Sample path Large Deviations and optimal importance sampling for stochastic volatility models

Sample path Large Deviation Principles (LDP) of the Freidlin–Wentzell type are derived for a class of diffusions, which govern the price dynamics in common stochastic volatility models from Mathematical Finance. LDP are obtained by relaxing the non-degeneracy requirement on the diffusion matrix in the standard theory of Freidlin and Wentzell. As an application, a sample path LDP is proved for the price process in the Heston stochastic volatility model.     

Effect of an aliphatic spacer group on the adsorption mechanism on the colloidal silver surface of L‐proline phosphonodipeptides

A comparative study of molecular structures of five L ‐proline (L ‐Pro) phosphonodipeptides: L ‐Pro‐NH‐C(Me,Me)‐PO₃H₂ (P1), L ‐Pro‐NH‐C(Me,iPr)‐PO₃H₂ (P2), L ‐Pro‐L ‐NH‐CH(iBu)‐PO₃H₂ (P3), L ‐Pro‐L ‐NH‐CH(PA)‐PO₃H₂ (P4) and L ‐Pro‐L ‐NH‐CH(BA)‐PO₃H₂ (P5) has been carried out using Raman and absorption infrared techniques of molecular spectroscopy. The interpretation of the obtained spectra has been supported by density functional theory calculations (DFT) at the B3LYP; 6–31 + + G** level using Gaussian 2003 software. The surface‐enhanced Raman scattering (SERS) on Ag‐sol in aqueous solutions of these phosphonopeptides has also been investigated. The surface geometry of these molecules on a silver colloidal surface has been determined by observing the position and relative intensity changes of the Pro ring, amide, phosphonate and so‐called spacer (−R) groups vibrations of the enhanced bands in their SERS spectra. Results show that P4 and P5 adsorb onto the silver as anionic molecules mainly via the amide bond (∼1630, ∼1533, ∼1248, ∼800 and ∼565 cm⁻¹), Pro ring (∼956, ∼907 and ∼876 cm⁻¹) and carboxylate group (∼1395 and ∼909 cm⁻¹). Coadsorption of the imine nitrogen atom and PO group with the silver surface, possibly by formation of a weaker interaction with the metal, is also suggested by the enhancement of the bands at 1158 and 1248 cm⁻¹. P1, P2 and P3 show two orientations of their main chain on the silver surface resulting from different interactions of the  C CH₃,  NH and  CONH fragments with this surface. Bonding to the Ag surface occurs mainly through the imino atom (1166 cm⁻¹) for P2, while for P1 and P3 it occurs via the methyl group(s) (1194–1208 cm⁻¹). The amide group functionality (CONH) is practically not involved in the adsorption process for P1 and P2, whereas the C_s P bonds do assist in the adsorption. Copyright © 2008 John Wiley & Sons, Ltd.     

Effect of Ru crystal orientation on the adhesion characteristics of Cu for ultra-large scale integration interconnects

The adhesion of Cu on Ru substrates with different crystal orientations was evaluated. The crystal orientation of sputter deposited Ru could be changed from (1 0 0) to (0 0 1) by annealing at 650 °C for 20 min. The adhesion of Cu was evaluated by the degree of Cu agglomeration on Ru. Cu films on annealed Ru films with the (0 0 1) crystal orientation showed 28% lower RMS values and 50% lower Ru surface coverage than Cu as-deposited on Ru having the (1 0 0) crystal orientation after annealing at 550 °C for 30 min, which suggest that Cu wettability on the Ru(0 0 1) was better than that on the Ru(1 0 0) plane. The low lattice misfit of 4% between Cu(1 1 1) and Ru(0 0 1) may be the reason for this good adhesion property.     

C2（a 3Πu）+NO 的反应机理研究

在G2 (CC ,MP2 )理论水平上研究了C2 (a3 Πu)自由基与NO分子的反应 .计算了反应体系最低二重态势能面上各驻点的构型参数、振动频率和能量 ,揭示了此反应存在两种反应机理 :由NO中的O原子进攻C2 自由基形成CCON中间体的CCON机理和NO中的N进攻C2 自由基形成CCNO中间体的CCNO机理 ,分析了对应与这两种反应机理的五个可能的反应通道 ,得出了由NO中的N原子进攻3 C2 自由基 ,生成中间体CCNO自由基 ,最终得到产物CN +CO的通道是最有利的通道 .     

ClONO2异构化反应和分解反应的理论研究

用B3LYP/6 31+G(d)和MP2 (Full) /6 31+G(d)优化ClONO2 及其分解反应和异构化反应的过渡态和产物的分子结构 .在B3LYP/6 31+G(d)水平上计算了相关分子的振动频率 .ClONO2 的几何结构、振动频率和红外强度与实验测量值符合得很好 .找到了未曾报道的立体异构体 .对这一立体异构体进行了高级别理论方法CCSD(T) /6 311G(d)和QCISD(T) /6 311G(d)的几何结构优化和振动频率计算 ,表明它是一个稳定的立体异构体 .在所研究的几种反应中 ,ClONO2 分解为NO2 +ClO是最容易进行的反应 .而ClONO2 异构为立体异构体的反应是最难进行的反应 .其所需克服的过渡态的能垒为 4 81.5 2kJ/mol,而反应吸收能量为 2 99.85kJ/mol.次难进行的是ClONO2 经TS1到反应中间体M1,再经TS12而分解为ClNO +O2 的反应 .这个反应通道所需克服过渡态的能垒为 4 2 1.5 5kJ/mol,反应吸收能量为 15 7.98kJ/mol.从以上分析可知 ,和ClO +NO2 反应生成ClONO2 比较 ,ClONO2 具有较好的稳定性 .     

The Decay of Massive Scalar Field in Non-Static Gödel Type Universe with Viscous Fluid and Heat Flow

In this study, we have investigated the dynamics of non-static Gödel type rotating universe with massive scalar field, viscous fluid and heat flow in the presence of cosmological constant. For various cosmic matter forms, the behavior of the cosmological constant (Λ), shear (η) and bulk (ξ) viscosity coefficients and other kinematic quantities have studied in the early universe. We have showed the decay of massive scalar field in the non-static rotating Gödel type universe and we have obtained constant scalar field with and without source density. Also, we have investigated the effects of massive scalar field on the matter density and pressure. From solutions of the field equations, we have a cosmological model with non-zero expansion, shear, heat flux and rotation. Also some physical and geometrical aspects of the model discussed.     

Similar,or dissimilar,that is the question. How different are methods for comparison of compounds similarity?

Comparison of compounds similarity is one of the main strategies of virtual screening protocols. Both similarity and dissimilarity concepts are of great importance during the search for new active compounds. Similarity is important due to the assumption that underlies the process of searching for new drug candidates: structurally similar compounds should induce similar biological response. On the other hand, we are also interested in dissimilarity, as we usually aim to find structurally novel ligands. In the study, we compared several approaches of evaluating compound similarity. Various representations and metrics were applied and we indicated the rate of variation of the results that can occur when shifting from one strategy to another. We compared both general similarity of datasets using different approaches, as well as examined the changes in the set of nearest neighbors when changing one compound representation into another, and the influence of representation/metric settings on the clustering outcome. We hope that the study will be of great help during the preparation of virtual screening experiments, stressing the need for careful selection of the way, the compound similarity is assessed. The differences in the results that can be obtained via the application of particular strategy can significantly influence the outcome of comparison studies; therefore, its settings should be carefully selected beforerunning the comparison.     

Large area excimer laser induced deposition of titanium from titanium tetrachloride

Large area excimer laser induced deposition of titanium on fused silica from TiCl₄ is studied with an emphasis on process modeling. We show that several TiCl₄ monolayers can be adsorbed if the surface is adequately prepared and that the Ti thin film growth occurs through the photodecomposition of this adsorbed TiCl₄ layer. We propose two growth regimes. During an initiation phase, up to 3 nm in thickness, the adsorbed layer is photochemically decomposed giving a growth rate of 0.015 nm/pulse. In a second phase, the deposition rate increases to between 2 and 7 nm/pulse due to the laser heating of the preceding photochemically deposited titanium film. Between consecutive pulses, TiCl₄ molecules primarily from the adsorbed layer diffuse to the reaction zone leading to a new adsorbed layer ready to be transformed to solid titanium.     

G可积函数的Lebesgue可测性

Botsko在连续和可导的知识基础上推广了Riemann积分,得到了一种新的积分,称为G积分．G积分既不同于Riemann积分也不同于Lebesgue积分．本文通过对G积分的研究,得到了G可积函数一定Lebesgue可测,从而有界G可积函数一定Lebesgue可积;同时我们还证明了这两个积分值相等．     

Laplacian Operators and Radon Transforms on Grassmann Graphs

Let Ω be a vector space over a finite field with q elements. Let G denote the general linear group of automorphisms of Ω and let us consider the left regular representation associated with the natural action of G on the set X of linear subspaces of Ω. In this paper we study a natural basis B of the algebra End_G(L ₂(X)) of intertwining maps on L ₂(X). By using a Laplacian operator on Grassmann graphs, we identify the kernels in B as solutions of a basic hypergeometric difference equation. This provides two expressions for these kernels. One in terms of the q-Hahn polynomials and the other by means of a Rodrigues type formula. Finally, we obtain a useful product formula for the mappings in B. We give two different proofs. One uses the theory of classical hypergeometric polynomials and the other is supported by a characterization of spherical functions in finite symmetric spaces. Both proofs require the use of certain associated Radon transforms.