Pub Date : 2019-06-27DOI: 10.1088/1361-6633/ab5c91
C. Figueira de Morisson Faria, A. Maxwell
Photoelectron holography constitutes a powerful tool for the ultrafast imaging of matter, as it combines high electron currents with subfemtosecond resolution, and gives information about transition amplitudes and phase shifts. Similarly to light holography, it uses the phase difference between the probe and the reference waves associated with qualitatively different ionization events for the reconstruction of the target and for ascertaining any changes that may occur. These are major advantages over other attosecond imaging techniques, which require elaborate interferometric schemes in order to extract phase differences. For that reason, ultrafast photoelectron holography has experienced a huge growth in activity, which has led to a vast, but fragmented landscape. The present review is an organizational effort towards unifying this landscape. This includes a historic account in which a connection with laser-induced electron diffraction is established, a summary of the main holographic structures encountered and their underlying physical mechanisms, a broad discussion of the theoretical methods employed, and of the key challenges and future possibilities. We delve deeper in our own work, and place a strong emphasis on quantum interference, and on the residual Coulomb potential.
{"title":"It is all about phases: ultrafast holographic photoelectron imaging","authors":"C. Figueira de Morisson Faria, A. Maxwell","doi":"10.1088/1361-6633/ab5c91","DOIUrl":"https://doi.org/10.1088/1361-6633/ab5c91","url":null,"abstract":"Photoelectron holography constitutes a powerful tool for the ultrafast imaging of matter, as it combines high electron currents with subfemtosecond resolution, and gives information about transition amplitudes and phase shifts. Similarly to light holography, it uses the phase difference between the probe and the reference waves associated with qualitatively different ionization events for the reconstruction of the target and for ascertaining any changes that may occur. These are major advantages over other attosecond imaging techniques, which require elaborate interferometric schemes in order to extract phase differences. For that reason, ultrafast photoelectron holography has experienced a huge growth in activity, which has led to a vast, but fragmented landscape. The present review is an organizational effort towards unifying this landscape. This includes a historic account in which a connection with laser-induced electron diffraction is established, a summary of the main holographic structures encountered and their underlying physical mechanisms, a broad discussion of the theoretical methods employed, and of the key challenges and future possibilities. We delve deeper in our own work, and place a strong emphasis on quantum interference, and on the residual Coulomb potential.","PeriodicalId":21110,"journal":{"name":"Reports on Progress in Physics","volume":null,"pages":null},"PeriodicalIF":18.1,"publicationDate":"2019-06-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87292524","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"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}
Pub Date : 2019-06-07DOI: 10.1088/1361-6633/ab37d4
J. Gardner, Atul Thakre, Ashok Kumar, J. Scott
We review all the published literature and show that there is no experimental evidence for homogeneous tin titanate SnTiO3 in bulk or thin-film form. Instead a combination of unrelated artefacts are easily misinterpreted. The x-ray Bragg data are contaminated by double scattering from the Si substrate, giving a strong line at the 2θ angle exactly where perovskite SnTiO3 should appear. The strong dielectric divergence near 560 K is irreversible and arises from oxygen site detrapping, accompanied by Warburg/Randles interfacial anomalies. The small (4 µC cm−2) apparent ferroelectric hysteresis remains in samples shown to be pure (Sn,Ti)O2 rutile/cassiterite, in which ferroelectricity is forbidden. Only very recent work reveals real bulk SnTiO3, but it possesses an ilmenite-like structure with an elaborate array of stacking faults, not suitable for ferroelectric devices. Unpublished TEM data reveal an inhomogeneous SnO layered structured thin films, related to shell–core structures. The harsh conclusion is that there is a combination of unrelated artefacts masquerading as ferroelectricity in powders and ALD films; and only a trace of a second phase in PLD film data suggests any perovskite content at all. The fact that x-ray, dielectric, and hysteresis data all lead to the wrong conclusion is instructive and reminds us of earlier work on copper calcium titanate (a well-known boundary-layer capacitor).
{"title":"Tin titanate—the hunt for a new ferroelectric perovskite","authors":"J. Gardner, Atul Thakre, Ashok Kumar, J. Scott","doi":"10.1088/1361-6633/ab37d4","DOIUrl":"https://doi.org/10.1088/1361-6633/ab37d4","url":null,"abstract":"We review all the published literature and show that there is no experimental evidence for homogeneous tin titanate SnTiO3 in bulk or thin-film form. Instead a combination of unrelated artefacts are easily misinterpreted. The x-ray Bragg data are contaminated by double scattering from the Si substrate, giving a strong line at the 2θ angle exactly where perovskite SnTiO3 should appear. The strong dielectric divergence near 560 K is irreversible and arises from oxygen site detrapping, accompanied by Warburg/Randles interfacial anomalies. The small (4 µC cm−2) apparent ferroelectric hysteresis remains in samples shown to be pure (Sn,Ti)O2 rutile/cassiterite, in which ferroelectricity is forbidden. Only very recent work reveals real bulk SnTiO3, but it possesses an ilmenite-like structure with an elaborate array of stacking faults, not suitable for ferroelectric devices. Unpublished TEM data reveal an inhomogeneous SnO layered structured thin films, related to shell–core structures. The harsh conclusion is that there is a combination of unrelated artefacts masquerading as ferroelectricity in powders and ALD films; and only a trace of a second phase in PLD film data suggests any perovskite content at all. The fact that x-ray, dielectric, and hysteresis data all lead to the wrong conclusion is instructive and reminds us of earlier work on copper calcium titanate (a well-known boundary-layer capacitor).","PeriodicalId":21110,"journal":{"name":"Reports on Progress in Physics","volume":null,"pages":null},"PeriodicalIF":18.1,"publicationDate":"2019-06-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80442323","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"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}
Pub Date : 2019-03-31DOI: 10.1088/1361-6633/ab37ca
B. Mognetti, P. Cicuta, L. Di Michele
At the heart of the structured architecture and complex dynamics of biological systems are specific and timely interactions operated by biomolecules. In many instances, biomolecular agents are spatially confined to flexible lipid membranes where, among other functions, they control cell adhesion, motility and tissue formation. Besides being central to several biological processes, multivalent interactions mediated by reactive linkers confined to deformable substrates underpin the design of synthetic-biological platforms and advanced biomimetic materials. Here we review recent advances on the experimental study and theoretical modelling of a heterogeneous class of biomimetic systems in which synthetic linkers mediate multivalent interactions between fluid and deformable colloidal units, including lipid vesicles and emulsion droplets. Linkers are often prepared from synthetic DNA nanostructures, enabling full programmability of the thermodynamic and kinetic properties of their mutual interactions. The coupling of the statistical effects of multivalent interactions with substrate fluidity and deformability gives rise to a rich emerging phenomenology that, in the context of self-assembled soft materials, has been shown to produce exotic phase behaviour, stimuli-responsiveness, and kinetic programmability of the self-assembly process. Applications to (synthetic) biology will also be reviewed.
{"title":"Programmable interactions with biomimetic DNA linkers at fluid membranes and interfaces","authors":"B. Mognetti, P. Cicuta, L. Di Michele","doi":"10.1088/1361-6633/ab37ca","DOIUrl":"https://doi.org/10.1088/1361-6633/ab37ca","url":null,"abstract":"At the heart of the structured architecture and complex dynamics of biological systems are specific and timely interactions operated by biomolecules. In many instances, biomolecular agents are spatially confined to flexible lipid membranes where, among other functions, they control cell adhesion, motility and tissue formation. Besides being central to several biological processes, multivalent interactions mediated by reactive linkers confined to deformable substrates underpin the design of synthetic-biological platforms and advanced biomimetic materials. Here we review recent advances on the experimental study and theoretical modelling of a heterogeneous class of biomimetic systems in which synthetic linkers mediate multivalent interactions between fluid and deformable colloidal units, including lipid vesicles and emulsion droplets. Linkers are often prepared from synthetic DNA nanostructures, enabling full programmability of the thermodynamic and kinetic properties of their mutual interactions. The coupling of the statistical effects of multivalent interactions with substrate fluidity and deformability gives rise to a rich emerging phenomenology that, in the context of self-assembled soft materials, has been shown to produce exotic phase behaviour, stimuli-responsiveness, and kinetic programmability of the self-assembly process. Applications to (synthetic) biology will also be reviewed.","PeriodicalId":21110,"journal":{"name":"Reports on Progress in Physics","volume":null,"pages":null},"PeriodicalIF":18.1,"publicationDate":"2019-03-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84042839","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"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}
Pub Date : 2019-03-28DOI: 10.1088/1361-6633/ab3a80
T. Sowiński, Miguel Ángel García-March
Recent theoretical and experimental progress on studying one-dimensional systems of bosonic, fermionic, and Bose–Fermi mixtures of a few ultracold atoms confined in traps is reviewed in the broad context of mesoscopic quantum physics. We pay special attention to limiting cases of very strong or very weak interactions and transitions between them. For bosonic mixtures, we describe the developments in systems of three and four atoms as well as different extensions to larger numbers of particles. We also briefly review progress in the case of spinor Bose gases of a few atoms. For fermionic mixtures, we discuss a special role of spin and present a detailed discussion of the two- and three-atom cases. We discuss the advantages and disadvantages of different computation methods applied to systems with intermediate interactions. In the case of very strong repulsion, close to the infinite limit, we discuss approaches based on effective spin chain descriptions. We also report on recent studies on higher-spin mixtures and inter-component attractive forces. For both statistics, we pay particular attention to impurity problems and mass imbalance cases. Finally, we describe the recent advances on trapped Bose–Fermi mixtures, which allow for a theoretical combination of previous concepts, well illustrating the importance of quantum statistics and inter-particle interactions. Lastly, we report on fundamental questions related to the subject which we believe will inspire further theoretical developments and experimental verification.
{"title":"One-dimensional mixtures of several ultracold atoms: a review","authors":"T. Sowiński, Miguel Ángel García-March","doi":"10.1088/1361-6633/ab3a80","DOIUrl":"https://doi.org/10.1088/1361-6633/ab3a80","url":null,"abstract":"Recent theoretical and experimental progress on studying one-dimensional systems of bosonic, fermionic, and Bose–Fermi mixtures of a few ultracold atoms confined in traps is reviewed in the broad context of mesoscopic quantum physics. We pay special attention to limiting cases of very strong or very weak interactions and transitions between them. For bosonic mixtures, we describe the developments in systems of three and four atoms as well as different extensions to larger numbers of particles. We also briefly review progress in the case of spinor Bose gases of a few atoms. For fermionic mixtures, we discuss a special role of spin and present a detailed discussion of the two- and three-atom cases. We discuss the advantages and disadvantages of different computation methods applied to systems with intermediate interactions. In the case of very strong repulsion, close to the infinite limit, we discuss approaches based on effective spin chain descriptions. We also report on recent studies on higher-spin mixtures and inter-component attractive forces. For both statistics, we pay particular attention to impurity problems and mass imbalance cases. Finally, we describe the recent advances on trapped Bose–Fermi mixtures, which allow for a theoretical combination of previous concepts, well illustrating the importance of quantum statistics and inter-particle interactions. Lastly, we report on fundamental questions related to the subject which we believe will inspire further theoretical developments and experimental verification.","PeriodicalId":21110,"journal":{"name":"Reports on Progress in Physics","volume":null,"pages":null},"PeriodicalIF":18.1,"publicationDate":"2019-03-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87112287","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"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}
Pub Date : 2019-03-04DOI: 10.1088/1361-6633/ab4415
K. Bliokh, M. Alonso, Mark R. Dennis
Geometric phases are a universal concept that underpins numerous phenomena involving multi-component wave fields. These polarization-dependent phases are inherent in interference effects, spin–orbit interaction phenomena, and topological properties of vector wave fields. Geometric phases have been thoroughly studied in two-component fields, such as two-level quantum systems or paraxial optical waves. However, their description for fields with three or more components, such as generic nonparaxial optical fields routinely used in modern nano-optics, constitutes a nontrivial problem. Here we describe geometric, dynamical, and total phases calculated along a closed spatial contour in a multi-component complex field, with particular emphasis on 2D (paraxial) and 3D (nonparaxial) optical fields. We present several equivalent approaches: (i) an algebraic formalism, universal for any multi-component field; (ii) a dynamical approach using the Coriolis coupling between the spin angular momentum and reference-frame rotations; and (iii) a geometric representation, which unifies the Pancharatnam–Berry phase for the 2D polarization on the Poincaré sphere and the Majorana-sphere representation for the 3D polarized fields. Most importantly, we reveal close connections between geometric phases, angular-momentum properties of the field, and topological properties of polarization singularities in 2D and 3D fields, such as C-points and polarization Möbius strips.
{"title":"Geometric phases in 2D and 3D polarized fields: geometrical, dynamical, and topological aspects","authors":"K. Bliokh, M. Alonso, Mark R. Dennis","doi":"10.1088/1361-6633/ab4415","DOIUrl":"https://doi.org/10.1088/1361-6633/ab4415","url":null,"abstract":"Geometric phases are a universal concept that underpins numerous phenomena involving multi-component wave fields. These polarization-dependent phases are inherent in interference effects, spin–orbit interaction phenomena, and topological properties of vector wave fields. Geometric phases have been thoroughly studied in two-component fields, such as two-level quantum systems or paraxial optical waves. However, their description for fields with three or more components, such as generic nonparaxial optical fields routinely used in modern nano-optics, constitutes a nontrivial problem. Here we describe geometric, dynamical, and total phases calculated along a closed spatial contour in a multi-component complex field, with particular emphasis on 2D (paraxial) and 3D (nonparaxial) optical fields. We present several equivalent approaches: (i) an algebraic formalism, universal for any multi-component field; (ii) a dynamical approach using the Coriolis coupling between the spin angular momentum and reference-frame rotations; and (iii) a geometric representation, which unifies the Pancharatnam–Berry phase for the 2D polarization on the Poincaré sphere and the Majorana-sphere representation for the 3D polarized fields. Most importantly, we reveal close connections between geometric phases, angular-momentum properties of the field, and topological properties of polarization singularities in 2D and 3D fields, such as C-points and polarization Möbius strips.","PeriodicalId":21110,"journal":{"name":"Reports on Progress in Physics","volume":null,"pages":null},"PeriodicalIF":18.1,"publicationDate":"2019-03-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77214138","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"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}
Pub Date : 2018-10-29DOI: 10.1088/1361-6633/AAE6B2
T. Zanon-Willette, R. Lefevre, R. Metzdorff, N. Sillitoe, S. Almonacil, M. Minissale, E. de Clercq, A. Taichenachev, V. Yudin, E. Arimondo
{"title":"Corrigendum: Composite laser-pulses spectroscopy for high-accuracy optical clocks: a review of recent progress and perspectives (2018 Rep. Prog. Phys. 81 094401)","authors":"T. Zanon-Willette, R. Lefevre, R. Metzdorff, N. Sillitoe, S. Almonacil, M. Minissale, E. de Clercq, A. Taichenachev, V. Yudin, E. Arimondo","doi":"10.1088/1361-6633/AAE6B2","DOIUrl":"https://doi.org/10.1088/1361-6633/AAE6B2","url":null,"abstract":"","PeriodicalId":21110,"journal":{"name":"Reports on Progress in Physics","volume":null,"pages":null},"PeriodicalIF":18.1,"publicationDate":"2018-10-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73934640","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"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}
Pub Date : 2018-10-08DOI: 10.1088/0034-4885/38/8/001
J. B. Birks
Excimers are dimers with associated excited electronic states, dissociative ground states, and structureless emission spectra. Noble and other monatomic gases form atomic excimers. Aromatic molecules form excimers in fluid solutions, liquids, crystals and polymers, at crystal defects, and intramolecularly. Excimer interaction is attributed to configurational mixing of exciton and charge resonance states. The helium excimer and pyrene crystal dimer potential curves are compared. Aromatic excimers are discussed. Related photophysical studies on atomic excimers are considered. Saturated amines, which exhibit vapour and solution excimer fluorescence, provide a link between atomic and aromatic excimers. Aromatic molecules form complexes, exciplexes or mixed excimers with different molecules, and noble gas atoms form complexes or exciplexes with different atoms. Review completed in 1975.
{"title":"Excimers","authors":"J. B. Birks","doi":"10.1088/0034-4885/38/8/001","DOIUrl":"https://doi.org/10.1088/0034-4885/38/8/001","url":null,"abstract":"Excimers are dimers with associated excited electronic states, dissociative ground states, and structureless emission spectra. Noble and other monatomic gases form atomic excimers. Aromatic molecules form excimers in fluid solutions, liquids, crystals and polymers, at crystal defects, and intramolecularly. Excimer interaction is attributed to configurational mixing of exciton and charge resonance states. The helium excimer and pyrene crystal dimer potential curves are compared. Aromatic excimers are discussed. Related photophysical studies on atomic excimers are considered. Saturated amines, which exhibit vapour and solution excimer fluorescence, provide a link between atomic and aromatic excimers. Aromatic molecules form complexes, exciplexes or mixed excimers with different molecules, and noble gas atoms form complexes or exciplexes with different atoms. Review completed in 1975.","PeriodicalId":21110,"journal":{"name":"Reports on Progress in Physics","volume":null,"pages":null},"PeriodicalIF":18.1,"publicationDate":"2018-10-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90319641","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"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}
Pub Date : 2018-10-04DOI: 10.1088/1361-6633/ab4f91
Hong Liu, J. Sonner
In this paper we give an overview of some recent progress in using holography to study various far-from-equilibrium condensed matter systems. Non-equilibrium problems are notoriously difficult to deal with, not to mention at strong coupling and when including quantum effects. Remarkably, using holographic duality one can describe and follow the real-time evolution of far-from-equilibrium systems, including those which are spatially inhomogeneous and anisotropic, by solving partial differential gravity equations. We sample developments in two broad classes of question which have recently been of much interest to the condensed matter community: non-equilibrium steady states, and quantum systems undergoing a global quench. Our discussion focuses on the main physical insights obtained from the gravity approaches, rather than comprehensive treatment of each topic or detailed descriptions of gravity calculations. The paper also includes an overview of current numerical techniques, as well as the holographic Schwinger–Keldysh approach to real-time correlation functions.
{"title":"Holographic systems far from equilibrium: a review","authors":"Hong Liu, J. Sonner","doi":"10.1088/1361-6633/ab4f91","DOIUrl":"https://doi.org/10.1088/1361-6633/ab4f91","url":null,"abstract":"In this paper we give an overview of some recent progress in using holography to study various far-from-equilibrium condensed matter systems. Non-equilibrium problems are notoriously difficult to deal with, not to mention at strong coupling and when including quantum effects. Remarkably, using holographic duality one can describe and follow the real-time evolution of far-from-equilibrium systems, including those which are spatially inhomogeneous and anisotropic, by solving partial differential gravity equations. We sample developments in two broad classes of question which have recently been of much interest to the condensed matter community: non-equilibrium steady states, and quantum systems undergoing a global quench. Our discussion focuses on the main physical insights obtained from the gravity approaches, rather than comprehensive treatment of each topic or detailed descriptions of gravity calculations. The paper also includes an overview of current numerical techniques, as well as the holographic Schwinger–Keldysh approach to real-time correlation functions.","PeriodicalId":21110,"journal":{"name":"Reports on Progress in Physics","volume":null,"pages":null},"PeriodicalIF":18.1,"publicationDate":"2018-10-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89469911","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"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}
Pub Date : 2018-07-30DOI: 10.1088/1361-6633/ab46e5
M. Lostaglio
I give a self-contained introduction to the resource theory approach to quantum thermodynamics. I will introduce in an elementary manner the technical machinery necessary to unpack and prove the core statements of the theory. The topics covered include the so-called ‘many second laws of thermodynamics’, thermo-majorisation and symmetry constraints on the evolution of quantum coherence. Among the elementary applications, I explicitly work out the bounds on deterministic work extraction and formation, discuss the complete solution of the theory for a single qubit and present the irreversibility of coherence transfers. The aim is to facilitate the task of those researchers interested in engaging and contributing to this topic, presenting scope and motivation of its core assumptions and discussing the relation between the resource theory and complementary approaches.
{"title":"An introductory review of the resource theory approach to thermodynamics","authors":"M. Lostaglio","doi":"10.1088/1361-6633/ab46e5","DOIUrl":"https://doi.org/10.1088/1361-6633/ab46e5","url":null,"abstract":"I give a self-contained introduction to the resource theory approach to quantum thermodynamics. I will introduce in an elementary manner the technical machinery necessary to unpack and prove the core statements of the theory. The topics covered include the so-called ‘many second laws of thermodynamics’, thermo-majorisation and symmetry constraints on the evolution of quantum coherence. Among the elementary applications, I explicitly work out the bounds on deterministic work extraction and formation, discuss the complete solution of the theory for a single qubit and present the irreversibility of coherence transfers. The aim is to facilitate the task of those researchers interested in engaging and contributing to this topic, presenting scope and motivation of its core assumptions and discussing the relation between the resource theory and complementary approaches.","PeriodicalId":21110,"journal":{"name":"Reports on Progress in Physics","volume":null,"pages":null},"PeriodicalIF":18.1,"publicationDate":"2018-07-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"91164920","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"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}
Pub Date : 2018-05-12DOI: 10.1088/1361-6633/ab42fb
Zhi-Qiang Jiang, Wen-Jie Xie, Wei‐Xing Zhou, D. Sornette
Multifractality is ubiquitously observed in complex natural and socioeconomic systems. Multifractal analysis provides powerful tools to understand the complex nonlinear nature of time series in diverse fields. Inspired by its striking analogy with hydrodynamic turbulence, from which the idea of multifractality originated, multifractal analysis of financial markets has bloomed, forming one of the main directions of econophysics. We review the multifractal analysis methods and multifractal models adopted in or invented for financial time series and their subtle properties, which are applicable to time series in other disciplines. We survey the cumulating evidence for the presence of multifractality in financial time series in different markets and at different time periods and discuss the sources of multifractality. The usefulness of multifractal analysis in quantifying market inefficiency, in supporting risk management and in developing other applications is presented. We finally discuss open problems and further directions of multifractal analysis.
{"title":"Multifractal analysis of financial markets: a review","authors":"Zhi-Qiang Jiang, Wen-Jie Xie, Wei‐Xing Zhou, D. Sornette","doi":"10.1088/1361-6633/ab42fb","DOIUrl":"https://doi.org/10.1088/1361-6633/ab42fb","url":null,"abstract":"Multifractality is ubiquitously observed in complex natural and socioeconomic systems. Multifractal analysis provides powerful tools to understand the complex nonlinear nature of time series in diverse fields. Inspired by its striking analogy with hydrodynamic turbulence, from which the idea of multifractality originated, multifractal analysis of financial markets has bloomed, forming one of the main directions of econophysics. We review the multifractal analysis methods and multifractal models adopted in or invented for financial time series and their subtle properties, which are applicable to time series in other disciplines. We survey the cumulating evidence for the presence of multifractality in financial time series in different markets and at different time periods and discuss the sources of multifractality. The usefulness of multifractal analysis in quantifying market inefficiency, in supporting risk management and in developing other applications is presented. We finally discuss open problems and further directions of multifractal analysis.","PeriodicalId":21110,"journal":{"name":"Reports on Progress in Physics","volume":null,"pages":null},"PeriodicalIF":18.1,"publicationDate":"2018-05-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"91295103","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"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}