Specific features in the vibronic fluorescence spectra of analogues of 1,4-bis(5-phenyl-2-oxazolyl)benzene with oxadiazole and furan rings

The fine-structure fluorescence and fluorescence excitation spectra of conjugated chain compounds, namely, 2,5-bis(5-phenyl-1,3,4-oxadiazol-2-yl)furan (PDFDP) and 2,5-bis[5-(2,4-dimethylphenyl)-1,3,4-oxadiazol-2-yl]furan (XDFDX), were obtained by the Shpolskii method in an n-octane matrix at a temperature of 4.2 K. These spectra were simulated by representing the band of each of the vibronic transitions as the sum of a zero-phonon line and a phonon wing with the corresponding parameters, such as the half-widths of the spectral lines and the Debye-Waller factors. The results obtained made it possible to estimate the relative intensities of the vibronic transitions between the S ₀ and S*₁ states. The anharmonicity revealed in the conjugate spectra of fluorescence and fluorescence excitation of the PDFDP and XDFDX compounds was explained in terms of the interference of the Franck-Condon and Herzberg-Teller interactions occurring in the molecules under investigation. The influence of the substitution of the furan heterocycle (F) for the central benzene ring (P) in 1,4-bis-(5-phenyl-2-oxadiazolyl)benzene (PDPDP) on the parameters of the intramolecular interactions responsible for the formation of the vibronic spectra was considered.     

Hedging with temporary price impact

We consider the problem of hedging a European contingent claim in a Bachelier model with temporary price impact as proposed by Almgren and Chriss (J Risk 3:5–39, 2001). Following the approach of Rogers and Singh (Math Financ 20:597–615, 2010) and Naujokat and Westray (Math Financ Econ 4(4):299–335, 2011), the hedging problem can be regarded as a cost optimal tracking problem of the frictionless hedging strategy. We solve this problem explicitly for general predictable target hedging strategies. It turns out that, rather than towards the current target position, the optimal policy trades towards a weighted average of expected future target positions. This generalizes an observation of Gârleanu and Pedersen (Dynamic portfolio choice with frictions. Preprint, 2013b) from their homogenous Markovian optimal investment problem to a general hedging problem. Our findings complement a number of previous studies in the literature on optimal strategies in illiquid markets as, e.g., Gârleanu and Pedersen (Dynamic portfolio choice with frictions. Preprint, 2013b), Naujokat and Westray (Math Financ Econ 4(4):299–335, 2011), Rogers and Singh (Math Financ 20:597–615, 2010), Almgren and Li (Option hedging with smooth market impact. Preprint, 2015), Moreau et al. (Math Financ. doi: 10.1111/mafi.12098, 2015), Kallsen and Muhle-Karbe (High-resilience limits of block-shaped order books. Preprint, 2014), Guasoni and Weber (Mathematical Financ. doi: 10.1111/mafi.12099, 2015a; Nonlinear price impact and portfolio choice. Preprint, 2015b), where the frictionless hedging strategy is confined to diffusions. The consideration of general predictable reference strategies is made possible by the use of a convex analysis approach instead of the more common dynamic programming methods.     

A heuristic approach for dividing graphs into bi-connected components with a size constraint

In this paper we propose a new problem of finding the maximal bi-connected partitioning of a graph with a size constraint (MBCPG-SC). With the goal of finding approximate solutions for the MBCPG-SC, a heuristic method is developed based on the open ear decomposition of graphs. Its essential part is an adaptation of the breadth first search which makes it possible to grow bi-connected subgraphs. The proposed randomized algorithm consists of growing several subgraphs in parallel. The quality of solutions generated in this way is further improved using a local search which exploits neighboring relations between the subgraphs. In order to evaluate the performance of the method, an algorithm for generating pseudo-random unit disc graphs with known optimal solutions is created. Computational experiments have also been conducted on graphs representing electrical distribution systems for the real-world problem of dividing them into a system of fault tolerant interconnected microgrids. The experiments show that the proposed method frequently manages to find optimal solutions and has an average error of only a few percent to known optimal solutions. Further, it manages to find high quality approximate solutions for graphs having up to 10,000 nodes in reasonable time.     

Die freie Oberfläche einer Flüssigkeit über einer rotierenden Scheibe

Zusammenfassung Es wird eine modifizierte Form des Weissenberg-Effekts untersucht, wobei sich die viskoelastische Flüssigkeit in einem kreiszylindrischen Gefäß befindet, an dessen Boden eine Scheibe rotiert. Normalspannungsdifferenzen rufen in der Flüssigkeit eine Strömung hervor, die auf der Drehachse von unten nach oben gerichtet ist, und die freie Oberfläche wölbt sich nahe der Achse nach außen. Unter der Voraussetzung hinreichend langsamer Strömung wird eine Theorie zweiter Ordnung entwickelt. Sie führt auf elliptische Randwertaufgaben zweiter bzw. vierter Ordnung für das Geschwindigkeitsfeld der Primärströmung in Umfangsrichtung und für die Stromfunktion der Sekundärströmung in der Meridianebene. Ihnen werden äquivalente Variationsaufgaben zugeordnet und mit der Methode der Finiten Elemente numerisch gelöst. Die Gestalt der freien Oberfläche setzt sich bei geeigneter Normierung aus drei universellen Formfunktionen zusammen, die für verschiedene Füllhöhen berechnet werden. Im experimentellen Teil wird nachgewiesen, daß durch entsprechende Messungen der Auslenkung des Flüssigkeitsspiegels die unteren Grenzwerte der beiden Normalspannungskoeffizienten bestimmt werden können. Das Rheometer besitzt den Vorzug, daß die Oberflächenspannung der Flüssigkeit die Meßgröße nur unwesentlich beeinflußt.

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Some kind of Weissenberg effect is considered where the viscoelastic fluid, being within a cylindrical vessel, is set in motion by a rotating disc near the tank bottom. Because of normal-stress differences within the fluid a secondary flow arises which is directed upwards near the axis of symmetry, and thus the free surface is deformed. Under the assumption of sufficiently slow flow a second-order theory is developed. It leads to second-order and fourth-order elliptic boundary value problems for the velocity field in azimuthal direction and for the stream function of the secondary flow, respectively. Equivalent variational problems are formulated and solved by the method of finite elements. When normalized appropriately, the shape of the free surface consists of three shape functions, which are independent of any material constants. It is shown by corresponding experiments, that the zero-shear-rate normal-stress coefficients can be determined by measuring the displacement of the free surface. In this rheometer, the surface tension of the fluid causes only insignificant influence on the quantity to be measured.

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Symbole C _H [—] Verhältnis der FormfunktionenF ₂/F₁ - f [—] die Sekundärströmung treibende radiale Volumenkraft, dimensionslos - F ₀, F₁, F₂ [—] universelle Formfunktionen - Fr [—] Froude-Zahl - g [m s^–2] Erdbeschleunigung - h [—] Auslenkung der Oberfläche, aufr ₀ bezogen - H [—] dimensionslose Füllhöhe - K [—] Kennzahl der Kapillarität - r,z [m] Zylinderkoordinaten - r, z [—] dimensionslose Koordinaten - r ₀ [m] Radius des Meßbehälters - Re [—] Reynolds-Zahl - v _r, v, v_z [m s^–1] Geschwindigkeitskomponenten - We ₁, We₂ [—] Weissenberg-Zahlen - [Pa s] Nullviskosität der Flüssigkeit - [°C] Temperatur - [m] Kapillarlänge - v ₁, v₂ [Pa s²] untere Grenzwerte der Normalspannungskoeffizienten - [kg m^–3] Dichte der Flüssigkeit - [N m^–1] Oberflächenspannung - [—] Zylinderkoordinate - [—] Dissipationsfunktion der Sekundärströmung, dimensionslos - [—] Stromfunktion, dimensionslos - [—] örtliche Winkelgeschwindigkeit, dimensionslos - [s^–1] Winkelgeschwindigkeit der Scheibe     

On the thermodynamics of an ideal fermi gas on the lattice at finite density

We study the ideal gas of fermions on a lattice at finite density for both naive and Wilson fermions. Comparing the thermodynamical quantities thus calculated with the known results in the continuum theory, we are led to propose a modification of the naive form of the lattice action, which is same for both the naive and the Wilson fermions. The thermodynamical quantities, calculated by using this form, are shown to have the correct continuum limit.     

Ein Detektor Langsamer Neutronen

Zusammenfassung Der Scintilationsdetektor für Thermo-und Resonanzneutronen, der in dieser Arbeit beschrieben wird, wurde aus einem geschmolzenen Gemisch von ZnS(Ag) und ₂₃ hergestellt. Bei optimalem Verhältnis beider Komponenten und optimaler Dicke des Detektors kann für Thermoneutronen eine verhältnismässig grosse Wirksamkeit erzielt werden (bis 25%). Der Detektor kann auch bei starkem Hintergrund von -Strahlung benützt werden, da die Wirksamkeit der -Strahlregistrierung durch passende Einstellung des Diskriminators unter 10^–7% herabgesetzt werden kann, bei einer Wirksamkeit für Thermoneutronen von ungefähr 6%.