Continuum elastic theory for dynamics of surfaces and interfaces

This thesis is divided into three parts, different by problems they deal with, but similar by underlying assumptions (crystals are treated as classical elastic anisotropic media) and methods of solving (vibrational Green\u27s functions). (i) In the first part we compute the density of vibrational modes for a vicinal Ni(977) surface. In the spectrum we find new step induced modes which are compared with recently reported experimental data for Ni(977) surface obtained by inelastic atom scattering. (ii) In the second part we study damping of low-frequency adsorbate vibrations via resonant coupling to the substrate phonons. Our theory provides a general expression for the vibrational damping rate which can be applied to widely varying coverages and arbitrary overlayer structures. The damping rates predicted by our theory for CO on Cu(100) are in excellent quantitative agreement with available experimental data. (iii) In the third part we develop a theory for the density of vibrational modes at the surface of a thin film of one anisotropic solid an on top of the other. We compute the density of modes for a GaN film on a sapphire substrate for a wide range of wavevector and frequency, and obtain dispersion maps which contain waves trapped between the surface of the film and the interface. Two families of the trapped modes were observed: Love waves and generalized Lamb waves. We also study the effect of threading edge dislocations (majority of defects in the GaN film) on the trapped modes. At the experimental dislocation density the effect is negligible

Continuum elastic theory for dynamics of surfaces and interfaces

This thesis is divided into three parts, different by problems they deal with, but similar by underlying assumptions (crystals are treated as classical elastic anisotropic media) and methods of solving (vibrational Green\u27s functions). (i) In the first part we compute the density of vibrational modes for a vicinal Ni(977) surface. In the spectrum we find new step induced modes which are compared with recently reported experimental data for Ni(977) surface obtained by inelastic atom scattering. (ii) In the second part we study damping of low-frequency adsorbate vibrations via resonant coupling to the substrate phonons. Our theory provides a general expression for the vibrational damping rate which can be applied to widely varying coverages and arbitrary overlayer structures. The damping rates predicted by our theory for CO on Cu(100) are in excellent quantitative agreement with available experimental data. (iii) In the third part we develop a theory for the density of vibrational modes at the surface of a thin film of one anisotropic solid an on top of the other. We compute the density of modes for a GaN film on a sapphire substrate for a wide range of wavevector and frequency, and obtain dispersion maps which contain waves trapped between the surface of the film and the interface. Two families of the trapped modes were observed: Love waves and generalized Lamb waves. We also study the effect of threading edge dislocations (majority of defects in the GaN film) on the trapped modes. At the experimental dislocation density the effect is negligible

Pricing Counterparty Risk at the Trade Level and CVA Allocations

We address the problem of allocating the counterparty-level credit valuation adjustment (CVA) to the individual trades composing the portfolio. We show that this problem can be reduced to calculating contributions of the trades to the counterparty-level expected exposure (EE) conditional on the counterparty&amp;#x27;s default. We propose a methodology for calculating conditional EE contributions for both collateralized and non-collateralized counterparties. Calculation of EE contributions can be easily incorporated into exposure simulation processes that already exist in a financial institution. We also derive closed-form expressions for EE contributions under the assumption that trade values are normally distributed. Analytical results are obtained for the case when the trade values and the counterparty&amp;#x27;s credit quality are independent as well as when there is a dependence between them (wrong-way risk).</jats:p