Evaluation of adiabatic runaway reaction and vent sizing for emergency relief from DSC

Analytical equations related adiabatic runaway reactions to programmed scanning thermal curves from differential scanning calorimetry (DSC) were proposed. Thermal or pressure hazards can be assessed from the adiabatic trajectories expressed in the analytical equations. These industrially energetic materials include polymerizable monomers, unstable organic peroxides and nitro-compounds. Various emergency relief behaviors, such as tempered vapor, gassy, and hybrid were re-evaluated for calculating vent sizing or mass flow rates from DSC thermal curves and the related physical properties.     

Complete inclusion of parity-dependent level densities in the statistical description of astrophysical reaction rates

Microscopic calculations show a strong parity dependence of the nuclear level density at low excitation energy of a nucleus. Previously, this dependence has either been neglected or only implemented in the initial and final channels of Hauser–Feshbach calculations. We present an indirect way to account for a full parity dependence in all steps of a reaction, including the one of the compound nucleus formed in a reaction. To illustrate the impact on astrophysical reaction rates, we present rates for neutron captures in isotopic chains of Ni and Sn. Comparing with the standard assumption of equipartition of both parities, we find noticeable differences in the energy regime of astrophysical interest caused by the parity dependence of the nuclear level density found in the compound nucleus even at sizeable excitation energies.     

Sequential Arbitrage Measurements and Interest Rate Envelopes

This paper proposes new measures that provide us with the level of sequential arbitrage in bond markets. All the measures vanish in an arbitrage-free market and all of them are positive otherwise. Each measure is generated by a dual pair of optimization problems. Primal problems permit us to compute optimal sequential arbitrage strategies, if available. Each dual problem generates a concrete proxy for the term structure of interest rates. The set of proxies allows us to obtain the exact market price of any bond and may measure several effects. For instance, the credit risk spread of nondefault free bonds, or the embedded option price of callable or extendible bonds. The developed theory has been tested empirically.     

Semiclassical calculation of decay rates

Several relevant aspects of quantum-field processes can be well described by semiclassical methods. In particular, the knowledge of non-trivial classical solutions of the field equations, and the thermal and quantum fluctuations around them, provide non-perturbative information about the theory. In this work, we discuss the calculation of the one-loop effective action from the semiclasssical viewpoint. We intend to use this formalism to obtain an accurate expression for the decay rate of non-static metastable states.     

常利率下Erlang(2)风险模型的罚金折现期望

本论文研究了常利率下E rlang(2)的风险模型,得到了关于罚金折现期望满足的积分表达式、积分-微分方程以及L-S变换满足的微分方程,并且考虑了一些特殊情况.     

μCR42β: Muon capture rates for double-beta decay

Gamma-rays following nuclear capture of negative muons in enriched ⁴⁸Ti, ⁷⁶Se, ¹⁰⁶Cd, as well as natural Se and Cd targets were measured. Time evolution of several gamma-lines allowed to deduce the total μ-capture rates in Ti, Se and Cd isotopes, which are compared to the Primakoff estimate. The data on the partial μ-capture rates will be used for more precise calculation of the 2β-NMEs of ⁴⁸Ca, ⁷⁶Se and ¹⁰⁶Cd. Presented by V. Egorov at the Workshop on calculation of double-beta-decay matrix elements (MEDEX’05), Corfu, Greece, September 26–29, 2005. Partly supported by the Russian Foundation for Basic Research (grant 06-02-16587).     

Gambling on the Budapest stock exchange

The statistical properties of the total yield are analyzed for an assembly of gamblers in an erratic period on the Budapest stock exchange. Random trading results in a log-normal limit distribution of a surprisingly large width, while the simplest profit realizing strategy narrows down the peak around a positive average value. The effect of transaction costs, the statistics of extremes, and patterns of successful trading are also investigated. In spite of the very simple approach, we present strong indications that large trading activity (e.g. day trading) is a rather risky way of capital investment. A comparison with the yield distribution of 32 public investment funds in the given period does not reflect the presence of a sophisticated investment strategy in the background. Received 5 May 2000     

Exponential Bounds for Ruin Probability in Two Moving Average Risk Models with Constant Interest Rate

The authors consider two discrete-time insurance risk models. Two moving average risk models are introduced to model the surplus process, and the probabilities of ruin are examined in models with a constant interest force. Exponential bounds for ruin probabilities of an infinite time horizon are derived by the martingale method.     

Diamond particles synthesized with graphite spark method in two seconds

A wide bandgap semiconductor, diamond, has recently emerged as important and promising materials for a wide field of optoelectronic and electronic applications. With graphite spark method in hydrogenic atmosphere, we successfully synthesized diamond particles in 3–5 μm diameter in only ten seconds and in 1–2 μm diameter in two seconds. The resultant particles were observed with SEM (Scanning Electron Microscope) images, and confirmed as diamond by sharp peak on 1331 cm⁻¹ with Raman spectrometer.With this study, we searched for precursors with various experimental conditions, such as hydrogen pressures and/or graphite temperatures. For gaseous species identification, OES (Optical Emission Spectroscopy) results will be reported on this presentation, and the preliminary synthesis mechanism for ‘spark method’ will be presented.