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Frontiers of physics 2017年第6期12卷 139-161页

作者： Chen Xin ji-ping huang Department of Physics and State Key Laboratory of Surface Physics Fudan University Shanghai 200433 China

Agent-based modeling and controlled human experiments serve as two fundamental research methods in the field of econophysics. Agent-based modeling has been in development for over 20 years, but how to design virtual agents with high levels of human-like ＂intelligence＂ remains a challenge. On the other hand, experimental econophysics is an emerging field; however, there is a lack of experience and paradigms related to the field. Here, we review some of the most recent research results obtained through the use of these two methods concerning financial problems such as chaos, leverage, and business cycles. We also review the principles behind assessments of agents＇ intelligence levels, and some relevant designs for human experiments. The main theme of this review is to show that by combining theory, agent-based modeling, and controlled human experiments, one can garner more reliable and credible results on account of a better verification of theory; accordingly, this way, a wider range of economic and financial problems and phenomena can be studied.

关键词： agent-based modeling controlled human experiment minority game econophysics chaos,leverage business cycle

Robustness of critical points in a complex adaptive system： Effects of hedge behavior

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Frontiers of physics 2013年第4期8卷 461-466页

作者： Yuan Liang ji-ping huang Department of Physics and State Key Laboratory of Surface Physics Fudan University Shanghai 200433 China Department of Physics College of Science Donghua University Shanghai 201602 China

In our recent papers, we have identified a class of phase transitions in the market-directed resource- allocation game, and found that there exists a critical point at which the phase transitions occur. The critical point is given by a certain resource ratio. Here, by performing computer simulations and theoretical analysis, we report that the critical point is robust against various kinds of human hedge behavior where the numbers of herds and contrarians can be varied widely. This means that the critical point can be independent of the total number of participants composed of normal agents, herds and contrarians, under some conditions. This finding means that the critical points we identified in this complex adaptive system （with adaptive agents） may also be an intensive quantity, similar to those revealed in traditional physical systems （with non-adaptive units）.

关键词： complex adaptive system phase transition resource allocation hedge behavior agent-based simulation

Controlling Thermal Conduction by Graded Materials

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Communications in Theoretical Physics 2018年第4期69卷 434-440页

作者： Qin ji ji-ping huang Department of Physics State Key Laboratory of Surface Physics and Key Laboratory of Micro and Nano Photonic Structures (MOE) Fudan University Shanghai 200433 China Collaborative Innovation Center of Advanced Microstructures Nanjing 210093 China

Manipulating thermal conductivities are fundamentally important for controlling the conduction of heat at will. Thermal cloaks and concentrators, which have been extensively studied recently, are actually graded materials designed according to coordinate transformation approaches, and their effective thermal conductivity is equal to that of the host medium outside the cloak or concentrator. Here we attempt to investigate a more general problem: what is the effective thermal conductivity of graded materials? In particular, we perform a first-principles approach to the analytic exact results of effective thermal conductivities of materials possessing either power-law or linear gradation profiles. On the other hand, by solving Laplace's equation, we derive a differential equation for calculating the effective thermal conductivity of a material whose thermal conductivity varies along the radius with arbitrary gradation *** two methods agree with each other for both external and internal heat sources, as confirmed by simulation and experiment. This work provides different methods for designing new thermal metamaterials(including thermal cloaks and concentrators), in order to control or manipulate the transfer of heat.

关键词： thermal metamaterials graded materials effective thermal conductivity

Progress in physical properties of Chinese stock markets

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Frontiers of physics 2013年第4期8卷 438-450页

作者： Yuan Liang Guang Yang ji-ping huang Department of Physics and State Key Laboratory of Surface Physics Fudan University Shanghai 200433 China Department of Applied Physics College of Science Donghua University Shanghai 201620 China

In the past two decades, statistical physics was brought into the field of finance, applying new methods and concepts to financial time series and developing a new interdiscipline ＂econophysics＂. In this review, we introduce several commonly used methods for stock time series in econophysics including distribution functions, correlation functions, detrended fluctuation analysis method, de- trended moving average method, and multifractal analysis. Then based on these methods, we review some statistical properties of Chinese stock markets including scaling behavior, long-term correla- tions, cross-correlations, leverage effects, antileverage effects, and multifractality. Last, based on an agent-based model, we develop a new option pricing model -- financial market model that shows a good agreement with the prices using real Shanghai Index data. This review is helpful for people to understand and research statistical physics of financial markets.

关键词： econophysics Chinese stock market statistical method statistical physics

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Active Thermal Wave Cloak

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Chinese Physics Letters 2020年第12期37卷 6-10页

作者： Liu-Jun Xu ji-ping huang Department of Physics State Key Laboratory of Surface Physicsand Key Laboratory of Micro and Nano Photonic Structures(MOE)Fudan UniversityShanghai 200438China

Active metamaterials have shown huge advantages to control electromagnetic and acoustic ***,how to use active metamaterials to control thermal waves has not been explored,though thermal waves are significant in various *** address the problem,here we report an active scheme for thermal wave *** thermal waves are based on conduction and convection,which are dominated by the Fourier and Darcy laws,*** calculating the propagation of thermal waves in a free space,we can derive the global temperature and pressure *** then apply these calculation results to actively control the boundary temperature and pressure,and active thermal wave cloaks can be *** with existing passive schemes to control thermal waves,the present active scheme is more flexible for switching on/off and changing *** work provides active and controllable components to thermal wave cloaks,which can be further used to design more active thermal wave metamaterials.

关键词： passive Active thermal

Spectral blueshift as a three-dimensional structure-ordering process

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Frontiers of physics 2017年第3期12卷 101-105页

作者： Jun-Ying huang Zu-Hui Wu ji-ping huang Department of Physics State Key Laboratory of Surface Physics and Key Laboratory of Micro and Nano Photonic Structures (MOE) Fudan University Shanghai 200433 China Collaborative Innovation Center of Advanced Microstructures Nanjing 210093 China

The transmission spectra of a TiO2-silicone oil suspension in an increasing external electric field are studied. As the electric field increases, the structure of the suspension changes from a disordered one to an ordered one. Interestingly, the transmission spectra blueshift in this structure-ordering process. Furthermore, the relative transmission spectra exhibit Fano-like asymmetric line shapes. The deviation ratio of each asymmetric line shape increases monotonously as the disorder of the suspension decreases. We suggest that this blueshift phenomenon can be used to characterize the disorder strength of three- dimensional systems.

关键词： disordered medium light propagation transmission spectrum blueshift

Role of confinement in water solidification under electric fields

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Frontiers of physics 2015年第5期10卷 59-67页

作者： Guo-Xi Nie Yu Wang ji-ping huang Department of Physics State Key Laboratory of Surface Physics and Collaborative Innovation Center of Advanced Microstructures Fudan University Shanghai 200433 China Department of Physics Zhejiang Agriculture and Forestry University Hangzhou 311300 China Department of Physics State Key Laboratory of Surface Physics and Collaborative Innovation Center of Advanced Microstructures Fudan University Shanghai 200433 China

In contrast to the common belief that confinement promotes water solidification, here we show by molecular dynamics simulations that confinement can impede water solidification under electric fields. The behavior is evidenced by the increase in critical electric field strength for water solidifi- cation as the confinement progresses. We also show that the solidification occurs more easily with a parallel field than a perpendicular one. We understand and generalize these results by developing an energy theory incorporated with the anisotropic Clausius-Mossotti equation. It is revealed that the underlying mechanism lies in the confinement effect on molecules＇ electro-orientations. Thus, it be- comes possible to achieve electro-freezing （i.e., room-temperature ice） by choosing both confinement and electric fields appropriately.

关键词： molecular dynamics simulations water electric fields confinement

Shape effect of nanochannels on water mobility

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Frontiers of physics 2016年第6期11卷 175-182页

Confinement can induce unusual behaviors of water. Inspired by the fabrication of carbon nanotubes with noncircular cross sections, we performed molecular dynamics simulations to investigate the mobilities of water confined in carbon nanochannels with circular, square, and equilateral triangular cross sections over a variety of dimensions. We find that water exhibits disparate mobilities across different types of channels below 0.796 nm(2). Notably, compared with the other two channels, water in equilateral triangular channels displays the greatest mobilities. Moreover, at 0.425 nm(2), different ordered structures are found in the three channels, and water inside the square channel exhibits an extremely low mobility. It is also found that above 0.796 nm(2), the mobilities along the tube axis of water converge to that of the bulk. These phenomena are understood by analyzing the structure, dynamics, and hydrogen bonding of water. Our work explores the mobilities of water across noncircular carbon nanochannels, which may expand the prospect of noncircular nanochannels in scientific studies and practical applications, such as desalination and drug delivery.

关键词： molecular dynamics simulations mobility noncircular nanochannel water

Chaotic-periodic transition in a two-sided minority game

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Frontiers of physics 2016年第4期11卷 171-178页

作者： Xiao-Hui Li Guang Yang ji-ping huang Department of Physics State Key Laboratory of Surface Physics and Collaborative Innovation Center of Advanced Microstructures Fudan University Shanghai 200433 China

Phase transitions are being used increasingly to probe the collective behaviors of social human systems. In this study, we propose a different way of investigating such transitions in a human system by establishing a two-sided minority game model. A new type of agents who can actively transfer resources are added to our artificial bipartite resource-allocation market. The degree of deviation from equilibria is characterized by the entropy-like quantity of market complexity. Under different threshold values, Qth, two phases are found by calculating the exponents of the associated power spectra. For large values of Qth, the general motion of strategies for the agents is relatively periodic whereas for low values of Qth, the motion becomes chaotic. The transition occurs abruptly at a critical value of Qty. Our simulation results were also tested based on human experiments. The results of this study suggest that a chaotic-periodic transition related to the quantity of market information should exist in most bipartite markets, thereby allowing better control of such a transi- tion and providing a better understanding of the endogenous emergence of business cycles from the perspective of quantum mechanics.

关键词： phase transition minority game complex adaptive system random walk two-sided market human experiment entropy-like quantity market complexity

Optical properties of one-dimensional soft photonic crystals with ferrofluids

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Frontiers of physics 2013年第1期8卷 1-19页

作者： Chun-Zhen Fan Er-Jun Liang ji-ping huang School of Physical Science and Engineering and Key Laboratory of Materials Physics of Ministry of Education of China Zhengzhou University Zhengzhou 450052 China State Key Laboratory of Surface Physics and Department of Physics Fudan University Shanghai 200433 China

We review the recent theoretical study on the optical properties of one-dimensional soft photonic crystals (1D SPCs) with ferrofluids. The proposed structure is composed of alternating ferrofluid layers and dielectric layers. For the ferrofluid, single domain ferromagnetic nanoparticles can align to a chain under the stimuli of an external magnetic field, thus changing the microstructure of the system. Meanwhile, nonlinear optical responses in ferrofluids are also briefly reviewed.

关键词： soft photonic crystals ferrofluids band gap