235 research outputs found

### Numerical analysis for a unified 2 factor model of structural and reduced form types for corporate bonds with fixed discrete coupon

Conditions of Stability for explicit finite difference scheme and some results of numerical analysis for a unified 2 factor model of structural and reduced form types for corporate bonds with fixed discrete coupon are provided. It seems to be difficult to get solution formula for PDE model which generalizes Agliardi's structural model [1] for discrete coupon bonds into a unified 2 factor model of structural and reduced form types and we study a numerical analysis for it by explicit finite difference scheme. These equations are parabolic equations with 3 variables and they include mixed derivatives, so the explicit finite difference scheme is not stable in general. We find conditions for the explicit finite difference scheme to be stable, in the case that it is stable, numerically compute the price of the bond and analyze its credit spread and duration.Comment: 15 pages, 12 figure

### Suppression of DC term in Fresnel digital holography by sequence subtraction of holograms

An experimental method for suppression of DC term in the reconstructed images from Fresnel digital holograms is presented. In this method, two holograms for the same object are captured sequentially and subtracted. Since these two holograms are captured at different moments, they are slightly different from each other for fluctuations of noises. The DC term is suppressed in the image reconstructed from the subtraction hologram, while the two virtual and real images are successfully reconstructed. This method can be potentially used for the improvement of image quality reconstructed from Fresnel digital holograms

### Pricing Corporate Defaultable Bond using Declared Firm Value

We study the pricing problem for corporate defaultable bond from the viewpoint of the investors outside the firm that could not exactly know about the information of the firm. We consider the problem for pricing of corporate defaultable bond in the case when the firm value is only declared in some fixed discrete time and unexpected default intensity is determined by the declared firm value. Here we provide a partial differential equation model for such a defaultable bond and give its pricing formula. Our pricing model is derived to solving problems of partial differential equations with random constants (de- fault intensity) and terminal values of binary types. Our main method is to use the solving method of a partial differential equation with a random constant in every subinterval and to take expectation to remove the random constants.Comment: 12 pages, version 5 is written in tex and accepted in EJMAA(Electronic Journal of Mathematical Analysis and Applications

### Determination of the local contrast of interference fringe patterns using continuous wavelet transform

This essay gives the determination method of the local contrast of interference fringe patterns using continuous wavelet transform

### Influence of halide composition on the structural, electronic, and optical properties of mixed CH$_3$NH$_3$Pb(I$_{1-x}$Br$_x$)$_3$ perovskites calculated using the virtual crystal approximation method

We investigate the structural, electronic and optical properties of mixed bromide-iodide lead perovskite solar cell CH$_3$NH$_3$Pb(I$_{1-x}$Br$_x$)$_3$ by means of the virtual crystal approximation (VCA) within density functional theory (DFT). Optimizing the atomic positions and lattice parameters increasing the bromide content $x$ from 0.0 to 1.0, we fit the calculated lattice parameter and energy band gap to the linear and quadratic function of Br content, respectively, which are in good agreement with the experiment, respecting the Vegard's law. With the calculated exciton binding energy and light absorption coefficient, we make sure that VCA gives consistent results with the experiment, and the mixed halide perovskites are suitable for generating the charge carriers by light absorption and conducting the carriers easily due to their strong photon absorption coefficient, low exciton bindign energy, and high carrier mobility at low Br contents. Furthermore analyzing the bonding lengths between Pb and X (I$_{1-x}$Br$_x$: virtual atom) as well as C and N, we stress that the stability of perovskite solar cell is definitely improved at $x$=0.2

### First-principles study on the electronic and optical properties of inorganic perovskite Rb1-xCsxPbI3 for solar cell applications

Recently, replacing or mixing organic molecules in the hybrid halide perovskites with the inorganic Cs or Rb cations has been reported to increase the material stability with the comparable solar cell performance. In this work, we systematically investigate the electronic and optical properties of all-inorganic alkali iodide perovskites Rb1-xCsxPbI3 using the first-principles virtual crystal approximation calculations. Our calculations show that as increasing the Cs content x, lattice constants, band gaps, exciton binding energies, and effective masses of charge carriers decrease following the quadratic (linear for effective masses) functions, while static dielectric constants increase following the quadratic function, indicating an enhancement of solar cell performance upon the Rb addition to CsPbI3. When including the many-body interaction within the GW approximation and incorporating the spin-orbit coupling (SOC), we obtain more reliable band gap compared with experiment for CsPbI3, highlighting the importance of using GW+SOC approach for the all-inorganic as well as organic-inorganic hybrid halide perovskite materials

### Control of the Optical Response of an Artificial Hybrid Nanosystem Due to the Plasmon-Exciton Plasmon Coupling Effect

The optical response of an artificial hybrid molecule system composed of two metallic nanoparticles (MNPs) and a semiconductor quantum dot (SQD) is investigated theoretically due to the plasmon-exciton-plasmon coupling effects on the absorption properties of the hybrid nanosystem, which depends on the interaction between the induced dipole moments in the SQD and the MNPs, respectively. We show that the strong coupling of exciton and localized surface plasmons in such a hybrid molecules leads to appealing, tunable optical properties by adjusting the symmetry of the hybrid molecule nanosystem with controllable interparticle distances. We also address here the influence of the size of the MNPs and dielectric constant of the background medium on the optical absorption of the MNPs and SQD, respectively, which results in the interparticle Foster resonance energy transfer (FRET). Our results will open an avenue to deal with the surface-enhanced spectroscopies and potential application of the quantum information

### A Measurement Method of Diffusion Coefficient of Liquid Using Radial Laser Rays Formed By Cylindrical Refractive System

The precision measurement of diffusion coefficient of solution is very important for the clear understanding of material transfer and interaction between the materials. But the high precision measurement of diffusion coefficient is very difficult compared to that of the other physical quantities. In this paper, we have proposed a new method to determine the diffusion coefficient by using the radial laser rays formed by cylindrical refractive system (cylindrical glass rod) and CCD camera. The cylindrical glass rod is placed in front of laser device and then, the laser rays spread radially. The slant curve with normal distribution profile is observed by illuminating these rays to the diffusion layer boundary. This curve is recorded on PC by CCD (charge coupled device) camera and the shape of this curve varies with time. The variation of maximum value with time in the curve determines diffusion coefficient. The measured diffusivity value is in good agreement with the previous experimental result in the tendency

### Interparticle Coupling Effects of Two Quantum Dots System on the Transport Properties of a Single Plasmon

Transport properties of a single plasmon interacting with two quantum dots (QDs) system coupled to one-dimensional surface plasmonic waveguide are investigated theoretically via the real-space approach. We mainly focus on the coupling effects of the two QDs on the transmission properties of a single incident plasmon. We demonstrated that switching of a single plasmon can be achieved by controlling the interparticle distance, the interparticle coupling strength, and the QD-waveguide coupling strength, as well as spectral detuning. We also showed that the coupling between the continuum excitations and the discrete excitations results in the Fano-type transmission spectrum. The transport properties of a single plasmon interacting with such a two direct coupled QDs system could find the applications in the design of plasmonic nanodevices, such as single photon switching and nanomirrors, and in quantum information processing

### First-principles study on the chemical decomposition of inorganic perovskites \ce{CsPbI3} and \ce{RbPbI3} at finite temperature and pressure

Inorganic halide perovskite \ce{Cs(Rb)PbI3} has attracted significant research interest in the application of light-absorbing material of perovskite solar cells (PSCs). Although there have been extensive studies on structural and electronic properties of inorganic halide perovskites, the investigation on their thermodynamic stability is lack. Thus, we investigate the effect of substituting Rb for Cs in \ce{CsPbI3} on the chemical decomposition and thermodynamic stability using first-principles thermodynamics. By calculating the formation energies of solid solutions \ce{Cs$_{1-x}$Rb$_x$PbI3} from their ingredients \ce{Cs$_{1-x}$Rb$_x$I} and \ce{PbI2}, we find that the best match between efficiency and stability can be achieved at the Rb content $x\approx$ 0.7. The calculated Helmholtz free energy of solid solutions indicates that \ce{Cs$_{1-x}$Rb$_x$PbI3} has a good thermodynamic stability at room temperature due to a good miscibility of \ce{CsPbI3} and \ce{RbPbI3}. Through lattice-dynamics calculations, we further highlight that \ce{RbPbI3} never stabilize in cubic phase at any temperature and pressure due to the chemical decomposition into its ingredients \ce{RbI} and \ce{PbI2}, while \ce{CsPbI3} can be stabilized in the cubic phase at the temperature range of 0$-$600 K and the pressure range of 0$-$4 GPa. Our work reasonably explains the experimental observations, and paves the way for understanding material stability of the inorganic halide perovskites and designing efficient inorganic halide PSCs
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