Nice Behavior Research Articles

Advanced Analytics for the SABR Model

In this paper, we present advanced analytical formulas for SABR model option pricing. The first technical result consists of a new exact formula for the zero correlation case. This closed form is a simple 2D integration of elementary functions, particularly attractive for numerical implementation. The second result is an effective approximation of the general correlation case. We use a map to the zero correlation case having a nice behavior on strike edges. The map formulas are easily implemented and do not contain any numerical integration.These formulas are important in volatility surface construction and CMS products replication because they provide correct behavior for far strikes and reduced approximation error. The latter is also helpful for dynamic SABR models.

Novel Low-Temperature Electrolyte for Li-Ion Battery

In order to overcome the limitation of Li-ion batteries at low temperature, series of electrolytes are prepared. Specially，FEC is chose to work as electrolyte solvent to enhance its poor performance. Electrolytes are composed of EC, PC, EMC and FEC, while VC is added as additive. Electrolytes with different ratio are examined, then the electrolyte with the best conductivity is studied in detail. Its characters are evaluated by CV, EIS and charge/discharge tests et al. The discharge curves of LiCo1/3Ni1/3Mn1/3O2/Li show that battery with this FEC-based electrolyte at 233K could yield 51% of room temperature capacity. Most obviously, MCMB/Li half cell with this electrolyte could fill 91% of its normal capacity at 233K while batteries barely charge any with traditional electrolyte（LiPF6/EC+DMC(1:1 in volume)）. This nice charge behavior won’t emerge unless the conductivity could basically meet the demand at 233K. The property of FEC-based electrolyte outweighs commercialized electrolyte as this article confirms.

Lovelock theories, holography and the fate of the viscosity bound

We consider Lovelock theories of gravity in the context of AdS/CFT. We show that, for these theories, causality violation on a black hole background can occur well in the interior of the geometry, thus posing more stringent constraints than were previously found in the literature. Also, we find that instabilities of the geometry can appear for certain parameter values at any point in the geometry, as well in the bulk as close to the horizon. These new sources of causality violation and instability should be related to CFT features that do not depend on the UV behavior. They solve a puzzle found previously concerning unphysical negative values for the shear viscosity that are not ruled out solely by causality restrictions. We find that, contrary to previous expectations, causality violation is not always related to positivity of energy. Furthermore, we compute the bound for the shear viscosity to entropy density ratio of supersymmetric conformal field theories from d = 4 till d = 10 — i.e., up to quartic Lovelock theory –, and find that it behaves smoothly as a function of d. We propose an approximate formula that nicely fits these values and has a nice asymptotic behavior when d → ∞ for any Lovelock gravity. We discuss in some detail the latter limit. We finally argue that it is possible to obtain increasingly lower values for η/s by the inclusion of more Lovelock terms.

A note on the quantization for probability measures with respect to the geometric mean error

We study the quantization with respect to the geometric mean error for probability measures μ on \({\mathbb{R}^d}\) for which there exist some constants C, η > 0 such that \({\mu(B(x,\varepsilon))\leq C\varepsilon^\eta}\) for all e > 0 and all \({x\in\mathbb{R}^d}\) . For such measures μ, we prove that the upper quantization dimension \({\overline{D}(\mu)}\) of μ is bounded from above by its upper packing dimension and the lower one \({\underline{D}(\mu)}\) is bounded from below by its lower Hausdorff dimension. This enables us to calculate the quantization dimension for a large class of probability measures which have nice local behavior, including the self-affine measures on general Sierpinski carpets and self-conformal measures. Moreover, based on our previous work, we prove that the upper and lower quantization coefficient for a self-conformal measure are both positive and finite.

Model Reference Adaptive Control Using Simultaneous Probing, Estimation, and Control

Recently the use of a linear periodic controller has been proposed to solve the model reference adaptive control problem. The resulting controller can handle rapid changes in plant parameters, and it can provide nice transient behavior with arbitrarily good steady-state tracking using a control signal which remains modest in size. However, it also has some undesireable features: i) the proposed sampled-data controller achieves good performance by using a small sampling period, which results in large gains and a correspondingly poor noise tolerance, ii) a rapidly varying control signal is used, which may require a fast actuator, and iii) the closer to optimality that we wish to get, the more complex the controller. In this paper, we completely redesign the control law to significantly alleviate these problems; the new design provides better noise performance, especially when the sign of the high frequency gain is known, uses a smoother and smaller control signal, has a fixed complexity, independent of the desired level of performance, and is more intuitively appealing, in that probing, estimation, and control are now carried out in parallel rather than in series.

Routing Concurrent Video Signals over SDH Networks

Abstract Synchronous Digital Hierarchy (SDH) is a standard for data transmission over telecommunication networks which is often used for framing and synchronization at the physical layer. SDH networks can carry large payloads, but, at the same time, accommodate lower speed signals packed into elementary transport units. The price of this flexibility consists of a potential waste of capacity, due to the complexity of simultaneously determining an efficient signal packing and routing. We address the problem of maximizing the number of communication requests of a given set which can be routed so as to fulfill capacity restrictions (on links and encoders/decoders) and additional constraints imposed by the signal packing mechanism. Despite the technological complexity, we show that a flow formulation can still be provided including signal packing. This formulation shows a nice experimental behavior when tested on the video network of one major Italian broadcasting company.

A proposal for covariant renormalizable field theory of gravity

The class of covariant gravity theories which have nice ultraviolet behavior and seem to be (super)-renormalizable is proposed. The apparent breaking of Lorentz invariance occurs due to the coupling with the effective fluid which is induced by Lagrange multiplier constrained scalar field. Spatially-flat FRW cosmology for such covariant field gravity may have accelerating solutions. Renormalizable versions of more complicated modified gravity which depends on Riemann and Ricci tensor squared may be constructed in the same way.

Electrochemical copolymerization of dibenzo-18-crown-6 and carbazole and characterization of their copolymer

The electrochemical copolymerization of carbazole (CZ) and dibenzo-18-crown-6 (DBC) was successfully achieved in pure boron trifluoride diethyl etherate (BFEE) by direct anodic oxidation of the monomer mixtures on the platinum or stainless steel electrodes. The optimal feed ratio together with the suitable applied potential for their copolymerization was determined. The copolymer films, which were electrosynthesized with a feed ratio of CZ/DBC = 1:5, owned both the advantages of poly(dibenzo-18-crown-6) (PDBC) and polycarbazole (PCZ), such as nice electrochemical behavior, excellent fluorescence properties and good mechanical properties. Besides, the copolymers possessed better thermal stability and higher electrical conductivity than those of PDBC or PCZ. The structure of the copolymers was investigated by UV–vis and FT-IR spectroscopy. Fluorescent spectral studies revealed that the dedoped copolymer film was a good blue-light emitter with strong emission at 410 nm. With these advantageous properties, as-formed poly(CZ-co-DBC) films may be a good candidate for optoelectronic devices.

Ho3+ carbon paste sensor based on multi-walled carbon nanotubes: Applied for determination of holmium content in biological and environmental samples

Abstract For the first time a novel multi-walled carbon nanotubes (MWCNTs) modified Ho3+ carbon paste sensor is introduced. The electrode with a composition containing 20% paraffin oil, 60% graphite powder, 15% N-(1-thia-2-ylmethylene)-1,3-benzothiazole-2-amine (TBA) as an ionophore, and 5% MWCNTs, exhibits a stable potential response to Ho3+ ions with a nice Nernstian behavior (19.3 ± 0.3 mV decade− 1) in a wide dynamic linear concentration range of Ho3+ ions (1 × 10− 8–1.0 × 10− 2 M). In the absence of MWCNTs, sensitivity of the Ho3+ sensor was relatively poor. The proposed modified Ho3+ sensor shows very low detection limit (7.0 × 10− 9 M) and a fast response time (13 s). It has a long life time (more than 2 months) and its response is independent of pH in the range of 3.8–7.5. In term of selectivity, Ho3+ sensor has a good selectivity over all lanthanide members and common alkali and alkaline earth metal ions. The Ho3+ sensor was applied for the determination of Ho3+ ion concentration in water, holmium alloys and synthetic human serum.

A Bilinear Pseudodifferential Calculus

In this paper we construct a new class of bilinear pseudodifferential operators which contains both the Coifman-Meyer class as well as the non-translation invariant class closely related both to the bilinear Hilbert transform and previously studied in Bényi et al. (J. Geom. Anal. 16(3):431–453, 2006), Bényi et al. (J. Anal. Math., 2009), Bernicot (Anal. PDE 1:1–27, 2008) as well as the bilinear Marcinkiewicz class studied in Grafakos and Kalton (Stud. Math. 146(2):115–156, 2001). We prove boundedness on Sobolev spaces for these operators as well as establish a symbolic calculus that exhibits the nice behavior of our new class under transposition and composition with linear operators.

Isometric Embeddings into the Minkowski Space and New Quasi-Local Mass

The definition of quasi-local mass for a bounded space-like region in space-time is essential in several major unsettled problems in general relativity. The quasi-local mass is expected to be a type of flux integral on the boundary two-surface and should be independent of whichever space-like region it bounds. An important idea which is related to the Hamiltonian formulation of general relativity is to consider a reference surface in a flat ambient space with the same first fundamental form and derive the quasi-local mass from the difference of the extrinsic geometries. This approach has been taken by Brown-York and Liu-Yau (see also related works) to define such notions using the isometric embedding theorem into the Euclidean three-space. However, there exist surfaces in the Minkowski space whose quasilocal mass is strictly positive. It appears that the momentum information needs to be accounted for to reconcile the difference. In order to fully capture this information, we use isometric embeddings into the Minkowski space as references. In this article, we first prove an existence and uniqueness theorem for such isometric embeddings. We then solve the boundary value problem for Jang's equation as a procedure to recognize such a surface in the Minkowski space. In doing so, we discover new expression of quasi-local mass. The new mass is positive when the ambient space-time satisfies the dominant energy condition and vanishes on surfaces in the Minkowski space. It also has the nice asymptotic behavior at spatial and null infinity. Some of these results were announced in [29].

Homogeneous large-area graphene layer growth on6H-SiC(0001)

Homogeneous large-area graphene monolayers were successfully prepared ex situ on $6H$-SiC(0001). The samples have been studied systematically and the results are compared with those from a sample cut from the same wafer and prepared by in situ heating. The formation of smaller graphene flakes was found on the in situ prepared sample, which is in line with earlier observations. Distinctly different results are observed from the ex situ graphene layers of different thicknesses, which are proposed as a guideline for determining graphene growth. Recorded $\text{C}\text{ }1s$ spectra consisted of three components: bulk SiC, graphene $(G)$, and interface $(I)$, the latter being a $6\sqrt{3}$ layer. Extracted intensity ratios of $G/I$ were found to give a good estimate of the thickness of graphene. Differences are also revealed in micro low energy electron diffraction images and electron reflectivity curves. The diffraction patterns were distinctly different from a monolayer thickness up to three layers. At a larger thickness only the graphitelike spot was visible. The electron reflectivity curve showed a nice oscillation behavior with kinetic energy and as a function of the number of graphene layers. The graphene sheets prepared were found to be very inert and the interface between the substrate and the layer(s) was found to be quite abrupt. No free Si could be detected in or on the graphene layers or at the interface.

Multivariate trimmed means based on the Tukey depth

In univariate statistics, the trimmed mean has long been regarded as a robust and efficient alternative to the sample mean. A multivariate analogue calls for a notion of trimmed region around the center of the sample. Using Tukey's depth to achieve this goal, this paper investigates two types of multivariate trimmed means obtained by averaging over the trimmed region in two different ways. For both trimmed means, conditions ensuring asymptotic normality are obtained; in this respect, one of the main features of the paper is the systematic use of Hadamard derivatives and empirical processes methods to derive the central limit theorems. Asymptotic efficiency relative to the sample mean as well as breakdown point are also studied. The results provide convincing evidence that these location estimators have nice asymptotic behavior and possess highly desirable finite-sample robustness properties; furthermore, relative to the sample mean, both of them can in some situations be highly efficient for dimensions between 2 and 10.

Stability of Indices in the KKT Conditions and Metric Regularity in Convex Semi-Infinite Optimization

This paper deals with a parametric family of convex semi-infinite optimization problems for which linear perturbations of the objective function and continuous perturbations of the right-hand side of the constraint system are allowed. In this context, Canovas et al. (SIAM J. Optim. 18:717–732, [2007]) introduced a sufficient condition (called ENC in the present paper) for the strong Lipschitz stability of the optimal set mapping. Now, we show that ENC also entails high stability for the minimal subsets of indices involved in the KKT conditions, yielding a nice behavior not only for the optimal set mapping, but also for its inverse. Roughly speaking, points near optimal solutions are optimal for proximal parameters. In particular, this fact leads us to a remarkable simplification of a certain expression for the (metric) regularity modulus given in Canovas et al. (J. Glob. Optim. 41:1–13, [2008]) (and based on Ioffe (Usp. Mat. Nauk 55(3):103–162, [2000]; Control Cybern. 32:543–554, [2003])), which provides a key step in further research oriented to find more computable expressions of this regularity modulus.

Steiner distance and convexity in graphs

We use the Steiner distance to define a convexity in the vertex set of a graph, which has a nice behavior in the well-known class of HHD-free graphs. For this graph class, we prove that any Steiner tree of a vertex set is included into the geodesical convex hull of the set, which extends the well-known fact that the Euclidean convex hull contains at least one Steiner tree for any planar point set. We also characterize the graph class where Steiner convexity becomes a convex geometry, and provide a vertex set that allows us to rebuild any convex set, using convex hull operation, in any graph.

Asymptotical behavior of finite and possible discontinuous economies

We consider a finite economy in which the data are depending on an exogenous parameter and the utilities satisfy a condition, previously introduced by the authors and called sequential pseudocontinuity, weaker than sequential lower semicontinuity and than sequential upper semicontinuity. We show that the economy has a nice asymptotical behavior, that is: for any sequence (xn)n of exogenous parameters converging to xo, any convergent subsequence of a sequence of approximate competitive equilibria of \({(\mathcal{E}(x_n ))_n}\) converges to an exact equilibrium of \({\mathcal{E}(x_o )}\) .

Highly selective and sensitive monohydrogen phosphate membrane sensor based on molybdenum acetylacetonate

In this work, a highly selective and sensitive monohydrogen phosphate membrane sensor based on a molybdenum bis(2-hydroxyanil) acetylacetonate complex (MAA) is reported. The sensor shows a linear dynamic range between 1.0 × 10 −1 and 1.0 × 10 −7 M, with a nice Nernstian behavior (−29.5 ± 0.3 mV decade −1) in pH of 8.2. The detection limit of the electrode is 6.0 × 10 −8 M (∼6 ppb). The best performance was obtained with a membrane composition of 32% poly(vinyl chloride), 58% benzyl acetate, 2% hexadecyltrimethylammonium bromide and 8% MAA. The sensor possesses the advantages of short response time, low detection limit and especially, very good selectivity towards a large number of organic and inorganic anions including salicylate, citrate, tartarate, acetate, oxalate, fluoride, chloride, bromide, iodide, sulfite, sulfate, nitrate, nitrite, cyanide, thiocyanate, perchlorate, metavanadate, and bicarbonate ions. The electrode can be used for at least 10 weeks without any considerable divergence in its slope and detection limit. It was used as an indicator electrode in potentiometric titration of monohydrogenphosphate ion with barium chloride. The proposed sensor was successfully applied to direct determination of monohydrogenphosphate in two fertilizer samples (NPK).

Density-based Globally Convergent Trust-region Methods for Self-consistent Field Electronic Structure Calculations

A theory of globally convergent trust-region methods for self-consistent field electronic structure calculations that use the density matrices as variables is developed. The optimization is performed by means of sequential global minimizations of a quadratic model of the true energy. The global minimization of this quadratic model, subject to the idempotency of the density matrix and the rank constraint, coincides with the fixed-point iteration. We prove that the global minimization of this quadratic model subject to the restrictions and smaller trust regions corresponds to the solution of level-shifted equations. The precise implementation of algorithms leading to global convergence is stated and a proof of global convergence is provided. Numerical experiments confirm theoretical predictions and practical convergence is obtained for difficult cases, even if their geometries are highly distorted. The reduction of the trust region is performed by a strategy that uses the structure of the energy function providing the algorithm with a nice practical behavior. This framework may be applied to any problem with idempotency constraints and for which the derivative of the objective function is a symmetric matrix. Therefore, application to calculations based both on Hartree–Fock or Kohn–Sham density functional theory are straightforward.

Fast and low complexity blind equalization via subgradient projections

We propose a novel blind equalization method based on subgradient search over a convex cost surface. This is an alternative to the existing iterative blind equalization approaches such as the Constant Modulus Algorithm (CMA), which often suffer from the convergence problems caused by their nonconvex cost functions. The proposed method is an iterative algorithm called SubGradient based Blind Algorithm (SGBA) for both real and complex constellations, with a very simple update rule. It is based on the minimization of the l/sub /spl infin// norm of the equalizer output under a linear constraint on the equalizer coefficients using subgradient iterations. The algorithm has a nice convergence behavior attributed to the convex l/sub /spl infin// cost surface as well as the step size selection rules associated with the subgradient search. We illustrate the performance of the algorithm using examples with both complex and real constellations, where we show that the proposed algorithm's convergence is less sensitive to initial point selection, and a fast convergence behavior can be achieved with a judicious selection of step sizes. Furthermore, the amount of data required for the training of the equalizer is significantly lower than most of the existing schemes.

On the Continuity of the Optimal Value in Parametric Linear Optimization: Stable Discretization of the Lagrangian Dual of Nonlinear Problems

This paper is focused on the stability of the optimal value, and its immediate repercussion on the stability of the optimal set, for a general parametric family of linear optimization problems in ℝn. In our approach, the parameter ranges over an arbitrary metric space, and each parameter determines directly a set of coefficient vectors describing the linear system of constraints. Thus, systems associated with different parameters are not required to have the same number (cardinality) of inequalities. In this way, discretization techniques for solving a nominal linear semi-infinite optimization problem may be modeled in terms of suitable parametrized problems. The stability results given in the paper are applied to the stability analysis of the Lagrangian dual associated with a parametric family of nonlinear programming problems. This dual problem is translated into a linear (semi-infinite) programming problem and, then, we prove that the lower semicontinuity of the corresponding feasible set mapping, the continuity of the optimal value function, and the upper semicontinuity of the optimal set mapping are satisfied. Then, the paper shows how these stability properties for the dual problem entail a nice behavior of parametric approximation and discretization strategies (in which an ordinary linear programming problem may be considered in each step). This approximation–discretization process is formalized by means of considering a double parameter: the original one and the finite subset of indices (grid) itself. Finally, the convex case is analyzed, showing that the referred process also allows us to approach the primal problem.