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In the Black-Scholes type financial market, the risky asset S 1 ( ) is supposed to satisfy dS 1 ( t ) = S 1 ( t )( b ( t ) dt + Sigma ( t ) dW ( t ) where W ( ) is a Brownian motion. The processes b ( ), Sigma ( ) are progressively measurable with respect to the filtration generated by W ( ). They are known as the mean rate of return and the volatility respectively. A portfolio is described by a progressively measurable processes Pi1 ( ), where Pi1 ( t ) gives the amount invested in the risky asset at the time t. Typically, the optimal portfolio Pi1 ( ) (that, which maximizes the expected utility), depends at the time t, among other quantities, on b ( t ) meaning that the mean rate of return shall be known in order to follow the optimal trading strategy. However, in a real-world market, no direct observation of this quantity is possible since the available information comes from the behavior of the stock prices which gives a noisy observation of b ( ). In the present work, we consider the optimal portfolio selection which uses only the observation of stock prices.

We discuss the analytic properties of AdS scalar exchange graphs in the crossed channel. We show that the possible non-analytic terms drop out by virtue of non-trivial properties of generalized hypergeometric functions. The absence of non-analytic terms is a necessary condition for the existence of an operator product expansion for CFT amplitudes obtained from AdS/CFT correspondence.

Linearized flows past slender bodies can be asymptotically described by a linear Fredholm integral equation. A collocation method to solve this equation is presented. In cases where the spectral representation of the integral operator is explicitly known, the collocation method recovers the spectrum of the continuous operator. The approximation error is estimated for two discretizations of the integral operator and the convergence is proved. The collocation scheme is validated in several test cases and extended to situations where the spectrum is not explicit.

We consider investment problems where an investor can invest in a savings account, stocks and bonds and tries to maximize her utility from terminal wealth. In contrast to the classical Merton problem we assume a stochastic interest rate. To solve the corresponding control problems it is necessary to prove averi cation theorem without the usual Lipschitz assumptions.

Abstract: It has recently been shown that the equation of motion of a massless scalar field in the background of some specific p branes can be reduced to a modified Mathieu equation. In the following the absorption rate of the scalar by a D3 brane in ten dimensions is calculated in terms of modified Mathieu functions of the first kind, using standard Mathieu coefficients. The relation of the latter to Dougall coefficients (used by others) is investigated. The S-matrix obtained in terms of modified Mathieu functions of the first kind is easily evaluated if known rapidly convergent low energy expansions of these in terms of products of Bessel functions are used. Leading order terms, including the interesting logarithmic contributions, can be obtained analytically.

Abstract: We develop a method of singularity analysis for conformal graphs which, in particular, is applicable to the holographic image of AdS supergravity theory. It can be used to determine the critical exponents for any such graph in a given channel. These exponents determine the towers of conformal blocks that are exchanged in this channel. We analyze the scalar AdS box graph and show that it has the same critical exponents as the corresponding CFT box graph. Thus pairs of external fields couple to the same exchanged conformal blocks in both theories. This is looked upon as a general structural argument supporting the Maldacena hypothesis.

This paper provides an annotated bibliography of multiple objective combinatorial optimization, MOCO. We present a general formulation of MOCO problems, describe the main characteristics of MOCO problems, and review the main properties and theoretical results for these problems. One section is devoted to a brief description of the available solution methodology, both exact and heuristic. The main part of the paper is devoted to an annotation of the existing literature in the field organized problem by problem. We conclude the paper by stating open questions and areas of future research. The list of references comprises more than 350 entries.

We present a detailed analysis of a scalar conformal four-point function obtained from AdS/CFT correspondence. We study the scalar exchange graphs in AdS and discuss their analytic properties. Using methods of conformal partial wave analysis, we present a general procedure to study conformal four-point functions in terms of exchanges of scalar and tensor fields. The logarithmic terms in the four-point functions are connected to the anomalous dimensions of the exchanged fields. Comparison of the results from AdS graphs with the conformal partial wave analysis, suggests a possible general form for the operator product expansion of scalar fields in the boundary CFT.

The satellite-to-satellite tracking (SST) problems are characterized from mathematical point of view. Uniqueness results are formulated. Moreover, the basic relations are developed between (scalar) approximation of the earth's gravitational potential by "scalar basis systems" and (vectorial) approximation of the gravitational eld by "vectorial basis systems". Finally, the mathematical justication is given for approximating the external geopotential field by finite linear combinations of certain gradient fields (for example, gradient fields of multi-poles) consistent to a given set of SST data.

Wir beschreiben eine Methode zur Approximation von Spannungsgradienten aus diskreten Spannungsdaten. Eine herkömmliche Diskretisierung der Ableitungen aus Funktionswerten führt zu Stabilitätsproblemen, weswegen eine Möglichkeit zur Kontrolle der Ableitungen notwendig ist (Regularisierung). Wir bestimmen zunächst das Funktional der potentiellen Energie und führen zusätzlich ein Fehlerfunktional ein, das die Anpassung an die vorgegebenen diskreten Werte ermöglicht. Durch Gewichtung der beiden Funktionale und Minimierung des Gesamtfunktionals erhält man den gewünschten Ausgleich zwischen der Fehlerkontrolle beim Ableiten einerseits und Kontrolle der Fehler bei den Randwerten andererseits.

Phase velocities of surface acoustic waves in several boron nitride films were investigated by Brillouin light scattering. In the case of films with predominantly hexagonal crystal structure, grown under conditions close to the nucleation threshold of cubic BN, four independent elastic constants have been determined from the dispersion of the Rayleigh and the first Sezawa mode. The large elastic anisotropy of up to c11/c33 = 0.1 is attributed to a pronounced texture with the c-axes of the crystallites parallel to the film plane. In the case of cubic BN films the dispersion of the Rayleigh wave provides evidence for the existence of a more compliant layer at the substrate-film interface. The observed broadening of the Rayleigh mode is identified to be caused by the film morphology.

Chaotic Billiards
(2000)

The frictionless motion of a particle on a plane billiard table The frictionless motion of a particle on a plane billiard table bounded by a closed curve provides a very simple example of a conservative classical system with non-trivial, chaotic dynamics. The limiting cases of strictly regular ("integrable") and strictly irregular ("ergodic") systems can be illustrated, as well as the typical case which shows an intricate mixture of regular and irregular behavior. Irregular orbits are characterized by an extremely sensitivity with respect to the initial conditions. Such billiard systems are exemplarily suited for educational purposes as models for simple systems with complicated dynamics as well as for far-reaching fundamental investigations.

An extremely simple and convenient method is presented for computing eigenvalues in quantum mechanics by representing position and momentum operators in a simple matrix form. The simplicity and success of the method is illustrated by numerical results concerning eigenvalues of bound systems and resonances for hermitian and non-hermitian Hamiltonians as well as driven quantum systems.

Based on general partitions of unity and standard numerical flux functions, a class of mesh-free methods for conservation laws is derived. A Lax-Wendroff type consistency analysis is carried out for the general case of moving partition functions. The analysis leads to a set of conditions which are checked for the finite volume particle method FVPM. As a by-product, classical finite volume schemes are recovered in the approach for special choices of the partition of unity.

Abstract: Standard methods of nonlinear dynamics are used to investigate the stability of particles, branes and D-branes of abelian Born-Infeld theory. In particular the equation of small fluctuations about the D-brane is derived and converted into a modified Mathieu equation and - complementing earlier low-energy investigations in the case of the dilaton-axion system - studied in the high-energy domain. Explicit expressions are derived for the S-matrix and absorption and reflection amplitudes of the scalar fluctuation in the presence of the D-brane. The results confirm physical expectations and numerical studies of others. With the derivation and use of the (hitherto practically unknown) high energy expansion of the Floquet exponent our considerations also close a gap in earlier treatments of the Mathieu equation.

Abstract: We identify form-stable coupled excitations of light and matter ("dark-state polaritons") associated with the propagation of quantum fields in Electromagnetically Induced Transparency. The properties of the dark-state polaritons such as the group velocity are determined by the mixing angle between light and matter components and can be controlled by an external coherent field as the pulse propagates. In particular, light pulses can be decelerated and "trapped" in which case their shape and quantum state are mapped onto metastable collective states of matter. Possible applications of this reversible coherent-control technique are discussed.

Abstract: We describe a technique for manipulating quantum information stored in collective states of mesoscopic ensembles. Quantum processing is accomplished by optical excitation into states with strong dipole-dipole interactions. The resulting "dipole blockade" can be used to inhibit transitions into all but singly excited collective states. This can be employed for a controlled generation of collective atomic spin states as well as non-classical photonic states and for scalable quantum logic gates. An example involving a cold Rydberg gas is analyzed.

In this chapter, the quantitative numerical simulation of the behavior of deformable linear objects, such as hoses, wires and leaf springs is studied. We first give a short review of the physical approach and the basic solution principle. Then, we give a more detailed description of some key aspects: We introduce a novel approach concerning dynamics based on an algorithm very similar to the one used for (quasi-) static computation. Then, we look at the plastic workpiece deformation, involving a modified computation algorithm and a special representation of the workpiece shape. Then, we give alternative solutions for two key aspects of the algorithm, and investigate the problem of performing the workpiece simulation efficiently, i.e., with desired precision in a short time. In the end, we introduce the inverse modeling problem which must be solved when the gripper trajectory for a given task shall be generated.

Dynamics of Excited Electrons in Copper and Ferromagnetic Transition Metals: Theory and Experiment
(2000)

Both theoretical and experimental results for the dynamics of photoexcited electrons at surfaces of Cu and the ferromagnetic transition metals Fe, Co, and Ni are presented. A model for the dynamics of excited electrons is developed, which is based on the Boltzmann equation and includes effects of photoexcitation, electron-electron scattering, secondary electrons (cascade and Auger electrons), and transport of excited carriers out of the detection region. From this we determine the time-resolved two-photon photoemission (TR-2PPE). Thus a direct comparison of calculated relaxation times with experimental results by means of TR-2PPE becomes possible. The comparison indicates that the magnitudes of the spin-averaged relaxation time t and of the ratio t_up/t_down of majority and minority relaxation times for the different ferromagnetic transition metals result not only from density-of-states effects, but also from different Coulomb matrix elements M. Taking M_Fe > M_Cu > M_Ni = M_Co we get reasonable agreement with experiments.

Da die zweiwertige Aussagenlogik nicht nur innerhalb der Logik insgesamt, sondern auch schon in der Aussagenlogik einen vergleichbaren Platz wie die euklidische Planimetrie im Rahmen der gesamten modernen Geometrie einnimmt, soll hier eine Einführung in eine vom tertium non datur unabhängige mehrwertige Logik gegeben werden. Neben Definition und Beispielen mehrwertiger Logiken soll auch auf die Möglichkeit der Axiomatisierung sowie auf Fragen des Entscheidungsproblems in solchen Logiken eingegangen werden.