Mathematical analysis of investment systems

Investment systems are studied using a framework that emphasize their profiles (the cumulative probability distribution on all the possible percentage gains of trades) and their log return functions (the expected average return per trade in logarithmic scale as a function of the investment size in terms of the percentage of the available capital). The efficiency index for an investment system, defined as the maximum of the log return function, is proposed as a measure to compare investment systems for their intrinsic merit. This efficiency index can be viewed as a generalization of Shannon's information rate for a communication channel. Applications are illustrated.     

GLOBAL WEAK SOLUTIONS OF THE RELATIVISTIC VLASOV-KLEIN-GORDON SYSTEM IN TWO DIMENSIONS

In this paper we consider the system of classical particles coupled with a Klein-Gordon field in two dimensions.We establish a-priori-bounds on the solutions of this system with initial data satisfying a size restriction derived from conservation of energy.This result,together with the smoothing of"velocity averaging",yields the existence of global weak solutions to the corresponding restricted initial value problem.The size restriction is necessary since energy of the system is indefinite.Finally,we show that the weak solutions preserve the total mass.     

Catalytic partial oxidation of methane using RhSr- and Ni-substituted hexaaluminates

This paper reports the results of experimental and modeling efforts to characterize partial oxidation of methane to produce synthesis gas (H₂ and CO) using metal-substituted hexaaluminate catalysts in short-contact-time reactors. Hexaaluminate catalysts offer excellent high-temperature stability compared to the equivalent metal-based catalysts. The hexaaluminates are synthesized by a metal-exchange process using alumoxane precursors that enable a wide range of metal substitutions. Of all the combinations tested, RhSr-substituted hexaaluminates yielded the best performance. The catalysts are supported on alumina porous-foam structures, which are positioned within a tube furnace to control the operating temperature. Two-stage combinations of RhSr- and Ni-substituted hexaaluminates are shown to improve conversion activity and selectivity compared to a single-catalyst system.     

Periodic solutions for p-Laplacian neutral functional differential equation with multiple deviating arguments

By using the theory of coincidence degree, we study a kind of periodic solutions to p-Laplacian neutral functional differential equation with multiple deviating arguments, a new result on the existence of periodic solutions is obtained.     

OSCILLATION FOR NONAUTONOMOUS NEUTRAL DYNAMIC DELAY EQUATIONS ON TIME SCALES

The article is concerned with oscillation of nonautonomous neutral dynamic delay equations on time scales. Sufficient conditions are established for the existence of bounded positive solutions and for oscillation of all solutions of this equation. Some results extend known results for difference equations when the time scale is the set Z of positive integers and for differential equations when the time scale is the set R of real numbers.     

X-ray photoelectron spectroscopy characterization of oxidated Si particles formed by pulsed ion-beam ablation

X-ray photoelectron spectroscopy (XPS) is used to probe oxidation states of Si species in particles deposited using a pulsed ion-beam evaporation method. The effects of He ambient gas, ion beam intensity and post-treatments on the oxides composition and oxygen content have been studied. It is found that presence of He ambient gas led to a profound oxidation of Si species as compared to that prepared in vacuum at the same ion-beam ablation energy, i.e. both increase of SiO₂ component and oxygen concentration in the oxides coverage. The deposition in He also resulted in an increase of oxygen concentration even under lower ablation intensity, but a higher Si suboxides concentration. It is revealed that the reaction between Si and O was controlled by the ion beam intensity (temperature of Si plasma) and the gas ambient (collision probability of Si and O species). The difference in structure of oxide layers for samples obtained under various conditions is discussed based on the results of XPS analyses.     

Homoclinic and Periodic Orbits Arising Near the Heteroclinic Cycle Connecting Saddle-focus and Saddle Under Reversible Condition

In this paper, we study the dynamical behavior for a 4-dimensional reversible system near its heteroclinic loop connecting a saddle-focus and a saddle. The existence of infinitely many reversible 1-homoclinic orbits to the saddle and 2-homoclinic orbits to the saddle-focus is shown. And it is also proved that, corresponding to each 1-homoclinic （resp. 2-homoclinic） orbit F, there is a spiral segment such that the associated orbits starting from the segment are all reversible 1-periodic （resp. 2-periodic） and accumulate onto F. Moreover, each 2-homoclinic orbit may be also accumulated by a sequence of reversible 4-homoclinic orbits.     

Generation of red light at 660 nm by frequency doubling a Nd:YAG laser with periodically-poled stoichiometric LiTaO<Subscript>3</Subscript>

High power red light was generated from a periodically-poled stoichiometric LiTaO₃ (PPSLT) by single-pass frequency doubling of a diode-side-pumped, Q-switched Nd:YAG laser at 1319 nm. An average power of 2.4 W of the 660 nm red light was obtained at the fundamental power of ∼5.4 W with the conversion efficiency up to 44.4% and with low fluctuation down to 2%. The high efficiency and stability at the red output indicate that it is a practical method to construct a reliable compact red laser. PACS 42.70.Mp; 42.79.Nv; 42.55.Xi