Critical comparison of several order-book models for stock-market fluctuations

Far-from-equilibrium models of interacting particles in one dimension are used as a basis for modelling the stock-market fluctuations. Particle types and their positions are interpreted as buy and sel orders placed on a price axis in the order book. We revisit some modifications of well-known models, starting with the Bak-Paczuski-Shubik model. We look at the four decades old Stigler model and investigate its variants. One of them is the simplified version of the Genoa artificial market. The list of studied models is completed by the models of Maslov and Daniels et al. Generically, in all cases we compare the return distribution, absolute return autocorrelation and the value of the Hurst exponent. It turns out that none of the models reproduces satisfactorily all the empirical data, but the most promising candidates for further development are the Genoa artificial market and the Maslov model with moderate order evaporation.     

Quantum Monte Carlo calculation for the neutron-rich Ca isotopes

We computed ground-state energies of calcium isotopes from ⁴²Ca to ⁴⁸Ca by means of the Auxiliary Field Diffusion Monte Carlo (AFDMC) method. Calculations were performed by replacing the ⁴⁰Ca core with a mean-field self-consistent potential computed using the Skyrme interaction. The energy of the external neutrons is calculated by projecting the ground state from a wave function built with the single-particle orbitals computed in the self-consistent external potential. The shells considered were the 1F _7/2 and the 1F _5/2 . The Hamiltonian employed is semi-realistic and includes tensor, spin-orbit and three-body forces. While absolute binding energies are too deep if compared with experimental data, the differences between the energies for nearly all isotopes are in very good agreement with the experimental data.     

Higher-order effects on self-similar parabolic pulse in the microstructured fibre amplifier

By considering higher-order effects, the properties of self-similar parabolic pulses propagating in the microstructured fibre amplifier with a normal group-velocity dispersion have been investigated. The numerical results indicate that the higher-order effects can badly distort self-similar parabolic pulse shape and optical spectrum, and at the same time the peak shift and oscillation appear, while the pulse still reveals highly linear chirp but grows into asymmetry. The influence of different higher-order effects on self-similar parabolic pulse propagation has been analysed. It shows that the self-steepening plays a more important role. We can manipulate the geometrical parameters of the microstructured fibre amplifier to gain a suitable dispersion and nonlinearity coefficient which will keep high-quality self-similar parabolic pulse propagation. These results are significant for the further study of self-similar parabolic pulse propagation.     

Unified symmetry of mechano-electrical systems with nonholonomic constraints

The unified symmetry of mechano-electrical systems with nonholonomic constraints are studied in this paper, the definition and the criterion of unified symmetry of mechano-electrical systems with nonholonomic constraints are derived from the Lagrange-Maxwell equations. The Noether conserved quantity, Hojman conserved quantity and Mei conserved quantity are then deduced from the unified symmetry. An example is given to illustrate the application of the results.     

Impulsive control of nonlinear systems with time-varying delays

A whole impulsive control scheme of nonlinear systems with time-varying delays, which is an extension for impulsive control of nonlinear systems without time delay, is presented in this paper. Utilizing the Lyapunov functions and the impulsive-type comparison principles, we establish a series of different conditions under which impulsively controlled nonlinear systems with time-varying delays are asymptotically stable. Then we estimate upper bounds of impulse interval and time-varying delays for asymptotically stable control. Finally a numerical example is given to illustrate the effectiveness of the method.     

Widely tunable dual-pump parametric amplifiers with photonic crystal fibres

This paper theoretically studies the double-pumped fibre-optical parametric amplifiers （FOPAs） in photonic crystal fibres. Two distinct working regimes of FOPAs are researched, which depend on the dispersion at the central wavelength of the two pumps. Extremely broad tuning range can be obtained when the central pump wavelength is in the normal dispersion regime and is insensitive to the wavelength separation between the two pumps, while the tuning range is narrow in the anomalous dispersion regime and can be significantly enhanced by increasing the wavelength separation. Impacts of higher-order dispersions and temporal walk-off on the gain spectra are also discussed.     

Exponential stability of Takagi-Sugeno fuzzy systems with impulsive effects and small delays

This paper deals with the exponential stability of impulsive Takagi-Sugeno fuzzy systems with delay. Impulsive control and delayed fuzzy control are applied to the system, and the criterion on exponential stability expressed in terms of linear matrix inequalities （LMIs） is presented.     

Correlated electron current and temperature dependence of the conductance of a quantum point contact

We investigate finite temperature corrections to the Landauer formula due to electron–electron interaction within the quantum point contact. When the Fermi level is close to the barrier height, the conducting wavefunctions become peaked on the barrier, enhancing the electron–electron interaction. At the same time, away from the contact the interaction is strongly suppressed by screening. To describe electron transport we formulate and solve a kinetic equation for the density matrix of electrons. The correction to the conductance G is negative and strongly enhanced in the region 0.5 × 2e²/h ≤ G ≤ 1.0 × 2e²/h. Our results for conductance agree with the so-called “0.7 structure” observed in experiments.     

Nonlinear mean field Fokker-Planck equations. Application to the chemotaxis of biological populations

We study a general class of nonlinear mean field Fokker-Planck equations in relation with an effective generalized thermodynamical (E.G.T.) formalism. We show that these equations describe several physical systems such as: chemotaxis of bacterial populations, Bose-Einstein condensation in the canonical ensemble, porous media, generalized Cahn-Hilliard equations, Kuramoto model, BMF model, Burgers equation, Smoluchowski-Poisson system for self-gravitating Brownian particles, Debye-Hückel theory of electrolytes, two-dimensional turbulence... In particular, we show that nonlinear mean field Fokker-Planck equations can provide generalized Keller-Segel models for the chemotaxis of biological populations. As an example, we introduce a new model of chemotaxis incorporating both effects of anomalous diffusion and exclusion principle (volume filling). Therefore, the notion of generalized thermodynamics can have applications for concrete physical systems. We also consider nonlinear mean field Fokker-Planck equations in phase space and show the passage from the generalized Kramers equation to the generalized Smoluchowski equation in a strong friction limit. Our formalism is simple and illustrated by several explicit examples corresponding to Boltzmann, Tsallis, Fermi-Dirac and Bose-Einstein entropies among others.     

三阶色散影响下二阶孤子间互作用及抑制

在色散位移光纤中，研究了三阶色散影响下同相和反相二阶孤子之间的互作用，分析了同相和反相二阶孤子对衰变后时域波形和频域频移的变化，发现三阶色散使二阶孤子分裂出一大一小两个不同振幅的基阶孤子，并彼此分离，但孤子对中心频率频移量却减小。通过采用非线性增益控制的方法可以有效抑制二阶孤子间的互作用，使孤子保型传输而不发生衰变。同时通过周期性改变三阶色散系数，可以减小三阶色散的不利影响，抑制孤子中心频率的频移，使孤子对不偏离原来时间槽，稳定孤子传输。