We use the resonant dipole-dipole interaction between Rydberg atoms and a periodic external microwave field to engineer XXZ spin Hamiltonians with tunable anisotropies. The atoms are placed in 1D and 2D arrays of optical tweezers, allowing us to stud
y iconic situations in spin physics, such as the implementation of the Heisenberg model in square arrays, and the study of spin transport in 1D. We first benchmark the Hamiltonian engineering for two atoms, and then demonstrate the freezing of the magnetization on an initially magnetized 2D array. Finally, we explore the dynamics of 1D domain wall systems with both periodic and open boundary conditions. We systematically compare our data with numerical simulations and assess the residual limitations of the technique as well as routes for improvements. The geometrical versatility of the platform, combined with the flexibility of the simulated Hamiltonians, opens exciting prospects in the field of quantum simulation, quantum information processing and quantum sensing.
Standard approaches to the theory of financial markets are based on equilibrium and efficiency. Here we develop an alternative based on concepts and methods developed by biologists, in which the wealth invested in a financial strategy is like the abu
ndance of a species. We study a toy model of a market consisting of value investors, trend followers and noise traders. We show that the average returns of strategies are strongly density dependent, i.e. they depend on the wealth invested in each strategy at any given time. In the absence of noise the market would slowly evolve toward an efficient equilibrium, but the statistical uncertainty in profitability (which is adjusted to match real markets) makes this noisy and uncertain. Even in the long term, the market spends extended periods of time away from perfect efficiency. We show how core concepts from ecology, such as the community matrix and food webs, give insight into market behavior. The wealth dynamics of the market ecology explain how market inefficiencies spontaneously occur and gives insight into the origins of excess price volatility and deviations of prices from fundamental values.
