Exact Simulation Problems for Jump-Diffusions

Exact simulation of SDEs is a very important and challenging problem. In this paper we discuss exact simulation problems for jump-diffusion processes. Motivated by statistical applications, our main contribution is to propose an algorithm that performs exact simulation of a class of jump-diffusion bridges. We also present and discuss the existing methods for forward simulation and propose an extension of one of them to account for unbounded jump rate. Finally, the exact algorithms are compared to competing non-exact ones in some simulated examples.     

Study of zinc hexacyanoferrate—modified platinum electrodes using electrochemical quartz crystal microbalance

In this work, the electrochemical quartz crystal microbalance has been employed to monitor directly the in situ growth of the zinc hexacyanoferrate film during the electrodeposition. Mass changes of the platinum|crystal working electrode were correlated with cyclic voltammetry data. Effects of the sorption of counter-cations (K⁺, Na⁺, and NH₄⁺ {\hbox{NH}}_4^{+} and anions (Cl⁻ and SO₄^{2 -} {\hbox{SO}}_4^{2 - } ) during redox reactions were studied. The electrocatalytic oxidation properties of procaine by the zinc hexacyanoferrate films were performed.     

Coordination of Eu3+ in mono-urethane cross-linked hybrid xerogels

A novel family of Eu³⁺-doped hybrid materials namedmono-urethanesils is investigated. The host organic/inorganic matrix, preparedvia the sol-gel process, is a siliceous network to which methyl end-capped pendant oligopolymer chains containing seven oxyethylene units are covalently bonded by means of urethane cross-links, -NHC(=O)O-. The lanthanide cations have been introduced as europium triflate, Eu(CF₃SO₃)₃. The xerogels have been identified by the designation m-Ut(350)_nEu(CF₃SO₃)₃, where Ut represents the urethane linkages, 350 indicates the average molecular weight of the organic component and n denotes the number of (OCH₂CH₂) repeat units per Eu³⁺ ion. The mono-urethanesil samples examined, with compositions ranging between n=∞ and 40, are totally amorphous. The spectral and thermal data provide conclusive evidence that in these materials the lanthanide ions are preferentially coordinated by the carbonyl oxygens of the urethane moieties, rather than by the ether oxygens of the polymer chains. The location of the characteristic bands of the triflate ions in the FTIR spectra of these Eu³⁺-based xerogels indicates that the anions interact weakly with the cations over the entire range of guest salt concentration studied. Paper presented at the 6th Euroconference on Solid State Ionics, Cetraro, Calabria, Italy, Sept. 12–19, 1999.     

Chemical and mineralogical analyses of a weathering mantle developing on peridotite of the mining area for nickel in Cerro Matoso, Colombia

Four samples were collected at several depths in a weathering mantle developing on peridotite, found in a mining area for nickel of Cerro Matoso, about 20 km southwest of Monte Libano, Department of Córdoba, Colombia. Samples represent the main stratigraphy of the mantle. Powder X-ray diffractometry, RT Mössbauer spectroscopy, saturation magnetization measurements and conventional chemical analysis on the whole and chemically treated samples, and on some of their magnetic extracts, were used to give some details of the main occurring mineralogical phases in the mantle, particular of the magnetic iron oxides.     

Simultaneous determination of sibutramine and its active metabolites in human plasma by LC‐MS/MS and its application to a pharmacokinetic study

A simple and sensitive liquid chromatography–electrospray ionization–tandem mass spectrometry (LC‐ESI‐MS/MS) technique was developed and validated for the determination of sibutramine and its N‐desmethyl metabolites (M1 and M2) in human plasma. After extraction with methyl t‐butyl ether, chromatographic separation of analytes in human plasma was performed using a reverse‐phase Luna C₁₈ column with a mobile phase of acetonitrile–10 mm ammonium formate buffer (50:50, v/v) and quantified by ESI‐MS/MS detection in positive ion mode. The flow rate of the mobile phase was 200 μL/min and the retention times of sibutramine, M1, M2 and internal standard (chlorpheniramine) were 1.5, 1.4, 1.3 and 0.9 min, respectively. The calibration curves were linear over the range 0.05–20 ng/mL, for sibutramine, M1 and M2. The lower limit of quantification was 0.05 ng/mL using 500 μL of human plasma. The mean accuracy and the precision in the intra‐ and inter‐day validation for sibutramine, M1 and M2 were acceptable. This LC‐MS/MS method showed improved sensitivity and a short run time for the quantification of sibutramine and its two active metabolites in plasma. The validated method was successfully applied to a pharmacokinetic study in human. Copyright © 2011 John Wiley & Sons, Ltd.     

A Note on Free Groups in the Ring of Fractions of Skew Polynomial Rings

Let L be a function field over the rationals and let D denote the skew field of fractions of L[t;σ], the skew polynomial ring in t, over L, with automorphism σ. We prove that the multiplicative group D ^× of D contains a free noncyclic subgroup.     

Characterization of polyether‐poly(methyl methacrylate)‐lithium perchlorate blend electrolytes

Solid polymer electrolyte (SPE) systems based on interpenetrating blends of poly(ethylene oxide‐co‐propylene oxide) and poly(methyl methacrylate) host matrices, with lithium perchlorate as guest salt, were prepared. These electrolytes were presented as free‐standing films, and their thermal and electrochemical properties were characterized by conductivity and electrochemical stability measurements. The properties of the interpenetrating blends of poly(ethylene oxide‐co‐propylene oxide) and poly(methyl methacrylate) host matrices as the electrolyte component of a solid‐state electrochromic device are reported and the results obtained suggest that this electrolyte provides an encouraging performance in this application. The most conducting electrolyte composition of this SPE system is the formulation designated as SPE2‐0PC (5.01 × 10^?4 S cm^?1 at about 57°C). The lowest decomposition temperature was registered with the SPE6‐15PC composition (233°C). The average transmittance in the visible region of the spectrum was above 41% for all the samples analyzed. After coloration the device assembled with 71 wt% PC presented an average transmittance of 15.71% and an optical density at 550 nm of 0.61. Copyright © 2010 John Wiley & Sons, Ltd.     

Niobium oxide solid catalyst: esterification of fatty acids and modeling for biodiesel production

Biodiesel can be obtained from fatty acid raw materials through esterification. The reactivity of lauric, palmitic, stearic, oleic, and linoleic fatty acids with methanol using powdered niobic acid as a heterogeneous catalyst was investigated in this work, both experimentally (in a batch reactor) and theoretically. A 2³ experimental design was used, with methanol/fatty acid molar ratio, catalyst concentration, and temperature as main factors. An empirical model demonstrated that temperature is the most important variable. Fourteen heterogeneous and 56 homogeneous‐like kinetic models were tested. A homogeneous‐like model considering zero order for all species and inhibition by water was the most adequate for experiments without catalyst. A homogeneous‐like model considering a second‐order reaction in relation to the fatty acid and no water inhibition was the most adequate for niobic acid catalyzed reaction. Molecular modeling confirmed the experimental results showing that the reactivity is directly related to the increase of unsaturated bonds and the reduction of carbon chain length. The polarity of the fatty acid is determinant in the reactivity. At the molecular level, reaction occurs between the HOMO orbital of methanol and LUMO orbitals of fatty acids and reactivity is higher when the energy difference between these orbitals is lower. Copyright © 2010 John Wiley & Sons, Ltd.     

The zeta functions of Ruelle and Selberg for hyperbolic manifolds with cusps

In this paper, we study the Ruelle zeta function and the Selberg zeta functions attached to the fundamental representations for real hyperbolic manifolds with cusps. In particular, we show that they have meromorphic extensions to \mathbbC{\mathbb{C}} and satisfy functional equations. We also derive the order of the singularity of the Ruelle zeta function at the origin. To prove these results, we completely analyze the weighted unipotent orbital integrals on the geometric side of the Selberg trace formula when test functions are defined for the fundamental representations.     

Wavelet-Based Estimation for Univariate Stable Laws

Stable distributions are characterized by four parameters which can be estimated via a number of methods, and although approximate maximum likelihood estimation techniques have been proposed, they are computationally intensive and difficult to implement. This article describes a fast, wavelet-based, regression-type method for estimating the parameters of a stable distribution. Fourier domain representations, combined with a wavelet multiresolution approach, are shown to be effective and highly efficient tools for inference in stable law families. Our procedures are illustrated and compared with other estimation methods using simulated data, and an application to a real data example is explored. One novel aspect of this work is that here wavelets are being used to solve a parametric problem, rather than a nonparametric one, which is the more typical context in wavelet applications.