The contribution of K.-H. Elster to generalized conjugation theory and nonconvex duality

This article surveys the main contributions of K.-H. Elster to the theory of generalized conjugate functions and its applications to duality in nonconvex optimization.     

The long‐term extreme price risk measure of portfolio in inventory financing: An application to dynamic impawn rate interval

Different from the short‐term risk measure for traditional financial assets (stocks, bonds, etc.), the key to illiquid inventory portfolio traded in the over‐the‐counter markets is to estimate the long‐term extreme price risk with time varying volatility. In this article, a new long‐term extreme price risk (value at risk and conditional value at risk) measure method for inventory portfolio and an application to dynamic impawn rate interval are proposed. To realize this, we first establish AutoRegressive Moving Average‐Exponential Generalized Autoregressive Conditional Heteroskedasticity‐Extreme Value Theory model and multivariatet‐Copula to depict the autocorrelation, fat tails, and volatility clustering of returns of inventories and the nonlinear dependence structure of inventories. Furthermore, we obtain the long‐term extreme price risk with time varying volatility via Monte Carlo simulation instead of square‐root‐of time rule. The results show that, first, benefits from risk diversification is significant; second, long‐term extreme price risk measure of inventory portfolio via Monte Carlo method outperforms the square‐root‐of time rule; the last is that the dynamic rate interval based on the long‐term price risk is superior to the crude rules of thumb in terms of reducing efficiency loss and improving risk coverage. In summary, this article provides a new quantitative framework for managing the risk of portfolio in inventory financing practice for banks constrained by risk limitation. © 2014 Wiley Periodicals, Inc. Complexity 20: 17–34, 2015     

A validated stability-indicating LC method for simultaneous determination of quinapril and hydrochlorothiazide in pharmaceutical samples

A stability-indicating liquid chromatographic method was developed and validated for simultaneous determination of quinapril and hydrochlorothiazide in drug substances and dosage forms. Chromatographic separation of quinapril, hydrochlorothiazide and its degradation products was achieved on a RP-18 column, using acetonitrile and phosphate buffer (pH 4.6) as mobile phase in a gradient mode and detection at 216 nm. Stress testing was performed under hydrolytic, oxidative, thermal and photolytic conditions. The degradation products were well resolved from main peaks, proving the stability-indicating power of the method. The assay was linear for quinapril and hydrochlorothiazide concentrations of 40–200 µg mL^?1 and 25–125 µg mL^?1, respectively. The developed method was selective, accurate and precise for quinapril and hydrochlorothiazide determination. This method was used to quantify both drugs in combined commercial tablets. The results showed that the proposed method was found to be suitable for quantitative determination and the stability study of quinapril and hydrochlorothiazide in pharmaceutical samples.      

CO Oxidation Catalytic Effects of Intrinsic Surface Defects in Rhombohedral LaMnO3

There is an ongoing effort to replace rare and expensive noble-element catalysts with more abundant and less expensive transition metal oxides. With this goal in mind, the intrinsic defects of a rhombohedral perovskite-like structure of LaMnO₃ and their implications on CO catalytic properties were studied. Surface thermodynamic stability as a function of pressure (P) and temperature (T) were calculated to find the most stable surface under reaction conditions (P=0.2 atm, T=323 K to 673 K). Crystallographic planes (100), (111), (110), and (211) were evaluated and it was found that (110) with MnO₂ termination was the most stable under reaction conditions. Adsorption energies of O₂ and CO on (110) as well as the effect of intrinsic defects such as Mn and O vacancies were also calculated. It was found that O vacancies favor the interaction of CO on the surface, whereas Mn vacancies can favor the formation of carbonate species.     

Amplified signal response in scale-free networks by collaborative signaling

Many natural and artificial two-states signaling devices are connected forming networks. The information-processing potential of these systems is usually related to the response to weak external signals. Here, using a network of overdamped bistable elements, we study the effect of a heterogeneous complex topology on the signal response. The analysis of the problem in random scale-free networks, reveals that heterogeneity plays a crucial role in amplifying external signals. We have contrasted numerical simulations with analytical calculations in simplified topologies.     

Lie symmetries and solitons in nonlinear systems with spatially inhomogeneous nonlinearities

Using Lie group theory and canonical transformations, we construct explicit solutions of nonlinear Schr?dinger equations with spatially inhomogeneous nonlinearities. We present the general theory, use it to show that localized nonlinearities can support bound states with an arbitrary number solitons, and discuss other applications of interest to the field of nonlinear matter waves.     

Robust anti-synchronization of a class of delayed chaotic neural networks

This paper deals with the anti-synchronization problem of a class of delayed neural networks. Based on the Lyapunov stability theory and the Halanay inequality lemma, a kind of controller is designed. It is proved that this kind of controller can achieve anti-synchronization of neural networks with delays. Numerical simulations demonstrate the effectiveness and robustness of the proposed anti-synchronization scheme.     

Optical resonances in one-dimensional dielectric nanorod arrays: field-induced fluorescence enhancement

Arrays of transparent dielectric nanorods are shown to produce very large local field enhancements at specific resonant conditions. These structures would lead to enhancement of molecular fluorescence signals without quenching. The resonant angular width and field enhancements are analytically derived as a function of wavelength, grating period, rod radius, and dielectric constant.     

Purkinje imaging system to measure anterior segment scattering in the human eye

We present an instrument based on Purkinje imaging that permits the objective measurement of the amount of scattering associated with the eye's anterior segment, avoiding the contribution from the retina. The experimental system records the fourth Purkinje image, and adequate processing is used to compute a parameter that quantifies the scattering. The method was first tested in an artificial eye and later in normal young eyes wearing customized contact lenses that induced different amounts of scatter. We were able to detect scattering increments, which indicates that this technique may be used as an objective tool to quantify the level of scattering in the anterior segment of the living human eye. The future use of this technique in clinical environments might help to estimate the level of corneal haze in eyes undergoing refractive surgery or/and scattering within the lens during cataract development.