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M. D. Johnson

Publications and source records attributed to M. D. Johnson.

At least 73 records · Page 4Linked to original sources
arXiv2002

A Thermodynamic Model of Electric-Field-Induced Pattern Formation in Binary Dielectric Fluids

An electric-field-induced phase transition and pattern formation in a binary dielectric fluid layer are studied using a coarse-grained free energy functional. The electrostatic part of the free energy is a nonlinear functional of the dielectric function, which depends in turn on the local colloidal concentration. We determine the phase co-existence curve and find that beyond a critical electric field the system phase separates. Accompanying the phase separation are patterns similar to those observed in a spinodal decomposition of an ordinary binary fluid. The temporal evolution of the phase separating patterns are discussed both analytically and numerically by integrating a Cahn-Hilliard type of equation.

cond-mat.soft↗
arXiv2002

Excess Demand Financial Market Model

Recently we reported on an application of the Tsallis non-extensive statistics to the S&P500 stock index. There we argued that the statistics are applicable to a broad range of markets and exchanges where anamolous (super) diffusion and 'heavy' tails of the distribution are present, as they are in the S&P500. We have characterized the statistics of the underlying security as non-extensive, and now we seek to generalize to the non-extensive statistics the excess demand models of investors that drive the price formation in a market.

cond-mat.stat-mech↗
arXiv2002

Black-Scholes-Like Derivative Pricing With Tsallis Non-extensive Statistics

We recently showed that the S&P500 stock market index is well described by Tsallis non-extensive statistics and nonlinear Fokker-Planck time evolution. We argued that these results should be applicable to a broad range of markets and exchanges where anomalous diffusion and `heavy' tails of the distribution are present. In the present work we examine how the Black-Scholes derivative pricing formula is modified when the underlying security obeys non-extensive statistics and Fokker-Planck time evolution. We answer this by recourse to the underlying microscopic Ito-Langevin stochastic differential equation of the non-extensive process.

cond-mat.stat-mech↗
arXiv2002

Replacing Leads by Self-Energies Using Nonequilibrium Green's Functions

An open quantum system consists of leads connected to a device of interest. Within the nonequilibrium Green's function technique, we examine the replacement of leads by self-energies in continuum calculations. Our starting point is a formulation of the problem for continuum systems by T.E. Feuchtwang. In this approach there is considerable flexibility in the choice of unperturbed Green's functions. We examine the consequences of this freedom on the treatment of leads. For any choice the leads can be replaced by coupling self-energies which are simple functions of energy. We find that the retarded self-energy depends on the details of the choice of unperturbed Green's function, and can take any value. However, the nonequilibrum self-energy or scattering function can be taken to be independent of this choice. Expressed in terms of these self-energies, nonequilibrium transport calculations take a particularly simple form.

cond-mat.mes-hall↗
arXiv2001

Financial Market Dynamics

Distributions derived from non-extensive Tsallis statistics are closely connected with dynamics described by a nonlinear Fokker-Planck equation. The combination shows promise in describing stochastic processes with power-law distributions and superdiffusive dynamics. We investigate intra-day price changes in the S&P500 stock index within this framework by direct analysis and by simulation. We find that the power-law tails of the distributions, and the index's anomalously diffusing dynamics, are very accurately described by this approach. Our results show good agreement between market data, Fokker-Planck dynamics, and simulation. Thus the combination of the Tsallis non-extensive entropy and the nonlinear Fokker-Planck equation unites in a very natural way the power-law tails of the distributions and their superdiffusive dynamics.

cond-mat.stat-mech↗
arXiv1999

Fractional-quantum-Hall edges at filling factor 1-1/m

We consider the edge of a two-dimensional electron system that is in the quantum-Hall-effect regime at filling factor 1-1/m with m being an odd integer, where microscopic theory explaining the occurrence of the quantum Hall effect in the bulk predicts the existence of two counterpropagating edge-excitation modes. These two modes are the classical edge-magnetoplasmon mode and a slow-moving neutral mode. Assuming the electrons to be confined by a coplanar neutralizing background of positive charges, and taking careful account of long-range Coulomb interactions, we determine microscopically the velocity of the neutral mode and the edge width. Our results are intended to guide experimental efforts aimed at verifying the existence of the neutral mode, which would provide a powerful confirmation of the current microscopic understanding of quantum-Hall physics at the simplest hierarchical filling Factors 1-1/m.

cond-mat.mes-hall↗
arXiv1998

Observability of counterpropagating modes at fractional-quantum-Hall edges

When the bulk filling factor is equal to 1 - 1/m with m odd, at least one counterpropagating chiral collective mode occurs simultaneously with magnetoplasmons at the edge of fractional-quantum-Hall samples. Initial experimental searches for an additional mode were unsuccessful. In this paper, we address conditions under which its observation should be expected in experiments where the electronic system is excited and probed by capacitive coupling. We derive realistic expressions for the velocity of the slow counterpropagating mode, starting from a microscopic calculation which is simplified by a Landau-Silin-like separation between long-range Hartree and residual interactions. The microscopic calculation determines the stiffness of the edge to long-wavelength neutral excitations, which fixes the slow-mode velocity, and the effective width of the edge region, which influences the magnetoplasmon dispersion.

cond-mat.mes-hall↗
arXiv1997

Ensemble Density Functional Approach to Charge-Spin Textures in Inhomogeneous Quantum Hall Systems

We extend our ensemble density functional approach to quantum Hall systems to include non-collinear spins to study charge-spin textures in inhomogeneous quantum Hall systems. We have studied the edge reconstruction in quantum dots at unit bulk filling factor and at 1/3 bulk filling factor as a function of the stiffness of an external confining potential. For soft enough edges, these systems reconstruct to a state in which the electron spins rotate gently as the edge is approached, with a non-trivial spin-charge texture at the edge of the system.

cond-mat.mes-hall↗
arXiv1997

Spin Ensemble Density Functional Theory for Inhomogeneous Quantum Hall Systems

We have developed an ensemble density functional theory which includes spin degrees of freedom for nonuniform quantum Hall systems. We have applied this theory using a local-spin-density approximation to study the edge reconstruction of parabolically confined quantum dots. For a Zeeman splitting below a certain critical value, the edge of completely polarized maximum density droplet reconstructs into a spin-unpolarized structure. For larger Zeeman splittings, the edge remains polarized and develops an exchange hole.

cond-mat.mes-hall↗
arXiv1996

Exclusion statistics for fractional quantum Hall states on a sphere

We discuss exclusion statistics parameters for quasiholes and quasielectrons excited above the fractional quantum Hall states near $ν=p/(2np+1)$. We derive the diagonal statistics parameters from the (``unprojected'') composite fermion (CF) picture. We propose values for the off-diagonal (mutual) statistics parameters as a simple modification of those obtained from the unprojected CF picture, by analyzing finite system numerical spectra in the spherical geometry.

cond-mat↗
arXiv1996

Ensemble Density Functional Theory for Inhomogeneous Fractional Quantum Hall Systems

The fractional quantum Hall effect (FQHE) occurs at certain magnetic field strengths B*(n) in a two-dimensional electron gas of density n at strong magnetic fields perpendicular to the plane of the electron gas. At these magnetic fields strengths, the system is incompressible, i.e., there is a finite cost in energy for creating charge density fluctuations in the bulk, while the boundary of the electron gas has gapless modes of density waves. The bulk energy gap arises because of the strong electron-electron interactions. While there are very good models for infinite homogeneous systems and for the gapless excitations of the boundary of the electron gas, computational methods to accurately model finite, inhomogeneous systems with more then about ten electrons have not been available until very recently. We will here review an ensemble density functional approach to studying the ground state of large inhomogeneous spin polarized FQHE systems.

cond-mat↗
arXiv1995

Integer quantum Hall effect for hard-core bosons and a failure of bosonic Chern-Simons mean-field theories for electrons at half-filled Landau level

Field-theoretical methods have been shown to be useful in constructing simple effective theories for two-dimensional (2D) systems. These effective theories are usually studied by perturbing around a mean-field approximation, so the question whether such an approximation is meaningful arises immediately. We here study 2D interacting electrons in a half-filled Landau level mapped onto interacting hard-core bosons in a magnetic field. We argue that an interacting hard-core boson system in a uniform external field such that there is one flux quantum per particle (unit filling) exhibits an integer quantum Hall effect. As a consequence, the mean-field approximation for mapping electrons at half-filling to a boson system at integer filling fails.

cond-mat↗
arXiv1995

Ensemble density functional theory of the fractional quantum Hall effect

We develop an ensemble density functional theory for the fractional quantum Hall effect using a local density approximation. Model calculations for edge reconstructions of a spin-polarized quantum dot give results in good agreement with semiclassical and Hartree-Fock calculations, and with small system numerical diagonalizations. This establishes the usefulness of density functional theory to study the fractional quantum Hall effect, which opens up the possibility of studying inhomegeneous systems with many more electrons than has heretofore been possible.

cond-mat↗
arXiv1994

Nonlinear Steady-State Mesoscopic Transport, I. Formalism

We present an approach to steady-state mesoscopic transport based on the maximum entropy principle formulation of nonequilibrium statistical mechanics. This approach is valid in the nonlinear regime of high current, and yields the quantization observed in the integer quantum Hall effect at large currents. A key ingredient of this approach, and its success in explaining high-precision Hall measurements, is that the occupancy of single-electron states depends on their current as well as their energy. This suggests that the reservoir picture commonly used in mesoscopic transport is unsatisfactory outside of linear response.

cond-mat↗
arXiv1993

Density matrix for a mesoscopic current ribbon

We consider an ideal mesoscopic ribbon in which a steady azimuthal current is generated. We show that the closed interacting electron system in the presence of the current is described by a density matrix which is that of an equilibrium system without current but with a constrained Hamiltonian.

cond-mat↗
arXiv1993

Mesoscopic transport beyond linear response

We present an approach to steady-state mesoscopic transport based on the maximum entropy principle formulation of nonequilibrium statistical mechanics. Our approach is not limited to the linear response regime. We show that this approach yields the quantization observed in the integer quantum Hall effect at large currents, which until now has been unexplained. We also predict new behaviors of non-local resistances at large currents in the presence of dirty contacts.

cond-mat↗
arXiv1993

Addition Spectra of Quantum Dots in Strong Magnetic Fields

We consider the magnetic field dependence of the chemical potential for parabolically confined quantum dots in a strong magnetic field. Approximate expressions based on the notion that the size of a dot is determined by a competition between confinement and interaction energies are shown to be consistent with exact diagonalization studies for small quantum dots. Fine structure is present in the magnetic field dependence which cannot be explained without a full many-body description and is associated with ground-state level crossings as a function of confinement strength or Zeeman interaction strength. Some of this fine structure is associated with precursors of the bulk incompressible states responsible for the fractional quantum Hall effect.

cond-mat↗