Mathematical analysis of investment systems

Investment systems are studied using a framework that emphasize their profiles (the cumulative probability distribution on all the possible percentage gains of trades) and their log return functions (the expected average return per trade in logarithmic scale as a function of the investment size in terms of the percentage of the available capital). The efficiency index for an investment system, defined as the maximum of the log return function, is proposed as a measure to compare investment systems for their intrinsic merit. This efficiency index can be viewed as a generalization of Shannon's information rate for a communication channel. Applications are illustrated.     

Inequalities for a unified family of Voigt functions in several variables

The classical Voigt functions occur frequently in a wide variety of problems in astrophysical spectroscopy, emission, absorption and transfer of radiation in heated atmosphere, and plasma dispersion, and indeed also in the theory of neutron reactions. Here, in the present paper, by applying several known upper bounds for the first-kind Bessel function J _ν (x) given recently by (for example) Landau, Olenko and Krasikov, sharp bounding inequalities are obtained for the unified multivariable Voigt function V _μ,ν (x; y) in terms of the confluent Fox-Wright function ₁ψ₀ and its incomplete variant ₁ψ₀. Connections of the unified multivariable Voigt function V _μ,ν (x; y) with other unifications and generalizations of the classical Voigt function are also briefly pointed out.     

Heat of adsorption and density distribution in slit pores with defective walls: GCMC simulation studies and comparison with experimental data

The adsorption behavior (capacity, density distribution and packing density) and the isosteric heat versus loading in a slit pore whose walls contain defective graphene layers are investigated in this paper. The defective wall is characterized by the extent and size of the defect. Simulation results obtained with the Grand Canonical Monte Carlo method reveal complex patterns of isosteric heat, and this complex behavior is a result of the interplay between three factors: (i) the surface heterogeneity (solid-fluid interaction, sites with varying degree of affinity), (ii) fluid-fluid interaction and (iii) the overlapping of potentials exerted by the two defective walls. We illustrate this with argon adsorption in pores of various sizes, and results obtained from the simulation agree qualitatively with the experimental data at 77 K on Saran microporous S600H and micro-mesoporous S84 charcoals of Beebe et al. [R.A. Beebe, B. Millard, J. Cynarski, J. Am. Chem. Soc. 75 (1953) 839]. The S600H was found to contain pores predominantly in the neighborhood of 7 Å with 30% of defect and a defective size of 2.84 Å. This is consistent with the argument made by Beebe et al. that this sample is a microporous solid and most pores can accommodate only one layer. The other sample, S84, has larger pores than S600H, and it is found that it has a wider pore size distribution and the pore width is centered at about 12 Å.     

Thermal and chemical nanofractal relaxation

We studied shape relaxation of nano-fractal islands, during annealing, after their growth from antimony cluster deposition on graphite surface. Annealing at 180^°C shows evidence of an increase of the fractal branch width with time followed by branch fragmentation, without changing the fractal dimension. The time evolution of the width of the arm suggests the surface self-diffusion mechanism as the main relaxation process. With Monte Carlo simulations, we confirmed the observed behavior. Comparison is done with our previous results on fragmentation of nano-fractal silver islands when impurity added to the incident cluster promotes rapid fragmentation by surface self-diffusion enhancement [1].     

Isotopic production cross sections of residues in reactions induced by relativistic heavy ions with protons and deuterons

The isotopic production cross sections of heavy residues in relativistic heavy-ion collisions have been investigated in inverse kinematics. The primary reaction products were fully identified in mass and atomic number prior to beta decay using the fragment separator FRS. The huge collection of data obtained helps in the understanding of the two main reaction mechanisms involved: fragmentation and fission. These data provide basic information for future radioactive ion beam facilities and for technical applications like intense neutron sources by means of spallation targets.