Sprouting side chain conformations in X-PLOR simulations of peptides

A scheme for sprouting peptide side chains using X-PLOR is introduced using an example from the collagen system to show how reasonable starting structures for minimization studies may be created. © 1993 John Wiley & Sons, Inc.     

Commutative idempotent residuated lattices

We investigate the variety of residuated lattices with a commutative and idempotent monoid reduct.     

Neutral Community Theory: How Stochasticity and Dispersal-Limitation Can Explain Species Coexistence

Neutral community theory explains biodiversity, i.e. the coexistence of several species, as the result of a stochastic balance between immigration and extinction on a local level, and between speciation and extinction on a regional level. The most popular model, presented by Hubbell in 2001, has seen many analytical developments in recent years, which can be used in model analysis, model testing and model comparison. We review these developments here, and present alternative derivations and shine previously unnoticed lights on them.     

A dynamic finite volume scheme for large-eddy simulation on unstructured grids

In recent years there has been considerable progress in the application of large-eddy simulation (LES) to increasingly complex flow configurations. Nevertheless a lot of fundamental problems still need to be solved in order to apply LES in a reliable way to real engineering problems, where typically finite-volume codes on unstructured meshes are used. A self-adaptive discretisation scheme, in the context of an unstructured finite-volume flow solver, is investigated in the case of isotropic turbulence at infinite Reynolds number. The Smagorinsky and dynamic Smagorinsky sub-grid scale models are considered. A discrete interpolation filter is used for the dynamic model. It is one of the first applications of a filter based on the approach presented by Marsden et al. In this work, an original procedure to impose the filter shape through a specific selection process of the basic filters is also proposed. Satisfactory results are obtained using the self-adaptive scheme for implicit LES. When the scheme is coupled with the sub-grid scale models, the numerical dissipation is shown to be dominant over the sub-grid scale component. Nevertheless the effect of the sub-grid scale models appears to be important and beneficial, improving in particular the energy spectra. A test on fully developed channel flow at Re_τ = 395 is also performed, comparing the non-limited scheme with the self-adaptive scheme for implicit LES. Once again the introduction of the limiter proves to be beneficial.     

A Tin(IV) Porphyrin with Two Axial Organometallic NCN‐Pincer Platinum Units

A tin(IV) porphyrin was combined with two axial NCN‐pincer platinum(II) fragments by utilizing the oxophilicity of the apical positions on the tin atom and the acidic nature of the NCN‐pincer platinum derived benzoic acid. The solid‐state structure determined by X‐ray crystallography revealed some close contacts between the pincer complexes and the meso‐p‐tolyl subsitutents of the porphyrin. It was shown by ¹H NMR spectroscopy that these close contacts were not present in solution and that this compound can potentially act as a novel building block for supramolecular architectures.     

On the chromatic polynomial of a graph

Let P(G,λ) be the chromatic polynomial of a graph G with n vertices, independence number α and clique number ω. We show that for every λ≥n, ()^α≤≤ () ^{n −ω}. We characterize the graphs that yield the lower bound or the upper bound.?These results give new bounds on the mean colour number μ(G) of G: n− (n−ω)() ^{n −ω}≤μ(G)≤n−α() ^α. Received: December 12, 2000 / Accepted: October 18, 2001?Published online February 14, 2002     

Optimal Investment in a Levy Market

In this paper we consider the optimal investment problem in a market where the stock price process is modeled by a geometric Levy process (taking into account jumps). Except for the geometric Brownian model and the geometric Poissonian model, the resulting models are incomplete and there are many equivalent martingale measures. However, the model can be completed by the so-called power-jump assets. By doing this we allow investment in these new assets and we can try to maximize the expected utility of these portfolios. As particular cases we obtain the optimal portfolios based in stocks and bonds, showing that the new assets are superfluous for certain martingale measures that depend on the utility function we use.     

Activation profiles of opioid ligands in HEK cells expressing δ opioid receptors

Background  

The aim of the present study was to characterize the activation profiles of 15 opioid ligands in transfected human embryonic kidney cells expressing only δ opioid receptors. Activation profiles of most of these ligands at δ opioid receptors had not been previously characterized in vitro. Receptor activation was assessed by measuring the inhibition of forskolin-stimulated cAMP production.     

Estimating Invariant Probability Densities for Dynamical Systems

Knowing a probability density (ideally, an invariant density) for the trajectories of a dynamical system allows many significant estimates to be made, from the well-known dynamical invariants such as Lyapunov exponents and mutual information to conditional probabilities which are potentially more suitable for prediction than the single number produced by most predictors. Densities on typical attractors have properties, such as singularity with respect to Lebesgue measure, which make standard density estimators less useful than one would hope. In this paper we present a new method of estimating densities which can smooth in a way that tends to preserve fractal structure down to some level, and that also maintains invariance. We demonstrate with applications to real and artificial data.