A parallel version of the preconditioned conjugate gradient method for boundary element equations

The parallel version of precondition techniques is developed for matrices arising from the Galerkin boundary element method for two-dimensional domains with Dirichlet boundary conditions. Results were obtained for implementations on a transputer network as well as on an nCUBE-2 parallel computer showing that iterative solution methods are very well suited for a MIMD computer. A comparison of numerical results for iterative and direct solution methods is presented and underlines the superiority of iterative methods for large systems.     

Asymptotic Distribution of Nodes for Near-Optimal Polynomial Interpolation on Certain Curves in R 2

Let E\subset \Bbb R ^s be compact and let d _n ^E denote the dimension of the space of polynomials of degree at most n in s variables restricted to E . We introduce the notion of an asymptotic interpolation measure (AIM). Such a measure, if it exists , describes the asymptotic behavior of any scheme τ _n ={ \bf x _k,n } _k=1 ^dnE , n=1,2,\ldots , of nodes for multivariate polynomial interpolation for which the norms of the corresponding interpolation operators do not grow geometrically large with n . We demonstrate the existence of AIMs for the finite union of compact subsets of certain algebraic curves in R ² . It turns out that the theory of logarithmic potentials with external fields plays a useful role in the investigation. Furthermore, for the sets mentioned above, we give a computationally simple construction for ``good' interpolation schemes. November 9, 2000. Date revised: August 4, 2001. Date accepted: September 14, 2001.     

TLC-screening of important pharmaceutical substances using fluorescence detection

Summary Observation of fluorescence reactions on TLC plates is a valuable additional tool within the scope of screening procedures for many toxicologically relevant substances commonly encountered in clinical- and forensic-toxicological analysis. The reactions are based on native fluorescence without any treatment and on reactions obtained with an approved derivatization procedure. Due to the enormous sensitivity of the fluorescence detection, the method is also applicable to very low concentrations and small amounts of biological materials. The procedures described in this article have proven their high pragmatic usefulness in many practical cases.Dedicated to Professor Dr. Wilhelm Fresenius on the occasion of his 80th birthday     

Gravity in non-commutative geometry

We study general relativity in the framework of non-commutative differential geometry. As a prerequisite we develop the basic notions of non-commutative Riemannian geometry, including analogues of Riemannian metric, curvature and scalar curvature. This enables us to introduce a generalized Einstein-Hilbert action for non-commutative Riemannian spaces. As an example we study a space-time which is the product of a four dimensional manifold by a two-point space, using the tools of non-commutative Riemannian geometry, and derive its generalized Einstein-Hilbert action. In the simplest situation, where the Riemannian metric is taken to be the same on the two copies of the manifold, one obtains a model of a scalar field coupled to Einstein gravity. This field is geometrically interpreted as describing the distance between the two points in the internal space.Dedicated to H. ArakiSupported in part by the Swiss National Foundation (SNF)     

Calibration of a basket option model applied to company valuation

Applying real options thinking to company valuation seems theoretically and intuitively appealing. However, the real option analogy of a single European option as well as the compound option proxy perform poorly when applied to company valuation. We therefore suggest to rework the building blocks of real option applications to corporate valuation.  We introduce a framework to delineate the distribution of the underlying asset in the risk neutral world, which is important in order to value any derivative. This is achieved by an algorithm to calibrate a basket option model using real world data of observed share prices. The fitting takes account of the class of stable distributions. The index of stability of asymmetric α stable distribution serves as an over-all parameter to characterise the specific distribution.     

The role of the pion cloud in the interpretation of the valence light-cone wavefunction of the nucleon

The pion cloud renormalises the light-cone wavefunction of the nucleon which is measured in hard, exclusive photon-nucleon reactions. We discuss the leading twist contributions to high-energy exclusive reactions taking into account both the pion cloud and perturbative QCD physics. The nucleon’s electromagnetic form-factor at high Q² is proportional to the bare nucleon probability Z and the cross-sections for hard (real at large angle or deeply virtual) Compton scattering are proportional to Z². Our present knowledge of the pion-nucleon system is consistent with Z = 0.7 ± 0.2. If we apply just perturbative QCD to extract a light-cone wavefunction directly from these hard exclusive cross-sections, then the light-cone wavefunction that we extract measures the three valence quarks partially screened by the pion cloud of the nucleon. We discuss how this pion cloud renormalisation effect might be understood at the quark level in terms of the (in-)stability of the perturbative Dirac vacuum in low energy QCD.