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.     

Analysis of the structure of an amorphous sediment obtained upon decomposition of potassium oxofluroniobate in water

An amorphous sediment was prepared by the decomposition of potassium oxofluoroniobate K_{2 ? x} Nb₄O₃(O, F)₃F in water. For this sediment, the atomic radial distribution function was analyzed with the use of a fragment model, which allows one to interpret expanded coordination spheres as being formed by first several strongest diffusion maxima. These spheres carry the most reliable information on the structure. It is shown that the amorphous sediment consists of the randomly packed Nb(O,F)₆-octahedra with interatomic distances close to those observed in the ordered region in the N-Nb₂O₅ structure. During decomposition in water, the initial K_{2 ? x} Nb₄O₃(O, F)₃F phase loses KF-layers, whereas Nb₆ clusters with metal bonds are destroyed.     

On the possibility of a radical decrease in the strength of many-body interactions in the organic metal α-(BETS)<Subscript>2</Subscript> KHg(SCN)<Subscript>4</Subscript>

Behavior of the de Haas-van Alphen (dHvA) oscillations depending on the angle between the magnetic field direction and the perpendicular to conducting layers in the quasi-two-dimensional organic metal α-(BETS)₂ KHg(SCN)₄ was studied in detail. The angular dependence of the dHvA oscillation amplitude exhibits a series of minima (at ±43.2°, ±64.6°, and ±72.0°) related to the “zero spin” effect, through which it is possible to estimate the splitting factor. An analysis of this value suggests that many-body interactions in the compound studied are either absent or at least radically weakened.     

Application of hydroacoustic radiators for the generation of seismic waves

To excite seismic waves with a high coherence, powerful hydroacoustic radiators placed in a natural reservoir were used. Theoretical estimates and the test data demonstrate a high efficiency of the proposed method of seismic wave excitation. The calculations are in good agreement with the results of measurements. The results of phasing the radiation with the use of two monopole sources separated by a quarter-wave distance are presented. It is shown that the use of the proposed scheme of excitation makes it possible to control the radiation pattern while obtaining a high coherence of seismic waves.     

Current and shot noise in two capacitively coupled single electron transistors with an atomic sized spacer

The currents and their fluctuations in two capacitively coupled single electron transistors are determined in the limit of sequential tunnelling. Our considerations are restricted to the case when the islands (dots) of the transistors are atomic-sized, which means each of them has only one single electronic level available for the tunnelling processes. The Coulomb interactions of accumulated charges on the both single electron transistors lead to the effect of the negative differential resistance. An enhancement of the current shot-noise was also found. Spectral decomposition analysis indicated the two main contributions to the shot-noise: low- and high-frequency fluctuations. It was found that the low frequency fluctuations (polarization noise) are responsible for a strong enhancement of the current noise. Received 9 October 2001 / Received in final form 8 March 2002 Published online 9 July 2002     

Closure laws for a two-fluid two-pressure modelLois de fermeture pour un modèle à deux pressions d'écoulement diphasique

Closure laws for interfacial pressure and interfacial velocity are proposed within the frame work of two-pressure two-phase flow models. These enable us to ensure positivity of void fractions, mass fractions and internal energies when investigating field by field waves in the Riemann problem. To cite this article: F. Coquel et al., C. R. Acad. Sci. Paris, Ser. I 334 (2002) 927–932.     

On the piezoelectricity of anionic collagen films

In this paper, we report results of a study of the physicochemical, dielectric and piezoelectric properties of anionic and native collagen films, considering the development of new biomaterials which have potential applications in coating of cardiovascular prostheses, support for cellular growth and in systems for controlled drug delivery. The piezoelectric strain tensor element d₁₄, the elastic constant s₅₅, and the dielectric permittivity ?₁₁ were measured for the anionic and native collagen films. It was observed that the collagen samples submitted to the alkaline treatment present lower thermal stability than those made from native collagen. However, the treated samples present a higher piezoelectricity compared with the native collagen. The frequency constant fL and the piezoelectric strain element d₁₄, obtained for the alkaline-treated sample (72 h), present the highest values for the samples under study (444.1 kHz m and 0.079 pC/N, respectively). We believe that the alkaline treatment led to an increase of the organization of the microscopic fiber structure of the sample, which could result in an increase of the piezoelectricity.     

Evolution of stress and strain relaxation of Ge and SiGe alloy films on Si(0 0 1)

The growth of Ge and SiGe alloy films on Si substrates has attracted considerable interest in the last years because of their importance for optoelectronic devices as well as Si-based high speed transistors. Here we give a short overview on our recent real time stress measurements of Ge and SiGe alloy films on Si(0 0 1) performed with a sensitive cantilever beam technique and accompanied by structural investigations with atomic force microscopy. Characteristic features in the stress curves provide detailed insight into the development and relief of the misfit strain. For the Stranski–Krastanow system Ge/Si(0 0 1) as well as for SiGe films with Si contents below 20%, the strain relaxation proceeds mainly into two steps: (i) by the formation of 3D islands on top of the Ge wetting layer; (ii) via misfit dislocations in larger 3D islands and upon their percolation.     

N = 4 Supersymmetric (Dyonic) Hypermultiplets in String Theory

In four-dimensional N = 4 supersymmetric gauge theory, we obtain an exact metric on the moduli space of quantum vacua and analyze the spectra of BPS states in weak as well as in strong coupling regions. Identifying the hypermultiplet of the dyonic state as a string stretched between D₃-brane probe and a 7-brane, we demonstrate that the two hypermultiplets, which become massless at two singularities in supersymmetric theory, correspond to open strings beginning on the D₃-brane and ending on the respective 7-brane.