Giant proximity effect in a phase-fluctuating superconductor

When a tunneling barrier between two superconductors is formed by a normal material that would be a superconductor in the absence of phase fluctuations, the resulting Josephson effect can undergo an enormous enhancement. We establish this novel proximity effect by a general argument as well as a numerical simulation and argue that it may underlie recent experimental observations of the giant proximity effect between two cuprate superconductors separated by a barrier made of the same material rendered normal by severe underdoping.     

Chemical analysis of Tanacetum corymbosum (L.) Sch. Bip. using neutron activation analysis

Journal of Radioanalytical and Nuclear Chemistry - For the first time the elemental composition of Tanacetum corymbosum (L.) Sch. Bip. of Moldavian origin was determined by means of neutron...     

Synthesis,structure, computational modeling,and biological activity of two novel bimesitylene derivatives

Research on Chemical Intermediates - Tetrazole- and nitrile-containing bimesitylene derivatives with potential use in coordination chemistry were synthesized and characterized, and their structural...     

Correlations and cross-correlations in the Brazilian agrarian commodities and stocks

We investigate the auto-correlations and cross-correlations of the volatility time series in the Brazilian stock and commodity market, using the recently introduced Detrended Cross-Correlation Analysis. We find that the auto-correlations in stock volatilities are weaker than the auto-correlations in the commodity volatility series, contrary to earlier findings for the USA market where commodity volatility exponents were found to be lower than for stocks. We also find that the cross-correlations in the Brazilian stock and commodity market are stronger than what would be expected from simple combinations of auto-correlations of individual series, implying that there may be hidden factors that govern the behavior of the observed volatility series. This enhanced cross-correlation behavior is found in a considerable fraction of Brazilian stocks and agricultural commodities considered in the present work, suggesting that further studies should be directed into investigating these super-cross-correlations, and pinpointing the exogenous variables responsible for such behavior.     

Measures not charging polar sets and Schrödinger equations in L p

We study the SchrSdinger equation （q -￡）u ＋μu = f, where ￡ is the generator of a Borel right process and μ is a signed measure on the state space. We prove the existence and uniqueness results in Lp, 1 ≤p 〈∞ . Since we consider measures μcharging no polar set, we have to use new tools： the Revuz formula with fine versions and the appropriate Revuz correspondence, the perturbation （subordination） operators （in the sense of G Mokobodzki） induced by the regular strongly supermedian kernels. We extend the results on the SchrSdinger equation to the case of a strongly continuous sub-Markovian resolvent of contractions on Lp. If the measure μ is positive then the perturbed process solves the martingale problem for ￡- μ and its transition semigroup is given by the Feynman-Kac formula associated with the left continuous additive functional having μ as Revuz measure.