Global Existence for Rate-Independent Gradient Plasticity at Finite Strain

We provide a global existence result for the time-continuous elastoplasticity problem using the energetic formulation. For this, we show that the geometric nonlinearities arising from the multiplicative decomposition of the strain can be controlled via polyconvexity and a priori stress bounds in terms of the energy density. While temporal oscillations are controlled via energy dissipation, the spatial compactness is obtained via regularizing terms involving gradients of the internal variables. Dedicated to Sir John Ball on the occasion of his 60th birthday.     

A molecular orbital explanation for the B?N bond shortening in H3BNH3 on going from the gaseous to the solid state

A simple molecular orbital model has been applied to explanation of the B? N bond shortening in H₃BNH₃ on going from the gaseous to the solid state. In this model, the shortening is attributed to the bond order increase that is caused by the fact that each atom in the crystal experiences different external electrostatic potential to each other and thus the orbital energy level of each atom is changed. To illustrate this model, Effective Fragment Potential (EFP) method has been applied to the system consisting of a H₃BNH₃ molecule and 30 dipole moments whose magnitudes are determined by Lorentz's local field theory. This EFP computation has brought significant B? N bond shortening (1.668 → 1.623 Å), which is about 50% of the actual shortening. The factor of the remaining discrepancy has been analyzed by Morokuma decomposition under EFP and localized orbital analysis. These analyses have revealed that the remaining discrepancy is almost compensated by incorporating the dihydrogen bonds (B? H···H? N) that are formed by the orbital interaction between the bonding orbital of the B? H and the antibonding orbital of the N? H. © 2007 Wiley Periodicals, Inc. Int J Quantum Chem, 2008     

Implicit two-phase solvation model as a tool to assess conformation and energetics of proteins in membrane-mimetic media

 A heterogeneous implicit membrane-mimetic model is applied to simulations of membrane proteins. The model employs atomic solvation parameters for gas–water and gas–cyclohexane transfer. It is used to analyze structure, energetics, and orientation with respect to the bilayer of two polypeptides with different modes of membrane binding – hydrophobic segment of human glycophorin A (GpA) and cytotoxin II from Naja naja oxiana snake venom (CTX). The native state of GpA represents a transmembrane (TM) α helix, while CTX is a water-soluble protein, which is able to interact with the cell membrane. The conformational space of the polypeptides was explored in Monte Carlo simulations. The results show that the most stable conformers of GpA represent a TM α helix. They are additionally stabilized by an applied TM voltage. The results also show that CTX inserts with its three loops, does not cross the hydrophobic layer, and stays partially immersed in the membrane. This agrees well with the experimental data, thus confirming the validity of the solvation model. Received: 13 June 2000 / Accepted: 15 September 2000 / Published online: 19 January 2001     

Supplier diversification under binomial yield

We consider supplier diversification in an EOQ type inventory setting with multiple suppliers and binomial yields. We characterize the optimal policy for the model and show that, in this case, it does not pay to diversify, in contrast to previous results in the random yield literature.     

Extreme value distribution of a recursive-type detector in a linear model

We study a CUSUM–type monitoring scheme designed to sequentially detect changes in the regression parameter of an underlying linear model. The test statistic used is based on recursive residuals. Main aim of this paper is to derive the limiting extreme value distribution under the null hypothesis of structural stability. The model assumptions are flexible enough to include rather general classes of error sequences such as augmented GARCH(1,1) processes. The result is underlined by an illustrative simulation study. Research partially supported by NSF grants DMS–0604670 and DMS–065242.     

Prices and sensitivities of Asian options: A survey

Asian options are hard to price both analytically and numerically. Even though they have been the focus of much attention in recent years, there is no single technique which is widely accepted to price Asian options for all choices of market parameters. For hedging purposes, the estimation of the price sensitivities is often as important as the evaluation of the prices themselves. This paper provides a survey of current methods for pricing Asian options and computing their sensitivities to the key input parameters. The methods discussed include: Monte Carlo simulation, the finite difference approach and various quasi analytical approaches and approximations. We discuss practical numerical issues that arise in implementing these methods. The paper compares the accuracy and efficiency of the different approaches and offers some general conclusions.     

Optically active synthons containing tetra- and dihydropyrimidine rings

Optically active condensed derivatives of hydroxytetrahydropyrimidines and dihydropyrimidines were prepared by condensation of (+)pulegone with amidines and guanidine. The structure, the possible mechanism of formation of these compounds, and the existence of amidinic tautomerism are discussed on the basis of the measured spectral data and x-ray diffraction analysis.