Small-Maturity Asymptotics for the At-The-Money Implied Volatility Slope in Lévy Models

We consider the at-the-money (ATM) strike derivative of implied volatility as the maturity tends to zero. Our main results quantify the behaviour of the slope for infinite activity exponential Lévy models including a Brownian component. As auxiliary results, we obtain asymptotic expansions of short maturity ATM digital call options, using Mellin transform asymptotics. Finally, we discuss when the ATM slope is consistent with the steepness of the smile wings, as given by Lee’s moment formula.     

Microfluidic integration of substantially round glass capillaries for lateral patch clamping on chip

High-throughput screening of drug candidates for channelopathies can greatly benefit from an automated patch-clamping assay. Automation of the patch clamping through microfluidics ideally requires on-chip integration of glass capillaries with substantially round cross section. Such round capillaries, if they can only be integrated to connect isolated reservoirs on a substrate surface, will lead to a "lateral" configuration which is simple yet powerful for the patch clamping. We demonstrate here "lateral" patch clamping through microfluidic integration of substantially round glass capillaries in a novel process. The process adopts two well-known phenomena from microelectronics: keyhole-void formation and thermal-reflow of phosphosilicate glass in silicon trenches. The process relies on the same physical principle as the preparation of conventional micropipette electrodes by heat-pulling and fire-polishing glass tubes. The optimized process forms capillaries with a diameter approximately 1.5 microm and variation <10%. Functionality of the integrated glass capillaries for the patch-clamp recording has been verified by statistical test results from a sample of one hundred capillaries on mammalian cells (RBL-1) in suspension: 61% formed gigaseals (>1 GOmega) and of those approximately 48% (29% of all) achieved whole-cell recordings. Pharmacological blockade of ion channel activity and longevity of a whole-cell mode on these capillaries have also been presented.     

Low-coordinate transition-metal complexes of a carbon-substituted hemiporphyrazine

The metallation of the core-modified phthalocyanine analogue dicarbahemiporphyrazine with manganese, iron, and cobalt results in the formation of low-coordinate metal(II) complexes. All three compounds are produced by the reaction of metal carbonyls with the free base macrocycle. As in many other carbaporphyrinoids, the internal C-H bonds remain intact upon metallation, resulting in the formation of two long-range agostic-type interactions. Each metal can thus be considered as a three-coordinate ion, where two inner isoindolene nitrogens and a single axial pyridine are bound to the metal. The manganese and cobalt complexes, Mn(dchp)py and Co(dchp)py, are nearly isostructural, but the iron complex, Fe(dchpH2)py, exhibits a reduction at an iminic double bond upon metallation.     

Temperature dependent electrical characteristics of Sn/p-Si Schottky diodes

Current-voltage and capacitance-voltage characteristics of Sn/p-Si Schottky diodes measured in the temperature range 80-320 K are presented and analysed. Anomalous strong temperature dependencies of the ideality factor and apparent barrier height were obtained. There was also a considerable difference between the apparent barrier heights obtained from current-voltage and capacitance-voltage characteristics. These anomalies are explained by the domination of the current by a high level of thermionic-field emission, and by the presence of deep levels near the Sn/Si interface, which yield a reduction of free hole concentration and a significant temperature dependence of the charge stored near the metal-semiconductor (MS) interface. The evaluation of temperature dependence of forward current for thermionic-field emission resulted in the following parameters: characteristic energy E₀₀ = 9.8 meV, Schottky barrier height at zero bias Φ_b0 = 0.802 eV, bias coefficient of barrier height β = 0, and effective Richardson constant A* = 37.32 A cm⁻² K⁻².     

Block copolymers of thiophene-capped poly(methyl methacrylate) with pyrrole

Poly(methyl methacrylate) with a thiophene end group having narrow polydispersity was prepared by the Atom Transfer Radical Polymerization (ATRP) technique. Subsequently, electrically conducting block copolymers of thiophene-capped poly(methyl methacrylate) with pyrrole were synthesized by using p-toluene sulfonic acid and sodium dodecyl sulfate as the supporting electrolytes via constant potential electrolysis. Characterization of the block copolymers were performed by CV, FTIR, SEM, TGA, and DSC analyses. Electrical conductivities were evaluated by the four-probe technique. © 1999 John Wiley & Sons, Inc. J Polym Sci A: Polym Chem 37: 4218–4225, 1999     

Neutral Higgs sector of the MSSM with explicit CP violation and non-holomorphic soft breaking

Using the effective potential method, we computed one-loop corrections to the mass matrix of neutral Higgs bosons of the Non-Holomorphic Supersymmetric Standard Model (NHSSM) with explicit CP violation, where the radiative corrections due to the quarks and squarks of the third generation were taken into account. We observed that the non-holomorphic trilinear couplings can compete with the holomorphic ones in CP violating issues for the mass and mixing of the neutral Higgs bosons.     

Structural investigation and electronic band transitions of nanostructured TiO2 thin films

Titanium dioxide (TiO₂) thin film was deposited on n‐Si (100) substrate by reactive DC magnetron sputtering system at 250 °C temperature. The deposited film was thermally treated for 3 h in the range of 400‐1000 °C by conventional thermal annealing (CTA) in air atmosphere. The effects of the annealing temperature on the structural and morphological properties of the films were investigated by X‐ray diffraction (XRD) and atomic force microscopy (AFM), respectively. XRD measurements show that the rutile phase is the dominant crystalline phase for the film annealed at 800 °C. According to AFM results, the increased grain sizes indicate that the annealing improves the crystalline quality of the TiO₂ film. In addition, the formation of the interfacial SiO₂ layer between TiO₂ film and Si substrate was evaluated by the transmittance spectra obtained with FTIR spectrometer. The electronic band transitions of as‐deposited and annealed films were also studied by using photoluminescence (PL) spectroscopy at room temperature. The results show that the dislocation density and microstrain in the film were decreased by increasing annealing temperature for both anatase and rutile phases. (© 2011 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Spectrophotometric determination of certain antidepressants in pharmaceutical preparations

Simple and reproducible spectrophotometric methods have been developed for determination of sertraline, fluoxetine, and venlafaxine in pharmaceutical preparations. The methods are based on the reactions between the studied drug substances and ion-pair agents (bromothymol blue, bromocresol green, or bromophenol blue) to produce yellow-colored ion-pair complexes in acidic buffers. After extracting in chloroform, the ion-pair complexes are spectrophotometrically determined at the optimum wavelength. Optimizations of the reaction conditions were carried out. Beer's law was obeyed within the concentration range from 1 to 15 microg/mL. The molar absorptivity, Sandell sensitivity, and detection and quantification limits were also determined. The developed methods were applied successfully for the determination of these drugs in some available commercial preparations. The results were compared statistically with those obtained from reported high-performance liquid chromatography methods.     

Cooperative stochastic behavior in the onset of localized corrosion

Stochastic temporal and spatiotemporal models of metastable pitting on a metal surface are presented. A stochastic reaction-diffusion model accounts for the effects of local changes in concentration, potential drop, and oxide film damage on the nucleation of subsequent events. The cooperative interactions among events can lead to the formation of clusters of metastable pits and to an explosive growth in the total number of pits. Recent progress in the studies of such phenomena is reviewed. New results based on a mean-field analysis of the model and numerical simulations on critical nucleation effects are reported.