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Y. -C. Zhang

Publications and source records attributed to Y. -C. Zhang.

At least 19 recordsLinked to original sources
arXiv2022

Three-dimensional simulations of spatiotemporal instabilities in a magneto-optical trap

Large clouds of atoms in a magneto-optical trap (MOT) are known to exhibit spatiotemporal instabilities when the frequency of the trapping lasers comes close to the atomic resonance. Such instabilities possess similarities with stars and confined plasmas, where corresponding nonlinearities may give rise to spontaneous oscillations. In this paper, we describe the kinetic model that has recently been employed in three-dimensional (3D) simulations of spatiotemporal instabilities in a MOT, yielding qualitative agreements with experimentally observed instability thresholds and regimes. Details surrounding its implementation are included, and the impact of its physical effects on the instabilities is investigated to improve the understanding of the complex mechanism at work.

physics.atom-ph↗
arXiv2021

Hourly Warning for Strong Earthquakes

A promising perspective is presented that humans can provide hourly warning for strong land earthquakes (EQs, Ms6). Two important atmospheric electrostatic signal features are described. A table that lists 9 strong land EQs with shock time, epicenter, magnitude, weather in the region near the epicenter, precursor beginning time, and precursor duration demonstrates that at approximately several hours to one day before a strong land EQ, the weather conditions are fair near the epicenter, and an abnormal negative atmospheric electrostatic signal is very obvious. Moreover, the mechanism is explained. A method by which someone could determine the epicenter and the magnitude of a forthcoming strong EQ is suggested. Finally, the possibility of realizing hourly warning for strong land EQs in the near future is pointed out.

physics.geo-ph↗
arXiv2021

Phase diagram of spatiotemporal instabilities in a large magneto-optical trap

Large clouds of cold atoms prepared in a magneto-optical trap are known to present spatiotemporal instabilities when the frequency of the trapping lasers is brought close to the atomic resonance. This system bears similarities with trapped plasmas where the role of the Coulomb interaction is played by the exchange of scattered photons, and astrophysical objects such as stars whose size is dependent on radiative forces. We present in this paper a study of the phase-space of such instabilities, and reveal different dynamical regimes. Three dimensional simulations of the highly nonlinear atomic dynamics permit a detailed analysis of the experimental observations.

cond-mat.quant-gas↗
arXiv2011

Tracing the Evolution of Physics on the Backbone of Citation Networks

Many innovations are inspired by past ideas in a non-trivial way. Tracing these origins and identifying scientific branches is crucial for research inspirations. In this paper, we use citation relations to identify the descendant chart, i.e. the family tree of research papers. Unlike other spanning trees which focus on cost or distance minimization, we make use of the nature of citations and identify the most important parent for each publication, leading to a tree-like backbone of the citation network. Measures are introduced to validate the backbone as the descendant chart. We show that citation backbones can well characterize the hierarchical and fractal structure of scientific development, and lead to accurate classification of fields and sub-fields.

physics.soc-ph↗
arXiv2008

Minority Games

We present a simple introduction to the basic Minority Game (MG) introduced by Challet and Zhang in 1997 and discuss some of its physical properties and subsequent developments. We also introduce some of its variants include the Evolutionay Minority Game (EMG), the Thermal Minority Game (TMG), the simple Minority Game without information and the Grand-canonical Minority Game (GCMG). Some analytical approaches on Minority Games and the relations of Minority Games with financial market are also briefly discussed.

physics.soc-ph↗
arXiv2008

Trading Model with Pair Pattern Strategies

A simple trading model based on pair pattern strategy space with holding periods is proposed. Power-law behaviors are observed for the return variance $σ^2$, the price impact $H$ and the predictability $K$ for both models with linear and square root impact functions. The sum of the traders' wealth displays a positive value for the model with square root price impact function, and a qualitative explanation is given based on the observation of the conditional excess demand $ $. An evolutionary trading model is further proposed, and the elimination mechanism effectively changes the behavior of the traders highly performed in the model without evolution. The trading model with other types of traders, e.g., traders with the MG's strategies and producers, are also carefully studied.

q-fin.PM↗
arXiv2007

Models of Financial Markets with Extensive Participation Incentives

We consider models of financial markets in which all parties involved find incentives to participate. Strategies are evaluated directly by their virtual wealths. By tuning the price sensitivity and market impact, a phase diagram with several attractor behaviors resembling those of real markets emerge, reflecting the roles played by the arbitrageurs and trendsetters, and including a phase with irregular price trends and positive sums. The positive-sumness of the players' wealths provides participation incentives for them. Evolution and the bid-ask spread provide mechanisms for the gain in wealth of both the players and market-makers. New players survive in the market if the evolutionary rate is sufficiently slow. We test the applicability of the model on real Hang Seng Index data over 20 years. Comparisons with other models show that our model has a superior average performance when applied to real financial data.

q-fin.TR↗
arXiv2006

Information filtering via Iterative Refinement

With the explosive growth of accessible information, expecially on the Internet, evaluation-based filtering has become a crucial task. Various systems have been devised aiming to sort through large volumes of information and select what is likely to be more relevant. In this letter we analyse a new ranking method, where the reputation of information providers is determined self-consistently.

physics.data-an↗
arXiv2003

Ecology of active and passive players and their impact on information selection

Is visitors' attendance a fair indicator of a web site's quality? Internet sub-domains are usually characterized by power law distributions of visits, thus suggesting a richer-get-richer process. If this is the case, the number of visits is not a relevant measure of quality. If, on the other hand, there are active players, i.e. visitors who can tell the value of the information available, better sites start getting richer after a crossover time.

nlin.AO↗
arXiv2002

Filtering information in a connected network

We introduce a new kind of Information Theory. From a finite number of local, noisy comparisons, we want to design a robust filter such that the outcome is a high ranking number, Both analytical and numerical results are encouraging and we believe our toy model has wide ranging implications in the future Internet-based information selection mechanism.

cond-mat.dis-nn↗
arXiv2001

Minority Games and stylized facts

The Minority Game is a generic model of competing adaptive agents, which is often believed to be a model of financial markets. We discuss to which extend this is a reasonable statement, and present minimal modifications that make this model reproduce stylized facts. The resulting model shows that without speculators, prices follow random walks, and that stylized facts disappear if enough speculators take into account their market impact.

cond-mat.stat-mech↗
arXiv2000

From Minority Games to real markets

We address the question of market efficiency using the Minority Game (MG) model. First we show that removing unrealistic features of the MG leads to models which reproduce a scaling behavior close to what is observed in real markets. In particular we find that i) fat tails and clustered volatility arise at the phase transition point and that ii) the crossover to random walk behavior of prices is a finite size effect. This, on one hand, suggests that markets operate close to criticality, where the market is marginally efficient. On the other it allows one to measure the distance from criticality of real market, using cross-over times. The artificial market described by the MG is then studied as an ecosystem with different_species_ of traders. This clarifies the nature of the interaction and the particular role played by the various populations.

cond-mat.stat-mech↗
arXiv1999

Universal 1/f Noise from Dissipative SOC Models

We introduce a model able to reproduce the main features of 1/f noise: hyper-universality (the power-law exponents are independent on the dimension of the system; we show here results in d=1,2) and apparent lack of a low-frequency cutoff in the power spectrum. Essential ingredients of this model are an activation-deactivation process and dissipation.

cond-mat.stat-mech↗
arXiv1997

A Prototype Model of Stock Exchange

A prototype model of stock market is introduced and studied numerically. In this self-organized system, we consider only the interaction among traders without external influences. Agents trade according to their own strategy, to accumulate his assets by speculating on the price's fluctuations which are produced by themselves. The model reproduced rather realistic price histories whose statistical properties are also similar to those observed in real markets.

cond-mat.stat-mech↗
arXiv1997

Scaling Behavior in the Stable Marriage Problem

We study the optimization of the stable marriage problem. All individuals attempt to optimize their own satisfaction, subject to mutually conflicting constraints. We find that the stable solutions are generally not the globally best solution, but reasonably close to it. All the stable solutions form a special sub-set of the meta-stable states, obeying interesting scaling laws. Both numerical and analytical tools are used to derive our results.

cond-mat↗
arXiv1997

Fluctuations around Nash Equilibria in Game Theory

We investigate the fluctuations induced by irrationality in simple games with a large number of competing players. We show that Nash equilibria in such games are ``weakly'' stable: irrationality propagates and amplifies through players' interactions so that huge fluctuations can results from a small amount of irrationality. In the presence of multiple Nash equilibria, our statistical approach allows to establish which is the globally stable equilibrium. However characteristic times to reach this state can be very large.

cond-mat↗
arXiv1996

Probabilistic Fragmentation and Effective Power Law

A simple fragmentation model is introduced and analysed. We show that, under very general conditions, an effective power law for the mass distribution arises with realistic exponent. This exponent has a universal limit, but in practice the effective exponent depends on the detailed breaking mechanism and the initial conditions. This dependence is in good agreement with experimental results of fragmentation.

cond-mat↗