Convective Heat Transfer past Small Cylindrical Bodies

Convective heat transfer from an array of small, cylindrical bodies of arbitrary shape in an unbounded, two-dimensional domain is a singular perturbation problem involving an infinite logarithmic expansion in the small parameter ε, representing the order of magnitude of the size of the bodies. Using the method of matched asymptotic expansions, we formulate a hybrid asymptotic-numerical method to solve for the dimensionless, steady-state temperature. We assume that the velocity field of the fluid surrounding the bodies is arbitrary but known. From our asymptotic solution for an arbitrary velocity field, we present the results for two special cases: a uniform flow field and a simple shear flow field. We demonstrate the asymptotic results of the hybrid method through a number of examples and, in a particular case, we compare these results to an exact analytical solution.     

Risk management of a bond portfolio using options

In this paper, we elaborate a formula for determining the optimal strike price for a bond put option, used to hedge a position in a bond. This strike price is optimal in the sense that it minimizes, for a given budget, either Value-at-Risk or Tail Value-at-Risk. Formulas are derived for both zero-coupon and coupon bonds, which can also be understood as a portfolio of bonds. These formulas are valid for any short rate model that implies an affine term structure model and in particular that implies a lognormal distribution of future zero-coupon bond prices. As an application, we focus on the Hull-White one-factor model, which is calibrated to a set of cap prices. We illustrate our procedure by hedging a Belgian government bond, and take into account the possibility of divergence between theoretical option prices and real option prices. This paper can be seen as an extension of the work of Ahn and co-workers [Ahn, D., Boudoukh, J., Richardson, M., Whitelaw, R., 1999. Optimal risk management using options. J. Financ. 54, 359-375], who consider the same problem for an investment in a share.     

Identification,synthesis and conformational study of a CN(R,S) synthon by-product: (5R, 10R)-5,10-diphenyl-1,6-diaza-3,8-dioxabicyclo[4.4.1]undecane

The title compound, containing a new heterocyclic skeleton, was identified by X-ray crystallography as the product of condensation of (R)-phenylglycinol with an excess of formaldehyde. The molecule adopts a rigid double twist-chair conformation in both solid and solution states.     

Lagrangian skeletons,periodic geodesic flows and symplectic cuttings

In this paper, we investigate symplectic manifolds endowed with a Morse–Bott function with only two critical submanifolds, one of which is Lagrangian while the other one is symplectic.     

Preparation and characterization of poly(amidoamine) dendrimers functionalized with a rhenium carbonyl complex and PEG as new IR probes for carbonyl metallo immunoassay

The first poly(amidoamine) (PAMAM) dendrimers tethered with both (η⁵-cyclopentadienyl) rhenium tricarbonyl (CpRe(CO)₃) units and polyethylene glycol (PEG) chains were prepared and characterized by combining NMR spectroscopy and Fourier-transform IR spectroscopy. Grafting of CpRe(CO)₃ units was achieved by reductive amination of formyl-CpRe(CO)₃ with the peripheral amines of generation 3 and 4 PAMAMs to yield dendrimers labeled with a variable number of CpRe(CO)₃ units, ranging from 8 to 14 for PAMAM-G3 and 17-30 for PAMAM-G4. PEG chains of different lengths were then attached to some of the remaining peripheral amines, and their respective ability to improve the solubility of the metallodendrimers in aqueous buffered media was evaluated. These metallodendrimers represent new infrared probes designed to be coupled to immunological reagents for the amplification of the IR signal in carbonyl metallo immunoassay (CMIA).     

Nucleon-nucleon interaction and some reactions with3He,3H

Experimental measurements and theoretical calculations are discussed for theA = 3 nuclei. With the sum rule formalism, the need for a better bound state is investigated. Some reactions on³He and³H like electron scattering, photodisintegration,-capture involve transitions to the continuum but with the work developed by Merkuriev, Gignoux and Laverne (1976) some progress is possible. The same realisticNN interactions used for calculating the bound state wave function of the three nucleon system are incorporated in the scattering equations based on the Faddeev approach.Presented at the symposium Mesons and Light Nuclei, Bechyn, Czechoslovakia, May 27–June 1, 1985.