Multifractal detrended fluctuation analysis of derivative and spot markets

We investigate the multifractal properties of price increments in the cases of derivative and spot markets. Through the multifractal detrended fluctuation analysis, we estimate the generalized Hurst and the Renyi exponents for price fluctuations. By deriving the singularity spectrum from the above exponents, we quantify the multifractality of a financial time series and compare the multifractal properties of two different markets. The different behavior of each agent-group in transactions is also discussed. In order to identify the nature of the underlying multifractality, we apply the method of surrogate data to both sets of financial data. It is shown that multifractality due to a fat-tailed distribution is significant.     

Toughening poly(lactic acid) (PLA) through in situ reactive blending with liquid polybutadiene rubber (LPB)

Abstract

Liquid polybutadiene rubber (LPB) was blended with poly(lactic acid) (PLA) through reactive and non-reactive routes to enhance the toughness of the PLA. The reactively blended PLA (PBR10) was prepared by melt blending the PLA with the LPB in the presence of dicumyl peroxide (DCP), a radical initiator, while the PB10 was just melt blended without the DCP. Fourier transform infrared (FTIR) spectra and wide-angle X-ray diffraction (WAXD) patterns were used to study the molecular structure of the blends. Properties were investigated through universal testing machine (UTM), differential scanning calorimetry (DSC), thermogravimetric analysis (TGA), scanning electron microscope (SEM) analysis, and rheological measurements. The results indicated that the radical crosslinking by the DCP could increase the compatibility between the PLA and LPB and disperse the rubber particles at the nanoscale in the PLA matrix. As a result, the toughness and melt viscosity of the PLA was significantly enhanced through the reactive blending, which is promising for the practical application of the modified PLA in the area of packaging.     

Effect of the amounts of glycidyl methacrylate on the mechanical and dynamic properties of styrene–butadiene–glycidyl methacrylate terpolymer/silica composites

GMA-SBRs with GMA contents in the range of 0.06–0.71 wt.% were synthesized and used to evaluate the properties of the silica composites for fuel-efficient tires. The chemical structures of the GMA-SBRs were analyzed using Fourier transform infrared spectroscopy, ¹H nuclear magnetic resonance (¹H NMR), size exclusion chromatography (SEC), and differential scanning calorimetry (DSC). GMA-SBRs can enhance filler–rubber interaction through covalent bond formation between the silica filler and rubber molecules. After compounding, the cure characteristics and mechanical and dynamic properties of the GMA-SBR silica-filled composites were analyzed. The mechanical properties, including the Mooney viscosity, bound rubber, swelling ratio, and moduli, exhibited obvious differences with increasing GMA content. However, the optimum content of GMA in the GMA-SBR, in terms of dynamic properties such as the Payne effect which represents the change in dynamic modulus against the strain to determine the extent of filler flocculation and tan δ at 60 °C representing tire rolling resistance, was ~0.6 wt.%. These results are due to improved silica dispersion, resulting from increased covalent bond formation between GMA-SBR and the silica surface. This approach assists in the determination of functional group contents in functionalized emulsion styrene–butadiene rubber for fuel-efficient tires, leading to a decrease in vehicular greenhouse gas emission.     

Enhancement of Near-Cloaking. Part II: The Helmholtz Equation

The aim of this paper is to extend the method of Ammari et al. (Commun. Math. Phys., 2012) to scattering problems. We construct very effective near-cloaking structures for the scattering problem at a fixed frequency. These new structures are, before using the transformation optics, layered structures and are designed so that their first scattering coefficients vanish. Inside the cloaking region, any target has near-zero scattering cross section for a band of frequencies. We analytically show that our new construction significantly enhances the cloaking effect for the Helmholtz equation.     

Unveiling the correlation between non‐diffracting tractor beam and its singularity in Poynting vector

This paper investigates the singular optics of nonparaxial light beams in the near field when the light behaves as a tractor beam. New insights into the optical pulling force, which is usually represented by integrating the stress tensor at a black box enclosing the object, are interpreted by the optical singularity of the Poynting vector. The negative nonconservative pulling force originates from the transfer of the azimuthal Poynting vector to the longitudinal component partly owing to the presence of a scatterer. The separatrice pattern and singularity shifts of the Poynting vector unanimously exhibit a differentiable near‐field distribution in the presence of optical pulling force. A new method is established to calculate the near‐field optical force using the differential Poynting vector in the far field. The results obtained provide a clear physical interpretation of the light–matter interaction and manifest the significance of singular optics in manipulating objects.

     

Direct single-layered fabrication of 3D concavo–convex patterns in nano-stereolithography

A nano-surfacing process (NSP) is proposed to directly fabricate three-dimensional (3D) concavo–convex-shaped microstructures such as micro-lens arrays using two-photon polymerization (TPP), a promising technique for fabricating arbitrary 3D highly functional micro-devices. In TPP, commonly utilized methods for fabricating complex 3D microstructures to date are based on a layer-by-layer accumulating technique employing two-dimensional sliced data derived from 3D computer-aided design data. As such, this approach requires much time and effort for precise fabrication. In this work, a novel single-layer exposure method is proposed in order to improve the fabricating efficiency for 3D concavo–convex-shaped microstructures. In the NSP, 3D microstructures are divided into 13 sub-regions horizontally with consideration of the heights. Those sub-regions are then expressed as 13 characteristic colors, after which a multi-voxel matrix (MVM) is composed with the characteristic colors. Voxels with various heights and diameters are generated to construct 3D structures using a MVM scanning method. Some 3D concavo–convex-shaped microstructures were fabricated to estimate the usefulness of the NSP, and the results show that it readily enables the fabrication of single-layered 3D microstructures. PACS 85.40.Hp; 81.16.Nd; 42.82.Cr     

Ultrawidely tunable single-mode fiber acousto-optic filter

A single-mode fiber (SMF) acousto-optic tunable filter (AOTF) with a tuning range of more than 300 nm is demonstrated. The SMF used in the experiment has a ring of symmetric holes within the cladding, which causes a larger mode-index difference between the first and the second higher-order antisymmetric modes than those of a conventional SMF. As a result, the difference in beatlengths between the core mode and the higher-order modes is highly increased, which makes it possible for the SMF AOTF to exhibit a single resonance peak in the transmission spectrum over the wavelength range of 1.3-1.6 μm for given acoustic frequencies of 3.1-3.8 MHz.     

Experimental realization of an approximate partial transpose for photonic two-qubit systems

We report the first experimental realization of an approximate partial transpose for photonic two-qubit systems. The proposed scheme is based on the local operation on single copies of quantum states and classical communication, and therefore can be easily applied for other quantum information tasks within current technologies. Direct detection of entanglement, i.e., without performing quantum state tomography, using the partial transpose operation, is also demonstrated.