Sufficient Stochastic Maximum Principle for the Optimal Control of Jump Diffusions and Applications to Finance

We give a verification theorem by employing Arrow's generalization of the Mangasarian sufficient condition to a general jump diffusion setting and show the connections of adjoint processes to dynamic programming. The result is applied to financial optimization problems.     

Magnetic order in RCr\mathsf{_{2}}Si\mathsf{_{2}} intermetallics

The magnetic structure and ordering temperatures of three intermetallic compounds which crystallize in the tetragonal ThCr₂Si₂ structure, TbCr₂Si₂, HoCr₂Si₂ and ErCr₂Si₂, have been determined by neutron diffraction, differential scanning calorimetry and magnetization measurements. The Cr-sublattice orders anti-ferromagnetically with Néel temperatures of 758 K for TbCr₂Si₂, 718 K for HoCr₂Si₂ and 692 K for ErCr₂Si₂. Chromium atoms located at 4d crystallographic sites are aligned anti-parallel along the c-axis, with G_ZCr magnetic modes. In contrast with metallic bcc Cr, the refined room temperature value of the ordered Cr moment is anomalously large for all three compounds. No long range magnetic order of the R sublattice in TbCr₂Si₂ and HoCr₂Si₂ is observed, whilst the Er sublattice in ErCr₂Si₂ orders independently of the Cr sublattice below 2.4 K with moments ferromagnetically aligned in the basal plane.Received: 4 November 2003, Published online: 30 January 2004PACS: 75.25. + z Spin arrangements in magnetically ordered materials (including neutron and spin-polarized electron studies, synchrotron-source X-ray scattering, etc.) - 75.30.Cr Saturation moments and magnetic susceptibilities - 75.50.Ee Antiferromagnetics     

Determining L-functions by twists

Suppose that L₁(s) and L₂(s) are two L-functions whose twists by a set of Dirichlet characters simultaneously vanish (vanish mod p) at a critical point. We examine the extent to which this property determines the L-functions in the cases of L-functions of elliptic curves, of number fields, and of curves over finite fields.     

Magnetotransport and magnetic properties of InAs/Mn digital alloys

We have investigated the magnetic and magneto-transport properties of a systematic sequence of five InAs/Mn digital alloys grown by a combination of molecular beam epitaxy and atomic layer epitaxy. The samples consist of 30 periods of Mn fractional monolayers (ML) (0.17–0.5 ML) separated by 14 ML thick InAs spacer layers in a superlattice configuration. Four samples show n-type electrical conduction while the fifth (0.25 ML Mn) is p-type. Squid magnetization measurements performed on these samples show remnant magnetization above room temperature, which is apparently related to a second phase.     

A new proof for Rockafellar's characterization of maximal monotone operators

We provide a new and short proof for Rockafellar's characterization of maximal monotone operators in reflexive Banach spaces based on S. Fitzpatrick's function and a technique used by R. S. Burachik and B. F. Svaiter for proving their result on the representation of a maximal monotone operator by convex functions.

     

Electrical characterization of low temperature deposited TiO2 films on strained-SiGe layers

Thin films of titanium dioxide have been deposited on strained Si_0.82Ge_0.18 epitaxial layers using titanium tetrakis-isopropoxide [TTIP, Ti(O-i-C₃H₇)₄] and oxygen by microwave plasma enhanced chemical vapor deposition (PECVD). The films have been characterized by X-ray diffraction (XRD) and Fourier transform infrared spectroscopy (FTIR). Dielectric constant, equivalent oxide thickness (EOT), interface state density (D_it), fixed oxide charge density (Q_f/q) and flat-band voltage (V_FB) of as-deposited films were found to be 13.2, 40.6 Å, 6×10¹¹ eV⁻¹ cm⁻², 3.1×10¹¹ cm⁻² and −1.4 V, respectively. The capacitance–voltage (C–V), current–voltage (I–V) characteristics and charge trapping behavior of the films under constant current stressing exhibit an excellent interface quality and high dielectric reliability making the films suitable for microelectronic applications.     

The Spectrum of a Linearized 2D Euler Operator

We study the spectral properties of the linearized Euler operator obtained by linearizing the equations of incompressible two-dimensional fluid at a steady state with the vorticity that contains only two nonzero complex conjugate Fourier modes. We prove that the essential spectrum coincides with the imaginary axis, and give an estimate from above for the number of isolated nonimaginary eigenvalues. In addition, we prove that the spectral mapping theorem holds for the group generated by the linearized 2D Euler operator.     

Quasioptical Approach for Meniscus Lens Corrected Horn: Application to Cassegrain Systems

The Beam Mode Expansion (BME) approach for corrugated conical feed horn plus meniscus lens is presented. This approach is useful for providing the radiation pattern as it propagates through an optical system. A developed theoretical model has been verified measuring near and far field of a built horn and lens. These results have been used for designing the optical system of a Cassegrain antenna at 100GHz using the fundamental Gaussian beam mode (GBM) of the new approach. Multimode analysis has been performed with the pre-designed system in order to test the fundamental GBM results.     

Recombination Enhancement in Electron Coolers

Hyperfine Interactions - Recent experiments on ion–electron recombination in electron coolers show an enhancement of the recombination rate with respect to the standard theory of radiative...     

On the dynamic electromechanical loading of dielectric elastomer membranes

Dielectric elastomer actuators (DEAs) have received considerable attention recently due to large voltage-induced strains, which can be over 100%. Previously, a large deformation quasi-static model that describes the out-of-plane deformations of clamped diaphragms was derived. The numerical model results compare well with quasi-static experimental results for the same configuration. With relevance to dynamic applications, the time-varying response of initially planar dielectric elastomer membranes configured for out-of-plane deformations has not been reported until now. In this paper, an experimental investigation and analysis of the dynamic response of a dielectric elastomer membrane is reported. The experiments were conducted with prestretched DEAs fabricated from 0.5 mm thick polyacrylate films and carbon grease electrodes. The experiments covered the electromechanical spectrum by investigating membrane response due to (i) a time-varying voltage input and (ii) a time-varying pressure input, resulting in a combined electromechanical loading state in both cases. For the time-varying voltage experiments, the membrane had a prestretch of three and was passively inflated to various predetermined states, and then actuated. The pole strains incurred during the inflation were as high as 25.6%, corresponding to slightly less than a hemispherical state. On actuation, the membrane would inflate further, causing a maximum additional strain of 9.5%. For the time-varying pressure experiments, the prestretched membrane was inflated and deflated mechanically while a constant voltage was applied. The membrane was cycled between various predetermined inflation states, the largest of which was nearly hemispherical, which with an applied constant voltage of 3 kV corresponded to a maximum polar strain of 28%. The results from these experiments reveal that the response of the membrane is a departure from the classical dynamic response of continuum membrane structures. The dynamic response of the membrane is that of a damped system with specific deformation shapes reminiscent of the classical membrane mode shapes but without same-phase oscillation, that is to say all parts of the system do not pass through the equilibrium configuration at the same time. Of particular interest is the ability to excite these deformations through a varying electrical load at constant mechanical pressure.