Search results for "general [bl lacertae objects]"

Reduced Order Models for Pricing American Options under Stochastic Volatility and Jump-diffusion Models

2016

American options can be priced by solving linear complementary problems (LCPs) with parabolic partial(-integro) differential operators under stochastic volatility and jump-diffusion models like Heston, Merton, and Bates models. These operators are discretized using finite difference methods leading to a so-called full order model (FOM). Here reduced order models (ROMs) are derived employing proper orthogonal decomposition (POD) and non negative matrix factorization (NNMF) in order to make pricing much faster within a given model parameter variation range. The numerical experiments demonstrate orders of magnitude faster pricing with ROMs. peerReviewed

Iterative Methods for Pricing American Options under the Bates Model

2013

We consider the numerical pricing of American options under the Bates model which adds log-normally distributed jumps for the asset value to the Heston stochastic volatility model. A linear complementarity problem (LCP) is formulated where partial derivatives are discretized using finite differences and the integral resulting from the jumps is evaluated using simple quadrature. A rapidly converging fixed point iteration is described for the LCP, where each iterate requires the solution of an LCP. These are easily solved using a projected algebraic multigrid (PAMG) method. The numerical experiments demonstrate the efficiency of the proposed approach. Furthermore, they show that the PAMG meth…

Design time, run time, and artificial intelligence techniques for mobility of user interface

2011

Abstract Advancement in technology provides opportunities to user as well as challenges for application development organization. User interfaces which were design for specific device tend to be developed for various devices. Users are busy people, when they move among different context would like to move application with them. The current trend of users demanding mobile graphic user interface to support their daily life and work has led to a new generation of techniques. Design time technique provides better usability as compare to run time technique. On the other hand artificial intelligence technique like agent provides better flexibility and usability as compare to others. In this paper…

CSI with games and an emphasis on TDD and unit testing

2012

Isophorone on Au/MgO/Ag(001) : Physisorption with Electrostatic Site Selection

2017

We report a computational study of isophorone C9H14O adsorption on a Ag(001)-supported ultrathin MgO film with Au adatoms and clusters employing density functional theory calculations. The calculations show that the keto form of isophorone is more stable than the enol tautomers both in gas phase and on the MgO/Ag(001) surface. The interaction between the keto isophorone and step and terrace sites of MgO/Ag(001) displays long interaction distances, relatively weakly exothermic adsorption energies, lack of charge transfer, and minor changes in the density of states, all of which indicate that the molecule merely physisorbs on the surface. The step sites are energetically preferred adsorption …

Theoretical Analysis of the M12Ag32(SR)404– and X@M12Ag32(SR)304– Nanoclusters (M = Au, Ag; X = H, Mn)

2014

We analyze the electronic structure and optical properties of the recently reported, structurally known M12Ag32(SR)304– clusters (M = Au, Ag) by using density functional theory and time-dependent density functional perturbation theory. Effects of the chemical changes in the metal core, charge of the cluster, and nature of the thiolate ligand on the electronic structure and optical absorption are reported. In addition, doping the metal core with a magnetic transition metal atom (Mn) or hydrogen (protons) is discussed. Although all these clusters can be considered as 18-electron superatoms with a shell configuration 1S2 1P6 1D10, we find that the optical spectrum is sensitive to the charge st…

Ultrafast electronic relaxation and vibrational cooling dynamics of Au 144(SC2H4Ph)60 nanocluster probed by transient mid-IR spectroscopy

2014

Energy relaxation dynamics of a gold nanocluster with atomically precise composition, Au144(SC2H4Ph)60, is studied by transient mid-IR spectroscopy. The experiment is designed to simultaneously pro...

TDDFT Analysis of Optical Properties of Thiol Monolayer-Protected Gold and Intermetallic Silver–Gold Au144(SR)60 and Au84Ag60(SR)60 Clusters

2014

The optical absorption spectra of atomistic model structures for experimentally isolated all-gold Au144(SR)60 and intermetallic Au84Ag60(SR)60 clusters are systematically analyzed from linear-response time-dependent density functional theory (LR-TDDFT) and time-dependent density functional perturbation theory (TD-DFPT) calculations. The computed spectra, utilizing the atomistic model for Au144(SR)60 published by us in 2009, reproduce closely the experimental observations for corresponding isolated compounds, reported previously by Kumara and Dass in 2011. A collective dipole oscillation within the metal cores of the all-gold and intermetallic clusters is formed as response to light in the v…

Jahn–Teller effects in Au25(SR)18

2016

The relationship between oxidation state, structure, and magnetism in many molecules is well described by first-order Jahn–Teller distortions. This relationship is not yet well defined for ligated nanoclusters and nanoparticles, especially the nano-technologically relevant gold-thiolate protected metal clusters. Here we interrogate the relationships between structure, magnetism, and oxidation state for the three stable oxidation states, −1, 0 and +1 of the thiolate protected nanocluster Au25(SR)18. We present the single crystal X-ray structures of the previously undetermined charge state Au25(SR)18+1, as well as a higher quality single crystal structure of the neutral compound Au25(SR)180. …

Molecule-like photodynamics of Au102(pMBA)44 nanocluster.

2015

Photophysical properties of a water-soluble cluster Au102(pMBA)44 (pMBA = para-mercaptobenzoic acid) are studied by ultrafast time-resolved mid-IR spectroscopy and density functional theory calculations in order to distinguish between molecular and metallic behavior. In the mid-IR transient absorption studies, visible or near-infrared light is used to electronically excite the sample, and the subsequent relaxation is monitored by studying the transient absorption of a vibrational mode in the ligands. Based on these studies, a complete picture of energy relaxation dynamics is obtained: (1) 0.5-1.5 ps electronic relaxation, (2) 6.8 ps vibrational cooling, (3) intersystem crossing from the low…