Gel permeation chromatography: On the shape of the calibration plot and molecular size separability

Data obtained from the calibration of GPC columns of different permeabilities with standard polystyrenes are reported. For single columns the logarithm molecular weight–elution volume plot is linear for approximately one and one-half decades in molecular weight. GPC separations are such that the separability of two samples of similar molecular weight improves as their mean molecular weight decreases. Because of this the analysis of high molecular weight polymers can best be accomplished on a series of columns in which each column has a high permeability limit. The elution volume for columns in series is shown to be the sum of the elution volumes of the individual columns. As higher molecular weights are eluted a pronounced tailing effect is observed.     

Liquid jet response to internal modulated ultrasonic radiation pressure and stimulated drop production

Experimental evidence shows that a liquid jet in air is an acoustic waveguide having a cutoff frequency inversely proportional to the jet diameter. Ultrasound applied to the jet supply liquid can propagate within the jet when the acoustic frequency is near to or above the cutoff frequency. Modulated radiation pressure is used to stimulate large amplitude deformations and the breakup of the jet into drops. The jet response to the modulated internal ultrasonic radiation pressure was monitored along the jet using (a) an optical extinction method and (b) images captured by a video camera. The jet profile oscillates at the frequency of the radiation pressure modulation and where the response is small, the amplitude was found to increase in proportion to the square of the acoustic pressure amplitude as previously demonstrated for oscillating drops [P.L. Marston and R.E. Apfel, J. Acoust. Soc. Am. 67, 27-37 (1980)]. Small amplitude deformations initially grow approximately exponentially with axial distance along the jet. Though aspects of the perturbation growth can be approximated from Rayleigh's analysis of the capillary instability, some detailed features of the observed jet response to modulated ultrasound are unexplained neglecting the effects of gravity.     

On the existence of conically self-similar free-vortex solutions to the Navier-Stokes equations

In this paper a proof of existence and non-existence of theconically self-similar free-vortex solutions to the Navier-Stokesequations, originally found by Yih et al. (1982, Phys. Fluids.25, 2147-2158), is presented. This proof clearly establishesthat these solutions do not have any kind of singularity atthe symmetry axis. This analysis gives considerably improvedexistence and non-existence bounds and it is shown that thesebounds are close to optimal in the low-swirling limit. Thisapproach links the questions of existence and non-existencefor the swirling case and for the non-swirling case. The proof,which is an extension of techniques developed by Serrin (1972,Phil. Trans. R. Soc. Lond. 271, 325-360), is based on Schauder'sFixed Point Theorem and is, therefore, non-constructive. Therefore,the paper ends with a brief discussion of the question of howto compute the conically self-similar free-vortex solutionsto the Navier-Stokes equations.     

Pricing vulnerable European options with stochastic default barriers

CF Lo and KC Ku Institute of Theoretical Physics and Department of Physics, The Chinese University of Hong Kong, Shatin, Hong Kong, China Email: cho-hoi_hui{at}hkma.gov.hk Received on 31 July 2006. Accepted on 15 March 2007. This paper develops a valuation model of European options incorporatinga stochastic default barrier, which extends a constant defaultbarrier proposed in the Hull–White model. The defaultbarrier is considered as an option writer's liability. Closed-formsolutions of vulnerable European option values based on themodel are derived to study the impact of the stochastic defaultbarriers on option values. The numerical results show that negativecorrelation between the firm values and the stochastic defaultbarriers of option writers gives material reductions in optionvalues where the options are written by firms with leverageratios corresponding to BBB or BB ratings.