Geometric Barrier Research Articles

Asymmetric energy barrier induced magnetic skyrmion diodes in synthetic antiferromagnetic nanotracks

Magnetic skyrmions are nanoscale spin textures with topological protection properties, which are regarded as promising information carriers. When skyrmions move along nanotracks, their trajectories will shift if affected by skyrmion Hall effect and pinning effect. In this work, the influence of trapezoidal notches in synthetic antiferromagnetic nanotracks on the dynamics of skyrmions is investigated through micromagnetic simulation. The results exhibit that the asymmetric energy barrier induced by the asymmetric geometric structure can hinder reverse motion of skyrmions to realize the unidirectional conduction function of the diodes. Adjusting the height and inclination angle of the trapezoidal notch can effectively expand the current operating windows of the diodes, and the larger the height or inclination angle, the higher the threshold current density to overcome the pinning effect of the geometric energy barrier. Furthermore, the failure mode has a crucial impact on the implementation of skyrmion diodes. By utilizing the asymmetric structure, the forward conduction and reverse cutoff of skyrmion-based diodes can be achieved within 4 ns, with lower energy consumption than traditional diodes, resulting in high efficiency and low energy consumption of diodes. This work proposes a method for realizing the diode functionality by simply altering the geometric structure of the nanotracks, which may play an important role in the design and application of skyrmion-based diodes.

Min–max multi-step barrier options and their variants

This paper studies a new type of barrier option, min–max multi-step barrier options with diverse multiple up or down barrier levels placed in the sub-periods of the option’s lifetime. We develop the explicit pricing formula of this type of option under the Black–Scholes model and explore its applications and possible extensions. In particular, the min–max multi-step barrier option pricing formula can be used to approximate double barrier option prices and compute prices of complex barrier options such as discrete geometric Asian barrier options. As a practical example of directly applying the pricing formula, we introduce and evaluate a re-bouncing equity-linked security. The main theorem of this work is capable of handling the general payoff function, from which we obtain the pricing formulas of various min–max multi-step barrier options. The min–max multi-step reflection principle, the boundary-crossing probability of min–max multi-step barriers with icicles, is also derived.

Pricing Problem of Geometric Average Asian Barrier Option Based on Uncertain Fractional Differential Equation

In this paper, we investigate pricing problems of geometric average Asian barrier options based on a Caputo type of uncertain fractional differential equation. Unlike traditional stock models based on stochastic/ uncertain processes, we assume that underlying assets are subject to uncertain fractional processes. First, it provides a Caputo type of uncertain fractional mean-reverting model based on fractional differential equation. Then the pricing formulas are acquired for four geometric average Asian barrier options, namely, the up-and-in call option, the down-and-in put option, the up-and-out put option and the down-and-out call option. Meanwhile, numerical simulations are devised to validate the results of the model.

Geometric step options and Lévy models: Duality, PIDEs, and semi-analytical pricing

<p style='text-indent:20px;'>The present article studies geometric step options in exponential Lévy markets. Our contribution is manifold and extends several aspects of the geometric step option pricing literature. First, we provide symmetry and duality relations and derive various characterizations for both European-type and American-type geometric double barrier step options. In particular, we are able to obtain a jump-diffusion disentanglement for the early exercise premium of American-type geometric double barrier step contracts and its maturity-randomized equivalent as well as to characterize the diffusion and jump contributions to these early exercise premiums separately by means of partial integro-differential equations and ordinary integro-differential equations. As an application of our characterizations, we derive semi-analytical pricing results for (regular) European-type and American-type geometric down-and-out step call options under hyper-exponential jump-diffusion models. Lastly, we use the latter results to discuss the early exercise structure of geometric step options once jumps are added and to subsequently provide an analysis of the impact of jumps on the price and hedging parameters of (European-type and American-type) geometric step contracts.</p>

Geometry-dependent rupture process of the 2015 Gorkha, Nepal, earthquake determined using a dip-varying inversion approach with teleseismic, high-rate GPS, static GPS and InSAR data

SUMMARYFault geometry is widely recognized as one of the most important factors that affect the rupture process and damages of earthquakes. However, there have been few earthquake cases in which the close relation between the fault geometry and rupture process is resolved from inversions of seismic and geodetic observations. In this study, we develop an approach to simultaneously estimate the rupture process and dip-angle variation on the fault. The effectiveness of our new approach was validated through inverse numerical tests. We apply the new approach to the 2015 Mw7.8 Gorkha earthquake and obtain a dip-varying rupture model by jointly inverting the teleseismic, near-fault high-rate GPS, static co-seismic GPS and InSAR data. Our results show a ramp–flat décollement-ramp fault geometry of the earthquake. The shallow ramp may have prevented the rupture from breaking through to the surface. The variation of dip angle changing with depth leads to significantly different rupture velocities and rupture lengths at shallow and deep fault portions. Particularly, the northeastern downdip ramp behaves as a geometric barrier and rapidly slows down the rupture propagation in 35–45 s after the rupture initiation. In contrast, the rupture duration and fault length in the updip portion are relatively long since there is no significant lateral dip change. Furthermore, the approach can improve our understanding of the relationship between rupture behaviour and fault geometry for other thrust low-dip-angle (dip < 45°) earthquakes.

Internal architecture and earthquake rupture behavior of a long-lived intraplate strike–slip fault: A case study from the Southern Yangsan Fault, Korea

Deciphering the internal composition of large-scale fault zones helps to better understand the various geologic factors that govern their seismic rupture behavior. We used new detailed geologic, structural, and geomorphic map of an excellent natural laboratory in the Southern Yangsan Fault (SYF) in the southeastern part of the Korean Peninsula to elucidate the fault zone architecture and its controls on the rupture processes of neotectonic earthquakes. The Yangsan Fault is a major strike–slip fault, and a subsidiary fault within the fault zone ruptured during the 2016 ML 5.8 Gyeongju earthquake which is the largest instrumental record in the intraplate Korean Peninsula. The 12-km-long study area in the SYF shows along-strike variations in wall rock lithology and fault zone architecture. At the south of the study area, the fault zone surrounded by crystalline rocks consists of a single major fault core. In contrast, at the north, the fault zone is sandwiched between crystalline rocks and sedimentary rocks and exhibits multiple major fault cores bounding broken-up wall rock blocks. The width of the across-fault damage zone, which was estimated from the cumulative fracture frequency with the distance from the major fault core, widens northward, indicating the distributed deformation of the northern fault zone over a long history of fault evolution. The geometry of paleoearthquake surface ruptures traced by the geomorphic and stratigraphic evidence of deformed young deposits diverge to multiple strands in the northern fault zone but converge to a single strand in the southern fault zone, directly reflecting its internal architecture. We propose that the long-lived rupturing patterns have been primarily controlled by intrinsic discontinuity- and mineralogy-dependent deformation processes in terms of strain-hardening vs. strain-weakening, along with propagation arrest and rupture tip damage due to a fault-bend geometry (geometric barrier) and an abrupt change in wall rock lithology (relaxation barrier).

Rule discovery to identify patterns contributing to overrepresentation and severity of run-off-the-road crashes

The main objective of this paper was to analyse the roadway, environmental, and driver-related factors associated with an overrepresentation of frequency and severity of run-off-the-road (ROR) crashes. The data used in this study refer to the 6167 crashes occurred in the section Naples–Candela of A16 motorway, Italy in the period from 2001 to 2011. The analysis was carried out using the rule discovery technique due to its ability of extracting knowledge from large amounts of data previously unknown and indistinguishable by investigating patterns that occur together in a given event. The rules were filtered by support, confidence, lift, and validated by the lift increase criterion. A two-step analysis was carried out. In the first step, rules discovering factors contributing to ROR crashes were identified. In the second step, studying only ROR crashes, rules discovering factors contributing to severe and fatal injury (KSI) crashes were identified. As a result, 94 significant rules for ROR crashes and 129 significant rules for KSI crashes were identified. These rules represent several combinations of geometric design, roadside, barrier performance, crash dynamic, vehicle, environmental and drivers’ characteristics associated with an overrepresentation of frequency and severity of ROR crashes. From the methodological point of view, study results show that the a priori algorithm was effective in providing new information which was previously hidden in the data. Finally, several countermeasures to solve or mitigate the safety issues identified in this study were discussed. It is worthwhile to observe that the study showed a combination of factors contributing to the overrepresentation of frequency and severity of ROR crashes. Consequently, the implementation of a combination of countermeasures is recommended.

Effects of Molecular Properties on Adsorption of Six-Carbon VOCs by Activated Carbon in a Fixed Adsorber.

Gravimetric adsorption equipment with a microbalance was used to measure the adsorption of volatile organic compounds (VOCs) by activated carbon from 288 to 313 K. VOCs [n-hexane, cyclohexane, 1-hexene, 2-methylpentane, 3-methylpentane, 2,2-dimethylbutane, acetone, butanone, and 2-pentanone (Pentan-2-one)] were used as adsorbates in the adsorption system. Considering the geometric barrier, the critical diameter, and the boiling point, the adsorption capacities for six-carbon (C6) alkane isomers decrease in the order of n-hexane, 3-methylpentane, and 2-methylpentane. The adsorbates, including nonpolar or weakly polar substances, and substances with smaller geometric obstacles and smaller molecular weights, were more easily adsorbed by the activated carbon. However, the dipole–dipole interactive force at higher pressures resulted in a higher adsorption capacity for 1-hexene than for n-hexane. Both polarity and molecular size should be considered in the analysis of the adsorption of ketones by activated carbon. The adsorption equilibrium constants decreased with increases in temperature because a higher temperature was unfavorable for adsorption. The results for the Toth adsorption isotherm model fitted by the adsorption data showed that the experimental data and the Toth adsorption isotherm model were consistent with each other, as evidenced by the low deviation between the experimental data and those from the fitted model.

Estimating the Areas of High-Frequency Wave Radiation on the Fault Plane of the 2008 Mw 7.9 Wenchuan, China, Earthquake by Envelope Inversion

ABSTRACTWe estimated the areas exhibiting high-frequency (1∼10 Hz) wave radiation on the fault plane of the 2008 Wenchuan earthquake, by applying envelope inversion to strong-motion acceleration records. The corrected records of two small earthquakes are adopted as the empirical Green’s functions. Considering the change in the rupture pattern of the Wenchuan earthquake from southwest to northeast, the records of small earthquakes dominated by thrust and strike-slip are utilized as the empirical Green’s function for the southwestern and northeastern fault sections, respectively. The results are as follows: (1) According to the high-frequency wave radiation, the rupture process is complex. High-frequency waves radiated strongly in six areas: around the initial rupture point, along the north and south edges of the fault plane, near the area of intersection with the cross-cutting Xiaoyudong fault, south of Nanba, and near the area of Qingchuan. In total, these areas can be divided into three cases. In the first situation, high-frequency waves radiated strongly around the initial rupture area, which may be associated with the initiation of rupture and a high stress drop. The second location is near the periphery of the fault, which is associated with the termination of rupture. The third condition comprises high-frequency waves near the intersection with the cross-cutting Xiaoyudong fault. This area as a geometric barrier, and the surface rupture is observed. (2) The distribution patterns of the high- and low-frequency radiation intensity differ on the fault plane. From the hypocenter to the point of intersection with the Xiaoyudong fault, the high-frequency wave is located around the area with large slip value. In other areas, the distribution of the high- and low-frequency radiation is no obvious relationship. This different characteristic indicates the complexity of the rupture process.

Cellular automata for simulating land-use change with a constrained irregular space representation: A case study in Nanjing city, China

Traditional cell-based cellular automata (CA) models use a regular cellular grid to represent geographic space, and new approaches to CA models have explored the use of a vector representation of space instead of a regular grid to characterize urban space more realistically. However, less attention has been paid to modeling the interaction between the geospatial information and the irregular cells. To date, the majority of spatial boundaries have been created by individual agencies in an uncoordinated manner. As a consequence, the potential uses of the data collected for land-use change models are limited. In this paper, we propose a new vector-based CA model based on a new constrained irregular space representation using the theory of hierarchical spatial reasoning. For dividing the geographic space considering different items, first land patches are considered as the minimum division unit; then aggregation rules, including attribute, geometric and boundary barrier constraints, are defined; and finally different levels of spatial units are formed through land patches based on aggregation rules. The proposed model is used to simulate the land-use changes in Nanjing, Jiangsu Province, China. The performance validation and comparison illustrate the feasibility of the proposed space representation in a CA model. By using this model, it is expected that the use of the real spatial boundaries that are employed in urban planning could help provide a flexible paradigm to consider various drivers or constraints for realistically simulating land-use changes.

Geometric Asian barrier option pricing formulas of uncertain stock model

Abstract In the high-risk modern financial market, option is an effective tool to hedge the risks caused by uncertain demand, the fluctuation of price and foreign exchange rate, because the option can provide the holder with an entitlement to sell or purchase an asset with an exercise price. The acquisition of this entitlement requires the investor to pay option fee, which raises the option pricing issue. This article analyzes how to price Geometric Asian barrier option for uncertain stock model, where barrier option becomes activated or inactivated depending on whether a given barrier level is hit. Here, we suppose that stock price obeys an uncertain differential equation, based on which the pricing formulas of Geometric Asian barrier option are discovered. Furthermore, to express how to use the pricing formulas to calculate corresponding option prices, some numerical examples are given.

Geometric Step Options with Jumps: Parity Relations, PIDEs, and Semi-Analytical Pricing

The present article studies geometric step options in exponential Levy markets. Our contribution is manifold and extends several aspects of the geometric step option pricing literature. First, we provide symmetry and parity relations and derive various characterizations for both European-type and American-type geometric double barrier step options. In particular, we are able to obtain a jump-diffusion disentanglement for the early exercise premium of American-type geometric double barrier step contracts and its maturity-randomized equivalent as well as to characterize the diffusion and jump contributions to these early exercise premiums separately by means of partial integro-differential equations and ordinary integro-differential equations. As an application of our characterizations, we derive semi-analytical pricing results for (regular) European-type and American-type geometric down-and-out step call options under hyper-exponential jump-diffusion models. Lastly, we use the latter results to discuss the early exercise structure of geometric step options once jumps are added and to subsequently provide an analysis of the impact of jumps on the price and hedging parameters of (European-type and American-type) geometric step contracts.

First-principles study of hydrogen incorporation into the Ti3SiC2/Zr heterojunction

The geometric structure, energy barrier and electronic properties of H-incorporated [Formula: see text] heterojunctions were investigated by first-principles calculations. Hydrogen atom settles in [Formula: see text] as interstitial impurity due to its small radius. Through calculating and analyzing the total energies of H-incorporated [Formula: see text] heterojunction, a much higher potential barrier (1.75 eV) was found when H atom diffuses from the interface into the [Formula: see text] material than that (0.25 eV) into the Zr metal. The encountered potential barriers of H atom diffusing from vacuum into the [Formula: see text] and Zr metal are also calculated, and they are both positive. These findings indicate that [Formula: see text] is a suitable coating material to prevent the hydrogen embrittlement and corrosion in Zr metal. The electronic properties and valence bond properties of H-incorporated [Formula: see text] were analyzed based on the band structure, electronic density of states and Mulliken distribution. The calculated results show that all the H-incorporated [Formula: see text] heterojunctions exhibit metallic, covalent and ionic properties. These investigations may provide new insight into the underlying mechanisms of hydrogen diffusion in the [Formula: see text] heterojunction.

随机波动率模型下离散几何平均亚式障碍期权定价

随机波动率模型下离散几何平均亚式障碍期权定价

Efficient BEM-Based Algorithm for Pricing Floating Strike Asian Barrier Options (with MATLAB® Code)

This paper aims to illustrate how SABO (Semi-Analytical method for Barrier Option pricing) is easily applicable for pricing floating strike Asian barrier options with a continuous geometric average. Recently, this method has been applied in the Black–Scholes framework to European vanilla barrier options with constant and time-dependent parameters or barriers and to geometric Asian barrier options with a fixed strike price. The greater efficiency of SABO with respect to classical finite difference methods is clearly evident in numerical simulations. For the first time, a user-friendly MATLAB® code is made available here.

High Breakdown Strength Polymer Nanocomposites Based on the Synergy of Nanofiller Orientation and Crystal Orientation for Insulation and Dielectric Applications

Emerging energy and insulation applications require dielectric materials that can operate at high electric fields and meanwhile possess low leakage currents. For dielectric polymer nanocomposites, beyond filler dispersion, tailoring hierarchical structures offers a promising, yet largely untapped, approach to reach this goal. Here, we demonstrate that the controlled arrangement of pseudo-2D nanofillers and polymer crystals in polyethylene/montmorillonite nanocomposites can be used as an effective approach to achieve nontrivial highly enhanced dielectric performances, far beyond what is feasible with conventional (macroscopic, isotropic) composites. In particular, it is shown that aligned nanofillers can increase the breakdown strength, while, at the same time, reducing the leakage current, in these dielectric nanostructured composites. The orientation of the nanosized pseudo-2D fillers increases the path tortuosity for charge transport, acting as an effective geometric barrier, in the same way and in addi...

Three-Dimensional Printing of Cell Exclusion Spacers (CES) for Use in Motility Assays.

Cell migration/invasion assays are widely used in commercial drug discovery screening. 3D printing enables the creation of diverse geometric restrictive barrier designs for use in cell motility studies, permitting on-demand assays. Here, the utility of 3D printed cell exclusion spacers (CES) was validated as a cell motility assay. A novel CES fit was fabricated using 3D printing and customized to the size and contour of 12 cell culture plates including 6 well plates of basal human brain vascular endothelial (D3) cell migration cells compared with 6 well plates with D3 cells challenged with 1uM cytochalasin D (Cyto-D), an F-actin anti-motility drug. Control and Cyto-D treated cells were monitored over 3days under optical microscopy. Day 3 cell migration distance for untreated D3 cells was 1515.943μm ± 10.346μm compared to 356.909μm ± 38.562μm for the Cyt-D treated D3 cells (p < 0.0001). By day 3, untreated D3 cells reached confluency and completely filled the original voided spacer regions, while the Cyt-D treated D3 cells remained significantly less motile. Cell migration distances were significantly reduced by Cyto-D, supporting the use of 3D printing for cell exclusion assays. 3D printed CES have great potential for studying cell motility, migration/invasion, and complex multi-cell interactions.

GENERALIZED BARNDORFF-NIELSEN AND SHEPHARD MODEL AND DISCRETELY MONITORED OPTION PRICING

This paper proposes a generalization of the Barndorff-Nielsen and Shephard model, in which the log return on an asset is governed by a Lévy process with stochastic volatility modeled by a non-Gaussian Ornstein–Uhlenbeck process. Under the generalized model, we derive a closed-form expression of the multivariate characteristic function of the intertemporal joint distribution of the underlying log return. Then, we also investigate asymptotic behavior of the log return and its variance. Moreover, we evaluate discretely monitored path-dependent derivatives such as geometric Asian, forward start, barrier, fade-in, and lookback options as well as European options.

Nanoparticle-Laden Contact Lens for Controlled Ocular Delivery of Prednisolone: Formulation Optimization Using Statistical Experimental Design.

Human eye is one of the most accessible organs in the body, nonetheless, its physiology and associated precorneal factors such as nasolacrimal drainage, blinking, tear film, tear turnover, and induced lacrimation has significantly decreased the residence time of any foreign substances including pharmaceutical dosage forms. Soft contact lenses are promising delivery devices that can sustain the drug release and prolong residence time by acting as a geometric barrier to drug diffusion to tear fluid. This study investigates experimental parameters such as composition of polymer mixtures, stabilizer and the amount of active pharmaceutical ingredient on the preparation of a polymeric drug delivery system for the topical ocular administration of Prednisolone. To achieve this goal, prednisolone-loaded poly (lactic-co-glycolic acid) (PLGA) nanoparticles were prepared by single emulsion solvent evaporation method. Prednisolone was quantified using a validated high performance liquid chromatography (HPLC) method. Nanoparticle size was mostly affected by the amount of co-polymer (PLGA) used whereas drug load was mostly affected by amount of prednisolone (API) used. Longer homogenization time along with higher amount of API yielded the smallest size nanoparticles. The nanoparticles prepared had an average particle size of 347.1 ± 11.9 nm with a polydispersity index of 0.081. The nanoparticles were then incorporated in the contact lens mixture before preparing them. Clear and transparent contact lenses were successfully prepared. When the nanoparticle (NP)-loaded contact lenses were compared with control contact lenses (unloaded NP contact lenses), a decrease in hydration by 2% (31.2% ± 1.25% hydration for the 0.2 g loaded NP contact lenses) and light transmission by 8% (unloaded NP contact lenses 94.5% NP 0.2 g incorporated contact lenses 86.23%). The wettability of the contact lenses remained within the desired value (<90 °C) even upon incorporation of the NP. NP alone and NP-loaded contact lenses both displayed a slow in vitro drug release of drug over 24 h; where 42.3% and 10.8% prednisolone release were achieved, respectively. Contact lenses can be used as a medicated device to sustain ocular drug delivery and improve patient compliance; nonetheless, patients and healthcare professionals’ acceptability and perceptions of the new formulations entail further investigations.

Microfabricated microporous membranes reduce the host immune response and prolong the functional lifetime of a closed-loop insulin delivery implant in a type 1 diabetic rat model

Implantation of a medical implant within the body inevitably triggers a host inflammatory response that negatively impacts its function and longevity. Nevertheless, the degree and severity of this response may be reduced by selecting appropriate materials, implant geometry, surface topography and surface treatment. Here we demonstrate a strategy to improve the biocompatibility of a chemically-driven closed-loop insulin delivery implant. A microfabricated microporous, poly(ethylene glycol)-grafted polydimethylsiloxane membrane was placed on top of the glucose-responsive insulin release plug of the implant. Implant biocompatibility was assessed in healthy rats while implant function was evaluated in a type 1 diabetic rat model. The microporous membrane with a small distance to the plug provided a geometric barrier to inflammatory cell migration and prevented leukocyte-mediated degradation of the plug for at least 30 days. Membrane-protected devices elicited a significantly milder inflammatory response and formation of a well-defined fibrous capsule at the device opening compared to unprotected devices. The device's glucose-responsiveness was nearly unchanged, although the insulin release rate decreased with decreasing pore size. The microporous membrane improved biocompatibility and prolonged in vivo efficacy of the implant by ∼3-fold. This work suggests the importance of implant design in modulating inflammatory response and thereby extending the functional duration of the implant.