Total syntheses of oxygenated brazanquinones via regioselective homologous anionic Fries rearrangement of benzylic O-carbamates

Using new variations of anionic aromatic chemistry, the total synthesis of oxygenated brazanquinones (1a-1c), derived from beta-brasan, a natural product isolated from Caesalpina echinata, via carbamates 2a-2c is described.     

Operator splitting methods for pricing American options under stochastic volatility

We consider the numerical pricing of American options under Heston’s stochastic volatility model. The price is given by a linear complementarity problem with a two-dimensional parabolic partial differential operator. We propose operator splitting methods for performing time stepping after a finite difference space discretization. The idea is to decouple the treatment of the early exercise constraint and the solution of the system of linear equations into separate fractional time steps. With this approach an efficient numerical method can be chosen for solving the system of linear equations in the first fractional step before making a simple update to satisfy the early exercise constraint. Our analysis suggests that the Crank–Nicolson method and the operator splitting method based on it have the same asymptotic order of accuracy. The numerical experiments show that the operator splitting methods have comparable discretization errors. They also demonstrate the efficiency of the operator splitting methods when a multigrid method is used for solving the systems of linear equations.     

A hybrid discontinuous Galerkin method for computing the ground state solution of Bose–Einstein condensates

A numerical method for computing the ground state solution of Bose–Einstein condensates modeled by the Gross–Pitaevskii equation is presented. In this method, the three-dimensional computational domain is divided into hexahedral elements in which the solution is approximated by a sum of basis functions. Both polynomial and plane wave bases are considered for this purpose, and Lagrange multipliers are introduced to weakly enforce the interelement continuity of the solution. The ground state is computed by an iterative procedure for minimizing the energy. The performance results obtained for several numerical experiments demonstrate that the proposed method is more computationally efficient than similar solution approaches based on the standard higher-order finite element method.