61,790 research outputs found

    A Functional Approach to FBSDEs and Its Application in Optimal Portfolios

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    In Liang et al (2009), the current authors demonstrated that BSDEs can be reformulated as functional differential equations, and as an application, they solved BSDEs on general filtered probability spaces. In this paper the authors continue the study of functional differential equations and demonstrate how such approach can be used to solve FBSDEs. By this approach the equations can be solved in one direction altogether rather than in a forward and backward way. The solutions of FBSDEs are then employed to construct the weak solutions to a class of BSDE systems (not necessarily scalar) with quadratic growth, by a nonlinear version of Girsanov's transformation. As the solving procedure is constructive, the authors not only obtain the existence and uniqueness theorem, but also really work out the solutions to such class of BSDE systems with quadratic growth. Finally an optimal portfolio problem in incomplete markets is solved based on the functional differential equation approach and the nonlinear Girsanov's transformation.Comment: 26 page

    PRISMS: a portable multispectral imaging system for remote in situ examination of wall paintings

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    We present a proto-type portable remote multispectral imaging system, PRISMS (Portable Remote Imaging System for Multispectral Scanning), that is light-weight, flexible and without any cumbersome mechanical structure for in situ high resolution colour and spectral imaging of large and inaccessible paintings such as wall paintings. This is the first instrument to be able to image paintings at inaccessible heights in situ from ground level to produce not only high resolution colour images but also multispectral images

    Baryon states with hidden charm in the extended local hidden gauge approach

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    The s-wave interaction of DˉΛc,DˉΣc,DˉΛc,DˉΣc\bar{D} \Lambda_c, \bar{D} \Sigma_c, \bar{D} \Lambda_c, \bar{D}{}^* \Sigma_c and DˉΣc,DˉΣc\bar{D}\Sigma^*_c, \bar{D}{}^*\Sigma^*_c, is studied within a unitary coupled channels scheme with the extended local hidden gauge approach. In addition to the Weinberg-Tomozawa term, several additional diagrams via the pion-exchange are also taken into account as box potentials. Furthermore, in order to implement the full coupled channels calculation, some of the box potentials which mix the vector-baryon and pseudoscalar-baryon sectors are extended to construct the effective transition potentials. As a result, we have observed six possible states in several angular momenta. Four of them correspond to two pairs of admixture states, two of DˉΣc\bar{D}\Sigma_c - DˉΣc\bar{D}{}^*\Sigma_c with JP=1/2J^P = 1/2^-, and two of DˉΣc\bar{D}\Sigma^*_c - DˉΣc\bar{D}{}^*\Sigma^*_c with JP=3/2J^P = 3/2^-. Moreover, we find a DˉΣc\bar{D}{}^* \Sigma_c resonance which couples to the DˉΛc\bar{D}\Lambda_c channel and one spin degenerated bound state of DˉΣc\bar{D}{}^*\Sigma^*_c with JP=1/2,5/2J^P = 1/2^-, 5/2^-.Comment: 24 pages, 6 figure

    Liquid-Metal-Enabled Synthesis of Aluminum-Containing III-Nitrides by Plasma-Assisted Molecular Beam Epitaxy

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    Nitride films are promising for advanced optoelectronic and electronic device applications. However, some challenges continue to impede development of high aluminum-containing devices. The two major difficulties are growth of high crystalline quality films with aluminum-rich compositions, and efficiently doping such films p-type. These problems have severely limited use of aluminum-rich nitride films grown by molecular beam epitaxy. A way around these problems is through use of a liquid-metal-enabled approach to molecular beam epitaxy. Although the presence of a liquid metal layer at the growth front is reminiscent of conventional liquid phase epitaxy, this approach is different in its details. Conventional liquid epitaxy is a near-thermodynamic equilibrium process which liquid-metal assisted molecular beam epitaxy is not. Growth of aluminum-rich nitrides is primarily driven by the kinetics of the molecular vapor fluxes, and the surface diffusion of adatoms through a liquid metal layer before incorporation. This paper reports on growth of high crystalline quality and highly doped aluminum-containing nitride films. Measured optical and electrical characterization data show that the approach is viable for growth of atomically smooth aluminum-containing nitride heterostructures. Extremely high p-type doping of up to 6×106 \times 1017^{17} cm3^{-3} and n-type doping of up to 1×101 \times 1020^{20} cm3^{-3} in Al0.7_{0.7}Ga0.3_{0.3}N films was achieved. Use of these metal-rich conditions is expected to have a significant impact on high efficiency and high power optoelectronic and electronic devices that require both high crystalline quality and highly doped (Al,Ga)N films

    Order independent structural alignment of circularly permuted proteins

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    Circular permutation connects the N and C termini of a protein and concurrently cleaves elsewhere in the chain, providing an important mechanism for generating novel protein fold and functions. However, their in genomes is unknown because current detection methods can miss many occurances, mistaking random repeats as circular permutation. Here we develop a method for detecting circularly permuted proteins from structural comparison. Sequence order independent alignment of protein structures can be regarded as a special case of the maximum-weight independent set problem, which is known to be computationally hard. We develop an efficient approximation algorithm by repeatedly solving relaxations of an appropriate intermediate integer programming formulation, we show that the approximation ratio is much better then the theoretical worst case ratio of r=1/4r = 1/4. Circularly permuted proteins reported in literature can be identified rapidly with our method, while they escape the detection by publicly available servers for structural alignment.Comment: 5 pages, 3 figures, Accepted by IEEE-EMBS 2004 Conference Proceeding

    Cornell University remote sensing program

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    There are no author-identified significant results in this report
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