Activated associative desorption of C + O → CO from Ru(001) induced by femtosecond laser pulses

The femtosecond-laser induced associative desorption of CO from a C/O coadsorbate on Ru(001) has been investigated. The recombination of the atomic reactants is found to originate predominantly from oxidation of isolated \reactive" carbon atoms, whereas oxidation of surface carbon with carbon-carbon bonds is not observed. Due to the excess of oxygen atoms (C coverage in the few-percent range) the Cads + Oads −> COgas formation exhibits first order kinetics. For both excitation wavelengths 400 and 800 nm, a strongly nonlinear fluence (F) dependence of the CO desorption yield Y is observed with exponents n ≈ 4 in a power law parametrization Y α n. Furthermore, excitation with 400-nm pulses leads to a significantly higher desorption yield as compared to 800-nm laser light with cross sections and desorption probabilities for 400 and 800-nm excitation of σeff = 4.9 · 10-18 cm2, Pdes = 0.07 and σeff = 1.1 · 10-18 cm2, Pdes = 0.03 at an absorbed fluence of = 170 J/m2, respectively. This wavelength dependence is attributed to the shorter optical penetration of 400nm light in the Ru substrate leading to higher surface temperatures at the same absorbed energy rather than to non-thermalized hot electrons. In addition, two-pulse-correlation measurements show a full-width at half-maximum of ˜20 ps excluding a purely electron-driven reaction mechanism, which should exhibit a sub-picosecond response time. However, careful qualitative and quantitative analysis based on frictional modelling of the adsorbate-substrate coupling reveals that the C{O association reaction is mediated by both substrate phonons and electrons. The electronic, i.e. nonadiabatic contribution with a coupling constant of η el = 1/500 fs-1 is responsible for the ultrafast activation of the reaction found in the frictional modelling to occur within ˜1 ps after excitation. Similarities to the associative desorption of N2 (isoelectronic with CO) from N/Ru(001), a system for which density-functional calculations exist, can be drawn. Finally, the energy transfer to nuclear degrees of freedom during the C{O association process on the Ru(001) surface has been studied with time-of-flight measurements. The obtained translational energies expressed by Ttrans = = 2kB ≈ 700K exhibit only a weak dependence on the absorbed laser fluence and are by a factor of ˜3 lower than the calculated surface temperatures present after femtosecond-laser excitation. Possible origins of this discrepancy, such as unequal energy partitioning between the molecular degrees of freedom or nonadiabatic damping, are discussed

Vibrato Monte Carlo sensitivities.

We show how the benefits of the pathwise sensitivity approach to computing Monte Carlo Greeks can be extended to discontinuous payoff functions through a combination of the pathwise approach and the Likelihood Ratio Method. With a variance reduction modification, this results in an estimator which for timestep h has a variance which is O(h−1/2) for discontinuous payoffs and O(1) for continuous payoffs. Numerical results confirm the variance is much lower than the O(h−1) variance of the Likelihood Ratio Method, and the approach is also compatible with the use of adjoints to obtain multiple first order sensitivities at a fixed cost

Adjoint-based Monte Carlo calibration of financial market models

Adjoint equation, Monte Carlo calibration, Multi-layer method, 65C05, 65K05, 90C30, 90C90, 91B28, C61, C63,