One dimensional periodic hopping model is useful to understand the motion of microscopic particles in thermal noise environment. In this research, by formal calculation and based on detailed balance, the explicit expr...One dimensional periodic hopping model is useful to understand the motion of microscopic particles in thermal noise environment. In this research, by formal calculation and based on detailed balance, the explicit expressions of the limits of mean velocity and diffusion constant of this model as the number of internal mechanochemical sates tend to infinity are obtained.These results will be helpful to understand the limit of the one dimensional hopping model.At the same time, the work can be used to get more useful results in continuous form from the corresponding ones obtained by discrete models.展开更多
We prepared conducting polyaniline (PAn) co-doped with sulfosalicylic acid (SSA) and dodecylbenzoyl sultonic acid (DBSA) in micro-emulsive polymerization, and studied its charge transport behaviors based on the ...We prepared conducting polyaniline (PAn) co-doped with sulfosalicylic acid (SSA) and dodecylbenzoyl sultonic acid (DBSA) in micro-emulsive polymerization, and studied its charge transport behaviors based on the measurement of its electrical conductivity in the temperature range between 203 K and 298 K. The conductivity was found to increase with temperature, similar to the case in semiconductors. Analyzing the experimental data with three models, namely the charge-energy-limitedtunneling model, Kivelson model and the three-dimensional variable range hopping (3D-VRH) model demonstrated that these models all describe well the charge transport behaviors of PAn co-doped with SSA and DBSA within the mentioned temperature range. From calculation with the 3D-VRH model, the hopping distance of the conducting PAn is obviously larger than its localization length. The PAn doped with SSA and DBSA enjoys desirable crystallinity due to the co-doping of two functional sulfonic acids. The macroscopic conductivity may correspond to three-dimensional transport in the network of the bundles, and the metallic islands may be attributed to quasi-one-dimensional bundles.展开更多
We study theoretically the possibility of superconductivity state in pure graphene within the extended attractive Hubbard model. In the absence of disorder, when we use the local attractive interaction potential, U ≌...We study theoretically the possibility of superconductivity state in pure graphene within the extended attractive Hubbard model. In the absence of disorder, when we use the local attractive interaction potential, U ≌ 5t, where t is hopping term, pure graphene can be in superconductivity state.展开更多
In this paper,we study the nonparametric estimation of the second infinitesimal moment by using the reweighted Nadaraya-Watson (RNW) approach of the underlying jump diffusion model.We establish strong consistency and ...In this paper,we study the nonparametric estimation of the second infinitesimal moment by using the reweighted Nadaraya-Watson (RNW) approach of the underlying jump diffusion model.We establish strong consistency and asymptotic normality for the estimate of the second infinitesimal moment of continuous time models using the reweighted Nadaraya-Watson estimator to the true function.展开更多
We study the effect of two non-interacting impurity atoms near by a one-dimensional nanowire, which is modeled as a tight-binding hopping model. The virtual single-electron hopping between two impurities will induce a...We study the effect of two non-interacting impurity atoms near by a one-dimensional nanowire, which is modeled as a tight-binding hopping model. The virtual single-electron hopping between two impurities will induce an additional energy depending on the distance of two impurities, which gives a electronic Casimir–Polder effect. We find that the Casimir–Polder force between the two impurities decreases with the impurity-impurity distance exponentially.And the effects of nanowire and finite temperature on the Casimir–Polder force are also discussed in detail, respectively.展开更多
By introducing a stochastic element to the double-jump diffusion framework to measure the Knight uncertainty of asset return process, this paper builds the model of dynamic portfolio choice, which maximizes the expect...By introducing a stochastic element to the double-jump diffusion framework to measure the Knight uncertainty of asset return process, this paper builds the model of dynamic portfolio choice, which maximizes the expected utility of terminal portfolio wealth. Through specifying the state function of uncertainty-aversion, it utilizes the max-min method to derive the analytical solution of the model to study the effect of the time-varying, jumps, and Knight uncertainty of asset return process on dynamic portfolio choice and their interactions. Results of comparative analysis show: The time-varying results in positive or negative intertemporal hedging demand of portfolio, which depends on the coefficient of investor's risk aversion and the correlation coefficient between return shift and volatility shift; the jumps in asset return overall reduce investor's demand for the risky asset, which can be enhanced or weakened by the jumps in volatility; due to the existing of the Knight uncertainty, the investor avoids taking large position on risky asset, and the resulting is the improving of portfolio's steady and immunity. At last, an empirical study is done based on the samples of Shanghai Exchange Composite Index monthly return data from January 1997 to December 2009, which not only tests the theoretical analysis but also demonstrates that the proposed method in the paper is useful from the aspect of portfotio's equivalent utility.展开更多
In this study,we aim at developing a model for option pricing to reduce the risks associated with Ethiopian coffee price fluctuations.We used daily closed Washed Sidama class A Grade3(WSDA3)coffee price recorded in th...In this study,we aim at developing a model for option pricing to reduce the risks associated with Ethiopian coffee price fluctuations.We used daily closed Washed Sidama class A Grade3(WSDA3)coffee price recorded in the period 31 May 2011 to 30 March 2018 obtained from Ethiopia commodity exchange(ECX)market to analyse the price fluctuation.The nature of log-returns of the price is asymmetric(negatively skewed)and exhibits high kurtosis.We used jump diffusion models for modeling and option pricing the coffee price.The method of maximum likelihood is applied to estimate the parameters of the models.We used the root mean square error(RMSE)to test the validation of the models.The values of RMSE for Merton’s and double exponential jump diffusion models are 0.1093 and 0.0783,respectively.These results indicate that the models fit the data very well.We used analytical and Monte Carlo technique to find the call option pricing of WSDA3 price.Based on the empirical results,we concluded that double exponential jump diffusion model is more efficient than Merton’s model for modeling and option pricing of this coffee price.展开更多
The periodic one-dimensional hopping model is useful for studying the motion of microscopic particles in the thermal noise environment. Based on the explicit formulations of mean velocity, mean first passage time and ...The periodic one-dimensional hopping model is useful for studying the motion of microscopic particles in the thermal noise environment. Based on the explicit formulations of mean velocity, mean first passage time and effective diffusion constant, a general N internal states or even infinite internal states model can be approximated by a one state model that retains the basic properties of the original process. This effective description aids the analysis of biochemical and biophysical problems. This effective description also implies that, to some extent, many processes can be well described by simple two-state models, or even one-state models.展开更多
In this work we propose a quantum trajectory approach to the powerful molecular dynamics simulation with surface hopping, from an insight that an effective "observation" is actually implied in the simulation through...In this work we propose a quantum trajectory approach to the powerful molecular dynamics simulation with surface hopping, from an insight that an effective "observation" is actually implied in the simulation through tracking the forces experienced, just like checking the meter's result in quantum measurement process. This treatment can build the nonadiabatic surface hopping on a physical foundation, instead of the usual fictitious and conceptually inconsistent hopping algorithms. The effects and advantages of the proposed scheme are preliminarily illustrated by a two-surface model system.展开更多
基金ACKNOWLEDGMENTS This work was supported by the National Natural Science Foundation of China (No.10701029) and the Shanghai Key Laboratory for Contemporary Applied Mathematics (No.SGST09DZ2272900).
文摘One dimensional periodic hopping model is useful to understand the motion of microscopic particles in thermal noise environment. In this research, by formal calculation and based on detailed balance, the explicit expressions of the limits of mean velocity and diffusion constant of this model as the number of internal mechanochemical sates tend to infinity are obtained.These results will be helpful to understand the limit of the one dimensional hopping model.At the same time, the work can be used to get more useful results in continuous form from the corresponding ones obtained by discrete models.
文摘We prepared conducting polyaniline (PAn) co-doped with sulfosalicylic acid (SSA) and dodecylbenzoyl sultonic acid (DBSA) in micro-emulsive polymerization, and studied its charge transport behaviors based on the measurement of its electrical conductivity in the temperature range between 203 K and 298 K. The conductivity was found to increase with temperature, similar to the case in semiconductors. Analyzing the experimental data with three models, namely the charge-energy-limitedtunneling model, Kivelson model and the three-dimensional variable range hopping (3D-VRH) model demonstrated that these models all describe well the charge transport behaviors of PAn co-doped with SSA and DBSA within the mentioned temperature range. From calculation with the 3D-VRH model, the hopping distance of the conducting PAn is obviously larger than its localization length. The PAn doped with SSA and DBSA enjoys desirable crystallinity due to the co-doping of two functional sulfonic acids. The macroscopic conductivity may correspond to three-dimensional transport in the network of the bundles, and the metallic islands may be attributed to quasi-one-dimensional bundles.
文摘We study theoretically the possibility of superconductivity state in pure graphene within the extended attractive Hubbard model. In the absence of disorder, when we use the local attractive interaction potential, U ≌ 5t, where t is hopping term, pure graphene can be in superconductivity state.
基金supported by National Natural Science Foundation of China (Grant Nos.10871177,11071213)Research Fund for the Doctor Program of Higher Education of China (Grant No.20090101110020)
文摘In this paper,we study the nonparametric estimation of the second infinitesimal moment by using the reweighted Nadaraya-Watson (RNW) approach of the underlying jump diffusion model.We establish strong consistency and asymptotic normality for the estimate of the second infinitesimal moment of continuous time models using the reweighted Nadaraya-Watson estimator to the true function.
基金Supported by National Natural Science Foundation of China under Grants Nos.11175044,11105021,11204028,and 11547242the Natural Science Foundation of Jilin Province under Grant No.201115007+1 种基金the Foundation of Changchun University of Science and Technology under Grant No.XQNJJ-2015-04supported by China Postdoctoral Science Foundation under Grant No.2015M580966
文摘We study the effect of two non-interacting impurity atoms near by a one-dimensional nanowire, which is modeled as a tight-binding hopping model. The virtual single-electron hopping between two impurities will induce an additional energy depending on the distance of two impurities, which gives a electronic Casimir–Polder effect. We find that the Casimir–Polder force between the two impurities decreases with the impurity-impurity distance exponentially.And the effects of nanowire and finite temperature on the Casimir–Polder force are also discussed in detail, respectively.
基金supported by National Natural Science Foundation of China under Grant Nos.71271003 and 71171003Programming Fund Project of the Humanities and Social Sciences Research of the Ministry of Education of China under Grant No.12YJA790041+1 种基金Natural Science Foundation of Anhui Province under Grant No.1208085MG116Key Program of Natural Science Research of High Education of Anhui Province of China under Grant No.KJ2011A031
文摘By introducing a stochastic element to the double-jump diffusion framework to measure the Knight uncertainty of asset return process, this paper builds the model of dynamic portfolio choice, which maximizes the expected utility of terminal portfolio wealth. Through specifying the state function of uncertainty-aversion, it utilizes the max-min method to derive the analytical solution of the model to study the effect of the time-varying, jumps, and Knight uncertainty of asset return process on dynamic portfolio choice and their interactions. Results of comparative analysis show: The time-varying results in positive or negative intertemporal hedging demand of portfolio, which depends on the coefficient of investor's risk aversion and the correlation coefficient between return shift and volatility shift; the jumps in asset return overall reduce investor's demand for the risky asset, which can be enhanced or weakened by the jumps in volatility; due to the existing of the Knight uncertainty, the investor avoids taking large position on risky asset, and the resulting is the improving of portfolio's steady and immunity. At last, an empirical study is done based on the samples of Shanghai Exchange Composite Index monthly return data from January 1997 to December 2009, which not only tests the theoretical analysis but also demonstrates that the proposed method in the paper is useful from the aspect of portfotio's equivalent utility.
文摘In this study,we aim at developing a model for option pricing to reduce the risks associated with Ethiopian coffee price fluctuations.We used daily closed Washed Sidama class A Grade3(WSDA3)coffee price recorded in the period 31 May 2011 to 30 March 2018 obtained from Ethiopia commodity exchange(ECX)market to analyse the price fluctuation.The nature of log-returns of the price is asymmetric(negatively skewed)and exhibits high kurtosis.We used jump diffusion models for modeling and option pricing the coffee price.The method of maximum likelihood is applied to estimate the parameters of the models.We used the root mean square error(RMSE)to test the validation of the models.The values of RMSE for Merton’s and double exponential jump diffusion models are 0.1093 and 0.0783,respectively.These results indicate that the models fit the data very well.We used analytical and Monte Carlo technique to find the call option pricing of WSDA3 price.Based on the empirical results,we concluded that double exponential jump diffusion model is more efficient than Merton’s model for modeling and option pricing of this coffee price.
基金the National Natural Science Foundation of China(Grant No. 10701029)
文摘The periodic one-dimensional hopping model is useful for studying the motion of microscopic particles in the thermal noise environment. Based on the explicit formulations of mean velocity, mean first passage time and effective diffusion constant, a general N internal states or even infinite internal states model can be approximated by a one state model that retains the basic properties of the original process. This effective description aids the analysis of biochemical and biophysical problems. This effective description also implies that, to some extent, many processes can be well described by simple two-state models, or even one-state models.
基金Supported by the Major State Basic Research Project of China under Grant Nos.2011CB808502 and 2012CB932704the National Natural Science Foundation of China under Grant Nos.101202101 and 10874176
文摘In this work we propose a quantum trajectory approach to the powerful molecular dynamics simulation with surface hopping, from an insight that an effective "observation" is actually implied in the simulation through tracking the forces experienced, just like checking the meter's result in quantum measurement process. This treatment can build the nonadiabatic surface hopping on a physical foundation, instead of the usual fictitious and conceptually inconsistent hopping algorithms. The effects and advantages of the proposed scheme are preliminarily illustrated by a two-surface model system.