Mass spectrometer with magnetic pole pieces providing the magnetic fields for both the magnetic sector and an ion-type vacuum pump

A mass spectrometer (MS) with unique magnetic pole pieces which provide a homogenous magnetic field across the gap of the MS magnetic sector as well as the magnetic field across an ion-type vacuum pump is disclosed. The pole pieces form the top and bottom sides of a housing. The housing is positioned so that portions of the pole pieces form part of the magnetic sector with the space between them defining the gap region of the magnetic sector, through which an ion beam passes. The pole pieces extend beyond the magnetic sector with the space between them being large enough to accommodate the electrical parts of an ion-type vacuum pump. The pole pieces which provide the magnetic field for the pump, together with the housing form the vacuum pump enclosure or housing

A study of the feasibility of employing a magnetic mass spectrometer for the analysis of the Martian atmosphere

Magnetic-sector mass spectrometer for Mars atmosphere analysi

Anatomy of a cluster IDP. Part 2: Noble gas abundances, trace element geochemistry, isotopic abundances, and trace organic chemistry of several fragments from L2008#5

The topics discussed include the following: noble gas content and release temperatures; trace element abundances; heating summary of cluster fragments; isotopic measurements; and trace organic chemistry

Systemic importance of financial institutions: regulations, research, open issues, proposals

In the field of risk management, scholars began to bring together the quantitative methodologies with the banking management issues about 30 years ago, with a special focus on market, credit and operational risks. After the systemic effects of banks defaults during the recent financial crisis, and despite a huge amount of literature in the last years concerning the systemic risk, no standard methodologies have been set up to now. Even the new Basel 3 regulation has adopted a heuristic indicator-based approach, quite far from an effective quantitative tool. In this paper, we refer to the different pieces of the puzzle: definition of systemic risk, a set of coherent and useful measures, the computability of these measures, the data set structure. In this challenging field, we aim to build a comprehensive picture of the state of the art, to illustrate the open issues, and to outline some paths for a more successful future research. This work appropriately integrates other useful surveys and it is directed to both academic researchers and practitioners

MicroMotility: State of the art, recent accomplishments and perspectives on the mathematical modeling of bio-motility at microscopic scales

Mathematical modeling and quantitative study of biological motility (in particular, of motility at microscopic scales) is producing new biophysical insight and is offering opportunities for new discoveries at the level of both fundamental science and technology. These range from the explanation of how complex behavior at the level of a single organism emerges from body architecture, to the understanding of collective phenomena in groups of organisms and tissues, and of how these forms of swarm intelligence can be controlled and harnessed in engineering applications, to the elucidation of processes of fundamental biological relevance at the cellular and sub-cellular level. In this paper, some of the most exciting new developments in the fields of locomotion of unicellular organisms, of soft adhesive locomotion across scales, of the study of pore translocation properties of knotted DNA, of the development of synthetic active solid sheets, of the mechanics of the unjamming transition in dense cell collectives, of the mechanics of cell sheet folding in volvocalean algae, and of the self-propulsion of topological defects in active matter are discussed. For each of these topics, we provide a brief state of the art, an example of recent achievements, and some directions for future research

The Pitfalls of Central Clearing in the Presence of Systematic Risk

Through the lens of market participants' objective to minimize counterparty risk, we provide an explanation for the reluctance to clear derivative trades in the absence of a central clearing obligation. We develop a comprehensive understanding of the benefits and potential pitfalls with respect to a single market participant's counterparty risk exposure when moving from a bilateral to a clearing architecture for derivative markets. Previous studies suggest that central clearing is beneficial for single market participants in the presence of a sufficiently large number of clearing members. We show that three elements can render central clearing harmful for a market participant's counterparty risk exposure regardless of the number of its counterparties: 1) correlation across and within derivative classes (i.e., systematic risk), 2) collateralization of derivative claims, and 3) loss sharing among clearing members. Our results have substantial implications for the design of derivatives markets, and highlight that recent central clearing reforms might not incentivize market participants to clear derivatives

Credit Contagion in Financial Markets: A Network-Based Approach

We propose a network-based model of credit contagion and examine the e�ects of idiosyncratic and systemic shocks to individual banks and the banking system. The banking system is built as a network in which banks are connected to each other through the interbank market. The microstructure captures the relation between debtors and creditors, and the macroeconomic events capture the sensitivity of the banks' �nancial strenght to macroeconomic events, such as housing. We have demonstrated that while idiosyncratic shocks do not have a potential to substantially disturb the banking system, macroeconomic events of higher magnitudes could be highly harmful, especially if they also spur contagion. In a concerted default of more banks, the stability of a banking system tends to decrease disproportionately. In addition, credit risk analysis is highly sensitive to the network topology and exhibits a nonlinear characteristic. Capital ratio and recovery rates are two additional factors that contribute to the stability of the �nancial system