Long range order (LRO) is one of the most important properties of physics systems, especially for a strongly correlated system. In this thesis, the long range order in a few strongly correlated systems is investigated both rigorously and numerically. / Magnetic orders in the two-dimensional periodic Anderson model (PAM) were investigated in the project. Several numerical methods including exact diagonalization, mean field methods and the constrained path Monte Carlo (CPMC) method were used here. We studied the effect of the dispersion of the impurity band on the magnetism and gave estimated phase diagrams on the band filling and impurity chemical potential plane, by comparing the ground state energies and by studying the Fourier transformation of the spin-spin correlations. / The Neel long range order in various quantum spin models was studied. A spatially anisotropy antiferromagnetic Heisenberg system was studied and a critical point Jup⊥S was obtained. When J⊥ is larger than Jup⊥S , the Neel long range order was proved to exist in the ground state of the system. Then an onsite single-ion anisotropy D-term was imposed on the above system and its effect on the existence of the long range order was studied. We obtained a critical line on the DJ⊥ plane such that above which the long range order exists. To get insight into the long range order in the two-dimensional isotropic Heisenberg model, the XXZ model and the Heisenberg system with next nearest neighbors interaction were studied. For the XXZ model, two critical couplings DeltaXY and DeltaIsing were obtained such that when 0 ≤ Delta ≤XY or Delta ≥ DeltaIsing, the Neel order appears. For the antiferromagnetic Heisenberg model with next nearest neighbors interaction both spin S = 1/2 and S = 1 were studied. For S = 1/2, a critical next nearest neighbors ferro-coupling Jc2 was obtained such that when J2 ≤ Jc2 , the Neel long range order appears, while for S = 1 an improved Jc2 was obtained such that when J2 ≤ Jc2 the Neel order still exists even with frustration. / Wang Yongqiang = 强关联系统中的长程序 / 王永强. / "June 2005." / Adviser: Haiqing Lin. / Source: Dissertation Abstracts International, Volume: 67-07, Section: B, page: 3861. / Thesis (Ph.D.)--Chinese University of Hong Kong, 2005. / Includes bibliographical references (p. 156-162). / Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Electronic reproduction. [Ann Arbor, MI] : ProQuest Information and Learning, [200-] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Text in English; abstracts in English and Chinese. / School code: 1307. / Wang Yongqiang = Qiang guan lian xi tong zhong de chang cheng xu / Wang Yongqiang.

Particle-particle interactions are of paramount importance in every multi-body system as they determine the collective behaviour and coupling strength. Many well-known interactions like electro-static, van der Waals or screened Coulomb, decay exponentially or with negative powers of the particle spacing r. Similarly, hydrodynamic interactions between particles undergoing Brownian motion decay as 1/r in bulk, and are assumed to decay in small channels. Such interactions are ubiquitous in biological and technological systems. Here I confine multiple particles undergoing Brownian motion in narrow, microfluidic channels and study their coupling through hydrodynamic interactions. Our experiments show that the hydrodynamic particle-particle interactions are distance-independent in these channels. We also show that these interactions affect actively propelled particles via electrophoresis or gravity, resulting in non-linear transport phenomena. These findings are of fundamental importance for understanding transport of dense mixtures of particles or molecules through finite length, water-filled channels or pore networks.

A new method is proposed for correctly modeling the long range interaction between a fluid and a bounding wall in atomistic simulations. This method incorporates the molecular structure of the solid substrate while allowing for a finite interaction cutoff by making a proper estimation of long range correction for the fluid-wall interaction. The method is then applied to a molecular dynamic simulation of a spreading droplet. Conparison to simulations using several other previously used methods shows that the long range correction can be significant in some circumstances. / Singapore-MIT Alliance (SMA)

In this thesis we provide a model for a bufferless optical burst switching (OBS) and an optical packet switching (OPS) network. The thesis is divided in three parts. In the first part we introduce the basic functionality and structure of OBS and OPS networks. We identify the blocking probability as the main performance parameter of interest. In the second part we study the statistical properties of the traffic that will likely run through these networks. We use for this purpose a set of traffic traces obtained from the Universidad Politécnica de Catalunya. Our conclusion is that traffic entering the optical domain in future OBS/OPS networks will be long-range dependent (LRD). In the third part we present the model for bufferless OBS/OPS networks. This model takes into account the results from the second part of the thesis concerning the LRD nature of traffic. It also takes into account specific issues concerning the functionality of a typical bufferless packet-switching network. The resulting model presents scalability problems, so we propose an approximative method to compute the blocking probability from it. We empirically evaluate the accuracy of this method, as well as its scalability.

This thesis deals with theoretical studies of the electronic structure of molecules used in the context of molecular electronics. Both studies with model Hamiltonians and first principle calculations have been performed. The materials studied include molecular crystals of pentacene and DNA, which are used as active material in field-effect transistors and as tentative molecular wires, respectively. The molecular magnet compound TCNE and surface modification by means of chemisorption of TDAE on gold are also studied. Molecular crystals of pentacene are reported to have the highest field-effect mobility values for organic thin film field-effect transistors. The conduction process in field-effect transistors applications occurs in a single layer of the molecular crystal. Hence, in studies of transport properties molecular crystals of pentacene can be considered as a two dimensional system. An open question of these system is if the charge transport is bandlike or if as a result of disorder is a hopping process. We address this question in two of the included papers, paper I and paper II. The conducting properties of DNA are of interest for a broad scientific community. Biologist for understanding of oxidatively damaged DNA and physicist and the electronics community for use as a molecular wire. Some reports on the subject classifies DNA as a conductor while other report insulating behavior. The outcome of the investigations are heavily dependent on the type of DNA being studied, clearly there is a big difference between the natural and more or less random sequence in, e.g., λ-DNA and the highly ordered syntethic poly(G)-poly(C) DNA. It has been suggested that long-range correlation would yield delocalized states, i.e., bandlike transport, in natural DNA, especially in the human chromosome 22. In paper III we show that this is not the case. In general our results show that DNA containing an approximately equal amount of the four basis is an insulator in a static picture. An emerging research field is spintronics. In spintronic devices the spin of the charge carrier is as important as the charge. One can envision a device where spin alone is the carrier of information. In realizing spintronic devices, materials that are both magnetic and semiconducting are needed. Systems that exhibit both these properties are organic-based magnets. In paper IV the electronic structure of the molecular magnet compound TCNE is studied, both experimentally and theoretically. The injection of carriers from metal contacts to organic semiconductors is central to the performance of organic based devices. The interface between the metal contact and the organic material has been pointed out to be one of the device parameters that most significantly influences the device performance. This relates to the process of injection of charge carriers in to the organic material. In some contact and organic material combinations the energy barrier for charge injection can be very high. The barrier can be reduced by modify the interface dipole, this is achieved by a monolayer of adsorbed molecules at the interface. The molecule TDAE chemisorbed on gold is studied in paper V.

The molecular magnet [FeII(£G)FeII(£N)(ox)2(Phen)2]n, whose chemical formula is C28H16Fe2N4O8 for unity, has been studied by magnetization measurements, neutron diffraction, and field-dependent specific heat. From the magnetization measurements, the quasi-ferrimagnetic behavior at T>Tm region can be well described with alternating Land&#x00E9; factors within 1D Ising chain model. However, in T<Tm region, the construction of long-range magnetic ordering due to the increase of interchain interaction was investigated, which is consistent with the anomaly shown in the low temperature specific heat measurement. Furthermore, an intrinsic antiferromagnetic configuration is deduced from analyzing Bragg pattern of neutron scattering. In specific heat measurement, a £f-type anomaly indicating the long-range magnetic ordering was observed. In addition, the magnetic entropy due to this anomaly is much smaller than expected value indicating the spin fluctuated as short-range ordering at T>Tm.

As applications like IPTV and VoD (Video on demand) are gaining popularity, it is becoming more important to study the behavior of video signals in the Internet access infrastructures such as ADSL and cable networks. Average delay, average jitter and packet loss in these networks affect the quality of service, hence transmission and access speeds need to be determined such that these parameters are minimized. In this study the behavior of the above mentioned IP networks under variable bit rate (VBR) video traffic is investigated. ns-2 simulator is used for this purpose and actual as well as artificially generated signals are applied to the networks under test. Variable bit rate (VBR) traffic is generated synthetically using ON/OFF sources with ON/OFF times taken from exponential or Pareto distributions. As VBR video shows long range dependence with a Hurst parameter between 0.5 and 1, this parameter was used as a metric to measure the accuracy of the synthetic sources. Two different topologies were simulated in this study: one similar to ADSL access networks and the other behaving like cable distribution network. The performance of the networks (delay, jitter and packet loss) under VBR video traffic and different access speeds were measured. According to the obtained results, minimum access speeds in order achieve acceptable quality video delivery to the customers were suggested.

Traditional financial modeling is based on semimartingale processes with stationary and independent increments. However, empirical investigations on financial data does not always support these assumptions. This contradiction showed that there is a need for new stochastic models. Fractional Brownian motion (fBm) was proposed as one of these models by Benoit Mandelbrot. FBm is the only continuous Gaussian process with dependent increments. Correlation between increments of a fBm changes according to its self-similarity parameter H. This property of fBm helps to capture the correlation dynamics of the data and consequently obtain better forecast results. But for values of H different than 1/2, fBm is not a semimartingale and classical Ito formula does not exist in that case. This gives rise to need for using the white noise theory to construct integrals with respect to fBm and obtain fractional Ito formulas. In this thesis, the representation of fBm and its fundamental properties are examined. Construction of Wick-Ito-Skorohod (WIS) and fractional WIS integrals are investigated. An Ito type formula and Girsanov type theorems are stated. The financial applications of fBm are mentioned and the Black&amp / Scholes price of a European call option on an asset which is assumed to follow a geometric fBm is derived. The statistical aspects of fBm are investigated. Estimators for the self-similarity parameter H and simulation methods of fBm are summarized. Using the R/S methodology of Hurst, the estimations of the parameter H are obtained and these values are used to evaluate the fractional Black&amp / Scholes prices of a European call option with different maturities. Afterwards, these values are compared to Black&amp / Scholes price of the same option to demonstrate the effect of long-range dependence on the option prices. Also, estimations of H at different time scales are obtained to investigate the multiscaling in financial data. An outlook of the future work is given.

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Thesis (Ph.D.)--University of Delaware, 2009. / Principal faculty advisor: Daniel J. Leathers, Dept. of Geography. Includes bibliographical references.