Field-of-values analysis of preconditioned iterative methods for nonsymmetric elliptic problems

Summary. The convergence rate of Krylov subspace methods for the solution of nonsymmetric systems of linear equations, such as GMRES or FOM, is studied. Bounds on the convergence rate are presented which are based on the smallest real part of the field of values of the coefficient matrix and of its inverse. Estimates for these quantities are available during the iteration from the underlying Arnoldi process. It is shown how these bounds can be used to study the convergence properties, in particular, the dependence on the mesh-size and on the size of the skew-symmetric part, for preconditioners for finite element discretizations of nonsymmetric elliptic boundary value problems. This is illustrated for the hierarchical basis and multilevel preconditioners which constitute popular preconditioning strategies for such problems. Received May 3, 1996     

Cr^4＋：YAG可饱和吸收特性测量

测量了Cr4+:YAG材料的可饱和吸收特性,用多种数据分析方法处理了实验结果,Cr4+:YAG的基态吸收截面σgs=11×10-19cm2,激发态吸收截面σes=1.2×10-19cm2。     

Characteristic of a broadband Ti:LiNbO3 optical modulator with buried electrodes and etched grooves in the buffer layer

Traveling wave Ti:LiNbO₃ Mach-Zehnder optical modulators with buried electrodes and etched grooves in the SiO₂ buffer layer are analyzed by the finite element method. The tradeoff between the bandwidth BW and the half-wave voltage Vπ is discussed. The value of BW/Vπ is used to weight the total performance of the modulator. Taking a thick buffer layer and etching deep grooves in the buffer layer are demonstrated as two effective methods to improve the performance of the modulator. A 3-dB optical bandwidth of 18 GHz with half-wave voltage 5V at a wavelength of 1.55 pm could be obtained even though the electrode is not very thick. When the requirement of half-wave voltage is not very critical, a bandwidth of more than 100 GHz can be obtained.     

Non-linearity of the interactions between bottom-up and top-down signals in multistable visual perception

Summary Both bottom-up sensory information and top-down influences contribute to the perception processes. We studied the perceptual alternations of a multistable ambiguous pattern. We observed that it is possible to interfere on the process of the perception alternance by means of subliminal visual stimuli, which either contrast or second the previous perception. We investigated also the effect of the top-down volitional factor on the perceptual alternation. By using a combination of such top-down factor and bottom-up stimulation, we ascertained that a non-linear type of interaction occurs between the two above factors. Paper presented at the International Workshop ?Fluctuations in Physics and Biology: Stochastic Resonance, Signal Processing and Related Phenomena?, Elba, 5–10 June 1994.     

The Existence of Periodic Orbits for Higher Dimensional Autonomous Systemswith Small Perturbations

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Calibration of a basket option model applied to company valuation

Applying real options thinking to company valuation seems theoretically and intuitively appealing. However, the real option analogy of a single European option as well as the compound option proxy perform poorly when applied to company valuation. We therefore suggest to rework the building blocks of real option applications to corporate valuation.  We introduce a framework to delineate the distribution of the underlying asset in the risk neutral world, which is important in order to value any derivative. This is achieved by an algorithm to calibrate a basket option model using real world data of observed share prices. The fitting takes account of the class of stable distributions. The index of stability of asymmetric α stable distribution serves as an over-all parameter to characterise the specific distribution.     

The many facets of linear programming

We examine the history of linear programming from computational, geometric, and complexity points of view, looking at simplex, ellipsoid, interior-point, and other methods. Received: June 22, 2000 / Accepted: April 4, 2001?Published online October 2, 2001     

Lifetime study of high-spin states in 104,105In

In the neutron deficient isotopes _104,105In lifetimes of high spin states in the range from 0.5 ps to 600 ps have been measured in a coincidence recoil distance Doppler shift (RDDS) experiment. By combining the Doppler shift attenuation (DSA) and RDDS methods at few μm flight distances, the problem of delayed feeding has been avoided and very short lifetimes in the range 0.5–0.8 ps have been determined. Shell model calculations with strong restrictions for the neutron orbitals reveal good agreement with experimental level energies and still fair agreement for most measured B(M1) and B(E2) values. Received: 30 June 1998