7,830 research outputs found
The second order nonlinear conductance of a two-dimensional mesoscopic conductor
We have investigated the weakly non-linear quantum transport properties of a
two-dimensional quantum conductor. We have developed a numerical scheme which
is very general for this purpose. The nonlinear conductance is computed by
explicitly evaluating the various partial density of states, the sensitivity
and the characteristic potential. Interesting spatial structure of these
quantities are revealed. We present detailed results concerning the crossover
behavior of the second order nonlinear conductance when the conductor changes
from geometrically symmetrical to asymmetrical. Other issues of interests such
as the gauge invariance are also discussed.Comment: LaTe
Quantum Brownian motion model for the stock market
It is believed by the majority today that the efficient market hypothesis is
imperfect because of market irrationality. Using the physical concepts and
mathematical structures of quantum mechanics, we construct an econophysics
framework for the stock market, based on which we analogously map massive
numbers of single stocks into a reservoir consisting of many quantum harmonic
oscillators and their stock index into a typical quantum open system--a quantum
Brownian particle. In particular, the irrationality of stock transactions is
quantitatively considered as the Planck constant within Heisenberg's
uncertainty relationship of quantum mechanics in an analogous manner. We
analyze real stock data of Shanghai Stock Exchange of China and investigate
fat-tail phenomena and non-Markovian behaviors of the stock index with the
assistance of the quantum Brownian motion model, thereby interpreting and
studying the limitations of the classical Brownian motion model for the
efficient market hypothesis from a new perspective of quantum open system
dynamics
Enhancement of parametric pumping due to Andreev reflection
We report properties of parametric electron pumping in the presence of a
superconducting lead. Due to a constructive interference between the direct
reflection and the multiple Andreev reflection, the pumped current is greatly
enhanced. For both quantum point contacts and double barrier structures at
resonance, we obtain exact solutions in the weak pumping regime showing that
, which should be compared with the result of conductance
. Numerical results are also provided for the strong pumping
regime showing interesting Andreev assisted pumping behaviour
Low field phase diagram of spin-Hall effect in the mesoscopic regime
When a mesoscopic two dimensional four-terminal Hall cross-bar with Rashba
and/or Dresselhaus spin-orbit interaction (SOI) is subjected to a perpendicular
uniform magnetic field , both integer quantum Hall effect (IQHE) and
mesoscopic spin-Hall effect (MSHE) may exist when disorder strength in the
sample is weak. We have calculated the low field "phase diagram" of MSHE in the
plane for disordered samples in the IQHE regime. For weak disorder,
MSHE conductance and its fluctuations vanish identically
on even numbered IQHE plateaus, they have finite values on those odd numbered
plateaus induced by SOI, and they have values and
on those odd numbered plateaus induced by Zeeman energy. For moderate disorder,
the system crosses over into a regime where both and are
finite. A larger disorder drives the system into a chaotic regime where
while is finite. Finally at large disorder both
and vanish. We present the physics behind this ``phase
diagram".Comment: 4 page, 3 figure
Quantum spatial-periodic harmonic model for daily price-limited stock markets
We investigate the behavior of stocks in daily price-limited stock markets by
purposing a quantum spatial-periodic harmonic model. The stock price is
presumed to oscillate and damp in a quantum spatial-periodic harmonic
oscillator potential well. Complicated non-linear relations including
inter-band positive correlation and intra-band negative correlation between the
volatility and the trading volume of stocks are derived by considering the
energy band structure of the model. The validity of price limitation is then
examined and abnormal phenomena of a price-limited stock market (Shanghai Stock
Exchange) of China are studied by applying our quantum model.Comment: 8 pages, 9 figure
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