arXiv subjects
Publications and source records attributed to Yang Li.
This paper considers the mean variance portfolio management problem. We examine portfolios which contain both primary and derivative securities. The challenge in this context is due to portfolio's nonlinearities. The delta-gamma approximation is employed to overcome it. Thus, the optimization problem is reduced to a well posed quadratic program. The methodology developed in this paper can be also applied to pricing and hedging in incomplete markets.
MUSTANG is a bolometer camera for the Green Bank Telescope (GBT) working at a frequency of 90 GHz. The detector has a field of view of 40 arcseconds. To cancel out random emission change from atmosphere and other sources, requires a fast scanning reflecting system with a few arcminute ranges. In this paper, the aberrations of an off-axis system are reviewed. The condition for an optimized system is provided. In an optimized system, as additional image transfer mirrors are introduced, new aberrations of the off-axis system may be reintroduced, resulting in a limited field of view. In this paper, different scanning mirror arrangements for the GBT system are analyzed through the ray tracing analysis. These include using the subreflector as the scanning mirror, chopping a flat mirror and transferring image with an ellipse mirror, and chopping a flat mirror and transferring image with a pair of face-to-face paraboloid mirrors. The system analysis shows that chopping a flat mirror and using a well aligned pair of paraboloids can generate the required field of view for the MUSTUNG detector system, while other systems all suffer from larger off-axis aberrations added by the system modification. The spot diagrams of the well aligned pair of paraboloids produced is only about one Airy disk size within a scanning angle of about 3 arcmin.
We extend the idea of weak measurements to the general case, provide a complete treatment and obtain results for both the regime when the pre-selected and post-selected states (PPS) are almost orthogonal and the regime when they are exactly orthogonal. We surprisingly find that for a fixed interaction strength, there may exist a maximum signal amplification and a corresponding optimum overlap of PPS to achieve it. For weak measurements in the orthogonal regime, we find interesting quantities that play the same role that weak values play in the non-orthogonal regime.
We study the dynamics of two identical atoms resonantly coupled to a single-mode cavity under practical feedback control, and focus on the detection inefficiency. The entanglement is induced to vanish in finite time by the inefficiency of detection. Counterintuitively, the asymptotic entanglement and quantum discord can be increased by the inefficiency of detection. The noise of detection triggers control field to create entanglement and discord when no photon are emitted from the atoms. Furthermore, sudden change happens to the dynamics of entanglement.
We study the communication complexity of symmetric XOR functions, namely functions $f: \{0,1\}^n \times \{0,1\}^n \rightarrow \{0,1\}$ that can be formulated as $f(x,y)=D(|x\oplus y|)$ for some predicate $D: \{0,1,...,n\} \rightarrow \{0,1\}$, where $|x\oplus y|$ is the Hamming weight of the bitwise XOR of $x$ and $y$. We give a public-coin randomized protocol in the Simultaneous Message Passing (SMP) model, with the communication cost matching the known lower bound for the \emph{quantum} and \emph{two-way} model up to a logarithm factor. As a corollary, this closes a quadratic gap between quantum lower bound and randomized upper bound for the one-way model, answering an open question raised in Shi and Zhang \cite{SZ09}.
Open quantum system interacting with structured environment is important and manifests non- Markovian behavior, which was conventionally studied using quantum trajectory stochastic method. In this paper, by dividing the effects of the environment into two parts, we propose a deterministic method without using quantum trajectory. This method is more efficient and accurate than stochastic method in most Markovian and non-Markovian cases. We also extend this method to the generalized Lindblad master equation.
Unlike point-to-point cognitive radio, where the constraint imposed by the primary rigidly curbs the secondary throughput, multiple secondary users have the potential to more efficiently harvest the spectrum and share it among themselves. This paper analyzes the sum throughput of a multiuser cognitive radio system with multi-antenna base stations, either in the uplink or downlink mode. The primary and secondary have $N$ and $n$ users, respectively, and their base stations have $M$ and $m$ antennas, respectively. We show that an uplink secondary throughput grows with $\frac{m}{N +1}\log n$ if the primary is a downlink system, and grows with $\frac{m}{M +1}\log n$ if the primary is an uplink system. These growth rates are shown to be optimal and can be obtained with a simple threshold-based user selection rule. Furthermore, we show that the secondary throughput can grow proportional to $\log n$ while simultaneously pushing the interference on the primary down to zero, asymptotically. Furthermore, we show that a downlink secondary throughput grows with $m\log \log n$ in the presence of either an uplink or downlink primary system. In addition, the interference on the primary can be made to go to zero asymptotically while the secondary throughput increases proportionally to $\log \log n$. Thus, unlike the point-to-point case, multiuser cognitive radios can achieve non-trivial sum throughput despite stringent primary interference constraints.
In this paper, the exp-function method with the aid of symbolic computational system is used to obtain generalized travelling wave solutions of a Burgers-Fisher equation with variable coefficients. It is shown that the exp-function method, with the help of symbolic computation, provides a straightforward and powerful mathematical tool to solve the nonlinear evolution equation with variable coefficients in mathematical physics.
We investigate a new laser scheme by using Ramsey separated-field technique with bad cavity. By studying the linewidth of the stimulated-emission spectrum of this kind of laser inside the cavity, we find its linewidth is more than two orders of magnitude narrower than atomic natural linewidth, and it is far superior to that of conventional optical Ramsey method and any other available subnatural linewidth spectroscopy at present. Since any cavity related noise is reduced to cavity-pulling effect in bad cavity laser, this Ramsey laser provides the possibility of precision subnatural linewidth spectroscopy, which is critical for the next generation of optical clock and atom interferometers.
The dynamic behavior of the entanglement for two two-level atoms coupled to a common lossy cavity is studied. We find that the speed of disentanglement is a decreasing (increasing) function of the damping rate of the cavity for on/near (far-off) resonant couplings. The quantitative explanations for these phenomena are given, and further, it is shown that they are related to the quantum Zeno and anti-Zeno effect induced by the non-Markovian environment.
We discuss transportation and redistribution of energy and angular momentum in the magnetic connection (MC) process and Blandford-Payne (BP) process. The MC results in readjusting the interior viscous torque, and its effects are operative not only in but also beyond the MC region. The BP process is invoked to transfer the "excessive" angular momentum from an accretion disc. In addition, we derive a criterion for the interior viscous torque to resolve the puzzle of the overall equilibrium of angular momentum in disc accretion. It turns out that the BP efficiency of extracting angular momentum and the intensity of the outflow are required to be greater than some critical values.
We propose a simplified model of outflow/jet driven by the Blandford-Payne (BP) process from advection dominated accretion flows (ADAF) and derive the expressions of the BP power and disk luminosity based on the conservation laws of mass, angular momentum and energy. We fit the 2--10 keV luminosity and kinetic power of 15 active galactic nucleus (AGNs) of sub-Eddington luminosity. It is found that there exists an anti-correlation between the accretion rate and the advection parameter, which could be used to explain the correlation between Eddington-scaled kinetic power and bolometric luminosity of the 15 samples. In addition, the Ledlow-Owen relation for FR I/II dichotomy is re-expressed in a parameter space consisting of logarithm of dimensionless accretion rate versus that of the BH mass. It turns out that the FR I/II dichotomy is determined mainly by the dimensionless accretion rate, being insensitive to the BH mass. And the dividing accretion rate is less than the critical accretion rate for ADAFs, suggesting that FR I sources are all in the ADAF state.
Using the nonperturbative method, we study the exact entanglement dynamics of two two-level dipole-dipole interacting atoms coupled to a common non-Markovian reservoir with different coupling strengths. Besides analyzing the conditions for the existence of steady state, we find, though the dipole-dipole interaction could destroy the stationary entanglement, that relatively strong dipole-dipole interaction does suppress the disentanglement in the initial period of time. These results are helpful for the practical engineering of the entanglement in the future.
Association of the high-frequency quasi-periodic oscillation (HFQPO) pairs with the broad Fe K line in XTE J1550-564 and GRO J1655-40 is discussed based on the magnetic coupling (MC) of a rotating black hole (BH) with its surrounding disc. The 3:2 HFQPO pairs are interpreted by virtue of the inner and outer hotspots arising from non-axisymmetric magnetic field, where the inner hotspot is produced by a torque exerted at the inner edge of the disc, and the outer hotspot is created by the screw instability of the large-scale magnetic field. The very steep emissivity index is created predominantly by the torque exerted at the inner edge of the disc. It turns out that the 3:2 HFQPO pairs observed in the two sources can be fitted by tuning several model parameters, such as the BH spin, and the main features of this model lie in three aspects. (1) The condition for only one HFQPO is discussed based on the two mechanisms for producing the 3:2 HFQPO pairs, (2) an explanation is given for a systematic shift away from disc dominated flux with the increasing power-law flux as the HFQPO pairs shift from the higher to lower frequencies, which is consistent with the analysis given by Remillard et al. (2002), and (3) the BH spin in XTE J1550-564 and GRO J1655-40 can be estimated by combining the 3:2 HFQPO pairs with the very steep emissivity index required for fitting the broad Fe K emission line.
We argue that hadron production in coherent diffraction of proton on a heavy nucleus provides a very sensitive probe of the low-x QCD dynamics. This process probes the BFKL dynamics in proton and the non-linear gluon evolution in nucleus. We calculate the diffractive hadron production cross sections in the RHIC and LHC kinematic regions. To study the nuclear effects we introduce the diffractive nuclear modification factor. We show that unlike the nuclear modification factor for inclusive hadron production that has a very interesting dynamics at RHIC but is expected to be almost completely saturated at the LHC, the nuclear modification factor for diffractive production exhibits a non-trivial behavior both at RHIC and LHC.
We calculate spectrum of diffractively produced gluons in onium-heavy nucleus collisions at high energies. We show that it exhibits a characteristic dependence on nucleus atomic number A and energy/rapidity. We argue that this dependence offers a unique possibility for determining the low-x structure of nuclear matter. Applications to RHIC, LHC and EIC experimental programs are discussed.
We derive the cross section for the diffractive gluon production in high energy onium-nucleus collisions that includes the low-x evolution effects in the rapidity interval between the onium and the produced gluon and in the rapidity interval between the gluon and the target nucleus. We analyze our result in two limiting cases: when the onium size is much smaller than the saturation scale and when its size is much larger than the saturation scale. In the later case the gluon multiplicity is very small in the quasi-classical case and increases when the low-x evolution effects in onium become significant. We discuss the implications of our result for the RHIC, LHC and EIC phenomenology.
We argue that the collinear factorization of the fragmentation functions in high energy nuclear collisions breaks down at transverse momenta $p_T \lesssim Q_s/g$ due to high parton densities in the colliding hadrons and/or nuclei. We find that gluon recombination dominates in that $p_T$ region. We calculate the inclusive cross-section for $π$ meson and nucleon production using the low energy theorems for the scale anomaly in QCD, and compare our quantitative baryon-to-meson ratio to the RHIC data.