Mathematical analysis of investment systems

Investment systems are studied using a framework that emphasize their profiles (the cumulative probability distribution on all the possible percentage gains of trades) and their log return functions (the expected average return per trade in logarithmic scale as a function of the investment size in terms of the percentage of the available capital). The efficiency index for an investment system, defined as the maximum of the log return function, is proposed as a measure to compare investment systems for their intrinsic merit. This efficiency index can be viewed as a generalization of Shannon's information rate for a communication channel. Applications are illustrated.     

Large-Time Behaviour of Solutions of the Exterior-Domain Cauchy–Dirichlet Problem for the Porous Media Equation with Homogeneous Boundary Data

The title of this paper states precisely what the subject is. The first part of the paper concerns the radially-symmetric problem in the exterior of the unit ball. It is shown that in time the solution of the problem converges to one of two specific self-similar solutions of the porous media equation, dependent upon the dimensionality of the problem. Moreover, the free boundary of the solution converges to that of the self-similar solution. The critical space dimension is two, for which there is no distinction between the self-similar solutions, and the form of the convergence is exceptional. The technique used is a comparison principle involving a variable that is a weighted integral of the solution. The second part of the paper is devoted to the problem in an arbitrary spatial domain with no conditions of symmetry. A special invariance principle and the results obtained for the radially-symmetric case are used to determine the large-time behaviour of solutions and their free boundaries. This behaviour is decidedly different from when the boundary data are fixed and not homogeneous.     

Shape preservation regions for six-dimensional spaces

We analyze the critical length for design purposes of six-dimensional spaces invariant under translations and reflections containing the functions 1, cos t and sin t. These spaces also contain the first degree polynomials as well as trigonometric and/or hyperbolic functions. We identify the spaces whose critical length for design purposes is greater than 2π and find its maximum 4π. By a change of variables, two biparametric families of spaces arise. We call shape preservation region to the set of admissible parameters in order that the space has shape preserving representations for curves. We describe the shape preserving regions for both families. To our friend Mariano Gasca on occasion of his 60th birthday Research partially supported by the Spanish Research Grant MTM2006-03388, by Gobierno de Aragón and Fondo Social Europeo.     

A photoemission study of molybdenum hexacarbonyl adsorption and decomposition on TiO2(1 1 0) surface

The adsorption and decomposition of molybdenum hexacarbonyl on (1 1 0) TiO₂ surfaces were studied using both core levels and valence band photoemission spectroscopies. It was found that after an adsorption at 140 K, when going back to room temperature, only a small part of molybdenum compounds, previously present at low temperature, remained on the TiO₂ surface. This indicates that the desorption temperature on such a surface is lower than the decomposition one. The use of photon irradiation to decompose the hexacarbonyl molecule was also studied. It was shown that during such a decomposition molecular fragments were chemisorbed on the surface allowing a higher amount of metal to remain on the surface. It was also shown that it was possible to get rid of adsorbed subcarbonyl groups and to organize the metal atoms by thermal treatments at temperatures as low as 400 K, i.e. much lower than the one needed to obtain the same structures using physical vapour deposition (PVD). Moreover, due to lower used temperatures, this chemical way of deposition allows a better control of the interface than during PVD growth.     

Electron paramagnetic resonance and optical absorption spectra of Cr ions in cadmium phosphate glass

EPR and optical absorption investigations of chromium doped cadmium phosphate glass are carried out. Crystal field, spin-Hamiltonian and bonding parameters are evaluated. From the results and analyses of the EPR and optical studies, the site symmetry of Cr³⁺ ion in the glass is ascribed to a distorted octahedron. The bonding parameters suggest the ionic nature of Cr³⁺ ion with the ligands.     

Nanometric Antimony Powder Synthesis by Activated Alkaline Hydride Reduction of Antimony Pentachloride

A novel chemical reduction method using an activated alkaline hydride (LiH or NaH-t-BuONa) in tetrahydrofuran solvent has been applied to antimony salt reduction. X-ray diffraction and transmission electron microscopy studies have been carried out to characterize the morphology and structure of the materials. Alkali hydride nature influence has been proved. In both cases the process allows to prepare antimony particles in nanometer range from few nanometers to about 20nm which could be used as anodic materials for lithium–ion batteries. With lithium hydride well-crystallized particles inclined to agglomeration were observed whereas finely dispersed amorphous particles were pointing out after activated sodium hydride reduction.     

Thermal and chemical nanofractal relaxation

We studied shape relaxation of nano-fractal islands, during annealing, after their growth from antimony cluster deposition on graphite surface. Annealing at 180^°C shows evidence of an increase of the fractal branch width with time followed by branch fragmentation, without changing the fractal dimension. The time evolution of the width of the arm suggests the surface self-diffusion mechanism as the main relaxation process. With Monte Carlo simulations, we confirmed the observed behavior. Comparison is done with our previous results on fragmentation of nano-fractal silver islands when impurity added to the incident cluster promotes rapid fragmentation by surface self-diffusion enhancement [1].     

Isotopic production cross sections of residues in reactions induced by relativistic heavy ions with protons and deuterons

The isotopic production cross sections of heavy residues in relativistic heavy-ion collisions have been investigated in inverse kinematics. The primary reaction products were fully identified in mass and atomic number prior to beta decay using the fragment separator FRS. The huge collection of data obtained helps in the understanding of the two main reaction mechanisms involved: fragmentation and fission. These data provide basic information for future radioactive ion beam facilities and for technical applications like intense neutron sources by means of spallation targets.     

Numerical analysis of time-dependent Boussinesq models

In this paper we analyse numerical models for time-dependent Boussinesq equations. These equations arise when so-called Boussinesq terms are introduced into the shallow water equations. We use the Boussinesq terms proposed by Katapodes and Dingemans. These terms generalize the constant depth terms given by Broer. The shallow water equations are discretized by using fourth-order finite difference formulae for the space derivatives and a fourth-order explicit time integrator. The effect on the stability and accuracy of various discrete Boussinesq terms is investigated. Numerical experiments are presented in the case of a fourth-order Runge-Kutta time integrator.