漫谈经济物理学

 “经济物理学”的英文单词是econophysics, 这个词是美国科学院院士斯坦利（H.E.Stanley）教授在20 世纪90 年代中期提出的。大体说来, 经济物理学就是运用物理学中发展的方法、模型、思想去讨论、分析、理解经济或金融问题。经济物理学自诞生之日起, 就受到了人们的极大期待, --这里的“人们”也包括传统的经济学家（或金融学家）, 国际上两家著名的综合性学术期刊《自然》（Nature）和《美国国家科学院院刊》（PNAS）已经刊发过不少经济物理学方面的研究论文。可是经过十几年的发展, 经济物理学在经济学家的眼中又是什么模样的呢？大体说来, 经济学家认为：经济物理学正在对计量金融的一些应用领域产生一些影响;经济物理学家已经成功发展了一些模型用于解释金融市场中的价格波动;经济物理学的研究成果多半发表在物理或统计力学方面的期刊, 而非发表在主流经济学期刊, 主流经济学家对经济物理学并无显著印象。此外, 就这个问题, 我自己也与几位经济学家交流过, 获悉他们还有一些更具体的负面印象, 他们认为经济物理学家常常不用经济学家熟悉的语言和方法来描述和处理经济问题, 还有, 他们觉得, 在可预见的将来, 经济物理学家对经济学的研究无法建立类似于牛顿力学那样完整的理论体系。     

Using a water-confined carbon nanotube to probe electricity of sequential charged segments of macromolecules

The detection of macromolecular conformation is particularly important in many physical and biological applications. Here we theoretically explore a method for achieving this detection by probing the electricity of sequential charged segments of macromolecules. Our analysis is based on molecular dynamics simulations, and we investigate a single file of water molecules confined in a half-capped single-walled carbon nanotube (SWCNT) with an external electric charge of +e or ?e (e is the elementary charge). The charge is located in the vicinity of the cap of the SWCNT and along the centerline of the SWCNT. We reveal the picosecond timescale for the re-orientation (namely, from one unidirectional direction to the other) of the water molecules in response to a switch in the charge signal, ?e → +e or +e → ?e. Our results are well understood by taking into account the electrical interactions between the water molecules and between the water molecules and the external charge. Because such signals of re-orientations can be magnified and transported according to Tu et al. [2009 Proc. Natl. Acad. Sci. USA 106 18120], it becomes possible to record fingerprints of electric signals arising from sequential charged segments of a macromolecule, which are expected to be useful for recognizing the conformations of some particular macromolecules.     

Electric field distribution around the chain of composite nanoDarticles in ferrofluids

Composite nanoparticles （NPs） have the ability of combining materials with different properties together, thus receiving extensive attention in many fields. Here we theoretically investigate the electric field distribution around core/shell NPs （a type of composite NPs） in ferrofluids under the influence of an external magnetic field. The NPs are made of cobalt （ferromagnetic） coated with gold （metallic）. Under the influence of the external magnetic field, these NPs will align along the direction of this field, thus forming a chain of NPs. According to Laplace＇s equations, we obtain electric fields inside and outside the NPs as a function of the incident wavelength by taking into account the mutual interaction between the polarized NPs. Our calculation results show that the electric field distribution is closely related to the resonant incident wavelength, the metallic shell thickness, and the inter-particle distance. These analytical calculations agree well with our numerical simulation results. This kind of field-induced anisotropic soft-matter systems offers the possibility of obtaining an enhanced Raman scattering substrate due to enhanced electric fields.     

Enhanced scattering of acoustic waves at interfaces

We propose a general method to realize a total scattering of an incident acoustic wave at interfaces between different media while allowing the flow of air, fluids and/or particles. This originates from the enlargement of the equivalent acoustic scattering cross section of an embedded object coated with acoustic metamaterials, which causes the coated object to behave as a scatterer bigger than its physical size. We theoretically design a model circular cylindrical object coated with such metamaterials whose properties are determined according to two different, but identical, methods. The desired function is confirmed for both far-field and near-field cases with full wave simulations based on the finite element method. This work reveals a promising way to achieve noise shielding and naval camouflage.     

Progress in physical properties of Chinese stock markets

In the past two decades, statistical physics was brought into the field of finance, applying new methods and concepts to financial time series and developing a new interdiscipline “econophysics”. In this review, we introduce several commonly used methods for stock time series in econophysics including distribution functions, correlation functions, detrended fluctuation analysis method, detrended moving average method, and multifractal analysis. Then based on these methods, we review some statistical properties of Chinese stock markets including scaling behavior, long-term correlations, cross-correlations, leverage effects, antileverage effects, and multifractality. Last, based on an agent-based model, we develop a new option pricing model — financial market model that shows a good agreement with the prices using real Shanghai Index data. This review is helpful for people to understand and research statistical physics of financial markets.     

Alternating-current relaxation of a rotating metallic particle

Based on a first-principles approach,we establish an alternating-current(AC) relaxation theory for a rotating metallic particle with complex dielectric constant ε_α=ε_α-iσ_α/ω_0.Here εα is the real part,σ_α the conductivity,ω_0 the angular frequency of an AC electric field,and i=-1~(1/2).Our theory yields an accurate interparticle force,which is in good agreement with the existing experiment.The agreement helps to show that the relaxations of two kinds of charges,namely,surface polarized charges(described by ε_α) and free charges(corresponding to σ_α),contribute to the unusually large reduction in the attracting interparticle force.This theory can be adopted to determine the relaxation time of dynamic particles in various fields.     

Asymmetric and symmetric meta-correlations in financial markets

In financial markets, the relation between fluctuations of stock prices and trading behaviors is complex. It is intriguing to quantify this kind of meta-correlation between market fluctuations and the synchronous behaviors. We refine the theoretical index leverage model proposed by Reigneron et al., to exactly quantify the meta-correlation under various levels of price fluctuations [Reigneron P A, Allez R and Bouchaud J P 2011 Physica A 390 3026]. The characteristics of meta-correlations in times of market losses, are found to be significantly different in Chinese and American financial markets. In addition,unlike the asymmetric results at the daily scale, the correlation behaviors are found to be symmetric at the high-frequency scale.     

Electric field distribution around the chain of composite nanoparticles in ferrofluids

Composite nanoparticles (NPs) have the ability of combining materials with different properties together, thus receiving extensive attention in many fields. Here we theoretically investigate the electric field distribution around core/shell NPs (a type of composite NPs) in ferrofluids under the influence of an external magnetic field. The NPs are made of cobalt (ferromagnetic) coated with gold (metallic). Under the influence of the external magnetic field, these NPs will align along the direction of this field, thus forming a chain of NPs. According to Laplace's equations, we obtain electric fields inside and outside the NPs as a function of the incident wavelength by taking into account the mutual interaction between the polarized NPs. Our calculation results show that the electric field distribution is closely related to the resonant incident wavelength, the metallic shell thickness, and the inter-particle distance. These analytical calculations agree well with our numerical simulation results. This kind of field-induced anisotropic soft-matter systems offers the possibility of obtaining an enhanced Raman scattering substrate due to enhanced electric fields.     

Control water molecules across carbon-based nanochannels

It is important to know the mechanisms of water molecules across carbon-based nanochannels, which is not only beneficial for understanding biological activities but also for designing various smart devices. Here we review the recent progress of research for water transfer across carbon-based nanochannels. In this review, we summarize the recent methods which can affect water molecules across these nanochannels. The methods include exterior factors(i.e., dipolar molecules and gradient electric fields) and interior factors(namely, cone-shaped structures, nonstraight nanochannels, and channel defects). These factors can control water permeation across nanochannels efficiently.