On the existence and uniqueness of the optimal central bank intervention policy in a forex market with jumps

We study a central bank intervention (CBI) problem in the foreign exchange market when the exchange rate follows a jump-diffusion process and show that the optimal CBI policy is a control-band policy. Our main contribution is a rigorous proof of the existence and uniqueness of the optimal CBI policy.     

Flow of an Oldroyd-fluid in a contracting channel with a moving boundary

The industrial process of coating flat surfaces with polymeric substances is numerically simulated by solving the full equations of motion for a flow through a contraction with a moving boundary. The four-constant Oldroyd constitutive equation is used to represent the viscoelastic fluid. Some adjustments to existing finite-difference methods are made in such a way as to avoid singular iterative matrices during the solution process. Results are presented for flow situations with Weissenberg numbers up to about three times larger than any previously published results for this problem.     

In situ EPR spectroscopy of aromatic diyne cyclopolymerization

Electron paramagnetic resonance (EPR) spectroscopy was successfully used for the first time to follow the Bergman cyclization of bis-ortho-diynyl arene (BODA) compounds. Five BODA monomers with different spacer (X) and terminal groups (R) were compared. In situ polymerization via EPR spectroscopy yielded first-order rate expressions. Monomers with spacer -O- or -C(CF(3))(2) and terminal group R = Ph exhibited similar kinetic behavior upon thermal polymerization, whereas monomers with pyridine and thiophene terminal groups gave significantly higher rates of polymerization over phenyl-terminated derivatives. A model compound, 1,2-bis(phenylethynyl)benzene, was used to probe the polymerization mechanism, and radical intermediates were found to be stable indefinitely at room temperature.     

Experimental evidence for a light and broad scalar resonance in D(+) --> pi(-)pi(+)pi(+) decay

From a sample of 1172 +/- 61 D(+)-->pi(-)pi(+)pi(+) decays, we find gamma(D(+)-->pi(-)pi(+)pi(+))/gamma(D(+)-->K-pi(+)pi(+)) = 0.0311 +/- 0.0018(+0.0016)(-0.0026). Using a coherent amplitude analysis to fit the Dalitz plot of these decays, we find strong evidence that a scalar resonance of mass 478(+24)(-23) +/- 17 MeV/c(2) and width 324(+42)(-40) +/- 21 MeV/c(2) accounts for approximately half of all decays.     

Exclusion limits on the WIMP-nucleon cross section from the cryogenic dark matter search

The Cryogenic Dark Matter Search (CDMS) employs Ge and Si detectors to search for weakly interacting massive particles (WIMPs) via their elastic-scattering interactions with nuclei while discriminating against interactions of background particles. CDMS data, accounting for the neutron background, give limits on the spin-independent WIMP-nucleon elastic-scattering cross section that exclude unexplored parameter space above 10 GeV/c2 WIMP mass and, at >75% C.L., the entire 3sigma allowed region for the WIMP signal reported by the DAMA experiment.     

Si doped GaAs/AlGaAs terahertz detector and phonon effect on the responsivity

Terahertz detection capability of an n-type heterojunction interfacial work function internal photoemission (HEIWIP) detector is demonstrated. Threshold frequency, f₀, of 3.2 THz (93 μm) was obtained by using n-type GaAs emitter doped to 1 × 10¹⁸ cm⁻³ and Al_0.04Ga_0.96As single barrier structure. The detector shows a broad spectral response from 30 to 3.2 THz (10–93 μm) with peak responsivity of 6.5 A/W at 7.1 THz under a forward bias field of 0.7 kV/cm at 6 K. The peak quantum efficiency and peak detectivity are 19% and 5.5 × 10⁸ Jones, respectively under a bias field of 0.7 kV/cm at 6 K. In addition, the detector can be operated up to 25 K.     

Oligoethylene‐end‐capped polylactides

Oligoethylene‐end‐capped polylactides were synthesized through the ring‐opening polymerization of L ‐lactide with alcohol‐terminated oligoethylenes as macroinitiators. The polymerization of L ‐lactide was carried out in bulk at 130 °C in the presence of stannous octoate and primary alcohols with four different molecular weights: 350, 425, 550, and 700 g/mol. The end‐capped copolymers that formed had a number‐average molecular weight of approximately 40,000 (weight‐average molecular weight/number‐average molecular weight = 1.7) according to gel permeation chromatography and were highly crystalline in comparison with the similarly formed homopolymer of L ‐lactide. The copolymer structure was characterized by Fourier transform infrared, NMR, matrix‐assisted laser desorption/ionization time‐of‐flight mass spectrometry, and differential scanning calorimetry analysis. This work focused on developing more crystallizable and hydrolytically stable polylactide derivatives that could potentially be used as compatibilizers in polylactide–polyolefin blends or as nucleating agents for poly(L ‐lactide) or other polyesters. © 2005 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 43: 5257–5266, 2005     

The Fucik spectrum and critical groups

We compute critical groups of zero for variational functionals arising from semilinear elliptic boundary value problems with jumping nonlinearities when the asymptotic limits of the nonlinearity fall in certain parts of Type (II) regions between curves of the Fucik spectrum.

     

Atomic forces for geometry‐dependent point multipole and Gaussian multipole models

In standard treatments of atomic multipole models, interaction energies, total molecular forces, and total molecular torques are given for multipolar interactions between rigid molecules. However, if the molecules are assumed to be flexible, two additional multipolar atomic forces arise because of (1) the transfer of torque between neighboring atoms and (2) the dependence of multipole moment on internal geometry (bond lengths, bond angles, etc.) for geometry‐dependent multipole models. In this study, atomic force expressions for geometry‐dependent multipoles are presented for use in simulations of flexible molecules. The atomic forces are derived by first proposing a new general expression for Wigner function derivatives . The force equations can be applied to electrostatic models based on atomic point multipoles or Gaussian multipole charge density. Hydrogen‐bonded dimers are used to test the intermolecular electrostatic energies and atomic forces calculated by geometry‐dependent multipoles fit to the ab initio electrostatic potential. The electrostatic energies and forces are compared with their reference ab initio values. It is shown that both static and geometry‐dependent multipole models are able to reproduce total molecular forces and torques with respect to ab initio, whereas geometry‐dependent multipoles are needed to reproduce ab initio atomic forces. The expressions for atomic force can be used in simulations of flexible molecules with atomic multipoles. In addition, the results presented in this work should lead to further development of next generation force fields composed of geometry‐dependent multipole models. © 2010 Wiley Periodicals, Inc. J Comput Chem, 2010