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Gonzalo Ferro

Publications and source records attributed to Gonzalo Ferro.

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Real Option Pricing using Quantum Computers

In this work we present an alternative methodology to the standard Quantum Accelerated Monte Carlo (QAMC) applied to derivatives pricing. Our pipeline benefits from the combination of a new encoding protocol, referred to as the direct encoding, and a amplitude estimation algorithm, the modified Real Quantum Amplitude Estimation (mRQAE) algorithm. On the one hand, the direct encoding prepares a quantum state which contains the information about the sign of the expected payoff. On the other hand, the mRQAE is able to read all the information contained in the quantum state. Although the procedure we describe is different from the standard one, the main building blocks are almost the same. Thus, all the extensive research that has been performed is still applicable. Moreover, we experimentally compare the performance of the proposed methodology against the standard QAMC employing a quantum emulator and show that we retain the speedups.

quant-ph

An analytical approach to the thermal instability of superconducting films under high current densities

Using the Green's function of the 3D heat equation, we develop an analytical account of the thermal behaviour of superconducting films subjected to electrical currents larger than their critical current in the absence of an applied magnetic field. Our model assumes homogeneity of films and current density, and besides thermal coefficients employs parameters obtained by fitting to experimental electrical field - current density characteristics at constant bath temperature. We derive both a tractable dynamic equation for the real temperature of the film up to the supercritical current density J^\ast (the lowest current density inducing transition to the normal state), and a thermal stability criterion that allows prediction of J^\ast . For two typical YBCO films, J^\ast predictions agree with observations to within 5%. These findings strongly support the hypothesis that a current-induced thermal instability is generally the origin of the breakdown of superconductivity under high electrical current densities, at least at temperatures not too far from Tc.

cond-mat.supr-con

Size effects on the quenching to the normal state in YBa2Cu3O7-delta thin film superconductors

To probe the quenching mechanisms under high current densities, current-voltage curves have been measured in YBa2Cu3O7-delta thin film microbridges with widths lower than the thermal diffusion length. This condition was obtained by using microbridge widths under 100 micrometers and stepped ramps of one millisecond step duration. Whereas the flux-flow resistivity is found to be microbridge-width independent, strong width dependence of the quenching current density is observed. These results provide a direct experimental demonstration that for high current densities varying in the millisecond range the transition to a highly dissipative state is due to self heating driven by "conventional" (non-singular) flux flow effects.

cond-mat.supr-con

Measurements of the doping effects on the in-plane paraconductivity in cuprate superconductors

We will summarize here some of our measurements of the superconducting fluctuations effects on the in-plane electrical resistivity (the so-called in-plane paraconductivity) in La_{2-x}Sr_xCuO_4 thin films with different Sr content. Our results suggest that these superconducting fluctuations effects are not related to the opening of a pseudogap in the normal-state of underdoped compounds.

cond-mat.supr-con

The in-plane paraconductivity in La_{2-x}Sr_xCuO_4 thin film superconductors at high reduced-temperatures: Independence of the normal-state pseudogap

The in-plane resistivity has been measured in $La_{2-x}Sr_xCuO_4$ (LSxCO) superconducting thin films of underdoped ($x=0.10,0.12$), optimally-doped ($x=0.15$) and overdoped ($x=0.20,0.25$) compositions. These films were grown on (100)SrTiO$_3$ substrates, and have about 150 nm thickness. The in-plane conductivity induced by superconducting fluctuations above the superconducting transition (the so-called in-plane paraconductivity, $Δσ_{ab}$) was extracted from these data in the reduced-temperature range $10^{-2}\lsimε\equiv\ln(T/\Tc)\lsim1$. Such a $Δσ_{ab}(ε)$ was then analyzed in terms of the mean-field--like Gaussian-Ginzburg-Landau (GGL) approach extended to the high-$ε$ region by means of the introduction of a total-energy cutoff, which takes into account both the kinetic energy and the quantum localization energy of each fluctuating mode. Our results strongly suggest that at all temperatures above Tc, including the high reduced-temperature region, the doping mainly affects in LSxCO thin films the normal-state properties and that its influence on the superconducting fluctuations is relatively moderate: Even in the high-$ε$ region, the in-plane paraconductivity is found to be independent of the opening of a pseudogap in the normal state of the underdoped films.

cond-mat.supr-con