21,625 research outputs found
A quark meson coupling model with density- and temperature- dependent quark masses
Based on the quark mass density- and temperature- dependent model we suggest
a model for nuclear matter where the meson field is introduced to be directly
coupled to the quarks. The dynamic formation of the nucleon bag, the saturation
properties of nuclear matter as well as equation of state for this model are
studies.Comment: 4 pages, 2 figure
Topological Crystalline Insulator Nanomembrane with Strain-Tunable Band Gap
The ability to fine-tune band gap and band inversion in topological materials
is highly desirable for the development of novel functional devices. Here we
propose that the electronic properties of a free-standing nanomembrane of
topological crystalline insulator (TCI) SnTe and PbSn(Se,Te) are
highly tunable by engineering elastic strain and controlling membrane
thickness, resulting in tunable band gap and giant piezoconductivity. Membrane
thickness governs the hybridization of topological electronic states on
opposite surfaces, while elastic strain can further modulate the hybridization
strength by controlling the penetration length of surface states. We propose a
frequency-resolved infrared photodetector using force-concentration induced
inhomogeneous elastic strain in TCI nanomembrane with spatially varying width.
The predicted tunable band gap accompanied by strong spin-textured electronic
states will open up new avenues for fabricating piezoresistive devices,
thermoelectrics, infrared detectors and energy-efficient electronic and
optoelectronic devices based on TCI nanomembrane.Comment: 10 pages, 9 figure
Backward stochastic dynamics on a filtered probability space
We demonstrate that backward stochastic differential equations (BSDE) may be
reformulated as ordinary functional differential equations on certain path
spaces. In this framework, neither It\^{o}'s integrals nor martingale
representation formulate are needed. This approach provides new tools for the
study of BSDE, and is particularly useful for the study of BSDE with partial
information. The approach allows us to study the following type of backward
stochastic differential equations: with , on a general
filtered probability space , where is
a -dimensional Brownian motion, is a prescribed (nonlinear) mapping
which sends a square-integrable to an adapted process and , a
correction term, is a square-integrable martingale to be determined. Under
certain technical conditions, we prove that the system admits a unique solution
. In general, the associated partial differential equations are not only
nonlinear, but also may be nonlocal and involve integral operators.Comment: Published in at http://dx.doi.org/10.1214/10-AOP588 the Annals of
Probability (http://www.imstat.org/aop/) by the Institute of Mathematical
Statistics (http://www.imstat.org
A Functional Approach to FBSDEs and Its Application in Optimal Portfolios
In Liang et al (2009), the current authors demonstrated that BSDEs can be
reformulated as functional differential equations, and as an application, they
solved BSDEs on general filtered probability spaces. In this paper the authors
continue the study of functional differential equations and demonstrate how
such approach can be used to solve FBSDEs. By this approach the equations can
be solved in one direction altogether rather than in a forward and backward
way. The solutions of FBSDEs are then employed to construct the weak solutions
to a class of BSDE systems (not necessarily scalar) with quadratic growth, by a
nonlinear version of Girsanov's transformation. As the solving procedure is
constructive, the authors not only obtain the existence and uniqueness theorem,
but also really work out the solutions to such class of BSDE systems with
quadratic growth. Finally an optimal portfolio problem in incomplete markets is
solved based on the functional differential equation approach and the nonlinear
Girsanov's transformation.Comment: 26 page
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