A stable local radial basis function method for option pricing problem under the Bates model

We propose a local mesh‐free method for the Bates–Scott option pricing model, a 2D partial integro‐differential equation (PIDE) arising in computational finance. A Wendland radial basis function (RBF) approach is used for the discretization of the spatial variables along with a linear interpolation technique for the integral operator. The resulting set of ordinary differential equations (ODEs) is tackled via a time integration method. A potential advantage of using RBFs is the small number of discrete equations that need to be solved. Computational experiments are presented to illustrate the performance of the contributed approach.     

Probing lipids in biological membranes using SERS

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Dry reforming of lignin: the effect of impregnation with iron

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Peroxycarbenium Ions as the “Gatekeepers” in Reaction Design: Assistance from Inverse Alpha-Effect in Three-Component β-Alkoxy-β-peroxylactones Synthesis

Stereoelectronic interactions control reactivity of peroxycarbenium cations, the key intermediates in (per)oxidation chemistry. Computational analysis suggests that alcohol involvement as a third component in the carbonyl/peroxide reactions remained invisible due to the absence of sufficiently deep kinetic traps needed to prevent the escape of mixed alcohol/peroxide products to the more stable bisperoxides. Synthesis of β-alkoxy-β-peroxylactones, a new type of organic peroxides, was accomplished by interrupting a thermodynamically driven peroxidation cascade. The higher energy β-alkoxy-β-peroxylactones do not transform into the more stable bisperoxides due to the stereoelectronically imposed instability of a cyclic peroxycarbenium intermediate as a consequence of amplified inverse alpha-effect. The practical consequence of this fundamental finding is the first three-component cyclization/condensation of β-ketoesters, H₂O₂, and alcohols that provides β-alkoxy-β-peroxylactones in 15–80 % yields.     

Astolides A and B,antifungal and cytotoxic naphthoquinone-derived polyol macrolactones from Streptomyces hygroscopicus

Two new natural compounds, astolides A,B, were isolated from Streptomyces hygroscopicus collected from the alkaline soil obtained from Saratov region, Russia. The structures were elucidated by interpretation of UV spectroscopic, MS, 1D and 2D NMR data. The relative configurations were determined by analysis of NOESY/ROESY spectra and coupling constants. The isolated compounds were evaluated for their inhibitory activity against bacteria, fungi and yeasts and showed pronounced antifungal activity. Both compounds are noticeably cytotoxic, being active against doxorubicin-resistant human leukemia cell line.     

Enantioselective analysis of mirtazapine,demethylmirtazapine and 8‐hydroxy mirtazapine in human urine after solid‐phase microextraction

A selective and reproducible off‐line solid‐phase microextraction procedure was developed for the simultaneous enantioselective determination of mirtazapine (MRT), demethylmirtazapine and 8‐hydroxymirtazapine in human urine. CE was used for optimization of the extraction procedure whereas LC‐MS was used for method validation and application. The influence of important factors in the solid‐phase microextraction efficiency is discussed, such as the fiber coatings, extraction time, pH, ionic strength, temperature and desorption time. Before extraction, human urine samples were submitted to enzymatic hydrolysis at 37°C for 16 h. Then, the enzyme was precipitated with trichloroacetic acid and the pH was adjusted to 8 with 1 mol/L pH 11 phosphate buffer solution. In the extraction, the analytes were transferred from the aqueous solution to the polydimethylsiloxane‐divinylbenzene fiber coating and then desorbed in methanol. The mean recoveries were 5.4, 1.7 and 1.0% for MRT, demethylmirtazapine and 8‐hydroxymirtazapine enantiomers, respectively. The method was linear over the concentration range of 62–1250 ng/mL. The within‐day and between‐day assay precision and accuracy were lower than 15%. The method was successfully employed in a preliminary cumulative urinary excretion study after administration of racemic MRT to a healthy volunteer.     

Energetic effects of ether and ketone functional groups in 9,10-dihydroanthracene compound

The energetic effects caused by replacing one of the methylene groups in the 9,10-dihydroanthracene by ether or ketone functional groups yielding xanthene and anthrone species, respectively, were determined from direct comparison of the standard (p° = 0.1 MPa) molar enthalpies of formation in the gaseous phase, at T = 298.15 K, of these compounds. The experimental static-bomb combustion calorimetry and Calvet microcalorimetry and the computational G3(MP2)//B3LYP method were used to get the standard molar gas-phase enthalpies of formation of xanthene, (41.8 ± 3.5) kJ · mol^?1, and anthrone, (31.4 ± 3.2) kJ · mol^?1. The enthalpic increments for the substitution of methylene by ether and ketone in the parent polycyclic compound (9,10-dihydroanthracene) are ?(117.9 ± 5.5) kJ · mol^?1 and ?(128.3 ± 5.4) kJ · mol^?1, respectively.     

Study of Effective 2+1 Dimensional Gravity in Ferrofluid-Based Hyperbolic Metamaterials

Recent theoretical and experimental work demonstrated that nonlinear optics of ferrofluid-based hyperbolic metamaterials exhibit very unusual spatiotemporal dynamics. Here a detailed theoretical and experimental study of mutual interactions of individual self-focused optical filaments inside this metamaterial is reported. In agreement with theoretical expectations, the observed mutual interactions of individual filaments exhibit strong similarities with general relativity in 2+1 dimensions, which predicts that these interactions must have predominantly non-Newtonian topological character. This observation is important since 2+1-dimensional gravity is an exactly solvable theory even in the quantum gravity limit.     

Large-scale ZnO inverse opal films fabricated by a sol–gel technique

We demonstrate that high-quality large-scale ZnO inverse opals can be fabricated by a simple sol–gel technique, comprising infiltration of polystyrene colloidal crystal films with zinc nitrate solution, drying and annealing at 300 C. This simple method yields continuous films, which consist of inverse opal domains (up to several hundreds of μm² in size), separated by small cracks filled with zinc oxide. Microradian X-ray diffraction was employed to verify the crystalline quality of ZnO inverse opals on the macroscale, revealing that the samples have a predominant face-centered cubic structure, and that the majority of domains have the same crystallographic orientation. The samples exhibit bright iridescence and possess photonic stop-bands in the visible to near-infrared spectrum.