3 Works

Topological structure and dynamics of three-dimensional active nematics

Guillaume Duclos, Thomas Powers, Aparna Baskaran, Zvonimir Dogic, Vincenzo Vitelli, Federico Toschi, Raymond Adkins, Debarghya Banerjee, Matthew Peterson, Minu Varghese, Itamar Kolvin, Robert Pelcovits, Sebastian Streichan, Daniel Beller, Arvind Baskaran, Michael Hagan, Matthew S. E. Peterson, Robert A. Pelcovits, Thomas R. Powers, Michael F. Hagan & Sebastian J. Streichan
Topological structures are effective descriptors of the nonequilibrium dynamics of diverse many-body systems. For example, motile, point-like topological defects capture the salient features of two-dimensional active liquid crystals composed of energy-consuming anisotropic units. We dispersed force-generating microtubule bundles in a passive colloidal liquid crystal to form a three-dimensional active nematic. Light-sheet microscopy revealed the temporal evolution of the millimeter-scale structure of these active nematics with single-bundle resolution. The primary topological excitations are extended, charge-neutral disclination...

Electronic structure and interface energetics of CuBi2O4 photoelectrodes - data

Freddy E Oropeza, Nelson Y Dzade, Amalia Pons-Marti, Zhenni Yang, Kelvin H L Zhang, Nora H De Leeuw, Emiel J M Hensen & Jan P Hofmann
In this study, the electronic structure of CuBi2O4 has been studied by a combination of hard X-ray photoemission, resonant photoemission and X-ray absorption spectroscopies, and compared with density functional theory (DFT) calculations. The photoemission study indicates that there is a strong Bi 6s-O 2p hybrid electronic state at 2.3 eV below the Fermi level, whereas the valence band maximum (VBM) has a predominant Cu 3d – O 2p hybrid character. XAS at the O K-edge...

Learning agents in black-scholes financial markets

Tushar Vaidya, Carlos Murguia & Georgios Piliouras
Black-Scholes (BS) is a remarkable quotation model for European option pricing in financial markets. Option prices are calculated using an analytical formula whose main inputs are strike (at which price to exercise) and volatility. The BS framework assumes that volatility remains constant across all strikes, however, in practice it varies. How do traders come to learn these parameters? We introduce natural agent-based models, in which traders update their beliefs about the true implied volatility based...

Registration Year

  • 2020
    3

Resource Types

  • Dataset
    3

Affiliations

  • Eindhoven University of Technology
    3
  • Max Planck Institute for Dynamics and Self Organization
    1
  • University of California, Merced
    1
  • Xiamen University
    1
  • University of Leeds
    1
  • University of Chicago
    1
  • University of California, Santa Barbara
    1
  • Cardiff University
    1
  • Utrecht University
    1
  • Brandeis University
    1