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Koos B. Gubbels

Publications and source records attributed to Koos B. Gubbels.

6 recordsLinked to original sources

Spectral Dynamics and Regularization for High-Dimensional Copulas

We introduce a novel model for time-varying, asymmetric, tail-dependent copulas in high dimensions that incorporates both spectral dynamics and regularization. The dynamics of the dependence matrix' eigenvalues are modeled in a score-driven way, while biases in the unconditional eigenvalue spectrum are resolved by non-linear shrinkage. The dynamic parameterization of the copula dependence matrix ensures that it satisfies the appropriate restrictions at all times and for any dimension. The model is parsimonious, computationally efficient, easily scalable to high dimensions, and performs well for both simulated and empirical data. In an empirical application to financial market dynamics using 100 stocks from 10 different countries and 10 different industry sectors, we find that our copula model captures both geographic and industry related co-movements and outperforms recent computationally more intensive clustering-based factor copula alternatives. Both the spectral dynamics and the regularization contribute to the new model's performance. During periods of market stress, we find that the spectral dynamics reveal strong increases in international stock market dependence, which causes reductions in diversification potential and increases in systemic risk.

econ.EM

Scattering resonances in slow NH${}_3$-He collisions

We theoretically study slow collisions of NH$_3$ molecules with He atoms, where we focus in particular on the observation of scattering resonances. We calculate state-to-state integral and differential cross sections for collision energies ranging from 10${}^{-4}$ cm$^{-1}$ to 130 cm$^{-1}$, using fully converged quantum close-coupling calculations. To describe the interaction between the NH${}_3$ molecules and the He atoms, we present a four-dimensional potential energy surface, based on an accurate fit of 4180 {\it ab initio} points. Prior to collision, we consider the ammonia molecules to be in their antisymmetric umbrella state with angular momentum $j=1$ and projection $k=1$, which is a suitable state for Stark deceleration. We find pronounced shape and Feshbach resonances, especially for inelastic collisions into the symmetric umbrella state with $j=k=1$. We analyze the observed resonant structures in detail by looking at scattering wavefunctions, phase shifts, and lifetimes. Finally, we discuss the prospects for observing the predicted scattering resonances in future crossed molecular beam experiments with a Stark-decelerated NH$_3$ beam.

physics.chem-ph

Quantum-state resolved bimolecular collisions of velocity-controlled OH with NO radicals

Whereas atom-molecule collisions have been studied with complete quantum state resolution, interactions between two state-selected molecules have proven much harder to probe. Here, we report the measurement of state-resolved inelastic scattering cross sections for collisions between two open-shell molecules that are both prepared in a single quantum state. Stark-decelerated OH radicals were scattered with hexapole-focused NO radicals in a crossed beam configuration. Rotationally and spin-orbit inelastic scattering cross sections were measured on an absolute scale for collision energies between 70 and 300 cm$^{-1}$. These cross sections show fair agreement with quantum coupled-channels calculations using a set of coupled model potential energy surfaces based on ab initio calculations for the long-range non-adiabatic interactions and a simplistic short-range interaction. This comparison reveals the crucial role of electrostatic forces in complex molecular collision processes.

physics.chem-ph

Magnetic dipole transitions in the OH $A\,^2Σ^+ \leftarrow X\,^2Π$ system

We report on the observation of magnetic dipole allowed transitions in the well-characterized $A\,^2Σ^+ - X\,^2Π$ band system of the OH radical. A Stark decelerator in combination with microwave Rabi spectroscopy is used to control the populations in selected hyperfine levels of both $Λ$-doublet components of the $X\,^2Π_{3/2},v=0,J=3/2$ ground state. Theoretical calculations presented in this paper predict that the magnetic dipole transitions in the $ν'=1 \leftarrow ν=0$ band are weaker than the electric dipole transitions by a factor of $2.58\times 10^3$ only, i.e., much less than commonly believed. Our experimental data confirm this prediction.

physics.chem-ph

Resonances in rotationally inelastic scattering of OH($X^2Π$) with helium and neon

We present detailed calculations on resonances in rotationally and spin-orbit inelastic scattering of OH ($X\,^2Π, j=3/2, F_1, f$) radicals with He and Ne atoms. We calculate new \emph{ab initio} potential energy surfaces for OH-He, and the cross sections derived from these surfaces compare favorably with the recent crossed beam scattering experiment of Kirste \emph{et al.} [Phys. Rev. A \textbf{82}, 042717 (2010)]. We identify both shape and Feshbach resonances in the integral and differential state-to-state scattering cross sections, and we discuss the prospects for experimentally observing scattering resonances using Stark decelerated beams of OH radicals.

physics.atom-ph

Scattering of Stark-decelerated OH radicals with rare-gas atoms

We present a combined experimental and theoretical study on the rotationally inelastic scattering of OH ($X\,^2Π_{3/2}, J=3/2, f$) radicals with the collision partners He, Ne, Ar, Kr, Xe, and D$_2$ as a function of the collision energy between $\sim 70$ cm$^{-1}$ and 400~cm$^{-1}$. The OH radicals are state selected and velocity tuned prior to the collision using a Stark decelerator, and field-free parity-resolved state-to-state inelastic relative scattering cross sections are measured in a crossed molecular beam configuration. For all OH-rare gas atom systems excellent agreement is obtained with the cross sections predicted by close-coupling scattering calculations based on accurate \emph{ab initio} potential energy surfaces. This series of experiments complements recent studies on the scattering of OH radicals with Xe [Gilijamse \emph{et al.}, Science {\bf 313}, 1617 (2006)], Ar [Scharfenberg \emph{et al.}, Phys. Chem. Chem. Phys. {\bf 12}, 10660 (2010)], He, and D$_2$ [Kirste \emph{et al.}, Phys. Rev. A {\bf 82}, 042717 (2010)]. A comparison of the relative scattering cross sections for this set of collision partners reveals interesting trends in the scattering behavior.

physics.atm-clus