Benchmarking mean-variance portfolios using a shortage function: the choice of direction vector affects rankings!

In addition to its use in data envelopment analysis models, the shortage function has been proposed as a tool to gauge performance in multi-moment portfolio models. An open issue is how the choice of direction vector affects the efficiency measurement, especially when some of the data can be negative and, from a practical point of view, whether and how the resulting league tables are affected. This paper illustrates empirically how the choice of direction vector affects the relative ranking of mean-variance portfolios. This result is relevant to all frontier-based applications, especially those where some of the data can be naturally negative.     

Impact dynamics of surfactant laden drops: dynamic surface tension effects

We study the impact and subsequent retraction of aqueous surfactant-laden drops upon high-speed impact on hydrophobic surfaces. Without surfactants, a rapid expansion of the drop due to the fluid inertia is followed by a rapid retraction, due to the wetting incompatibility. With surfactants, the retraction can be partly or completely inhibited. We provide quantitative measurements showing that both the expansion and the retraction dynamics depend not only on the equilibrium surface tension (ST) but also on the dynamic tension of the surfactant solutions; the latter varies significantly between different surfactants.     

On the sub-mixed fractional Brownian motion

Let {SHt, t ≥ 0} be a linear combination of a Brownian motion and an independent sub-fractional Brownian motion with Hurst index 0 H 1. Its main properties are studied.They suggest that SHlies between the sub-fractional Brownian motion and the mixed fractional Brownian motion. We also determine the values of H for which SHis not a semi-martingale.     

Enzymatic synthesis of alkyl arabinofuranosides using a thermostable α-l-arabinofuranosidase

A thermostable α-l-arabinofuranosidase was tested for its ability to perform transglycosylation with different alcohol acceptors. Reactions were characterized by high rates with optimal synthesis being obtained within 10 min. Both primary and secondary alcohols could act as acceptors in transarabinosylation but yields of alkyl arabinosides decreased with increasing alkyl chain length.     

Lateral and vertical nanophase separation in Langmuir-Blodgett films of phospholipids and semifluorinated alkanes

It has recently been found that monodisperse surface micelles (hemimicelles) were formed in Langmuir monolayers of the semifluorinated alkane C8F17C16H33 (F8H16) after transfer onto silicon wafers. Grazing incidence X-ray diffraction studies have demonstrated that compression of mixed Langmuir monolayers made from combinations of dipalmitoyl phosphatidylethanolamine (DPPE) and diblock F8H16 in various molar ratios resulted in the complete expulsion of the diblock molecule at high surface pressure. F8H16 then formed a second layer on top of a DPPE-only monolayer, demonstrating a novel type of reversible, pressure-induced, vertical phase separation. Using atomic force microscopy and X-ray reflectivity, we show now that mixed DPPE/F8H16 (1:1.3) Langmuir-Blodgett films transferred onto silicon wafers below 10 mN m(-1) are laterally phase separated and consist of domains of F8H16 surface micelles in coexistence with a monolayer of DPPE. The density of the network of F8H16 surface micelles increases when the surface pressure of transfer increases. Around 10 mN m(-1), the F8H16 surface micelles start to glide on the DPPE monolayer, progressively overlying it, until total coverage is achieved.     

Synthesis and properties of 7-formyl-8-hydroxyquinoline and its transition metal complexes

Summary Co^II, Ni^II, Cu^II, Cd^II and Hg^II complexes of 7-formyl-8-hydroxyquinoline (HFHQ) have been prepared, and characterized by elemental analysis, molar conductivities, electronic and i.r. spectra, and magnetic measurements. It was found that the ligand acts as a neutral monodentate or a monobasic bidentate donor. The Co^II, Ni^II and Cu^II complexes possess, respectively, tetrahedral, octahedral and square-planar structures based on their magnetic and electronic spectral data. The electrical conductivities of HFHQ and its metal complexes were measured at different temperatures and their activation energies were calculated. The values obtained for the Co^II, Ni^II, Cd^II and Hg^II complexes agree fairly well with those reported for semiconductors. The ligand was tested as a corrosion inhibitor for aluminium; the limiting concentration of HFHQ to give maximum efficiency (99.2%) is 10^–3 mole dm^–3 at 22°C. The metal-ligand ratios and apparent formation constants for the species generated in ethanol solution were determined spectrophotometrically.     

Decay rates of the solution of the Cauchy thermoelastic Bresse system

We consider two Cauchy problems for the one-dimensional thermoelastic Bresse model. Using the energy method in the Fourier space, we show that for the first model, the \({L^{2}}\)-norm of the solution decays with the rate \({(1+t)^{-1/12}}\). In addition, the same decay rate has been obtained for the second model.     

Gating motions in voltage-gated potassium channels revealed by coarse-grained molecular dynamics simulations

Voltage-gated potassium (Kv) channels are ubiquitous transmembrane proteins involved in electric signaling of excitable tissues. A fundamental property of these channels is the ability to open or close in response to changes in the membrane potential. To date, their structure-based activation mechanism remains unclear, and there is a large controversy on how these gates function at the molecular level, in particular, how movements of the voltage sensor domain are coupled to channel gating. So far, all mechanisms proposed for this coupling are based on the crystal structure of the open voltage-gated Kv1.2 channel and structural models of the closed form based on electrophysiology experiments. Here, we use coarse-grain (CG) molecular dynamics simulations that allow conformational changes from the open to the closed form of the channel (embedded in its membrane environment) to be followed. Despite the low specificity of the CG force field, the obtained closed structure satisfies several experimental constraints. The overall results suggest a gating mechanism in which a lateral displacement the S4-S5 linker leads to a closing of the gate. Only a small up-down movement of the S4 helices is noticed. Additionally, the study suggests a peculiar upward motion of the intracellular tetramerization domain of the channel, hence providing a molecular view on how this domain may further regulate conduction in Kv channels.     

A high performance oxidation method for secondary alcohols by inductive activation of TEMPO in combination with pyridine-bromine complexes

A new TEMPO-mediated catalytic oxidation method in combination with Py·HBr₃ (stoichiometric) is developed for oxidation of secondary alcohols to the corresponding ketones. The performance of this oxidizing system is better compared with that of TEMPO method combined with R₄NBr₃. Poly(4-vinylpyridine)·HBr₃ can be used in place of Py·HBr₃. The electron-withdrawing substituent at the C-4 position of TEMPO increases the reactivity of TEMPO significantly in the oxidation of electron-deficient alcohols such as polyhaloalkylmethanols. Inductive effect of the substituent of TEMPO is discussed through the characterization of the redox potential of N-O radical by cyclic voltammetry.