Testing for persistent deviations of stock prices to dividends in the Nasdaq index

In this paper we test for the presence of bubbles in the Nasdaq stock market index over the period 1994–2003 applying fractional integration techniques and allowing for structural breaks and non-linear adjustments of prices to dividends. The results show a significant structural break in 1998 for all model specifications and data periodicity. Furthermore, we do not find evidence of asymmetric adjustment of prices to dividends when using M-TAR and TAR models. The evidence of bubbles varies depending on the data periodicity and model specification used in the analysis. Finally, the results show persistent deviations of stock prices to dividends in all cases considered, though we only find evidence of bubbles in the Nasdaq index when using weekly data for the time period after June 1998.     

Localized growth and in situ integration of nanowires for device applications

Simultaneous localized growth and device integration of inorganic nanostructures on heated micromembranes is demonstrated for single crystalline germanium and tin oxide nanowires. Fully operating CO gas sensors prove the potential of the presented approach. With this simple CMOS compatible technique, issues of assembly, transfer and contact formation are addressed.     

Density functional theory on phase space

Forty‐five years after the point de départ [Hohenberg and Kohn, Phys Rev, 1964, 136, B864] of density functional theory, its applications in chemistry and the study of electronic structures keep steadily growing. However, the precise form of the energy functional in terms of the electron density still eludes us—and possibly will do so forever [Schuch and Verstraete, Nat Phys, 2009, 5, 732]. In what follows we examine a formulation in the same spirit with phase space variables. The validity of Hohenberg–Kohn–Levy‐type theorems on phase space is recalled. We study the representability problem for reduced Wigner functions, and proceed to analyze properties of the new functional. Along the way, new results on states in the phase space formalism of quantum mechanics are established. Natural Wigner orbital theory is developed in depth, with the final aim of constructing accurate correlation‐exchange functionals on phase space. A new proof of the overbinding property of the Müller functional is given. This exact theory supplies its home at long last to that illustrious ancestor, the Thomas–Fermi model. © 2011 Wiley Periodicals, Inc. Int J Quantum Chem, 2012     

CaSO4 and its pressure-induced phase transitions. A density functional theory study

Theoretical investigations concerning possible calcium sulfate, CaSO(4), high-pressure polymorphs have been carried out. Total-energy calculations and geometry optimizations have been performed by using density functional theory at the B3LYP level for all crystal structures considered. The following sequence of pressure-driven structural transitions has been found: anhydrite, Cmcm (in parentheses the transition pressure) → monazite-type, P2(1)/n (5 GPa) → barite-type, Pnma (8 GPa), and scheelite-type, I4(1)/a (8 GPa). The equation of state of the different polymorphs is determined, while their corresponding vibrational properties have been calculated and compared with previous theoretical results and experimental data.     

Modeling the migration of cancer cells in the bloodstream

We model the migration of cancer cells that have broken away from a tumor and are circulating in the bloodstream. Using the immersed boundary method and culling from literature the material properties of cancer cells, we simulate how cells deform as a function of the flow properties of the bloodstream as well as the adhesive properties between the cancer cells and the endothelial cells of the bloodstream. We also simulate the migration characteristics as a function of the migrating cell density. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

有界局部紧Vilenkin群上的广义Calderón-Zygmund算子(英文)

记Ｇ为一有界局部紧的Ｖｉｌｅｎｋｉｎ群．我们引进了Ｇ上的一类Ｃａｌｄｅｒｏｎ－Ｚｙｇｍｕｎｄ型算子,并且证明了它们的加权ＬＰ（Ｇ）有界性．另外还给出了这些结果的一些应用．     

Design of interdigital transducers for crack detection in plates

Interdigital transducers (IDT) for non-destructive evaluation (NDE) of cracks in plates are designed based on an analytical model established previously. Key considerations include mode selectivity, excitation strength, collimation of wave and cost. The advantage of mode selectivity of IDT over PZT patch is presented both analytically and experimentally. Effects of parameters, namely finger spacing, width, length, number of fingers, and the size of IDT, on the excitation strength and mode selectivity are considered. This led to the design of a mobile double-sided IDT as an efficient device where excitation strength is strong and focused. The device was fabricated in-house using commercially available piezoelectric ceramics and used to develop a procedure for accurate identification of the direction and extent of cracks in plates. Three aluminum plates, one with a linear deep crack, another with a piecewise linear shallower crack and the third with a curved crack, were used to illustrate the accuracy and efficiency of both the proposed device and procedure for effective NDE.     

Enantioselective 1,3-Dipolar Cycloaddition Using (Z)-α-Amidonitroalkenes as a Key Step to the Access to Chiral cis-3,4-Diaminopyrrolidines

The enantioselective 1,3-dipolar cycloaddition between imino esters and (Z)-nitroalkenes bearing a masked amino group in the β-position was studied using several chiral ligands and silver salts. The optimized reaction conditions were directly applied to the study of the scope of the reaction. The determination of the absolute configuration was evaluated using NMR experiments and electronic circular dichroism (ECD). The reduction and hydrolysis of both groups was performed to generate in an excellent enantiomeric ratio the corresponding cis-2,3-diaminoprolinate.