Sufficient Stochastic Maximum Principle for the Optimal Control of Jump Diffusions and Applications to Finance

We give a verification theorem by employing Arrow's generalization of the Mangasarian sufficient condition to a general jump diffusion setting and show the connections of adjoint processes to dynamic programming. The result is applied to financial optimization problems.     

Assignment of chemical shifts in benzohydroxamic acid and structure of its silylated derivatives by 15N enrichment

¹⁵N isotopic enrichment was necessary for the unequivocal assignment of the ¹H NMR lines to the protons in the NH–OH fragment of benzohydroxamic acid, BHXA, C₆H₅CONHOH, in dry dimethyl sulfoxide solutions. The assignment [δ(NH) = 11.21, δ(OH) = 9.01, ¹J(¹⁵N,¹H) = 102.2 Hz, ²J(¹⁵N,¹H) <1.5 Hz], which is opposite to that used by other authors, confirms the assignment extended to BHXA by Brown and co‐workers from the spectra of acetohydroxamic acid. The enrichment allowed also assignment of the ²⁹Si lines in the spectra of disilylated benzohydroxamic acid, (Z)‐tert‐butyldimethylsilyl N‐tert‐butyldimethylsilyloxybenzoimidate (2) and (Z)‐tert‐butyldiphenylsilyl N‐tert‐butyldiphenylsilyloxybenzoimidate (3), and confirmed structure of the monosilylated products, N‐tert‐butyldiphenylsilyloxybenzamide (4) and N‐tert‐butyldiphenylsilyloxy benzoimidic acid (5). Copyright © 2003 John Wiley & Sons, Ltd.     

静压下半导体微腔内激子与光子行为的研究

由于腔模与激子对压力的依赖关系不同,所以可以选择不同的压力使激子和光场处于不同的耦合状态,从而实现对耦合的调谐。利用这种办法,我们观测到了代表激子与光场强耦合作用的Rabi分裂。由于在我们现有样品结构中压力对激子本征行为的影响很小,与以前报道的温度、电场等调谐方式相比,这种调谐方法不仅可以有效地调谐半导体微腔内激子与腔模的耦合程度,而且能够保持激子的本征性质在整个调谐过程中基本不变。这有助于研究在强耦合过程中激子极化激元的本征性质。将实验结果与压力下激子与腔模耦合理论进行拟合,得出了正确的Rabi分裂值。     

SCDA for 3D lattice gases with repulsive interaction

The selfconsistent diagram approximation (SCDA) is generalized for three-dimensional lattice gases with nearest neighbor repulsive interactions. The free energy is represented in a closed form through elementary functions. Thermodynamical (phase diagrams, chemical potential and mean square fluctuations), structural (order parameter, distribution functions) as well as diffusional characteristics are investigated. The calculation results are compared with the Monte Carlo simulation data to demonstrate high precision of the SCDA in reproducing the equilibrium lattice gas characteristics. It is shown that similarly to two-dimensional systems the specific statistical memory effects strongly influence the lattice gas diffusion in the ordered states. Received 7 August 2002 / Received in final form 22 January 2003 Published online 24 April 2003     

Cosmological Particle Creation and Dynamical Casimir Effect

We compute particle creation for a real massive scalar field conformally coupled to a spatially closed Robertson–Walker space-time background, with time-dependent scale factor. This is a dynamical Casimir effect with moving boundaries.     

激发对相干态的等阶Y压缩效应

用数值计算法研究了激发对相干态|ζ;m〉＝a^+mb^+m|ζ〉的等阶Y压缩效应.结果表明:对于态a^+mb^+m|ζ〉,光场存在着等阶K(＝2,3,4,5,…)次方Y压缩效应,但是随着场模上光子增加数m的增大,等阶K次方Y压缩效应减弱.     

Nonequilibrium Statistical Thermodynamics of Two Dissipative Processes in Solids: Energy Losses of Channeled Particles at Low Velocities and Ultrasound Absorption by Conduction Electrons

We use methods of nonequilibrium statistical thermodynamics to investigate two dissipative processes in solids. We find the electron energy losses of a particle moving in a planar channeling regime and the sound absorption coefficient in metals under electron impurity scattering. The oscillator model is used to analyze the contribution from the effect of electron entrainment by a moving scattering center to the total dissipated energy. We investigate the frequency and temperature dependence of energy losses and also the dependence of the absorption coefficient on the sound wave vector.     

Structure and optical properties of lead iodide based two-dimensional perovskite compounds containing fluorophenethylamines

Phenethylammonium-based perovskites, which can be regarded as a semiconductor/insulator multiple quantum well consisting of lead halide semiconductor layers sandwiched between phenethylammonium insulator layers were prepared. To investigate the effects of the electronic state and the orientation of organic insulator layers on the optical properties of layered perovskites, fluorine substituted analogues were also prepared. The structure and optical properties were investigated by the XRD, UV–Vis absorption, and fluorescence measurements. The exciton absorption peak was shifted by the substitution of fluorine atoms in organic ammonium compounds. It became clear that the optical properties of two-dimensional perovskite compounds were controlled by the substitution of fluorine atoms.     

On the stationary Lp-approximation power to derivatives by radial basis function interpolation

In this paper, we consider approximation to derivatives of a function by using radial basis function interpolation. Most of well-known theories for this problem provide error analysis in terms of the so-called native space, say C_φ. However, if a basis function φ is smooth, the space C_φ is extremely small. Thus, the purpose of this study is to extend this result to functions in the homogenous Sobolev space.