On the option valuation and decomposition of exchange option

In this paper, we shall find the uniquerational price associated with the exchange option. Also, we find the decomposition of Snell envelope and value function of the American exchange option.     

Quantization of Underdamped, Critically Damped, and Overdamped Electric Circuits with a Power Source

We have investigated the quantum mechanical effect of the underdamped, critically damped, and overdamped electric circuits with a power source. The charge of the underdamped circuit oscillates while those of the critically damped and overdamped ones don't. The wave function of the system of overdamped circuit represented parabolic cylinder function while underdamped circuit was represented by well-known Hermite polynomial. The eigenvalues of underdamped circuit is discrete while those of the critically damped and overdamped ones are given as continuously.     

WKB Wave Function of the General Time-Dependent Quadratic Hamiltonian System

We derived the WKB wave function for the general time-dependent quadratic Hamiltonian system using a unitary transformation method. We applied our research to sinusodially drived Caldirola–Kanai oscillator and confirmed that the time evolution of our approximated WKB wave function is similar to that of the exact one. This wave function can be used to analyze the interference between the probability amplitudes contributed by the area of overlap in phase space of quantum states.     

Rigorous calculation of pixel and inter-electrode capacitances of thin-film transistor liquid crystal displays using three-dimensional simulation

We have rigorously calculated for the first time all the inter-electrode and pixel capacitances of Thin-Film Transistor Liquid Crystal Displays using the electrical energy distribution inside a liquid crystal cell. The energy distribution is obtained from the three-dimensional profiles of potential distribution and molecular director. The dynamic equation of continuum theory for liquid crystals is described in a tensorial form in order to maintain the equivalence of n and -n . The effects of lateral fields generated by multiple electrodes of finite sizes are taken into account in the simulation. As a numerical technique, we used a finite difference method which is suitable for the highly non-linear equations. As a result, we confirmed that the pixel capacitance for our pixel structure is about 40% larger than that of the conventional approach. It is also revealed that the gate-common and gate-data inter-electrode capacitances are not negligible.     

Rapid DNA hybridization analysis using a PDMS microfluidic sensor and a molecular beacon.

A rapid DNA analysis has been developed based on a fluorescence intensity change of a molecular beacon in a PDMS microfluidic channel. Recently, we reported a new analytical method of DNA hybridization involving a PDMS microfluidic sensor using fluorescence energy transfer (FRET). However, there are some limitations in its application to real DNA samples because the target DNA must be labelled with a suitable fluorescent dye. To resolve this problem, we have developed a new DNA microfluidic sensor using a molecular beacon. By monitoring the change in the restored fluorescence intensity along the channel length, it is possible to rapidly detect any hybridization of the molecular beacon to the target DNA. In this case, the target DNA does not need to be labelled. Our experimental results demonstrate that this microfluidic sensor using a molecular beacon is a promising diagnostic tool for rapid DNA hybridization analysis.     

Determinant formulas for class numbers in function fields

In this paper, by extending Kucera's idea to the function field case, we obtain several determinant formulas involving the real class number and the relative class number of any subfield of cyclotomic function fields. We also provide several examples using these determinant formulas.

     

Synthesis and characterization of new segmented polyurethanes with side‐chain,liquid‐crystalline chain extenders

Liquid‐crystalline, segmented polyurethanes with methoxy–biphenyl mesogens pendant on the chain extender were synthesized by the conventional prepolymer technique and esterification reaction. Two, side‐chain, liquid‐crystalline (SCLC) polyurethanes with mesogens having spacers of six and eight methylene units were prepared. The structures of the mesogenic units and SCLC polyurethanes were confirmed by Fourier transform infrared spectroscopy and ¹H NMR. Polymer properties were also examined by solubility tests, water uptakes, and inherent viscosity measurements. Differential scanning calorimetry studies indicated that the transition temperature of the isotropic to the liquid‐crystalline phase decreased with increasing spacer length. Wide‐angle X‐ray diffraction (WAXD) studies revealed the existence of liquid‐crystalline phases for both SCLC polyurethanes. Polarized optical microscopic investigations further confirmed the thermotropic liquid‐crystalline behaviors and nematic mesophases of both samples. Thermogravimetric analysis displayed better thermal stabilities for both SCLC polymers and indicated that the presence of mesogenic side chains may increase the thermal stability of segmented polyurethanes. © 2003 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 290–302, 2004     

Diffraction grating in noncrosslinked polymers

The diffraction efficiency and morphology of the transmission modes of holographic polymer dispersed liquid crystals were studied with respect to the molecular structure of poly(urethane acrylate) (PUA), the film (polymer/liquid crystal) and resin (oligomer/monomer) compositions, and the cell thickness. PUA, based on N‐vinylpyrrolidone and ethyl hexyl acrylate, with low‐molecular‐weight poly(propylene glycol) at a low oligomer content, showed high diffraction efficiency. The results were interpreted in terms of the monomer reactivity and polymer elasticity. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 613–620, 2004     

Effects of poly[styrene‐b‐(ethylene‐co‐butylene)‐b‐styrene] on the charge distributions of low‐density polyethylene/polystyrene blends

The effect of the triblock copolymer poly[styrene‐b‐(ethylene‐co‐butylene)‐b‐styrene] (SEBS) on the formation of the space charge of immiscible low‐density polyethylene (LDPE)/polystyrene (PS) blends was investigated. Blends of 70/30 (wt %) LDPE/PS were prepared through melt blending in an internal mixer at a blend temperature of 220 °C. The amount of charge that accumulated in the 70% LDPE/30% PS blends decreased when the SEBS content increased up to 10 wt %. For compatibilized and uncompatibilized blends, no significant change in the degree of crystallinity of LDPE in the blends was observed, and so the effect of crystallization on the space charge distribution could be excluded. Morphological observations showed that the addition of SEBS resulted in a domain size reduction of the dispersed PS phase and better interfacial adhesion between the LDPE and PS phases. The location of SEBS at a domain interface enabled charges to migrate from one phase to the other via the domain interface and, therefore, resulted in a significant decrease in the amount of space charge for the LDPE/PS blends with SEBS. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 2813–2820, 2004     

A possibility of parallel and anti-parallel diffraction measurements on neutron diffractometer employing bent perfect crystal monochromator at the monochromatic focusing condition

In a conventional diffractometer having single monochromator, only one position, parallel position, is used for the diffraction experiment (i.e. detection) because the resolution property of the other one, anti-parallel position, is very poor. However, a bent perfect crystal (BPC) monochromator at monochromatic focusing condition can provide a quite flat and equal resolution property at both parallel and anti-parallel positions and thus one can have a chance to use both sides for the diffraction experiment. From the data of the FWHM and the Δd/d measured on three diffraction geometries (symmetric, asymmetric compression and asymmetric expansion), we can conclude that the simultaneous diffraction measurement in both parallel and anti-parallel positions can be achieved.