A submillimeter interference spectrometer - Characteristics, performance and measurements

Performance characteristics of interference spectrometer using submillimeter wave

Implementation of A Least Squares Method To A Navier-Stokes Solver

The Navier-Stokes equations are used to model fluid flow. Examples include fluid structure interactions in the heart, climate and weather modeling, and flow simulations in computer gaming and entertainment. The equations date back to the 1800s, but research and development of numerical approximation algorithms continues to be an active area. To numerically solve the Navier-Stokes equations we implement a least squares finite element algorithm based on work by Roland Glowinski and colleagues. We use the deal.II academic library , the C++ language, and the Linux operating system to implement the solver. We investigate convergence rates and apply the least squares solver to the lid driven cavity problem and discuss results

Experimental and numerical investigation of the reflection coefficient and the distributions of Wigner's reaction matrix for irregular graphs with absorption

We present the results of experimental and numerical study of the distribution of the reflection coefficient P(R) and the distributions of the imaginary P(v) and the real P(u) parts of the Wigner's reaction K matrix for irregular fully connected hexagon networks (graphs) in the presence of strong absorption. In the experiment we used microwave networks, which were built of coaxial cables and attenuators connected by joints. In the numerical calculations experimental networks were described by quantum fully connected hexagon graphs. The presence of absorption introduced by attenuators was modelled by optical potentials. The distribution of the reflection coefficient P(R) and the distributions of the reaction K matrix were obtained from the measurements and numerical calculations of the scattering matrix S of the networks and graphs, respectively. We show that the experimental and numerical results are in good agreement with the exact analytic ones obtained within the framework of random matrix theory (RMT).Comment: 15 pages, 8 figure

Estimation of System Parameters in Discrete Dynamical Systems from Time Series

We propose a simple method to estimate the parameters involved in discrete dynamical systems from time series. The method is based on the concept of controlling chaos by constant feedback. The major advantages of the method are that it needs a minimal number of time series data and is applicable to dynamical systems of any dimension. The method also works extremely well even in the presence of noise in the time series. The method is specifically illustrated by means of logistic and Henon maps.Comment: 4 page

Measuring portfolio performance using a modified measure of risk

This paper reports the results of an investigation into the properties of a theoretical modification of beta proposed by Leland (1999) and based on earlier work of Rubinstein (1976). It is shown that when returns are elliptically symmetric, beta is the appropriate measure of risk and that there are other situations in which the modified beta will be similar to the traditional measure based on the capital asset pricing model. For the case where returns have a normal distribution, it is shown that the criterion either does not exist or reduces exactly to the conventional beta. It is therefore conjectured that the modified measure will only be useful for portfolios that have nonstandard return distributions which incorporate skewness. For such situations, it is shown how to estimate the measure using regression and how to compare the resulting statistic with a traditional estimated beta using Hotelling's test. An empirical study based on stocks from the FTSE350 does not find evidence to support the use of the new measure even in the presence of skewness.Journal of Asset Management (2007) 7, 388-403. doi:10.1057/palgrave.jam.225005

Robust pricing and hedging of double no-touch options

Double no-touch options, contracts which pay out a fixed amount provided an underlying asset remains within a given interval, are commonly traded, particularly in FX markets. In this work, we establish model-free bounds on the price of these options based on the prices of more liquidly traded options (call and digital call options). Key steps are the construction of super- and sub-hedging strategies to establish the bounds, and the use of Skorokhod embedding techniques to show the bounds are the best possible. In addition to establishing rigorous bounds, we consider carefully what is meant by arbitrage in settings where there is no {\it a priori} known probability measure. We discuss two natural extensions of the notion of arbitrage, weak arbitrage and weak free lunch with vanishing risk, which are needed to establish equivalence between the lack of arbitrage and the existence of a market model.Comment: 32 pages, 5 figure

Pre-transplant antibody screening and anti-CD154 costimulation blockade promote long-term xenograft survival in a pig-to-primate kidney transplant model

Xenotransplantation has the potential to alleviate the organ shortage that prevents many patients with end-stage renal disease from enjoying the benefits of kidney transplantation. Despite significant advances in other models, pig-to-primate kidney xenotransplantation has met limited success. Preformed anti-pig antibodies are an important component of the xenogeneic immune response. To address this, we screened a cohort of 34 rhesus macaques for anti-pig antibody levels. We then selected animals with both low and high titers of anti-pig antibodies to proceed with kidney transplant from galactose-α1,3-galactose knockout/CD55 transgenic pig donors. All animals received T-cell depletion followed by maintenance therapy with costimulation blockade (either anti-CD154 mAb or belatacept), mycophenolate mofetil, and steroid. The animal with the high titer of anti-pig antibody rejected the kidney xenograft within the first week. Low-titer animals treated with anti-CD154 antibody, but not belatacept exhibited prolonged kidney xenograft survival (>133 and >126 vs. 14 and 21 days, respectively). Long-term surviving animals treated with the anti-CD154-based regimen continue to have normal kidney function and preserved renal architecture without evidence of rejection on biopsies sampled at day 100. This description of the longest reported survival of pig-to-non-human primate kidney xenotransplantation, now >125 days, provides promise for further study and potential clinical translation

Slowing and cooling molecules and neutral atoms by time-varying electric field gradients

A method of slowing, accelerating, cooling, and bunching molecules and neutral atoms using time-varying electric field gradients is demonstrated with cesium atoms in a fountain. The effects are measured and found to be in agreement with calculation. Time-varying electric field gradient slowing and cooling is applicable to atoms that have large dipole polarizabilities, including atoms that are not amenable to laser slowing and cooling, to Rydberg atoms, and to molecules, especially polar molecules with large electric dipole moments. The possible applications of this method include slowing and cooling thermal beams of atoms and molecules, launching cold atoms from a trap into a fountain, and measuring atomic dipole polarizabilities.Comment: 13 pages, 10 figures. Scheduled for publication in Nov. 1 Phys. Rev.