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Second Uses (second + use)

Distribution by Scientific Domains

Chemistry	40%
Business, Economics, Finance and Accounting	40%

Selected Abstracts

An Omnibus Test for Univariate and Multivariate Normality,

OXFORD BULLETIN OF ECONOMICS & STATISTICS, Issue 2008
Jurgen A. Doornik
Abstract We suggest a convenient version of the omnibus test for normality, using skewness and kurtosis based on Shenton and Bowman [Journal of the American Statistical Association (1977) Vol. 72, pp. 206,211], which controls well for size, for samples as low as 10 observations. A multivariate version is introduced. Size and power are investigated in comparison with four other tests for multivariate normality. The first power experiments consider the whole skewness,kurtosis plane; the second use a bivariate distribution which has normal marginals. It is concluded that the proposed test has the best size and power properties of the tests considered. [source]

Stability of linear time-periodic delay-differential equations via Chebyshev polynomials

INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, Issue 7 2004
Eric A. Butcher
Abstract This paper presents a new technique for studying the stability properties of dynamic systems modeled by delay-differential equations (DDEs) with time-periodic parameters. By employing a shifted Chebyshev polynomial approximation in each time interval with length equal to the delay and parametric excitation period, the dynamic system can be reduced to a set of linear difference equations for the Chebyshev expansion coefficients of the state vector in the previous and current intervals. This defines a linear map which is the ,infinite-dimensional Floquet transition matrix U'. Two different formulas for the computation of the approximate U, whose size is determined by the number of polynomials employed, are given. The first one uses the direct integral form of the original system in state space form while the second uses a convolution integral (variation of parameters) formulation. Additionally, a variation on the former method for direct application to second-order systems is also shown. An error analysis is presented which allows the number of polynomials employed in the approximation to be selected in advance for a desired tolerance. An extension of the method to the case where the delay and parametric periods are commensurate is also shown. Stability charts are produced for several examples of time-periodic DDEs, including the delayed Mathieu equation and a model for regenerative chatter in impedance-modulated turning. The results indicate that this method is an effective way to study the stability of time-periodic DDEs. Copyright © 2004 John Wiley & Sons, Ltd. [source]

Highly accurate solutions for the confined hydrogen atom

INTERNATIONAL JOURNAL OF QUANTUM CHEMISTRY, Issue 7 2007
N. Aquino
Abstract The model of the confined hydrogen atom (CHA) was developed by Michels et al. 1 in the mid-1930s to study matter subject to extreme pressure. However, since the eigenvalues cannot be obtained analytically, even the most accurate calculations have yielded little more than 10 figure accuracy. In this work, we show that it is possible to obtain the CHA eigenvalues with extremely high accuracy (up to 100 decimal digits) and we do that using two completely different methods. The first is based on formal solution of the confluent hypergeometric function while the second uses a series method. We also compare radial expectation values obtained by both methods and conclude that the wave functions obtained by these two different approaches are of high quality. In addition, we compute the hyperfine splitting constant, magnetic screening constant, polarizability in the Kirkwood approximation, and pressure as a function of the box radius. © 2007 Wiley Periodicals, Inc. Int J Quantum Chem, 2007 [source]

The Impact of Collateralization on Swap Rates

THE JOURNAL OF FINANCE, Issue 1 2007
MICHAEL JOHANNES
ABSTRACT Interest rate swap pricing theory traditionally views swaps as a portfolio of forward contracts with net swap payments discounted at LIBOR rates. In practice, the use of marking-to-market and collateralization questions this view as they introduce intermediate cash flows and alter credit characteristics. We provide a swap valuation theory under marking-to-market and costly collateral and examine the theory's empirical implications. We find evidence consistent with costly collateral using two different approaches; the first uses single-factor models and Eurodollar futures prices, and the second uses a formal term structure model and Treasury/swap data. [source]

Electronic Properties of 3,3,-Dimethyl-5,5,-bis(1,2,4-triazine): Towards Design of Supramolecular Arrangements of N-Heterocyclic CuI Complexes

CHEMISTRY - A EUROPEAN JOURNAL, Issue 12 2007
Blandine Courcot Dr.
Abstract A new efficient and safe synthesis of 3,3,-dimethyl-5,5,-bis-(1,2,4-triazine) is presented. The electron-density distribution and electrostatic properties (charge, electrostatic potential) of this molecule were analyzed. These properties were derived from a high-resolution single-crystal X-ray diffraction experiment at 100,K and compared to the results obtained from ab initio DFT quantum-mechanical calculations. Comparisons of its electrostatic potential features and integrated atomic charges (quantum theory of atoms in molecules, QTAIM) have been made with those of related molecules such as bipyrimidine ligands. Two methods were used to derive integrated charges: one is based on the conventional analytical procedure and the second uses a steepest-ascent numerical algorithm. Excellent agreement was obtained between these two methods. Charges and electrostatic potential were used as predictive indices of metal chelation and discussed in the light of complexation abilities of the title compound and related molecules. The crystal structure of a CuI complex of 3,3,-dimethyl-5,5,-bis(1,2,4-triazine) is reported here. In the solid state, this complex forms a three-dimensional multibranch network with open channels in which counterions and solvent molecules are located. This architecture involves both cis and trans isomers of the title compound. [source]