bluuebunny/crossref_metadata_2025 huggingface dataset:
INFLUENCES OF VARIATIONS OF CHARACTERISTIC PARAMETERS OF PROTEIN MOLECULES ON STATES OF SOLITON TRANSPORTED BIO-ENERGY
Authors: PANG XIAO-FENG , ZHANG HUAI-WU , YU JIA-FENG , LUO YU-HUI
Published: September 2006

We simulate numerically the dynamic properties of new soliton with quasi-coherent two quanta in the improved model by fourth-order Runge–Kutta way. We observed that the window of formation of new soliton is shifted toward smaller values of coupling constants when compared with the Davydov's soliton with one quantum and Förner's soliton with two quantum model. The new soliton formation starts at (χ1+χ2)=20 PN , and pinning starts from (χ1+χ2)=86 PN . The pinned solitons are also observed if both quanta are on the same end of the chain in the initial state. The behaviors of new soliton are varied under influences for variations of characteristic parameters arising from the structure nonuniformity of protein molecules. Although the new soliton is also sensitive to the dipole-dipole interaction and diagonal disorder, the sensitivity to the impurity is weaker than that of the Davydov's and Förner's solitons. Therefore, the new soliton is robust against the fluctuations of coupled constant, dipole-dipole interaction and diagonal disorder arising from the impurity or structure nonuniformity, when compared with that of the Davydov's and Förner's solitons.
BOUND POLARON IN A QUANTUM WELL UNDER THE INFLUENCE OF AN ELECTRIC FIELD
Authors: PETER A. JOHN
Published: September 2006

Polaronic shifts of the donor binding energies in an electric field in a quantum well are presented here. The properties of a polaron in a quantum well are investigated within the second-order perturbation theory. GaAs / Ga 1-x Al x As quantum well is chosen as an example to calculate the polaron energy. Since this system is a weak polar material, the electron-lattice coupling constant is small so this effect is considered by second-order perturbation theory. The polaronic effects are suppressed when an electric field is coupled. The diamagnetic susceptibility is also calculated and the results are compared with the results obtained using other approximation methods.
REVERSIBLE DIELECTRIC NONLINEARITY AND MECHANISM OF ELECTRICAL TUNABILITY FOR FERROELECTRIC CERAMICS
Authors: WEI XIAOYONG , YAO XI
Published: September 2006

In this paper, a brief review on reversible dielectric nonlinearity (RDN) was presented and the mechanism of tunability for ferroelectric ceramics was discussed in several different scale levels, such as atomic level (intrinsic nonlinearity described by ferroelectric thermodynamic theory), nano-meter scale (polar nano-region response), submicron scale (ferroelectric domain and domain wall motion), micron scale (polycrystalline structure of ceramics and surface layer) and macroscopic scale (field induced phase transition). It suggests that RDN is a multi-scale phenomenon and is temperature and frequency-sensitive. The halving field E0in Roberts' Equation may be a good attempt for the quantitating of RDN. The stability of RDN in paraelectric phase is also mentioned.
THE INFLUENCE OF NEW D-SECO-ESTRONE DERIVATIVES ON THE BEHAVIOR OF THE CHOLESTERIC LIQUID CRYSTALS BINARY MIXTURES
Authors: OBADOVIĆ D. Ž. , STOJANOVI M. , JOVANOVIĆ-ŠANTA S. , LAZAR D. , VAJDA A. , ÉBER N.
Published: September 2006

We have studied the influence of the new chiral non-mesogenic seco-estrone derivatives 1-7, synthesized in several synthetic steps starting from estrone, onto the physical characteristics of the binary mixtures of cholesteric liquid crystals. We have examined the phase transitions of the mixture of cholesteryl laurate and cholesteryl enantate with the added chiral non-mesogenic additives 1-7 (45%-45%-10%; Mix.1-Mix.7, respectively). A considerable shift of the I → Ch phase transition temperature, as well as of the temperature of the SmA * phase formation, was observed. X-ray diffraction data enabled the determination of the molecular structures of the compounds 3, 5, 6 and 7, the crystal lattice parameters of the new chiral additives and their molecular length (ℓ) and width (d*), as well as some parameters of the mixtures Mix.1-Mix.6: the thickness of smectic layers and the longitudinal spacing distance in the cholesteric phase (d) and the average distance between the long axes of neighbouring molecules (D). Using molecular-mechanic calculations, on the basis of solved molecular structures, the most probably conformation of the other compounds (1, 2 and 4) used in this work is determined. We have also investigated the influence of these chiral additives onto the pitch of the cholesteric helix of a binary mixture of cholesteric liquid crystals.
EFFECT OF YTTRIUM ON DIELECTRIC, PYROELECTRIC AND PIEZOELECTRIC PROPERTIES OF PBN FERROELECTRICS
Authors: SAMBASIVA RAO K. , VALLIS NATH N. , MURALI KRISHNA P. , MADHAVA PRASAD D. , LEE JOON HYUNG
Published: September 2006

Materials with batch formula Pb (1-x-3y/2) R y Ba x Nb 2 O 6, where R=Y, (1-x)=0.73, 0.63, 0.53 and y=0.00, 0.02 have been prepared by the double sintering method. Substitution of yttrium (Y) restored tetragonal symmetry of PBN but reduced lattice parameters, cell volume and enhanced the density. Transition temperature of PBN has decreased due to the substitution of Y3+. Enhanced room temperature spontaneous polarization (Ps)=149.97 μ C/sq. cm has been observed in PBN53, which is above MPB, whereas enhanced value of Ps=112.74 μ C/sq. cm is found in Y: PBN63 at MPB region. The room temperature Pyroelectric coefficient (PRT=1.07) has been observed in the composition where maximum volume of Ps is obtained. Similarly, enhanced values of piezoelectric coefficients Kp=0.244, Kt=0.353, K31=0.131, d31=60, d33=159 and g31=3.65 have also been found in the same material PBN53. Substitution of Yttrium enhanced the stiffness constant 13.59 in PBN 73 to 14.27 of Y: PBN73.
CRITICAL TEMPERATURE OF LAYERED SUPERCONDUCTORS IN INTERMEDIATE e-ph COUPLING: APPLICATION TO MgB2
Authors: ASKERZADE I. N.
Published: September 2006

Critical temperature of layered superconductors is studied using anisotropic Eliashberg theory in intermediate e-ph coupling. The results are shown to be in qualitative agreement with experimental data for the superconducting magnesium diboride MgB 2.
INVESTIGATION OF THE DENSITY OF STATES IN THE NON-HALF-FILLED TWO BAND PERIODIC ANDERSON MODEL
Authors: KOGOUTIOUK IGOR , TERLETSKA HANNA
Published: September 2006

We study density of states in the symmetrical and asymmetrical two-band periodic Anderson models at various band fillings with self-consistent calculation of the orbital occupancies. The application of the improved truncation approximation for irreducible Green functions that takes into account resonance broadening and band shifting inter-orbital exchange effects, resulted in the appearance of four spectral density moments and four- or five-subbands in the density of states depending upon the parameters of the model. It is shown that closing of the hybridization gap can occur as the result of doping, applied pressure, or change of the f-band width.
ENHANCED POLARIZATION SOLITON'S ROBUSTNESS TO POLARIZATION MODE DISPERSION IN FIBER SYSTEMS WITH FREQUENCY-DEPENDENT LOSS
Authors: CHEN WEICHENG , XU WENCHENG , LUO AIPING , CUI HU , LIANG ZHANQIANG , CHEN LIBING , LU HONG
Published: September 2006

We propose a new method to strengthen the nonlinear pulses robustness to polarization mode dispersion in the conventional lossy fiber systems. The method is based on the generation of the stable trapped state of polarization solitons in an initial optical fiber with high birefringence. It is proven that the obtained bound state of nonlinear pulses have stronger adaptive abilities to polarization mode dispersion than common solitons when they propagate in conventional fibers with random birefringence.
SCHEME FOR PREPARATION OF GHZ STATE AMONG MULTI-CAVITY
Authors: ZHAN ZHI-MING
Published: September 2006

We present a scheme to generate the tripartite GHZ state via cavity quantum electrodynamics. Our scheme is based on the resonant interaction of a V-type three-level atom with the cavity fields for precalculated interaction time. Also, this scheme can be directly generalized to prepare the general n-qubit GHZ state.
ON THE EFFECTIVE MASS DIRAC EQUATION
Authors: ROY B.
Published: September 2006

We examine a class of (1+1)-dimensional Dirac equations with an effective mass. It is shown that for a wide choice of the mass function, exact analytical solutions can be obtained for this class of Dirac equations.
NONLINEAR SCHRÖDINGER EQUATION FOR QUANTUM COMPUTATION
Authors: YALABIK M. CEMAL
Published: September 2006

Utilization of a quantum system whose time-development is described by the nonlinear Schrödinger equation in the transformation of qubits would make it possible to construct quantum algorithms which would be useful in a large class of problems. An example of such a system for implementing the logical NOR operation is demonstrated.
COOPER-PAIR-NUMBER–PHASE SQUEEZING FOR THE BOSONIC HAMILTONIAN MODEL OF JOSEPHSON JUNCTION
Authors: FAN HONG-YI , WANG JI-SUO , FAN YUE
Published: September 2006

Based on Feynman's explanation about the Cooper pair that "a bound pairs act as a Bose particle" and the bosonic operator Hamiltonian of Josephson junction (H.-Y. Fan, Int. J. Mod. Phys. B17 (2003) 2599) as well as the entangled state representation, we establish a possible number–phase squeezing mechanism for the Cooper-pair and the phase difference between the two sides of the junction. We find that when an extra energy (e.g. microwave radiation) is provided to the junction, then this squeezing mechanism can happen.
BERRY PHASES OF A COMPOSITE SYSTEM IN EXTERNAL FIELDS
Authors: ZHAO HUI , ZHAO XUEAN , LI YOU-QUAN
Published: September 2006

We apply the perturbation theory to investigate the behavior of the Berry phase of a composite system. The composite system consists of two weakly-coupled spin-½ particles, in which each particle is driven by a varying magnetic field. The result shows that the Berry phase for one subsystem is controlled by the state of the other subsystem. The method can also be used to deal with the effect of a spin environment on a single-particle system if the particle is weakly coupled to the spin environment.
FT-IR AND RAMAN SPECTROSCOPIC STUDY OF Cr2O3-TeO2-B2O3-SrF2 GLASSES
Authors: ARDELEAN I. , MUREŞAN N. , PǍŞCUŢǍ P.
Published: September 2006

Homogeneous glasses were formed in the Cr 2 O 3- TeO 2- B 2 O 3- SrF 2 system, up to 20 mol% Cr 2 O 3. For these glasses, IR and Raman spectral measurements were carried out in order to elucidate the local structure. The results showed that BO 3 and BO 4 are the main structural units of the glass system and the chromium ions are located in the network. It was evidenced the presence of TeO 3 and TeO 4 units as possible structural units in our glasses.
SUPEREXCHANGE INTERACTION IN COLOSSAL MAGNETORESISTIVE MANGANITES, Tl2Mn2O7
Authors: KOO JE HUAN , CHO GUANGSUP
Published: September 2006

We have investigated a different manganese oxide material in which the colossal magnetoresistance (CMR) is observed. As many recent evidences suggest that a superexchange interaction is dominated in the pyrochlore Tl 2 Mn 2 O 7, it is found that the superexchange interaction is a chief mechanism driving the ferromagnetism. We specially formulate the superexchange interaction to calculate the resistivity in analogy with the t-scattering matrix of the Kondo formalism. We compare our calculation for resistivity with results of experiments and obtain the Curie temperature, Tc.
THE EFFECTS OF QUANTUM CONFINEMENT ON THE BINDING ENERGY OF HYDROGENIC IMPURITIES IN A SPHERICAL QUANTUM DOT
Authors: PETER A. JOHN
Published: September 2006

The binding energy of a shallow hydrogenic impurity of a spherical quantum dot confined by harmonic oscillator-like and by rectangular well-like potentials, using a variational procedure within the effective mass approximation, has been determined. The calculations of the binding energy of the donor impurity as a function of the system geometry, and the donor impurity position have been investigated. The binding energy of shallow donor impurity depends not only on the quantum confinements but also on the impurity position. Our results reveal that (i) the donor binding energy decreases as the dot size increases irrespective of the impurity position, and (ii) the binding energy values of rectangular confinement are larger than the values of parabolic confinement and (iii) the rectangular confinement is better than the parabolic confinement in a spherical quantum dot.
A QUANTUM MANY-BODY INSTABILITY IN THE THERMODYNAMIC LIMIT
Authors: FRASCA MARCO
Published: September 2006

Intrinsic decoherence in the thermodynamic limit is shown for a large class of many-body quantum systems in the unitary evolution in NMR and cavity QED. The effect largely depends on the inability of the system to recover the phases. Gaussian decaying in time of the fidelity is proved for spin systems and radiation-matter interaction.
NONLINEAR EVEN AND ODD DISPLACED NUMBER STATE
Authors: DE OLIVEIRA GUILHERME C. , DO VALE AGAMENON L. , DANTAS CELIA M. A.
Published: September 2006

We introduce new quantum states of light field, called the nonlinear even and odd displaced number states, by introducing the nonlinearity. The statistical properties investigated presents several interesting quantum effects.
SCALING BEHAVIOR AND COMPLEXITY OF THE PORTEVIN-LE CHATELIER EFFECT
Authors: SARKAR A. , BARAT P.
Published: September 2006

The plastic deformation of dilute alloys is often accompanied by plastic instabilities due to dynamic strain aging and dislocation interaction. The repeated breakaway of dislocations from and their recapture by solute atoms leads to stress serrations and localized strain in the strain controlled tensile tests, known as the Portevin-Le Chatelier (PLC) effect. In this present work, we analyze the stress time series data of the observed PLC effect in the constant strain rate tensile tests on Al-2.5%Mg alloy for a wide range of strain rates at room temperature. The scaling behavior of the PLC effect was studied using two complementary scaling analysis methods: the finite variance scaling method and the diffusion entropy analysis. From these analyses we could establish that in the entire span of strain rates, PLC effect showed Levy walk property. Moreover, the multiscale entropy analysis is carried out on the stress time series data observed during the PLC effect to quantify the complexity of the distinct spatiotemporal dynamical regimes. It is shown that for the static type C band, the entropy is very low for all the scales compared to the hopping type B and the propagating type A bands. The results are interpreted considering the time and length scales relevant to the effect.
A REPOSITORY FOR COMPONENT-BASED EMBEDDED SOFTWARE DEVELOPMENT
Authors: GAO TONG , MA HUI , YEN I-LING , KHAN LATIFUR , BASTANI FAROKH
Published: September 2006

The rapid growth in the demand for embedded systems and the increased complexity of embedded software pose an urgent need for advanced embedded software development techniques. Software technology is shifting toward semi-automated code generation and integration of systems from components. Component-based development (CBD) techniques can significantly reduce the time and cost for developing software systems. Furthermore, effective component retrieval is a fundamental issue in CBD. In this paper, we address the issues in designing software repositories for embedded software components. We develop an On-line Repository for Embedded Software (ORES) to facilitate component management and retrieval. ORES uses an ontology-based approach to facilitate repository browsing and effective search. To allow easy browsing of ORES, we analyze the typical ontology relations for software components and develop a Merging and Echoing technique to convert the ontology into a hierarchy suitable for browsing, but without the loss of any critical semantic information contained in the ontology. We also develop an algorithm for grouping search results based on the ontology. Thus, we can display search result groups to avoid having to display a large number of search results or having to prune the results and risk reducing the recall factor. Another important aspect in embedded software is the set of nonfunctional requirements and properties. In ORES, we develop an XML-based specification method to capture nonfunctional properties as well as functional characteristics of components and enable retrieval of relevant components based on these specifications.
A LABORATORY FOR PROTOTYPING AND TESTING MULTIMEDIA PRESENTATIONS
Authors: GAGGI OMBRETTA , CELENTANO AUGUSTO
Published: September 2006

In this article we describe a prototyping environment, which allows an author to set up and test a complex hypermedia presentation. It contains a visual editor, based on a graph notation, in which the nodes are media objects and the edges are the synchronization relations between them; an execution simulator, which helps the author to test the presentation dynamics by manually triggering media related events; and a player, which allows the author to preview the presentation and to visually relate the execution evolution with the interpretation of the synchronization schema.
TOWARDS AUTOMATIC ESTABLISHMENT OF MODEL DEPENDENCIES USING FORMAL CONCEPT ANALYSIS
Authors: IVKOVIC IGOR , KONTOGIANNIS KOSTAS
Published: September 2006

Software evolution is an iterative and incremental process that encompasses the modification and alteration of software models at different levels of abstraction. These modifications are usually performed independently, but the objects to which they are applied to, are in most cases mutually dependent. Inconsistencies and drift among related artifacts may be created if the effects of an alteration are not properly identified, recorded, and propagated in other dependent models. For large systems, it is possible that there is a considerable number of such model dependencies, for which manual extraction is not feasible. In this paper, we introduce an approach for automating the identification and encoding of dependence relations among software models and their elements. The proposed dependency extraction technique first uses association rules to map types between models at different levels of abstraction. Formal concept analysis is then used to identify clusters of model elements that pertain to similar or associated concepts. Model elements that cluster together are considered related by a dependency relation. The technique is used to synchronize business process specifications with the underlying J2EE source code models.
CONCEPTUAL MODEL OF THE PHYSICAL STRUCTURE OF MANUFACTURING SYSTEMS
Authors: NOUREDDINE MYRIAM
Published: September 2006

This paper deals with the generation of a conceptual model of the physical structure of any manufacturing system. The obtained conceptual model shows a clear and linear view of a given manufacturing system. A generic notation is used to guarantee the scalability and the portability of the model. This model maintains a high abstraction level without ambiguity and in a simple format. The generation of a conceptual model for a given manufacturing system is obtained through two steps. The first step describes both the physical structure and the logical structure of the manufacturing system. The second step gives the generation principle of the conceptual model. The approach is illustrated using an example.
RESTRICTED RANDOM TESTING: ADAPTIVE RANDOM TESTING BY EXCLUSION
Authors: CHAN KWOK PING , CHEN TSONG YUEH , TOWEY DAVE
Published: September 2006

Restricted Random Testing (RRT) is a new method of testing software that improves upon traditional Random Testing (RT) techniques. Research has indicated that failure patterns (portions of an input domain which, when executed, cause the program to fail or reveal an error) can influence the effectiveness of testing strategies. For certain types of failure patterns, it has been found that a widespread and even distribution of test cases in the input domain can be significantly more effective at detecting failure compared with ordinary RT. Testing methods based on RT, but which aim to achieve even and widespread distributions, have been called Adaptive Random Testing (ART) strategies. One implementation of ART is RRT. RRT uses exclusion zones around executed, but non-failure-causing, test cases to restrict the regions of the input domain from which subsequent test cases may be drawn. In this paper, we introduce the motivation behind RRT, explain the algorithm and detail some empirical analyses carried out to examine the effectiveness of the method. Two versions of RRT are presented: Ordinary RRT (ORRT) and Normalized RRT (NRRT). The two versions share the same fundamental algorithm, but differ in their treatment of non-homogeneous input domains. Investigations into the use of alternative exclusion shapes are outlined, and a simple technique for reducing the computational overheads of RRT, prompted by the alternative exclusion shape investigations, is also explained. The performance of RRT is compared with RT and another ART method based on maximized minimum test case separation (DART), showing excellent improvement over RT and a very favorable comparison with DART.
ALGEBRAIC CHARACTERIZATIONS OF GRAPH IMBEDDABILITY IN SURFACES AND PSEUDOSURFACES
Authors: ABRAMS LOWELL , SLILATY DANIEL C.
Published: September 2006

Given a finite connected graph G and specifications for a closed, connected pseudosurface, we characterize when G can be imbedded in a closed, connected pseudosurface with the given specifications. The specifications for the pseudosurface are: the number of face-connected components, the number of pinches, the number of crosscaps and handles, and the dimension of the first ℤ2homology group. The characterizations are formulated in terms of the existence of a dual graph G* on the same set of edges as G which satisfies algebraic conditions inspired by homology groups and their intersection products.
ON n-PUNCTURED BALL TANGLES
Authors: CHUNG JAE-WOOK , LIN XIAO-SONG
Published: September 2006

We consider a class of topological objects in the 3-sphere S3which will be called n-punctured ball tangles. Using the Kauffman bracket at A = eiπ/4, an invariant for a special type of n-punctured ball tangles is defined. The invariant F takes values in PM2×2n(ℤ), that is the set of 2 × 2nmatrices over ℤ modulo the scalar multiplication of ±1. This invariant leads to a generalization of a theorem of Krebes which gives a necessary condition for a given collection of tangles to be embedded in a link in S3disjointly. We also address the question of whether the invariant F is surjective onto PM2×2n(ℤ). We will show that the invariant F is surjective when n = 0. When n = 1, n-punctured ball tangles will also be called spherical tangles We show that det F(S) ≡ 0 or 1 mod 4 for every spherical tangle S. Thus, F is not surjective when n = 1.
ON THE ORBIT DECOMPOSITION OF FINITE QUANDLES
Authors: NELSON SAM , WONG CHAU-YIM
Published: September 2006

We study the structure of finite quandles in terms of subquandles. Every finite quandle Q decomposes in a natural way as a union of disjoint Q-complemented subquandles; this decomposition coincides with the usual orbit decomposition of Q. Conversely, the structure of a finite quandle with a given orbit decomposition is determined by its structure maps. We describe an algorithm for finding quandle structures on a disjoint union of quandles.
CATEGORIFICATION OF SOME LEVEL TWO REPRESENTATIONS OF QUANTUM 𝔰𝔩n
Authors: HUERFANO RUTH STELLA , KHOVANOV MIKHAIL
Published: September 2006

We categorify representations of quantum 𝔰𝔩n whose highest weight is twice a fundamental weight.
EXAMPLES OF KNOTS WITH THE SAME POLYNOMIALS
Authors: LUSE KERRY , RONG YONGWU
Published: September 2006

This work is motivated by the question of whether the Jones polynomial can detect knottedness. Following the previous works of Eliahou–Kauffman–Thistlethwaite, Kanenobu, and Watson, we construct specific new examples of knots which cannot be distinguished by the Jones polynomial.
ON HABIRO'S CYCLOTOMIC EXPANSIONS OF THE OHTSUKI INVARIANT
Authors: LAWRENCE RUTH , RON OFER
Published: September 2006

We give a self-contained treatment of Le and Habiro's approach to the Jones function of a knot and Habiro's cyclotomic form of the Ohtsuki invariant for manifolds obtained by surgery around a knot. On the way we reproduce a state sum formula of Garoufalidis and Le for the colored Jones function of a knot. As a corollary, we obtain bounds on the growth of coefficients in the Ohtsuki series for manifolds obtained by surgery around a knot, which support the slope conjecture of Jacoby and the first author.
VIRTUAL BRAIDS AND THE L-MOVE
Authors: KAUFFMAN LOUIS H. , LAMBROPOULOU SOFIA
Published: September 2006

In this paper we prove a Markov theorem for virtual braids and for analogs of this structure including flat virtual braids and welded braids. The virtual braid group is the natural companion to the category of virtual knots, just as the Artin braid group is the natural companion to classical knots and links. In this paper we follow L-move methods to prove the Virtual Markov theorems. One benefit of this approach is a fully local algebraic formulation of the theorems in each category.
THE FRIEDRICHS-MODEL WITH FERMION-BOSON COUPLINGS
Authors: CIVITARESE O. , GADELLA M.
Published: September 2006

In this work we present an extended version of the Friedrichs Model (FM), which includes fermions. The standard FM describes the coupling between discrete and continuous components of a boson field. It is an exactly solvable model which allows for a clear identification of Gamow Resonances. In this extended version a set of fermion bound states is coupled to the boson field. As a result of the coupling some of the fermion states become resonant states. The structure of the solutions of the model is discussed analytically. The contact with nuclear structure calculations, where the model can be used to grasp basic features of the solutions of purely numerical treatments, is established by introducing realistic couplings constants.
EXACT ANALYTICAL SOLUTION OF THE KLEIN–GORDON EQUATION FOR THE PIONIC ATOM BY ASYMPTOTIC ITERATION METHOD
Authors: DURMUS A. , YASUK F. , BOZTOSUN I.
Published: September 2006

Within the framework of the asymptotic iteration method, we investigate the exact analytical solution for pionic atom in the Coulomb field of a nucleus. Exact bound state energy eigenvalues and corresponding eigenfunctions are determined for the case of angular momentum l≠0, for which the Coulomb potential is exactly solvable. Bound state eigenfunctions solutions, which have been extremely used in applications related with molecular spectroscopy, are obtained in terms of confluent hypergeometric functions.
TRAILING EDGE UNIFICATION VIA AN INTERMEDIATE PATI–SALAM GROUP
Authors: ELIAS V. , STEELE T. G.
Published: September 2006

We demonstrate to two-loop order that an intermediate symmetrically embedded Pati–Salam SU(2)L×SU(2)R×SU(4) level of symmetry is all that is necessary to accommodate empirical values of α(Mz), αs(Mz) and sin 2θw(Mz) within a grand unification context but with a high (1014 GeV) intermediate mass scale and with a concomitant higher GUT scale.
ACCURATE ITERATIVE AND PERTURBATIVE SOLUTIONS OF THE YUKAWA POTENTIAL
Authors: KARAKOC M. , BOZTOSUN I.
Published: September 2006

We apply the asymptotic iteration method to solve the radial Schrödinger equation for the Yukawa type potentials. The solution of the radial Schrödinger equation by using different approaches requires tedious and cumbersome calculations; however, we present that it is possible to obtain the bound state energy eigenvalues for any n and ℓ values easily within the framework of this method. We also show the perturbed application of this method for the same potential. Our results are in excellent agreement with the findings of the SUSY perturbation, 1/N expansion and numerical methods.
PROPERTIES OF A FUTURE SUSY UNIVERSE
Authors: CLAVELLI L.
Published: September 2006

In the string landscape picture, the effective potential is characterized by an enormous number of local minima of which only a minuscule fraction are suitable for the evolution of life. In this "multiverse", random transitions are continually made between the various minima with the most likely transitions being to minima of lower vacuum energy. The inflationary era in the very early universe ended with such a transition to our current phase which is described by a broken supersymmetry and a small, positive vacuum energy. However, it is likely that an exactly supersymmetric (susy) phase of zero vacuum energy as in the original superstring theory also exists and that, at some time in the future, there will be a transition to this susy world. In this article we make some preliminary estimates of the consequences of such a transition.
THE ENERGY EIGENVALUES OF THE TWO DIMENSIONAL HYDROGEN ATOM IN A MAGNETIC FIELD
Authors: SOYLU A. , BAYRAK O. , BOZTOSUN I.
Published: September 2006

In this paper, the energy eigenvalues of the two dimensional hydrogen atom are presented for the arbitrary Larmor frequencies by using the asymptotic iteration method. We first show the energy eigenvalues for the case with no magnetic field analytically, and then we obtain the energy eigenvalues for the strong and weak magnetic field cases within an iterative approach for n=2-10 and m=0-1 states for several different arbitrary Larmor frequencies. The effect of the magnetic field on the energy eigenvalues is determined precisely. The results are in excellent agreement with the findings of the other methods and our method works for the cases where the others fail.
INVESTIGATION OF THE NEUTRALINO PAIR PRODUCTION AT LHC
Authors: AHMADOV A. I. , BOZTOSUN I. , MURADOV R. KH. , SOYLU A. , DADASHOV E. A.
Published: September 2006

In this article, we investigate the Drell–Yan process of the light neutralino pair [Formula: see text] (i,j = 1,2) productions at proton-proton collisions and we present the general formulae for the differential cross sections. We conduct an extensive examination of the dependence of the total cross section of the subprocesses [Formula: see text] on the beam energy, on the mass of the squarks and also on the M2 gaugino for the three extremely different scenarios. For all three cases, the outcomes are as follows: The dependence of the total cross section of the subprocesses [Formula: see text] on the beam energy is dominated by one of the subprocesses, [Formula: see text]. On the other hand, the dependence of the total cross section of the subprocesses [Formula: see text] on the mass of the squarks is dominated by one of the subprocesses, [Formula: see text]. We derive there from that our findings may lead to new insights relating to experimental investigations and these dependencies may be used as bases of an experimental research for the neutralino pair at LHC.
MICROSCOPIC POTENTIAL DESCRIPTION OF THE ELASTIC SCATTERING AND FUSION CROSS-SECTION DATA OF THE 12C+24Mg SYSTEM
Authors: KARAKOC M. , BOZTOSUN I.
Published: September 2006

This paper comprises the first detailed application of the microscopic potentials for a simultaneous analysis of the elastic scattering and fusion cross-section data of the 12 C+ 24Mg system from 16.0 MeV to 24.0 MeV. We use the microscopic nucleon-nucleon double folding and α-α double folding cluster potentials within the framework of the optical model and coupled-channels formalism. We compare our microscopic potential results with the findings of the phenomenological deep and shallow potentials. All potentials provide a very good agreement with the experimental data for the elastic scattering angular distributions. However, only deep phenomenological, the microscopic nucleon-nucleon and α-α double folding cluster potentials provide a consistent description of the angular distributions and fusion cross-section data simultaneously.
SYMMETRIES IN LÉVY TERM STRUCTURE MODELS
Authors: EBERLEIN ERNST , KLUGE WOLFGANG , PAPAPANTOLEON ANTONIS
Published: September 2006

Symmetry results between call and put options have been widely studied in equity markets. We provide similar symmetry results between caps and floors in a Heath–Jarrow–Morton, a LIBOR and a forward price model, driven by time-inhomogeneous Lévy processes. On the way, we review the basic properties of these models.
A QUASI-MONTE CARLO ALGORITHM FOR THE NORMAL INVERSE GAUSSIAN DISTRIBUTION AND VALUATION OF FINANCIAL DERIVATIVES
Authors: BENTH FRED ESPEN , GROTH MARTIN , KETTLER PAUL C.
Published: September 2006

We propose a quasi-Monte Carlo (qMC) algorithm to simulate variates from the normal inverse Gaussian (NIG) distribution. The algorithm is based on a Monte Carlo technique found in Rydberg [13], and is based on sampling three independent uniform variables. We apply the algorithm to three problems appearing in finance. First, we consider the valuation of plain vanilla call options and Asian options. The next application considers the problem of deriving implied parameters for the underlying asset dynamics based on observed option prices. We employ our proposed algorithm together with the Newton Method, and show how we can find the scale parameter of the NIG-distribution of the logreturns in case of a call or an Asian option. We also provide an extensive error analysis for this method. Finally we study the calculation of Value-at-Risk for a portfolio of nonlinear products where the returns are modeled by NIG random variables.
MONOTONICITY IN THE VOLATILITY OF SINGLE-BARRIER OPTION PRICES
Authors: ERIKSSON JONATAN
Published: September 2006

We generalize earlier results on barrier options for puts and calls and log-normal stock processes to general local volatility models and convex contracts. We show that Γ ≥ 0, that Δ has a unique sign and that the option price is increasing with the volatility for convex contracts in the following cases:

• If the risk-free rate of return dominates the dividend rate, then it holds for up-and-out options if the contract function is zero at the barrier and for down-and-in options in general.

• If the risk-free rate of return is dominated by the dividend rate, then it holds for down-and-out options if the contract function is zero at the barrier and for up-and-in options in general.

We apply our results to show that a hedger who misspecifies the volatility using a time-and-level dependent volatility will super-replicate any claim satisfying the above conditions if the misspecified volatility dominates the true (possibly stochastic) volatility almost surely.
PRICING OF FIRST TOUCH DIGITALS UNDER NORMAL INVERSE GAUSSIAN PROCESSES
Authors: KUDRYAVTSEV OLEG , LEVENDORSKIǏ SERGEI
Published: September 2006

We calculate prices of first touch digitals under normal inverse Gaussian (NIG) processes, and compare them to prices in the Brownian model and double exponential jump-diffusion model. Numerical results are produced to show that for typical parameters values, the relative error of the Brownian motion approximation to NIG price can be 2–3 dozen percent if the spot price is at the distance 0.05–0.2 from the barrier (normalized to one). A similar effect is observed for approximations by the double exponential jump-diffusion model, if the jump component of the approximation is significant. We show that two jump-diffusion processes can give approximately the same results for European options but essentially different results for first touch digitals and barrier options. A fast approximate pricing formula under NIG is derived.
OPTION PRICING FOR GARCH MODELS WITH MARKOV SWITCHING
Authors: ELLIOTT ROBERT J. , SIU TAK KUEN , CHAN LEUNGLUNG
Published: September 2006

In this paper we develop a method for pricing derivatives under a Markov switching version of the Heston-Nandi GARCH (1, 1) model by using a well known tool from actuarial science, namely the Esscher transform. We suppose that the dynamics of the GARCH process switch over time according to one of the regimes described by the states of an observable Markov chain process. By augmenting the conditional Esscher transform with the observable Markov switching process, a Markov switching conditional Esscher transform (MSCET) is developed to identify a martingale measure for option valuation in the incomplete market described by our model. We provide an alternative approach for the derivation of an analytical option valuation formula under the Markov switching Heston-Nandi GARCH (1, 1) model. The use of the MSCET can be justified by considering a utility maximization problem with respect to a power utility function associated with the Markov switching risk-averse parameters.
STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY
Authors: PANG TAO
Published: September 2006

A portfolio optimization problem on an infinite time horizon is considered. Risky asset price obeys a logarithmic Brownian motion, and the interest rate varies according to an ergodic Markov diffusion process. Moreover, the interest rate fluctuation is correlated with the risky asset price fluctuation. The goal is to choose optimal investment and consumption policies to maximize the infinite horizon expected discounted log utility of consumption. A dynamic programming principle is used to derive the dynamic programming equation (DPE). The explicit solutions for optimal consumption and investment control policies are obtained. In addition, for a special case, an explicit formula for the value function is given.
A NOTE ON IRREVERSIBLE INVESTMENT, HEDGING AND OPTIMAL CONSUMPTION PROBLEMS
Authors: HENDERSON VICKY , HOBSON DAVID
Published: September 2006

A canonical problem in real option pricing, as described in the classic text of Dixit and Pindyck [2], is to determine the optimal time to invest at a fixed cost, to receive in return a stochastic cashflow. In this paper we are interested in this problem in an incomplete market where the cashflow is not spanned by the traded assets. We follow the formulation in Miao and Wang [21]; our contribution is to show that significant progress can be made in solving the Hamilton-Jacobi-Bellman equation and that the optimal exercise threshold can be characterized quite precisely.
AN INTENSITY-BASED APPROACH TO THE VALUATION OF MORTGAGE CONTRACTS AND COMPUTATION OF THE ENDOGENOUS MORTGAGE RATE
Authors: GONCHAROV YEVGENY
Published: September 2006

This paper gives a general mortgage model subject to sub-optimal prepayment behavior of borrowers. The proposed classification of approaches to the option-based and mortgage-rate-based (MRB) specification is validated by the fact that these two approaches require different analytical and numerical tools. With the option-based specification of the prepayment intensity, our model is the first continuous-time model; this gives advantage in the numerical treatment of the model. We propose a new approach based on the MRB idea with the endogenous mortgage rate process. The mortgage rate process is defined and the existence of a solution is proven for the option-based specification of the prepayment process. A numerical procedure for finding the endogenous mortgage rate is proposed.
OPTIMAL CONSTANT-REBALANCED PORTFOLIO INVESTMENT STRATEGIES FOR DYNAMIC PORTFOLIO SELECTION
Authors: LI ZHONG-FEI , NG KAI W. , TAN KEN SENG , YANG HAILIANG
Published: September 2006

In this paper we propose a variant of the continuous-time Markowitz mean-variance model by incorporating the Earnings-at-Risk measure in the portfolio optimization problem. Under the Black-Scholes framework, we obtain closed-form expressions for the optimal constant-rebalanced portfolio (CRP) investment strategy. We also derive explicitly the corresponding mean-EaR efficient portfolio frontier, which is a generalization of the Markowitz mean-variance efficient frontier.
An Application of Self-Organizing Maps to Financial Structure Analysis of Keiretsu versus Non-Keiretsu Firms in Japan
Authors: Cheh John J. , Lapshin Evgeny A. , Kim Il-Woon
Published: September 2006

It has been argued that keiretsu in Japan allows its member firms to maintain a financial structure different from that of non-keiretsu member firms. In this paper, we use two different types of financial statement ratio analysis techniques to discover whether Kohonen's self-organizing map (SOM) is able to uncover the differences in financial structures between keiretsu and non-keiretsu firms: ad hoc financial ratios and valuation-based financial ratios. We have found some evidence that SOM enables both financial analysis techniques to recognize different financial structures between the two groups of the firms. Implications of this finding for investment decisions have been discussed.
Canadian REITs and Stock Prices: Fractional Cointegration and Long Memory
Authors: Assaf Ata
Published: September 2006

The literature is not clear on whether there are co-dependencies domestically across real estate and stock markets, despite the importance of this question for portfolio diversification strategies. In this article, we use fractional cointegration and long memory techniques to search for co-dependence in the Canadian markets. The measures of long-term persistence employed are the modified rescaled range statistic (R/S) proposed by Lo (1991), and the rescaled variance (V/S) statistic proposed by Giraitis et al. (2003). We find evidence to suggest long co-memories between stock and securitized property markets in the long term, but some evidence is also found in some sub-samples. The implication of our results is that securitized property and stocks are not considered to be substitutable assets over the short run and these assets may be held together in a portfolio for diversification purposes. However, over the long run, there is less benefit of holding both assets in a portfolio, since a fractional cointegration is found in the residual series.
Business Failure Prediction: A Case-Based Reasoning Approach
Authors: Yip Angela Y. N.
Published: September 2006

Case-based reasoning (CBR) is a problem-solving paradigm that uses past experiences to solve new problems. Nearest neighbor is a common CBR algorithm for retrieving similar cases, whose similarity function is sensitive to irrelevant attributes. Taking the relevancy of the attributes into account can reduce this sensitivity, leading to a more effective retrieval of similar cases. In this paper, statistical evaluation is used for assigning relative importance of the attributes. This approach is applied to predict business failures in Australia using financial data. The results in this study indicate it is an effective and competitive alternative to predict business failures in a comprehensible manner. This study also investigates the usefulness of non-financial data derived from auditor's and directors' reports for business failure prediction. The results suggest that the particular non-financial attributes identified are not as effective as the financial attributes in explaining business failures.
Beta Estimation and Stability in the US-Listed International Transportation Industry
Authors: Gong Stephen X. H. , Firth Michael , Cullinane Kevin
Published: September 2006

Although perceived as risk-laden, cyclical businesses with high financial and operating leverage, relatively low beta risks have been documented for the international transportation industry. This paper analyses whether such results are robust to different estimation designs and asserts that previous beta estimates are confounded by sample selection problems. Developing a more representative sample and implementing a number of different estimation designs, a range of industry beta estimates are derived. It is concluded that beta estimates of US-listed international transportation stocks are sensitive to estimation design and that industry beta risk is time-varying. This has implications for the industry cost of capital and pricing policies.
DISSECTING INDIVIDUAL LIGAND–RECEPTOR BONDS WITH A LAMINAR FLOW CHAMBER
Authors: PIERRES ANNE , VITTE JOANA , BENOLIEL ANNE-MARIE , BONGRAND PIERRE
Published: September 2006

The most important function of proteins may well be to bind to other biomolecules. It has long been felt that kinetic rates of bond formation and dissociation between soluble receptors and ligands might account for most features of the binding process. Only theoretical considerations allowed to predict the behaviour of surface-attached receptors from the properties of soluble forms. During the last decade, experimental progress essentially based on flow chambers, atomic force microscopes or biomembrane force probes allowed direct analysis of biomolecule interaction at the single bond level and gave new insight into previously ignored features such as bond mechanical properties or energy landscapes. The aim of this review is (i) to describe the main advances brought by laminar flow chambers, including information on bond response to forces, multiplicity of binding states, kinetics of bond formation between attached structures, effect of molecular environment on receptor efficiency and behaviour of multivalent attachment, (ii) to compare results obtain by this and other techniques on a few well defined molecular systems, and (iii) to discuss the limitations of the flow chamber method. It is concluded that a new framework may be needed to account for the effective behaviour of biomolecule association.
AN OVERVIEW OF THE STRETCHED INTERMEDIATE MODEL OF B–Z DNA TRANSITION
Authors: LIM WILBER , FENG YUAN PING
Published: September 2006

Recently, the stretched intermediate model was proposed for the B–Z deoxyribonucleic acid (DNA) transition based on simulation results carried out using the Stochastic Difference Equation (SDE) that showed unwinding and elongation of the oligomer during the transition. This model has proven to be successful in resolving the steric dilemma in short oligomers. However, extending the simulation method to larger DNA strands may prove to be computationally challenging. Such difficulty has led us to adopt a mean field approach using phenomenological interaction potentials to simulate the transition. Like the atomistic approach, the SDE simulations based on the mean field approach, also suggest the presence of a stretched intermediate during the transition.
THE ROLE OF ANTIFREEZE PROTEIN TYPE I IN ICE NUCLEATION INHIBITION
Authors: DU NING , LIU X. Y. , LI H. , HEW CHOY LEONG
Published: September 2006

The effect of Antifreeze Protein Type I (AFP I, one type of fish antifreeze protein) on ice crystallization was examined quantitatively based on a "micro-sized ice nucleation" technique. It is found that Antifreeze Proteins can inhibit the ice nucleation process by adsorbing onto both the surface of ice nuclei and that of foreign dusts. This leads to an increase of the ice nucleation barrier and the desolvation kink kinetics barrier. Based on the latest nucleation model, the increases in the ice nucleation barrier and the kink kinetics barrier were measured. This enables us to quantitatively examine the antifreeze mechanism of AFP I.