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Jilang Miao

Publications and source records attributed to Jilang Miao.

14 recordsLinked to original sources

Harvesting the Variance Risk Premium in Nuclear and Energy Equities: A Short-Put Portfolio Derisking Strategy

We study whether nuclear and energy-adjacent equity options exhibit a harvestable variance risk premium. Using CRSP and OptionMetrics data for 2000-2024, we construct a systematic cash-secured short-put strategy on a curated universe of nuclear-related firms. The strategy compares at-the-money put implied volatility with GARCH-based realized volatility forecasts, then evaluates unconditional and IV/RV-filtered put-writing portfolios. The results show positive average option premia, high win rates, and substantially lower volatility than an equal-weight stock benchmark, though performance is measured before transaction costs and with a fixed universe.

q-fin.PM

Functional Expansion Tallies of Matrix Operators for Prediction for Integrated Autocorrelation Time in Batch Monte Carlo: an Analytic 2D Scattering Chain Benchmark

We investigate functional expansion tallies as a reduced-basis representation for predicting inter-cycle correlations in Monte Carlo transport. Using an analytic two-dimensional isotropic scattering-chain benchmark with reflective boundaries, we compare a conventional discrete-cell Markov-chain estimator with a Galerkin reduced-order model built directly from Monte Carlo tallies of basis-function products. The reduced model estimates integrated autocorrelation time without first constructing a large discrete transition matrix. For the benchmark problem, the cosine basis converges rapidly to the exact result, while polynomial bases show systematic convergence with increasing order. Compared with discrete binning, the reduced-basis approach achieves lower bias at comparable or lower solve cost, suggesting that functional-expansion representations can provide an efficient path toward correlation prediction, uncertainty quantification, and future variance-reduction methods in Monte Carlo criticality calculations.

physics.comp-ph

Demonstrating Quadratic Monte Carlo Speedup via Quantum Amplitude Estimation: Nuclear Engineering Examples

We demonstrate quantum amplitude estimation (QAE) as a route to quadratic speedup for Monte Carlo-type expectation values in nuclear engineering. Using QPE-based QAE, we study two examples: a discrete fission-neutron-yield expectation and a U-238 resonance integral under a $1/E$ slowing-down spectrum. The toy problem is implemented as a gate-level Qiskit circuit, while the resonance-integral example is simulated through an exact eigendecomposition of the Grover operator to avoid state-preparation decomposition bottlenecks. In both cases, the squared error scales as $O(1/T^2)$ with the number of oracle calls $T$, compared with the classical Monte Carlo scaling $O(1/N)$. For the U-238 example, QAE recovers the resonance integral to approximately $0.03%$ relative error with $m=14$ phase-estimation qubits.

quant-ph

Understanding Chemical Short-Range Order in CoNiV via Mode Analysis

We analyze chemical short-range order in equiatomic fcc NiCoV using molecular-dynamics snapshots generated with a machine-learned interatomic potential. Radial distribution functions identify stable coordination shells, while shell-resolved Warren-Cowley parameters and bond probabilities reveal continued chemical ordering after the radial structure has largely converged. The dominant signal is V-V avoidance in the first shell and V-V enrichment in the second shell, consistent with an L1$_2$-like local ordering tendency, while the third-shell response remains weak. Lagged Jensen-Shannon diagnostics show that bond statistics relax more slowly than the RDF. Principal component analysis of per-replica-centered bond probabilities resolves three collective modes: a V-sublattice ordering amplitude, a Ni-Co redistribution mode, and a Co-V exchange-like mode. These results show that scalar RDF convergence can miss slow chemical relaxation, and that shell-resolved bond statistics provide a compact route for tracking SRO development in multicomponent alloys.

physics.comp-ph

Anomalous Ionic Conductivity along the Coherent $Σ$3 Grain Boundary in ThO2

Understanding oxygen diffusion along grain boundaries (GBs) is critical for controlling ionic conductivity in oxide ceramics. GBs are typically thought to enhance ionic transport due to structural disorder and increased free volume. In this study, we report an unexpected anomaly: the $Σ3(111)$ GB in thorium dioxide (ThO$_2$), despite its compact and coherent structure, exhibits significantly higher oxygen ionic conductivity compared to the more open GB ($Σ19$ as an example). Using atomistic simulations based on a machine learning interatomic potential, we revealed that the high conductivity in the $Σ3$ GB arises from a collective diffusion mechanism involving highly correlated atomic motion reminiscent of a superionic state. In contrast, the $Σ19$ GB follows conventional pipe diffusion, consistent with its more open structure. This comparison highlights that enhanced GB conductivity is not simply correlated with free volume, but can occur from specific structural motifs that enable collective transport. These findings provide new guidance for designing GB-engineered oxides with targeted ionic transport properties for energy applications.

cond-mat.mtrl-sci

Understanding the Sampling Algorithm for Watt Spectrum

We provide details in understanding the Watt spectrum sampling method. The algorithm is given in "R12" from "3rd Monte Carlo Sampler" without detailed derivation. We rederive the algorithm by optimizating the sampling efficiency of the rejection method.

physics.comp-ph

Extended defects-enhanced oxygen diffusion in ThO2

Oxygen self-diffusion is key to understanding stoichiometry and defect structures in oxide nuclear fuels. Experimentally, low activation-barrier oxygen migration was found in ThO$_2$, a candidate nuclear fuel, possibly due to short-circuit diffusion mechanisms. Here, we perform extensive molecular dynamics simulations to show that various types of extended defects can enhance oxygen self-diffusion with a much-reduced activation barrier in ThO$_2$. In this work, we consider extended defects including 1D (dislocation), 2D (grain boundary), and 3D (void) defects. Due to the distinct characteristics of each type of extended defect, the modulation of oxygen diffusion varies. These results provide a quantitative description of oxygen transport, which is significantly enhanced within a close distance (nanometer scale) from the extended defects. Among all these defects, grain boundary, particularly the $Σ3$ twin boundary with a low formation energy, exhibits the strongest effect on increasing oxygen transport.

cond-mat.mtrl-sci

Sensitivity Analysis and Uncertainty Quantification on Point Defect Kinetics Equations with Perturbation Analysis

The concentration of radiation-induced point defects in general materials under irradiation is commonly described by the point defect kinetics equations based on rate theory. However, the parametric uncertainty in describing the rate constants of competing physical processes such as recombination and loss to sinks can lead to a large uncertainty in predicting the time-evolving point defect concentrations. Here, based on the perturbation theory, we derived up to the third order correction to the solution of point defect kinetics equations. This new set of equations enable a full description of continuously changing rate constants, and can accurately predict the solution up to $50\%$ deviation in these rate constants. These analyses can also be applied to reveal the sensitivity of solution to input parameters and aggregated uncertainty from multiple rate constants.

physics.comp-ph

Unfaulting mechanisms of Frank loops in fluorite oxides

Unfaulting of Frank loops in irradiated fluoride oxides are of significance to microstructural evolution. However, the mechanisms have not been directly observed. To this end, we utilize molecular dynamics to reveal the atomistic details related to the unfaulting process of interstitial Frank loop in ThO$_2$, which involve nucleation of single or multiple Shockley partial pairs at the loop circumference. The unfaulting is achieved via a synchronous shear of the partial pairs to remove the extrinsic stacking fault in the cation sublattice and the intrinsic stacking fault in the anion sublattice. The strong oxygen motion at the dislocation core may reduce the activation barriers of dislocation nucleation and migration. These findings provide a fundamental understanding of the transformation of faulted loops in irradiated ThO$_2$, and could be transferable to other fluorite systems.

cond-mat.mtrl-sci

Fabrication of CeO2 by sol-gel process based on microfluidic technology as an analog preparation of ceramic nuclear fuel microspheres

Microfluidics integrated with sol-gel processes is introduced in preparing monodispersed MOX nuclear fuel microspheres using nonactive cerium as a surrogate for uranium or plutonium. The detailed information about microfluidic devices and sol-gel processes are provided. The effects of viscosity and flow rate of continuous and dispersed phase on size and size distribution of CeO2 microspheres have been investigated. A comprehensive characterization of the CeO2 microspheres has been conducted, including XRD pattern, SEM, density, size and size distribution. The size of prepared monodisperse particles can be controlled precisely in range of 10μm to 1000μm and the particle CV is below 3%.

nucl-ex