金融动力学的时空关联与大波动特性——兼谈中西方金融市场的对比研究

文章扼要地评述了金融物理学研究进展,介绍了文章作者在金融动力学时空关联方面的最新研究成果,特别关注中西方金融市场的对比研究.唯象理论研究表明,西方金融市场的价格收益率和波动率的时间关联显示杠杆效应,而中国金融市场则显示反杠杆效应;一种价格收益率和波动率的反馈相互作用可以解释杠杆和反杠杆效应的起源.西方金融市场的个体股票价格的交叉关联呈现标准的行业板块结构,而中国金融市场展示的是一种特殊的板块结构,如"ST板块"和"蓝筹板块"等.股票价格大波动可分为动力学内部产生的和外部事件诱导的两大类.金融动力学的时间反演不对称性,主要来源于外部事件诱导的大波动.     

软体微手鲁棒非线性控制设计

软体驱动器是构建智能软体机器人的基石。然而,由于软体驱动器具有非线性、耦合和不确定性等复杂的特性,如何对其进行有效建模与控制是目前极需解决的难题。以一种由三支单腔双向弯曲软驱动器构成的软体微手为研究对象,对其进行了鲁棒非线性控制设计研究。首先,进行了鲁棒非线性控制系统的总体结构设计分析。其次,对如何设计算子控制器、跟踪控制器、算子观测器实现其对软体微手的弯曲角度和力进行控制进行了分析和讨论。接着,分析和研究了鲁棒稳定和跟踪条件。最后,通过基于实验数据的仿真验证了所提方案的可行性和有效性。     

Polarization-encoded all-optical quaternary multiplexer and demultiplexer - A proposal

Multi-valued logic is positioned as a coming generation technology that can execute arithmetic functions faster and with less interconnect than binary logic. Furthermore, nonbinary data storage would require less physical space than binary data. The application of multi-valued digital signals can provide considerable relief of capacity constraints. In electronics many proposals have already been reported. But, here for the first time we propose an all-optical circuit for designing quaternary (four-valued) multiplexer and demultiplexer with the help of some polarization-encoded basic quaternary logic gates (quaternary min and quaternary delta literal). Nonlinear interferometer-based optical switch can take an important role here. The principles and possibilities of design of all-optical quaternary multi-valued multiplexer and demultiplexer circuits are proposed and described.     

Reply to comment on “On the controversy around Daganzo’s requiem for and Aw-Rascle’s resurrection of second-order traffic flow models” by H.M. Zhang

This contribution compares several different approaches allowing one to derive macroscopic traffic equation directly from microscopic car-following models. While it is shown that some conventional approaches lead to theoretical problems, it is proposed to use an approach reminding of smoothed particle hydrodynamics to avoid gradient expansions. The derivation circumvents approximations and, therefore, demonstrates the large range of validity of macroscopic traffic equations, without the need of averaging over many vehicles. It also gives an expression for the “traffic pressure”, which generalizes previously used formulas. Furthermore, the method avoids theoretical inconsistencies of macroscopic traffic models, which have been criticized in the past by Daganzo and others.     

Synchronization in evolving snowdrift game model

The interaction between the evolution of the game and the underlying network structure with evolving snowdrift game model is investigated. The constructed network follows a power-law degree distribution typically showing scale-free feature. The topological features of average path length, clustering coefficient, degree-degree correlations and the dynamical feature of synchronizability are studied. The synchronizability of the constructed networks changes by the interaction. It will converge to a certain value when sufficient new nodes are added. It is found that initial payoffs of nodes greatly affect the synchronizability. When initial payoffs for players are equal, low common initial payoffs may lead to more heterogeneity of the network and good synchronizability. When initial payoffs follow certain distributions, better synchronizability is obtained compared to equal initial payoff. The result is also true for phase synchronization of nonidentical oscillators.     

Partial clustering prevents global crystallization in a binary 2D colloidal glass former

A mixture of two types of super-paramagnetic colloidal particles with long-range dipolar interaction is confined by gravity to the flat interface of a hanging water droplet. The particles are observed by video microscopy and the dipolar interaction strength is controlled via an external magnetic field. The system is a model system to study the glass transition in 2D, and it exhibits partial clustering of the small particles (N. Hoffmann et al., Phys. Rev. Lett. 97, 078301 (2006)). This clustering is strongly dependent on the relative concentration of big and small particles. However, changing the interaction strength reveals that the clustering does not depend on the interaction strength. The partial clustering scenario is quantified using Minkowski functionals and partial structure factors. Evidence that partial clustering prevents global crystallization is discussed.     

Comparative atomistic and coarse-grained study of water: What do we lose by coarse-graining?

We employ the inverse Boltzmann method to coarse-grain three commonly used three-site water models (TIP3P, SPC and SPC/E) where one molecule is replaced with one coarse-grained particle with isotropic two-body interactions only. The shape of the coarse-grained potentials is dominated by the ratio of two lengths, which can be rationalized by the geometric constraints of the water clusters. It is shown that for simple two-body potentials either the radial distribution function or the geometrical packing can be optimized. In a similar way, as needed for multiscale methods, either the pressure or the compressibility can be fitted to the all atom liquid. In total, a speed-up by a factor of about 50 in computational time can be reached by this coarse-graining procedure.     

极化子效应对ZnS/CdSe量子点三阶极化率的影响

在有效质量近似下,利用量子力学的密度矩阵理论,采用无限深势阱模型,从理论上计算了考虑极化子效应后在导带子带间跃迁时ZnS/CdSe柱型核壳结构量子点二次电光效应(QEOE)和电吸收过程(EA)的三阶极化率。通过数值计算,分析了电子-LO声子和电子-IO声子相互作用对ZnS/CdSe柱型核壳结构量子点二次电光效应和电吸收过程的三阶极化率的影响。结果表明,极化子效应对二次电光效应的三阶极化率χ⁽³⁾_QEDE和电吸收过程的三阶极化率χ⁽³⁾_EA都有很大影响,并且影响的大小与量子点的尺寸大小有关。     

A preliminary investigation on the topology of Chinese and climate networks

Complex networks have been studied across many fields of science in recent years. In this paper, we give a brief introduction of networks, then follow the original works by Tsonis et al (2004, 2006) starting with data of the surface temperature from 160 Chinese weather observations to investigate the topology of Chinese climate networks. Results show that the Chinese climate network exhibits a characteristic of regular, almost fully connected networks, which means that most nodes in this case have the same number of links, and so-called super nodes with a very large number of links do not exist there. In other words, though former results show that nodes in the extratropical region provide a property of scale-free networks, they still have other different local fine structures inside. We also detect the community of the Chinese climate network by using a Bayesian technique; the effective number of communities of the Chinese climate network is about four in this network. More importantly, this technique approaches results in divisions which have connections with physics and dynamics; the division into communities may highlight the aspects of the dynamics of climate variability.