Triangular arbitrage as an interaction among foreign exchange rates

We first show that there are in fact triangular arbitrage opportunities in the spot foreign exchange markets, analyzing the time dependence of the yen–dollar rate, the dollar–euro rate and the yen–euro rate. Next, we propose a model of foreign exchange rates with an interaction. The model includes effects of triangular arbitrage transactions as an interaction among three rates. The model explains the actual data of the multiple foreign exchange rates well.     

Dynamics of bound vector solitons induced by stochastic perturbations: Soliton breakup and soliton switching

We respectively investigate breakup and switching of the Manakov-typed bound vector solitons (BVSs) induced by two types of stochastic perturbations: the homogenous and nonhomogenous. Symmetry-recovering is discovered for the asymmetrical homogenous case, while soliton switching is found to relate with the perturbation amplitude and soliton coherence. Simulations show that soliton switching in the circularly-polarized light system is much weaker than that in the Manakov and linearly-polarized systems. In addition, the homogenous perturbations can enhance the soliton switching in both of the Manakov and non-integrable (linearly- and circularly-polarized) systems. Our results might be helpful in interpreting dynamics of the BVSs with stochastic noises in nonlinear optics or with stochastic quantum fluctuations in Bose–Einstein condensates.     

A cell-based study on pedestrian acceleration and overtaking in a transfer station corridor

Pedestrian speed in a transfer station corridor is faster than usual and sometimes running can be found among some of them. In this paper, pedestrians are divided into two categories. The first one is aggressive, and the other is conservative. Aggressive pedestrians weaving their way through crowd in the corridor are the study object of this paper. During recent decades, much attention has been paid to the pedestrians’ behavior, such as overtaking (also deceleration) and collision avoidance, and that continues in this paper. After sufficiently analyzing the characteristics of pedestrian flow in transfer station corridor, a cell-based model is presented in this paper, including the acceleration (also deceleration) and overtaking analysis. Acceleration (also deceleration) in a corridor is fixed according to Newton’s Law and then speed calculated with a kinematic formula is discretized into cells based on the fuzzy logic. After the speed is updated, overtaking is analyzed based on updated speed and force explicitly, compared to rule-based models, which herein we call implicit ones. During the analysis of overtaking, a threshold value to determine the overtaking direction is introduced. Actually, model in this paper is a two-step one. The first step is to update speed, which is the cells the pedestrian can move in one time interval and the other is to analyze the overtaking. Finally, a comparison between the rule-based cellular automata, the model in this paper and data in HCM 2000 is made to demonstrate our model can be used to achieve reasonable simulation of acceleration (also deceleration) and overtaking among pedestrians.     

Non-equilibrium stochastic model for stock exchange market

We study the effect of the topology of industrial relationship (IR) between the companies in a stock exchange market on the universal features in the market. For this we propose a stochastic model for stock exchange markets based on the behavior of technical traders. From the numerical simulations we measure the return distribution, P(R)$P\left(R\right)$, and the autocorrelation function of the volatility, C(T)$C\left(T\right)$, and find that the observed universal features in real financial markets are originated from the heterogeneity of IR network topology. Moreover, the heterogeneous IR topology can also explain Zipf–Pareto’s law for the distribution of market value of equity in the real stock exchange markets.     

Auxiliary field loop expansion of the effective action for a class of stochastic partial differential equations

We present an alternative to the perturbative (in coupling constant) diagrammatic approach for studying stochastic dynamics of a class of reaction diffusion systems. Our approach is based on an auxiliary field loop expansion for the path integral representation for the generating functional of the noise induced correlation functions of the fields describing these systems. The systems we consider include Langevin systems describable by the set of self interacting classical fields ?_i(x,t)${?}_i(x,t)$ in the presence of external noise η_i(x,t)${\eta }_i(x,t)$, namely (∂_t−ν∇²)?−F[?]=η$({\partial }_t-\nu {\nabla }^2)?-F\left[?\right]=\eta$, as well as chemical reaction annihilation processes obtained by applying the many-body approach of Doi–Peliti to the Master Equation formulation of these problems. We consider two different effective actions, one based on the Onsager–Machlup (OM) approach, and the other due to Janssen–deGenneris based on the Martin–Siggia–Rose (MSR) response function approach. For the simple models we consider, we determine an analytic expression for the Energy landscape (effective potential) in both formalisms and show how to obtain the more physical effective potential of the Onsager–Machlup approach from the MSR effective potential in leading order in the auxiliary field loop expansion. For the KPZ equation we find that our approximation, which is non-perturbative and obeys broken symmetry Ward identities, does not lead to the appearance of a fluctuation induced symmetry breakdown. This contradicts the results of earlier studies.     

Constructive influence of noise-flatness in correlation ratchets

The influence of noise-flatness on overdamped motion of Brownian particles in a 1D periodic system with a simple sawtooth potential subjected to both unbiased thermal noise and three-level telegraph noise is considered. The exact formula for the stationary probability flux (current) is presented. The phenomenon of multiple current reversals and some topological properties of the hypersurface of zero current in the parameter space of noises are investigated and illustrated by phase diagrams. The conditions for the existence of four current reversals versus the switching rate of nonequilibrium noise are given. An alternative interpretation of the results in terms of cross-correlation between two dichotomous noises is presented.     

Segregation effect in symmetric cellular automata model for two-lane mixed traffic

Segregation effects commonly exist in granular mixtures with difference in size, shape or density. In mixed traffic flow, slow vehicle and fast vehicle, as two types of particles, have different desired speed. We investigate the segregation along the road in mixed traffic flow by using a symmetric two-lane cellular automata model. A parameter D, which quantifies the degree of segregation, is defined. We study the density dependency of the parameter at different randomization probability. Simulation results show that segregation is more obviously in free flow region. We argue that the overtaking maneuvers have similar effect as percolation in granular flow.     

光纤环形镜线形腔掺Er3+光纤激光器输出特性的数值分析

在分析光纤环形镜工作原理的基础上,给出了基于光纤环形镜的线形腔掺Er3+光纤激光器相位和幅度的振荡条件.通过求解速率方程,理论分析了其输出特性,获得了稳态条件下激光器输出功率、阈值泵浦功率和斜率效率的解析表达式.推导出激光器工作所需掺Er3+光纤最短长度,并在给定泵浦光功率时,在特定输出波长上获得最大输出功率所需最佳掺Er3+光纤长度的表达式,且通过实验进行了验证.     

Influence of adhesion of silica and ceria abrasive nanoparticles on Chemical-Mechanical Planarization of silica surfaces

We report on a direct measurement of adhesion between abrasive nanoparticles of irregular shape, which are used in semiconductor industry in the process of Chemical-Mechanical Planarization (CMP), and silica surface. The adhesion of ceria and silica nanoparticles to silica surface is measured in multiple chemistries of different CMP slurries using a specially developed atomic force microscopy (AFM) method. Using this method, we study the influence of adhesion on the main parameters of CMP, removal rate and defectivity, scratches. While being plausible to expect correlation between these parameters and adhesion, it has not been systematically studied as of yet. We observed direct correlation between adhesion and removal rate. Comparing the measured defectivity and adhesion, we observe the presence of some correlation between these parameters. We conclude that both adhesion and shape of abrasive particles influence defectivity, micro-scratches. Direct measurements of the adhesion between abrasive nano-particles and surface can be used in the screening of new slurries as well as various modeling related to wearing of the surfaces.     

The impact of competing time delays in coupled stochastic systems

We study the impact of competing time delays in coupled stochastic synchronization and coordination problems. We consider two types of delays: transmission delays between interacting elements and processing, cognitive, or execution delays at each element. We establish the scaling theory for the phase boundary of synchronization and for the steady-state fluctuations in the synchronizable regime. Further, we provide the asymptotic behavior near the boundary of the synchronizable regime. Our results also imply the potential for optimization and trade-offs in synchronization problems with time delays.