Unparticle Physics Effects on D0-anti-D0 Mixing

The mixing of $K^0-\bar{K^0}$, $D^0-\bar{D^0}$ and $B_{(s)}^0-\bar{B^0_{(s)}}$ provides a sensitive probe to explore new physics beyond the Standard Model. The scale invariant unparticle physics recently proposed by Georgi can induce flavor-changing neutral current and contribute to the mixing at tree level. We investigate the unparticle effects on $B^0-\bar{B^0}$ and $D^0-\bar{D^0}$ mixing. Especially, the newly observed $D^0-\bar{D^0}$ mixing sets the most stringent constraints on the coupling of the unparticle to quarks.Comment: 9 pages, some errors corrected, published versio

Is Zc(3900)Z_c(3900) a molecular state

Assuming the newly observed $Z_c(3900)$ to be a molecular state of $D\bar D^*(D^{*} \bar D)$, we calculate the partial widths of $Z_c(3900)\to J/\psi+\pi;\; \psi'+\pi;\; \eta_c+\rho$ and $D\bar D^*$ within the light front model (LFM). $Z_c(3900)\to J/\psi+\pi$ is the channel by which $Z_c(3900)$ was observed, our calculation indicates that it is indeed one of the dominant modes whose width can be in the range of a few MeV depending on the model parameters. Similar to $Z_b$ and $Z_b'$, Voloshin suggested that there should be a resonance $Z_c'$ at 4030 MeV which can be a molecular state of $D^*\bar D^*$. Then we go on calculating its decay rates to all the aforementioned final states and as well the $D^*\bar D^*$. It is found that if $Z_c(3900)$ is a molecular state of ${1\over\sqrt 2}(D\bar D^*+D^*\bar D)$, the partial width of $Z_c(3900)\to D\bar D^*$ is rather small, but the rate of $Z_c(3900)\to\psi(2s)\pi$ is even larger than $Z_c(3900)\to J/\psi\pi$. The implications are discussed and it is indicated that with the luminosity of BES and BELLE, the experiments may finally determine if $Z_c(3900)$ is a molecular state or a tetraquark.Comment: 17 pages, 6 figures, 3 table

Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs

By considering a financial market of fundamentalists and trend followers in which the price trend of the trend followers is formed as a weighted average of historical prices, we establish a continuous-time financial market model with time delay and examines the impact of time delay on market price dynamics. Conditions for the stability of the fundamental price in terms of agents' behavior parameters and time delay are obtained. In particular, it is found that an increase in time delay can not only destabilize the market price but also stabilize an otherwise unstable market price, leading to stability switching as delay increases. This interesting phenomena shed new light in understanding of mechanism on the market stability. When the fundamental price becomes unstable through Hopf bifurcations, suffcient conditions on the stability and global existence of the periodic solution are obtained.asset price; fundamentalists; trend followers; delay differential equations; stability; bifurcations