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Residual stress determination in a C-C composite consisting of a carbonized elastomer matrix filled with graphite, carbon black and short carbon fibers 碳化弹性体基体填充石墨、碳黑和短碳纤维组成的 C-C 复合材料中残余应力的测定
IF 3.1 3区 物理与天体物理
Frontiers in Physics Pub Date : 2024-07-23 DOI: 10.3389/fphy.2024.1407517
Eugene S. Statnik, Semen D. Ignatyev, Alexey I. Salimon, Andrey A. Stepashkin, Alexander M. Korsunsky
{"title":"Residual stress determination in a C-C composite consisting of a carbonized elastomer matrix filled with graphite, carbon black and short carbon fibers","authors":"Eugene S. Statnik, Semen D. Ignatyev, Alexey I. Salimon, Andrey A. Stepashkin, Alexander M. Korsunsky","doi":"10.3389/fphy.2024.1407517","DOIUrl":"https://doi.org/10.3389/fphy.2024.1407517","url":null,"abstract":"In this study, composites obtained through low-temperature carbonization of elastomeric matrix highly filled with graphite, carbon black and short carbon fibers were studied for the purpose of determining residual stresses at different scales using a combination of several complementary methods. The state-of-the-art techniques included X-ray stress analysis using the <jats:inline-formula><mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"><mml:mrow><mml:msup><mml:mi>sin</mml:mi><mml:mn>2</mml:mn></mml:msup><mml:mo>⁡</mml:mo><mml:mi>ψ</mml:mi></mml:mrow></mml:math></jats:inline-formula> method, the micro-ring-core technique via Focused Ion Beam milling and Digital Image Correlation (FIB-DIC), the contour method, the strain gauge method, and the hole drilling technique with digital laser speckle pattern interferometry (DLSPI). It was found that the contour method could not be used implemented for residual stress evaluation due to the low electrical conductivity of composite. Moreover, the DLSPI hole drilling method did not reveal any fringes indicating significant residual stress level exceeding a few MPa. The strain gauge method also revealed a narrow residual stress distribution with an average value of approximately zero. In contrast, the X-ray <jats:inline-formula><mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"><mml:mrow><mml:msup><mml:mi>sin</mml:mi><mml:mn>2</mml:mn></mml:msup><mml:mo>⁡</mml:mo><mml:mi>ψ</mml:mi></mml:mrow></mml:math></jats:inline-formula> method as well as FIB-DIC technique both returned values of about 150–250 MPa. A hierarchical model of the composite is proposed based on the Davidenkov Type I–II–III stress classification that provides an explanation of these observations.","PeriodicalId":12507,"journal":{"name":"Frontiers in Physics","volume":"21 1","pages":""},"PeriodicalIF":3.1,"publicationDate":"2024-07-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141777806","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
An efficient algorithm for resource optimization in TWDM passive optical network using a C-RAN 使用 C-RAN 的 TWDM 无源光网络资源优化的高效算法
IF 3.1 3区 物理与天体物理
Frontiers in Physics Pub Date : 2024-07-23 DOI: 10.3389/fphy.2024.1429750
Jun Jiat Tiang, Hee Chan Chung, Jaeyoung Choi, Imran Khan, Asma Alshehri, Pi-Chung Wang, Ibrahim A. Hameed
{"title":"An efficient algorithm for resource optimization in TWDM passive optical network using a C-RAN","authors":"Jun Jiat Tiang, Hee Chan Chung, Jaeyoung Choi, Imran Khan, Asma Alshehri, Pi-Chung Wang, Ibrahim A. Hameed","doi":"10.3389/fphy.2024.1429750","DOIUrl":"https://doi.org/10.3389/fphy.2024.1429750","url":null,"abstract":"The traditional base station in C-RAN is divided into three parts: a pool of centralized baseband units (BBUs), a fronthaul network that links the BBUs and remote radio units (RRUs), and RRUs. This paper proposes a novel cooperative algorithm for resource optimization in a time-wavelength division multiplexed (TWDM) passive optical network (PON) incorporating a cloud radio access network (C-RAN). First, a joint collaborative strategy is deployed to optimize cooperative caching and transmission in the wireless and optical domains. Then, the quality of experience (QoE) is improved by bandwidth configuration and caching. Simulation results show that the average throughput of the proposed QoE-aware video cooperative caching and transmission mechanism (QACCTM) algorithm is approximately 30% higher than that of other algorithms. Compared with the relative average residual clutter power (RARCP) and quality-aware wireless edge caching (QAWEC) algorithms, the proposed QACCTM algorithm reduces the access delay by approximately 27.1% and 15.9%, respectively.","PeriodicalId":12507,"journal":{"name":"Frontiers in Physics","volume":"3 1","pages":""},"PeriodicalIF":3.1,"publicationDate":"2024-07-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141777751","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Insight into the thermal transport by considering the modified Buongiorno model during the silicon oil-based hybrid nanofluid flow: probed by artificial intelligence 通过人工智能探测硅油基混合纳米流体流动过程中的热传输:考虑修改后的布昂奥尔诺模型
IF 3.1 3区 物理与天体物理
Frontiers in Physics Pub Date : 2024-07-23 DOI: 10.3389/fphy.2024.1372675
Asad Ullah, Hongxing Yao, Farid Ullah, Haifa Alqahtani, Emad A. A. Ismail, Fuad A. Awwad, Abeer A. Shaaban
{"title":"Insight into the thermal transport by considering the modified Buongiorno model during the silicon oil-based hybrid nanofluid flow: probed by artificial intelligence","authors":"Asad Ullah, Hongxing Yao, Farid Ullah, Haifa Alqahtani, Emad A. A. Ismail, Fuad A. Awwad, Abeer A. Shaaban","doi":"10.3389/fphy.2024.1372675","DOIUrl":"https://doi.org/10.3389/fphy.2024.1372675","url":null,"abstract":"This work aims to analyze the impacts of the magnetic field, activation of energy, thermal radiation, thermophoresis, and Brownian effects on the hybrid nanofluid (HNF) (Ag++silicon oil) flow past a porous spinning disk. The pressure loss due to porosity is constituted by the Darcy–Forchheimer relation. The modified Buongiorno model is considered for simulating the flow field into a mathematical form. The modeled problem is further simplified with the new group of dimensionless variables and further transformed into a first-order system of equations. The reduced system is further analyzed with the Levenberg–Marquardt algorithm using a trained artificial neural network (ANN) with a tolerance, step size of 0.001, and 1,000 epochs. The state variables under the impacts of the pertinent parameters are assessed with graphs and tables. It has been observed that when the magnetic parameter increases, the velocity gradient of mono and hybrid nanofluids (NFs) decreases. As the input of the Darcy–Forchheimer parameter increases, the velocity profiles decrease. The result shows that as the thermophoresis parameter increases, temperature and concentration increase as well. When the activation energy parameter increases, the concentration profile becomes higher. For a deep insight into the analysis of the problem, a statistical approach for data fitting in the form of regression lines and error histograms for NF and HNF is presented. The regression lines show that <jats:inline-formula><mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"><mml:mn>100</mml:mn><mml:mi>%</mml:mi></mml:math></jats:inline-formula> of the data is used in curve fitting, while the error histograms depict the minimal zero error <jats:inline-formula><mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"><mml:mo>−</mml:mo><mml:mn>7.1</mml:mn><mml:mi>e</mml:mi><mml:mn>6</mml:mn></mml:math></jats:inline-formula> for the increasing values of <jats:inline-formula><mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"><mml:mi>N</mml:mi><mml:mi>t</mml:mi></mml:math></jats:inline-formula>. Furthermore, the mean square error and performance validation for each varying parameter are presented. For validation, the present results are compared with the available literature in the form of a table, where the current results show great agreement with the existing one.","PeriodicalId":12507,"journal":{"name":"Frontiers in Physics","volume":"70 1","pages":""},"PeriodicalIF":3.1,"publicationDate":"2024-07-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141777807","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Frontiers | Unfolding experimental distortions in beta spectrometry 前沿 | 揭开贝塔光谱仪中的实验畸变
IF 3.1 3区 物理与天体物理
Frontiers in Physics Pub Date : 2024-07-22 DOI: 10.3389/fphy.2024.1435615
Gaël Craveiro, Sylvain Leblond, Xavier Mougeot, Matthieu Vivier
{"title":"Frontiers | Unfolding experimental distortions in beta spectrometry","authors":"Gaël Craveiro, Sylvain Leblond, Xavier Mougeot, Matthieu Vivier","doi":"10.3389/fphy.2024.1435615","DOIUrl":"https://doi.org/10.3389/fphy.2024.1435615","url":null,"abstract":"The distortions of measured beta spectra are addressed by means of unfolding algorithms. Two different approaches, the Maximum-Likelihood Expectation-Maximization and the Tikhonov regularization, are tested on various simulated spectra, for which the initial spectrum to retrieve is known, and on a 99Tc spectrum measured with our dedicated setup. Statistical uncertainties of distorted measured spectra are propagated by determining the covariance matrices. Both algorithms provide satisfactory results but Tikhonov performs overall better for most of the studied radionuclides. Highlight is made on the necessity to employ at least two independent methods to ensure the accuracy of the unfolded spectra and to estimate the internal bias of each algorithm.","PeriodicalId":12507,"journal":{"name":"Frontiers in Physics","volume":"26 1","pages":""},"PeriodicalIF":3.1,"publicationDate":"2024-07-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141945752","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Z-ACA allotrope: a topological carbon material with obstructed Wannier charge center, real topology, and hinge states Z-ACA 同素异形体:一种具有受阻万尼尔电荷中心、真实拓扑结构和铰链态的拓扑碳材料
IF 3.1 3区 物理与天体物理
Frontiers in Physics Pub Date : 2024-07-19 DOI: 10.3389/fphy.2024.1437146
Lunsheng Wu, Yang Li
{"title":"Z-ACA allotrope: a topological carbon material with obstructed Wannier charge center, real topology, and hinge states","authors":"Lunsheng Wu, Yang Li","doi":"10.3389/fphy.2024.1437146","DOIUrl":"https://doi.org/10.3389/fphy.2024.1437146","url":null,"abstract":"As the most prevalent element on our planet, carbon manifests a wide variety of allotropic phases, significantly contributing to its complex physical properties. Recently, several carbon allotropes have been reported to possess abundant topological phases in theory and experiment. This work focuses on a sp<jats:sup>3</jats:sup> carbon allotrope, Z-ACA allotrope, which consists of 5-6-7-type Z-ACA carbon rings. This allotrope has been reported previously as a superhard material comparable to diamond. In this study, we report that it is a candidate for both an obstructed atomic insulator and a real Chern insulator. It is worth mentioning that Z-ACA exhibits an unconventional bulk-boundary correspondence due to its hinge boundary state manifestation. Our current research indicates that Z-ACA is a suitable carbon phase platform for studying the real topology and second-order bulk-boundary correspondence.","PeriodicalId":12507,"journal":{"name":"Frontiers in Physics","volume":"15 1","pages":""},"PeriodicalIF":3.1,"publicationDate":"2024-07-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141745836","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The closed-form solution by the exponential rational function method for the nonlinear variable-order fractional differential equations 指数有理函数法对非线性变阶分数微分方程的闭式求解
IF 3.1 3区 物理与天体物理
Frontiers in Physics Pub Date : 2024-07-19 DOI: 10.3389/fphy.2024.1347636
Mashael M. ALBaidani, Umair Ali, Abdul Hamid Ganie
{"title":"The closed-form solution by the exponential rational function method for the nonlinear variable-order fractional differential equations","authors":"Mashael M. ALBaidani, Umair Ali, Abdul Hamid Ganie","doi":"10.3389/fphy.2024.1347636","DOIUrl":"https://doi.org/10.3389/fphy.2024.1347636","url":null,"abstract":"The symmetry features of fractional differential equations allow effective explanation of physical and biological phenomena in nature. The generalized form of the fractional differential equations is the variable-order fractional differential equations that describe the physical and biological applications. This paper discusses the closed-form traveling wave solutions for the nonlinear space–time variable-order fractional modified Kawahara and (2 + 1)-dimensional Burger hierarchy equations. The variable-order fractional differential equation has a derivative operator in the Caputo sense that is converted into the integer-order ordinary differential equation (ODE) by fractional transformation. The obtained ODE is solved by the exponential rational function method, and as a result, new exact solutions are constructed. Two problems are proposed to confirm the solutions of the space-time variable-order fractional differential equations.","PeriodicalId":12507,"journal":{"name":"Frontiers in Physics","volume":"36 1","pages":""},"PeriodicalIF":3.1,"publicationDate":"2024-07-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141738088","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Impact of carboxylic acid structure on α-hemihydrate gypsum crystal morphology and mechanical strength 羧酸结构对 α-半水石膏晶体形态和机械强度的影响
IF 3.1 3区 物理与天体物理
Frontiers in Physics Pub Date : 2024-07-18 DOI: 10.3389/fphy.2024.1420138
Guo-gang Li, Jin-e Liu, Liang Ma, Hao-lei Gong, Su-hong Yin
{"title":"Impact of carboxylic acid structure on α-hemihydrate gypsum crystal morphology and mechanical strength","authors":"Guo-gang Li, Jin-e Liu, Liang Ma, Hao-lei Gong, Su-hong Yin","doi":"10.3389/fphy.2024.1420138","DOIUrl":"https://doi.org/10.3389/fphy.2024.1420138","url":null,"abstract":"This study investigated the synthesis of α-hemihydrate gypsum (α-HH) through semi-liquid autoclaving of phosphogypsum (PG) using various carboxylic acids as modifying agents. The impact of carboxyl group spatial location, auxiliary functional group type, and the number of carboxyl groups within the carboxylic acid modifiers on the mechanical strength and crystal morphology of α-HH was analyzed using scanning electron microscopy (SEM), strength testing, and molecular dynamics simulations. The results revealed a significant influence of the carboxylic acid molecular structure on the α-HH crystal morphology. Monocarboxylic acids and dicarboxylic acids with a long carbon chain length between carboxyl groups exhibited preferential adsorption on the (200), (110), and (−110) crystal planes, promoting crystal growth along the c-axis. In contrast, hydroxyl groups and cis double bonds in the modifier structure induced selective adsorption on the (001) plane, hindering growth along the c-axis. Conversely, trans double bonds favored adsorption on the (200), (110), and (−110) planes, enhancing growth along the c-axis. Based on these observations, screening principles for carboxylic acid modifiers were established, suggesting that: 1) the number of carboxyl groups should exceed 2; 2) the optimal carbon atom spacing between carboxyl groups is 3; and 3) auxiliary functional groups such as hydroxyl groups and cis double bonds should be introduced. Modifiers like citric acid, ethylene diamine tetraacetic acid (EDTA), and pyromellitic acid, within concentration ranges of 0.05%–0.1%, 0.1%–0.15%, and 0.05%–0.1%, respectively, yielded α-HH with flexural strengths exceeding 4 MPa and compressive strengths greater than 35 MPa, demonstrating the validity of these principles.","PeriodicalId":12507,"journal":{"name":"Frontiers in Physics","volume":"25 1","pages":""},"PeriodicalIF":3.1,"publicationDate":"2024-07-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141738089","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Research on the suitability and spatial and temporal evolution of innovation environment niche suitability of regional innovation ecosystem under digitalization 数字化条件下区域创新生态系统创新环境利基适宜性及时空演化研究
IF 3.1 3区 物理与天体物理
Frontiers in Physics Pub Date : 2024-07-18 DOI: 10.3389/fphy.2024.1425130
Zitong He, Haijun Wang, Xiaolin Ma, Yuhan Hu, Huiyan Zhao
{"title":"Research on the suitability and spatial and temporal evolution of innovation environment niche suitability of regional innovation ecosystem under digitalization","authors":"Zitong He, Haijun Wang, Xiaolin Ma, Yuhan Hu, Huiyan Zhao","doi":"10.3389/fphy.2024.1425130","DOIUrl":"https://doi.org/10.3389/fphy.2024.1425130","url":null,"abstract":"Regional innovation ecosystems (RIEs) are a new paradigm in innovation research, and the development of RIEs under digitization is constrained by the development of innovation environments. The study of ecological niche suitability of regional innovation environment provides the basis for the government to create an innovation environment suitable for the development of a regional innovation ecosystem. This paper conducts an empirical analysis based on panel data from 29 provinces (autonomous regions) in China from 2012 to 2021. The paper analyzes the suitability of the ecological niche of the innovation environment as well as the spatio-temporal evolution pattern of the regional innovation ecosystem under digitalization in China. The results of the study show that: (1) The innovation environment of regional innovation ecosystems under digitization in China has become increasingly suitable during the sample period. (2) From the perspective of evolution in time, the suitability of the ecological niche of the regional innovation environment has always maintained an evolutionary trend of rolling forward in the echelon. (3) From the perspective of spatial evolution, the center line of the curve of the development level of the suitability of the regional innovation environment shows a rightward shifting evolution.","PeriodicalId":12507,"journal":{"name":"Frontiers in Physics","volume":"25 1","pages":""},"PeriodicalIF":3.1,"publicationDate":"2024-07-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141738091","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Game-theory based truck platoon avoidance modes selection near the highway off-ramp in mixed traffic environment 混合交通环境下高速公路匝道附近基于博弈论的卡车排避模式选择
IF 3.1 3区 物理与天体物理
Frontiers in Physics Pub Date : 2024-07-18 DOI: 10.3389/fphy.2024.1371233
Yi Li, Lan Wang, Zhaoze Xuan, Wenzhe Shen
{"title":"Game-theory based truck platoon avoidance modes selection near the highway off-ramp in mixed traffic environment","authors":"Yi Li, Lan Wang, Zhaoze Xuan, Wenzhe Shen","doi":"10.3389/fphy.2024.1371233","DOIUrl":"https://doi.org/10.3389/fphy.2024.1371233","url":null,"abstract":"Introduction: The rise of autonomous vehicles has brought about a transformative shift in transportation, witnessing the coexistence of human-driven and autonomous vehicles on highways in the United States, Europe, and China. This coexistence poses challenges to traffic operations, particularly in intricate scenarios like highway ramps. The interaction between autonomous truck platoons, displaying heightened maneuverability, and human-driven vehicles has emerged as a critical concern. Consequently, this research aims to propose and investigate three avoidance modes (overall, gap and cross) employed by truck platoons, evaluating their comprehensive impact on human-driven vehicles.Methods: Multiple scenarios are simulated utilizing the Simulation of Urban Mobility (SUMO) software, collecting data on three distinctive avoidance modes concerning Travel Time (TT) and Time to Collision (TTC). Employing principles of game theory, a comprehensive assessment is undertaken to evaluate the traffic efficiency and safety of each mode. Comparative analyses against a no-avoidance baseline are conducted, offering a holistic evaluation of each mode’s applicability across diverse scenarios.Results: The findings highlight the commendable performance of gap mode and overall mode in enhancing traffic efficiency, while cross mode excels in fortifying traffic safety. Overall, the gap mode emerges as the optimal choice among the three.Discussion: This study introduces a game-theoretic approach to managing human-machine mixed traffic flow, establishing a foundational framework for theoretical research in decision-making for emerging mixed traffic environments. It considers safety and efficiency perspectives across different types of traffic entities. The insights gained contribute to the evolving discourse on the integration of autonomous vehicles into existing traffic systems, addressing the intricate challenges posed by the coexistence of various vehicle types on highways.","PeriodicalId":12507,"journal":{"name":"Frontiers in Physics","volume":"61 1","pages":""},"PeriodicalIF":3.1,"publicationDate":"2024-07-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141738090","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Introducing a new approach for modeling stock market prices using the combination of jump-drift processes 利用跳跃-漂移过程组合引入股市价格建模新方法
IF 3.1 3区 物理与天体物理
Frontiers in Physics Pub Date : 2024-07-18 DOI: 10.3389/fphy.2024.1402593
Ali Asghar Movahed, Houshyar Noshad
{"title":"Introducing a new approach for modeling stock market prices using the combination of jump-drift processes","authors":"Ali Asghar Movahed, Houshyar Noshad","doi":"10.3389/fphy.2024.1402593","DOIUrl":"https://doi.org/10.3389/fphy.2024.1402593","url":null,"abstract":"The stock price data are sampled at discrete times (e.g., hourly, daily, weekly, etc). When data are sampled at discrete times, they appear as a sequence of discontinuous jump events, even if they have been sampled from a continuous process. On the other hand, distinguishing between discontinuities due to finite sampling of the continuous stochastic process and real jump discontinuities in the sample path is often a challenging task. Such considerations, led us to the question: Can discrete data (e.g., stock price) be modeled using only jump-drift processes, regardless of whether the sampled time series originally belongs to the class of continuous processes or discontinuous processes? To answer this question, we built a stochastic dynamical equation in the general form &lt;jats:inline-formula&gt;&lt;mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"&gt;&lt;mml:mrow&gt;&lt;mml:mi&gt;d&lt;/mml:mi&gt;&lt;mml:mi&gt;y&lt;/mml:mi&gt;&lt;mml:mrow&gt;&lt;mml:mfenced open=\"(\" close=\")\" separators=\"|\"&gt;&lt;mml:mrow&gt;&lt;mml:mi&gt;t&lt;/mml:mi&gt;&lt;/mml:mrow&gt;&lt;/mml:mfenced&gt;&lt;/mml:mrow&gt;&lt;mml:mo&gt;=&lt;/mml:mo&gt;&lt;mml:mover accent=\"true\"&gt;&lt;mml:mi&gt;μ&lt;/mml:mi&gt;&lt;mml:mo&gt;¯&lt;/mml:mo&gt;&lt;/mml:mover&gt;&lt;mml:mi&gt;d&lt;/mml:mi&gt;&lt;mml:mi&gt;t&lt;/mml:mi&gt;&lt;mml:mo&gt;+&lt;/mml:mo&gt;&lt;mml:mrow&gt;&lt;mml:msubsup&gt;&lt;mml:mo&gt;∑&lt;/mml:mo&gt;&lt;mml:mrow&gt;&lt;mml:mi&gt;i&lt;/mml:mi&gt;&lt;mml:mo&gt;=&lt;/mml:mo&gt;&lt;mml:mn&gt;1&lt;/mml:mn&gt;&lt;/mml:mrow&gt;&lt;mml:mi&gt;N&lt;/mml:mi&gt;&lt;/mml:msubsup&gt;&lt;mml:mrow&gt;&lt;mml:msub&gt;&lt;mml:mi&gt;ξ&lt;/mml:mi&gt;&lt;mml:mi&gt;i&lt;/mml:mi&gt;&lt;/mml:msub&gt;&lt;mml:mi&gt;d&lt;/mml:mi&gt;&lt;mml:msub&gt;&lt;mml:mi&gt;J&lt;/mml:mi&gt;&lt;mml:mi&gt;i&lt;/mml:mi&gt;&lt;/mml:msub&gt;&lt;mml:mrow&gt;&lt;mml:mfenced open=\"(\" close=\")\" separators=\"|\"&gt;&lt;mml:mrow&gt;&lt;mml:mi&gt;t&lt;/mml:mi&gt;&lt;/mml:mrow&gt;&lt;/mml:mfenced&gt;&lt;/mml:mrow&gt;&lt;/mml:mrow&gt;&lt;/mml:mrow&gt;&lt;/mml:mrow&gt;&lt;/mml:math&gt;&lt;/jats:inline-formula&gt;, which includes a deterministic drift term (&lt;jats:inline-formula&gt;&lt;mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"&gt;&lt;mml:mrow&gt;&lt;mml:mover accent=\"true\"&gt;&lt;mml:mi&gt;μ&lt;/mml:mi&gt;&lt;mml:mo&gt;¯&lt;/mml:mo&gt;&lt;/mml:mover&gt;&lt;mml:mi&gt;d&lt;/mml:mi&gt;&lt;mml:mi&gt;t&lt;/mml:mi&gt;&lt;/mml:mrow&gt;&lt;/mml:math&gt;&lt;/jats:inline-formula&gt;) and a combination of stochastic terms with jumpy behaviors (&lt;jats:inline-formula&gt;&lt;mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"&gt;&lt;mml:mrow&gt;&lt;mml:msub&gt;&lt;mml:mi&gt;ξ&lt;/mml:mi&gt;&lt;mml:mi&gt;i&lt;/mml:mi&gt;&lt;/mml:msub&gt;&lt;mml:mi&gt;d&lt;/mml:mi&gt;&lt;mml:msub&gt;&lt;mml:mi&gt;J&lt;/mml:mi&gt;&lt;mml:mi&gt;i&lt;/mml:mi&gt;&lt;/mml:msub&gt;&lt;mml:mrow&gt;&lt;mml:mfenced open=\"(\" close=\")\" separators=\"|\"&gt;&lt;mml:mrow&gt;&lt;mml:mi&gt;t&lt;/mml:mi&gt;&lt;/mml:mrow&gt;&lt;/mml:mfenced&gt;&lt;/mml:mrow&gt;&lt;/mml:mrow&gt;&lt;/mml:math&gt;&lt;/jats:inline-formula&gt;), and used it to model the log-price time series &lt;jats:inline-formula&gt;&lt;mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"&gt;&lt;mml:mrow&gt;&lt;mml:mi&gt;y&lt;/mml:mi&gt;&lt;mml:mrow&gt;&lt;mml:mfenced open=\"(\" close=\")\" separators=\"|\"&gt;&lt;mml:mrow&gt;&lt;mml:mi&gt;t&lt;/mml:mi&gt;&lt;/mml:mrow&gt;&lt;/mml:mfenced&gt;&lt;/mml:mrow&gt;&lt;/mml:mrow&gt;&lt;/mml:math&gt;&lt;/jats:inline-formula&gt;. In this article, we first introduce this equation in its simplest form, including a drift term and a stochastic term, and show that such a jump-drift equation is capable of reconstructing stock prices in Black-Scholes diffusion markets. Afterwards, we extend the equation by considering two jump ","PeriodicalId":12507,"journal":{"name":"Frontiers in Physics","volume":"27 1","pages":""},"PeriodicalIF":3.1,"publicationDate":"2024-07-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141738087","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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