Numerical treatment of an asset price model with non-stochastic uncertainty

In contrast to stochastic differential equation models used for the calculation of the term structure of interest rates, we develop an approach based on linear dynamical systems under non-stochastic uncertainty with perturbations. The uncertainty is described in terms of known feasible sets of varying parameters. Observations are used in order to estimate these parameters by minimizing the maximum of the absolute value of measurement errors, which leads to a linear or nonlinear semi-infinite programming problem. A regularized logarithmic barrier method for solving (ill-posed) convex semi-infinite programming problems is suggested. In this method a multi-step proximal regularization is coupled with an adaptive discretization strategy in the framework of an interior point approach. A special deleting rule permits one to use only a part of the constraints of the discretized problems. Convergence of the method and its stability with respect to data perturbations in the cone of convexC ¹-functions are studied. On the basis of the solutions of the semi-infinite programming problems a technical trading system for future contracts of the German DAX is suggested and developed. Supported by the Stiftung Rheinland/Pfalz für Innovation, No. 8312-386261/307.     

Quasiparticle and Cooper pair tenneling in small capacitance Josephson junctions

The tunneling of single electrons in small capacitance tunnel junctions is influenced by charging effects and by the fluctuations of the elecromagnetic environment. We study the effect of an external circuit with arbitrary impedance on the tunneling of quasiparticles and Cooper pairs in voltage driven Josephson junctions. We present results at finite temperatures and also consider an acdriven system.     

Paramagnetic defects in BaTiO3 and their role in light-induced charge transport — Optical studies

On the basis of a previous identification of paramagnetic defects in nominally undoped as grown BaTiO₃ single crystals, we have investigated the changes of the concentrations of these centers and their optical absorptions under illumination with light of varying wavelengths. The most pronounced charge transfers occur by hole ionization of Fe⁴⁺ and — to a lesser extent — of Cr⁵⁺ and Cr⁴⁺. At low temperatures the created holes are trapped in the form of O^–-ions next to Al³⁺ or unknown acceptor defects. Corresponding Fe⁴⁺ and O^– absorptions have been identified.     

The experimental structure of199Au and the interacting boson-fermion model

Gamma rays of¹⁹⁹Au obtained after double neutron capture in¹⁹⁷Au were measured at the ILL high flux reactor. A level scheme up to 1770 keV excitation energy is established. The result is compared with IBFM and Boson-Fermion-Symmetry calculations.     

Die Lasker-Bedingung für Nicht Endlich Erzeugte Moduln

Ohne Zusammenfassung

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Aerodynamics of ski jumping: experiments and CFD simulations

The aerodynamic behaviour of a model ski jumper is investigated experimentally at full-scale Reynolds numbers and computationally applying a standard RANS code. In particular we focus on the influence of different postures on aerodynamic forces in a wide range of angles of attack. The experimental results proved to be in good agreement with full-scale measurements with athletes in much larger wind tunnels, and form a reliable basis for further predictions of the effects of position changes on the performance. The comparison of CFD results with the experiments shows poor agreement, but enables a clear outline of simulation potentials and limits when accurate predictions of effects from small variations are required.     

Synthesis and characterization of poly(vinyl alcohol)‐graft‐[poly(D,L‐lactide)/poly(D,L‐lactide‐co‐glycolide)] hydrogels

Poly(D ,L ‐lactide) and poly(D ,L ‐lactide‐co‐glycolide) with various composition and with one methacrylate and one carboxylate end group were synthesized and grafted onto poly(vinyl alcohol) (PVA) via the carboxylate group. The graft copolymers were crosslinked via the methacrylate groups using a free radical initiator. The polymer networks were characterized by means of NMR and studied qualitatively by means of IR spectroscopy. The influence of the glycolide content in the polyester grafts and of the number of ester units in the grafts on thermal properties and swellability were studied as well. The high swellability in water is characteristic of all hydrogels. Differential scanning calorimetry (DSC) showed a single glass transition temperature that occurs in the range between 51 and 69 °C. Thermogravimetric analysis (TGA) of the networks showed the main loss in weight in the temperature range between 290 and 370 °C. © 2007 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 45: 4536–4544, 2007