Monte Carlo simulation using the Fourier transform of the interatomic potential

When doing Monte Carlo simulations using continuous potentials, the evaluation of the configurational potential energy ink-space by Fourier transformation is shown to be a computationally attractive scheme for systems where the long-range interatomic interaction spans a dimension comparable to the size of the simulated system.     

A stochastic recirculation system with random access

A model for a stochastic recirculation system with randomly accessed multiple heterogeneous servers, no waiting rooms, and exponentially-distributed service times is provided. In this system the units are assigned to one of the servers upon arrival by random mechanism. Units which find all servers busy recirculate and combine with the incoming arrivals and join those already in the system to initiate the next cycle. The equilibrium behavior of the internal and external stochastic processes of the system is analyzed using a two parameter approximation. A simulation model is also developed and its behavior is compared against the analytical model at the steady state. The model with randomly-accessed servers is compared to a single server model already established in the literature. The performance of the model is then examined for a wide range of parameter values to obtain conclusions about its optimal performances.     

On the validity of the capillarity approximation in the rate theory of homogeneous nucleation

An Einstein model is used to calculate the internal vibrational free energy of approximately spherical fcc crystallites as a function of crystallite size at T/θ = 1. It is found that the free energy per surface atom does not become convergent until a size of about 3 × 10⁷ atoms is reached. The excess free energy at convergence is used to define the macroscopic surface tension for use in the capillarity approximation. The internal free energy of microcrystallites containing of the order of 100 atoms is fortuitously well described by the capillarity approximation. A good estimate of the total free energy of the microcrystallite (nucleus) is obtained from the capillarity approximation only by adding the contributions from free translation and rotation and the replacement partition function.     

A computer simulation of an amorphous thin film on a crystalline substrate

We employ the Monte Carlo simulation method of classical statistical mechanics to study the structure and energetics of the crystal/amorphous interface. The interface is found to be approximately four atomic layers thick and provides good bonding between the amorphous and crystalline phases.     

A synthetic route to thionolactones

The treatment of O-alkyllactonium tetrafluoroborate salts with anh. NaSH in CH₃CN at 0°C led to five-, six-, and seven-membered thionolactones (44– 90% yield).     

A degenerate elliptic-parabolic system arising in competitive contaminant transport

The objective of this work is to study a coupled system of degenerate and nonlinear partial differential equations governing the transport of reactive solutes in groundwater. We show that this system admits a unique weak solution provided the nonlinear adsorption isotherm associated with the reaction process satisfies certain physically reasonable structural conditions, by addressing a more general problem. In addition, we conclude, that the solute concentrations stay non-negative if the source term is componentwise non-negative and investigate numerically the finite speed of propagation of compactly supported initial concentrations, in a two-component test case.     

Imaging spin-reorientation transitions in consecutive atomic Co layers on Ru(0001)

By means of spin-polarized low-energy electron microscopy, we show that the magnetic easy axis of one to three atomic-layer thick cobalt films on Ru(0001) changes its orientation twice during deposition: One-monolayer and three-monolayer thick films are magnetized in plane, while two-monolayer films are magnetized out of plane. The Curie temperatures of films thicker than one monolayer are well above room temperature. Fully relativistic calculations based on the screened Korringa-Kohn-Rostoker method demonstrate that only for two-monolayer cobalt films does the interplay between strain, surface, and interface effects lead to perpendicular magnetization.     

American option pricing under stochastic volatility: an efficient numerical approach

This paper develops a new numerical technique to price an American option written upon an underlying asset that follows a bivariate diffusion process. The technique presented here exploits the supermartingale representation of an American option price together with a coarse approximation of its early exercise surface that is based on an efficient implementation of the least-squares Monte–Carlo algorithm (LSM) of Longstaff and Schwartz (Rev Financ Stud 14:113–147, 2001). Our approach also has the advantage of avoiding two main issues associated with LSM, namely its inherent bias and the basis functions selection problem. Extensive numerical results show that our approach yields very accurate prices in a computationally efficient manner. Finally, the flexibility of our method allows for its extension to a much larger class of optimal stopping problems than addressed in this paper.