A simple Markov chain structure for the evolution of credit ratings

We focus on continuous Markov chains as a model to describe the evolution of credit ratings. In this work it is checked whether a simple, tridiagonal type of generator provides a good approximation to a general one. Three different tridiagonal approximations are proposed and their performance is checked against two generators, corresponding to a volatile and a stable period, respectively. Copyright © 2007 John Wiley & Sons, Ltd.     

A transport model for the evolution of urban systems

When comparing an urban system to an elasto-plastic lattice, an analogy to the solid state of matter can be exploited using the concepts of the band theory similarly. Thereafter, the population dynamics – in a region of certain stability in the state space and within appropriate energy bands – can be described in terms of Cellular Automata, with two mobile agents or pseudo particles: the inhabitant (representative of an average individual) and the recurson (representative of its multidimensional resources). As in the solid state, transition rules take the form of two coupled transport equations, comprising the terms equivalent to the generation-recombination and circulation processes. The first process can be compared to a predator–prey growth model, typical of Ecology; whereas the circulation process – composed of a drift component and a diffusion component – should be compared to the concentration-sprawl demographic balance seen in urban occupation and dynamics. Thus, it needs to be defined and determined an urban potential function, an equivalent population charge, mobility and diffusion parameters, as well as net growth factors. This analogy, discussed within the context of a case study for Great Mendoza, plausibly explains the varied growth rates of the political departments, as well as the principal urban trends for spatial occupation.     

Abelian BF Theories and Knot Invariants

In the context of the Batalin–Vilkovisky formalism, a new observable for the Abelian BF theory is proposed whose vacuum expectation value is related to the Alexander–Conway polynomial. The three-dimensional case is analyzed explicitly, and it is proved to be anomaly free. Moreover, at the second order in perturbation theory, a new formula for the second coefficient of the Alexander–Conway polynomial is obtained. An account on the higher-dimensional generalizations is also given. Received: 2 October 1996 / Accepted: 21 March 1997     

Estimation of the aggregation number and core radius of microemulsions

Summary A simple working method for the estimation of the aggregation numbers and core radii from weight measurements of sodium bis-2-ethylhexylsulphosuccinate (aerosol-OT orAOT)/decane/water microemulsions of several compositions is proposed.Starting out from the hypotheses that (i) the density of the water inside the droplets is the same as that of free water, (ii) all the surfactant is localized as interface, and (iii) the penetration of the organic phase into the interface is negligible, values for the aggregation number and core radii comparable to those determined using more sophisticated methods were obtained.The results/methodological simplicity ratio may be of great advantage in kinetic work on reaction mechanisms in microemulsions.

---

Abschätzung von Aggregationszahl und Radius von Mikroemulsionen

Zusammenfassung Es wird eine einfache Methode zur Abschätzung von Aggregationszahl und Core-Radius von Mikroemulsionen aus Gewichtsmessungen von Natriumbis-2-ethylhexylsulphosuccinat (aerosol-OT oderAOT)/Decan/Wasser-Mikroemulsionen verschiedener Zusammensetzung vorgeschlagen. Unter den Annahmen, daß (i) die Dichte von Wasser innerhalb der Aggregationen die gleiche als bei freiem Wasser ist, (ii) das ganze Emulsionsmittel in der Grenzfläche vorliegt und (iii) das Eindringen der organischen Phase in die Grenzfläche vernachlässigbar ist, können Werte für Aggregationszahlen und Core-Radien erhalten werden, die durchaus mit entsprechenden Werten aus aufwendigeren Methoden vergleichbar sind. Das Leistungsverhältnis (Ergebnisse/geringer Aufwand) ist sehr vorteilhaft und macht die Methode für kinetische Arbeiten zur Bestimmung von Reaktionsmechanismen in Mikroemulsionen interessant.

     

Synthesis and characterization of functional gradient copolymers of allyl methacrylate and butyl acrylate

Functional spontaneous gradient copolymers of allyl methacrylate (A) and butyl acrylate (B) were synthesized via atom transfer radical polymerization. The copolymerization reactions were carried out in toluene solutions at 100 °C with methyl 2‐bromopropionate as the initiator and copper bromide with N,N,N′,N″,N″‐pentamethyldiethylenetriamine as the catalyst system. Different aspects of the statistical reaction copolymerizations, such as the kinetic behavior, crosslinking density, and gel fraction, were studied. The gel data were compared with Flory's gelation theory, and the sol fractions of the synthesized copolymers were characterized by size exclusion chromatography and nuclear magnetic resonance spectroscopy. The copolymer composition, demonstrating the gradient character of the copolymers, and the microstructure were analyzed. The experimental data agreed well with data calculated with the Mayo–Lewis terminal model and Bernoullian statistics, with monomer reactivity ratios of 2.58 ± 0.37 and 0.51 ± 0.05 for A and B, respectively, an isotacticity parameter for A of 0.24, and a coisotacticity parameter of 0.33. © 2006 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 44: 5304–5315, 2006     

On the Cartan–Jacobson Theorem

The well-known Cartan–Jacobson theorem claims that the Lie algebra of derivations of a Cayley algebra is central simple if the characteristic is not 2 or 3. In this paper we have studied these two cases, with the following results: if the characteristic is 2, the theorem is also true, but, if the characteristic is 3, the derivation algebra is not simple. We have also proved that in this last case, there is a unique nonzero proper seven-dimensional ideal, which is a central simple Lie algebra of type A₂, and the quotient of the derivation algebra modulo this ideal turns out to be isomorphic, as a Lie algebra, to the ideal itself. The original motivation of this work was a series of computer-aided calculations which proved the simplicity of derivation algebras of Cayley algebras in the case of characteristic not 3. These computations also proved the existence of a unique nonzero proper ideal (which turns out to be seven-dimensional) in the algebra of derivations of split Cayley algebras in characteristic 3.