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