Chaotic scattering and the n-bounce resonance in solitary-wave interactions

We present a new and complete analysis of the n-bounce resonance and chaotic scattering in solitary-wave collisions. In these phenomena, the speed at which a wave exits a collision depends in a complicated fractal way on its input speed. We present a new asymptotic analysis of collective-coordinate ordinary differential equations (ODEs), reduced models that reproduce the dynamics of these systems. We reduce the ODEs to discrete-time iterated separatrix maps and obtain new quantitative results unraveling the fractal structure of the scattering behavior. These phenomena have been observed repeatedly in many solitary-wave systems over 25 years.     

Computational framework for longevity risk management

Longevity risk threatens the financial stability of private and government sponsored defined benefit pension systems as well as social security schemes, in an environment already characterized by persistent low interest rates and heightened financial uncertainty. The mortality experience of countries in the industrialized world would suggest a substantial age-time interaction, with the two dominant trends affecting different age groups at different times. From a statistical point of view, this indicates a dependence structure. It is observed that mortality improvements are similar for individuals of contiguous ages (Wills and Sherris, Integrating financial and demographic longevity risk models: an Australian model for financial applications, Discussion Paper PI-0817, 2008). Moreover, considering the dataset by single ages, the correlations between the residuals for adjacent age groups tend to be high (as noted in Denton et al., J Population Econ 18:203–227, 2005). This suggests that there is value in exploring the dependence structure, also across time, in other words the inter-period correlation. In this research, we focus on the projections of mortality rates, contravening the most commonly encountered dependence property which is the “lack of dependence” (Denuit et al., Actuarial theory for dependent risks: measures. Orders and models, Wiley, New York, 2005). By taking into account the presence of dependence across age and time which leads to systematic over-estimation or under-estimation of uncertainty in the estimates (Liu and Braun, J Probability Stat, 813583:15, 2010), the paper analyzes a tailor-made bootstrap methodology for capturing the spatial dependence in deriving confidence intervals for mortality projection rates. We propose a method which leads to a prudent measure of longevity risk, avoiding the structural incompleteness of the ordinary simulation bootstrap methodology which involves the assumption of independence.     

Gel growth of α and γ glycine and their characterization

The microbial free single crystals of α and γ glycine were grown from gel at room temperature in a new chemical route. These crystals showed a superior quality than the solution grown crystals. The metastable α-form and the stable γ-form of glycine were crystallized in silica gel by solubility reduction method. The form of crystallization is confirmed by single crystal and powder X-ray diffraction analyses. The crystals of α and γ glycine were found to crystallize in monoclinic and hexagonal crystal systems, respectively. For analyzing the functional group and thermal stability of α and γ glycine crystals, spectroscopic and thermal analyses have been carried out. The dielectric studies were performed to find the dielectric constant of the grown crystals and the results are discussed. Second harmonic generation efficiency of the crystal was measured by Kurtz’s powder method using Nd:YAG laser and it was found to be 2.68 times that of potassium dihydrogen phosphate crystals.     

Risk measurement and management of defined benefit pension schemes: a stochastic approach

The traditional actuarial valuation for defined benefit pensionschemes operates on the basis of a set of deterministic calculationscombined with actuarial judgment. It has played an importantrole in guiding decision-making as far as the level of fundingis concerned. The paper argues that stochastic methods can addvalue in certain crucial areas, in particular the financialrisk management of such schemes. The traditional approach torisk is to incorporate margins in the valuation assumptions;however, a stochastic approach allows the user to evaluate specificand quantifiable risk and performance measures in respect ofalternative funding and investment strategies. The paper introducesa framework that measures the risks inherent in asset allocationand contribution rate decisions, allowing decisions to be madeon a more informed basis. In doing this, we suggest and applysome potential risk and performance measures. This frameworkprovides the means to explore the trade-offs involved in possiblecontribution and asset allocation decisions and leads to decisionstrategies that are expected to give improved outcomes for thesame level of risk. A realistic case study is used to illustratethe properties of the methodology and how it might be used.     

Separatrix Map Analysis for Fractal Scatterings in Weak Interactions of Solitary Waves

Previous studies have shown that fractal scatterings in weak interactions of solitary waves in the generalized nonlinear Schrödinger (NLS) equations are described by a universal second-order separatrix map. In this paper, this separatrix map is analyzed in detail, and hence a complete characterization of fractal scatterings in these weak interactions is obtained. In particular, scaling laws of these fractals are derived analytically for different initial conditions, and these laws are confirmed by direct numerical simulations. In addition, an analytical criterion for the occurrence of fractal scatterings is given explicitly.     

Raman and resonance-Raman spectra of CsI/I−3

Raman and resonance-Raman spectra of the I^?₃ ion isolated within CsI crystals have been studied using 647 nm and 488 nm exciting radiation. Sample temperatures between 300 and 20 K have been used. Eleven overtones of the symmetric stretching mode (nν₁) have been observed in the resonance-Raman spectrum excited by the 488 nm Ar⁺ laser line. Bands centred at 153, 170, 264 and 304 cm^?1 have been assigned as ν₃, 2ν₂, ν₁+ν₃ and 2ν₃(Σ⁺) respectively. The remaining structure between the nν₁ lines has been assigned as due to combinations of these lines with the lattice vibrations of the CsI crystal.