Parametric arbitrage-free models for implied smile dynamics

Based on the theory of Tangent Levy model [1] developed by R. Carmona and S. Nadtochiy, this thesis gives a paramatrized realization of dynamic implied smile.\ud \ud After specifying a Dirac style Levy measure, we give argument about the consistency issue of our model with the Tangent Levy Model. A corresponding no arbitrage drift condition is derived for the parameters. Numerical setup under our model for option pricing and parameter estimation for calibration is given. Implementation results are illustrated in detail and in the end we provide with simulation results of one day ahead implied smile

Finite-temperature critical behaviors in 2D long-range quantum Heisenberg model

The well-known Mermin-Wagner theorem prohibits the existence of finite-temperature spontaneous continuous symmetry breaking phase in systems with short-range interactions at spatial dimension $D\le 2$ [Phys. Rev. 158, 383; Phys. Rev. Lett. 17, 1133; Journal of Statistical Physics 175, 521-529]. For long-range interaction with monotonic power-law form ($1/r^{\alpha}$), the theorem further forbids a ferro- or antiferromagnetic order at finite temperature when $\alpha\ge 2D$[Phys. Rev. Lett. 87, 137203]. However, the situation for $\alpha \in (2,4)$ at $D=2$ is beyond the predicting power of the theorem and the situation is still unclear. Here we address this question by large-scale quantum Monte Carlo simulations, accompanied with field theoretical analysis. We find the spontaneous breaking of the $SU(2)$ symmetry for $\alpha \in (2,4)$ in ferromagnetic Heisenberg model with $1/r^{\alpha}$ interaction at $D=2$, and obtain the accurate critical exponents by finite-size analysis for $\alpha<3$ where the system is above the upper critical dimension with Gaussian fixed point and for $3\le\alpha<4$ where the system is below the upper critical dimension with non-Gaussian fixed point. Our results reveal the novel critical behaviors in 2D long-range Heisenberg models and will intrigue further experimental studies of quantum materials with long-range interaction beyond the realm of the Mermin-Wagner theorem

NeRRF: 3D Reconstruction and View Synthesis for Transparent and Specular Objects with Neural Refractive-Reflective Fields

Neural radiance fields (NeRF) have revolutionized the field of image-based view synthesis. However, NeRF uses straight rays and fails to deal with complicated light path changes caused by refraction and reflection. This prevents NeRF from successfully synthesizing transparent or specular objects, which are ubiquitous in real-world robotics and A/VR applications. In this paper, we introduce the refractive-reflective field. Taking the object silhouette as input, we first utilize marching tetrahedra with a progressive encoding to reconstruct the geometry of non-Lambertian objects and then model refraction and reflection effects of the object in a unified framework using Fresnel terms. Meanwhile, to achieve efficient and effective anti-aliasing, we propose a virtual cone supersampling technique. We benchmark our method on different shapes, backgrounds and Fresnel terms on both real-world and synthetic datasets. We also qualitatively and quantitatively benchmark the rendering results of various editing applications, including material editing, object replacement/insertion, and environment illumination estimation. Codes and data are publicly available at https://github.com/dawning77/NeRRF

Quantum criticality and entanglement for 2d long-range Heisenberg bilayer

The study of quantum criticality and entanglement in systems with long-range (LR) interactions is still in its early stages, with many open questions remaining. In this work, we investigate critical exponents and scaling of entanglement entropies (EE) in the LR bilayer Heisenberg model using large-scale quantum Monte Carlo (QMC) simulations and the recently developed nonequilibrium increment algorithm for measuring EE. By applying modified (standard) finite-size scaling (FSS) above (below) the upper critical dimension and field theory analysis, we obtain precise critical exponents in three regimes: the LR Gaussian regime with a Gaussian fixed point, the short-range (SR) regime with Wilson-Fisher (WF) exponents, and a LR non-Gaussian regime where the critical exponents vary continuously from LR Gaussian to SR values. We compute the R\'enyi EE both along the critical line and in the N\'eel phase and observe that as the LR interaction is enhanced, the area-law contribution in EE gradually vanishes both at quantum critical points (QCPs) and in the N\'eel phase. The log-correction in EE arising from sharp corners at the QCPs also decays to zero as LR interaction grows, whereas the log-correction for N\'eel states, caused by the interplay of Goldstone modes and restoration of the symmetry in a finite system, is enhanced as LR interaction becomes stronger. We also discuss relevant experimental settings to detect these nontrivial properties in critical behavior and entanglement information for quantum many-body systems with LR interactions.Comment: 5pages, 4 figure

BDS+: An Inter-Datacenter Data Replication System With Dynamic Bandwidth Separation

Many important cloud services require replicating massive data from one datacenter (DC) to multiple DCs. While the performance of pair-wise inter-DC data transfers has been much improved, prior solutions are insufficient to optimize bulk-data multicast, as they fail to explore the rich inter-DC overlay paths that exist in geo-distributed DCs, as well as the remaining bandwidth reserved for online traffic under fixed bandwidth separation scheme. To take advantage of these opportunities, we present BDS+, a near-optimal network system for large-scale inter-DC data replication. BDS+ is an application-level multicast overlay network with a fully centralized architecture, allowing a central controller to maintain an up-to-date global view of data delivery status of intermediate servers, in order to fully utilize the available overlay paths. Furthermore, in each overlay path, it leverages dynamic bandwidth separation to make use of the remaining available bandwidth reserved for online traffic. By constantly estimating online traffic demand and rescheduling bulk-data transfers accordingly, BDS+ can further speed up the massive data multicast. Through a pilot deployment in one of the largest online service providers and large-scale real-trace simulations, we show that BDS+ can achieve 3-5 x speedup over the provider's existing system and several well-known overlay routing baselines of static bandwidth separation. Moreover, dynamic bandwidth separation can further reduce the completion time of bulk data transfers by 1.2 to 1.3 times

Antimicrobial peptide temporin derivatives inhibit biofilm formation and virulence factor expression of Streptococcus mutans

IntroductionTemporin-GHa obtained from the frog Hylarana guentheri showed bactericidal efficacy against Streptococcus mutans. To enhance its antibacterial activity, the derived peptides GHaR and GHa11R were designed, and their antibacterial performance, antibiofilm efficacy and potential in the inhibition of dental caries were evaluated.MethodsBacterial survival assay, fluorescent staining assay and transmission electron microscopy observation were applied to explore how the peptides inhibited and killed S. mutans. The antibiofilm efficacy was assayed by examining exopolysaccharide (EPS) and lactic acid production, bacterial adhesion and cell surface hydrophobicity. The gene expression level of virulence factors of S. mutans was detected by qRT-PCR. Finally, the impact of the peptides on the caries induced ability of S. mutans was measured using a rat caries model.ResultsIt has been shown that the peptides inhibited biofilm rapid accumulation by weakening the initial adhesion of S. mutans and reducing the production of EPS. Meanwhile, they also decreased bacterial acidogenicity and aciduricity, and ultimately prevented caries development in vivo.ConclusionGHaR and GHa11R might be promising candidates for controlling S. mutans infections