535 research outputs found
Optimal quantization for the pricing of swing options
In this paper, we investigate a numerical algorithm for the pricing of swing
options, relying on the so-called optimal quantization method. The numerical
procedure is described in details and numerous simulations are provided to
assert its efficiency. In particular, we carry out a comparison with the
Longstaff-Schwartz algorithm.Comment: 27
Linearized force constants method for lattice dynamics in mixed semiconductors
A simple and accurate method of calculating phonon spectra in mixed
semiconductors alloys, on the basis of preliminarily (from first principles)
relaxed atomic structure, is proposed and tested for (Zn,Be)Se and (Ga,In)As
solid solutions. The method uses an observation that the interatomic force
constants, calculated ab initio for a number of microscopic configurations in
the systems cited, show a clear linear variation of the main (diagonal) values
of the interatomic force constants with the corresponding bond length. We
formulate simple rules about how to recover the individual 3x3 subblocks of the
force constants matrix in their local (bonds-related) coordinate systems and
how to transform them into a global (crystal cell-related) coordinate system.
Test calculations done for 64-atom supercells representing different
concentrations of (Zn,Be)Se and (Ga,In)As show that the phonon frequencies and
compositions of eigenvectors are faithfully reproduced in a linearized force
constants calculation, as compared to true ab initio calculations.Comment: to appear in the proceedings of the Phonons2007 conference (Paris,
July 2007
Suppressing magnetization exchange effects in stimulated-echo diffusion experiments
AbstractExchange of nuclear magnetization between spin pools, either by chemical exchange or by cross-relaxation or both, has a significant influence on the signal attenuation in stimulated-echo-type pulsed field gradient experiments. Hence, in such cases the obtained molecular self-diffusion coefficients can carry a large systematic error. We propose a modified stimulated echo pulse sequence that contains T2-filters during the z-magnetization store period. We demonstrate, using a common theoretical description for chemical exchange and cross-relaxation, that these filters suppress the effects of exchange on the diffusional decay in that frequent case where one of the participating spin pools is immobile and exhibits a short T2. We demonstrate the performance of this experiment in an agarose/water gel. We posit that this new experiment has advantages over other approaches hitherto used, such as that consisting of measuring separately the magnetization exchange rate, if suitable by Goldman–Shen type experiments, and then correcting for exchange effects within the framework of a two-site exchange model. We also propose experiments based on selective decoupling and applicable in systems with no large T2 difference between the different spin pools
Lattice dynamics of mixed semiconductors (Be,Zn)Se from first-principles calculations
Vibration properties of Zn(1-x)Be(x)Se, a mixed II-VI semiconductor
haracterized by a high contrast in elastic properties of its pure constituents,
ZnSe and BeSe, are simulated by first-principles calculations of electronic
structure, lattice relaxation and frozen phonons. The calculations within the
local density approximation has been done with the Siesta method, using
norm-conserving pseudopotentials and localized basis functions; the benchmark
calculations for pure endsystems were moreover done also by all-electron WIEN2k
code. An immediate motivation for the study was to analyze, at the microscopic
level, the appearance of anomalous phonon modes early detected in Raman spectra
in the intermediate region (20 to 80%) of ZnBe concentration. This was early
discussed on the basis of a percolation phenomenon, i.e., the result of the
formation of wall-to-wall --Be--Se-- chains throughout the crystal. The
presence of such chains was explicitly allowed in our simulation and indeed
brought about a softening and splitting off of particular modes, in accordance
with experimental observation, due to a relative elongation of Be--Se bonds
along the chain as compared to those involving isolated Be atoms. The variation
of force constants with interatomic distances shows common trends in relative
independence on the short-range order.Comment: 11 pages, 10 figures, to be published in Phys. Rev.
An Algebraic Formula for Two Loop Renormalization of Scalar Quantum Field Theory
We give a general formula for the two-loop renormalization counterterms of a
scalar quantum field theory with interactions containing up to two derivatives,
which extends 't Hooft's one-loop result. We show that factorizable topologies
do not contribute to the renormalization group equations. The results will be
combined with the geometric method in a subsequent paper to obtain the
renormalization group equations for the scalar sector of effective field
theories (EFT) to two-loop order.Comment: 25 pages, 8 figure
Two Loop Renormalization of Scalar Theories using a Geometric Approach
We derive a general formula for two-loop counterterms in Effective Field
Theories (EFTs) using a geometric approach. This formula allows the two-loop
results of our previous paper to be applied to a wide range of theories. The
two-loop results hold for loop graphs in EFTs where the interaction vertices
contain operators of arbitrarily high dimension, but at most two derivatives.
We also extend our previous one-loop result to include operators with an
arbitrary number of derivatives, as long as there is at most one derivative
acting on each field. The final result for the two-loop counterterms is written
in terms of geometric quantities such as the Riemann curvature tensor of the
scalar manifold and its covariant derivatives. As applications of our results,
we give the two-loop counterterms and renormalization group equations for the
O(n) EFT to dimension six, the scalar sector of the Standard Model Effective
Field Theory (SMEFT) to dimension six, and chiral perturbation theory to order
.Comment: ChPT results to O() now agree with Bijnens, Colangelo, and
Ecker, hep-ph/990733
The predictive value of psychological assessment of candidates for gastric bypass: A medical chart review
Background and Objectives: Guidelines for bariatric surgery demand a psychological evaluation of applicants. The aim of this study was to evaluate if the presence of "psychological risk factors" predicts postoperative weight loss after gastric bypass.
Methods: Medical records of obese women who underwent bariatric surgery between 2000 and 2004 were reviewed. Psychological assessment consisted of a one-hour semi-structured interview, summarized in a written report. Anthropometric assessment at baseline and 6,12,18 and 24 months after surgery included body weight, height and body mass index.
Results: The mean BMI of included patients (N = 92) was 46.2 + 6,3 kg/m2 (range 38.4 - 69.7). Based on the psychological assessment, 27% (N = 25) of the patients were classified as having "psychological risk factors" and 28% (N = 26) were diagnosed with a psychiatric diagnosis, most often major depression. Two years after gastric bypass, 16% of patients with "psychological risk factors" achieved an excellent result (%EWL > 75) versus 39% of those without (p < 0.05). About 1 out of 4 patients was in postoperative psychiatric treatment, but only half of them were identified as having "psychological risk factors" at baseline. Weight loss of patients initiating a psychiatric treatment only after surgery was less than of patients who continued psychiatric treatment already initiated before surgery (55.7 + 14.8 versus 66.5 + 14.2 %EWL).
Conclusions: A single semi-structured psychological interview may identify patients who are at risk for diminished postoperative weight loss; however, psychological assessment did not identify those patients who were in need of a psychiatric postoperative treatment
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