双势阱中冷原子的关联隧穿

研究了在不同的相互作用和隧穿耦合强度比值情况下双势阱中冷原子的隧穿现象.两格点Bose-Hubbard模型不能完全解释实验.为此,对此模型做了高阶修正.取双势阱的基态和第一激发态作基矢,写出哈密顿量的表示,解释了用两格点Bose-Hubbard模型分析实验时参数不能定量符合的原因.另外,通过计算两阱中原子纠缠度的变化,结合三态上原子布居数分布,直观描述了整个隧穿过程.     

双势阱中冷原子的关联隧穿

研究了在不同的相互作用和隧穿耦合强度比值情况下双势阱中冷原子的隧穿现象.两格点Bose-Hubbard模型不能完全解释实验.为此,对此模型做了高阶修正.取双势阱的基态和第一激发态作基矢,写出哈密顿量的表示,解释了用两格点Bose-Hubbard模型分析实验时参数不能定量符合的原因.另外,通过计算两阱中原子纠缠度的变化,结合三态上原子布居数分布,直观描述了整个隧穿过程.     

Peculiarities of pair interaction in the four-band Hubbard model

We consider the four-band model of high-temperature superconductors with copper and 4s electrons and oxygen 2p _x and 2p _y electrons. We assume that the Coulomb repulsion between the copper 3d electrons is strong. We diagonalize the oxygen subsystem and pass to the Wannier representation for the CuO ₂ cluster. We study the properties of a local cell model and find its low-energy states such as the one-particle doublet and the two-particle singlet and triplet states. We consider the cell fermion delocalization because of their tunneling between the copper sites. We obtain a system of Dyson-type equations for renormalized one-particle Green’s functions and discuss whether it can be simplified. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 149, No. 1, pp. 99–110, October, 2006.     

相关的常数红利障碍Poisson-Erlang风险模型(英文)

本文研究了有常数红利障碍的相关聚合理赔风险模型.利用Laplace变换和逆Laplace变换的方法,获得了该模型中罚金折现期望函数的积分一微分方程的解法,推广了一类积分-微分方程的求解方法.     

Optimal Cross Hedging of Insurance Derivatives

Abstract

We consider insurance derivatives depending on an external physical risk process, for example, a temperature in a low dimensional climate model. We assume that this process is correlated with a tradable financial asset. We derive optimal strategies for exponential utility from terminal wealth, determine the indifference prices of the derivatives, and interpret them in terms of diversification pressure. Moreover, we check the optimal investment strategies for standard admissibility criteria. Finally, we compare the static risk connected with an insurance derivative to the reduced risk due to a dynamic investment into the correlated asset. We show that dynamic hedging reduces the risk aversion in terms of entropic risk measures by a factor related to the correlation.     

Complex-scaling treatment for high-lying doubly excited resonances for screened Coulomb helium atom

This work presents an investigation on the doubly excited ¹S ^e autoionizing states of screened helium atom lying below the n = 4 threshold of the He⁺ ion. The potential generated in this system is represented by a Yukawa type potential. We have employed complex-coordinate rotation method, as it is a powerful scheme to study high lying resonances. Hylleraas type wave function is used to consider the correlation effect between all the charged particles. Our resonance parameters for the resonances lying below the He⁺ (n = 2) threshold agree well with those of the existing calculations by using the stabilization method. Resonances associated with higher thresholds are new calculations. All the present results are well converged with basis length N = 444.     

Weak-coupling treatment of electronic (anti-)ferroelectricity in the extended Falicov-Kimball model

We study the (spinless) Falicov-Kimball model extended by a finite band width (hopping t _f ) of the localized (f-) electrons in infinite dimensions in the weak-coupling limit of a small local interband Coulomb correlation U for half filling. In the case of overlapping conduction- and f-bands different kinds of ordered solutions are possible, namely charge-density wave (CDW) order, electronic ferroelectricity (EFE) and electronic antiferroelectricity (EAFE). The order parameters are calculated as a function of the model parameters and of the temperature. There is a first-order phase transition from the CDW-phase to the EFE- or EAFE-phase. The total energy is calculated to determine the thermodynamically stable solution. The quantum phase diagrams are calculated.