Intramolecular photocycloaddition of β-stilbazoles tethered by silyl chains

Intramolecular (2+2) photocycloaddition of β-stilbazoles tethered by silyl chains took place with high efficiency. Complexation with dicarboxylic acid or catechol further enhanced both the efficiency and stereoselectivity.     

Likelihood Ratio Processes for Markovian Particle Systems with Killing and Jumps

We consider Markov processes built from pasting together pieces of strong Markov processes which are killed at a position dependent rate and connected via a transition kernel. We give necessary and sufficient conditions for local absolute continuity of probability laws for such processes on a suitable path space and derive an explicit formula for the corresponding likelihood ratio process. The main tool is the consideration of the process between successive jumps – what we call ‘elementary experiments’ – and criteria for absolute continuity of laws of the process there. We apply our results to systems of branching diffusions with interactions and immigrations. This revised version was published online in June 2006 with corrections to the Cover Date.     

Estimation in the continuous time mover‐stayer model with an application to bond ratings migration

The usual tool for modelling bond ratings migration is a discrete, time‐homogeneous Markov chain. Such model assumes that all bonds are homogeneous with respect to their movement behaviour among rating categories and that the movement behaviour does not change over time. However, among recognized sources of heterogeneity in ratings migration is age of a bond (time elapsed since issuance). It has been observed that young bonds have a lower propensity to change ratings, and thus to default, than more seasoned bonds. The aim of this paper is to introduce a continuous, time‐non‐homogeneous model for bond ratings migration, which also incorporates a simple form of population heterogeneity. The specific form of heterogeneity postulated by the proposed model appears to be suitable for modelling the effect of age of a bond on its propensity to change ratings. This model, called a mover–stayer model, is an extension of a Markov chain. This paper derives the maximum likelihood estimators for the parameters of a continuous time mover–stayer model based on a sample of independent continuously monitored histories of the process, and develops the likelihood ratio statistic for discriminating between the Markov chain and the mover–stayer model. The methods are illustrated using a sample of rating histories of young corporate issuers. For these issuers the default probabilities predicted by the Markov chain and mover–stayer models are different. In particular for 1–4 years old bonds the mover–stayer model estimates substantially lower default probabilities from rating C than a Markov chain. Copyright © 2004 John Wiley & Sons, Ltd.     

Sensitivity analysis of an optimized bar-spring model with hill-top branching

Summary Characteristics of optimal solutions under nonlinear buckling constraints are investigated by using a bar-spring model. It is demonstrated that optimization under buckling constraints of a symmetric system often leads to a structure with hill-top branching, where a limit point and bifurcation points coincide. A general formulation is derived for imperfection sensitivity of the critical load factor corresponding to a hill-top branching point. It is shown that the critical load is not imperfection-sensitive even for the case where an asymmetric bifurcation point exists at the limit point.     

Fractional Brownian Heavy Traffic Approximations of Multiclass Feedforward Queueing Networks

We consider multiclass feedforward queueing networks under first in first out and priority service disciplines driven by long-range dependent arrival and service time processes. We show that in critical loading the normalized workload, queue length and sojourn time processes can converge to a multi-dimensional reflected fractional Brownian motion. This weak heavy traffic approximation is deduced from a deterministic pathwise approximation of the network behavior close to constant critical load in terms of the solution of a Skorokhod problem. Since we model the doubly infinite time interval, our results directly cover the stationary case.AMS subject classification: primary 90B15, secondary 60K25, 68M20     

NCD系统的数学理论

无索赔折扣系统(No Claim Discount system,简记为NCD系统)是世界各国机动车辆险中广泛采用的一种经验费率厘定机制.本文尝试建立了NCD系统严谨的数学理论, 重点讨论了NCD系统的数学建模和稳态分析.此外,作为本文必要的数学前提,首先在第2节着重探讨了随机矩阵间的随机优序关系,并将所得结论运用至齐次不可约且遍历的马尔科夫链的研究中,这些内容也有其独立的数学上的兴趣.     

Dendrimers as scaffolds for multifunctional reversible addition–fragmentation chain transfer agents: Syntheses and polymerization

The synthesis and characterization of novel first‐ and second‐generation true dendritic reversible addition–fragmentation chain transfer (RAFT) agents carrying 6 or 12 pendant 3‐benzylsulfanylthiocarbonylsulfanylpropionic acid RAFT end groups with Z‐group architecture based on 1,1,1‐hydroxyphenyl ethane and trimethylolpropane cores are described in detail. The multifunctional dendritic RAFT agents have been used to prepare star polymers of poly(butyl acrylate) (PBA) and polystyrene (PS) of narrow polydispersities (1.4 < polydispersity index < 1.1 for PBA and 1.5 < polydispersity index < 1.3 for PS) via bulk free‐radical polymerization at 60 °C. The novel dendrimer‐based multifunctional RAFT agents effect an efficient living polymerization process, as evidenced by the linear evolution of the number‐average molecular weight (M_n) with the monomer–polymer conversion, yielding star polymers with molecular weights of up to M_n = 160,000 g mol^?1 for PBA (based on a linear PBA calibration) and up to M_n = 70,000 g mol^?1 for PS (based on a linear PS calibration). A structural change in the chemical nature of the dendritic core (i.e., 1,1,1‐hydroxyphenyl ethane vs trimethylolpropane) has no influence on the observed molecular weight distributions. The star‐shaped structure of the generated polymers has been confirmed through the cleavage of the pendant arms off the core of the star‐shaped polymeric materials. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 5877–5890, 2004     

Synthesis and characterization of well‐defined diblock and triblock copolymers of poly(N‐isopropylacrylamide) and poly(ethylene oxide)

Well‐defined diblock and triblock copolymers composed of poly(N‐isopropylacrylamide) (PNIPAM) and poly(ethylene oxide) (PEO) were successfully synthesized through the reversible addition–fragmentation chain transfer polymerization of N‐isopropylacrylamide (NIPAM) with PEO capped with one or two dithiobenzoyl groups as a macrotransfer agent. ¹H NMR, Fourier transform infrared, and gel permeation chromatography instruments were used to characterize the block copolymers obtained. The results showed that the diblock and triblock copolymers had well‐defined structures and narrow molecular weight distributions (weight‐average molecular weight/number‐average molecular weight < 1.2), and the molecular weight of the PNIPAM block in the diblock and triblock copolymers could be controlled by the initial molar ratio of NIPAM to dithiobenzoate‐terminated PEO and the NIPAM conversion. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 4873–4881, 2004     

Permeability of N2, Ar,He, O2, and CO2 through as‐extruded amorphous and biaxially oriented polyester films: Dependence on chain mobility

For as‐extruded amorphous and biaxially orientated polyester films based on poly(ethylene terephthalate), poly(ethylene naphthalate), and copolymers containing poly(ethylene terephthalate) and poly(ethylene naphthalate) moieties, permeability, diffusion, and solubility coefficients are interpreted in terms of chain mobility. The influence of polymer morphology is determined by comparison of the data for as‐extruded amorphous sheets and materials produced with different biaxial draw ratios. The crystallinities of the samples were assessed using differential scanning calorimetry and density measurements. Changes in mobility at a molecular level were investigated using dielectric spectroscopy and dynamic mechanical thermal analysis. The study, in conjunction with our earlier work, leads to the conclusion that the key to understanding differences in gas transport is the difference in local chain motions rather than in free volume. This was illustrated by the permeability results for He, Ar, N₂, and O₂ in the range of polyesters. However, the permeability of CO₂ was found to require alternative explanations because of polymer–penetrant interactions. For biaxially oriented samples, the differences in diffusivity are not only due to differences in local chain motions, but also additional constraints resulting from the increased crystallinity and chain rigidity—which also act to hinder segmental mobility. The effectiveness of the reduction in permeability in the biaxially oriented films is consequently determined by the ability of the polymer chains to effectively align and form crystalline structures. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 2916–2929, 2004     

Addition–fragmentation chain transfer: Molecular weight distributions and retardation in the system methyl methacrylate/methyl α‐(bromomethyl)acrylate

A detailed investigation of addition–fragmentation chain transfer (AFCT) in the free‐radical polymerization of methyl methacrylate (MMA) in the presence of methyl α‐(bromomethyl)acrylate (MBMA) was carried out to elucidate mechanistic details with efficient macromonomer synthesis as an underlying goal. Advanced modeling techniques were used in connection with the experimental work. Curve fitting of simulated and experimental molecular weight distributions with respect to the rate coefficient for addition of propagating radicals to MBMA (k_add) over 60–120 °C resulted in E_add = 21.7 kJ mol^?1 and A_add = 2.18 × 10⁶ M^?1 s^?1 and a very weak temperature dependence of the chain‐transfer constant (E_add ≈ E_p). The rate coefficient for fragmentation of adduct radicals at 60 °C was estimated as k_f ≈ 39 s^?1 on the basis of experimental data of the MMA conversion and the concentration of 2‐carbomethoxy‐2‐propenyl end groups. The approach developed is generic and can be applied to any AFCT system in which copolymerization does not occur and in which the resulting unsaturated end groups do not undergo further reactions. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 2640–2650, 2004