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Espaço do momento: modelos da química quântica; Momentum Space: Quantum Chemistry Models

Hermoso, Willian
Fonte: Biblioteca Digitais de Teses e Dissertações da USP Publicador: Biblioteca Digitais de Teses e Dissertações da USP
Tipo: Dissertação de Mestrado Formato: application/pdf
Publicado em 17/09/2008 Português
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Em um curso tradicional de Química Quântica, os modelos estudados para ilustrar algumas das ferramentas da Mecânica Quântica relevantes para a compreensão da estrutura da matéria no nível atômico e molecular são apresentados no que se convencionou chamar, numa apresentação mais formal, de representação da posição. Nesta representação, o estado do sistema é descrito por uma função de onda dependente das posições das partículas que o constituem. Isso leva o estudante de química a uma concepção distorcida de que na natureza os estados dos sistemas devem ser obrigatoriamente descritos em termos das posições de suas partículas. Aqui mostramos que essa não é a única forma de abordar quanticamente a descrição de um sistema físico. Uma outra forma é servir-se da representação do momento, onde a função de estado depende do momento de cada uma das partículas. Existem dois caminhos para se obter as funções de estado na representação do momento. Uma delas é fazer-se a transformada de Fourier das funções de estado na representação da posição, e a outra é buscar resolver a equação de Schrödinger diretamente na representação do momento. Neste trabalho, foram discutidas essas duas abordagens para os modelos mais comuns estudados num curso de Química Quântica...

Momentum and reversal effects in Brazil; Efeito momento e efeito contrário no Brasil

Improta, João Paulo de Barros
Fonte: Biblioteca Digitais de Teses e Dissertações da USP Publicador: Biblioteca Digitais de Teses e Dissertações da USP
Tipo: Dissertação de Mestrado Formato: application/pdf
Publicado em 05/11/2012 Português
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In financial markets, momentum effect can be defined as the tendency of prices to maintain their short term movements. On the other hand, reversal effect is usually understood to be the change in direction of long term price movements. This paper examines whether momentum and reversal effects were in evidence in the Brazilian stock market between January 1999 and June 2012. After calculating 1296 trading strategies, no evidence of reversal effect is found. With regard to momentum effect, some weak evidence is presented for the very short term. Exposure to risk factors can explain returns on strategies, including returns on momentum strategies. The results are borne out with different market proxy specifications and size subsamples. When compared to previous studies, the results raise the question of whether the reversal effect is vanishing from the Brazilian stock market and whether the traces of momentum are sufficient to confirm its existence. Furthermore, evidence of seasonality is found for June in momentum strategies and for November in both reversal and momentum strategies. Subsequent tests reveal that the effects of seasonality are limited to small stocks.; Nos mercados financeiros, o efeito momento pode ser definido como a tendência dos preços em manter seus movimentos de curto prazo. Por outro lado...

Dimensional effects on the momentum distribution of bosonic trimer states

Bellotti, F. F.; Frederico, T.; Yamashita, Marcelo Takeshi; Fedorov, D. V.; Jensen, A. S.; Zinner, N. T.
Fonte: Universidade Estadual Paulista Publicador: Universidade Estadual Paulista
Tipo: Artigo de Revista Científica
Português
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The momentum distribution is a powerful probe of strongly interacting systems that are expected to display universal behavior. This is contained in the contact parameters which relate few- and many-body properties. Here we consider a Bose gas in two dimensions and explicitly show that the two-body contact parameter is universal and then demonstrate that the momentum distribution at next-to-leading order has a logarithmic dependence on momentum which is vastly different from the three-dimensional case. Based on this, we propose a scheme for measuring the effective dimensionality of a quantum many-body system by exploiting the functional form of the momentum distribution. © 2013 American Physical Society.

Momentum and contrarian strategies in the Portuguese stock market

Pereira, Pedro Filipe Silveira Inácio Rodrigues
Fonte: Instituto Universitário de Lisboa Publicador: Instituto Universitário de Lisboa
Tipo: Dissertação de Mestrado
Publicado em //2010 Português
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Master in Finance Dissertation / JEL Classification System: G11 - Portfolio Choice; Investment Decisions G14 - Information and Market Efficiency; Event Studies G12 - Asset Pricing; This thesis studies whether momentum and contrarian strategies are profitable on the Portuguese stock market and whether it is possible to obtain higher returns based on past performance trends. The time period analyzed is 1997-2008. The momentum strategy is based on the under-reaction hypothesis. This suggests that stocks that have had the best (worst) results in the recent past will continue to have better (worse) results in the near future, and therefore a trading strategy that buys winner stocks and sells the losers would provide significant abnormal returns. On the other hand, the contrarian strategy is based on the overreaction hypothesis which assumes the opposite behaviour from stock returns, and hence recommends buying losers and selling winners. Short term strategies show momentum profitability, thus supporting the under-reaction hypothesis. For longer periods, contrarian profitability (and overreaction) is also considerable but not so evident. An “innovative” investment strategy was developed that provides much higher returns than momentum and contrarian strategies. It is based on two upward past trends: if the past returns for the two defined periods preceding the holding period were equal or higher than the percentages defined...

Can reversal be explained by post-earnings announcement drift or momentum?

Correia, Ricardo Noutel de Matos
Fonte: Instituto Universitário de Lisboa Publicador: Instituto Universitário de Lisboa
Tipo: Dissertação de Mestrado
Publicado em //2012 Português
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Mestrado em Finanças / JEL Classification System G11 - Portfolio Choice; Investment Decisions, G12 - Asset Pricing , G14 - Information and Market Efficiency; Event Studies; A presente dissertação estuda a relação entre anomalias de curto prazo, momentum e post-earnings announcement drift (PEAD), e reversal (estratégia de longo prazo). Há teorias que fundamentam que a hipótese da sub-reacção (momentum e PEAD) é causada pela dificuldade que os investidores têm em interpretar as informações que chegam ao mercado e, consequentemente, em incorporá-las no preço das acções, ou seja, existe um desvio no preço das acções face ao seu preço justo devido à heterogeneidade na forma como os investidores avaliam os preços das acções com base na informação que chega ao mercado. Por outro lado, investidores que seguem apenas tendências de mercado (“trend chasers”), motivados pelas prestações de curto prazo no período de sub-reacção, tendem a levar o preço das acções além do seu justo-valor, criando uma sobre-reacção (reversal) nos preços. Quando os investidores se apercebem que o preço está sobre-avaliado, ou seja, além do seu justo-valor, tendencialmente há uma queda no preço originand...

Determination of the momentum of droplets impinging on the pool during aluminium GMAW

Scotti,Américo; Rodrigues,Carlos Eduardo Aguiar Lima
Fonte: Associação Brasileira de Soldagem Publicador: Associação Brasileira de Soldagem
Tipo: Artigo de Revista Científica Formato: text/html
Publicado em 01/12/2009 Português
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The purpose of this work was to raise the kinematics and dynamics characteristics of the droplets under transference during aluminium GMA welding and quantify the partial effect of the momentum on the weld bead formation. It is initially claimed that a better way of quantifying this effect would be through the mass flow rate of the droplets reaching the weld pool; calculated parameter denominated here as Effective Momentum. Bead-on-plate GMAW, shielded with Ar, was carried out using an aluminium alloy wire. Three levels of current and two levels of arc length were employed in the experimental design. High-speed filming shadowgraphy, synchronized with the electrical signals, was used as measuring tool. Dedicated computational programs were employed to quantify arc lengths and size, frequency, acceleration and speed of the droplets. It was confirmed that in spite of the low values of the Effective Momentum for aluminium GMAW, the momentum is one of the governing factor in developing bead penetration. The interaction between Effective Momentum and welding current and its effect on the aluminium GMAW bead geometry is discussed.

Um estudo sobre o momentum angular total de estrelas com planetas

Santana, Juliana Cerqueira de
Fonte: Universidade Federal do Rio Grande do Norte; BR; UFRN; Programa de Pós-Graduação em Física; Física da Matéria Condensada; Astrofísica e Cosmologia; Física da Ionosfera Publicador: Universidade Federal do Rio Grande do Norte; BR; UFRN; Programa de Pós-Graduação em Física; Física da Matéria Condensada; Astrofísica e Cosmologia; Física da Ionosfera
Tipo: Dissertação Formato: application/pdf
Português
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Since Michel Mayor and his student Didier Queloz s pioneer announcement, in 1995, of the existence of a planet orbiting the star 51 Peg, up to present date, 695 extrasolar planets orbiting stars of spectral type F, G, K and M have been discovered. A study on the behavior of the total angular momentum of the planetary systems known up to present date becomes relevant when we know that about 98% of the angular momentum of the solar system is associated with the planets, although they represent only 0.15 percent of the mass of the whole system. In this dissertation we study the behavior of stellar angular momentum, orbital angular momentum and total angular momentum in a sample of 282 stars harboring planets, including 40 multiple systems. We observed that planetary systems containing more than one known planet have both higher orbital angular momentum and total angular momentum compared to those who have only one planet. This analysis shows that multiplanet systems tend to have higher momenta, suggesting that the planets in such systems that contribute to the greater portion momenta have been found. Thus, planetary systems with lower values for the momenta represent the best candidates to the discovery of new planets; Coordenação de Aperfeiçoamento de Pessoal de Nível Superior; Desde o anuncio pioneiro de Michel Mayor e seu então estudante Didier Queloz...

Aglomerado estelar M67: processos de diluição e a evolução do Momentum Angular

Martins, Bruno Leonardo Canto
Fonte: Universidade Federal do Rio Grande do Norte; BR; UFRN; Programa de Pós-Graduação em Física; Física da Matéria Condensada; Astrofísica e Cosmologia; Física da Ionosfera Publicador: Universidade Federal do Rio Grande do Norte; BR; UFRN; Programa de Pós-Graduação em Física; Física da Matéria Condensada; Astrofísica e Cosmologia; Física da Ionosfera
Tipo: Tese de Doutorado Formato: application/pdf
Português
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Galactic stellar clusters have a great variety of physical properties that make valuable probes of stellar and galactic chemical evolution. Current studies show a discrepancy between the standard evolutionary models and observations, mainly considering the level of mixing and convective dilution of light elements, as well as to the evolution of the angular momentum. In order to better settle some of these properties, we present a detailed spectroscopic analysis of 28 evolved stars, from the turn-off to the RGB, belonging to the stellar open cluster M67. The observations were performed using UVES+FLAMES at VLT/UT2. We determined stellar parameters and metallicity from LTE analysis of Fe I and Fe II lines between 420 1100 nm. The Li abundance was obtained using the line at 6707.78 ˚A, for the whole sample of stars. The Li abundances of evolved stars of M67 present a gradual decreasing when decreasing the effective temperature. The Li dilution factor for giant stars of M67 with Teff ∼ 4350K is at least 2300 times greater than that predicted by standard theory for single field giant stars. The Li abundance as a function of rotation exhibits a good correlation for evolved stars of M67, with a much smaller dispersion than the field evolved stars. The mass and the age seem to be some of the parameters that influence this connection. We discovered a Li-rich subgiant star in M67 (S1242). It is member of a spectroscopic binary system with a high eccentricity. Its Li abundance is 2.7...

Gravity wave generation by convection and momentum deposition in the mesosphere-lower thermosphere

Vincent, R.; Alexander, M.; Dolman, B.; MacKinnon, A.; May, P.; Kovalam, S.; Reid, I.
Fonte: American Geophysical Union Publicador: American Geophysical Union
Tipo: Artigo de Revista Científica
Publicado em //2013 Português
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[1] The Tropical Warm Pool International Cloud Experiment campaign centered on Darwin (12°S, 131°E) in northern Australia in January–February 2006 provided an opportunity to study gravity wave generation by convection and the associated wave propagation and momentum transport. In this study, we discuss wave generation by a single mesoscale convective system (MCS) that occurred on 23 January. The project used a variety of radars to study the spatial and temporal variability of rainfall and the associated latent heat release during the storm. A high-resolution numerical model utilized the latent heat release derived from radar rainfall measurements to compute the spatial and geographic variation of gravity wave generation and propagation into the lower stratosphere. Gravity wave ray-tracing techniques were then used to estimate the wave energy flux penetrating to heights near 90 km, where the results were compared with direct measurements made with a meteor wind radar. This comparison is used to calibrate the momentum fluxes derived from the model and the ray-tracing results using an iterative technique. The momentum was deposited in a relatively compact region. Body forces computed from the flux divergences had their maximum values at heights near 98 km with a peak values of about 400 m s⁻¹h⁻¹. The effects of secondary gravity wave generation are discussed...

Momentumeffekte bei Credit Default Swap Spreads; Momentum in Credit Default Swap Spreads

Reiter, Dominik Karl Hermann
Fonte: Universidade de Tubinga Publicador: Universidade de Tubinga
Tipo: Dissertação
Português
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Momentumeffekte wurden auf verschiedenen Finanzmärkten, insbesondere Aktienmärkten, nachgewiesen. Die Arbeit zeigt, dass auch auf dem Markt für Credit Default Swaps („CDS“) Momentumeffekte existieren. Der Erfolg von Momentumstrategien wird wesentlich von CDS auf Referenzunternehmen mit schlechterem Rating getrieben. Der Erfolg einer Momentumstrategie steigt mit zunehmender Länge der Formations- und Halteperiode. Allerdings sind Momentumstrategien im Zeitablauf nicht durchgehend erfolgreich, sondern es ist ein Zusammenhang mit der allgemeinen Marktentwicklung erkennbar. Auf Grund institutioneller Besonderheiten des CDS-Marktes liefert die Arbeit einen Beitrag zur laufenden Diskussion um Existenz und Anhalten von Momentumeffekten. Insbesondere sind Momentumeffekte nicht auf Leerverkaufsrestriktionen, nicht auf einen schlechten Informationszugang und nicht auf ein niedriges Liquiditätslevel zurückzuführen.; Momentum effects exist in diverse financial markets, especially in stock markets. The elaboration shows that momentum strategies in the credit default swap (“CDS”) market result in a proven record of success also. The success is mainly driven by CDS on reference entities with poor ratings. The longer the formation and holding period...

Estratégias de "momentum" baseadas em optimizaçõesdo retorno em função do risco

Soares, Hugo Miguel Abrantes
Fonte: Instituto Superior de Economia e Gestão Publicador: Instituto Superior de Economia e Gestão
Tipo: Dissertação de Mestrado
Publicado em /03/2012 Português
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Mestrado em Decisão Económica e Empresarial; O presente trabalho pretendeu estender o conceito de momentum - usualmente definido considerando apenas rentabilidades - para a inclusão do factor risco, e testar estratégias que utilizassem este conceito na determinação da composição de uma carteira de investimento . Definiu-se como carteira "vencedora" (carteira com momentum) a que optimizasse a relação risco-retorno segundo a formulação original de Markowitz (Markowitz, Portfolio Selection, 1952); e as estratégias em estudo consistem em investir por determinado período de tempo futuro numa carteira identificada como "vencedora" para determinado período de tempo passado. Foram considerados diferentes horizontes temporais, tanto para a optimização, como para a manutenção do investimento, e foram considerados diferentes perfis de risco para as optimizações. Como objecto de estudo foi seleccionado um conjunto de índices diverso, cujo comportamento pudesse ser facilmente replicável por fundos de investimento e/ou ETFs (exchange traded funds).; This study aimed to extend the concept of momentum - usually defined exclusively considering data on returns - to include the concept of risk; and it aimed to test investment strategies that made use of this concept in the determination of a portfolio composition. A "winning portfolio" (or the portfolio w'th momentum) was defined as the portfolio that maximized the return considering the risk...

Elastic and inelastic scattering in electron momentum spectroscopy of amorphous Ge films

Went, Michael; Vos, Maarten; Kheifets, Anatoli
Fonte: Elsevier Publicador: Elsevier
Tipo: Artigo de Revista Científica
Português
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Electron momentum spectroscopy (an (e, 2e) experiment in the high-energy and large momentum transfer limit) is a scattering approach to the study of the electronic structure. The intensity observed in these experiment is, for an infinitely thin film, simp

Estratégias de "momentum" baseadas em optimizações do retorno em função do risco

Soares, Hugo Miguel Abrantes
Fonte: Instituto Superior de Economia e Gestão Publicador: Instituto Superior de Economia e Gestão
Tipo: Dissertação de Mestrado
Publicado em //2012 Português
Relevância na Pesquisa
36.3495%
Mestrado em Decisão Económica e Empresarial; O presente trabalho pretendeu estender o conceito de momentum - usualmente definido considerando apenas rentabilidades - para a inclusão do factor risco, e testar estratégias que utilizassem este conceito na determinação da composição de uma carteira de investimento . Definiu-se como carteira "vencedora" (carteira com momentum) a que optimizasse a relação risco-retorno segundo a formulação original de Markowitz (Markowitz, Portfolio Selection, 1952); e as estratégias em estudo consistem em investir por determinado período de tempo futuro numa carteira identificada como "vencedora" para determinado período de tempo passado. Foram considerados diferentes horizontes temporais, tanto para a optimização, como para a manutenção do investimento, e foram considerados diferentes perfis de risco para as optimizações. Como objecto de estudo foi seleccionado um conjunto de índices diverso, cujo comportamento pudesse ser facilmente replicável por fundos de investimento e/ou ETFs (exchange traded funds); This study aimed to extend the concept of momentum - usually defined exclusively considering data on returns - to include the concept of risk; and it aimed to test investment strategies that made use of this concept in the determination of a portfolio composition. A "winning portfolio" (or the portfolio w'th momentum) was defined as the portfolio that maximized the return considering the risk...

Quasi-Intrinsic Angular Momentum and the Measurement of Its Spectrum

Zambrini, Roberta; Barnett, Stephen M.
Fonte: American Physical Society Publicador: American Physical Society
Tipo: Artículo Formato: 2373 bytes; 267052 bytes; text/plain; application/pdf
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4 pages, 3 figures.-- PACS nrs.: 42.25.-p; 03.67.-a; 42.87.Bg.; We introduce the concept of quasi-intrinsic angular momentum to denote fields for which the mean value of the angular momentum is unaltered by a lateral shift of the rotation axis but the spectrum changes. This property is exemplified by the orbital angular momentum of a beam of light about its propagation direction. We propose an interferometric experiment to measure efficiently the exact angular momentum spectrum and variance for light beams with any arbitrary spatial distribution.; This work was supported by the UK Engineering and Physical Sciences Research Council (GR/S03898/01).

Momentum Scale Estimation Using Maximum LikelihoodTemplate Fitting

Zeng, Yu
Fonte: Universidade Duke Publicador: Universidade Duke
Tipo: Tese de Doutorado Formato: 2102122 bytes; application/pdf
Publicado em //2010 Português
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A maximum likelihood template fitting procedure is performed by using Upsilon --> mu+mu- events to extract the momentum scale, a scale factor applied to measured momentum, of the CDF detector at Fermilab. The constructed invariant mass spectrum from data events is compared with the invariant mass spectrum from Monte Carlo simulated events, with the momentum scale varying as a free parameter in the simulation. The invariant mass spectrum from simulation which best matches the data spectrum gives the maximum likelihood estimation of the momentum scale. We find the momentum scale is dp/p = (-1.330 ± 0.028(stat) ± 0.099(syst)) × 10^{-3}.

; Thesis

Measurement of the Electronic Structure of Crystalline Silicon by Electron Momentum Spectroscopy

Vos, Maarten; Bowles, Cameron A; Kheifets, Anatoli; Sashin, Vladimir; Weigold, Erich; Aryasetiawan, Ferdi
Fonte: Elsevier Publicador: Elsevier
Tipo: Artigo de Revista Científica
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Electron momentum spectroscopy (EMS) is a scattering experiment that determines the spectral function of a sample, i.e. the density of electrons as a function of binding energy and momentum. Here, it is used to study the spectral function of silicon single crystals in the extended zone scheme. Two symmetry directions and four intermediate directions are measured. The relation between the band index and the main observed momentum component is discussed. The observed peak shapes are compared with many-body calculations based on the cumulant expansion scheme. The dispersion is described well, but peak shapes agree with many-body theory only on a semi-quantitative level.

Particle-in-a-box Momentum Densities Compared with Electron Momentum Spectroscopy Measurements

Vos, Maarten; Weigold, Erich
Fonte: Elsevier Publicador: Elsevier
Tipo: Artigo de Revista Científica
Português
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We investigate the momentum space representation of the solutions of a particle in a three-dimensional box. By comparing the calculated momentum densities of a particle in a box with the measured distribution of highly symmetric molecules we want to elucidate the nature of the measured orbitals. Finally the measured momentum distribution of a free electron metal is compared with the results of this model.

Momentum profiles of aluminum

Vos, Maarten; Kheifets, Anatoli; Weigold, Erich
Fonte: Elsevier Publicador: Elsevier
Tipo: Artigo de Revista Científica
Português
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Electron momentum spectroscopy is a tool ideally suited for the study of the energy-resolved momentum densities. Here we present new data from a high-energy EMS experiment using 50 keV incoming and 25 keV outgoing electrons. Momentum profiles have been measured from a thin aluminum film for the 2p core level and the valence band near Ef. The resolution of these momentum profiles, as well as the effects of multiple scattering are discussed. It is found that the high-energy EMS experiment measures momentum densities with superior resolution and very little background.

Spectral Momentum Densities of Vanadium and Vanadium Oxide as Measured by High Energy (e, 2e) Spectroscopy

Chen, C.; Gale, M.N.; Kheifets, Anatoli; Vos, Maarten; Went, Michael
Fonte: Institute of Physics Publishing Publicador: Institute of Physics Publishing
Tipo: Artigo de Revista Científica
Português
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The spectral momentum densities of vanadium metal and V2O 3 are measured by electron momentum spectroscopy. Results are compared with band structure calculations based on density functional theory (DFT). Qualitatively, the agreement between theory and experiment is good. The calculated total band width of vanadium metal (6.5 eV) is in excellent agreement with the observed one (6.5 ± 0.25 eV). The splitting between the outer and inner valence bands in V2O3 is 2 eV larger in the experiment than in the density functional theory calculation. The observed momentum distributions agree reasonably well with the calculated distributions with the exception of the intensity of the outer valence band relative to the inner valence band in V2O3: the outer valence band is less intense than calculated. The momentum density near the Fermi level in V metal resembles that of atomic V 3d orbitals. However, momentum profiles of the V 3d orbitals in V2O3 are much more sharply peaked than the atomic 3d orbital in both the theory and experiment. Correlation effects are discussed and theoretical problems in describing EMS data from narrow band systems are identified.

Some intricacies of the momentum operator in quantum mechanics

Roy,Utpal; Ghosh,Suranjana; Bhattacharya,Kaushik
Fonte: Sociedad Mexicana de Física Publicador: Sociedad Mexicana de Física
Tipo: Artigo de Revista Científica Formato: text/html
Publicado em 01/12/2008 Português
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In quantum mechanics textbooks, the momentum operator is defined in Cartesian coordinates and the form of the momentum operator in spherical polar coordinates is rarely discussed. Consequently one always generalizes the Cartesian prescription to other coordinates and falls into a trap. In this work, we introduce the difficulties one faces when the question of the momentum operator in general curvilinear coordinates arises. We have tried to elucidate the points related to the definition of the momentum operator, taking spherical polar coordinates as our specimen coordinate system and proposing an elementary method in which we can ascertain the form of the momentum operator in general coordinate systems