Progressive Enlargement of Filtrations and Backward Stochastic Differential Equations with Jumps

This work deals with backward stochastic differential equations (BSDEs for short) with random marked jumps, and their applications to default risk. We show that these BSDEs are linked with Brownian BSDEs through the decomposition of processes with respect to the progressive enlargement of filtrations. We prove that the equations have solutions if the associated Brownian BSDEs have solutions. We also provide a uniqueness theorem for BSDEs with jumps by giving a comparison theorem based on the comparison for Brownian BSDEs. We give in particular some results for quadratic BSDEs. As applications, we study the pricing and the hedging of a European option in a market with a single jump, and the utility maximization problem in an incomplete market with a finite number of jumps.     

Velocity selection for ultracold atoms using bimodal mazer action: Effects of detuning

In this paper, we discuss the effects of detuning on the velocity selection for ultracold three-level atoms in Λ configuration using mazer action. We find sharp resonances in the transmission probability with respect to the detuning. Our results show that the velocity selection of ultracold atoms can easily be tuned and enhanced using off-resonant field in a bimodal cavity.     

MEMS accelerometer embedded in a self-mixing displacement sensor for parasitic vibration compensation

A self-mixing (SM) laser displacement sensor coupled with a microelectromechanical system (MEMS) accelerometer is presented that enables reliable displacement measurements even in the case of a nonstationary laser head. The proposed technique allows the use of SM-based sensors for embedded applications. The system resolution is currently limited to approximately 300?nm due to the noise characteristics of the currently used accelerometer. It is shown that this resolution can be greatly improved by the use of a low noise accelerometer.     

Optimization and Characterization of Mesoporous Sulfonated Carbon Catalyst and Its Application in Modeling and Optimization of Acetin Production

In this study, an optimized mesoporous sulfonated carbon (OMSC) catalyst derived from palm kernel shell biomass was developed using template carbonization and subsequent sulfonation under different temperatures and time conditions. The OMSC catalyst was characterized using acid-base titration, elemental analysis, XRD, Raman, FTIR, XPS, TPD-NH₃, TGA-DTA, SEM, and N₂ adsorption–desorption analysis to reveal its properties. Results proved that the OMSC catalyst is mesoporous and amorphous in structure with improved textural, acidic, and thermal properties. Both FTIR and XPS confirmed the presence of -SO₃H, -OH, and -COOH functional groups on the surface of the catalyst. The OMSC catalyst was found to be efficient in catalyzing glycerol conversion to acetin via an acetylation reaction with acetic acid within a short period of 3 h. Response surface methodology (RSM), based on a two-level, three-factor, face-centered central composite design, was used to optimize the reaction conditions. The results showed that the optimized temperature, glycerol-to-acetic acid mole ratio, and catalyst load were 126 °C, 1:10.4, and 0.45 g, respectively. Under these optimum conditions, 97% glycerol conversion (GC) and selectivities of 4.9, 27.8, and 66.5% monoacetin (MA), diacetin (DA), and triacetin (TA), respectively, were achieved and found to be close to the predicted values. Statistical analysis showed that the regression model, as well as the model terms, were significant with the predicted R² in reasonable agreement with the adjusted R² (<0.2). The OMSC catalyst maintained excellent performance in GC for the five reaction cycles. The selectivity to TA, the most valuable product, was not stable until the fourth cycle, attributable to the leaching of the acid sites.     

Redox Mechanism and Evaluation of Kinetic and Thermodynamic Parameters of 1,3‐Dioxolo[4,5‐g]pyrido[2,3‐b]quinoxaline Using Electrochemical Techniques

The electrochemical behavior of a biologically important heterocyclic compound, 1,3‐dioxolo[4,5‐g]pyrido[2,3‐b]quinoxaline was investigated by cyclic, square wave and differential pulse voltammetry in solutions of different pH. Kinetic and thermodynamic parameters like standard rate constant, diffusion coefficient, apparent energy of activation_, standard Gibbs free energy and enthalpy and entropy changes were evaluated. Limits of detection and quantification were determined by square wave voltammetry. The redox mechanism of the compound was proposed on the basis of experimental results. Computational chemistry was used as a tool for the verification of experimental outcomes and assessment of different theoretical parameters     

Transport studies on filler-doped chitosan based polymer electrolyte

The room temperature conductivity of the chitosan complex containing 40 wt.% of salt increased from 6.02×10⁻⁶ Scm⁻¹ to 2.10×10⁻⁵ Scm⁻¹ after the addition of 1.0 wt.% aluminosilicate. Conductivity of the electrolyte is contributed from the charge carrier density and ionic mobility. The Rice and Roth model was applied in calculating the mobility, μ and density of ions, n. The number density of ions, n, increases with temperature, while mobility, μ decreases with increasing temperature. This work also suggests that the filler did not change the conduction mechanism of the charge carrier in chitosan-salt-filler complexes but helped to increase the conductivity value of the materials. Paper presented at the International Conference on Functional Materials and Devices 2005, Kuala Lumpur, Malaysia, June 6 – 8, 2005.     

Antiviral phytochemicals identification from Azadirachta indica leaves against HCV NS3 protease: an in silico approach

Hepatitis C virus (HCV) is a major health problem across the world affecting the people of all age groups. It is the main cause of hepatitis and at chronic stage causes liver cirrhosis and hepatocellular carcinoma. Various therapeutics are made against HCV but still there is a need to find out potential therapeutics to combat the virus. The goal of this study is to identify the phytochemicals of Azadirachta indica leaves having antiviral activity against HCV NS3 protease through molecular docking and simulation approach. Results show that the compound 3-Deacetyl-3-cinnamoyl-azadirachtin possesses good binding properties with HCV NS3/4A protease. It can be concluded from this study that Deacetyl-3-cinnamoyl-azadirachtin may serve as a potential inhibitor against NS3/4A protease.     

Tunable silver-shell dielectric core nano-beads array for thin-film solar cell application

The absorbance spectra of thin-film solar cells (TFSCs) can be enhanced by constructing the tunable periodic Ag-shell nano-bead (PASNB) arrays in the active material. In this paper, we investigated a plasmonic thin-film solar cell (TFSC) which composed of the arrays of PASNB deposited onto a crystalline silicon layer. By performing three-dimensional finite element method, we demonstrate that near field coupling among the PASNB arrays results in SPR modes with enhanced absorbance and field intensity. The proposed structure can significantly enhance the plasmonic activity in a wide range of incident light and enlarge working wavelength of absorbance in the range of near-UV, visible and near-infrared. We show that the sensitivity of the PASNB arrays reveals a linear relationship with the thickness of Ag-shell nano-bead (ASNB) for both the anti-bonding and bonding modes in the absorbance spectra. The broadband of absorbance spectra could be expanded as a wide range by varying the thickness of ASNB while the particle size is kept constant. Simulation results suggest this alternative scheme to the design and improvements on plasmonic enhanced TFSCs can be extended to other nanophotonic applications.