“String” formulation of the dynamics of the forward interest rate curve

We propose a formulation of the term structure of interest rates in which the forward curve is seen as the deformation of a string. We derive the general condition that the partial differential equations governing the motion of such string must obey in order to account for the condition of absence of arbitrage opportunities. This condition takes a form similar to a fluctuation-dissipation theorem, albeit on the same quantity (the forward rate), linking the bias to the covariance of variation fluctuations. We provide the general structure of the models that obey this constraint in the framework of stochastic partial (possibly non-linear) differential equations. We derive the general solution for the pricing and hedging of interest rate derivatives within this framework, albeit for the linear case (we also provide in the appendix a simple and intuitive derivation of the standard European option problem). We also show how the “string” formulation simplifies into a standard N-factor model under a Galerkin approximation. Received: 30 January 1998 / Revised: 12 February 1998 / Accepted: 16 February 1998     

On the use of the Galerkin method for 3D numerical modelling of the general circulation: the South Atlantic eperiment

A linear three‐dimensional hydrodynamical numerical model, with the application of the Galerkin Method for the vertical dependence, is here presented. The spherical coordinate system is used, in order to allow large‐scale simulations. The equations and mathematical development of the model are shown in detail, together with the boundary and initial conditions, and the sequence of equations' solution. The model is applied to the South Atlantic Ocean, for estimating typical seasonal circulations, and the results are summarized in maps of currents at surface and 1000 m depth, and in transport values of the Brazil Current between 30°S and 40°S. Copyright © 2002 John Wiley & Sons, Ltd.     

Glafka 2004: Generalizing Quantum Mechanics for Quantum Gravity

Familiar quantum mechanics assumes a fixed spacetime geometry. Quantummechanics must therefore be generalized for quantum gravity where spacetime geometry is not fixed but rather a quantum variable. This extended abstract sketches a fully fourdimensional generalized quantum mechnics of cosmological spacetime geometries that is one such generalization.This contribution to the proceedings of the Glafka Conference is an extended abstract of the author's talk there. More details can be found in the references cited at the end of the abstract expecially (Hartle, 1995).     

Caristi 不动点定理的推广及应用

本文推广了古典的Garisti不动点定理,作为应用,古典的Ekeland变分原理得到了推广,并且证明了推广的Garisti不动点定理和推广的Ekeland变分原理是等价的．     

化学与社会:跨学科视角下的通识课教学新探索

从通识教育的时代要求和化学的学科地位出发，首先讨论了在化学类通识课程建设中引入跨学科视角的意义和可操作性。随后以通识课"化学与社会"的建设为例，系统地分享了引入跨学科视角后的课程设计理念和内容框架建设，通过课堂实施方案的论述和特色实例的分享总结了课程实施经验，并以学生访谈资料分析讨论了课程取得的效果和需要进一步完善的方向。以期为跨学科理念在化学教育教学实践中的转化和落地开拓思路、提供经验。     

Randomized algorithms for the separation of point sets and for solving quadratic programs

A randomized algorithm for finding a hyperplane separating two finite point sets in the Euclidean space ^d and a randomized algorithm for solving linearly constrained general convex quadratic problems are proposed. The expected running time of the separating algorithm isO(dd! (m + n)), wherem andn are cardinalities of sets to be separated. The expected running time of the algorithm for solving quadratic problems isO(dd! s) wheres is the number of inequality constraints. These algorithms are based on the ideas of Seidel's linear programming algorithm [6]. They are closely related to algorithms of [8], [2], and [9] and belong to an abstract class of algorithms investigated in [1]. The algorithm for solving quadratic problems has some features of the one proposed in [7].This research was done when the author was supported by the Alexander von Humboldt Foundation, Germany.On leave from the Institute of Mathematics and Mechanics, Ural Department of the Russian Academy of Sciences, 620219 Ekaterinburg, S. Kovalevskaya str. 16, Russia.     

The strong coupling constant: Its theoretical derivation from a geometric approach to hadron structure

Since more than a decade, abi-scale, unified approach to strong and gravitational interactions has been proposed, that uses the geometrical methods of general relativity, and yielded results similar to strong gravity theory's. We fix our attention, in this note, on hadron structure, and show that also the strong interaction strength _S, ordinarily called the (perturbative) coupling-constant square, can be evaluated within our theory, and found to decrease (increase) as the distancer decreases (increases). This yields both the confinement of the hadron constituents (for large values ofr) and their asymptotic freedom (for small values ofr inside the hadron): in qualitative agreement with the experimental evidence. In other words, our approach leads us, on a purely theoretical ground, to a dependence of _S onr which had been previously found only on phenomenological and heuristic grounds. We expect the above agreement to be also quantitative, on the basis of a few checks performed in this paper, and of further work of ours on calculating meson mass spectra.     

Intramolecular Catalysis in Reactions of Hydroxamic Acids

Among hydroxamate ions (typical nucleophiles), anomalously high nucleophilicity relative to 4-nitrophenyl diethyl phosphonate is seen in anions which have general basic catalytic sites that provide anchimeric assistance for proton transfer in the transition state.     

Rapidly converging lattice sums for nonelectrostatic interactions

The relative energies of one-, two-, and three-dimensional Bravais lattice Lennard-Jones particles can be calculated by lattice sums. The expression of lattice sums over a Lennard-Jones potential can be manipulated into a form that converges rapidly. A formalism capable of calculating the lattice potential at arbitrary points of a completely general lattice has been developed. This method provides an alternative way to calculate the relative energies from the surface and the interior bulk sites of many chemical systems. The method is illustrated with application to hcp and fcc Lennard-Jonesium, both for the relative binding energy and for calculating the potential along the geometric diffusion pathway between tetrahedral and octahedral interstitial sites. Diffusion from the tetrahedral site to the octahedral site experiences a barrier of 752.600 in units of 4 epsilon. The reverse pathway experiences a barrier of 1035.614 in units of 4 epsilon.     

A thermochemical analysis of inhalational anesthetics

The mechanism of the anesthetic process is of interest both to the clinician and to the pharmacologist. However, this is still an unsettled issue and a multitude of models have been proposed for the process. Noticing that most models propose either a molecular perturbation by the agents or an effect on some colligative property, we explore in this article the thermodynamical consequences of these postulations. Comparison of these with experimental findings is then made. The comparison shows the inconsistency of many of the models with the facts: (i) it refutes the long accepted conviction, culminated in the unitary hypothesis, that general anesthetics act not at a particular receptor site but invariably on all. Some consequences of this finding are demonstrated. (ii) it implies that a simple phospholipid medium is not feasible as an anesthetic site. (iii) it infers that proteins do have the properties required from anesthetic sites.Dedicated to Prof. Menachem Steinberg on the occasion of his 65th birthday