Optimal Double Stopping Problems for Maxima and Minima of Geometric Brownian Motions

Methodology and Computing in Applied Probability - We present closed-form solutions to some double optimal stopping problems with payoffs representing linear functions of the running maxima and...     

A forth package for computer-controlled flow-injection analysis

An automated flow-injection system with a computer-controlled sample changer, injection device and digital photometer is described, for use with an Apple II. The software is understandable, flexible and easily adaptable to different computers provided with the programming language FORTH.     

Monte Carlo calculation of angular transmission functions for small angle scattering

We define an angular transmission function η in the center of mass system. The convolution of the differential cross section σ with η yields the signal in the laboratory system. For the case of elastic small angle scattering by spherically symmetric potentials we calculate η by a Monte Carlo method. Random positions are taken in the beam defining collimators, resulting in a trajectory with a deflection angle at the scattering centre. These deflection angles are transformed to the c.m. system with the small angle tranformation formulae. From the distribution we calculate η as a histogram and the central moments of η. The function η depends on the velocity ratio and on the mass ratio of the scattering partners. We store the results in such a way that the central moments can be calculated afterwards for all mass and velocity ratios. By using the central moments the convolution integral can be reduced to a simple weighted sum of σ-values at different scattering angles. The r.m.s. deviations of the central moments scale with N^{$\text{1}\text{2}$}, with N the number of Monte Carlo trajectories. A typical deviation is 1% in the second order moment for N = 2 × 10⁴, increasing slightly with increasing order of the moments. This method of calculation gives a large degree of freedom for optimisation of the collimation geometry. The use of an angular transmission function defined in the center of mass system gives a good insight in the experimental reflection of the physical events. As an example we apply the method to the case of small angle scattering of Ar as a primary beam by Kr as a secondary beam and the inverse configuration of Kr by Ar.     

A Kalman filter for calibration,evaluation of unknown samples and quality control in drifting systems : Part 4. Flow Injection Analysis

The application of state estimation in flow injection analysis is described. The linear calibration graphs normally provided often suffer from drifting parameters. The entire system is absed on a set of algorithms for prediction, filtering, smoothing, evaluation, control and optimization. Selection and verification of the calibration model and the noise covariances used are investigated. The experimental results demonstrate the applicability of the calibration system in practice as a simple intelligent analyzer. The spectrophotometric determination of chloride in aqueous samples serves as the example.     

Hindered coarsening of a phase-separating microemulsion due to dispersed colloidal particles

The addition of sterically stabilized colloidal particles to a phase-separating microemulsion leads to dramatic changes in its demixing behavior, especially during the later stages. Our microemulsion is composed of reverse micelles of sodium dodecyl sulfate, pentanol, and water in a dodecane continuous phase which separates into micelle-rich and micelle-poor phases above a lower critical solution temperature. The poly(methyl methacrylate) particles preferentially partition into the less structured, micelle-poor phase. Nucleation of the minority phase or spinodal decomposition close to criticality continue to occur in the presence of particles, albeit with pronounced pretransitional clustering of particles when the micelle-poor phase is in the minority. The coalescence of micelle-poor droplets and the coarsening of micelle-rich domains are both strongly modified due to the presence of colloidal particles. We use our observations of the early stages of phase separation to understand these late stage changes.