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 $I_p^{NS} = 4 I_p^N$, which should be compared with the result of conductance $G_{NS} = 2G_N$. 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 $B$, both integer quantum Hall effect (IQHE) and mesoscopic spin-Hall effect (MSHE) may exist when disorder strength $W$ in the sample is weak. We have calculated the low field "phase diagram" of MSHE in the $(B,W)$ plane for disordered samples in the IQHE regime. For weak disorder, MSHE conductance $G_{sH}$ and its fluctuations $rms(G_{SH})$ vanish identically on even numbered IQHE plateaus, they have finite values on those odd numbered plateaus induced by SOI, and they have values $G_{SH}=1/2$ and $rms(G_{SH})=0$ on those odd numbered plateaus induced by Zeeman energy. For moderate disorder, the system crosses over into a regime where both $G_{sH}$ and $rms(G_{SH})$ are finite. A larger disorder drives the system into a chaotic regime where $G_{sH}=0$ while $rms(G_{SH})$ is finite. Finally at large disorder both $G_{sH}$ and $rms(G_{SH})$ 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