Direct Synthesis of Ceramic Membranes by Sol-Gel Process

Ceramic ultrafiltration and nanofiltration membranes (TiO₂) are prepared by sol-gel route using a special arrangement which allows the reaction of the reactants directly in the pores of a tubular Al₂O₃ support or on its surface, respectively. By this direct synthesis the number of technological steps can be reduced which is the main advantage of the method. The produced layers are well joined with the Al₂O₃ support and the reaction can be adjusted by various technological parameters. The dried and sintered coatings are characterized by X-Ray diffraction, FESEM and AFM. In addition, pore size distribution and filtration properties are investigated and discussed.     

Modeling the cochlear nucleus: a site for monaural echo suppression?

Echo suppression plays an important role in identifying and localizing auditory objects. One can distinguish between binaural and monaural echo suppression, although the former is the one commonly referred to. Based on biological findings we introduce and analyze a mathematical model for a neural implementation of monaural echo suppression in the cochlear nucleus. The model's behavior has been verified by analytical calculations as well as by numerical simulations for several types of input signal. It shows that in the perception of a pair of clicks the leading click suppresses the lagging one and that suppression is maximal for an interclick interval of 2-3 ms. Similarly, ongoing stimuli will be affected by the suppression mechanism primarily a couple of milliseconds after onset, resulting in a reduced perception of a sound shortly after its start. Both effects match experimental data.     

Synthesis of Breathing Metallopolymer Hollow Spheres for Redox‐Controlled Release

A convenient synthetic approach for the preparation of uniform metallopolymer‐containing hollow spheres based on 2‐(methacryloyloxy)ethyl ferrocenecarboxylate (FcMA) as monomer by sequential starved feed emulsion polymerization is described. Core/shell particles consisting of a noncrosslinked poly(methyl methacrylate) core and a slightly crosslinked ferrocene‐containing shell allows for the simple dissolution of core material and, thus, monodisperse metallopolymer hollow spheres are obtained. Since PFcMA is incorporated in the particle shell, herein investigated hollow spheres can be addressed by external triggers, i.e., solvent variation and redox chemistry in order to change the particle swelling capability. PFcMA‐containing core/shell particles and hollow spheres are characterized by transmission electron microscope (TEM), scanning electron microscopy, cryogenic TEM, thermogravimetric analysis, and dynamic light scattering in terms of size, size distribution, hollow sphere character, redox‐responsiveness, and composition. Moreover, the general suitability of prepared stimulus‐responsive nanocapsules for the use in catch‐release systems is demonstrated by loading the nanocapsules with malachite green as model payload followed by release studies.

     

Hedging with temporary price impact

We consider the problem of hedging a European contingent claim in a Bachelier model with temporary price impact as proposed by Almgren and Chriss (J Risk 3:5–39, 2001). Following the approach of Rogers and Singh (Math Financ 20:597–615, 2010) and Naujokat and Westray (Math Financ Econ 4(4):299–335, 2011), the hedging problem can be regarded as a cost optimal tracking problem of the frictionless hedging strategy. We solve this problem explicitly for general predictable target hedging strategies. It turns out that, rather than towards the current target position, the optimal policy trades towards a weighted average of expected future target positions. This generalizes an observation of Gârleanu and Pedersen (Dynamic portfolio choice with frictions. Preprint, 2013b) from their homogenous Markovian optimal investment problem to a general hedging problem. Our findings complement a number of previous studies in the literature on optimal strategies in illiquid markets as, e.g., Gârleanu and Pedersen (Dynamic portfolio choice with frictions. Preprint, 2013b), Naujokat and Westray (Math Financ Econ 4(4):299–335, 2011), Rogers and Singh (Math Financ 20:597–615, 2010), Almgren and Li (Option hedging with smooth market impact. Preprint, 2015), Moreau et al. (Math Financ. doi: 10.1111/mafi.12098, 2015), Kallsen and Muhle-Karbe (High-resilience limits of block-shaped order books. Preprint, 2014), Guasoni and Weber (Mathematical Financ. doi: 10.1111/mafi.12099, 2015a; Nonlinear price impact and portfolio choice. Preprint, 2015b), where the frictionless hedging strategy is confined to diffusions. The consideration of general predictable reference strategies is made possible by the use of a convex analysis approach instead of the more common dynamic programming methods.     

Investigating Asymptotic Suction Boundary Layers using a One-Dimensional Stochastic Turbulence Model

The one-dimensional turbulence model (ODT) is applied to study turbulent asymptotic suction boundary layers for a Reynolds number of Re = u_∞/v₀ = 333, where u_∞ and v₀ are the free stream and suction velocity, respectively. In here we will demonstrate that a large eddy suppression mechanism may reduce the influence of ODT model parameters, such as the viscous cut-off parameter Z. (© 2017 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On Weak Invariance Principles for Partial Sums

Given a sequence of random functionals \(\bigl \{X_k(u)\bigr \}_{k \in \mathbb {Z}}\), \(u \in \mathbf{I}^d\), \(d \ge 1\), the normalized partial sums \(\check{S}_{nt}(u) = n^{-1/2}\bigl (X_1(u) + \cdots + X_{\lfloor n t \rfloor }(u)\bigr )\), \(t \in [0,1]\) and its polygonal version \({S}_{nt}(u)\) are considered under a weak dependence assumption and \(p > 2\) moments. Weak invariance principles in the space of continuous functions and càdlàg functions are established. A particular emphasis is put on the process \(\check{S}_{nt}(\widehat{\theta })\), where \(\widehat{\theta } \xrightarrow {\mathbb {P}} \theta \), and weaker moment conditions (\(p = 2\) if \(d = 1\)) are assumed.