversible thermodynamics  (2)
  • Life and Medical Sciences
Datenquelle
Materialart
Erscheinungszeitraum
Jahr
Schlagwörter
  • 1
    Digitale Medien
    Digitale Medien
    Beliefs and stochastic modelling of interest rate scenario risk (2001)
    Springer
    The European physical journal 20 (2001), S. 511-515 
    Details
    ISSN: 1434-6036
    Schlagwort(e): PACS. 05.45.Tp Time series analysis – 02.50.Ey Stochastic processes
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Physik
    Notizen: Abstract: We present a framework that allows for a systematic assessment of risk given a specific model and belief on the market. Within this framework the time evolution of risk is modeled in a twofold way. On the one hand, risk is modeled by the time discrete and nonlinear garch(1,1) process, which allows for a (time-)local understanding of its level, together with a short term forecast. On the other hand, via a diffusion approximation, the time evolution of the probability density of risk is modeled by a Fokker-Planck equation. Then, as a final step, using Bayes theorem, beliefs are conditioned on the stationary probability density function as obtained from the Fokker-Planck equation. We believe this to be a highly rigorous framework to integrate subjective judgments of future market behavior and underlying models. In order to demonstrate the approach, we apply it to risk assessment of empirical interest rate scenario methodologies, i.e. the application of Principal Component Analysis to the the dynamics of bonds.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/PL00011107
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  • 2
    Digitale Medien
    Digitale Medien
    Extracting factors for interest rate scenarios (2001)
    Springer
    The European physical journal 20 (2001), S. 517-522 
    Details
    ISSN: 1434-6036
    Schlagwort(e): PACS. 05.45.Tp Time series analysis – 02.50.Ey Stochastic processes
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Physik
    Notizen: Abstract: Factor based interest rate models are widely used for risk managing purposes, for option pricing and for identifying and capturing yield curve anomalies. The movements of a term structure of interest rates are commonly assumed to be driven by a small number of orthogonal factors such as SHIFT, TWIST and BUTTERFLY (BOW). These factors are usually obtained by a Principal Component Analysis (PCA) of historical bond prices (interest rates). Although PCA diagonalizes the covariance matrix of either the interest rates or the interest rate changes, it does not use both covariance matrices simultaneously. Furthermore higher linear and nonlinear correlations are neglected. These correlations as well as the mean reverting properties of the interest rates become crucial, if one is interested in a longer time horizon (infrequent hedging or trading). We will show that Independent Component Analysis (ICA) is a more appropriate tool than PCA, since ICA uses the covariance matrix of the interest rates as well as the covariance matrix of the interest rate changes simultaneously. Additionally higher linear and nonlinear correlations may be easily incorporated. The resulting factors are uncorrelated for various time delays, approximately independent but nonorthogonal. This is in contrast to the factors obtained from the PCA, which are orthogonal and uncorrelated for identical times only. Although factors from the ICA are nonorthogonal, it is sufficient to consider only a few factors in order to explain most of the variation in the original data. Finally we will present examples that ICA based hedges outperforms PCA based hedges specifically if the portfolio is sensitive to structural changes of the yield curve.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/
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  • 3
    Digitale Medien
    Digitale Medien
    Subleading long-range interactions and violations of finite size scaling (2001)
    Springer
    The European physical journal 21 (2001), S. 251-268 
    Details
    ISSN: 1434-6036
    Schlagwort(e): PACS. 64.60.-i General studies of phase transitions – 64.60.Fr Equilibrium properties near critical points, critical exponents – 75.40.-s Critical-point effects, specific heats, short-range order
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Physik
    Notizen: Abstract: We study the behavior of systems in which the interaction contains a long-range component that does not dominate the critical behavior. Such a component is exemplified by the van der Waals force between molecules in a simple liquid-vapor system. In the context of the mean spherical model with periodic boundary conditions we are able to identify, for temperatures close above T c, finite-size contributions due to the subleading term in the interaction that are dominant in this region decaying algebraically as a function of L. This mechanism goes beyond the standard formulation of the finite-size scaling but is to be expected in real physical systems. We also discuss other ways in which critical point behavior is modified that are of relevance for analysis of Monte Carlo simulations of such systems.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/s100510170201
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  • 4
    Digitale Medien
    Digitale Medien
    Crystal and magnetic structures of the oxyphosphates MFePO 5 (M = Fe, Co, Ni, Cu). Analysis of the magnetic ground state in terms of superexchange interactions (2001)
    Springer
    The European physical journal 22 (2001), S. 429-442 
    Details
    ISSN: 1434-6036
    Schlagwort(e): PACS. 61.12.-q Neutron diffraction and scattering – 61.66.Fn Inorganic compounds – 75.25.+z Spin arrangements in magnetically ordered materials (including neutron and spin-polarized electron studies, synchrotron-source x-ray scattering, etc.) – 75.30.Et Exchange and superexchange interactions
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Physik
    Notizen: Abstract: We have studied in detail the crystal and magnetic structures of the oxyphosphates MFePO5 (M: divalent transition metal) using neutron powder diffraction as a function of temperature. All of them are isomorphic to the mixed valence compound α-Fe2PO5 with space-group Pnma. No disorder exists between the two metallic sites. The M2+O6 octahedra share edges between them and faces with Fe3+O6 octahedra building zigzag chains running parallel to the b-axis that are connected by PO4 tetrahedra. The topology of this structure gives rise to a complex pattern of super-exchange interactions responsible of the observed antiferromagnetic order. The magnetic structures are all collinear with the spin directed along the b-axis except for M = Co. The experimental magnetic moments of Cu+2 and Ni2+ correspond to the expected ionic value, on the contrary the magnetic moment of Fe3+ is reduced, probably due to covalence effects, and that of Co2+ is greater than the spin-only value indicating a non negligible orbital contribution. Using numerical calculations we have established a magnetic phase diagram adapted for this type of crystal structure and determined the constraints to be satisfied by the values of the exchange interactions in order to obtain the observed magnetic structure as the ground state.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/s100510170093
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  • 5
    Digitale Medien
    Digitale Medien
    Neutron diffraction study of the magnetic ordering in the series R 2 BaNiO 5 (R = Rare Earth) (2001)
    Springer
    The European physical journal 24 (2001), S. 59-70 
    Details
    ISSN: 1434-6036
    Schlagwort(e): PACS. 61.12.-q Neutron diffraction and scattering – 61.66.Fn Inorganic compounds – 75.25.+z Spin arrangements in magnetically ordered materials (including neutron and spin-polarized electron studies, synchrotron-source x-ray scattering, etc.) – 75.30.Et Exchange and superexchange interactions
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Physik
    Notizen: Abstract: A neutron diffraction study, as a function of temperature, of the title compounds is presented. The whole family (space group Immm, a ≈ 3.8Å, b ≈ 5.8Å, c ≈ 11.3Å) is structurally characterised by the presence of flattened NiO6 octahedra that form chains along the a-axis, giving rise to a strong Ni-O-Ni antiferromagnetic interaction. Whereas for Y-compound only strong 1D correlations exist above 1.5 K, presenting the Haldane gap characteristic of 1D AF chain with integer spin, 3D AF ordering is established simultaneously for both R and Ni sublattices at temperatures depending on the rare earth size and magnetic moment. The magnetic structures of R2BaNiO5 ( R = Nd, Tb, Dy, Ho, Er and Tm) have been determined and refined as a function of temperature. The whole family orders with a magnetic structure characterised by the temperature-independent propagation vector = (1/2, 0, 1/2). At 1.5 K the directions of the magnetic moments differ because of the different anisotropy of the rare earth ions. Except for Tm and Yb (which does not order above 1.5 K), the magnetic moment of the R3+ cations are close to the free-ion value. The magnetic moment of Ni2+ is around 1.4 , the strong reduction with respect to the free-ion value is probably due to a combination of low-dimensional quantum effects and covalency. The thermal evolution of the magnetic structures from T N down to 1.5 K is studied in detail. A smooth re-orientation, governed by the magnetic anisotropy of R3+, seems to occur below and very close to T N in some of these compounds: the Ni moment rotates from nearly parallel to the a-axis toward the c-axis following the R moments. We demonstrate that for setting up the 3D magnetic ordering the R-R exchange interactions cannot be neglected.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/s100510170022
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  • 6
    Digitale Medien
    Digitale Medien
    Validity of the zero-thermodynamic law in off-equilibrium coupled harmonic oscillators (2001)
    Springer
    The European physical journal 20 (2001), S. 105-122 
    Details
    ISSN: 1434-6036
    Schlagwort(e): PACS. 64.70.Pf Glass transitions – 05.70.Ln Nonequilibrium and irreversible thermodynamics
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Physik
    Notizen: Abstract: In order to describe the thermodynamics of the glassy systems it has been recently introduced an extra parameter, the effective temperature which generalizes the fluctuation-dissipation theorem (FDT) to off-equilibrium systems and supposedly describes thermal fluctuations around the aging state. Using this concept we investigate the applicability of a zeroth thermodynamic law for non-equilibrium systems. In particular we study two coupled systems of harmonic oscillators with Monte Carlo dynamics. We analyze in detail two types of dynamics: 1) sequential dynamics where the coupling between the subsystems comes only from the Hamiltonian and 2) parallel dynamics where there is a further coupling between the subsystems arising from the dynamics. We show that the coupling described in the first case is not enough to make asymptotically the effective temperatures of the two interacting subsystems equalize, the reason being the too small thermal conductivity between them in the aging state. This explains why different interacting degrees of freedom in structural glasses may stay at different effective temperatures without never mutually thermalizing.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/BF01313919
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  • 7
    Digitale Medien
    Digitale Medien
    Heat transfer and Fourier's law in off-equilibrium systems (2001)
    Springer
    The European physical journal 21 (2001), S. 115-120 
    Details
    ISSN: 1434-6036
    Schlagwort(e): PACS. 64.70.Pf Glass transitions – 05.70.Ln Nonequilibrium and irreversible thermodynamics
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Physik
    Notizen: Abstract: We study the most suitable procedure to measure the effective temperature in off-equilibrium systems. We analyze the stationary current established between an off-equilibrium system and a thermometer and the necessary conditions for that current to vanish. We find that the thermometer must have a short characteristic time-scale compared to the typical decorrelation time of the glassy system to correctly measure the effective temperature. This general conclusion is confirmed analyzing an ensemble of harmonic oscillators with Monte Carlo dynamics as an illustrative example of a solvable model of a glass. We also find that the current defined allows to extend Fourier's law to the off-equilibrium regime by consistently defining effective transport coefficients. Our results for the oscillator model explain why thermal conductivities between thermalized and frozen degrees of freedom in structural glasses are extremely small.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/BF01315082
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  • 8
    Digitale Medien
    Digitale Medien
    Two-point correlation function in systems with van der Waals type interaction (2001)
    Springer
    The European physical journal 23 (2001), S. 211-219 
    Details
    ISSN: 1434-6036
    Schlagwort(e): PACS. 64.60.-i General studies of phase transitions – 64.60.Fr Equilibrium properties near critical points, critical exponents – 75.40.-s Critical-point effects, specific heats, short-range order
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Physik
    Notizen: Abstract: The behavior of the bulk two-point correlation function G( ;T| d ) in d-dimensional system with van der Waals type interactions is investigated and its consequences on the finite-size scaling properties of the susceptibility in such finite systems with periodic boundary conditions is discussed within mean-spherical model which is an example of Ornstein and Zernike type theory. The interaction is supposed to decay at large distances r as r - (d + σ), with 2 〈 d 〈 4, 2 〈 σ 〈 4 and d + σ≤6. It is shown that G( ;T| d ) decays as r - (d - 2) for 1 ≪r≪ξ, exponentially for ξ≪r≪r *, where r * = (σ - 2)ξlnξ, and again in a power law as r - (d + σ) for r≫r *. The analytical form of the leading-order scaling function of G( ;T| d ) in any of these regimes is derived.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/s100510170070
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  • 9
    Digitale Medien
    Digitale Medien
    Atom diffraction from magnetic gratings in the thin phase-grating approximation (2001)
    Springer
    The European physical journal 14 (2001), S. 289-297 
    Details
    ISSN: 1434-6079
    Schlagwort(e): PACS. 03.75.Be Atom and neutron optics – 42.25.Fx Diffraction and scattering
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Physik
    Notizen: Abstract: The problem of atom diffraction from a reflecting magnetic diffraction grating is solved in the thin phase-grating approximation. The general problem for scalar diffraction is modelled using a semi-classical method in which the grating potential is separated into a reflecting term and a diffracting term. The trajectory of the atom in the reflecting potential is solved classically and the atom wave function in the diffracting potential found by integrating the phase change along the classical trajectory. The diffraction orders are obtained after Fourier transforming the result. This can be done independently of the grating potential resulting in a general formula for the diffraction efficiencies. The general result is applied to the problem of atom diffraction from a magnetic grating. Several approximations are required to reduce the problem to a form amenable to analytic solution. The results are compared with an accurate numerical method.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/s100530170195
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  • 10
    Digitale Medien
    Digitale Medien
    Lifetime measurements in Gd II and Gd III using time-resolved laser spectroscopy (2001)
    Springer
    The European physical journal 13 (2001), S. 301-304 
    Details
    ISSN: 1434-6079
    Schlagwort(e): PACS. 32.70.Cs Oscillator strengths, lifetimes, transition moments – 42.62.Fi Laser spectroscopy
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Physik
    Notizen: Abstract: Natural radiative lifetimes of 20 levels (energy range between 29 000-35 000 cm-1) in Gd II and 5 levels (energy range between 43 000-49 000 cm-1) in Gd III have been measured using time-resolved laser-induced fluorescence in a laser-produced plasma.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/s100530170245
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  • 11
    Digitale Medien
    Digitale Medien
    Modelling the diffraction of laser-cooled atoms from magnetic gratings (2001)
    Springer
    The European physical journal 14 (2001), S. 111-118 
    Details
    ISSN: 1434-6079
    Schlagwort(e): PACS. 03.75.Be Atom and neutron optics – 42.25.Fx Diffraction and scattering
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Physik
    Notizen: Abstract: The diffraction of laser-cooled atoms from a spatially-periodic potential is modelled using rigorous coupled-wave analysis. This numerical technique, normally applied to light-diffraction, is adapted for use with atomic de Broglie waves incident on a reflecting diffraction grating. The technique approximates the potential by a large number of constant layers and successively solves the complex eigenvalue problem in each layer, propagating the solution up to the surface of the grating. The method enables the diffraction efficiencies to be calculated for any periodic potential. The results from the numerical model are compared with the thin phase-grating approximation formulae for evanescent light-wave diffraction gratings and idealised magnetic diffraction gratings. The model is applied to the problem of diffracting Rb atoms from a grating made from an array of permanent magnets.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/s100530170242
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  • 12
    Digitale Medien
    Digitale Medien
    Selective preparation of ground state wave-packets: a theoretical analysis of femtosecond pump-dump-probe experiments on the potassium dimer (2001)
    Springer
    The European physical journal 14 (2001), S. 167-172 
    Details
    ISSN: 1434-6079
    Schlagwort(e): PACS. 31.70.Hq Time-dependent phenomena: excitation and relaxation processes, and reaction rates – 33.80.Wz Other multiphoton processes
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Physik
    Notizen: Abstract: We present simulations on pump-dump-probe experiments performed on the potassium dimer. The interaction of two time-delayed laser pulses prepares vibrational wave packets in the electronic ground state. The quantum calculations reveal to what extent it is possible to prepare a ground state superposition of states with high versus low vibrational quantum numbers by changing the pump-dump delay time. It is shown that transient signals may exhibit interference effects which are due to characteristics of ground state wave-packets composed of two components showing different vibrational dynamics. In this way the signals are able to yield information about vibrational overtone motion.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/s100530170214
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  • 13
    Digitale Medien
    Digitale Medien
    Femtosecond pump-probe fluorescence signals from classical trajectories: comparison with wave-packet calculations (2001)
    Springer
    The European physical journal 15 (2001), S. 413-422 
    Details
    ISSN: 1434-6079
    Schlagwort(e): PACS. 31.70.Hq Time-dependent phenomena: excitation and relaxation processes, and reaction rates – 33.80.Wz Other multiphoton processes
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Physik
    Notizen: Abstract: A classical approach to simulate femtosecond pump-probe experiments is presented and compared to the quantum mechanical treatment. We restrict the study to gas-phase systems using the I2 molecule as a numerical example. Thus, no relaxation processes are included. This allows for a direct comparison between purely quantum mechanical results and those obtained from classical trajectory calculations. The classical theory is derived from the phase-space representation of quantum mechanics. Various approximate quantum mechanical treatments are compared to their classical counterparts. Thereby it is demonstrated that the representation of the radial density as prepared in the pump-process is most crucial to obtain reliable signals within the classical approach.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/s100530170158
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  • 14
    Digitale Medien
    Digitale Medien
    Experimental and theoretical lifetimes in Yb III (2001)
    Springer
    The European physical journal 15 (2001), S. 301-305 
    Details
    ISSN: 1434-6079
    Schlagwort(e): PACS. 32.70.Cs Oscillator strengths, lifetimes, transition moments – 42.62.Fi Laser spectroscopy
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Physik
    Notizen: Abstract: Lifetimes of three levels belonging to the configuration 4f 135d with J = 1 in Yb III have been measured for the first time using the time-resolved laser-induced fluorescence method. Experimental transition probabilities have been deduced for the transitions between the levels studied and the ground state. The comparison of the experimental lifetimes with theoretical data, deduced within the relativistic Hartree-Fock (HFR) approach, underlines the dramatic importance of an adequate consideration of core-polarization effects in the theoretical model and the sensitivity of one of the lifetime values to small correlation effects.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/s100530170144
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