On the option valuation and decomposition of exchange option

In this paper, we shall find the uniquerational price associated with the exchange option. Also, we find the decomposition of Snell envelope and value function of the American exchange option.     

Quantization of Underdamped, Critically Damped, and Overdamped Electric Circuits with a Power Source

We have investigated the quantum mechanical effect of the underdamped, critically damped, and overdamped electric circuits with a power source. The charge of the underdamped circuit oscillates while those of the critically damped and overdamped ones don't. The wave function of the system of overdamped circuit represented parabolic cylinder function while underdamped circuit was represented by well-known Hermite polynomial. The eigenvalues of underdamped circuit is discrete while those of the critically damped and overdamped ones are given as continuously.     

WKB Wave Function of the General Time-Dependent Quadratic Hamiltonian System

We derived the WKB wave function for the general time-dependent quadratic Hamiltonian system using a unitary transformation method. We applied our research to sinusodially drived Caldirola–Kanai oscillator and confirmed that the time evolution of our approximated WKB wave function is similar to that of the exact one. This wave function can be used to analyze the interference between the probability amplitudes contributed by the area of overlap in phase space of quantum states.     

Rapid DNA hybridization analysis using a PDMS microfluidic sensor and a molecular beacon.

A rapid DNA analysis has been developed based on a fluorescence intensity change of a molecular beacon in a PDMS microfluidic channel. Recently, we reported a new analytical method of DNA hybridization involving a PDMS microfluidic sensor using fluorescence energy transfer (FRET). However, there are some limitations in its application to real DNA samples because the target DNA must be labelled with a suitable fluorescent dye. To resolve this problem, we have developed a new DNA microfluidic sensor using a molecular beacon. By monitoring the change in the restored fluorescence intensity along the channel length, it is possible to rapidly detect any hybridization of the molecular beacon to the target DNA. In this case, the target DNA does not need to be labelled. Our experimental results demonstrate that this microfluidic sensor using a molecular beacon is a promising diagnostic tool for rapid DNA hybridization analysis.     

Atom transfer radical polymerization of methyl methacrylate by copper(I)‐pyridine‐2‐carboximidate catalysts

Pyridine‐2‐carboximidates [methyl ( 1a ), ethyl ( 1b ), isopropyl ( 1c ), cyclopentyl ( 1d ), cyclohexyl ( 1e ), n‐octyl ( 1f ), and benzyl ( 1g )] were prepared from the reaction of 2‐cyanopyridine with the corresponding alcohols. Cyclopentyl‐substituted 1d was found to be a highly effective ligand for copper‐catalyzed atom transfer radical polymerization (ATRP) of methyl methacrylate (MMA). For example, the observed rate constant for a CuBr/ 1d catalytic system was found to be nearly twice as high as the cyclohexyl‐substituted CuBr/ 1e catalytic system [k_obs = (1.19 vs 0.56) × 10^?4 s^?1). The effects of the solvents, temperature, catalyst/initiator, and solvent/monomer ratio on the ATRP of MMA were studied systematically for the CuBr/ 1d catalytic system. The optimum condition for the ATRP of MMA was found to be a 1:2:1:400 [CuBr]_o/[ 1d ]_o/[ethyl 2‐bromoisobutyrate]_o/[MMA]_o ratio at 60 °C in veratrole solution, which yielded well‐defined poly(MMA) with a narrow molecular weight distribution of 1.14. The catalytically active copper complex 2d was isolated from the reaction of CuBr with 1d . Narrow molecular weight distributions as low as 1.06 were achieved for the CuBr/ 1d catalytic system by employing 10% of the deactivator CuBr₂. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 2747–2755, 2004     

Diffraction grating in noncrosslinked polymers

The diffraction efficiency and morphology of the transmission modes of holographic polymer dispersed liquid crystals were studied with respect to the molecular structure of poly(urethane acrylate) (PUA), the film (polymer/liquid crystal) and resin (oligomer/monomer) compositions, and the cell thickness. PUA, based on N‐vinylpyrrolidone and ethyl hexyl acrylate, with low‐molecular‐weight poly(propylene glycol) at a low oligomer content, showed high diffraction efficiency. The results were interpreted in terms of the monomer reactivity and polymer elasticity. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 613–620, 2004     

Desorption behavior of a surfactant in a linear low‐density polyethylene blend at elevated temperatures

The desorption behavior of a surfactant in a linear low‐density polyethylene (LLDPE) blend at elevated temperatures of 50, 70, and 80 °C was studied with Fourier transform infrared spectroscopy. The composition of the LLDPE blend was 70:30 LLDPE/low‐density polyethylene. Three different specimens (II, III, and IV) were prepared with various compositions of a small molecular penetrant, sorbitan palmitate (SPAN‐40), and a migration controller, poly(ethylene acrylic acid) (EAA), in the LLDPE blend. The calculated diffusion coefficient (D) of SPAN‐40 in specimens II, III, and IV, between 50 and 80 °C, varied from 1.74 × 10^?11 to 6.79 × 10^?11 cm²/s, from 1.10 × 10^?11 to 5.75 × 10^?11 cm²/s, and from 0.58 × 10^?11 to 4.75 × 10^?11 cm²/s, respectively. In addition, the calculated activation energies (E_D) of specimens II, III, and IV, from the plotting of ln D versus 1/T between 50 and 80 °C, were 42.9, 52.7, and 65.6 kJ/mol, respectively. These values were different from those obtained between 25 and 50 °C and were believed to have been influenced by the interference of Tinuvin (a UV stabilizer) at elevated temperatures higher than 50 °C. Although the desorption rate of SPAN‐40 increased with the temperature and decreased with the EAA content, the observed spectral behavior did not depend on the temperature and time. For all specimens stored over 50 °C, the peak at 1739 cm^?1 decreased in a few days and subsequently increased with a peak shift toward 1730 cm^?1. This arose from the carbonyl stretching vibration of Tinuvin, possibly because of oxidation or degradation at elevated temperatures. In addition, the incorporation of EAA into the LLDPE blend suppressed the desorption rate of SPAN‐40 and retarded the appearance of the 1730 cm^?1 peak. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 1114–1126, 2004     

一种简易云雾室的制作

本文利用自制云雾室把微观粒子的运动转化为宏观现象，从而供实验观察和研究。     

A possibility of parallel and anti-parallel diffraction measurements on neutron diffractometer employing bent perfect crystal monochromator at the monochromatic focusing condition

In a conventional diffractometer having single monochromator, only one position, parallel position, is used for the diffraction experiment (i.e. detection) because the resolution property of the other one, anti-parallel position, is very poor. However, a bent perfect crystal (BPC) monochromator at monochromatic focusing condition can provide a quite flat and equal resolution property at both parallel and anti-parallel positions and thus one can have a chance to use both sides for the diffraction experiment. From the data of the FWHM and the Δd/d measured on three diffraction geometries (symmetric, asymmetric compression and asymmetric expansion), we can conclude that the simultaneous diffraction measurement in both parallel and anti-parallel positions can be achieved.