Heisenberg frustrated magnets: a nonperturbative approach

Frustrated magnets are a notorious example where the usual perturbative methods are in conflict. Using a nonperturbative Wilson-like approach, we get a coherent picture of the physics of Heisenberg frustrated magnets everywhere between $d=2$ and $d=4$. We recover all known perturbative results in a single framework and find the transition to be weakly first order in $d=3$. We compute effective exponents in good agreement with numerical and experimental data.Comment: 5 pages, Revtex, technical details available at http://www.lpthe.jussieu.fr/~tissie

Fractional derivatives of random walks: Time series with long-time memory

We review statistical properties of models generated by the application of a (positive and negative order) fractional derivative operator to a standard random walk and show that the resulting stochastic walks display slowly-decaying autocorrelation functions. The relation between these correlated walks and the well-known fractionally integrated autoregressive (FIGARCH) models, commonly used in econometric studies, is discussed. The application of correlated random walks to simulate empirical financial times series is considered and compared with the predictions from FIGARCH and the simpler FIARCH processes. A comparison with empirical data is performed.Comment: 10 pages, 14 figure

Analysis methods for collaborative models and activities

Abstract. A classification of analysis methods for CSCL systems is presented which uses as one dimension the distinction into summary analysis and structural analysis and as another distinction different types of raw data: either user actions or state descriptions. The Cool Modes environment for collaborative modeling enables us to explore the whole spectrum of analysis methods. Action logging is based on the MatchMaker communication server underlying Cool Modes. Example instances for several analysis methods have been implemented in the Cool Modes framework.

Discrete sine transform for multi-scale realized volatility measures

In this study we present a new realized volatility estimator based on a combination of the multi-scale regression and discrete sine transform (DST) approaches. Multi-scale estimators similar to that recently proposed by Zhang (2006) can, in fact, be constructed within a simple regression-based approach by exploiting the linear relation existing between the market microstructure bias and the realized volatilities computed at different frequencies. We show how such a powerful multi-scale regression approach can also be applied in the context of the Zhou [Nonlinear Modelling of High Frequency Financial Time Series, pp. 109–123, 1998] or DST orthogonalization of the observed tick-by-tick returns. Providing a natural orthonormal basis decomposition of observed returns, the DST permits the optimal disentanglement of the volatility signal of the underlying price process from the market microstructure noise. The robustness of the DST approach with respect to the more general dependent structure of the microstructure noise is also shown analytically. The combination of the multi-scale regression approach with DST gives a multi-scale DST realized volatility estimator similar in efficiency to the optimal Cramer–Rao bounds and robust against a wide class of noise contamination and model misspecification. Monte Carlo simulations based on realistic models for price dynamics and market microstructure effects show the superiority of DST estimators over alternative volatility proxies for a wide range of noise-to-signal ratios and different types of noise contamination. Empirical analysis based on six years of tick-by-tick data for the S&P 500 index future, FIB 30, and 30 year U.S. Treasury Bond future confirms the accuracy and robustness of DST estimators for different types of real data

Improved tensor-product expansions for the two-particle density matrix

We present a new density-matrix functional within the recently introduced framework for tensor-product expansions of the two-particle density matrix. It performs well both for the homogeneous electron gas as well as atoms. For the homogeneous electron gas, it performs significantly better than all previous density-matrix functionals, becoming very accurate for high densities and outperforming Hartree-Fock at metallic valence electron densities. For isolated atoms and ions, it is on a par with previous density-matrix functionals and generalized gradient approximations to density-functional theory. We also present analytic results for the correlation energy in the low density limit of the free electron gas for a broad class of such functionals.Comment: 4 pages, 2 figure

A natural orbital functional for the many-electron problem

The exchange-correlation energy in Kohn-Sham density functional theory is expressed as a functional of the electronic density and the Kohn-Sham orbitals. An alternative to Kohn-Sham theory is to express the energy as a functional of the reduced first-order density matrix or equivalently the natural orbitals. In the former approach the unknown part of the functional contains both a kinetic and a potential contribution whereas in the latter approach it contains only a potential energy and consequently has simpler scaling properties. We present an approximate, simple and parameter-free functional of the natural orbitals, based solely on scaling arguments and the near satisfaction of a sum rule. Our tests on atoms show that it yields on average more accurate energies and charge densities than the Hartree Fock method, the local density approximation and the generalized gradient approximations

Critical behavior of frustrated systems: Monte Carlo simulations versus Renormalization Group

We study the critical behavior of frustrated systems by means of Pade-Borel resummed three-loop renormalization-group expansions and numerical Monte Carlo simulations. Amazingly, for six-component spins where the transition is second order, both approaches disagree. This unusual situation is analyzed both from the point of view of the convergence of the resummed series and from the possible relevance of non perturbative effects.Comment: RevTex, 10 pages, 3 Postscript figure

The critical behavior of frustrated spin models with noncollinear order

We study the critical behavior of frustrated spin models with noncollinear order, including stacked triangular antiferromagnets and helimagnets. For this purpose we compute the field-theoretic expansions at fixed dimension to six loops and determine their large-order behavior. For the physically relevant cases of two and three components, we show the existence of a new stable fixed point that corresponds to the conjectured chiral universality class. This contradicts previous three-loop field-theoretical results but is in agreement with experiments.Comment: 4 pages, RevTe

Real-space local polynomial basis for solid-state electronic-structure calculations: A finite-element approach

We present an approach to solid-state electronic-structure calculations based on the finite-element method. In this method, the basis functions are strictly local, piecewise polynomials. Because the basis is composed of polynomials, the method is completely general and its convergence can be controlled systematically. Because the basis functions are strictly local in real space, the method allows for variable resolution in real space; produces sparse, structured matrices, enabling the effective use of iterative solution methods; and is well suited to parallel implementation. The method thus combines the significant advantages of both real-space-grid and basis-oriented approaches and so promises to be particularly well suited for large, accurate ab initio calculations. We develop the theory of our approach in detail, discuss advantages and disadvantages, and report initial results, including the first fully three-dimensional electronic band structures calculated by the method.Comment: replacement: single spaced, included figures, added journal referenc

A non perturbative approach of the principal chiral model between two and four dimensions

We investigate the principal chiral model between two and four dimensions by means of a non perturbative Wilson-like renormalization group equation. We are thus able to follow the evolution of the effective coupling constants within this whole range of dimensions without having recourse to any kind of small parameter expansion. This allows us to identify its three dimensional critical physics and to solve the long-standing discrepancy between the different perturbative approaches that characterizes the class of models to which the principal chiral model belongs.Comment: 5 pages, 1 figure, Revte