Total Variation and Multisymplectic Structure for CNLS System

The relation between the total variation of classical field theory and the multisymplectic structure is shown. Then the multisymplectic structure and the corresponding multisymplectic conservation of the coupled nonlinear Schrodinger system are obtained directly from the variational principle.     

Estimation of integrated volatility in stochastic volatility models

In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log‐returns). We derive consistency and distributional results for the estimators given high‐frequency data, especially taking into account what kind of process we may add to our model without affecting the estimate of the integrated volatility. This may on the one hand be interpreted as a possible flexibility in modelling, for example adding jumps or even leaving the framework of semimartingales by adding a fractional Brownian motion, or on the other hand as robustness against model misspecification. We will discuss possible choices of p under different model assumptions and irregularly spaced data. Copyright © 2005 John Wiley & Sons, Ltd.     

Fourier-Feynman transform, convolution and first variation

We examine several interesting relationships and expressions involving Fourier-Feynman transform, convolution product and first variation for functionals in the Fresnel class F(B) of an abstract Wiener space B. We also prove a translation theorem and Parseval's identity for the analytic Feynman integral. This revised version was published online in June 2006 with corrections to the Cover Date.     

Universal elementary constituents of potential transformations shifting waves (qualitative theory)

It is shown that the potential perturbation that shifts a chosen standing wave in space is a block of potential barrier and well for every wave bump between neighbouring knots. The algorithms shifting the range of the primary localization of a chosen bound state in a potential well of finite width are as well applicable to the scattering functions if states of the continuous spectrum are considered as bound states normalized to unity but distributed on an infinite interval with vanishing density. The potential perturbations of the same type on the half-axis concentrate the scattering wave at the origin, thus creating a bound state embedded into the continuous spectrum (zero width resonance).     

集值Lebesgue—Stieltjes积分

本文首先刻划了B(R_ )上的集值测度,其次建立了(R_ B(R_ ))上的集值Lebesgue-Stieltjes积分.最后,进—步建立了集值随机Lebesgue-Stietjes积分的理论.     

Extreme behavior of bivariate elliptical distributions

This paper exploits a stochastic representation of bivariate elliptical distributions in order to obtain asymptotic results which are determined by the tail behavior of the generator. Under certain specified assumptions, we present the limiting distribution of componentwise maxima, the limiting upper copula, and a bivariate version of the classical peaks over threshold result.     

Effect of end groups on complexation kinetics between cyclodextrins and guest polymers

α‐Cyclodextrin (α‐CD) has been complexed with various poly(ethylene glycol) (PEG) derivatives in aqueous solution. It has been found that the end groups of PEG derivatives affect the complexation kinetics greatly, but have only a little influence on the thermodynamic behavior. By increasing the hydrophobicity of end groups, the complexation speeds up rapidly. On the other hand, the bulky end groups slow down the threading of polymeric guests into the cavity of CD. By changing the hydrophobicity and the size of end groups, the complexation rate can be adjusted in the range of several orders of magnitudes, which should be quite useful in the design of new supramolecular systems. © 2006 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 44: 2050–2057, 2006     

High order generalized upwind schemes and numerical solution of singular perturbation problems

High even order generalizations of the traditional upwind method are introduced to solve second order ODE-BVPs without recasting the problem as a first order system. Both theoretical analysis and numerical comparison with central difference schemes of the same order show that these new methods may avoid typical oscillations and achieve high accuracy. Singular perturbation problems are taken into account to emphasize the main features of the proposed methods. AMS subject classification (2000)  65L10, 65L12, 65L50     

The role of variable surface charge and surface complexation in the adsorption of humic acid on magnetite

The ionic strength dependence of humic acid (HA) adsorption on magnetite (Fe₃O₄) was investigated at pH 5, 8 and 9, where variable charged magnetite is positive, neutral and negative, respectively. The adsorption studies revealed that HA has high affinity to magnetite surface especially at lower pH, where interacting partners have opposite charges. However, in spite of electrostatic repulsion at pH 9 notable amounts of humate are adsorbed. Increasing ionic strength enhances HA adsorption at each pH due to charge screening. The dominant interaction is probably a ligand-exchange reaction, nevertheless the Coulombic contribution to the organic matter accumulation on oxide surface is also significant under acidic condition. The results from size exclusion chromatography demonstrate that the smaller size HA fractions enriched with functional groups are adsorbed preferentially on the surface of magnetite at pH 8 in dilute NaCl solution.