[en] The calibration problem of implied volatility surface under complex financial models can be formulated as a nonlinear high-dimensional optimization problem. To resolve this problem for genuine volatility models, we develop a sequential methodology termed two-stage Monte Carlo calibration method. It consists of the first stage-dimension separation for splitting parametric set into two subsets, and the second stage-standard error reduction for efficient evaluation of option prices. The first stage dimension separation aims to reduce dimensionality of the optimization problem by estimating some volatility model parameters a priori under the historical probability measure such that the total number of model parameters under an option pricing measure is significantly reduced. The second stage standard error reduction aims simultaneously to reduce variance of option payoffs by the martingale control variate algorithm, and to increase the total number of Monte Carlo simulation by the hardware graphics processing unit (GPU) for parallel computing. This two-stage Monte Carlo calibration method is capable of solving a variety of complex volatility models, including hybrid models and multifactor stochastic volatility models. Essentially, it provides a general framework to analyze backward information from the historical spot prices and the forward information from option prices.

[en] An improved active neutral point clamped (ANPC) inverter circuit topology is proposed. Through the fault-tolerant leg, the fault-tolerant performance of the inverter circuit has been greatly improved. The fault-tolerant leg works as an actuating device which control the neutral point to remain stable, when there is no fault with the inverter. When some power tubes are broken the leg works as the redundant device to replace the power tubes. The finite set model predictive control method is used for this inverter circuit. This control method is quite suitable for the electronic circuit. This method is employed to lower THD and to advance its dynamic, so that the error tolerance and high power output of the aviation inverter are satisfied. The feasibility and effectiveness are proved by simulations. (paper)

[en] In this paper, we report a newly developed Knudsen Cell injection system for SH-PermEBIT. This technique can overcome disadvantages of introducing organometallic gases and wired probes into EBIT and provide steady continuous injection. A specially designed vacuum line is used to ensure that the Knudsen Cell satisfies the vacuum level of SH-permEBIT. Using this system we successfully injected ytterbium into the SH-permEBIT and recorded a spectrum in the visible wavelength region. (authors)

[en] Dielectronic recombination (DR) process plays an important role in high temperature plasmas, where DR can affect charge balance and level populations significantly, and can cause radiative energy loss. Resolvable DR sourced satellite lines are often used for plasma temperature diagnostics, while the un-resolvable ones disturb determining spectral line shape, line intensity, and line position. Data of DR resonant strength is vital for accurate modeling of high temperature plasmas. DR studies are also important for testing atomic structure and atomic collision theories, since they carry information on quantum electrodynamics, relativistic effects, electron correlations and so on. Electron beam ion trap (EBIT) is an accelerator type device, which is capable of acting as both ion sources and light sources. EBIT can produce a special sort of plasma, in which electron energy is tunable and has a very narrow distribution. This made it possible for disentanglement studies on electron ion collision processes in plasmas. In this paper, experimental studies of DR processes based on electron beam ion traps (EBIT) will be discussed.

[en] Building an accurate mathematical model for inverter is the key to achieving a precise control. Contrasted to the traditional switching function model of power electronic circuits, this paper built the mixed logical dynamic(MLD) model for a new inverter, and the MLD model was used as a prediction model, then a predictive direct power control(P-DPC) method was researched for the new inverter. A symmetrical 4+4 voltage vector sequence was employed to obtain constant switching frequency and lower THD of output voltage, the action time of vector sequence was calculated by minimizing objective function. The feasibility and effectiveness were proved by simulations. (paper)

[en] Highlights: • The RPS and SRS greatly impact on the carrier mobility of OTFTs. • The interaction distance between remote phonons and carriers is above 150 nm. • The carrier mobility of pentacene OTFTs on Si substrate reaches 10.6 cm² V⁻¹ s⁻¹. • The carrier mobility of 7.99 cm² V⁻¹ s⁻¹ is achieved on flexible PI substrate. Pentacene organic thin-film transistors (OTFTs) with very high carrier mobility have been achieved on both rigid and flexible substrates by using high-k gate dielectric and metal gate. The high-k gate dielectric with suitable thickness can reduce the surface-roughness scattering, while the metal gate can suppress the remote phonon scattering. As a result, based on NbLaO gate dielectric, OTFTs with high carrier mobility of 10.6 cm² V⁻¹ s⁻¹ (7.99 cm² V⁻¹ s⁻¹) with the capacitance per unit area measured at frequency of 1 kHz and small threshold voltage of −0.92 V (−0.74 V) fabricated on Pd-coated Si substrate (Pd-coated vacuum tape) are realized, though they have rougher dielectric surface and smaller pentacene grains than their counterparts fabricated on n-Si substrate. Moreover, with the addition of 13-nm SiO₂ interlayer between the NbLaO gate dielectric and metal gate electrode, the carrier mobility decreases by 71% and 65% for the OTFTs on Si and V.T. substrates, respectively, highlighting the importance of the RPS.

[en] In this work, the multilevel resistive random access memories (RRAMs) have been achieved by using the structure of Pt/MoO₃/Hf/MoO₃/Pt with four stable resistance states. The devices show good retention property of each state (>10⁴ s) and large memory window (>10⁴). The simulation and experimental study reveal that the resistive switching mechanism is ascribed to combination of the conductive filament in the stack of MoO₃/Hf next to the top electrode and redox reaction at the interface of Hf/MoO₃ next to bottom electrode. The fitting results of current–voltage characteristics under low sweep voltage indicate that the conduction of HRSs is dominated by the Poole–Frenkel emission and that of LRS is governed by the Ohmic conduction. Based on the RRAM, the tunable high-pass filter (HPF) with configurable filtering characteristics has been realized. The gain-frequency characteristics of the programmable HPF show that the filter has high resolution and wide programming range, demonstrating the viability of the multilevel RRAMs for future spiking neural network and shrinking the programmable filters with low power consumption. (paper)