Dependence properties and comparison results for Lévy processes

In this paper we investigate dependence properties and comparison results for multidimensional Lévy processes. In particular we address the questions, whether or not dependence properties and orderings of the copulas of the distributions of a Lévy process can be characterized by corresponding properties of the Lévy copula, a concept which has been introduced recently in Cont and Tankov (Financial modelling with jump processes. Chapman & Hall/CRC, Boca Raton, 2004) and Kallsen and Tankov (J Multivariate Anal 97:1551–1572, 2006). It turns out that association, positive orthant dependence and positive supermodular dependence of Lévy processes can be characterized in terms of the Lévy measure as well as in terms of the Lévy copula. As far as comparisons of Lévy processes are concerned we consider the supermodular and the concordance order and characterize them by orders of the Lévy measures and by orders of the Lévy copulas, respectively. An example is given that the Lévy copula does not determine dependence concepts like multivariate total positivity of order 2 or conditionally increasing in sequence. Besides these general results we specialize our findings for subfamilies of Lévy processes. The last section contains some applications in finance and insurance like comparison statements for ruin times, ruin probabilities and option prices which extends the current literature. Anja Blatter was supported by the Deutsche Forschungsgemeinschaft (DFG).     

Evaluation of automated synthesis for chain and step‐growth polymerizations: Can robots replace the chemists?

This article explores current challenges in the use of automated parallel synthesizers in polymeric materials research. Four types of polymerizations were investigated: carbodiimide‐mediated polyesterification, diphenol phosgenation, free radical, and reversible addition‐fragmentation chain‐transfer (RAFT). Synthetic challenges of condensation polymerization, such as liquid and solid dispensing accuracy, dropwise addition, and toxic chemical handling, were successfully met using the automated synthesizer. Both solid and liquid dosing of the diphenol and diacid were successful for polyarylate synthesis. The high precision of liquid dispensing made it possible to achieve stoichiometric balance using reagent stock solutions. For all reactions, molecular weights and their reproducibility were comparable to those obtained with manual synthesis. For RAFT polymerizations, solvent and mol ratio of chain transfer reagent to initiator were successfully optimized on the automated synthesizer and a library of over 60 polymethacrylate copolymer compositions was generated. Considerable savings in time relative to manual methods were achieved when generating polymer libraries (e.g., 4.5× faster for 96 polymethacrylates and 20× faster for 45 for polycarbonates). © 2008 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 47: 49–58, 2009     

Optimization of the electrodeposition process of high-performance bismuth antimony telluride compounds for thermoelectric applications

High-quality films of bismuth antimony telluride were synthesized by electrodeposition from nitric acid electroplating baths. The influence of a surfactant, sodium ligninsulfonate, on the structure, morphology, stoichiometry, and homogeneity of the deposited films has been investigated. It was found that addition of this particular surfactant significantly improved the microstructural properties as well as homogeneity of the films with a significant improvement in the thermoelectric properties over those deposited in the absence of surfactant. A detailed microprobe analysis of the deposited films yielded a stoichiometric composition of Bi(0.35)Sb(1.33)Te(3) for the films electrodeposited in the absence of surfactant and a stoichiometry of Bi(0.32)Sb(1.33)Te(3) for films deposited in the presence of surfactant.     

Synthesis of 3,5-diazabicyclo [5.1.0] octenes. A new platform to mimic glycosidase transition states

All-cis 1-hydroxymethyl 2,3 bis-aminomethyl cyclopropane was used to construct the first 3,5-diazabicyclo [5.1.0]-3-octenes. This system has the interesting ability to exist in a conformation that resembles a snapshot of a glycoside hydrolysis reaction with respect to charge and geometric analogy to an oxocarbenium ion, and the positioning of the departing aglycon. The cis-configured cyclopropane core was synthesized by Cu-catalyzed intramolecular cyclopropanation of benzyl protected cis-2-butene-1,4-diol diazoacetate ester. Serial functionalization to bis-aminomethyl cyclopropanes and subsequent cyclization to amidines lead to the target bicyclic compounds in good overall yields. Several glycosidases were surveyed for the inhibitory potential of these transition state analogs, and amongst them, selective competitive inhibitors with micromolar K_i values were identified.     

Photodegradation of poly(3-hydroxybutyrate)

The effect of ultraviolet radiation on the properties of poly(3-hydroxybutyrate) (PHB) was studied. The PHB investigated is produced from microbial fermentation using saccharose from sugarcane as the carbon source to the bacteria. The material was exposed to artificial UV-A radiation for 3, 6, 9 and 12 weeks. The photodegradation effect was followed by changes of molecular weight, of chemical and crystalline structures, of thermal, morphological, optical and mechanical properties, as well as of biodegradability. The experimental results showed that PHB undergoes both chain scission and crosslinking reactions, but the continuous decrease in its mechanical properties and the low amount of gel content upon UV exposure indicated that the scission reactions were predominant. Molar mass, melting temperature and crystallinity measurements for two layers of PHB samples with different depth suggested that the material has a strong degradation profile, which was attributed to its dark colour that restricted the transmission of light. Previous photodegradation initially delayed PHB biodegradability, due to the superficial increase in crystallinity seen with UV exposure. The possible reactions taking place during PHB photodegradation were presented and discussed in terms of the infrared and nuclear magnetic resonance spectra. A reference peak (internal standard) in the infrared spectra was proposed for PHB photodegradation.     

Bacterial growth response to photoactive quinones

Quinones are known producers of reactive oxygen species (ROS) that may be toxic in natural aquatic environments. In this study, the effects of parent quinones and their photodegradation products on bacterial growth were determined, and photochemical ROS formation rates were measured. Using (3)H-leucine incorporation to measure growth of the bacterium Pseudomonas aeruginosa and natural seawater bacterioplankton, growth inhibition was observed when samples were exposed to dichlone, chloranil and sodium anthraquinone-2-sulfonate (AQ2S). For seawater, compared with other quinones tested, dichlone showed the greatest toxicity in the dark, and AQ2S toxicity was greatest during simultaneous exposure to sunlight. Photodegraded chloranil and dichlone showed decreased toxicity compared with nonirradiated samples. For P. aeruginosa, AQ2S and its photodegradation products showed the greatest toxicity during simultaneous exposure to sunlight. Chloranil photodegradation products showed reduced toxicity compared with the parent compound during simultaneous exposure to sunlight. Dichlone was the only compound to show any toxicity to P. aeruginosa in the dark, and its photodegradation products were more toxic than the parent compound. Based on the results of dark and light controlled experiments measuring bacterial growth and estimated ROS production rates, ROS alone does not account for relative differences in toxicity between these quinones.     

“Chimie douce”: A land of opportunities for the designed construction of functional inorganic and hybrid organic-inorganic nanomaterials

“Chimie douce” based strategies allow, through the deep knowledge of materials chemistry and processing, the birth of the molecular engineering of nanomaterials. This feature article will highlight some of the main research accomplishments we have performed during the last years. We describe successively the design and properties of: sol–gel derived hybrids, Nano Building Blocks (NBBs) based hybrid materials, nanostructured porous materials proceeds as thin films and ultra-thin films, aerosol processed mesoporous powders and finally hierarchically structured materials. The importance of the control of the hybrid interfaces via the use of modern tools as DOSY NMR, SAXS, WAXS, Ellipsometry that are very useful to evaluate in situ the hybrid interfaces and the self-assembly processes is emphasized. Some examples of the optical, photocatalytic, electrochemical and mechanical properties of the resulting inorganic or hybrid nanomaterials are also presented.