Runge–Kutta Methods for Itô Stochastic Differential Equations with Scalar Noise

A general class of stochastic Runge–Kutta methods for Itô stochastic differential equation systems w.r.t. a one-dimensional Wiener process is introduced. The colored rooted tree analysis is applied to derive conditions for the coefficients of the stochastic Runge–Kutta method assuring convergence in the weak sense with a prescribed order. Some coefficients for new stochastic Runge–Kutta schemes of order two are calculated explicitly and a simulation study reveals their good performance.     

On the role of heterogeneous and imperfect information in a laboratory financial market

In this paper, we analyze the behavior of a group of heterogeneously informed investors in an laboratory asset market. Our experimental setting is inspired by Huber et al. (On the benefit of information in markets with heterogeneously informed traders: an experimental study, 2004). However, instead of their system of cumulative and exogenously given information structure, we introduce an information market where the traders can buy an imperfect prediction of the future value of the dividend with a maximum anticipation of four periods. The accuracy of the prediction decreases with the chosen time horizon, whereas its price remains constant. Our results confirm a non-strictly monotonic increasing value of the information.     

Second order Runge–Kutta methods for Stratonovich stochastic differential equations

The weak approximation of the solution of a system of Stratonovich stochastic differential equations with a m–dimensional Wiener process is studied. Therefore, a new class of stochastic Runge–Kutta methods is introduced. As the main novelty, the number of stages does not depend on the dimension m of the driving Wiener process which reduces the computational effort significantly. The colored rooted tree analysis due to the author is applied to determine order conditions for the new stochastic Runge–Kutta methods assuring convergence with order two in the weak sense. Further, some coefficients for second order stochastic Runge–Kutta schemes are calculated explicitly. AMS subject classification (2000)  65C30, 65L06, 60H35, 60H10     

Study of the spontaneous formation of organic layers on carbon and metal surfaces from diazonium salts

This study investigates the spontaneous grafting of different para-substituted phenyl groups on carbon and metallic surfaces from diazonium salts solutions. Glassy carbon, nickel, zinc and iron plates were allowed to react with an acetonitrile solution of aryldiazonium tetrafluoroborate salt by simple dipping. The surfaces were characterized before and after their immersion by XPS and AFM to evidence the formation of a coating on the different materials. The results are indicative of the presence of substituted phenyl groups on all the investigated surfaces. This study also aims at correlating grafting efficiency with metal reactivities and diazonium salt electronic properties by means of AFM and FT-IRRAS. For this purpose, zinc and nickel were chosen due to their opposite reducing properties and two diazonium salts were selected with electron-donor or -withdrawing para-substituents. The results tend to indicate that redox properties of both partners (diazonium + metal) are of prime importance for grafting to occur.     

Minimum boundary touching tilings of polyominoes

We study the problem of tiling a polyomino P with as few squares as possible such that every square in the tiling has a non‐empty intersection with the boundary of P . Our main result is an algorithm which given a simply connected polyomino P computes such a tiling of P . We indicate how one can improve the running time of this algorithm for the more restricted row‐column‐convex polyominoes. Finally we show that a related decision problem is in NP for rectangular polyominoes. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Dynamic NMR study of the flexibility of 2-amino-3-aroyl-4,6-diaryl-pyrylium salts

Dynamic NMR investigations of a number of 2-amino-3-aroyl-4,6-diaryl-pyrylium salts were carried out. The barrier to rotation of the partial C, N double bond was determined and proved to be in the range of 62 to 63 kJ/mol. Quantum chemical calculations of bond orders and electron densities of the different atoms in the molecules show the distinct double bond character of the exocyclic C, N bond. This is in agreement with the relatively high barrier to rotation. By quantum chemical ab initio 3-21G calculations, the dynamic behaviour of this kind of compounds was simulated; two pairs (image and mirror image) of ground state conformations, in coincidence with the experiment, were obtained. Received: 10 May 1996 / Revised: 1 July 1996 / Accepted: 4 July 1996     

Metal Complexes with Macrocyclic Ligands. Part XXIX.. Structural and kinetic studies of two isomeric Cu2+ complexes with 1,4-dimethyl-8-[2-(2-pyridyl)ethyl]-1,4,8,11-tetraazacyclotetradecane

The synthesis and complexation properties of 1,4-dimethyl-8-[2-(2-pyridyl)ethyl]-1,4,8,11-tetraazacyclotetra-decane ( 2 ) are described. This ligand forms with Cu²⁺ two complexes, one of which has been characterized by X-ray structure analysis. The structural, spectral, and kinetic studies indicate that the two Cu²⁺ complexes are isomers with the macrocycle in the trans-III and trans-I configuration. The rate of the interconversion of the trans-I isomer to the thermodynamically more stable trans-III species is proportional to [OH^?]. A mechanism for this reaction is proposed.     

Synthesis and blending behavior of an oligoarylenevinylene. Design towards processable materials for LED applications

A bisstyrenebenzene with improved solubility can be obtained by a lateral phenyl substituent on the phenylene ring. The phenyl substituted bisstyrenebenzene (PBSB) was synthesized by Pd-catalyzed coupling of 2,5-dibromobiphenyl and styrene. PBSB exhibits blue fluorescence in solution. Blends of PBSB and polystyrene or polycarbonate are homogeneous over a wide concentration range of PBSB, based on differential scanning calorimetry (DSC) and scanning electron microscopy (SEM). The results were compared with the blending behavior of unsubstituted bisstyrenebenzene.