arXiv subjects

Zhi-Feng Huang

Publications and source records attributed to Zhi-Feng Huang.

54 records · Page 3Linked to original sources

arXiv2006

Grain boundary dynamics in stripe phases of non potential systems

We describe numerical solutions of two non potential models of pattern formation in nonequilibrium systems to address the motion and decay of grain boundaries separating domains of stripe configurations of different orientations. We first address wavenumber selection because of the boundary, and possible decay modes when the periodicity of the stripe phases is different from the selected wavenumber for a stationary boundary. We discuss several decay modes including long wavelength undulations of the moving boundary as well as the formation of localized defects and their subsequent motion. We find three different regimes as a function of the distance to the stripe phase threshold and initial wavenumber, and then correlate these findings with domain morphology during domain coarsening in a large aspect ratio configuration.

cond-mat.soft↗

arXiv2006

Stability of parallel/perpendicular domain boundaries in lamellar block copolymers under oscillatory shear

We introduce a model constitutive law for the dissipative stress tensor of lamellar phases to account for low frequency and long wavelength flows. Given the uniaxial symmetry of these phases, we argue that the stress tensor must be the same as that of a nematic but with the local order parameter being the slowly varying lamellar wavevector. This assumption leads to a dependence of the effective dynamic viscosity on orientation of the lamellar phase. We then consider a model configuration comprising a domain boundary separating laterally unbounded domains of so called parallel and perpendicularly oriented lamellae in a uniform, oscillatory, shear flow, and show that the configuration can be hydrodynamically unstable for the constitutive law chosen. It is argued that this instability and the secondary flows it creates can be used to infer a possible mechanism for orientation selection in shear experiments.

cond-mat.soft↗

arXiv2006

Orientation selection in lamellar phases by oscillatory shears

In order to address the selection mechanism that is responsible for the unique lamellar orientation observed in block copolymers under oscillatory shears, we use a constitutive law for the dissipative part of the stress tensor that respects the uniaxial symmetry of a lamellar phase. An interface separating two domains oriented parallel and perpendicular to the shear is shown to be hydrodynamically unstable, a situation analogous to the thin layer instability of stratified fluids under shear. The resulting secondary flows break the degeneracy between parallel and perpendicular lamellar orientation, leading to a preferred perpendicular orientation in certain ranges of parameters of the polymer and of the shear.

cond-mat.soft↗

arXiv2004

Tilt grain boundary instabilities in three dimensional lamellar patterns

We identify a finite wavenumber instability of a 90$^{\circ}$ tilt grain boundary in three dimensional lamellar phases which is absent in two dimensional configurations. Both a stability analysis of the slowly varying amplitude or envelope equation for the boundary, and a direct numerical solution of an order parameter model equation are presented. The instability mode involves two dimensional perturbations of the planar base boundary, and is suppressed for purely one dimensional perturbations. We find that both the most unstable wavenumbers and their growth rate increase with $ε$, the dimensionless distance away from threshold of the lamellar phase.

cond-mat.soft↗

arXiv2003

Shear induced grain boundary motion for lamellar phases in the weakly nonlinear regime

We study the effect of an externally imposed oscillatory shear on the motion of a grain boundary that separates differently oriented domains of the lamellar phase of a diblock copolymer. A direct numerical solution of the Swift-Hohenberg equation in shear flow is used for the case of a transverse/parallel grain boundary in the limits of weak nonlinearity and low shear frequency. We focus on the region of parameters in which both transverse and parallel lamellae are linearly stable. Shearing leads to excess free energy in the transverse region relative to the parallel region, which is in turn dissipated by net motion of the boundary toward the transverse region. The observed boundary motion is a combination of rigid advection by the flow and order parameter diffusion. The latter includes break up and reconnection of lamellae, as well as a weak Eckhaus instability in the boundary region for sufficiently large strain amplitude that leads to slow wavenumber readjustment. The net average velocity is seen to increase with frequency and strain amplitude, and can be obtained by a multiple scale expansion of the governing equations.

cond-mat.soft↗

arXiv2003

Wetting effect and morphological stability in growth of short-period strained multilayers

We explore the morphological stability during the growth of strained multilayer structures in a dynamical model which describes the coupling of elastic fields, wetting effect, and deposition process. We quantitatively show the significant influence of the wetting effect on the stability properties, in particular for short-period multilayers. Our results are qualitatively similar to recent experimental observations in AlAs/InAs/InP(001) system. We also give predictions for strain-balanced multilayers.

cond-mat.stat-mech↗

arXiv2003

Stress-driven instability in growing multilayer films

We investigate the stress-driven morphological instability of epitaxially growing multilayer films, which are coherent and dislocation-free. We construct a direct elastic analysis, from which we determine the elastic state of the system recursively in terms of that of the old states of the buried layers. In turn, we use the result for the elastic state to derive the morphological evolution equation of surface profile to first order of perturbations, with the solution explicitly expressed by the growth conditions and material parameters of all the deposited layers. We apply these results to two kinds of multilayer structures. One is the alternating tensile/compressive multilayer structure, for which we determine the effective stability properties, including the effect of varying surface mobility in different layers, its interplay with the global misfit of the multilayer film, and the influence of asymmetric structure of compressive and tensile layers on the system stability. The nature of the asymmetry properties found in stability diagrams is in agreement with experimental observations. The other multilayer structure that we study is one composed of stacked strained/spacer layers. We also calculate the kinetic critical thickness for the onset of morphological instability and obtain its reduction and saturation as number of deposited layers increases, which is consistent with recent experimental results. Compared to the single-layer film growth, the behavior of kinetic critical thickness shows deviations for upper strained layers.

cond-mat.stat-mech↗

arXiv2002

Long-Time Fluctuations in a Dynamical Model of Stock Market Indices

Financial time series typically exhibit strong fluctuations that cannot be described by a Gaussian distribution. In recent empirical studies of stock market indices it was examined whether the distribution P(r) of returns r(tau) after some time tau can be described by a (truncated) Levy-stable distribution L_{alpha}(r) with some index 0 < alpha <= 2. While the Levy distribution cannot be expressed in a closed form, one can identify its parameters by testing the dependence of the central peak height on tau as well as the power-law decay of the tails. In an earlier study [Mantegna and Stanley, Nature 376, 46 (1995)] it was found that the behavior of the central peak of P(r) for the Standard & Poor 500 index is consistent with the Levy distribution with alpha=1.4. In a more recent study [Gopikrishnan et al., Phys. Rev. E 60, 5305 (1999)] it was found that the tails of P(r) exhibit a power-law decay with an exponent alpha ~= 3, thus deviating from the Levy distribution. In this paper we study the distribution of returns in a generic model that describes the dynamics of stock market indices. For the distributions P(r) generated by this model, we observe that the scaling of the central peak is consistent with a Levy distribution while the tails exhibit a power-law distribution with an exponent alpha > 2, namely beyond the range of Levy-stable distributions. Our results are in agreement with both empirical studies and reconcile the apparent disagreement between their results.

cond-mat.stat-mech↗

arXiv2002

Instability and decomposition on the surface of strained alloy films

A continuum dynamical model is developed to determine the morphological and compositional instabilities on the free surface of heteroepitaxial alloy films in the absence of growth. We use linear stability analysis to study the early nonequilibrium processes of surface evolution, and calculate the stability conditions and diagrams for different cases of material parameters. There are two key considerations in our treatment: the coupling between top free surface of the film and the bulk phase underneath, and the dependence of both Young's and shear elastic moduli on local composition. The combination and interplay of different elastic effects caused by lattice misfit between film and substrate (misfit strain), composition dependence of film lattice parameter (compositional strain) and of film elastic constants lead to complicated and rich stability results, in particular the joint stability or instability for morphological and compositional profiles, the asymmetry between tensile and compressive layers, as well as the possible stabilization and suppression of surface decomposition even below the effective critical temperature. We also compare our results with the observations of some postdeposition annealing experiments.

cond-mat.stat-mech↗

arXiv2002

Epitaxial growth in dislocation-free strained alloy films: Morphological and compositional instabilities

The mechanisms of stability or instability in the strained alloy film growth are of intense current interest to both theorists and experimentalists. We consider dislocation-free, coherent, growing alloy films which could exhibit a morphological instability without nucleation. We investigate such strained films by developing a nonequilibrium, continuum model and by performing a linear stability analysis. The couplings of film-substrate misfit strain, compositional stress, deposition rate, and growth temperature determine the stability of film morphology as well as the surface spinodal decomposition. We consider some realistic factors of epitaxial growth, in particular the composition dependence of elastic moduli and the coupling between top surface and underlying bulk of the film. The interplay of these factors leads to new stability results. In addition to the stability diagrams both above and below the coherent spinodal temperature, we also calculate the kinetic critical thickness for the onset of instability as well as its scaling behavior with respect to misfit strain and deposition rate. We apply our results to some real growth systems and discuss the implications related to some recent experimental observations.

cond-mat.stat-mech↗

arXiv2001

Stochastic Multiplicative Processes for Financial Markets

We study a stochastic multiplicative system composed of finite asynchronous elements to describe the wealth evolution in financial markets. We find that the wealth fluctuations or returns of this system can be described by a walk with correlated step sizes obeying truncated Levy-like distribution, and the cross-correlation between relative updated wealths is the origin of the nontrivial properties of returns, including the power law distribution with exponent outside the stable Levy regime and the long-range persistence of volatility correlations.

cond-mat.stat-mech↗

arXiv2001

Finite market size as a source of extreme wealth inequality and market instability

We study the finite-size effects in some scaling systems, and show that the finite number of agents N leads to a cut-off in the upper value of the Pareto law for the relative individual wealth. The exponent $α$ of the Pareto law obtained in stochastic multiplicative market models is crucially affected by the fact that N is always finite in real systems. We show that any finite value of N leads to properties which can differ crucially from the naive theoretical results obtained by assuming an infinite N. In particular, finite N may cause in the absence of an appropriate social policy extreme wealth inequality $α< 1$ and market instability.

cond-mat.stat-mech↗

arXiv2000

Power, Levy, Exponential and Gaussian Regimes in Autocatalytic Financial Systems

We study by theoretical analysis and by direct numerical simulation the dynamics of a wide class of asynchronous stochastic systems composed of many autocatalytic degrees of freedom. We describe the generic emergence of truncated power laws in the size distribution of their individual elements. The exponents $α$ of these power laws are time independent and depend only on the way the elements with very small values are treated. These truncated power laws determine the collective time evolution of the system. In particular the global stochastic fluctuations of the system differ from the normal Gaussian noise according to the time and size scales at which these fluctuations are considered. We describe the ranges in which these fluctuations are parameterized respectively by: the Levy regime $α< 2$, the power law decay with large exponent ($α> 2$), and the exponential decay. Finally we relate these results to the large exponent power laws found in the actual behavior of the stock markets and to the exponential cut-off detected in certain recent measurement.

cond-mat.stat-mech↗

arXiv2000

Stochastic Penna model for biological aging

A stochastic genetic model for biological aging is introduced bridging the gap between the bit-string Penna model and the Pletcher-Neuhauser approach. The phenomenon of exponentially increasing mortality function at intermediate ages and its deceleration at advanced ages is reproduced for both the evolutionary steady-state population and the genetically homogeneous individuals.

cond-mat.stat-mech↗

arXiv2000

Modelling High-frequency Economic Time Series

The minute-by-minute move of the Hang Seng Index (HSI) data over a four-year period is analysed and shown to possess similar statistical features as those of other markets. Based on a mathematical theorem [S. B. Pope and E. S. C. Ching, Phys. Fluids A {\bf 5}, 1529 (1993)], we derive an analytic form for the probability distribution function (PDF) of index moves from fitted functional forms of certain conditional averages of the time series. Furthermore, following a recent work by Stolovitzky and Ching, we show that the observed PDF can be reproduced by a Langevin process with a move-dependent noise amplitude. The form of the Langevin equation can be determined directly from the market data.

cond-mat.stat-mech↗

arXiv2000

The first 20 minutes in the Hong Kong stock market

Based on the minute-by-minute data of the Hang Seng Index in Hong Kong and the analysis of probability distribution and autocorrelations, we find that the index fluctuations for the first few minutes of daily opening show behaviors very different from those of the other times. In particular, the properties of tail distribution, which will show the power law scaling with exponent about -4 or an exponential-type decay, the volatility, and its correlations depend on the opening effect of each trading day.

cond-mat.stat-mech↗

arXiv2000

Self-organized model for information spread in financial markets

A self-organized model with social percolation process is proposed to describe the propagations of information for different trading ways across a social system and the automatic formation of various groups within market traders. Based on the market structure of this model, some stylized observations of real market can be reproduced, including the slow decay of volatility correlations, and the fat tail distribution of price returns which is found to cross over to an exponential-type asymptotic decay in different dimensional systems.

cond-mat.stat-mech↗

arXiv1999

Scaling for domain growth in the Ising model with competing dynamics

We study the domain growth of the one-dimensional kinetic Ising model under the competing influence of Glauber dynamics at temperature T and Kawasaki dynamics with a configuration-independent rate. The scaling of the structure factor is shown to have the form for nonconserved dynamics with the corrections arising from the spin-exchange process, i.e., $S(k,t)=Lg_0(kL,t/τ)+g_1(kL,t/τ)+... $, and the corresponding scaling functions are calculated analytically. A correction to the Porod law at zero temperature is also given.

cond-mat.stat-mech↗