Multistep transition of diamond to warm dense matter state revealed by femtosecond X-ray diffraction

Diamond bulk irradiated with a free-electron laser pulse of 6100 eV photon energy, 5 fs duration, at the $\sim 19-25$ eV/atom absorbed doses, is studied theoretically on its way to warm dense matter state. Simulations with our hybrid code XTANT show disordering on sub-100 fs timescale, with the diffraction peak (220) vanishing faster than the peak (111). The warm dense matter formation proceeds as a nonthermal damage of diamond with the band gap collapse triggering atomic disordering. Short-living graphite-like state is identified during a few femtoseconds between the disappearance of (220) peak and the disappearance of (111) peak. The results obtained are compared with the data from the recent experiment at SACLA, showing qualitative agreement. Challenges remaining for the accurate modeling of the transition of solids to warm dense matter state and proposals for supplementary measurements are discussed in detail.Comment: Preprint, submitte

Multi-Step Forecast of the Implied Volatility Surface Using Deep Learning

Implied volatility is an essential input to price an option. Machine learning architectures have shown strengths in learning option pricing formulas and estimating implied volatility cross-sectionally. However, implied volatility time series forecasting is typically done using the univariate time series and often for short intervals. When a univariate implied volatility series is forecasted, important implied volatility properties such as volatility skew and the term structure are lost. More importantly, short term forecasts can’t take advantage of the long term persistence in the volatility series. The thesis attempts to bridge the gap between machine learning-based implied volatility modeling and multivariate multi-step implied volatility forecasting. The thesis contributes to the literature by modeling the entire implied volatility surface (IVS) using recurrent neural network architectures. I implement Convolutional Long Short Term Memory Neural Network (ConvLSTM) to produce multivariate and multi-step forecasts of the S&P 500 implied volatility surface. The ConvLSTM model is capable of understanding the spatiotemporal relationships between strikes and maturities (term structure), and of modeling volatility surface dynamics non-parametrically. I benchmark the ConvLSTM model against traditional multivariate time series Vector autoregression (VAR), Vector Error Correction (VEC) model, and deep learning-based Long-Short-Term Memory (LSTM) neural network. I find that the ConvLSTM significantly outperforms traditional time series models, as well as the benchmark Long Short Term Memory(LSTM) model in predicting the implied volatility surface for a 1-day, 30-day, and 90-day horizon, for out-of-the-money and at-the-money calls and puts

XTANT-3: X-ray-induced Thermal And Nonthermal Transitions in matter: theory, numerical details, user manual

This is the user manual for the hybrid code XTANT-3, simulating intense femtosecond X-ray irradiation of matter. The code combines a few models into one with feedbacks: transport Monte Carlo simulation, Boltzmann collision integrals, and tight binding molecular dynamics. Such a combination allows the simulation of nonequilibrium, nonadiabatic, and nonthermal effects in electronically excited matter, and the synergy and interplay of these effects. This text contains a description of the theoretical basis of the model and the practical user manual. The detailed description should allow new users, students, and non-specialists to access the ideas behind the code and make the learning curve less steep.Comment: XTANT-3 user manua

Electronic nonequilibrium effect in ultrafast-laser-irradiated solids

This paper describes the effects of electronic nonequilibrium in a simulation of ultrafast laser irradiation of materials. The simulation scheme based on tight-binding molecular dynamics, in which the electronic populations are traced with a combined Monte Carlo and Boltzmann equation, enables the modeling of nonequilibrium, nonthermal, and nonadiabatic (electron-phonon coupling) effects simultaneously. The electron-electron thermalization is described within the relaxation-time approximation, which automatically restores various known limits such as instantaneous thermalization (the thermalization time ${\tau}_{e-e} \rightarrow 0$) and Born-Oppenheimer approximation (${\tau}_{e-e} \rightarrow \infty$). The results of the simulation suggest that the non-equilibrium state of the electronic system slows down electron-phonon coupling with respect to the electronic equilibrium case in all studied materials: metals, semiconductors, and insulators. In semiconductors and insulators, it also alters the damage threshold of ultrafast nonthermal phase transitions induced by modification of the interatomic potential due to electronic excitation

Electron-phonon coupling in semiconductors at high electronic temperatures

A nonperturbative dynamical coupling approach based on tight-binding molecular dynamics is used to evaluate the electron-ion (electron-phonon) coupling parameter in irradiated semiconductors as a function of the electronic temperature up to ~25,000 K. The method accounts for arbitrary electronic distribution function via the Boltzmann equation, enabling a comparative analysis of various models: fully equilibrium electronic distribution, band-resolved local equilibria (distinct temperatures and chemical potential of electrons in the valence and the conduction band), and a full nonequilibrium distribution. It is demonstrated that the nonequilibrium produces the electron-phonon coupling parameter different by at most ~35% from its equilibrium counterpart for identical deposited energy density, allowing to use the coupling parameter as a function of the single electronic equivalent (or kinetic) temperature. The following 14 semiconductors are studied here - group IV: Si, Ge, SiC; group III-V: AlAs, AlP, GaP, GaAs, GaSb; oxides: ZnO, TiO2, Cu2O; layered PbI2; ZnS and B4C

Thermal and nonthermal melting of silicon under femtosecond x-ray irradiation

As it is known from visible light experiments, silicon under femtosecond pulse irradiation can undergo the so-called 'nonthermal melting' if the density of electrons excited from the valence to the conduction band overcomes a certain critical value. Such ultrafast transition is induced by strong changes in the atomic potential energy surface, which trigger atomic relocation. However, heating of a material due to the electron-phonon coupling can also lead to a phase transition, called 'thermal melting'. This thermal melting can occur even if the excited-electron density is much too low to induce non-thermal effects. To study phase transitions, and in particular, the interplay of the thermal and nonthermal effects in silicon under a femtosecond x-ray irradiation, we propose their unified treatment by going beyond the Born-Oppenheimer approximation within our hybrid model based on tight binding molecular dynamics. With our extended model we identify damage thresholds for various phase transitions in irradiated silicon. We show that electron-phonon coupling triggers the phase transition of solid silicon into a low-density liquid phase if the energy deposited into the sample is above $\sim0.65$ eV per atom. For the deposited doses of over $\sim0.9$ eV per atom, solid silicon undergoes a phase transition into high-density liquid phase triggered by an interplay between electron-phonon heating and nonthermal effects. These thresholds are much lower than those predicted with the Born-Oppenheimer approximation ($\sim2.1$ eV/atom), and indicate a significant contribution of electron-phonon coupling to the relaxation of the laser-excited silicon. We expect that these results will stimulate dedicated experimental studies, unveiling in detail various paths of structural relaxation within laser-irradiated silicon

Electron-ion coupling in semiconductors beyond Fermi's golden rule

In the present work, a theoretical study of electron-phonon (electron-ion) coupling rates in semiconductors driven out of equilibrium is performed. Transient change of optical coefficients reflects the band gap shrinkage in covalently bonded materials, and thus, the heating of atomic lattice. Utilizing this dependence, we test various models of electron-ion coupling. The simulation technique is based on tight-binding molecular dynamics. Our simulations with the dedicated hybrid approach (XTANT) indicate that the widely used Fermi's golden rule can break down describing material excitation on femtosecond time scales. In contrast, dynamical coupling proposed in this work yields a reasonably good agreement of simulation results with available experimental data

Contribution of inter- and intraband transitions into electron-phonon coupling in metals

We recently developed an approach for calculation of the electron-phonon (electron-ion in a more general case) coupling in materials based on tight-binding molecular dynamics simulations. In the present work we utilize this approach to study partial contributions of inter- and intraband electron scattering events into total electron-phonon coupling in Al, Au, Cu elemental metals and in AlCu alloy. We demonstrate that the interband scattering plays an important role in electron-ion energy exchange process in Al and AlCu, whereas intraband $d-d$ transitions are dominant in Au and Cu. Moreover, inter- and intraband transitions exhibit qualitatively different dependencies on the electron temperature. Our findings should be taken into account for interpretation of experimental results on electron-phonon coupling parameter.Comment: To be submitte

Metallic water: transient state under ultrafast electronic excitation

The modern means of controlled irradiation by femtosecond lasers or swift heavy ion beams can transiently produce such energy densities in samples that reach collective electronic excitation levels of the warm dense matter state where the potential energy of interaction of the particles is comparable to their kinetic energies (temperatures of a few eV). Such massive electronic excitation severely alters the interatomic potentials, producing unusual nonequilibrium states of matter and different chemistry. We employ density functional theory and tight binding molecular dynamics formalisms to study the response of bulk water to ultrafast excitation of its electrons. After a certain threshold electronic temperature, the water becomes electronically conducting via the collapse of its band gap. At high doses, it is accompanied by nonthermal acceleration of ions to a temperature of a few thousand Kelvins within sub-100 fs timescales. We identify the interplay of this nonthermal mechanism with the electron-ion coupling, enhancing the electron-to-ions energy transfer. Various chemically active fragments are formed from the disintegrating water molecules, depending on the deposited dose.Comment: to be submitte