On the Almost Intersections of Transient Brownian Motions

Let {B ₁ ^d (t)} and {B ^d ₂(t)} be independent Brownian motions in R ^d starting from 0 and nx respectively, and let w ^d _i (a,b) ={xR ^d : B ^d _i (t)=x for some t(a,b)}, i=1,2. Asymptotic expressions as n for the probability of dist(w ^d ₁(n ² t ₁, n ² t ₂), w ₂ ^d (0,n ² t ₃))1 with d4, respectively for the probability of dist(w ₁ ⁴(n ² t ₁,n ² t ₂),w ₂ ⁴(0,n ² t ₃))1 are obtained. As an application, an improvement of a result due to M. Aizenman concerning the intersections of Wiener sausages in R ⁴ is presented.     

Composition and Antimicrobial Activity of the Essential Oil of Origanum × dolichosiphon P. H. Davis

The essential oil obtained by hydrodistillation from aerial parts ofOriganum × dolichosiphonP. H. Davis (Lamiaceae), a hybrid ofO. AmanumPost ×O. LaevigatumBoiss., was analyzed by GC/MS. Ninety-five compounds were characterized representing 92% of the oil. The major compounds were bicyclogermacrene (19.9%),-caryophyllene (13.0%), and germacrene D (10.8%). The antimicrobial activity of the oil was also determined     

A note on the spectrum of an upper triangular operator matrix

Let be a upper triangular operator matrix acting on the Banach space . We investigate the set of the operators for which , where denotes the spectrum.

     

Intersection Local Times of Independent Brownian Motions as Generalized White Noise Functionals

A 'chaos expansion' of the intersection local time functional of two independent Brownian motions in R ^d is given. The expansion is in terms of normal products of white noise (corresponding to multiple Wiener integrals). As a consequence of the local structure of the normal products, the kernel functions in the expansion are explicitly given and exhibit clearly the dimension dependent singularities of the local time functional. Their L ^p -properties are discussed. An important tool for deriving the chaos expansion is a computation of the 'S-transform' of the corresponding regularized intersection local times and a control about their singular limit.     

DFT study of NH3 dissociation on Si(1 1 1)-7 × 7. The role of intermolecular interactions

The adsorption of NH₃ molecule on the Si(1 1 1)-7 × 7 surface modelled with a cluster has been studied using density functional theory (DFT). The results indicate the existence of a precursor state for the non-dissociative chemisorption. The active site for the molecular chemisorption is the adatom; while the NH₃ molecule adsorbs on the Si restatom via this preadsorbed state, the adsorption on the Si adatom is produced practically without an energy barrier. The ammonia adsorption on the adatom induces an electron transfer from the dangling bond of this atom to the dangling bond of the adjacent Si restatom, hindering this site for the adsorption of a second NH₃ incoming molecule. However, this second molecule links strongly by means of two H-bonds. The dissociative chemisorption process was studied considering one and two ammonia molecules. For the dissociation of a lonely NH₃ molecule an energy barrier of ∼0.3 eV was calculated, yielding NH₂ on the adatom and H on the restatom. When two molecules are adsorbed, the NH₃-NH₃ interaction yields the weakening of a N-H bond of the ammonia molecule adsorbed closer the Si surface. As a consequence, the dissociation barrier practically disappears. Thus, the presence of a second NH₃ molecule at the adatom-restatom pair of the Si(1 1 1)-7 × 7 surface makes the dissociative reaction self-assisted, the total adsorption process elapsing with a negligible activation barrier (less than 0.01 eV).     

STM image visualization of Si(1 1 1) 7 × 7 surface (graphic simulation and implementation)

The possibilities of graphic STM image simulation of a clean Si(1 1 1) 7 × 7 surface at atomic level are indicated. The presented procedure takes into account various types of deformation on the surface near the Fermi level in order to classify them and explain their origin. It also gives a clear hint to insert relevant physical phenomena in a suggested analysis. This goal is achieved exploiting the results of DAS (dimmer adatom stacing fault) model by means of standard mathematical programmes. A clean Si(1 1 1) 7 × 7 surface is considered as the representative example, but similar evaluation is possible for another non-metal and metal surfaces.     

Optimal and heuristic lead-time quotation for an integrated steel mill with a minimum batch size

This paper presents a model of lead-time policies for a production system, such as an integrated steel mill, in which the bottleneck process requires a minimum batch size. An accurate understanding of internal lead-time quotations is necessary for making good customer delivery-date promises, which must take into account processing time, queueing time and time for arrival of the requisite volume of orders to complete the minimum batch size requirement. The problem is modeled as a stochastic dynamic program with a large state space. A computational study demonstrates that lead time for an arriving order should generally be a decreasing function of the amount of that product already on order (and waiting for minimum batch size to accumulate), which leads to a very fast and accurate heuristic. The computational study also provides insights into the relationship between lead-time quotation, arrival rate, and the sensitivity of customers to the length of delivery promises.     

Hydrogen-nitrous oxide delay times: Shock tube experimental study and kinetic modelling

Hydrogen-nitrous oxide mixtures have been studied for decades. In addition to their fundamental interest, they might play an important role in semi-conductor industry safety. Indeed, in silane-nitrous oxide mixtures, widely used in this industry, the silane molecule readily decomposes into molecular hydrogen which can react violently with nitrous oxide. Despite numerous shock tube studies on H₂-N₂O delay times, the pressure effect has never been addressed. The present work aims at studying this effect and at developing a detailed kinetic mechanism able to accurately reproduce experimental delay time data. Delay times of H₂-N₂O-Ar mixtures have been measured behind reflected shock waves in the 1300-2000 K temperature range and at a pressure around 300 kPa. Mixtures equivalence ratios ranged between 0.5 and 2, and the dilution was 98 and 99 mol% Ar. The present results and those from a previous study carried out in our institute show, first that, in the studied conditions, the equivalence ratio has no influence on delay times, and second, that the pressure increase drastically reduces the delay times. A kinetic model has been constructed from previously published mechanisms and tested against the present data with a mean error of 29%. Moreover, other delay time data from the literature for H₂-O₂-Ar, NH₃-Ar and H₂-N₂O-Ar mixtures are also correctly reproduced as well as macroscopic parameters such as reduced activation energies.     

Effects of process severity on the chemical structure of Miscanthus ethanol organosolv lignin

Ethanol organosolv lignin extracted from Miscanthus × giganteus with differing levels of severity (1.75 < CS<2.8) were subjected to comprehensive structural characterization by ¹³C, ³¹P NMR, FTIR spectroscopy and gel permeation chromatography. The results were compared to those from milled wood lignin from the same feedstock. The results showed that an increase in the severity of the treatment enhanced the dehydration reactions on the side chain and the condensation of lignin, increased the concentration of phenol groups and decreased the molecular mass of lignin fragments. It appeared that for the experimental conditions generally employed the cleavage of α-aryl ether bonds is primarily reaction responsible for lignin depolymerization under the organosolv conditions examined.     

Markovian approximation in foreign exchange markets

In this paper, using the exit-time statistic, we study the structure of the price variations for the high-frequency data set of the bid–ask Deutschemark/US dollar exchange rate quotes registered by the inter-bank Reuters network over the period October 1, 1992 to September 30, 1993. Having rejected random-walk models for the returns, we propose a Markovian model which reproduce the available information of the financial series. Besides the usual correlation analysis we have verified the validity of this model by means of other tools all inspired by information theory. These techniques are not only severe tests of the approximation but also evidence of some aspects of the data series which have a clear financial relevance.