With energy harvesting capability, the Internet of things(IoT) devices transmit data depending on their available energy, which leads to a more complicated coupling and brings new technical challenges to delay optimiz...With energy harvesting capability, the Internet of things(IoT) devices transmit data depending on their available energy, which leads to a more complicated coupling and brings new technical challenges to delay optimization. In this paper,we study the delay-optimal random access(RA) in large-scale energy harvesting IoT networks. We model a two-dimensional Markov decision process(MDP)to address the coupling between the data and energy queues, and adopt the mean field game(MFG) theory to reveal the coupling among the devices by utilizing the large-scale property. Specifically, to obtain the optimal access strategy for each device, we derive the Hamilton-Jacobi-Bellman(HJB) equation which requires the statistical information of other devices.Moreover, to model the evolution of the states distribution in the system, we derive the Fokker-PlanckKolmogorov(FPK) equation based on the access strategy of devices. By solving the two coupled equations,we obtain the delay-optimal random access solution in an iterative manner with Lax-Friedrichs method. Finally, the simulation results show that the proposed scheme achieves significant performance gain compared with the conventional schemes.展开更多
Modeling a crowd of pedestrians has been considered in this paper from different aspects. Based on fractional microscopic model that may be much more close to reality, a fractional macroscopic model has been proposed ...Modeling a crowd of pedestrians has been considered in this paper from different aspects. Based on fractional microscopic model that may be much more close to reality, a fractional macroscopic model has been proposed using conservation law of mass. Then in order to characterize the competitive and cooperative interactions among pedestrians, fractional mean field games are utilized in the modeling problem when the number of pedestrians goes to infinity and fractional dynamic model composed of fractional backward and fractional forward equations are constructed in macro scale. Fractional micromacro model for crowds of pedestrians are obtained in the end.Simulation results are also included to illustrate the proposed fractional microscopic model and fractional macroscopic model,respectively.展开更多
This paper proposes an impurity solver for the dynamical mean field theory (DMFT) study of the Mott insulators, which is based on the second order perturbation of the hybridization function. After careful benchmarki...This paper proposes an impurity solver for the dynamical mean field theory (DMFT) study of the Mott insulators, which is based on the second order perturbation of the hybridization function. After careful benchmarking with quantum Monte Carlo results on the anti-ferromagnetic phase of the Hubbard model, it concludes that this impurity solver can capture the main physical features in the strong coupling regime and can be a very useful tool for the LDA (local density approximation) + DMFT studies of the Mort insulators with long range order.展开更多
The thermodynamic properties of the ε phase of solid oxygen are studied by using the analytic mean field approach (AMFP). Analytic expressions for the Helmholtz free energy, internal energy and equation of state of...The thermodynamic properties of the ε phase of solid oxygen are studied by using the analytic mean field approach (AMFP). Analytic expressions for the Helmholtz free energy, internal energy and equation of state of solid oxygen have been derived based on the multi-exponential potential. The formulism for the case of double-exponential (DE) model is applied to the ε phase of solid oxygen. Its four potential parameters are determined through fitting the experimental compression data of the ε phase of solid oxygen. Numerical results of the pressure dependence of the volume calculated by using the AMFP are in good agreement with the original experimental data. This suggests that the AMFP is a useful approach to study the thermodynamic properties of the ε phase of solid oxygen. Furthermore, we predict the variation of the volume, lattice parameters and intermolecular distances with pressure, and some thermodynamic quantities versus volume, at several higher temperatures.展开更多
In this work, the ground-state properties of Pt, Hg, Pb, and Po isotopes have been systematically investigated in the deformed relativistic mean field (RMF) theory with the new parameter set FSUGold. The calculated ...In this work, the ground-state properties of Pt, Hg, Pb, and Po isotopes have been systematically investigated in the deformed relativistic mean field (RMF) theory with the new parameter set FSUGold. The calculated results show that FSUGold is as successful as NL3 in reproducing the ground-state binding energies of the nuclei in this region. The calculated two- neutron separation energies, quadrupole deformations, and root-mean-square charge radii are in agreement with the experimental data. The parameter set FSUGold can successfully describe the shell effect of the neutron magic number N = 126 and give smaller neutron skin thicknesses than NL3 for all the nuclei considered.展开更多
The accurate theoretical expressions of the mean field operator associated with the multi-configuration time-dependent Hartree-Fock (MCTDHF) method are presented in this paper. By using a theoretical formula, derive...The accurate theoretical expressions of the mean field operator associated with the multi-configuration time-dependent Hartree-Fock (MCTDHF) method are presented in this paper. By using a theoretical formula, derived without approxima- tion, we can study the multi-electron correlation dynamics accurately. Some illustrative calculations are carried out to check the accuracy of the expression of the mean field operator. The results of illustrative calculations indicate the reliability of the accurate expression of the mean field operator. This theoretical calculation method for the mean field operator may be of considerable help in future studies of the correlated dynamics of many-electron systems in strong laser fields.展开更多
With the development of the Internet of Things,the edge devices are increasing.Cyber security issues in edge computing have also emerged and caused great concern.We propose a defense strategy based on Mean field game ...With the development of the Internet of Things,the edge devices are increasing.Cyber security issues in edge computing have also emerged and caused great concern.We propose a defense strategy based on Mean field game to solve the security issues of edge user data during edge computing.Firstly,an individual cost function is formulated to build an edge user data security defense model.Secondly,we research the𝜀𝜀-Nash equilibrium of the individual cost function with finite players and prove the existence of the optimal defense strategy.Finally,by analyzing the stability of edge user data loss,it proves that the proposed defense strategy is effective.展开更多
We develop a relativistic nuclear structure model, relativistic consistent angular-momentum projected shellmodel (RECAPS), which combines the relativistic mean-field theory with the angular-momentum projection method....We develop a relativistic nuclear structure model, relativistic consistent angular-momentum projected shellmodel (RECAPS), which combines the relativistic mean-field theory with the angular-momentum projection method.In this new model, nuclear ground-state properties are first calculated consistently using relativistic mean-field (RMF)theory. Then angular momentum projection method is used to project out states with good angular momentum from a few important configurations. By diagonalizing the hamiltonian, the energy levels and wave functions are obtained.This model is a new attempt for the understanding of nuclear structure of normal nuclei and for the prediction of nuclear properties of nuclei far from stability. In this paper, we will describe the treatment of the relativistic mean field. A computer code, RECAPS-RMF, is developed. It solves the relativistic mean field with axial-symmetric deformation in the spherical harmonic oscillator basis. Comparisons between our calculations and existing relativistic mean-field calculations are made to test the model. These include the ground-state properties of spherical nuclei ^16O and ^208Pb,the deformed nucleus 20~Ne. Good agreement is obtained.展开更多
In this paper,we study the n-player game and the mean field game under the constant relative risk aversion relative performance on terminal wealth,in which the interaction occurs by peer competition.In the model with ...In this paper,we study the n-player game and the mean field game under the constant relative risk aversion relative performance on terminal wealth,in which the interaction occurs by peer competition.In the model with n agents,the price dynamics of underlying risky assets depend on a common noise and contagious jump risk modeled by a multi-dimensional nonlinear Hawkes process.With a continuum of agents,we formulate the mean field game problem and characterize a deterministic mean field equilibrium in an analytical form under some conditions,allowing us to investigate some impacts of model parameters in the limiting model and discuss some financial implications.Moreover,based on the mean field equilibrium,we construct an approximate Nash equilibrium for the n-player game when n is sufficiently large.The explicit order of the approximation error is also derived.展开更多
The influence of the chiral mean field on the K+ in-plane flow in heavy ion collisions at SIS energy is investigated within covariant kaon dynamics. For the kaon mesons inside the nuclear medium a quasi-particle pictu...The influence of the chiral mean field on the K+ in-plane flow in heavy ion collisions at SIS energy is investigated within covariant kaon dynamics. For the kaon mesons inside the nuclear medium a quasi-particle picture including scalar and vector fields is adopted and compared to the standard treatment with a static potential. It is confirmed that a Lorentz force from spatial component of the vector field provides an important contribution to the inmedium kaon dynamics and strongly counterbalances the influence of the vector potential on the K+ in-plane flow. The calculated results show that the new FOPI data can be reasonably described using the Brown & Rho parametrization,which partly takes into account the correction of higher order contributions in the chiral expansion. This indicates that one can abstract the information on the kaon potential in a nuclear medium from the analysis of the K+ in-plane flow.展开更多
We present a trading execution model that describes the behaviour of a big trader and of a multitude of retail traders operating on the shares of a risky asset. The retail traders are modeled as a population of “cons...We present a trading execution model that describes the behaviour of a big trader and of a multitude of retail traders operating on the shares of a risky asset. The retail traders are modeled as a population of “conservative” investors that: 1) behave in a similar way, 2) try to avoid abrupt changes in their trading strategies, 3) want to limit the risk due to the fact of having open positions on the asset shares, 4) in the long run want to have a given position on the asset shares. The big trader wants to maximize the revenue resulting from the action of buying or selling a (large) block of asset shares in a given time interval. The behaviour of the retail traders and of the big trader is modeled using respectively a mean field game model and an optimal control problem. These models are coupled by the asset share price dynamic equation. The trading execution strategy adopted by the retail traders is obtained solving the mean field game model. This strategy is used to formulate the optimal control problem that determines the behaviour of the big trader. The previous mathematical models are solved using the dynamic programming principle. In some special cases explicit solutions of the previous models are found. An extensive numerical study of the trading execution model proposed is presented. The interested reader is referred to the website: http://www.econ.univpm.it/recchioni/finance/w19 to find material including animations, an interactive application and an app that helps the understanding of the paper. A general reference to the work of the authors and of their coauthors in mathematical finance is the website:?http://www.econ.univpm.it/recchioni/finance.展开更多
This study explores the ground-state characteristics of neutron-rich sodium isotopes,encompassing two-neutron separation energies,root-mean-square radii,quadrupole moments of proton and neutron distributions,single-pa...This study explores the ground-state characteristics of neutron-rich sodium isotopes,encompassing two-neutron separation energies,root-mean-square radii,quadrupole moments of proton and neutron distributions,single-particle levels of bound and resonant states,and neutron density distributions and shapes.Simultaneously,special attention is paid to the distinctive physical phenomena associated with these isotopes.The deformed relativistic mean field theory in complex momentum representations with BCS pairings(DRMF-CMR-BCS)employed in our research provides resonant states with real physics,offering insights into deformed halo nuclei.Four effective interactions(NL3,NL3^(*),PK1,and NLSH)were considered to assess the influence of continuum and deformation effects on halo structures.Calculations for odd-even nuclei ^(35–43)Na revealed the dependence on the chosen effective interaction and number of considered resonant states.Neutron occupation patterns near the Fermi surface,particularly in orbitals 1/2^(−)_(3) and 3/2^(−)_(2),were determined to be crucial in halo formation.The study provided detailed insights into the density distributions,shape evolution,and structure of neutron-rich sodium isotopes,contributing valuably to the field of nuclear physics.展开更多
The in-medium feature of nuclear force, which includes both nucleon-nucleon( NN) and hyperon-nucleon( ΛN) interactions, impacts the description of single-Λ hypernuclei. With the alternated mass number or isospin of ...The in-medium feature of nuclear force, which includes both nucleon-nucleon( NN) and hyperon-nucleon( ΛN) interactions, impacts the description of single-Λ hypernuclei. With the alternated mass number or isospin of hypernuclei, such effects may be unveiled by analyzing the systematic evolution of the bulk and single-particle properties. From a density-dependent meson-nucleon/hyperon coupling perspective, a new ΛN effective interaction in the covariant density functional(CDF) theory, namely, DD-LZ1-Λ1, is obtained by fitting the experimental data ofΛ separation energies for several single-Λ hypernuclei. It is then used to study the structure and transition properties of single-Λ hypernuclei in oxygen hyperisotopes, in comparison with those determined using several selected CDF Lagrangians. A discrepancy is explicitly observed in the isospin evolution of Λ1p spin-orbit splitting with various effective interactions, which is attributed to the divergence of the meson-hyperon coupling strengths with increasing density. In particular, the density-dependent CDFs introduce an extra contribution to reduce the value but enhance the isospin dependence of the splitting, which originates from the rearrangement terms of Λ self-energies. In addition, the characteristics of hypernuclear radii are studied along the isotopic chain. Owing to the impurity effect of theΛ hyperon, a size shrinkage is observed in the matter radii of hypernuclei compared with the cores of normal nuclei,and its magnitude is further elucidated to correlate with the incompressibility of nuclear matter. Moreover, there is a sizable model-dependent trend in which the Λ hyperon radii evolve with neutron number, which is decided partly by the in-medium NN interactions and core polarization effects.展开更多
Let(Σ,g)be a compact Riemann surface with smooth boundary■Σ,Δ_(g) be the Laplace-Beltrami operator,and h be a positive smooth function.Using a min-max scheme introduced by Djadli and Malchiodi(2008)and Djadli(2008...Let(Σ,g)be a compact Riemann surface with smooth boundary■Σ,Δ_(g) be the Laplace-Beltrami operator,and h be a positive smooth function.Using a min-max scheme introduced by Djadli and Malchiodi(2008)and Djadli(2008),we prove that ifΣis non-contractible,then for anyρ∈(8kπ,8(k+1)π)with k∈N^(*),the mean field equation{Δgu=ρhe^(u)/∫∑he^(u)dv_(g)in∑,u=0 on■∑has a solution.This generalizes earlier existence results of Ding et al.(Ann Inst H PoincaréAnal Non Linéaire,1999)and Chen and Lin(2003)in the Euclidean domain.Also we consider the corresponding Neumann boundary value problem.If h is a positive smooth function,then for anyρ∈(4kπ,4(k+1)π)with k∈N^(*),the mean field equation{Δgu=ρhe^(u)/∫_(∑)he^(u)dv_(g)-1/|∑|in∑,■u/■v=0 on■∑has a solution,where v denotes the unit normal outward vector on ■Σ.Note that in this case we do not require the surface to be non-contractible.展开更多
In order to understand the electric interfacial behavior, mean field based electric double layer (EDL) theory has been continuously developed over the past 150 years. In this article, we briefly review the developme...In order to understand the electric interfacial behavior, mean field based electric double layer (EDL) theory has been continuously developed over the past 150 years. In this article, we briefly review the development of the EDL model, from the dimensionless Gouy-Chapman model to the symmetric Bikerman-Freise model, and finally toward size-asymmetric mean field theory models. We provide the general derivations within the framework of Helmholtz free energy of the lattice- gas model, and it can be seen that the above-mentioned models are consistent in the sense that the interconversi0n among them can be achieved by reducing the basic assumptions.展开更多
The Random Batch Method proposed in our previous work(Jin et al.J Comput Phys,2020)is not only a numerical method for interacting particle systems and its mean-field limit,but also can be viewed as a model of the part...The Random Batch Method proposed in our previous work(Jin et al.J Comput Phys,2020)is not only a numerical method for interacting particle systems and its mean-field limit,but also can be viewed as a model of the particle system in which particles interact,at discrete time,with randomly selected mini-batch of particles.In this paper,we investigate the mean-field limit of this model as the number of particles N→∞.Unlike the classical mean field limit for interacting particle systems where the law of large numbers plays the role and the chaos is propagated to later times,the mean field limit now does not rely on the law of large numbers and the chaos is imposed at every discrete time.Despite this,we will not only justify this mean-field limit(discrete in time)but will also show that the limit,as the discrete time intervalτ→0,approaches to the solution of a nonlinear Fokker-Planck equation arising as the mean-field limit of the original interacting particle system in the Wasserstein distance.展开更多
基金supported in part by Key R&D Program of Zhejiang (No. 2022C03078)National Natural Science Foundation of China (No. U20A20158)+1 种基金National Key R&D Program of China (No. 2018YFB1801104)Ningbo S&T Major Project (No. 2019B10079)。
文摘With energy harvesting capability, the Internet of things(IoT) devices transmit data depending on their available energy, which leads to a more complicated coupling and brings new technical challenges to delay optimization. In this paper,we study the delay-optimal random access(RA) in large-scale energy harvesting IoT networks. We model a two-dimensional Markov decision process(MDP)to address the coupling between the data and energy queues, and adopt the mean field game(MFG) theory to reveal the coupling among the devices by utilizing the large-scale property. Specifically, to obtain the optimal access strategy for each device, we derive the Hamilton-Jacobi-Bellman(HJB) equation which requires the statistical information of other devices.Moreover, to model the evolution of the states distribution in the system, we derive the Fokker-PlanckKolmogorov(FPK) equation based on the access strategy of devices. By solving the two coupled equations,we obtain the delay-optimal random access solution in an iterative manner with Lax-Friedrichs method. Finally, the simulation results show that the proposed scheme achieves significant performance gain compared with the conventional schemes.
基金supported by National Natural Science Foundation of China(61374055)Natural Science Foundation of Jiangsu Province(BK20131381)+3 种基金China Postdoctoral Science Foundation funded project(2013M541663)Jiangsu Planned Projects for Postdoctoral Research Funds(1202015C)Scientific Research Foundation for the Returned Overseas Chinese Scholars,State Education Ministry(BJ213022)Scientific Research Foundation of Nanjing University of Posts and Telecommunications(NY214075,XJKY14004)
文摘Modeling a crowd of pedestrians has been considered in this paper from different aspects. Based on fractional microscopic model that may be much more close to reality, a fractional macroscopic model has been proposed using conservation law of mass. Then in order to characterize the competitive and cooperative interactions among pedestrians, fractional mean field games are utilized in the modeling problem when the number of pedestrians goes to infinity and fractional dynamic model composed of fractional backward and fractional forward equations are constructed in macro scale. Fractional micromacro model for crowds of pedestrians are obtained in the end.Simulation results are also included to illustrate the proposed fractional microscopic model and fractional macroscopic model,respectively.
基金Project supported by the National Natural Science Foundation of China(Grant Nos.10334090,10425418,60576058)the National Basic Research Program of China(Grant No.2007CB925000)
文摘This paper proposes an impurity solver for the dynamical mean field theory (DMFT) study of the Mott insulators, which is based on the second order perturbation of the hybridization function. After careful benchmarking with quantum Monte Carlo results on the anti-ferromagnetic phase of the Hubbard model, it concludes that this impurity solver can capture the main physical features in the strong coupling regime and can be a very useful tool for the LDA (local density approximation) + DMFT studies of the Mort insulators with long range order.
基金supported by the Joint Foundation of National Natural Science Foundation of China and China Academy of Engineering Physics (Grant No 10476007)the Program for New Century Excellent Talents in University (Grant No NCET-05-0799)the Program for Excellent Talents of University of Electronic Science and Technology (Grant No 23601008)
文摘The thermodynamic properties of the ε phase of solid oxygen are studied by using the analytic mean field approach (AMFP). Analytic expressions for the Helmholtz free energy, internal energy and equation of state of solid oxygen have been derived based on the multi-exponential potential. The formulism for the case of double-exponential (DE) model is applied to the ε phase of solid oxygen. Its four potential parameters are determined through fitting the experimental compression data of the ε phase of solid oxygen. Numerical results of the pressure dependence of the volume calculated by using the AMFP are in good agreement with the original experimental data. This suggests that the AMFP is a useful approach to study the thermodynamic properties of the ε phase of solid oxygen. Furthermore, we predict the variation of the volume, lattice parameters and intermolecular distances with pressure, and some thermodynamic quantities versus volume, at several higher temperatures.
基金supported by National Natural Science Foundation of China (Nos. 10535010, 10675090, 10775068, 10735010, 10975072, 11035001)973 National Major State Basic Research and Development of China (Nos. 2007CB815004, 2010CB327803)+2 种基金CAS Knowledge Innovation Project (No. KJCX2-SW-N02)Research Fund of Doctoral Point (RFDP) (No. 20070284016)Science Foundation of Educational Committee of Anhui Province(No. KJ2012A083)
文摘In this work, the ground-state properties of Pt, Hg, Pb, and Po isotopes have been systematically investigated in the deformed relativistic mean field (RMF) theory with the new parameter set FSUGold. The calculated results show that FSUGold is as successful as NL3 in reproducing the ground-state binding energies of the nuclei in this region. The calculated two- neutron separation energies, quadrupole deformations, and root-mean-square charge radii are in agreement with the experimental data. The parameter set FSUGold can successfully describe the shell effect of the neutron magic number N = 126 and give smaller neutron skin thicknesses than NL3 for all the nuclei considered.
基金supported by the Scientific Research Program of the Higher Education Institution of Xinjiang, China (Grant No. XJEDU2012S41)the National Natural Science Foundation of China (Grant No. 10974198)
文摘The accurate theoretical expressions of the mean field operator associated with the multi-configuration time-dependent Hartree-Fock (MCTDHF) method are presented in this paper. By using a theoretical formula, derived without approxima- tion, we can study the multi-electron correlation dynamics accurately. Some illustrative calculations are carried out to check the accuracy of the expression of the mean field operator. The results of illustrative calculations indicate the reliability of the accurate expression of the mean field operator. This theoretical calculation method for the mean field operator may be of considerable help in future studies of the correlated dynamics of many-electron systems in strong laser fields.
文摘With the development of the Internet of Things,the edge devices are increasing.Cyber security issues in edge computing have also emerged and caused great concern.We propose a defense strategy based on Mean field game to solve the security issues of edge user data during edge computing.Firstly,an individual cost function is formulated to build an edge user data security defense model.Secondly,we research the𝜀𝜀-Nash equilibrium of the individual cost function with finite players and prove the existence of the optimal defense strategy.Finally,by analyzing the stability of edge user data loss,it proves that the proposed defense strategy is effective.
基金The project supported in part by National Natural Science Foundation of China under Grant Nos.10047001,10347113+2 种基金
the State Key Basic Research Development Program under Contract No.G200077400
the Excellent Young Researcher Grant
文摘We develop a relativistic nuclear structure model, relativistic consistent angular-momentum projected shellmodel (RECAPS), which combines the relativistic mean-field theory with the angular-momentum projection method.In this new model, nuclear ground-state properties are first calculated consistently using relativistic mean-field (RMF)theory. Then angular momentum projection method is used to project out states with good angular momentum from a few important configurations. By diagonalizing the hamiltonian, the energy levels and wave functions are obtained.This model is a new attempt for the understanding of nuclear structure of normal nuclei and for the prediction of nuclear properties of nuclei far from stability. In this paper, we will describe the treatment of the relativistic mean field. A computer code, RECAPS-RMF, is developed. It solves the relativistic mean field with axial-symmetric deformation in the spherical harmonic oscillator basis. Comparisons between our calculations and existing relativistic mean-field calculations are made to test the model. These include the ground-state properties of spherical nuclei ^16O and ^208Pb,the deformed nucleus 20~Ne. Good agreement is obtained.
基金Supported by the Nature Science Foundation of China under Grant Nos.10875003 and 10811240152the calculations are supported by CERNET High Performance Computing Center in China
基金supported by Natural Science Basic Research Program of Shaanxi(Grant No.2023-JC-JQ-05)National Natural Science Foundation of China(Grant No.11971368)+1 种基金supported by the Fundamental Research Funds for the Central Universities(Grant No.WK3470000024)supported by The Hong Kong Polytechnic University(Grant Nos.P0031417 and P0039251)。
文摘In this paper,we study the n-player game and the mean field game under the constant relative risk aversion relative performance on terminal wealth,in which the interaction occurs by peer competition.In the model with n agents,the price dynamics of underlying risky assets depend on a common noise and contagious jump risk modeled by a multi-dimensional nonlinear Hawkes process.With a continuum of agents,we formulate the mean field game problem and characterize a deterministic mean field equilibrium in an analytical form under some conditions,allowing us to investigate some impacts of model parameters in the limiting model and discuss some financial implications.Moreover,based on the mean field equilibrium,we construct an approximate Nash equilibrium for the n-player game when n is sufficiently large.The explicit order of the approximation error is also derived.
基金Supported by National Natural Science Foundation of China under Grant Nos.10975100, 10979024, 10705014, and 10811130562The Knowledge Innovation Project of the Chinese Academy of Sciences under Grant No.KJCX3-SYW-No2Major State Basic Research Development Program under Grant No.2007CB815000
文摘The influence of the chiral mean field on the K+ in-plane flow in heavy ion collisions at SIS energy is investigated within covariant kaon dynamics. For the kaon mesons inside the nuclear medium a quasi-particle picture including scalar and vector fields is adopted and compared to the standard treatment with a static potential. It is confirmed that a Lorentz force from spatial component of the vector field provides an important contribution to the inmedium kaon dynamics and strongly counterbalances the influence of the vector potential on the K+ in-plane flow. The calculated results show that the new FOPI data can be reasonably described using the Brown & Rho parametrization,which partly takes into account the correction of higher order contributions in the chiral expansion. This indicates that one can abstract the information on the kaon potential in a nuclear medium from the analysis of the K+ in-plane flow.
文摘We present a trading execution model that describes the behaviour of a big trader and of a multitude of retail traders operating on the shares of a risky asset. The retail traders are modeled as a population of “conservative” investors that: 1) behave in a similar way, 2) try to avoid abrupt changes in their trading strategies, 3) want to limit the risk due to the fact of having open positions on the asset shares, 4) in the long run want to have a given position on the asset shares. The big trader wants to maximize the revenue resulting from the action of buying or selling a (large) block of asset shares in a given time interval. The behaviour of the retail traders and of the big trader is modeled using respectively a mean field game model and an optimal control problem. These models are coupled by the asset share price dynamic equation. The trading execution strategy adopted by the retail traders is obtained solving the mean field game model. This strategy is used to formulate the optimal control problem that determines the behaviour of the big trader. The previous mathematical models are solved using the dynamic programming principle. In some special cases explicit solutions of the previous models are found. An extensive numerical study of the trading execution model proposed is presented. The interested reader is referred to the website: http://www.econ.univpm.it/recchioni/finance/w19 to find material including animations, an interactive application and an app that helps the understanding of the paper. A general reference to the work of the authors and of their coauthors in mathematical finance is the website:?http://www.econ.univpm.it/recchioni/finance.
基金Partly supported by the National Natural Science Foundation of China (11935001, 11575001)the Natural Science Foundation of Anhui Province(2008085MA26)+2 种基金Anhui project (Z010118169)the Heavy Ion Research Facility in Lanzhou (HIRFL)(HIR2021PY007)the project of Key Laboratory of High Precision Nuclear Spectroscopy conducted in Chinese Academy of Sciences.
文摘This study explores the ground-state characteristics of neutron-rich sodium isotopes,encompassing two-neutron separation energies,root-mean-square radii,quadrupole moments of proton and neutron distributions,single-particle levels of bound and resonant states,and neutron density distributions and shapes.Simultaneously,special attention is paid to the distinctive physical phenomena associated with these isotopes.The deformed relativistic mean field theory in complex momentum representations with BCS pairings(DRMF-CMR-BCS)employed in our research provides resonant states with real physics,offering insights into deformed halo nuclei.Four effective interactions(NL3,NL3^(*),PK1,and NLSH)were considered to assess the influence of continuum and deformation effects on halo structures.Calculations for odd-even nuclei ^(35–43)Na revealed the dependence on the chosen effective interaction and number of considered resonant states.Neutron occupation patterns near the Fermi surface,particularly in orbitals 1/2^(−)_(3) and 3/2^(−)_(2),were determined to be crucial in halo formation.The study provided detailed insights into the density distributions,shape evolution,and structure of neutron-rich sodium isotopes,contributing valuably to the field of nuclear physics.
基金the Fundamental Research Funds for the Central Universities,Lanzhou University(lzujbky-2022-sp02,lzujbky-2023-stlt01)the National Natural Science Foundation of China(11875152,12275111)the Strategic Priority Research Program of Chinese Academy of Sciences(XDB34000000)。
文摘The in-medium feature of nuclear force, which includes both nucleon-nucleon( NN) and hyperon-nucleon( ΛN) interactions, impacts the description of single-Λ hypernuclei. With the alternated mass number or isospin of hypernuclei, such effects may be unveiled by analyzing the systematic evolution of the bulk and single-particle properties. From a density-dependent meson-nucleon/hyperon coupling perspective, a new ΛN effective interaction in the covariant density functional(CDF) theory, namely, DD-LZ1-Λ1, is obtained by fitting the experimental data ofΛ separation energies for several single-Λ hypernuclei. It is then used to study the structure and transition properties of single-Λ hypernuclei in oxygen hyperisotopes, in comparison with those determined using several selected CDF Lagrangians. A discrepancy is explicitly observed in the isospin evolution of Λ1p spin-orbit splitting with various effective interactions, which is attributed to the divergence of the meson-hyperon coupling strengths with increasing density. In particular, the density-dependent CDFs introduce an extra contribution to reduce the value but enhance the isospin dependence of the splitting, which originates from the rearrangement terms of Λ self-energies. In addition, the characteristics of hypernuclear radii are studied along the isotopic chain. Owing to the impurity effect of theΛ hyperon, a size shrinkage is observed in the matter radii of hypernuclei compared with the cores of normal nuclei,and its magnitude is further elucidated to correlate with the incompressibility of nuclear matter. Moreover, there is a sizable model-dependent trend in which the Λ hyperon radii evolve with neutron number, which is decided partly by the in-medium NN interactions and core polarization effects.
基金supported by National Natural Science Foundation of China (Grant No.11721101)the National Key Research and Development Project (Grant No.SQ2020YFA070080)+1 种基金supported by Hubei Provincial Natural Science Foundation of China (Grant No.2021CFB400)National Natural Science Foundation of China (Grant No.11971358)。
文摘Let(Σ,g)be a compact Riemann surface with smooth boundary■Σ,Δ_(g) be the Laplace-Beltrami operator,and h be a positive smooth function.Using a min-max scheme introduced by Djadli and Malchiodi(2008)and Djadli(2008),we prove that ifΣis non-contractible,then for anyρ∈(8kπ,8(k+1)π)with k∈N^(*),the mean field equation{Δgu=ρhe^(u)/∫∑he^(u)dv_(g)in∑,u=0 on■∑has a solution.This generalizes earlier existence results of Ding et al.(Ann Inst H PoincaréAnal Non Linéaire,1999)and Chen and Lin(2003)in the Euclidean domain.Also we consider the corresponding Neumann boundary value problem.If h is a positive smooth function,then for anyρ∈(4kπ,4(k+1)π)with k∈N^(*),the mean field equation{Δgu=ρhe^(u)/∫_(∑)he^(u)dv_(g)-1/|∑|in∑,■u/■v=0 on■∑has a solution,where v denotes the unit normal outward vector on ■Σ.Note that in this case we do not require the surface to be non-contractible.
基金supported by the National Natural Science Foundation of China(Grant Nos.21421001,21373118,and 21203100)the Natural Science Foundation of Tianjin,China(Grant No.13JCQNJC06700)+1 种基金the MOE Innovation Team of China(Grant No.IRT13022)NFFTBS(Grant No.J1103306)
文摘In order to understand the electric interfacial behavior, mean field based electric double layer (EDL) theory has been continuously developed over the past 150 years. In this article, we briefly review the development of the EDL model, from the dimensionless Gouy-Chapman model to the symmetric Bikerman-Freise model, and finally toward size-asymmetric mean field theory models. We provide the general derivations within the framework of Helmholtz free energy of the lattice- gas model, and it can be seen that the above-mentioned models are consistent in the sense that the interconversi0n among them can be achieved by reducing the basic assumptions.
基金supported by National Natural Science Foundation of China(Grant No.31571071)supported by National Natural Science Foundation of China(Grant Nos.11901389 and 11971314)Shanghai Sailing Program(Grant No.19YF1421300)。
文摘The Random Batch Method proposed in our previous work(Jin et al.J Comput Phys,2020)is not only a numerical method for interacting particle systems and its mean-field limit,but also can be viewed as a model of the particle system in which particles interact,at discrete time,with randomly selected mini-batch of particles.In this paper,we investigate the mean-field limit of this model as the number of particles N→∞.Unlike the classical mean field limit for interacting particle systems where the law of large numbers plays the role and the chaos is propagated to later times,the mean field limit now does not rely on the law of large numbers and the chaos is imposed at every discrete time.Despite this,we will not only justify this mean-field limit(discrete in time)but will also show that the limit,as the discrete time intervalτ→0,approaches to the solution of a nonlinear Fokker-Planck equation arising as the mean-field limit of the original interacting particle system in the Wasserstein distance.