The critical field and specific heat in the electron- and hole-doped graphene superconductors

Doping is one of the most prominent techniques to alter properties of a given material. Herein, the influence of the electron- and hole-doping on the selected superconducting properties of graphene are considered. In details, the Migdal-Eliashberg formalism is employed to analyze the specific heat and the critical magnetic field in the representative case of graphene doped with nitrogen or boron, respectively. It is found that the electron doping is much more favorable in terms of enhancing the aforementioned properties than its hole counterpart. These findings are appropriately summarized by the means of the dimensionless thermodynamic ratios, familiar in the Bardeen-Cooper-Schrieffer theory. To this end, the perspectives for future research on superconductivity in graphene are drawn.Comment: 5 pages, 2 figures, 1 tabl

The superconducting energy gap in the hole-doped graphene beyond the Migdal's theory

In this work we analyze impact of non-adiabatic effects on the superconducting energy gap in the hole-doped graphene. By using the Eliashberg formalism beyond the Migdal's theorem, we present that the non-adiabatic effects strongly influence the superconducting energy gap in the exemplary boron-doped graphene. In particular, the non-adiabatic effects, as represented by the first order vertex corrections to the electron-phonon interaction, supplement Coulomb depairing correlations and suppress the superconducting state. In summary, the obtained results confirm previous studies on superconductivity in two-dimensional materials and show that the corresponding superconducting phase may be notably affected by the non-adiabatic effects.Comment: conference material, 4 pages, 2 figure

Vacuum and Residual Gas Composition MEMS Sensor

AbstractThe paper presents a MEMS-type vacuum and residual gas composition sensor, which in contrast to the other miniature sensors, works in medium and high vacuum (10−5−10Pa). It operates on the principle of ionization of gases inside a silicon-glass microchamber. Pressure is estimated on the basis of the discharge current value, and gas composition − on the basis of spectra of the glowing gases, recorded by a miniature fiber spectrometer

Entropy of financial time series due to the shock of war

The concept of entropy is not uniquely relevant to the statistical mechanics but among others it can play pivotal role in the analysis of a time series, particularly the stock market data. In this area sudden events are especially interesting as they describe abrupt data changes which may have long-lasting effects. Here, we investigate the impact of such events on the entropy of financial time series. As a case study we assume data of polish stock market in the context of its main cumulative index. This index is discussed for the finite time periods before and after outbreak of the 2022 Russian invasion of Ukraine, acting as the sudden event. The analysis allows us to validate the entropy-based methodology in assessing market changes as driven by the extreme external factors. We show that qualitative features of market changes can be captured quantitatively in terms of the entropy. In addition to that, the magnitude of the impact is analysed over various time periods in terms of the introduced entropic index. To this end, the present work also attempts to answer whether or not the recent war can be considered as a reason or at least catalyst to the current economic crisis.Comment: 8 pages, 5 figure