Search results for "Density"

Dependence of single-particle energies on coupling constants of the nuclear energy density functional

2008

We show that single-particle energies in doubly magic nuclei depend almost linearly on the coupling constants of the nuclear energy density functional. Therefore, they can be very well characterized by the linear regression coefficients, which we calculate for the coupling constants of the standard Skyrme functional. We then use these regression coefficients to refit the coupling constants to experimental values of single-particle energies. We show that the obtained rms deviations from experimental data are still quite large, of the order of 1.1 MeV. This suggests that the current standard form of the Skyrme functional cannot ensure spectroscopic-quality description of single-particle energ…

Time-Dependent Reduced Density Matrix Functional Theory

2012

In this chapter we will give an introduction into one-body reduced density matrix functional theory (RDMFT). This is a rather new method to deal with the quantum many-body problem. Especially the development of a time-dependent version, TDRDMFT , is very recent. Therefore, there are many open questions and the formalism has not crystalized yet into a standard form such as in (TD)DFT. Although RDMFT has similarities with DFT, there are many more differences. This chapter is too short for a full introduction into the wondrous world of RDMFT, but we hope to give an idea what (TD)RDMFT might bring.

2019

Energy-level alignment at organic-metal interfaces plays a crucial role for the performance of organic electronic devices. However, reliable models to predict energetics at strongly coupled interfaces are still lacking. We elucidate contact formation of 1,2,5,6,9,10-coronenehexone (COHON) to the (1 1 1)-surfaces of coinage metals by means of ultraviolet photoelectron spectroscopy, x-ray photoelectron spectroscopy, the x-ray standing wave technique, and density functional theory calculations. While for low COHON thicknesses, the work-functions of the systems vary considerably, for thicker organic films Fermi-level pinning leads to identical work functions of 5.2 eV for all COHON-covered meta…

Stationary and non-stationary probability density function for non-linear oscillators

1997

A method for the evaluation of the stationary and non-stationary probability density function of non-linear oscillators subjected to random input is presented. The method requires the approximation of the probability density function of the response in terms of C-type Gram-Charlier series expansion. By applying the weighted residual method, the Fokker-Planck equation is reduced to a system of non-linear first order ordinary differential equations, where the unknowns are the coefficients of the series expansion. Furthermore, the relationships between the A-type and C-type Gram-Charlier series coefficient are derived.

Non-Gaussian probability density function of SDOF linear structures under wind actions

1998

Abstract Wind velocity is usually analytically described adding a static mean term to a zero mean fluctuation stationary process. The corresponding aerodynamic alongwind force acting on a single degree of freedom (SDOF) structure can be considered as a sum of three terms proportional to the mean wind velocity, to the product between mean and fluctuating part of the wind velocity and to the square power of the fluctuating wind velocity, respectively. The latter term, often neglected in the literature, is responsible for the non-Gaussian behaviour of the response. In this paper a method for the evaluation of the stationary probability density function of SDOF structures subjected to non-Gauss…

Power-law relaxation in a complex system: Omori law after a financial market crash

2003

We study the relaxation dynamics of a financial market just after the occurrence of a crash by investigating the number of times the absolute value of an index return is exceeding a given threshold value. We show that the empirical observation of a power law evolution of the number of events exceeding the selected threshold (a behavior known as the Omori law in geophysics) is consistent with the simultaneous occurrence of (i) a return probability density function characterized by a power law asymptotic behavior and (ii) a power law relaxation decay of its typical scale. Our empirical observation cannot be explained within the framework of simple and widespread stochastic volatility models.

First-order interface localization-delocalization transition in thin Ising films using Wang-Landau sampling

2004

Using extensive Monte Carlo simulations, we study the interface localization- delocalization transition of a thin Ising film with antisymmetric competing walls for a set of parameters where the transition is strongly first-order. This is achieved by estimating the density of states (DOS) of the model by means of Wang-Landau sampling (WLS) in the space of energy, using both, single-spin-flip as well as N-fold way updates. From the DOS we calculate canonical averages related to the configurational energy, like the internal energy, the specific heat, as well as the free energy and the entropy. By sampling microcanonical averages during simulations we also compute thermodynamic quantities relat…

Linear and nonlinear experimental regimes of stochastic resonance

2000

We investigate the stochastic resonance phenomenon in a physical system based on a tunnel diode. The experimental control parameters are set to allow the control of the frequency and amplitude of the deterministic modulating signal over an interval of values spanning several orders of magnitude. We observe both a regime described by the linear response theory and the nonlinear deviation from it. In the nonlinear regime we detect saturation of the power spectral density of the output signal detected at the frequency of the modulating signal and a dip in the noise level of the same spectral density. When these effects are observed we detect a phase and frequency synchronization between the st…

Statistical Properties of Statistical Ensembles of Stock Returns

1999

We select n stocks traded in the New York Stock Exchange and we form a statistical ensemble of daily stock returns for each of the k trading days of our database from the stock price time series. We analyze each ensemble of stock returns by extracting its first four central moments. We observe that these moments are fluctuating in time and are stochastic processes themselves. We characterize the statistical properties of central moments by investigating their probability density function and temporal correlation properties.

Variety and volatility in financial markets

2000

We study the price dynamics of stocks traded in a financial market by considering the statistical properties both of a single time series and of an ensemble of stocks traded simultaneously. We use the $n$ stocks traded in the New York Stock Exchange to form a statistical ensemble of daily stock returns. For each trading day of our database, we study the ensemble return distribution. We find that a typical ensemble return distribution exists in most of the trading days with the exception of crash and rally days and of the days subsequent to these extreme events. We analyze each ensemble return distribution by extracting its first two central moments. We observe that these moments are fluctua…