A new high order compact off-step discretization for the system of 3D quasi-linear elliptic partial differential equations

We present a new fourth order compact finite difference scheme based on off-step discretization for the solution of the system of 3D quasi-linear elliptic partial differential equations subject to appropriate Dirichlet boundary conditions. We also develop new fourth order methods to obtain the numerical solution of first order normal derivatives of the solution. In all the cases, we use only 19-grid points of a single computational cell to compute the problem. The proposed methods are directly applicable to singular problems and the problems in polar coordinates, without any modification required unlike the previously developed high order schemes of [14] and [30]. We discuss the convergence analysis of the proposed method in details. Many physical problems are solved and comparative results are given to illustrate the usefulness of the proposed methods.     

Piecewise linear processes with Poisson‐modulated exponential switching times

We consider the jump telegraph process when switching intensities depend on external shocks also accompanying with jumps. The incomplete financial market model based on this process is studied. The Esscher transform, which changes only unobservable parameters, is considered in detail. The financial market model based on this transform can price switching risks as well as jump risks of the model.     

Ergodic-theoretic properties of certain Bernoulli convolutions

The aim of this paper is to prove some fixed point theorems which generalize well known basic fixed point principles of nonlinear functional analysis. Moreover, we investigate the class of mappings f: X→ X, where X is a Banach space, for which one of the main conditions in the metric fixed point theory, namely the condition (1), is satisfied. We obtain essential applications of this fact. All our results are illustrated by suitable examples. This revised version was published online in June 2006 with corrections to the Cover Date.     

An option pricing model based on jump telegraph processes

A new class of financial market models is developed. These models are based on generalized telegraph processes: Markov random flows with alternating velocities and jumps occurring when the velocities are switching. While such markets may admit an arbitrage opportunity, the model under consideration is arbitrage-free and complete if directions of jumps in stock prices are in a certain correspondence with their velocity and interest rate behaviour. An analog of the Black-Scholes fundamental differential equation is derived, but, in contrast with the Black-Scholes model, this equation is hyperbolic. Explicit formulas for prices of European options are obtained using perfect and quantile hedging. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Vibrational spectra of monolayer islands on single crystal faces. Island size and shape effects on infrared frequencies,intensities and bandwidths

A method for theoretical analysis spectra of rectangular segments (islands) of two-dimensional ordered overlayers of adsorbed species has been proposed. The simple formulae for frequencies, absorption coefficients and bandwidths as functions of island size and shape have been deduced. If frequencies and bandwidths of appropriate bands in infrared spectra of chemisorbed monolayers are measured simultaneously, the size and shape of the islands can be estimated.     

Universal β-expansions

Periodica Mathematica Hungarica -     

Major- and trace-element distribution in cigarette tobacco,ash and filters

Journal of Radioanalytical and Nuclear Chemistry - To evidence the efficiency of cigarette filter we have determined the content of 27 major and trace elements in two brands of filter and...     

The conjugation stabilization of 1,3-butadiyne is zero

[reaction: see text] In contrast to 1,3-butadiene, the textbook example of "conjugation stabilization", G3(MP2) calculations yielding the enthalpy of hydrogenation Delta(hyd)H(298) of 1,3-butadiyne indicate that it is not stabilized by the conjugated configuration of its triple bonds. Differences between ethylenic and acetylenic pi bonds are examined in the light of CAS-MCSCF calculations on 1,3-butadiene and 1,3-butadiyne.     

A new γ‐polymorph of chlorpropamide: 4‐chloro‐N‐(propylaminocarbonyl)benzenesulfonamide

The structure of a new polymorph of the title compound, C₁₀H₁₃ClN₂O₃S, known as the antidiabetic drug chlorpropamide, is monoclinic, in contrast with the two previously described orthorhombic α‐ and β‐forms. The molecules in the γ‐polymorph are linked into bands by hydrogen bonds similar to those in the α‐polymorph. The conformation of the molecules in the γ‐form is close to that in the β‐polymorph.