A new approach to constant term identities and Selberg-type integrals

Selberg-type integrals that can be turned into constant term identities for Laurent polynomials arise naturally in conjunction with random matrix models in statistical mechanics. Built on a recent idea of Karasev and Petrov we develop a general interpolation based method that is powerful enough to establish many such identities in a simple manner. The main consequence is the proof of a conjecture of Forrester related to the Calogero–Sutherland model. In fact we prove a more general theorem, which includes Aomoto's constant term identity at the same time. We also demonstrate the relevance of the method in additive combinatorics.     

Uncommon suffix tries

Common assumptions on the source producing the words inserted in a suffix trie with n leaves lead to a height and saturation level. We provide an example of a suffix trie whose height increases faster than a power of n and another one whose saturation level is negligible with respect to . Both are built from VLMC (Variable Length Markov Chain) probabilistic sources and are easily extended to families of tries having the same properties. The first example corresponds to a “logarithmic infinite comb” and enjoys a non uniform polynomial mixing. The second one corresponds to a “factorial infinite comb” for which mixing is uniform and exponential. © 2013 Wiley Periodicals, Inc. Random Struct. Alg., 46, 117–141, 2015     

The long‐term extreme price risk measure of portfolio in inventory financing: An application to dynamic impawn rate interval

Different from the short‐term risk measure for traditional financial assets (stocks, bonds, etc.), the key to illiquid inventory portfolio traded in the over‐the‐counter markets is to estimate the long‐term extreme price risk with time varying volatility. In this article, a new long‐term extreme price risk (value at risk and conditional value at risk) measure method for inventory portfolio and an application to dynamic impawn rate interval are proposed. To realize this, we first establish AutoRegressive Moving Average‐Exponential Generalized Autoregressive Conditional Heteroskedasticity‐Extreme Value Theory model and multivariatet‐Copula to depict the autocorrelation, fat tails, and volatility clustering of returns of inventories and the nonlinear dependence structure of inventories. Furthermore, we obtain the long‐term extreme price risk with time varying volatility via Monte Carlo simulation instead of square‐root‐of time rule. The results show that, first, benefits from risk diversification is significant; second, long‐term extreme price risk measure of inventory portfolio via Monte Carlo method outperforms the square‐root‐of time rule; the last is that the dynamic rate interval based on the long‐term price risk is superior to the crude rules of thumb in terms of reducing efficiency loss and improving risk coverage. In summary, this article provides a new quantitative framework for managing the risk of portfolio in inventory financing practice for banks constrained by risk limitation. © 2014 Wiley Periodicals, Inc. Complexity 20: 17–34, 2015     

Catalyst free,base free microwave irradiated synthesis of aryl nitrites from potassium aryltrifluoroborates and bismuth nitrate

A mixture of bismuth nitrate pentahydrate and potassium aryltrifluoroborate in toluene under microwave heating at 120 °C for 20 min provides an interesting and mild reaction protocol for the synthesis of aryl nitrite. The conversion to aryl nitrites from aryltrifluoroborates without transition metal catalyst and base in high yields is remarkable.     

Integrating open‐source software applications to build molecular dynamics systems

Three open‐source applications, NanoEngineer‐1, packmol, and mis2lmp are integrated using an open‐source file format to quickly create molecular dynamics (MD) cells for simulation. The three software applications collectively make up the open‐source software (OSS) suite known as MD Studio (MDS). The software is validated through software engineering practices and is verified through simulation of the diglycidyl ether of bisphenol‐a and isophorone diamine (DGEBA/IPD) system. Multiple simulations are run using the MDS software to create MD cells, and the data generated are used to calculate density, bulk modulus, and glass transition temperature of the DGEBA/IPD system. Simulation results compare well with published experimental and numerical results. The MDS software prototype confirms that OSS applications can be analyzed against real‐world research requirements and integrated to create a new capability. © 2014 Wiley Periodicals, Inc.     

Single-electron coherence: Finite temperature versus pure dephasing

We analyze a coherent injection of single electrons on top of the Fermi sea in two situations, at finite-temperature and in the presence of pure dephasing. Both finite-temperature and pure dephasing change the property of the injected quantum states from pure to mixed. However, we show that the temperature-induced mixedness does not alter the coherence properties of these single-electron states. In particular two such mixed states exhibit perfect antibunching while colliding at an electronic wave splitter. This is in striking difference with the dephasing-induced mixedness which suppresses antibunching. On the contrary, a single-particle shot noise is suppressed at finite temperatures but is not affected by pure dephasing. This work therefore extends the investigation of the coherence properties of single-electron states to the case of mixed states and clarifies the difference between different types of mixedness.     

Reprint of : Single-electron coherence: Finite temperature versus pure dephasing

We analyze a coherent injection of single electrons on top of the Fermi sea in two situations, at finite-temperature and in the presence of pure dephasing. Both finite-temperature and pure dephasing change the property of the injected quantum states from pure to mixed. However, we show that the temperature-induced mixedness does not alter the coherence properties of these single-electron states. In particular two such mixed states exhibit perfect antibunching while colliding at an electronic wave splitter. This is in striking difference with the dephasing-induced mixedness which suppresses antibunching. On the contrary, a single-particle shot noise is suppressed at finite temperatures but is not affected by pure dephasing. This work therefore extends the investigation of the coherence properties of single-electron states to the case of mixed states and clarifies the difference between different types of mixedness.     

Influence of surface heterogeneity in electroosmotic flows—Implications in chromatography, fluid mixing, and chemical reactions in microdevices

We analyze the influence of surface heterogeneity, inducing a random ζ-potential at the walls in electroosmotic incompressible flows. Specifically, we focus on how surface heterogeneity modifies the physico-chemical processes (transport, chemical reaction, mixing) occurring in microchannel and microreactors. While the macroscopic short-time features associated with solute transport (e.g. chromatographic patterns) do not depend significantly on ζ-potential heterogeneity, spatial randomness in the surface ζ-potential modifies the spectral properties of the advection-diffusion operator, determining different long-term properties of transport/reaction phenomena compared to the homogeneous case. Examples of physical relevance (chromatography, infinitely fast reactions) are addressed.     

Nanoscale observations of the operational failure for phase-change-type nonvolatile memory devices using Ge2Sb2Te5 chalcogenide thin films

In this study, a phase-change memory device was fabricated and the origin of device failure mode was examined using transmission electron microscopy (TEM) and energy dispersive X-ray spectroscopy (EDS). Ge₂Sb₂Te₅ (GST) was used as the active phase-change material in the memory device and the active pore size was designed to be 0.5 m. After the programming signals of more than 2×10⁶ cycles were repeatedly applied to the device, the high-resistance memory state (reset) could not be rewritten and the cell resistance was fixed at the low-resistance state (set). Based on TEM and EDS studies, Sb excess and Ge deficiency in the device operating region had a strong effect on device reliability, especially under endurance-demanding conditions. An abnormal segregation and oxidation of Ge also was observed in the region between the device operating and inactive peripheral regions. To guarantee an data endurability of more than 1×10¹⁰ cycles of PRAM, it is very important to develop phase-change materials with more stable compositions and to reduce the current required for programming.     

Multifractal detrended fluctuation analysis of derivative and spot markets

We investigate the multifractal properties of price increments in the cases of derivative and spot markets. Through the multifractal detrended fluctuation analysis, we estimate the generalized Hurst and the Renyi exponents for price fluctuations. By deriving the singularity spectrum from the above exponents, we quantify the multifractality of a financial time series and compare the multifractal properties of two different markets. The different behavior of each agent-group in transactions is also discussed. In order to identify the nature of the underlying multifractality, we apply the method of surrogate data to both sets of financial data. It is shown that multifractality due to a fat-tailed distribution is significant.