809 research outputs found
A model of inversion of DNA charge by a positive polymer: fractionization of the polymer charge
Charge inversion of a DNA double helix by an oppositely charged flexible
polyelectrolyte (PE) is considered. We assume that, in the neutral state of the
DNA-PE complex, each of the DNA charges is locally compensated by a PE charge.
When an additional PE molecule is adsorbed by DNA, its charge gets fractionized
into monomer charges of defects (tails and arches) on the background of the
perfectly neutralized DNA. These charges spread all over the DNA eliminating
the self-energy of PE. This fractionization mechanism leads to a substantial
inversion of the DNA charge, a phenomenon which is widely used for gene
delivery.Comment: 4 pages, 2 figures. Improved figures and various corrections to tex
Analysis of the conduction mechanism through InSb quantum dot by tunnel CVC method
This work was supported by grants from the Russian Foundation for Basic Research Projects No. 16-07-00093 and No. 16-07-00185
Arbitrage and deflators in illiquid markets
This paper presents a stochastic model for discrete-time trading in financial
markets where trading costs are given by convex cost functions and portfolios
are constrained by convex sets. The model does not assume the existence of a
cash account/numeraire. In addition to classical frictionless markets and
markets with transaction costs or bid-ask spreads, our framework covers markets
with nonlinear illiquidity effects for large instantaneous trades. In the
presence of nonlinearities, the classical notion of arbitrage turns out to have
two equally meaningful generalizations, a marginal and a scalable one. We study
their relations to state price deflators by analyzing two auxiliary market
models describing the local and global behavior of the cost functions and
constraints
Polaron and bipolaron transport in a charge segregated state of doped strongly correlated 2D semiconductor
The 2D lattice gas model with competing short and long range interactions is
appliedused for calculation of the incoherent charge transport in the classical
strongly-correlated charge segregated polaronic state. We show, by means of
Monte-Carlo simulations, that at high temperature the transport is dominated by
hopping of the dissociated correlated polarons, where with thetheir mobility is
inversely proportional to the temperature. At the temperatures below the
clustering transition temperature the bipolaron transport becomes dominant. The
energy barrier for the bipolaron hopping is determined by the Coulomb effects
and is found to be lower than the barrier for the single-polaron hopping. This
leads to drastically different temperature dependencies of mobilities for
polarons and bipolarons at low temperatures
Vortex Polarity Switching in Magnets with Surface Anisotropy
Vortex core reversal in magnetic particle is essentially influenced by a
surface anisotropy. Under the action of a perpendicular static magnetic field
the vortex core undergoes a shape deformationof pillow- or barrel-shaped type,
depending on the type of the surface anisotropy. This deformation plays a key
point in the switching mechanism: We predict that the vortex polarity switching
is accompanied (i) by a linear singularity in case of Heisenberg magnet with
bulk anisotropy only and (ii) by a point singularities in case of surface
anisotropy or exchange anisotropy. We study in details the switching process
using spin-lattice simulations and propose a simple analytical description
using a wired core model, which provides an adequate description of the Bloch
point statics, its dynamics and the Bloch point mediated switching process. Our
analytical predictions are confirmed by spin-lattice simulations for Heisenberg
magnet and micromagnetic simulations for nanomagnet with account of a dipolar
interaction.Comment: 17 pages, 15 figure
Fundamental Theorem of Asset Pricing under fixed and proportional transaction costs
We show that the lack of arbitrage in a model with both fixed and
proportional transaction costs is equivalent to the existence of a family of
absolutely continuous single-step probability measures, together with an
adapted process with values between the bid-ask spreads that satisfies the
martingale property with respect to each of the measures. This extends Harrison
and Pliska's classical Fundamental Theorem of Asset Pricing to the case of
combined fixed and proportional transaction costs
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