arXiv subjects

Tian Qiu

Publications and source records attributed to Tian Qiu.

At least 109 records · Page 6Linked to original sources

arXiv2018

Terahertz-Field-Induced Ferroelectricity in Quantum Paraelectric SrTiO$_3$

"Hidden phases" are metastable collective states of matter that are typically not accessible on equilibrium phase diagrams. These phases can host exotic properties in otherwise conventional materials and hence may enable novel functionality and applications, but their discovery and access are still in early stages. Using intense terahertz electric field excitation, we show that an ultrafast phase transition into a hidden ferroelectric phase can be dynamically induced in the quantum paraelectric SrTiO$_3$. The induced lowering in crystal symmetry yields dramatic changes in the phonon excitation spectra. Our results demonstrate collective coherent control over material structure, in which a single-cycle field drives ions along the microscopic pathway leading directly to their locations in a new crystalline phase on an ultrafast timescale.

cond-mat.mtrl-sci↗

arXiv2018

Quantifying the validity and breakdown of the overdamped approximation in stochastic thermodynamics: Theory and experiment

Stochastic thermodynamics provides an important framework to explore small physical systems where thermal fluctuations are inevitable. In the studies of stochastic thermodynamics, some thermodynamic quantities, such as the trajectory work, associated with the complete Langevin equation (the Kramers equation) are often assumed to converge to those associated with the overdamped Langevin equation (the Smoluchowski equation) in the overdamped limit under the overdamped approximation. Nevertheless, a rigorous mathematical proof of the convergence of the work distributions to our knowledge has not been reported so far. Here we study the convergence of the work distributions explicitly. In the overdamped limit, we rigorously prove the convergence of the extended Fokker-Planck equations including work using a multiple timescale expansion approach. By taking the linearly dragged harmonic oscillator as an exactly solvable example, we analytically calculate the work distribution associated with the Kramers equation, and verify its convergence to that associated with the Smoluchowski equation in the overdamped limit. We quantify the accuracy of the overdamped approximation as a function of the damping coefficient. In addition, we experimentally demonstrate that the data of the work distribution of a levitated silica nanosphere agrees with the overdamped approximation in the overdamped limit, but deviates from the overdamped approximation in the low-damping case. Our work fills a gap between the stochastic thermodynamics based on the complete Langevin equation (the Kramers equation) and the overdamped Langevin equation (the Smoluchowski equation), and deepens our understanding of the overdamped approximation in stochastic thermodynamics.

cond-mat.stat-mech↗

arXiv2017

Self-reinforcing feedback loop in financial markets with coupling of market impact and momentum traders

By incorporating market impact and momentum traders into an agent-based model, we investigate the conditions for the occurrence of self-reinforcing feedback loops and the coevolutionary mechanism of prices and strategies. For low market impact, the price fluctuations are originally large. The existence of momentum traders has little impact on the change of price fluctuations but destroys the equilibrium between the trend-following and trend-rejecting strategies. The trend-following herd behaviors become dominant. A self-reinforcing feedback loop exists. For high market impact, the existence of momentum traders leads to an increase in price fluctuations. The trend-following strategies of rational individuals are suppressed while the trend-following strategies of momentum traders are promoted. The crowd-anticrowd behaviors become dominant. A negative feedback loop exists. A theoretical analysis indicates that, for low market impact, the majority effect is beneficial for the trend-followers to earn more, which in turn promotes the trend-following strategies. For high market impact, the minority effect causes the trend-followers to suffer great losses, which in turn suppresses the trend-following strategies.

physics.soc-ph↗

arXiv2017

A generalized public goods game with coupling of individual ability and project benefit

Facing a heavy task, any single person can only make a limited contribution and team cooperation is needed. As one enjoys the benefit of the public goods, the potential benefits of the project are not always maximized and may be partly wasted. By incorporating individual ability and project benefit into the original public goods game, we study the coupling effect of the four parameters, the upper limit of individual contribution, the upper limit of individual benefit, the needed project cost and the upper limit of project benefit on the evolution of cooperation. Coevolving with the individual-level group size preferences, an increase in the upper limit of individual benefit promotes cooperation while an increase in the upper limit of individual contribution inhibits cooperation. The coupling of the upper limit of individual contribution and the needed project cost determines the critical point of the upper limit of project benefit, where the equilibrium frequency of cooperators reaches its highest level. Above the critical point, an increase in the upper limit of project benefit inhibits cooperation. The evolution of cooperation is closely related to the preferred group-size distribution. A functional relation between the frequency of cooperators and the dominant group size is found.

physics.soc-ph↗

arXiv2016

Dynamic portfolio strategy using clustering approach

The problem of portfolio optimization is one of the most important issues in asset management. This paper proposes a new dynamic portfolio strategy based on the time-varying structures of MST networks in Chinese stock markets, where the market condition is further considered when using the optimal portfolios for investment. A portfolio strategy comprises two stages: selecting the portfolios by choosing central and peripheral stocks in the selection horizon using five topological parameters, i.e., degree, betweenness centrality, distance on degree criterion, distance on correlation criterion and distance on distance criterion, then using the portfolios for investment in the investment horizon. The optimal portfolio is chosen by comparing central and peripheral portfolios under different combinations of market conditions in the selection and investment horizons. Market conditions in our paper are identified by the ratios of the number of trading days with rising index or the sum of the amplitudes of the trading days with rising index to the total number of trading days. We find that central portfolios outperform peripheral portfolios when the market is under a drawup condition, or when the market is stable or drawup in the selection horizon and is under a stable condition in the investment horizon. We also find that the peripheral portfolios gain more than central portfolios when the market is stable in the selection horizon and is drawdown in the investment horizon. Empirical tests are carried out based on the optimal portfolio strategy. Among all the possible optimal portfolio strategy based on different parameters to select portfolios and different criteria to identify market conditions, $65\%$ of our optimal portfolio strategies outperform the random strategy for the Shanghai A-Share market and the proportion is $70\%$ for the Shenzhen A-Share market.

q-fin.ST↗

arXiv2016

Geography and distance effect on financial dynamics in the Chinese stock market

Geography effect is investigated for the Chinese stock market including the Shanghai and Shenzhen stock markets, based on the daily data of individual stocks. The Shanghai city and the Guangdong province can be identified in the stock geographical sector. By investigating a geographical correlation on a geographical parameter, the stock location is found to have an impact on the financial dynamics, except for the financial crisis time of the Shenzhen market. Stock distance effect is further studied, with a crossover behavior observed for the stock distance distribution. The probability of the short distance is much greater than that of the long distance. The average stock correlation is found to weakly decay with the stock distance for the Shanghai stock market, but stays nearly stable for different stock distance for the Shenzhen stock market.

physics.soc-ph↗

arXiv2016

A generalized voter model with time-decaying memory on a multilayer network

By incorporating a multilayer network and time-decaying memory into the original voter model, the coupled effects of spatial and temporal cumulation of peer pressure on consensus are investigated. Heterogeneity in peer pressure and time-decaying mechanism are both found to be detrimental to consensus. The transition points, below which a consensus can always be reached and above which two opposed opinions are more likely to coexist, are found. A mean-field analysis indicates that the phase transitions in the present model are governed by the cumulative influence of peer pressure and the updating threshold. A functional relation between the consensus threshold and the decaying rate of the influence of peer pressure is found. As to the time to reach a consensus, it is governed by the coupling of the memory length and the decaying rate. An intermediate decaying rate may lead to much lower time to reach a consensus.

physics.soc-ph↗

arXiv2015

Synchronization of phase oscillators with frequency-weighted coupling

Recently, the first-order synchronization transition has been studied in systems of coupled phase oscillators. In this paper, we propose a framework to investigate the synchronization in the frequency-weighted Kuramoto model with all-to-all couplings. A rigorous mean-field analysis is implemented to predict the possible steady states. Furthermore, a detailed linear stability analysis proves that the incoherent state is only neutrally stable below the synchronization threshold. Nevertheless, interestingly, the amplitude of the order parameter decays exponentially (at least for short time) in this regime, resembling the Landau damping effect in plasma physics. Moreover, the explicit expression for the critical coupling strength is determined by both the mean-field method and linear operator theory. The mechanism of bifurcation for the incoherent state near the critical point is further revealed by the amplitude expansion theory, which shows that the oscillating standing wave state could also occur in this model for certain frequency distributions. Our theoretical analysis and numerical results are consistent with each other, which can help us understand the synchronization transition in general networks with heterogenous couplings.

nlin.AO↗

arXiv2015

Landau damping effects in the synchronization of conformist and contrarian oscillators

Two decades ago, a phenomenon resembling Landau damping was described in the synchronization of globally coupled oscillators: the evidence of a regime where the order parameter decays when linear theory predicts neutral stability for the incoherent state. We here show that such an effect is far more generic, as soon as phase oscillators couple to their mean field according to their natural frequencies, being then grouped into two distinct populations of conformists and contrarians. We report the analytical solution of this latter situation, which allows determining the critical coupling strength and the stability of the incoherent state, together with extensive numerical simulations that fully support all theoretical predictions. The relevance of our results is discussed in relationship to collective phenomena occurring in polarized social systems.

nlin.CD↗

arXiv2015

Coupled effects of local movement and global interaction on contagion

By incorporating segregated spatial domain and individual-based linkage into the SIS (susceptible-infected-susceptible) model, we investigate the coupled effects of random walk and intragroup interaction on contagion. Compared with the situation where only local movement or individual-based linkage exists, the coexistence of them leads to a wider spread of infectious disease. The roles of narrowing segregated spatial domain and reducing mobility in epidemic control are checked, these two measures are found to be conducive to curbing the spread of infectious disease. Considering heterogeneous time scales between local movement and global interaction, a log-log relation between the change in the number of infected individuals and the timescale $τ$ is found. A theoretical analysis indicates that the evolutionary dynamics in the present model is related to the encounter probability and the encounter time. A functional relation between the epidemic threshold and the ratio of shortcuts, and a functional relation between the encounter time and the timescale $τ$ are found.

physics.soc-ph↗

arXiv2014

Self-organization and phase transition in financial markets with multiple choices

Market confidence is essential for successful investing. By incorporating multi-market into the evolutionary minority game, we investigate the effects of investor beliefs on the evolution of collective behaviors and asset prices. When there exists another investment opportunity, market confidence, including overconfidence and under-confidence, is not always good or bad for investment. The roles of market confidence is closely related to market impact. For low market impact, overconfidence in a particular asset makes an investor become insensitive to losses and a delayed strategy adjustment leads to a decline in wealth, and thereafter, one's runaway from the market. For high market impact, under-confidence in a particular asset makes an investor over-sensitive to losses and one's too frequent strategy adjustment leads to a large fluctuation in asset prices, and thereafter, a decrease in the number of agents. At an intermediate market impact, the phase transition occurs. No matter what the market impact is, an equilibrium between different markets exists, which is reflected in the occurrence of similar price fluctuations in different markets. A theoretical analysis indicates that such an equilibrium results from the coupled effects of strategy updating and shift in investment. The runaway of the agents trading a specific asset will lead to a decline in the asset price volatility and such a decline will be inhibited by the clustering of the strategies. A uniform strategy distribution will lead to a large fluctuation in asset prices and such a fluctuation will be suppressed by the decrease in the number of agents in the market. A functional relationship between the price fluctuations and the numbers of agents is found.

q-fin.TR↗

arXiv2013

Heterogeneity Involved Network-based Algorithm Leads to Accurate and Personalized Recommendations

Heterogeneity of both the source and target objects is taken into account in a network-based algorithm for the directional resource transformation between objects. Based on a biased heat conduction recommendation method (BHC) which considers the heterogeneity of the target object, we propose a heterogeneous heat conduction algorithm (HHC), by further taking the source object degree as the weight of diffusion. Tested on three real datasets, the Netflix, RYM and MovieLens, the HHC algorithm is found to present a better recommendation in both the accuracy and personalization than two excellent algorithms, i.e., the original BHC and a hybrid algorithm of heat conduction and mass diffusion (HHM), while not requiring any other accessorial information or parameter. Moreover, the HHC even elevates the recommendation accuracy on cold objects, referring to the so-called cold start problem, for effectively relieving the recommendation bias on objects with different level of popularity.

physics.soc-ph↗

arXiv2012

Coupled dynamics of mobility and pattern formation in optional public goods games

In a static environment, optional participation and a local agglomeration of cooperators are found to be beneficial for the occurrence and maintenance of cooperation. In the optional public goods game, the rock-scissors-paper cycles of different strategies yield oscillatory cooperation but not stable cooperation. In this paper, by incorporating population density and individual mobility into the spatial optional public goods game, we study the coevolutionary dynamics of strategy updating and benefit-seeking migration. With low population density and slow movement, an optimal level of cooperation is easy to be reached. An increase in population density and speed-up of free-floating of competitive agents will suppress cooperation. A log-log relation between the levels of cooperation and the free-floating probability is found. Theoretical analysis indicates that the decrease of cooperator frequency in the present model should result from the increased interactions between different agents, which may originate from the increased cluster size or the speed-up of random-movement.

physics.soc-ph↗

arXiv2012

Promotional effect on cold start problem and diversity in a data characteristic based recommendation method

Pure methods generally perform excellently in either recommendation accuracy or diversity, whereas hybrid methods generally outperform pure cases in both recommendation accuracy and diversity, but encounter the dilemma of optimal hybridization parameter selection for different recommendation focuses. In this article, based on a user-item bipartite network, we propose a data characteristic based algorithm, by relating the hybridization parameter to the data characteristic. Different from previous hybrid methods, the present algorithm adaptively assign the optimal parameter specifically for each individual items according to the correlation between the algorithm and the item degrees. Compared with a highly accurate pure method, and a hybrid method which is outstanding in both the recommendation accuracy and the diversity, our method shows a remarkably promotional effect on the long-standing challenging problem of the cold start, as well as the recommendation diversity, while simultaneously keeps a high overall recommendation accuracy. Even compared with an improved hybrid method which is highly efficient on the cold start problem, the proposed method not only further improves the recommendation accuracy of the cold items, but also enhances the recommendation diversity. Our work might provide a promising way to better solving the personal recommendation from the perspective of relating algorithms with dataset properties.

cs.IR↗

arXiv2011

Dynamics of Bid-ask Spread Return and Volatility of the Chinese Stock Market

Bid-ask spread is taken as an important measure of the financial market liquidity. In this article, we study the dynamics of the spread return and the spread volatility of four liquid stocks in the Chinese stock market, including the memory effect and the multifractal nature. By investigating the autocorrelation function and the Detrended Fluctuation Analysis (DFA), we find that the spread return is lack of long-range memory, while the spread volatility is long-range time correlated. Moreover, by applying the Multifractal Detrended Fluctuation Analysis (MF-DFA), the spread return is observed to possess a strong multifractality, which is similar to the dynamics of a variety of financial quantities. Differently from the spread return, the spread volatility exhibits a weak multifractal nature.

q-fin.ST↗

arXiv2011

Limitation of network inhomogeneity in improving cooperation in coevolutionary dynamics

Cooperative behavior is common in nature even if selfishness is sometimes better for an individual. Empirical and theoretical studies have shown that the invasion and expansion of cooperators are related to an inhomogeneous connectivity distribution. Here we study the evolution of cooperation on an adaptive network, in which an individual is able to avoid being exploited by rewiring its link(s). Our results indicate that the broadening of connectivity distribution is not always beneficial for cooperation. Compared with the Poisson-like degree distribution, the exponential-like degree distribution is detrimental to the occurrence of a higher level of cooperation in the continuous snowdrift game (CSG).

physics.soc-ph↗

arXiv2010

Time scales of epidemic spread and risk perception on adaptive networks

Incorporating dynamic contact networks and delayed awareness into a contagion model with memory, we study the spreading patterns of infectious diseases in connected populations. It is found that the spread of an infectious disease is not only related to the past exposures of an individual to the infected but also to the time scales of risk perception reflected in the social network adaptation. The epidemic threshold $p_{c}$ is found to decrease with the rise of the time scale parameter s and the memory length T, they satisfy the equation $p_{c} =\frac{1}{T}+ \frac{ωT}{ a^s(1-e^{-ωT^2/a^s})}$. Both the lifetime of the epidemic and the topological property of the evolved network are considered. The standard deviation $σ_{d}$ of the degree distribution increases with the rise of the absorbing time $t_{c}$, a power-law relation $σ_{d}=mt_{c}^γ$ is found.

physics.soc-ph↗

arXiv2010

Cooperation in the snowdrift game on directed small-world networks under self-questioning and noisy conditions

Cooperation in the evolutionary snowdrift game with a self-questioning updating mechanism is studied on annealed and quenched small-world networks with directed couplings. Around the payoff parameter value $r=0.5$, we find a size-invariant symmetrical cooperation effect. While generally suppressing cooperation for $r>0.5$ payoffs, rewired networks facilitated cooperative behavior for $r<0.5$. Fair amounts of noise were found to break the observed symmetry and further weaken cooperation at relatively large values of $r$. However, in the absence of noise, the self-questioning mechanism recovers symmetrical behavior and elevates altruism even under large-reward conditions. Our results suggest that an updating mechanism of this type is necessary to stabilize cooperation in a spatially structured environment which is otherwise detrimental to cooperative behavior, especially at high cost-to-benefit ratios. Additionally, we employ component and local stability analyses to better understand the nature of the manifested dynamics.

physics.soc-ph↗