An extended Heath–Jarrow–Morton risk-neutral drift

Using a finite dimensional Hilbert space framework, this work proposes a new derivation of the HJM [D. Heath, R. Jarrow, A. Morton, Bond pricing and the term structure of interest rates: A new methodology for contingent claims valuation, Econometrica 60 (1992) 77–105] risk-neutral drift that takes into account nonzero instantaneous correlations between factors. The results obtained generalize the original HJM risk-neutral drift and provide an approach by which interest rate derivatives can be priced using functions of directly observable factors.     

Preparation and characterization of copper(II) tetrasulfonated phthalocyanine nanoparticles formed by laser ablation in poor solvents

Laser irradiation of copper(II) tetrasulfonated phthalocyanine (CuTsPc) microcrystals in poor organic solvents such as methanol, 2-methyl-2-propanol, ethanol, tetrahydrofuran, and acetone has produced CuTsPc nanoparticles with 15–112 nm in diameter. Field emission scanning electron microscopy (FESEM) images have shown the formation of CuTsPc nanoparticles in poor organic solvents used in this work. The mean diameters of CuTsPc nanoparticles obtained from transmission electron microscopy (TEM) images in methanol, 2-methyl-2-propanol, ethanol, tetrahydrofuran, and acetone were determined to be 26, 36, 35, 86, and 78 nm, respectively. A correlation between the size of CuTsPc nanoparticles and a solvent polarity could be found in this work.     

Examination of Selectivities of Thermally Stable Geminal Dicationic Ionic Liquids by Structural Modification

Dicationic ionic liquids (ILs) are widely used as gas chromatography (GC) stationary phases as they show higher thermal stabilities, variety of polarities, and unique selectivities towards certain compounds. An important aspect contributing to them is that they show multiple solvation interactions compared to the traditional GC stationary phases. Dicationic ILs are considered as combination of three structural moieties: (1) cationic head groups; (2) a linkage chain; and (3) the counter anions. Modifications in these structural moieties can alter the chromatographic properties of IL stationary phases. In this study, a series of nine thermally stable IL stationary phases were synthesized by the combination of five different cations, two different linkage chains, and two different anions. Different test mixtures composed of a variety of compounds having different functional groups and polarities were analyzed on these columns. A comparison of the separation patterns of these different compounds on nine different IL columns provided some insights about the effects of structural modifications on the selectivities and polarities of dicationic ILs.     

Stimulated creation of quanta during inflation and the observable universe

Inflation provides a natural mechanism to account for the origin of cosmic structures. The generation of primordial inhomogeneities during inflation can be understood via the spontaneous creation of quanta from the vacuum. We show that when the corresponding stimulated creation of quanta is considered, the characteristics of the state of the universe at the onset of inflation are not diluted by the inflationary expansion and can be imprinted in the spectrum of primordial inhomogeneities. The non-gaussianities (particularly in the so-called squeezed configuration) in the cosmic microwave background and galaxy distribution can then tell us about the state of the universe that existed at the time when quantum field theory in curved spacetime first emerged as a plausible effective theory.     

A consistency check for estimating truncation error due to upstream differencing

A simple method is developed for checking the consistency—i.e., the degree of self-consistent numerical accuracy—of fluid dynamic computations which use upstream differencing for the convection terms. By applying the method to computed results, a quantitative estimate of the size of the first-order truncation error can be made, thus obviating the need for grid-dependence tests based on successive grid refinement. Alternatively, the method can be used to determine the grid size appropriate to an acceptable range of truncation error. In regions of relatively small velocity gradient, a direct consistency check can be achieved by applying a straightforward graphical procedure to computed results. The same graphical construction can be used in the general case to make an adequate first-order consistency check on the convective flux computation. The method is particularly useful in rationalizing empirical turning procedures used to calibrate upstream-difference numerical models in terms of measured results.     

Transverse spin and momentum correlations in quantum chromodynamics

The naive time reversal odd (‘T-odd’) parton distribution and fragmentation functions are explored. We use the spectator model framework to study flavour dependence of the Boer-Mulders (h ₁^⊥ ) and Sivers (f _1T^⊥) functions as well as the ‘T-even’ but chiral odd function h _1L^⊥. These transverse momentum-dependent parton distribution functions are of significance for the analysis of azimuthal asymmetries in semi-inclusive deep inelastic scattering, as well as for the overall physical understanding of the distribution of transversely polarized quarks in unpolarized hadrons. In this context we also consider the Collins mechanism and the fragmentation function H ₁^⊥. As a by-product of this analysis we calculate the leading twist unpolarized cos(2ϕ) asymmetry, and sin(2ϕ) single spin asymmetry for a longitudinally polarized target in semi-inclusive deep inelastic scattering.      

A second generation dendrimer incorporating nine S2N2-donor macrocycles and its palladium(II) complex

A new second generation dendrimer incorporating nine S2N2-donor macrocyclic units that bind nine Pd(II) cations is reported.     

Supramolecular isomerism and solvatomorphism in a novel coordination compound

Three different crystal forms were obtained from the crystallisation of a flexible imidazole based ligand and CdBr(2) under different conditions. Structural analysis reveals that the correlation between the three metallocyclic compounds can be described in terms of isostructurality, solvatomorphism and supramolecular isomerism.     

Fortran codes for the correlation functions of hard sphere fluids

Our Fortran codes for hard sphere fluids and their mixtures for the correlation functions that arise from the Percus–Yevick theory and the Verlet–Weis semi-empirical correction have proven useful during a period of nearly four decades and continue to be useful. In order to make these codes even more widely available, a brief summary is presented here and listings of these codes are given in the electronically accessible Supplementary Material to this paper.