Asset pricing for an affine jump‐diffusion model using an FD method of lines on nonuniform meshes

We present a novel numerical scheme for the valuation of options under a well‐known jump‐diffusion model. European option pricing for such a case satisfies a 1 + 2 partial integro‐differential equation (PIDE) including a double integral term, which is nonlocal. The proposed approach relies on nonuniform meshes with a focus on the discontinuous and degenerate areas of the model and applying quadratically convergent finite difference (FD) discretizations via the method of lines (MOL). A condition for observing the time stability of the fully discretized problem is given. Also, we report results of numerical experiments.     

Systematic design of single-mode coupled-resonator optical waveguides in photonic crystals

By establishing a direct relation between the dispersion and the field profile of a coupled-resonator optical waveguide (CROW) and those of its constituent cavities, we present a systematic method for the design of a single-mode CROW and for control of its dispersion. The procedure includes the design of a single-mode cavity and control of its frequency by engineering its structure. Then, by chaining these cavities in the proper direction and at an appropriate distance, we achieve the desired dispersion for the CROW.     

Community detection based on the “clumpiness” matrix in complex networks

The “clumpiness” matrix of a network is used to develop a method to identify its community structure. A “projection space” is constructed from the eigenvectors of the clumpiness matrix and a border line is defined using some kind of angular distance in this space. The community structure of the network is identified using this borderline and/or hierarchical clustering methods. The performance of our algorithm is tested on some computer-generated and real-world networks. The accuracy of the results is checked using normalized mutual information. The effect of community size heterogeneity on the accuracy of the method is also discussed.     

New cold-fiber headspace solid-phase microextraction device for quantitative extraction of polycyclic aromatic hydrocarbons in sediment

A new automated headspace solid-phase microextraction (HS-SPME) sampling device was developed, with the capability of heating the sample matrix and simultaneously cooling the fiber coating. The device was evaluated for the quantitative extraction of polycyclic aromatic hydrocarbons (PAHs) from solid matrices. The proposed device improves the efficiency of the release of analytes from the matrix, facilitates the mass transfer into the headspace and significantly increases the partition coefficients of the analytes, by creating a temperature gap between the cold-fiber (CF) coating and the hot headspace. The reliability and applicability of previously reported cold-fiber devices are significantly enhanced by this improvement. In addition, it can be easily adopted for full automation of extraction, enrichment and introduction of different samples using commercially available autosampling devices. Sand samples spiked with PAHs were used as solid matrices and the effect of different experimental parameters were studied, including the extraction temperature, extraction time, moisture content, and the effect of sonication and modifier under optimal experimental conditions, linear calibration curves were obtained in the range of 0.0009-1000 ng/g, with regression coefficients higher than 0.99 and detection limits that ranged from 0.3 to 3 pg/g. Reproducible, precise and high throughput extraction, monitoring and quantification of PAHs were achieved with the automated cold-fiber headspace solid-phase microextraction (CF-HS-SPME) device coupled to GC-flame ionization detection. Determination of PAHs in certified reference sediments using the proposed approach exhibited acceptable agreement with the standard values.     

Optical quantum transmitter with finesse of 30 at 800-nm central wavelength using microring resonators

A microring resonator (MRR) system incorporating an add/drop system is presented. The finesse of the proposed system can be determined using the full width at half maximum (FWHM) and free spectrum range (FSR) of the generated multiple soliton pulses. The central wavelength of the bright input soliton pulse has been selected as 800 nm, at which a ring system with better sensitivity shows high finesse that is suitable for applications to many optical communication systems such as optical transmitters and sensors. Simulation results show that FSR of 0.3 nm and 1.1 ns and FWHM of 10 pm and 36.6 ps could be obtained. Therefore, a system with finesse of 30 can be obtained; in such a system, the MRR system shows high performance. This system can be used in optical communication networks as a transmitter system for optical soliton pulses with finesse of 30, and theses pulses can be detected via an optical receiver.     

Numerical vibroacoustic analysis of plates with constrained-layer damping patches

A numerical vibroacoustic model that can manage multilayered plates locally covered with damping patches is presented. All the layers can have an on-axis orthotropic viscoelastic behavior. Continuity of displacements and transverse shear stresses at each interface is enforced, which permits to write the entire displacement field in function of the displacements of the--common--first layer, leading to a two-dimensional plate model. The problem is then discretized by Rayleigh-Ritz's method using a trigonometric basis that includes both sine and cosine functions in order to treat various boundary conditions. The excitation can be of mechanical kind (concentrated or distributed forces) or of acoustic kind (plane wave of any incidence, diffuse field, etc.). The model permits to compute different vibroacoustic indicators: the mean square velocity of the plate, the radiation efficiency, and the transmission loss. Comparisons between the present model and numerical results from literature or finite element computations show that the model gives good results in both mechanical and acoustical aspects. Then, a comparison of the effects of different distributions of patches is presented. The role of the surface covering rate is first discussed, followed by a study involving different geometries for the same surface covering rate.     

The growth of nanoscale periodic and dot-like structures on the surface of stainless steel with femtosecond laser pulses in the dry and wet ambient environment

The present work deals with growth of nanoscale periodic and dot-like structures on the surface of stainless steel (SS) by the irradiation of femtosecond laser pulses. For this purpose Ti: Sapphire femtosecond laser pulses (wavelength of 800 nm, pulse length of 25 fs and pulse repetition rate of 1 kHz) were employed in a dry (air) and liquid confined (deionized water and ethanol) environments. The targets were exposed to 1000 succeeding pulses for various fluences ranging from 50 to 150 mJ?cm^?2. Nanoscale structures including ripples, and dots were observed by SEM analysis. The growth and dependence of structure-formation on the ambient environment and laser fluence in both central as well as peripheral ablated areas is systematically investigated. The development of nanostructures and nanoripples is correlated with structural analysis carried out by micro Raman spectroscopy.     

Tailoring the optical and magnetic properties of La-BaM hexaferrites by Ni substitution

We investigate the impact of Ni insertion on the structural,optical,and magnetic properties of Ba_0.8La_0.2Fe_12-xNi_xO₁₉hexaferrites(Ni substituted La-BaM hexaferrites).Samples were prepared using the conventional co-precipitation method and sintered at 1000℃for 4 hours to assist the crystallization process.An analysis of the structure of the samples was carried out using an x-ray diffraction(XRD)spectrometer.The M-type hexagonal structure of all the samples was confirmed using XRD spectra.The lattice parameters a and c were found to be in the ranges of 5.8925±0.001 nm–5.8952±0.001 nm and 23.2123±0.001 nm–23.2219±0.001 nm,respectively.The M-type hexagonal nature of the prepared samples was also indicated by the presence of corresponding FT-IR bands and Raman modes in the FT-IR and Raman spectra,respectively.EDX results confirmed the successful synthesis of the samples according to the required stoichiometric ratio.A UV-vis spectrometer was used to record the absorption spectra of the prepared samples in the wavelength range of 200 nm–1100 nm.The optical energy bandgap of the samples was found to be in the range of 1.21 eV–3.39 eV.The M–H loops of the samples were measured at room temperature at an applied magnetic field range of 0 kOe–60 kOe.A high saturation magnetization of 99.92 emu/g was recorded in the sample with x=0 at a microwave operating frequency of 22.2 GHz.This high value of saturation magnetization is due to the substitution of La3+ions at the spin-up(12k,2a,and 2b)sites.The Ni substitution is proven to be a potential candidate for the tuning of the optical and magnetic parameters of M-type hexaferrites.Therefore,we suggest that the prepared samples are suitable for use in magneto-optic applications.     

Influence of frequency, temperature and composition on electrical properties of polycrystalline Co0.5CdxFe2.5−xO4 ferrites

Polycrystalline ferrites with general formula Co_0.5Cd_xFe_2.5−xO₄ (0.0?x?0.5) were prepared by sol-gel method. The dielectric properties ε′, ε″, loss tangent tan δ and ac conductivity σ_ac have been studied as a function of frequency, temperature and composition. The experimental results indicate that ε′, ε″, tan δ and σ_ac decrease as the frequency increases; whereas they increase as the temperature increases. These parameters are found to increase by increasing the concentration of Cd content up to x=0.2, after which they start to decrease with further increase in concentration of Cd ion. The dielectric properties and ac conductivity in studied samples have been explained on the basis of space charge polarization according to Maxwell and Wagner's two-layer model and the hoping between adjacent Fe²⁺ and Fe³⁺ as well as the hole hopping between Co³⁺and Co²⁺ ions at B-sites. The values of activation energies E_f for conduction process are determined from Arrhenius plots, and the variations in these activation energies as a function of Cd content are discussed. The complex impedance analysis is used to separate the grain and grain boundary of the system Co_0.5Cd_xFe_2.5−xO₄. The variations of both grain boundary and grain resistances with temperature and composition are evaluated in the frequency range 42 Hz-5 MHz.