A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection

We address the multi-period portfolio optimization problem with the constant rebalancing strategy. This problem is formulated as a polynomial optimization problem (POP) by using a mean-variance criterion. In order to solve the POPs of high degree, we develop a cutting-plane algorithm based on semidefinite programming. Our algorithm can solve problems that can not be handled by any of known polynomial optimization solvers.Multi-period portfolio optimization;Polynomial optimization problem;Constant rebalancing;Semidefinite programming;Mean-variance criterion

Numerical simulation of the world ocean circulation

A multi-level model, based on the primitive equations, is developed for simulating the temperature and velocity fields produced in the world ocean by differential heating and surface wind stress. The model ocean has constant depth, free slip at the lower boundary, and neglects momentum advection; so that there is no energy exchange between the barotropic and baroclinic components of the motion, although the former influences the latter through temperature advection. The ocean model was designed to be coupled to the UCLA atmospheric general circulation model, for the study of the dynamics of climate and climate changes. But here, the model is tested by prescribing the observed seasonally varying surface wind stress and the incident solar radiation, the surface air temperature and humidity, cloudiness and the surface wind speed, which, together with the predicted ocean surface temperature, determine the surface flux of radiant energy, sensible heat and latent heat

Superconductivity in S-substituted FeTe

We have successfully synthesized a new superconducting phase of FeTe1-xSx with a PbO-type structure. It has the simplest crystal structure in iron-based superconductors. Superconducting transition temperature is about 10 K at x = 0.2. The upper critical field Hc2 was estimated to be ~70 T. The coherent length was calculated to be ~2.2 nm. Because FeTe1-xSx is composed of nontoxic elements, this material is a candidate for applications and will activate more and more research on iron-based superconductor.Comment: 13 pages, 10 figure

Prebiotic Organic Microstructures

Micro- and sub-micrometer spheres, tubules and fiber-filament soft structures have been synthesized in our experiments conducted with 3 MeV proton irradiations of a mixture of simple inorganic constituents, CO, N2 and H2O. We analysed the irradiation products, with scanning electron microscopy (SEM) and atomic force microscopy (AFM). These laboratory organic structures produced wide variety of proteinous and non-proteinous amino acids after HCl hydrolysis. The enantiomer analysis for D-, L- alanine confirmed that the amino acids were abiotically synthesized during the laboratory experiment. Considering hydrothermal activity, the presence of CO2 and H2, of a ferromagnesian silicate mineral environment, of an Earth magnetic field which was much less intense during Archean times than nowadays and consequently of a proton excitation source which was much more abundant, we propose that our laboratory organic microstructures might be synthesized during Archean times. We show similarities in morphology and in formation with some terrestrial Archean microstructures and we suggest that some of the observed Archean carbon spherical and filamentous microstructures might be composed of abiogenic organic molecules. We further propose a search for such prebiotic organic signatures on Mars. This article has been posted on Nature precedings on 21 July 2010 [1]. Extinct radionuclides as source of excitation have been replaced by cosmic radiations which were much more intense 3.5 Ga ago because of a much less intense Earth magnetic field. The new version of the article has been presented at the ORIGINS conference in Montpellier in july 2011 [2] and has since been published in Origins of Life and Evolution of Biospheres 42 (4) 307-316, 2012. 
DOI: 10.1007/s11084-012-9290-5 

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Chemical potential shift in La(1-x)Sr(x)MnO(3): Photoemission test of the phase separation scenario

We have studied the chemical potential shift in La(1-x)Sr(x)MnO(3) as a function of doped hole concentration by core-level x-ray photoemission. The shift is monotonous, which means that there is no electronic phase separation on a macroscopic scale, whereas it is consistent with the nano-meter scale cluster formation induced by chemical disorder. Comparison of the observed shift with the shift deduced from the electronic specific heat indicates that hole doping in La(1-x)Sr(x)MnO(3) is well described by the rigid-band picture. In particular no mass enhancement toward the metal-insulator boundary was implied by the chemical potential shift, consistent with the electronic specific heat data.Comment: 7 pages, 3 figures, to be published in Europhysics Letter

Boron Spectral Density and Disorder Broadening in B-doped Diamond

Comparison of periodic B dopants with a random alloy of substitional boron in diamond is carried out using several supercells and the coherent potential approximation (CPA) for the random alloy case. The main peak in the B local density of states is shifted to lower binding energy compared to the corresponding C peak in intrinsic diamond. In supercells, this shows up as strongly B-character bands split from bulk C bands away from the zone center,in an energy region around -1 eV. Even for a 4*4*4 supercell (BC$_{127}$), effects of the dopant order are evident in the form of primarily B-character bands just below the Fermi level at the supercell zone boundary. The bands resulting from the CPA are of continuous mixed C-B character. They resemble virtual crystal bands, but broadened somewhat reflecting the disorder-induced lifetime, and are consistent with angle-resolved photoemission band maps. The B character is 1.7 times larger than for C (per atom) near the top of the valence bands for CPA, and roughly the same for supercells. CPA results are particularly useful since they characterize the wavevector and energy dependence of disorder broadening.Comment: 8 pages and 9 embedded figures (To appear in PRB