Analyzing securitization processes using simulation methods

The aim of this paper is to present an analysis of securitization processes using simulation and optimization methods. We discuss the main risk factors that may affect profitability of the process. These risk factors are interest rates and mortgage prepayments. We combine latest risk factor models to create a consistent framework to analyze and improve securitization processes. We then show that making ad hoc securitization decisions may be far less efficient than by solving optimization problems. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

The calculation of twist-4 corrections to the photon structure function

The twist-4 corrections to the photon structure function are calculated by the method previously suggested by the authors [1], using the operator expansion in the photon virtualityp ² and correct analytical properties of photon-photon scattering amplitude inp ².Work supported in part by Schweizerischer Nationalfonds     

Thermal profiles of förster energy transfer preliminary studies of luminescent probes of protein dynamics in transferrin and calmodulin

Fluorescence energy transfer, the transfer of energy from a donor to an acceptor via a dipole/induced dipole mechanism, has long been used to measure distances between donors and acceptors in proteins and other macromolecules. Because the transfer can occur over time scales larger than protein bending and breathing modes, multiple conformational states can be sampled. The analysis of these states is weighted by the donor-acceptor distance; shorter distances carry more weight, because the energy transfer depends on the inverse sixth power of the distance. The usefulness of fluorecence energy transfer in probing these large amplitude protein motions is studied here. The method involves measuring the nergy transfer efficiency while perturbing the protein conformation with heat. As the temperature increases, the amplitudes of vibrations increase, and fluorescence energy transfer should also increase if the donor and acceptor are in flexible region of the protein. This hypothesis was tested in two different protein systems; calmodulin, a calcium- activated regulatory protein, and transferrin, a blood serum iron shuttle. The preliminary studies show a differential sensitivity of the transfer efficiency to heat for the systems. Normalized energy transfer over 10 Å in calmodiulin from a tyrosine donor to a Tb(III) acceptor increases 40% from 297 to 322 K. Normalized energy transfer over 42 Å in transferrin from a Tb(III) donor to an Fe(III) acceptor increase 35% over the same temperature range. In marked contrast to these systems, energy transfer from tyrosine to a chelated Tb(III) shows anomalously high temperature- dependence.     

Deterministic entanglement of photons in two superconducting microwave resonators

Quantum entanglement, one of the defining features of quantum mechanics, has been demonstrated in a variety of nonlinear spinlike systems. Quantum entanglement in linear systems has proven significantly more challenging, as the intrinsic energy level degeneracy associated with linearity makes quantum control more difficult. Here we demonstrate the quantum entanglement of photon states in two independent linear microwave resonators, creating N-photon NOON states (entangled states |N0> + |0N>) as a benchmark demonstration. We use a superconducting quantum circuit that includes Josephson qubits to control and measure the two resonators, and we completely characterize the entangled states with bipartite Wigner tomography. These results demonstrate a significant advance in the quantum control of linear resonators in superconducting circuits.     

Pullback exponential attractors for nonautonomous equations Part I: Semilinear parabolic problems

A family of compact and positively invariant sets with uniformly bounded fractal dimension which at a uniform exponential rate pullback attract bounded subsets of the phase space under the process is constructed. The existence of such a family, called a pullback exponential attractor, is proved for a nonautonomous semilinear abstract parabolic Cauchy problem. Specific examples will be presented in the forthcoming Part II of this work.     

Detection of Bacterial Neutral Ceramidase in Diabetic Foot Ulcers with an Optimized Substrate and Chemoenzymatic Probes

Ceramidases (CDases) are important in controlling skin barrier integrity by regulating ceramide composition and affording downstream signal molecules. While the functions of epidermal CDases are known, roles of neutral CDases secreted by skin-residing microbes are undefined. Here, we developed a one-step fluorogenic substrate, S-B , for specific detection of bacterial CDase activity and inhibitor screening. We identified a non-hydrolyzable substrate mimic, C6 , as the best hit. Based on C6 , we designed a photoaffinity probe, JX-1 , which efficiently detects bacterial CDases. Using JX-1 , we identified endogenous low-abundance PaCDase in a P. aeruginosa monoculture and in a mixed skin bacteria culture. Harnessing both S-B and JX-1 , we found that CDase activity positively correlates with the relative abundance of P. aeruginosa and is negatively associated with wound area reduction in clinical diabetic foot ulcer patient samples. Overall, our study demonstrates that bacterial CDases are important regulators of skin ceramides and potentially play a role in wound healing.