Numerical treatment of an asset price model with non-stochastic uncertainty

In contrast to stochastic differential equation models used for the calculation of the term structure of interest rates, we develop an approach based on linear dynamical systems under non-stochastic uncertainty with perturbations. The uncertainty is described in terms of known feasible sets of varying parameters. Observations are used in order to estimate these parameters by minimizing the maximum of the absolute value of measurement errors, which leads to a linear or nonlinear semi-infinite programming problem. A regularized logarithmic barrier method for solving (ill-posed) convex semi-infinite programming problems is suggested. In this method a multi-step proximal regularization is coupled with an adaptive discretization strategy in the framework of an interior point approach. A special deleting rule permits one to use only a part of the constraints of the discretized problems. Convergence of the method and its stability with respect to data perturbations in the cone of convexC ¹-functions are studied. On the basis of the solutions of the semi-infinite programming problems a technical trading system for future contracts of the German DAX is suggested and developed. Supported by the Stiftung Rheinland/Pfalz für Innovation, No. 8312-386261/307.     

Enantioselective separations by capillary GC on derivatized cyclodextrins. Part 2: Determination of enantiomeric excess of some racemic 2,3-isopropylidene-1,2,3-cyclohexanetriol derivatives on permethyl α-, β-, and γ-cyclodextrins

Capillary GC on permethyl α-, β-, and γ-cyclodextrins has been applied to separate and quantify the enantiomers of some 2,3-iso-propylidene-1,2,3-cyclohexanetriol derivatives. Quantitative CGC data are compared to those obtained with chiral shift ¹H NMR.     

Trace pollutants analysis in soil by a time-resolved laser-induced breakdown spectroscopy technique

The results of a joint experiment of IFAM-Pisa and ENEA-Frascati for the detection of traces of pollutants in soil by a time-resolved laser-induced spectroscopy technique are reported. Using samples of soil with known pollutants' concentration [Geochemical Exploration Reference (GXR) silicate from US Geological Survey], we were able to estimate the sensitivity of this Laser-Induced Breakdown Spectroscopy (LIBS) technique to be of the order of some parts per million for a vast class of metallic pollutants, including extremely dangerous soil pollutants such as copper, lead and chromium.ENEA guest with HC&M fellowship     

Two-dimensional Lorentz-Weyl anomaly and gravitational Chern-Simons theory

Two-dimensional chiral fermions and bosons, more generally conformal blocks of two-dimensional conformal field theories, exhibit Weyl-, Lorentz- and mixed Lorentz-Weyl anomalies. A novel way of computing these anomalies for a system of chiral bosons of arbitrary conformal spinj is sketched. It is shown that the Lorentz- and mixed Lorentz-Weyl anomalies of these theories can be cancelled by the anomalies of a three-dimensional classical Chern-Simons action for the spin connection, expressed in terms of the dreibein field. Some tentative applications of this result to string theory are indicated.     

Quasiparticle and Cooper pair tenneling in small capacitance Josephson junctions

The tunneling of single electrons in small capacitance tunnel junctions is influenced by charging effects and by the fluctuations of the elecromagnetic environment. We study the effect of an external circuit with arbitrary impedance on the tunneling of quasiparticles and Cooper pairs in voltage driven Josephson junctions. We present results at finite temperatures and also consider an acdriven system.     

Cogenerators for convex spaces

We give cogenerators for the categories of convex (= finitely superconvex), finitely positively convex, and absolute convex (= finitely totally convex) spaces introduced by Pumplün and Röhrl.Dedicated to our academic teacher Dieter Pumplün on the occasion of his sixtieth birthday.     

Paramagnetic defects in BaTiO3 and their role in light-induced charge transport — Optical studies

On the basis of a previous identification of paramagnetic defects in nominally undoped as grown BaTiO₃ single crystals, we have investigated the changes of the concentrations of these centers and their optical absorptions under illumination with light of varying wavelengths. The most pronounced charge transfers occur by hole ionization of Fe⁴⁺ and — to a lesser extent — of Cr⁵⁺ and Cr⁴⁺. At low temperatures the created holes are trapped in the form of O^–-ions next to Al³⁺ or unknown acceptor defects. Corresponding Fe⁴⁺ and O^– absorptions have been identified.     

The experimental structure of199Au and the interacting boson-fermion model

Gamma rays of¹⁹⁹Au obtained after double neutron capture in¹⁹⁷Au were measured at the ILL high flux reactor. A level scheme up to 1770 keV excitation energy is established. The result is compared with IBFM and Boson-Fermion-Symmetry calculations.     

Die Lasker-Bedingung für Nicht Endlich Erzeugte Moduln

Ohne Zusammenfassung

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