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.     

Decay rate with coordinate-dependent diffusion coefficients

Using a master equation for the reduced density matrix of open quantum system, the influence of coordinate-dependent microscopical diffusion coefficients on the decay rate from a potential well is studied. For different temperatures, frictions, heights of barrier and ratios of stiffnesses of the potential in the minimum and on the top of the barrier, the quasistationary decay rates are obtained with the sets of coordinate-dependent and -independent microscopical diffusion coefficients, and coordinate-dependent phenomenological diffusion coefficients.     

Complex turing patterns in non-linearly coupled systems

Recently pattern formation in layered structures, showing complicated superimposed patterns, has been modeled by coupling two Turing systems linearly, i.e., passively, such that the characteristic length scales of the independent systems are well separated. Here we propose a model of two non-linearly coupled Turing systems to study pattern formation in layered membrane-like structures, where the coupling plays an active role and changes the kinetics of the uncoupled systems. Extensive numerical simulations show that non-linear coupling generates a number of new regular patterns different from the ones observed earlier with linearly coupled systems. Some of them turn out to be superimposed patterns with different length scales, but many are not. Also, contrary to the linear coupling case, the strength of the non-linear coupling is found to play an important role in the formation and selection of patterns.     

Particle-size segregation in dense granular avalanches

Particles of differing sizes are notoriously prone to segregate, which is a chronic problem in the manufacture of a wide variety of products that are used by billions of people worldwide every day. Segregation is the single most important factor in product non-uniformity, which can lead to significant handling problems as well as complete batches being discarded at huge financial loss. It is generally regarded that the most important mechanism for segregation is the combination of kinetic sieving and squeeze expulsion in shallow granular avalanches. These free-surface flows are more common than one might expect, often forming part of more complicated flows in drums, heaps and silos, where there is mass exchange with underlying regions of static or slowly moving grains. The combination of segregation and solid–fluid granular phase transitions creates incredibly complicated and beautiful patterns in the resulting deposits, but a full understanding of such effects lies beyond our capabilities at present. This paper reviews recent advances in our ability to model the basic segregation processes in a single avalanche (without mass exchange) and the subtle feedback effects that they can have on the bulk flow. This is particularly important for geophysical applications, where segregation can spontaneously self-channelize and lubricate the flow, significantly enhancing the run-out of debris-flows, pyroclastic flows, rock-falls and snow-slab avalanches.     

Synthesis of New Chlorin e6 Trimethyl and Protoporphyrin IX Dimethyl Ester Derivatives and Their Photophysical and Electrochemical Characterizations

In view of increasing demands for efficient photosensitizers for photodynamic therapy (PDT), we herein report the synthesis and photophysical characterizations of new chlorin e₆ trimethyl ester and protoporphyrin IX dimethyl ester dyads as free bases and Zn^II complexes. The synthesis of these molecules linked at the β‐pyrrolic positions to pyrano[3,2‐c]coumarin, pyrano[3,2‐c]quinolinone, and pyrano[3,2‐c]naphthoquinone moieties was performed by using the domino Knoevenagel hetero Diels–Alder reaction. The α‐methylenechromanes, α‐methylenequinoline, and ortho‐quinone methides were generated in situ from a Knoevenagel reaction of 4‐hydroxycoumarin, 4‐hydroxy‐6‐methylcoumarin, 4‐hydroxy‐N‐methylquinolinone, and 2‐hydroxy‐1,4‐naphthoquinone, respectively, with paraformaldehyde in dioxane. All the dyads as free bases and as Zn^II complexes were obtained in high yields. All new compounds were fully characterized by 1D and 2D NMR techniques, UV/Vis spectroscopy, and HRMS. Their photophysical properties were evaluated by measuring the fluorescence quantum yield, the singlet oxygen quantum yield by luminescence detection, and also the triplet lifetimes were correlated by flash photolysis and intersystem crossing (ISC) rates. The fluorescence lifetimes were measured by a time‐correlated single photon count (TCSPC) method, fluorescence decay associated spectra (FDAS), and anisotropy measurements. Magnetic circular dichroism (MCD) and circular dichroism (CD) spectra were recorded for one Zn^II complex in order to obtain information, respectively, on the electronic and conformational states, and interpretation of these spectra was enhanced by molecular orbital (MO) calculations. Electrochemical studies of the Zn^II complexes were also carried out to gain insights into their behavior for such applications.     

Thermal and Nonthermal Effects in Plasmon-Mediated Electrochemistry at Nanostructured Ag Electrodes

Hot carriers (HCs) and thermal effects, stemming from plasmon decays, are crucial for most plasmonic applications. However, quantifying these two effects remains extremely challenging due to the experimental difficulty in accurately measuring the temperature at reaction sites. Herein, we provide a novel strategy to disentangle HCs from photothermal effects based on the different traits of heat dissipation (long range) and HCs transport (short range), and quantitatively uncover the dominant and potential-dependent role of photothermal effect by investigating the rapid- and slow-response currents in plasmon-mediated electrochemistry at nanostructured Ag electrode. Furthermore, the plasmoelectric surface potential is found to contribute to the rapid-response currents, which is absent in the previous studies.     

An Extra-Large-Pore Pure Silica Zeolite with 16×8×8-Membered Ring Pore Channels Synthesized using an Aromatic Organic Directing Agent

Extra-large-pore zeolites for processing large molecules have long been sought after by both the academia and industry. However, the synthesis of these materials, particularly extra-large-pore pure silica zeolites, remains a big challenge. Herein we report the synthesis of a new extra-large-pore silica zeolite, designated NUD-6, by using an easily synthesized aromatic organic cation as structure-directing agent. NUD-6 possesses an intersecting 16×8×8-membered ring pore channel system constructed by four-connected (Q⁴) and unusual three-connected (Q³) silicon species. The organic cations in NUD-6 can be removed in nitric acid to yield a porous material with high surface area and pore volume. The synthesis of NUD-6 presents a feasible means to prepare extra-large pore silica zeolites by using assembled aromatic organic cations as structure-directing agents.     

GDP vs. LDP: A Survey from the Perspective of Information-Theoretic Channel

The existing work has conducted in-depth research and analysis on global differential privacy (GDP) and local differential privacy (LDP) based on information theory. However, the data privacy preserving community does not systematically review and analyze GDP and LDP based on the information-theoretic channel model. To this end, we systematically reviewed GDP and LDP from the perspective of the information-theoretic channel in this survey. First, we presented the privacy threat model under information-theoretic channel. Second, we described and compared the information-theoretic channel models of GDP and LDP. Third, we summarized and analyzed definitions, privacy-utility metrics, properties, and mechanisms of GDP and LDP under their channel models. Finally, we discussed the open problems of GDP and LDP based on different types of information-theoretic channel models according to the above systematic review. Our main contribution provides a systematic survey of channel models, definitions, privacy-utility metrics, properties, and mechanisms for GDP and LDP from the perspective of information-theoretic channel and surveys the differential privacy synthetic data generation application using generative adversarial network and federated learning, respectively. Our work is helpful for systematically understanding the privacy threat model, definitions, privacy-utility metrics, properties, and mechanisms of GDP and LDP from the perspective of information-theoretic channel and promotes in-depth research and analysis of GDP and LDP based on different types of information-theoretic channel models.     

基于光纤光栅技术黏性土中静压闭口管桩试验研究

为研究黏性土中静压闭口管桩的贯入机理,开展了室内模型试验.制作了两根不同直径的闭口管桩,通过桩身开浅槽,单根嵌入6个增敏微型光纤光栅传感器,连续监测了静力压桩过程桩身内力变化规律,试验结果表明:由于FBG传感技术灵敏系数高、长期稳定性好等优点,因此能较好的监测沉桩过程桩身受力状态.桩径越大,摩阻比、单位摩阻力越大,端阻...     

Evolution of Physicochemical Parameters during the Thermal-Based Production of Água-mel,a Traditional Portuguese Honey-Related Food Product

The purpose of this work was to investigate the physicochemical changes occurring during the thermal-based production of água-mel, a traditional Portuguese honey-related food product. The refractive index, color parameters (hue angle, H°; chroma, C*), and the content of total reducing sugars, glucose, fructose, total brown pigments, and 5-hydroxymethylfurfural were monitored along the entire production process, and their evolution was kinetically modelled. Thermal processing caused a gradual decrease in sugars, which was accompanied by the formation of brown pigments and 5-hydroxymethylfurfural, increased concentration of soluble solids as evaluated through refractive index measurements, as well as the appearance of darker colors. In particular, a zero-order kinetic model could explain the changes in H° and reducing sugars, while the evolution of refractive index, brown pigments, 5-hydroxymethylfurfural, C*, fructose, and glucose were best fitted using a first-order kinetics model.