On the option valuation and decomposition of exchange option

In this paper, we shall find the uniquerational price associated with the exchange option. Also, we find the decomposition of Snell envelope and value function of the American exchange option.     

Quantization of Underdamped, Critically Damped, and Overdamped Electric Circuits with a Power Source

We have investigated the quantum mechanical effect of the underdamped, critically damped, and overdamped electric circuits with a power source. The charge of the underdamped circuit oscillates while those of the critically damped and overdamped ones don't. The wave function of the system of overdamped circuit represented parabolic cylinder function while underdamped circuit was represented by well-known Hermite polynomial. The eigenvalues of underdamped circuit is discrete while those of the critically damped and overdamped ones are given as continuously.     

Efficient microwave induced direct α-halogenation of carbonyl compounds

A novel and direct method for the synthesis of α-halocarbonyl compounds using sequential treatment of carbonyl compounds with [hydroxy(tosyloxy)iodo]benzene followed by magnesium halides under solvent-free microwave irradiation conditions is described.     

Ternary univariate curvature-preserving subdivision

We present an interpolating, univariate subdivision scheme which preserves the discrete curvature and tangent direction at each step of subdivision. Since the polygon have a geometric information of some original (in some sense) curve as a discrete curvature, we can expect that the limit curve has the same curvature at each vertex as the control polygon. We estimate the curvature bound of odd vertices and give an error estimate for restoring a curve from sampled vertices on curves.     

WKB Wave Function of the General Time-Dependent Quadratic Hamiltonian System

We derived the WKB wave function for the general time-dependent quadratic Hamiltonian system using a unitary transformation method. We applied our research to sinusodially drived Caldirola–Kanai oscillator and confirmed that the time evolution of our approximated WKB wave function is similar to that of the exact one. This wave function can be used to analyze the interference between the probability amplitudes contributed by the area of overlap in phase space of quantum states.     

Rapid DNA hybridization analysis using a PDMS microfluidic sensor and a molecular beacon.

A rapid DNA analysis has been developed based on a fluorescence intensity change of a molecular beacon in a PDMS microfluidic channel. Recently, we reported a new analytical method of DNA hybridization involving a PDMS microfluidic sensor using fluorescence energy transfer (FRET). However, there are some limitations in its application to real DNA samples because the target DNA must be labelled with a suitable fluorescent dye. To resolve this problem, we have developed a new DNA microfluidic sensor using a molecular beacon. By monitoring the change in the restored fluorescence intensity along the channel length, it is possible to rapidly detect any hybridization of the molecular beacon to the target DNA. In this case, the target DNA does not need to be labelled. Our experimental results demonstrate that this microfluidic sensor using a molecular beacon is a promising diagnostic tool for rapid DNA hybridization analysis.     

Anomalies of ultrasonic velocity in high-Tc ceramics YBa2Cu3Oy and BiSrCaCu2Oy

Ultrasonic longitudinal velocity and adsorption have been measured in ceramic superconductors YBa₂Cu₃O_y with various porosity and also in BiSrCaCu₂O_y. A velocity drop of about 400 ppm was found at T_c only in the measurements on cooling. The magnitude of the velocity drop is anomalously large compared with the value expected from the thermodynamics. A hysteresis of velocity with respect to temperature was observed in all the samples studied. It is suggested that some structural change at pore size level is responsible for this phenomenon.     

Combined effects of clay modifications and compatibilizers on the formation and physical properties of melt‐mixed polypropylene/clay nanocomposites

The melt mixing technique was used to prepare various polypropylene (PP)‐based (nano)composites. Two commercial organoclays (denoted 20A and 30B) served as the fillers for the PP matrix, and two different maleated (so‐called) compatibilizers (denoted PP‐MA and SMA) were employed as the third component. The results from X‐ray diffraction (XRD) and transmission electron microscope (TEM) experiments revealed that 190 °C was an adequate temperature for preparing the nanocomposites. Nanocomposites were achieved only if specific pairs of organoclay and compatibilizer were simultaneously incorporated in the PP matrix. For example, PP/20A(5 wt %)/PP‐MA(10 wt %) and PP/30B(5 wt %)/SMA(5 wt %) composites exhibited nanoscaled dispersion of 20A or 30B in the PP matrix. Differential scanning calorimetry (DSC) results indicated that the organoclays served as nucleation agents for the PP matrix. Generally, their nucleation effectiveness increased with the addition of compatibilizers. The thermal stability enhancement of PP after adding 20A was confirmed with thermogravimetric analysis (TGA). The enhancement became more evident as a suitable compatibilizer was further added. However, for the 30B‐included composites, thermal stability enhancement was not evident. The dynamic mechanical properties (i.e., storage modulus and loss modulus) of PP increased as the nanocomposites were formed; the properties increment corresponded to the organoclay dispersion status in the matrix. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 4139–4150, 2004     

Diffraction grating in noncrosslinked polymers

The diffraction efficiency and morphology of the transmission modes of holographic polymer dispersed liquid crystals were studied with respect to the molecular structure of poly(urethane acrylate) (PUA), the film (polymer/liquid crystal) and resin (oligomer/monomer) compositions, and the cell thickness. PUA, based on N‐vinylpyrrolidone and ethyl hexyl acrylate, with low‐molecular‐weight poly(propylene glycol) at a low oligomer content, showed high diffraction efficiency. The results were interpreted in terms of the monomer reactivity and polymer elasticity. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 613–620, 2004