21,802 research outputs found

    Atomistic origins of the phase transition mechanism in Ge2Sb2Te5

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    Combined static and molecular dynamics first-principles calculations are used to identify a direct structural link between the metastable crystalline and amorphous phases of Ge2Sb2Te5. We find that the phase transition is driven by the displacement of Ge atoms along the rocksalt [111] direction from the stable-octahedron to high-energy-unstable tetrahedron sites close to the intrinsic vacancy regions, which give rise to the formation of local 4-fold coordinated motifs. Our analyses suggest that the high figures of merit of Ge2Sb2Te5 are achieved from the optimal combination of intrinsic vacancies provided by Sb2Te3 and the instability of the tetrahedron sites provided by GeTe

    Financial factor influence on scaling and memory of trading volume in stock market

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    We study the daily trading volume volatility of 17,197 stocks in the U.S. stock markets during the period 1989--2008 and analyze the time return intervals τ\tau between volume volatilities above a given threshold q. For different thresholds q, the probability density function P_q(\tau) scales with mean interval as P_q(\tau)=^{-1}f(\tau/) and the tails of the scaling function can be well approximated by a power-law f(x)~x^{-\gamma}. We also study the relation between the form of the distribution function P_q(\tau) and several financial factors: stock lifetime, market capitalization, volume, and trading value. We find a systematic tendency of P_q(\tau) associated with these factors, suggesting a multi-scaling feature in the volume return intervals. We analyze the conditional probability P_q(\tau|\tau_0) for τ\tau following a certain interval \tau_0, and find that P_q(\tau|\tau_0) depends on \tau_0 such that immediately following a short/long return interval a second short/long return interval tends to occur. We also find indications that there is a long-term correlation in the daily volume volatility. We compare our results to those found earlier for price volatility.Comment: 17 pages, 6 figure

    The quantum Hall plateau transition at order 1/N

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    The localization behavior of noninteracting two-dimensional electrons in a random potential and strong magnetic field is of fundamental interest for the physics of the quantum Hall effect. In order to understand the emergence of power-law delocalization near the discrete extended-state energies En=ωc(n+1/2)E_n = \hbar \omega_c (n+{1/2}), we study a generalization of the disorder-averaged Liouvillian framework for the lowest Landau level to NN flavors of electron densities (N=1 for the physical case). We find analytically the large-N limit and 1/N corrections for all disorder strengths: at N=N = \infty this gives an estimate of the critical conductivity, and at order 1/N an estimate of the localization exponent ν\nu. The localization properties of the analytically tractable N1N \gg 1 theory seem to be continuously connected to those of the exact quantum Hall plateau transition at N=1N = 1.Comment: 4 pages, 4 figures; improved text, 1 corrected referenc

    Recurrence interval analysis of high-frequency financial returns and its application to risk estimation

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    We investigate the probability distributions of the recurrence intervals τ\tau between consecutive 1-min returns above a positive threshold q>0q>0 or below a negative threshold q<0q<0 of two indices and 20 individual stocks in China's stock market. The distributions of recurrence intervals for positive and negative thresholds are symmetric, and display power-law tails tested by three goodness-of-fit measures including the Kolmogorov-Smirnov (KS) statistic, the weighted KS statistic and the Cram\'er-von Mises criterion. Both long-term and shot-term memory effects are observed in the recurrence intervals for positive and negative thresholds qq. We further apply the recurrence interval analysis to the risk estimation for the Chinese stock markets based on the probability Wq(Δt,t)W_q(\Delta{t},t), Value-at-Risk (VaR) analysis and VaR analysis conditioned on preceding recurrence intervals.Comment: 17 pages, 10 figures, 1 tabl

    Feynman Rules in the Type III Natural Flavour-Conserving Two-Higgs Doublet Model

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    We consider a two Higgs-doublet model with S3S_3 symmetry, which implies a π2\pi \over 2 rather than 0 relative phase between the vacuum expectation values and and . The corresponding Feynman rules are derived accordingly and the transformation of the Higgs fields from the weak to the mass eigenstates includes not only an angle rotation but also a phase transformation. In this model, both doublets couple to the same type of fermions and the flavour-changing neutral currents are naturally suppressed. We also demonstrate that the Type III natural flavour-conserving model is valid at tree-level even when an explicit S3S_3 symmetry breaking perturbation is introduced to get a reasonable CKM matrix. In the special case β=α\beta = \alpha, as the ratio tanβ=v2v1\tan\beta = {v_2 \over v_1} runs from 0 to \infty, the dominant Yukawa coupling will change from the first two generations to the third generation. In the Feynman rules, we also find that the charged Higgs currents are explicitly left-right asymmetric. The ratios between the left- and right-handed currents for the quarks in the same generations are estimated.Comment: 16 pages (figures not included), NCKU-HEP/93-1

    Stability and mixing of a vertical round buoyant jet in shallow water

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    Also issued as a M.S. thesis in the Department of Civil Engineering at Massachusetts Institute of TechnologyDischarging heated water through submerged vertical round ports located at the bottom of a receiving water body is a currently used method of waste heat disposal. The prediction of the temperature reduction in the near field of the buoyant jet is a problem of environmental concern. The mechanics of a vertical axisymmetric buoyant jet in shallow water is theoretically and experimentally investigated. Four flow regimes with distinct hydrodynamic properties are discerned in the vicinity of the jet: the buoyant jet region, the surface impingement region, the internal hydraulic jump, and the stratified counterflow region. An analytical framework is formulated for each region. The coupling of the solutions of the four regions yields a prediction of the near field stability as well as the temperature reduction of the buoyant discharge. It is found that the near field of the buoyant jet is stable only for a range of jet densimetric Froude numbers and submergences. A theoretical solution is given for the stability criterion and the dilution of an unstable buoyant jet. A series of experiments were conducted to verify the theory. The experimental results are compared to the theoretical predictions. Good agreement is obtained
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