Links in a thickened surface

For a given two-dimensional surface μ, we studi invariants for oriented links in μ×[0,1] which generalize the two-variable HOMFLY polynomials when μ is the 2-disk. These invariants are connected to multiparameter quantum groups whose special properties are discussed. Si studiano gli invarianti dei nodi in spazi del tipo μ×[0,1], dove μ è una superficie. Questi invarianti generalizzano gli invarianti di HOMFLY.

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(Conferenza tenuta dal Prof. P. Cotta-Ramusino il 16 maggio 1991)     

Optimal Investment in a Levy Market

In this paper we consider the optimal investment problem in a market where the stock price process is modeled by a geometric Levy process (taking into account jumps). Except for the geometric Brownian model and the geometric Poissonian model, the resulting models are incomplete and there are many equivalent martingale measures. However, the model can be completed by the so-called power-jump assets. By doing this we allow investment in these new assets and we can try to maximize the expected utility of these portfolios. As particular cases we obtain the optimal portfolios based in stocks and bonds, showing that the new assets are superfluous for certain martingale measures that depend on the utility function we use.     

2D Ising Model with Layers of Quenched Spins

The model considered is a d=2 disordered Ising system on a square lattice with nearest neighbor interaction. The disorder is induced by layers (rows) of spins, randomly located, which are frozen in an antiferromagnetic order. It is assumed that all the vertical couplings take the same positive value J _v, while all the horizontal couplings take the same positive value J _h. The model can be exactly solved and the free energy is given as a simple explicit expression. The zero-temperature entropy can be positive because of the frustration due to the competition between antiferromagnetic alignment induced by the quenched layers and ferromagnetic alignment due to the positive couplings. No phase transition is found at finite temperature if the layers of frozen spins are independently distributed, while for correlated disorder one finds a low-temperature phase with some glassy properties.     

Dispersion Characteristics of Waveguide Arrays in Optical Spectrum Analyzers

Formulas for calculating the spectral characteristics of waveguide arrays, which are incorporated into waveguide spectrum analyzers based on planar waveguides, channel waveguides, and fiber optical waveguides, are derived taking into account the contribution of both the waveguide dispersion and the material dispersion to the dispersion factor. These formulas are used to study the dependence of the dispersion factor on the waveguide-system parameters for specific models of waveguide arrays. It is shown that consideration of contributions of the waveguide dispersion and material dispersion can affect profoundly the spectral characteristics of waveguide arrays.     

Incubation period in the 2,2,4,4‐tetramethyl‐1‐piperidinyloxy‐mediated thermal autopolymerization of styrene: Kinetics and simulations

Mechanisms and simulations of the induction period and the initial polymerization stages in the nitroxide‐mediated autopolymerization of styrene are discussed. At 120–125 °C and moderate 2,2,4,4‐tetramethyl‐1‐piperidinyloxy (TEMPO) concentrations (0.02–0.08 M), the main source of radicals is the hydrogen abstraction of the Mayo dimer by TEMPO [with the kinetic constant of hydrogen abstraction (k_h)]. At higher TEMPO concentrations ([N?] > 0.1 M), this reaction is still dominant, but radical generation by the direct attack against styrene by TEMPO, with kinetic constant of addition k_ad, also becomes relevant. From previous experimental data and simulations, initial estimates of k_h ≈ 1 and k_ad ≈ 6 × 10^?7 L mol^?1 s^?1 are obtained at 125 °C. From the induction period to the polymerization regime, there is an abrupt change in the dominant mechanism generating radicals because of the sudden decrease in the nitroxide radicals. Under induction‐period conditions, the simulations confirm the validity of the quasi‐steady‐state assumption (QSSA) for the Mayo dimer in this regime; however, after the induction period, the QSSA for the dimer is not valid, and this brings into question the scientific basis of the well‐known expression k_th[M]³ (where [M] is the monomer concentration and k_th is the kinetic constant of autoinitiation) for the autoinitiation rate in styrene polymerization. © 2006 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 44: 6962‐6979, 2006