Nouvelle approche pour la discrétisation de flux diffusifs en volumes finis à forte obliquité

We propose a new approach for the discretization of diffusive flux on a non orthogonal mesh based on the Deferred correction introduced by Peric. This new method is applied successfully to the solution of a Poisson problem in quadrangular domains meshed with very distorted control volumes. The interest of this approach lies in the fact that the precision of the used schemes is conserved despite meshes distortion level. The comparative study of the value of the spectral radius of iteration matrix enables us to explain why our Deferred correction approach is better than that of Peric, which diverges on highly skewed meshes. To cite this article: Y.M. Ahipo, Ph. Traore, C. R. Mecanique 334 (2006).     

Atomic force microscopy enabled roughness analysis of nanostructured poly (diaminonaphthalene) doped poly (vinyl alcohol) conducting polymer thin films

The Atomic Force Microscopy (AFM) helps in evaluating parameters like amplitude or height parameters, functional or statistical parameters and spatial parameters which describe the surface topography or the roughness. In this paper, we have evaluated the roughness parameters for the native poly (vinyl alcohol) (PVA), monomer diaminonaphthalene (DAN) doped PVA, and poly (diaminonaphthalene) (PDAN) doped PVA films prepared in different solvents. In addition, distribution of heights, skewness and Kurtosis moments which describe surface asymmetry and flatness properties of a film were also determined. At the same time line profiles, 3D and 2D images of the surface structures at different scanning areas i.e. 5 × 5 μm² and 10 × 10 μm² were also investigated. From the roughness analysis and the surface skewness and coefficient of Kurtosis parameters, it was concluded that for PVA film the surface contains more peaks than valleys and the PDAN doped PVA film has more valleys than peaks. It was also found that the PDAN doped PVA film with acetonitrile solvent was used for substrate in electronics applications because the film gives less fractal morphology. Thus, the AFM analysis with different parameters suggested that the PDAN doped PVA films are smooth at the sub-nanometer scale.     

Skewness Term-Structure Tests

In this paper, we conduct skewness term-structure tests to check whether the temporal structure of risk-neutral skewness is consistent with rational expectations. Because risk-neutral skewness is substantially mean reverting, skewness shocks should decay quickly and risk-neutral skewness of more distant option should display the rationally expected smoothing behaviour. Using an equilibrium asset and option-pricing model in a production economy under jump diffusion with stochastic jump intensity, we derive this elasticity analytically. In an empirical application of the model using more than 20 years of data on S&P500 index options, we find that this elasticity turns out to be different than suggested under rational expectations – smaller on the short end (underreaction) and larger on the long end (overreaction) of the ‘skewness curve’.     

The Generalized Uncertainty Principle

The uncertainty principle lies at the heart of quantum physics, and is widely thought of as a fundamental limit of the measurement precision of incompatible observables. Here it is shown that the traditional uncertainty relation in fact belongs to the leading order approximation of a generalized uncertainty relation. That is, the leading order linear dependence of observables gives the Heisenberg type of uncertainty relations, while higher order nonlinear dependence may reveal more different and interesting correlation properties. Applications of the generalized uncertainty relation and the high order nonlinear dependence between observables in quantum information science are also discussed.     

On the equitability of multiply-connected monolayered cyclofusene

Multiply-connected monolayered cyclofusene (MMC) is a fused hexacyclic system with an exterior region and at least two interior empty regions called holes, as in figure 1. Each hexacyle has either: (a) two edges belonging to an exterior boundary and at least one hole, or (b) two edges belonging to boundaries of at least two holes. Let G be the graph of a given MMC. We show that G is equitable if and only if the set of vertices belonging to three hexacycles is equitable.     

A class of multivariate skew-normal models

The existing model for multivariate skew normal data does not cohere with the joint distribution of a random sample from a univariate skew normal distribution. This incoherence causes awkward interpretation for data analysis in practice, especially in the development of the sampling distribution theory. In this paper, we propose a refined model that is coherent with the joint distribution of the univariate skew normal random sample, for multivariate skew normal data. The proposed model extends and strengthens the multivariate skew model described in Azzalini (1985,Scandinavian Journal of Statistics,12, 171–178). We present a stochastic representation for the newly proposed model, and discuss a bivariate setting, which confirms that the newly proposed model is more plausible than the one given by Azzalini and Dalla Valle (1996,Biometrika,83, 715–726).     

限制卖空及带交易费用的证券组合的三参数模型

本文在 (Simaan(1993) )组合选择的三参数模型的框架下 ,考虑了交易费用 ,限制卖空 ,提出了新的风险证券投资组合模型 ,并给出了风险投资最优比例的算法 .     

非线性激光场中量子噪声之间的耦合效应

用二维气体激光模型对量子噪声的实部和虚部存在耦合的激光场进行了理论分析，通过福克－普朗克方程导出了定态激光光场强度和位相的分布函数，算出了定态激光强度和位相的平均值，方差和偏斜度，与量子噪声的两个分量为独立随机变量的激光场相比，噪声间的耦合极大地改变了激光场强度和位相的涨落，并引起了激光场强度与位相之间的耦合。     

负关联噪声驱动下单模激光的定态分析

研究了负关联的加法和乘法高斯白噪声驱动下单模激光损失模型的定态情况。文中推导了负关联情况下，定态时的激光场幅的几率分布，光强的平均值，光强的协方差以及光强的偏斜率。并和文献〔１，２〕中正关联时的定态分析作了比较，发现了有意义的新现象。     

Some extension of Haldane's multivariate median and its application

Summary Some extension of Haldane's multivariate median is carried out by minimization principle of a specified distance function. Then, making use of the median, three types of measures of multivariate skewness are introduced and their asymptotic null distributions are obtained.