Research problems

This section appears from time to time. Contributions are invited, and should be submitted to R. C. Thompson, Mathematics Department, University of California, Santa Barbara, CA 93106.     

An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve

This paper presents a model for optimally designing a collateralized mortgage obligation (CMO) with a planned amortization class (PAC)-companion structure using dynamic cash reserve. In this structure, the mortgage pool’s cash flow is allocated by rule to the two bond classes such that PAC bondholders receive substantial prepayment protection, that protection being provided by the companion bondholders. The structure we propose provides greater protection to the PAC bondholders than current structures during periods of rising interest rates when this class of bondholders faces greater extension risk. We do so by allowing a portion of the cash flow from the collateral to be reserved to meet the PAC’s scheduled cash flow in subsequent periods. The greater protection is provided by the companion bondholders exposure to interest loss. To tackle this problem, we transform the problem of designing the optimal PAC-companion structure into a standard stochastic linear programming problem which can be solved efficiently. Moreover, we present an extended model by considering the quality of the companion bond and by relaxing the PAC bondholder shortfall constraint. Based on numerical experiments through Monte Carlo simulation, we show the utility of the proposed model.     

Superstable semigroups of operators

In [NR] the authors introduced the notion of superstable operators on a Banach space E using ultrapowers E_u of E. In [HR] this notion was extended to strongly continuous one-parameter semigroups again by means of ultrapowers.It is the aim of the present paper to give an equivalent intrinsic definition of superstability (without the reference to ultrapowers). This definition allows us to improve the results of [NR] as well as of [HR]. We apply our results to semigroups of positive linear operators on Banach lattices and C^*-algebras, respectively.     

Optimizing Router Performance in TCP/IP Networks

This article reviews the steps necessary to configure and implement a complex router internetwork. This article will specifically concentrate on Cisco routers, and since they support Transmission Control Protocol/Internet Protocol (TCP/IP) natively, it will concentrate on a backbone network employing that protocol.     

Looking at Fokker-Planck dynamics with a noisy instrument

We consider the class of experiments which can be characterized by a Fokker-PIanck dynamics corresponding to the overdamped motion of a state point in a suitable stochastic potential. We assume that the general form of the potential is known (or can be guessed with reasonable accuracy), but that its parameters are to be determined experimentally by measurements made with a noisy instrument. This possible method for determining the potential parameters, which exploits the system's own internal stochastic motion in order to explore rapidly its available parameter space, is substantially more efficient than traditional methods involving time averages of single point measurements, and yet does not appear to have been previously considered. The method could be important when, for example, the experiment must be completed in a limited time owing either to the expense of the experimental materials or to the temporary stationarity of the preparation, situations which are commonly encountered in experimental biochemistry and biology.     

Investigation of the photothermally modulated ferromagnetic resonance signal from magnetostatic modes in yttrium iron garnet films

The conventional and photothermally modulated (PM) ferromagnetic resonance (FMR) of magnetostatic modes (MSM) in yttrium iron garnet (YIG) films have been investigated as a function of temperature. Approaching the ferrimagnetic transition at T _c=560 K a strong enhancement of the PM-FMR signal amplitude is observed which is accompanied by a change of the signal shape. The observations are discussed in the framework of a model that takes into account the temperature derivatives of those quantities that contribute to the high-frequency susceptibility. At temperatures still below T _c a paramagnetic line emerges. The MSM disappear in a state of finite magnetization which is explained on the basis of damping of the MSM being important in the vicinity of the magnetic phase transition. Additionally, frequency and power dependent measurements are presented and the imaging ability of PM-FMR is demonstrated.     

On the Causes and Effects of Contaminations during rf Diode Deposition of Cr-Si Alloys

Investigations to the causes and effects of contaminants at the rf diode deposition of CrSi films in a non-heated high vacuum apparatus were carried out comparing an oxygen-free fusion target with an oxygen-containing cermet target. The films of the fusion target contained considerable amounts of oxygen; analogously the oxygen concentration in the films was increased in the case of the cermet target. Moreover, hydrogen was found. The concentration of the contaminants decreased with the sputtering power, however the rate of incorporation increased. For high sputtering rates the contamination process was reproducible and independent of the plant conditioning; the deposited films were depth-homogeneous. The reasons for this behaviour lie in water sources which are activated first of all by the discharge itself. The electrical properties found are explained by the contaminants and the deposition conditions.     

Extending the Kernighan/Lin Heuristic for Hardware and Software Functional Partitioning

The Kernighan/Lin graph partitioning heuristic, also known as min-cut or group migration, has been extended over several decades very successfully for circuit partitioning. Those extensions customized the heuristic and its associated data structure to rapidly compute the minimum-cut metric central to circuit partitioning; as such, those extensions are not directly applicable to other problems. In this paper, we extend the heuristic for functional partitioning, which in turn can solve the much investigated codesign problem of partitioning a system's coarse-grained functions among hardware and software components. The key extension customizes the heuristic and data structure to rapidly compute execution-time and communication metrics, crucial to hardware and software partitioning, and leads to near-linear time-complexity and excellent resulting quality. Another extension uses a new criteria for terminating the heuristic, eliminating time-consuming and unnecessary fine-tuning of a partition. Our experiments demonstrate extremely fast execution times (just a few seconds) with results matched only by the slower simulated annealing heuristic, meaning that the extended Kernighan/Lin heuristic will likely prove hard to beat for hardware and software functional partitioning.     

Realisation and metrological characterisation of thickness standards below 100 nm

High-accuracy film thickness measurements in the range below 100 nm can be made by various complex methods like spectral ellipsometry (SE), scanning force microscopy (SFM), grazing incidence X-ray reflectometry (GIXR), or X-ray fluorescence analysis (XRF). The measurement results achieved with these methods are based on different interactions between the film and the probe. A key question in nanotechnology is how to achieve consistent results on a level of uncertainty below one nanometre with different techniques.Two different types of thickness standards are realised. Metal film standards for X-ray techniques in the thickness range 10 to 50 nm are calibrated by GIXR with monochromatised synchrotron radiation of 8048 eV. The results obtained at four different facilities show excellent agreement. SiO₂ on Si standards for SE and SFM in the thickness range 6 to 1000 nm are calibrated by GIXR with monochromatised synchrotron radiation of 1841 eV and with a metrological SFM. Consistent results within the combined uncertainties are obtained with the two methods. Surfaces and interfaces of both types of standards are additionally investigated by transmission electron microscopy (TEM). PACS 61.10.Kw; 68.55.Jk; 06.20.Fn; 06.60.Mr; 07.79.Lh