Stochastic analysis in life office management: applications to large annuity portfolios

The paper deals with the riskiness analysis for a large portfolio of life annuities. By means of the limiting distribution of the present value of the portfolio, in the first part of the paper a model for evaluating the investment and the projection risks is presented. In the second part, with regard to the investment risk's effects, the insolvency risk is measured considering the cumulative probability distribution function of the discounted average cost per policy. Copyright © 2003 John Wiley & Sons, Ltd.     

Förster energy transfer from poly(arylene–ethynylene)s to an erbium–porphyrin complex

We study the infrared emission at 1.54 μm of an organolanthanide complex, Er(III)-tetraphenylporphyrin [Er(TPP)acac], both as a result of direct optical excitation and via energy transfer from host π-conjugate polymers of type poly(arylene–ethynylene) [PAE]. In the first case, the emission of the neat complex is characterized in inert transparent materials and a value of the quantum yield at 1.54 μm φ_IR=4×10⁻⁴ is measured. Then, fluorescence resonance transfer is investigated in blends of Er(TPP)acac with PAEs by monitoring the quenching of the polymer fluorescence along with the enhancement of both the visible emission of the ligand and the near-infrared band of Er³⁺. These different procedures allow a detailed analysis of the transfer efficiency within a specific implementation of the Förster model for polymeric donors. The experimental values of the critical radius R₀, ranging from 1.3 to 2.5 nm for the different blends, are in good agreement with theory for a wide interval of the physical and spectroscopic parameters. This suggests that other mechanisms for excitation transfer do not play a significant role in these materials.     

UV‐ignited frontal polymerization of an epoxy resin

By combining frontal polymerization and radical‐induced cationic polymerization, it was possible to cure thick samples of an epoxy monomer bleached by UV light. The effect of the relative amounts of cationic photoinitiator and radical initiator was thoroughly investigated and was related to the front's velocity and its maximum temperature. The materials obtained were characterized by quantitative conversion also in the deeper layers, not reached by UV light. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 2066–2072, 2004     

Multilevel a posteriori error analysis for reaction–convection–diffusion problems

We present a new approach to the a posteriori error analysis of stable Galerkin approximations of reaction–convection–diffusion problems. It relies upon a non-standard variational formulation of the exact problem, based on the anisotropic wavelet decomposition of the equation residual into convection-dominated scales and diffusion-dominated scales. The associated norm, which is stronger than the standard energy norm, provides a robust (i.e., uniform in the convection limit) control over the streamline derivative of the solution. We propose an upper estimator and a lower estimator of the error, in this norm, between the exact solution and any finite dimensional approximation of it. We investigate the behaviour of such estimators, both theoretically and through numerical experiments. As an output of our analysis, we find that the lower estimator is quantitatively accurate and robust.     

Physical anomalous dimensions at small x

I present a theoretical discussion of the uncertainties related to the QCD analysis of the proton structure function F ₂(x,Q ²) at small x. The role played by the ‘unphysical’ gluon density is pointed out. It is shown how the study of more observables can reduce the theoretical uncertainty and, in particular, an alternative method of analysis, based on the introduction of physical anomalous dimensions, is suggested.     

Quaternions for GUTs

We derive an appropriate definition of transpose for quaternionic matrices and give a new panoramic review of the quaternionic groups. We aim to analyze possible quaternionic groups for GUTs.     

Asymmetric invariants for a class of strictly hyperbolic systems including the Timoshenko beam

We introduce a set of conserved quantities of energy‐type for a strictly hyperbolic system of two coupled wave equations in one space dimension. The system is subject to mechanical boundary conditions. Some of these invariants are asymmetric in the sense that their defining quadratic form contains second order derivatives in only one of the unknowns. We study their independence with respect to the usual energies and characterize their sign. In many cases, our results provide sharp well‐posedness and stability results. Finally, we apply some of our conservation laws to the study of a singular perturbation problem previously considered by J. Lagnese and J. L. Lions. Copyright © 2007 John Wiley & Sons, Ltd.     

DSC analysis of strengthening precipitates in ultrafine Al–Mg–Si alloys

Equal channel angular pressing (ECAP) was carried out on solution annealed samples of Al–Mg–Si–Zr and Al–Mg–Si–Zr–Sc alloys to achieve a substantial grain refinement of the materials. Post ECAP aging was then investigated on the ultrafine grained alloys by DSC and TEM analyses. DSC scans were carried out with heating rates ranging from 5 to 30°C min^–1. Peak identification was performed by the support of literature information and TEM analyses. Precipitation kinetics revealed to be similar for both alloys but the Sc-free alloy showed a recrystallization peak at temperatures ranging from 310 to 340°C, depending on the strain accumulated during ECAP. On the contrary, the Sc-containing alloy showed a greater grain stability. Analyses of peak positions and of activation energies as a function of ECAP passes experienced by the samples revealed large modifications of precipitation kinetics in the ultrafine-grained alloys with respect to the coarse-grained materials.     

Performance evaluation of fiber Bragg grating sensors by digital holographic technique, strain gauge measurement

In view of the growing interest for non-destructive tests of materials, geodynamical monitoring and in general remote sensing, there is a great effort to bring practical optical sensors from research labs to industrial and environmental applications. In this paper, we employ digital holographic technique as an efficient tool for evaluating the strain measurement capability of fiber Bragg gratings (FBG). A cantilever beam has been employed as a test structure under loading test. The strain measurements results obtained by fiber-based sensors have been compared to those obtained by using full-field digital holographic technique and point-wise strain gauge sensors glued on the same cantilever beam. A simple theoretical model is also presented to interpret and compare the experimental results coming from different techniques.