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F. Gruemmer

Publications and source records attributed to F. Gruemmer.

16 recordsLinked to original sources
arXiv2012

Self-consistent calculations of the electric giant dipole resonances in light and heavy mass nuclei

While bulk properties of stable nuclei are successfully reproduced by mean-field theories employing effective interactions, the dependence of the centroid energy of the electric giant dipole resonance on the nucleon number A is not. This problem is cured by considering many-particle correlations beyond mean-field theory, which we do within the "Quasiparticle Time Blocking Approximation". The electric giant dipole resonances in $^{16}$O, $^{40}$Ca, and $^{208}$Pb are calculated using two new Skyrme interactions.

nucl-th↗
arXiv2009

Complex Systems: From Nuclear Physics to Financial Markets

We compare correlations and coherent structures in nuclei and financial markets. In the nuclear physics part we review giant resonances which can be interpreted as a coherent structure embedded in chaos. With similar methods we investigate the financial empirical correlation matrix of the DAX and Dow Jones. We will show, that if the time-zone delay is properly accounted for, the two distinct markets largely merge into one. This is reflected by the largest eigenvalue that develops a gap relative to the remaining, chaotic eigenvalues. By extending investigations of the specific character of financial collectivity we also discuss the criticality-analog phenomenon of the financial log-periodicity and show specific examples.

q-fin.ST↗
arXiv2008

Description of the Giant Monopole Resonance in the Even-A $^{112-124}$Sn Isotopes within the Microscopic Model Including Quasiparticle-Phonon Coupling

We have calculated the strength distributions of the giant monopole resonance in the even-A tin isotopes (A = 112-124) which were recently measured in inelastic $α$-scattering. The calculations were performed within two microscopic models: the quasiparticle random phase approximation (QRPA) and the quasiparticle time blocking approximation which is an extension of the QRPA including quasiparticle-phonon coupling. We used a self-consistent calculational scheme based on the HF+BCS approximation. The single-particle continuum was exactly included on the RPA level. The self-consistent mean field and the effective interaction were derived from the Skyrme energy functional. In the calculations, two Skyrme force parametrizations were used. The T5 parametrization with comparatively low value of the incompressibility of infinite nuclear matter ($K_{\infty}$ = 202 MeV) gives theoretical results in good agreement with the experimental data including the resonance widths.

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arXiv2008

Self-consistent calculations within the Green's function method including particle-phonon coupling and the single-particle continuum

The Green's function method in the \emph{Quasiparticle Time Blocking Approximation} is applied to nuclear excitations in $^{132}$Sn and $^{208}$Pb. The calculations are performed self-consistently using a Skyrme interaction. The method combines the conventional RPA with an exact single-particle continuum treatment and considers in a consistent way the particle-phonon coupling. We reproduce not only the experimental values of low- and high-lying collective states but we also obtain fair agreement with the data of non-collective low-lying states that are strongly influenced by the particle-phonon coupling.

nucl-th↗
arXiv2007

Self-consistent calculations within the Extended Theory of Finite Fermi Systems

The Extended Theory of Finite Fermi Systems(ETFFS) describes nuclear excitations considering phonons and pairing degrees of freedom, using experimental single particle energies and the effective Landau-Migdal interaction. Here we use the Skyrme interactions in order to extend the range of applicability of the ETFFS to experimentally not yet investigated short-lived isotopes. We find that Skyrme interactions which reproduce at the mean field level both ground state properties and nuclear excitations are able to describe the spreading widths of the giant resonances in the new approach, but produce shifts of the centroid energies. A renormalization of the Skyrme interactions is required for approaches going beyond the mean field level.

nucl-th↗
arXiv2006

Extended Theory of Finite Fermi Systems: Application to the collective and non-collective E1 strength in $^{208}$Pb

The Extended Theory of Finite Fermi Systems is based on the conventional Landau-Migdal theory and includes the coupling to the low-lying phonons in a consistent way. The phonons give rise to a fragmentation of the single-particle strength and to a compression of the single-particle spectrum. Both effects are crucial for a quantitative understanding of nuclear structure properties. We demonstrate the effects on the electric dipole states in $^{208}$Pb (which possesses 50% more neutrons then protons) where we calculated the low-lying non-collective spectrum as well as the high-lying collective resonances. Below 8 MeV, where one expects the so called isovector pygmy resonances, we also find a strong admixture of isoscalar strength that comes from the coupling to the high-lying isoscalar electric dipole resonance, which we obtain at about 22 MeV. The transition density of this resonance is very similar to the breathing mode, which we also calculated. We shall show that the extended theory is the correct approach for self-consistent calculations, where one starts with effective Lagrangians and effective Hamiltonians, respectively, if one wishes to describe simultaneously collective and non-collective properties of the nuclear spectrum. In all cases for which experimental data exist the agreement with the present theory results is good.

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arXiv2006

Microscopic description of the pygmy and giant electric dipole resonances in stable Ca isotopes

The properties of the pygmy (PDR) and giant dipole resonance (GDR)in the stable $^{40}Ca$,$^{44}Ca$ and $^{48}Ca$ isotopes have been calculated within the \emph{Extended Theory of Finite Fermi Systems}(ETFFS). This approach is based on the random phase approximation (RPA) and includes the single particle continuum as well as the coupling to low-lying collectives states which are considered in a consistent microscopic way. For $^{44}Ca$ we also include pairing correlations. We obtain good agreement with the experimental data for the gross properties of both resonances. It is demonstrated that the recently measured A-dependence of the strength of the PDR below 10 MeV is well understood in our model:due to the phonon coupling some of the strength in $^{48}Ca$ is simply shifted beyond 10 MeV. The predicted fragmentation of the PDR can be investigated in $(e,e')$ and $(γ,γ')$ experiments. Whereas the isovector dipole strength of the PDR is small in all Ca isotopes, we find in this region surprisingly strong isoscalar dipole states, in agreement with an $(α,α'γ)$ experiment. We conclude that for the detailed understanding of the structure of excited nuclei e.g. the PDR and GDR an approach like the present one is absolutely necessary.

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arXiv2005

Prediction oriented variant of financial log-periodicity and speculating about the stock market development until 2010

A phenomenon of the financial log-periodicity is discussed and the characteristics that amplify its predictive potential are elaborated. The principal one is self-similarity that obeys across all the time scales. Furthermore the same preferred scaling factor appears to provide the most consistent description of the market dynamics on all these scales both in the bull as well as in the bear market phases and is common to all the major markets. These ingredients set very desirable and useful constraints for understanding the past market behavior as well as in designing forecasting scenarios. One novel speculative example of a more detailed S$&$P500 development until 2010 is presented.

physics.soc-ph↗
arXiv2003

Are the contemporary financial fluctuations sooner converging to normal?

Based on the tick-by-tick price changes of the companies from the U.S. and from the German stock markets over the period 1998-99 we reanalyse several characteristics established by the Boston Group for the U.S. market in the period 1994-95, which serves to verify their space and time-translational invariance. By increasing the time scales we find a significantly more accelerated crossover from the power-law (alpha approximately 3) asymptotic behaviour of the distribution of returns towards a Gaussian, both for the U.S. as well as for the German stock markets. In the latter case the crossover is even faster. Consistently, the corresponding autocorrelation functions of returns and of the time averaged volatility also indicate a faster loss of memory with increasing time. This route towards efficiency may reflect a systematic increase of the information processing when going from past to present.

cond-mat.soft↗
arXiv2001

Decomposing the stock market intraday dynamics

The correlation matrix formalism is used to study temporal aspects of the stock market evolution. This formalism allows to decompose the financial dynamics into noise as well as into some coherent repeatable intraday structures. The present study is based on the high-frequency Deutsche Aktienindex (DAX) data over the time period between November 1997 and September 1999, and makes use of both, the corresponding returns as well as volatility variations. One principal conclusion is that a bulk of the stock market dynamics is governed by the uncorrelated noise-like processes. There exists however a small number of components of coherent short term repeatable structures in fluctuations that may generate some memory effects seen in the standard autocorrelation function analysis. Laws that govern fluctuations associated with those various components are different, which indicates an extremely complex character of the financial fluctuations.

cond-mat.soft↗
arXiv2001

Dynamics of correlations in the stock market

Financial empirical correlation matrices of all the companies which both, the Deutsche Aktienindex (DAX) and the Dow Jones comprised during the time period 1990-1999 are studied using a time window of a limited, either 30 or 60, number of trading days. This allows a clear identification of the resulting correlations. On both these markets the decreases turn out to be always accompanied by a sizable separation of one strong collective eigenstate of the correlation matrix, while increases are more competitive and thus less collective. Generically, however, the remaining eigenstates of the correlation matrix are, on average, consistent with predictions of the random matrix theory. Effects connected with the world globalization are also discussed and a leading role of the Dow Jones is quantified. This effect is particularly spectacular during the last few years, and it turns out to be crucial to properly account for the time-zone delays in order to identify it.

cond-mat.stat-mech↗
arXiv2001

Quantifying dynamics of the financial correlations

A novel application of the correlation matrix formalism to study dynamics of the financial evolution is presented. This formalism allows to quantify the memory effects as well as some potential repeatable intradaily structures in the financial time-series. The present study is based on the high-frequency Deutsche Aktienindex (DAX) data over the time-period between November 1997 and December 1999 and demonstrates a power of the method. In this way two significant new aspects of the DAX evolution are identified: (i) the memory effects turn out to be sizably shorter than what the standard autocorrelation function analysis seems to indicate and (ii) there exist short term repeatable structures in fluctuations that are governed by a distinct dynamics. The former of these results may provide an argument in favour of the market efficiency while the later one may indicate origin of the difficulty in reaching a Gaussian limit, expected from the central limit theorem, in the distribution of returns on longer time-horizons.

cond-mat.soft↗
arXiv2000

Towards identifying the world stock market cross-correlations: DAX versus Dow Jones

Effects connected with the world globalization affect also the financial markets. On a way towards quantifying the related characteristics we study the financial empirical correlation matrix of the 60 companies which both the Deutsche Aktienindex (DAX) and the Dow Jones (DJ) industrial average comprised during the years 1990-1999. The time-dependence of the underlying cross-correlations is monitored using a time window of 60 trading days. Our study shows that if the time-zone delays are properly accounted for the two distant markets largely merge into one. This effect is particularly visible during the last few years. It is however the Dow Jones which dictates the trend.

cond-mat.stat-mech↗
arXiv1999

Dynamics of competition between collectivity and noise in the stock market

Detailed study of the financial empirical correlation matrix of the 30 companies comprised by DAX within the period of the last 11 years, using the time-window of 30 trading days, is presented. This allows to clearly identify a nontrivial time-dependence of the resulting correlations. In addition, as a rule, the draw downs are always accompanied by a sizable separation of one strong collective eigenstate of the correlation matrix which, at the same time, reduces the variance of the noise states. The opposite applies to draw ups. In this case the dynamics spreads more uniformly over the eigenstates which results in an increase of the total information entropy.

cond-mat.stat-mech↗
arXiv1996

Bulk properties of light deformed nuclei derived from a medium-modified meson-exchange interaction

Deformed Hartree-Fock-Bogoliubov calculations for finite nuclei are carried out. As residual interaction, a Brueckner G-matrix derived from a meson-exchange potential is taken. Phenomenological medium modifications of the meson masses are introduced. The binding energies, radii, and deformation parameters of the Carbon, Oxygen, Neon, and Magnesium isotope chains are found to be in good agreement with the experimental data.

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