Solution of a problem in the optimal estimation of the states of linear dynamical systems

A problem in the optimal estimation of a linear dynamical system is solved under the condition that the effects on the system of noise and observation error belong to a prescribed parallelepiped region.Translated fromVychislitel'naya i Prikladnaya Matematika, No. 69, pp. 110–114, 1989.     

Calibration of a basket option model applied to company valuation

Applying real options thinking to company valuation seems theoretically and intuitively appealing. However, the real option analogy of a single European option as well as the compound option proxy perform poorly when applied to company valuation. We therefore suggest to rework the building blocks of real option applications to corporate valuation.  We introduce a framework to delineate the distribution of the underlying asset in the risk neutral world, which is important in order to value any derivative. This is achieved by an algorithm to calibrate a basket option model using real world data of observed share prices. The fitting takes account of the class of stable distributions. The index of stability of asymmetric α stable distribution serves as an over-all parameter to characterise the specific distribution.     

Scattering of high-frequency waves by surfaces in continuous media with allowance for rereflections

This study is devoted to the development of the ray theory of diffraction in application to arbitrary (nonconvex) smooth obstacles in the scalar case. A three-dimensional problem is considered. An asymptotic method of estimating the diffraction integrals is described. The method is based on the multidimensional stationary phase approach. The diffraction integrals are obtained on the basis of the generalization of the Kirchhoff physical theory of diffraction. Explicit expressions are derived for the pressure in the reflected wave in the cases of its single and double reflections.     

Annihilation of positrons in hydrogen-saturated titanium

The effect of atomic hydrogen on the electronic structure of α-titanium samples is studied using the electron-positron annihilation methods. It is shown that different states of hydrogen atoms are manifested in different ways in the positron lifetime distribution spectrum. The results of theoretical calculations of the first component of the positron lifetime are in accord with the obtained experimental data.     

Positron states in KCL crystals before and after radiation exposure

The features of positron annihilation in KCl crystals before and after radiation exposure is investigated. A significant increase in the efficiency of the ortho-vapor process of positronium state conversion is detected. A model is proposed for taking part in the ortho-vapor conversion of conduction electrons drawn into the conduction band by a positron field that affords a qualitative interpretation of the results obtained and permits values of the electron concentration in a spur to be obtained.Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 7, pp. 98–102, July, 1988.     

Flexible ureasil hybrids with tailored optical properties through doping with metal nanoparticles

Hybrid organic-inorganic nanocomposites containing uniform distributions of metal nanoparticles have been prepared by mixing a preformed nanoparticle colloid with the precursors of a ureasil, prior to the sol-gel transition. These nanocomposites possess not only high optical quality and optical features dictated by the size and shape of the nanoparticle dopants but also a high degree of flexibility, which can largely enhance the range of applications in practical devices. The deposition of a uniform silica shell on the nanoparticle surface prior to the sol-gel transition was found to be required to maintain the colloidal stability during the process and, thus, to retain the optical properties in the final nanocomposite material. This method can be readily extended to other materials, such as semiconductor and magnetic nanoparticles.     

Interpretation of negative values of the interaction parameter in the adsorption equation through the effects of surface layer heterogeneity

The problem of the negative values of the interaction parameter in the equation of Frumkin has been analyzed with respect to the adsorption of nonionic molecules on energetically homogeneous surface. For this purpose, the adsorption states of a homologue series of ethoxylated nonionic surfactants on air/water interface have been determined using four different models and literature data (surface tension isotherms). The results obtained with the Frumkin adsorption isotherm imply repulsion between the adsorbed species (corresponding to negative values of the interaction parameter), while the classical lattice theory for energetically homogeneous surface (e.g., water/air) admits attraction alone. It appears that this serious contradiction can be overcome by assuming heterogeneity in the adsorption layer, that is, effects of partial condensation (formation of aggregates) on the surface. Such a phenomenon is suggested in the Fainerman-Lucassen-Reynders-Miller (FLM) "Aggregation model". Despite the limitations of the latter model (e.g., monodispersity of the aggregates), we have been able to estimate the sign and the order of magnitude of Frumkin's interaction parameter and the range of the aggregation numbers of the surface species.     

Determination of trace elements in the Lavender inflorescence (Lavandula angustifolia Mill.) — Lavender oil system

Bulgaria is a famous world producer of essential oils. Quality control of the lavender oils produced is an important analytical task in view of their wide use in perfumery and cosmetics, the food industry and aromatherapy. The present paper studies the relationship between the trace elements content in lavender inflorescence (Lavandula angustifolia Mill.) and in lavender oil derived from this inflorescence. Three model regions were investigated: two of them are situated far from industrial areas — the village of Zelenikovo and the town of Pavel Banya, and one region is located near the Plovdiv Non-Ferrous Metallurgical Plant. The content of the elements Cd, Cr, Cu, Fe, Mn and Pb in plants was determined after acid digestion by flame and electrothermal atomic absorption spectrometry (ETAAS). Lavender oils were analyzed directly by ETAAS. The results undoubtedly show that there is no strong correlation between the trace elements content in inflorescence and in essential oils. It might be assumed that the trace elements present and accumulated in the inflorescence do not pass in lavender oil during the production by steam distillation.     

A ternary Diophantine inequality by primes with one of the form $$p=x^2+y^2+1$$ p = x 2 + y 2 + 1

The Ramanujan Journal - In this paper we solve the ternary Piatetski-Shapiro inequality with prime numbers of a special form. More precisely we show that, for any fixed $$1<\frac{427}{400}$$...