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.     

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 $$1<\frac{427}{400}$$...     

Exciton dissociation dynamics in model donor-acceptor polymer heterojunctions. I. Energetics and spectra

In this paper we consider the essential electronic excited states in parallel chains of semiconducting polymers that are currently being explored for photovoltaic and light-emitting diode applications. In particular, we focus upon various type II donor-acceptor heterojunctions and explore the relation between the exciton binding energy to the band offset in determining the device characteristic of a particular type II heterojunction material. As a general rule, when the exciton binding energy is greater than the band offset at the heterojunction, the exciton will remain the lowest-energy excited state and the junction will make an efficient light-emitting diode. On the other hand, if the offset is greater than the exciton binding energy, either the electron or hole can be transferred from one chain to the other. Here we use a two-band exciton to predict the vibronic absorption and emission spectra of model polymer heterojunctions. Our results underscore the role of vibrational relaxation and suggest that intersystem crossings may play some part in the formation of charge-transfer states following photoexcitation in certain cases.     

New Achievements in the Field of Intramolecular Phenolic Coupling Reactions,Using Hypervalent (III) Iodine Reagent: Synthesis of Galanthamine

Our investigations on the oxidative possibilities of the hypervalent iodine(III) reagent established that phenyliodine(III)bis(trifluoroacclate) (PIFA) can provide one-pot contiguous coupling-cyclization reaction giving a product with narwedine skeleton, when used in a phenolic coupling reaction of p'-bromonorbelladine derivatives. A suitably selected precursor gave up to 60% yield of the coupled product.     

Mathematical model and efficient algorithms for object packing problem

The article is devoted to mathematical models and practical algorithms for solving the cutting and packing (C&P) problem. We review and further enhance the main tool of our studies – phi-functions. Those are constructed here for 2D and 3D objects (unlike other standard tools, such as No-Fit Polygons, which are restricted to the 2D geometry). We also demonstrate that in many realistic cases the phi-functions can be described by quite simple formulas without radicals and other complications. Lastly, a general solution strategy using the phi-functions is outlined and illustrated by several 2D and 3D examples.