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Submodular maximization and its generalization through an intersection cut lens
No full textInternational audienceWe study a mixed-integer set arising in the submodular maximization problem, where is a submodular function defined over . We use intersection cuts to tighten a polyhedral outer approximation of . We construct a continuous extension of , which is convex and defined over the entire space . We show that the epigraph of is an -free set, and characterize maximal -free sets including the epigraph. We propose a hybrid discrete Newton algorithm to compute an intersection cut efficiently and exactly. Our results are generalized to the hypograph or the superlevel set of a submodular-supermodular function, which is a model for discrete nonconvexity. A consequence of these results is intersection cuts for Boolean multilinear constraints. We evaluate our techniques on max cut, pseudo Boolean maximization, and Bayesian D-optimal design problems within a MIP solver
Energy-scaling behavior of intrinsic transverse momentum parameters in Drell-Yan simulation
No full textInternational audienceWe present an analysis based on models of the intrinsic transverse momentum of partons in nucleons by studying the dilepton transverse momentum in Drell-Yan events. Using parameter tuning in event generators and existing data from fixed-target experiments, from the Tevatron, and from the LHC, our investigation spans three orders of magnitude in center-of-mass energy and two orders of magnitude in dilepton invariant mass. The results show an energy-scaling behavior of the intrinsic transverse momentum parameters, independent of the dilepton invariant mass at a given center-of-mass energy
Riding Wavelets: A Method to Discover New Classes of Financial Price Jumps
No full text12 pages and 11 pages of appendices, 26 figuresInternational audienceWe introduce an unsupervised classification framework that leverages a multi-scale wavelet representation of time-series and apply it to stock price jumps. In line with previous work, we recover the fact that time-asymmetry of volatility is the major feature that separates exogenous, news-induced jumps from endogenously generated jumps. Local mean-reversion and trend are found to be two additional key features, allowing us to identify new classes of jumps. Using our wavelet-based representation, we investigate the endogenous or exogenous nature of co-jumps, which occur when multiple stocks experience price jumps within the same minute. Perhaps surprisingly, our analysis suggests that a significant fraction of co-jumps result from an endogenous contagion mechanism.E xtreme events and cascades of events are widespread occurrences in both natural and social systems (1). Examples include earthquakes, volcanic eruptions, hurricanes, epileptic crises (2, 3), epidemic spread, financial crashes (4-6), economic crises (7, 8), book sales shocks (9, 10), riot propagation (11, 12) or failures in socio-technical systems (13). Understanding the origin of such events is essential for forecasting and possibly stabilizing their dynamics.A widely studied question is the reflexive, self-exciting nature of those shocks. The concept of financial market reflexivity was introduced by Soros in ( 14), to describe the idea that price dynamics are mostly endogenous and arise from internal feedback mechanisms, as was first surmised by Cutler, Poterba and Summers in 1988 (15) (see also ( 16)). Extreme events, in particular, often arise from feedback mechanisms within the system's structure (1, 17, 18). Quantifying the extent of endogeneity in a complex system and distinguishing events caused by external shocks from those provoked endogenously, and more generally identifying different classes of events, are crucial questions.Prior research has proposed to differentiate between endogenous and exogenous dynamics by analyzing the profile of activity around the shock (9, 10, 19, 20), in particular in the context of financial markets (21-23). It has been observed that endogenous shocks are preceded by a growth phase mirroring the post event powerlaw relaxation, in contrast to exogenous shocks that are strongly asymmetric. The universality of this result is quite intriguing as they have been observed in various contexts: intra-day book sales on Amazon (9, 10), daily views of YouTube videos (20) and intra-day financial market volatility and price jumps (23, 24). Meanwhile, Wu et al. (25) differentiate exogenous and endogenous bursts of comment posting on social media using the analysis of collective emotion dynamics and time-series distributions of comment arrivals.Furthermore, in complex systems, events can propagate along two directions: temporally and towards other elements of the system. Financial markets offer an attractive setting for studying multi-dimensional shocks due to the abundance of available data, the frequent occurrence of financial shocks and price jumps and the inter-connectivity of markets. In fact, a recent study by Lillo et al. (26, 27) demonstrates the frequent occurrence of "co-jumps", defined as simultaneous jumps of multiple stocks (as illustrated in Fig. 1) and establishes a correlation between their prevalence and the inter-connectivity of different markets.In this paper, we address the problem of classifying financial price jumps (and co-jumps), in particular measuring their self-exciting character, by analyzing their time-series using wavelets. We introduce an unsupervised classification based on an embedding Φ(x) of each jump time-series of returns x(t) into a low dimensional-space more appropriate to clustering. Such embedding, composed of wavelet scattering coefficients (see (28) and below), relies on wavelet coefficients of the time-series at the time of the jump t = 0 and wavelet coefficients of volatility. Such coefficients are Significance StatementCascades of events and extreme occurrences have garnered significant attention across diverse domains like seismology, neuroscience, economics, finance, and other social sciences. Such events may arise from internal system dynamics (endogenous) or external shocks (exogenous). Devising rigorous methods to distinguish between them is vital for professionals and regulators to create early warning systems and effective responses. Understanding these dynamics could improve the stability and resilience of crisisprone socio-economic systems. We show how wavelets can be used for the unsupervised separation of shocks in financial time-series, based on time-asymmetry around the shock. Additionally, we highlight the significant role contagion mechanisms play in financial markets.</div
Enhanced Lattice Coherences and Improved Structural Stability in Quadruple A‐Site Substituted Lead Bromide Perovskites
No full textInternational audienceLead halide perovskites (LHPs) are promising materials for efficient photovoltaic devices; however, they often encounter limited structural stability and degradation problems that limit their technological potential. This study investigates a novel perovskite composition consisting of (Cs, MA, FA, GA)PbBr3, abbreviated as (4cat)PbBr3, to effectively enhance phase stability and optoelectronic characteristics. The spectroscopic data reveal improved structural order, electronic properties, and dynamic lattice response in a cubic phase, which is uniquely stabilized by the specific cation composition down to 80 K. Superior optoelectronic properties are verified by increased photoluminescence (PL) and 20-fold higher electron mobility, when compared to the single-cation composition, MAPbBr3. Notably, the ultrafast Terahertz-induced Kerr effect (TKE) reveals a dominating 1.1 THz octahedral twist mode, also observed in MAPbBr3, however with a doubled phonon coherence time in (4cat)PbBr3 at 80 K. The observation of higher structural order in the 4-cation composition is thus reflected by the prolonged lattice coherences, indicating enhanced dynamic screening effects that can explain the improved optoelectronic properties of (4cat)PbBr3. This study therefore sheds light on the influence of the A-site cation composition on the inorganic sublattice and its coherent dynamics, highly relevant to perovskite-based photovoltaic and optoelectronic technologie
Photon Antibunching in Single-Molecule Vibrational Sum-Frequency Generation
No full textInternational audienceSum-frequency generation (SFG) allows for coherent upconversion of an electromagnetic signal and has applications in mid-infrared vibrational spectroscopy of molecules. Recent experimental and theoretical studies have shown that plasmonic nanocavities, with their deep sub-wavelength mode volumes, may allow to obtain vibrational SFG signals from a single molecule. In this article, we compute the degree of second order coherence () of the upconverted mid-infrared field under realistic parameters and accounting for the anharmonic potential that characterizes vibrational modes of individual molecules. On the one hand, we delineate the regime in which the device should operate in order to preserve the second-order coherence of the mid-infrared source, as required in quantum applications. On the other hand, we show that an anharmonic molecular potential can lead to antibunching of the upconverted photons under coherent, Poisson-distributed mid-infrared and visible drives. Our results therefore open a path toward a new kind of bright and tunable source of indistinguishable single photons by leveraging ``vibrational blockade'' in a resonantly and parametrically driven molecule, without the need for strong light-matter coupling
Algorithm for computing perturbation series of dynamical mean field theory
No full textInternational audienceWe show how to use diagrammatic techniques to compute the weak-coupling perturbation series of the self-consistent solution to a Dynamical Mean Field Theory (DMFT) problem. This approach constitutes an alternative to using diagrammatic techniques directly as an impurity solver. It allows one to bypass the need of multiple perturbative series resummations within the DMFT self-consistency loop. It can be applied at or out of equilibrium, with any diagrammatic formalism, such as real times, imaginary times, or Matsubara frequencies formalisms. As a proof of principle, we illustrate our method with the half-filled Hubbard model on the Bethe lattice in the DMFT approximation, using Quantum Quasi-Monte Carlo (QQMC) to obtain the impurity perturbation series on the real time axis
Bottom quark energy loss and hadronization with B and B nuclear modification factors using pp and \PbPb collisions at = 5.02 TeV
No full textInternational audienceThe production cross sections of B and B mesons are reported in proton-proton (pp) collisions recorded by the CMS experiment at the CERN LHC with a center-of-mass energy of 5.02 TeV. The data sample corresponds to an integrated luminosity of 302 pb. The cross sections are based on measurements of the B J/(1020)(KK) and B J/K decay channels. Results are presented in the transverse momentum () range 7-50 GeV/ and the rapidity interval 2.4 for the B mesons. The measured -differential cross sections of B and B in pp collisions are well described by fixed-order plus next-to-leading logarithm perturbative quantum chromodynamics calculations. Using previous PbPb collision measurements at the same nucleon-nucleon center-of-mass energy, the nuclear modification factors, , of the B mesons are determined. For 10 GeV/, both mesons are found to be suppressed in PbPb collisions (with values significantly below unity), with less suppression observed for the B mesons. In this range, the values for the B mesons are consistent with those for inclusive charged hadrons and D mesons. Below 10 GeV/, both B and Bs are found to be less suppressed than either inclusive charged hadrons or D mesons, with the B value consistent with unity. The values found for the B and B are compared to theoretical calculations, providing constraints on the mechanism of bottom quark energy loss and hadronization in the quark-gluon plasma, the hot and dense matter created in ultrarelativistic heavy ion collisions
Multiplicity dependence of charm baryon and baryon meson production in pPb collisions at = 8.16 TeV
No full textInternational audienceMeasurements of the production yields of charm baryons () and charm mesons (D) in proton-lead collisions at a nucleon-nucleon center-of-mass energy of 8.16 TeV are presented. The data were collected in 2016 with the CMS experiment and correspond to an integrated luminosity of 186 nb. The baryon is reconstructed from the decay channel K, while the D meson is reconstructed via D K. The baryon and D meson yields are extracted in several charged-particle multiplicity classes. No strong multiplicity dependence of the -to-D yield ratio is observed, unlike the observed strange baryon to strange meson yield ratio of to K, which shows a strong multiplicity dependence. This observation indicates different mechanisms for the multiplicity evolution of hadronization processes for charm and strange quarks and provides new constraints to the understanding of heavy flavor production and collectivity in small collision systems
Search for nuclear modifications of B meson production in pPb collisions at = 8.16 TeV
No full textInternational audienceNuclear medium effects on B meson production are studied using the binary-collision scaled cross section ratio between events of different multiplicities from proton-lead collisions. Data, collected by the CMS experiment in 2016 at a nucleon-nucleon center-of-mass energy of = 8.16 TeV, corresponding to an integrated luminosity of 175 nb, were used. The scaling factors in the ratio are determined using a novel approach based on the Z cross sections measured in the same events. The scaled ratio for B is consistent with unity for all event multiplicities, putting stringent constraints on nuclear modification for heavy flavor
Dark sector searches with the CMS experiment
No full textInternational audienceAstrophysical observations provide compelling evidence for gravitationally interacting dark matter in the universe that cannot be explained by the standard model of particle physics. The extraordinary amount of data from the CERN LHC presents a unique opportunity to shed light on the nature of dark matter at unprecedented collision energies. This Report comprehensively reviews the most recent searches with the CMS experiment for particles and interactions belonging to a dark sector and for dark-sector mediators. Models with invisible massive particles are probed by searches for signatures of missing transverse momentum recoiling against visible standard model particles. Searches for mediators are also conducted via fully visible final states. The results of these searches are compared with those obtained from direct-detection experiments. Searches for alternative scenarios predicting more complex dark sectors with multiple new particles and new forces are also presented. Many of these models include long-lived particles, which could manifest themselves with striking unconventional signatures with relatively small amounts of background. Searches for such particles are discussed and their impact on dark-sector scenarios is evaluated. Many results and interpretations have been newly obtained for this Report