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  • 1995-1999  (2)
  • 1990-1994  (13)
  • 1
    Electronic Resource
    Electronic Resource
    Analysis of the SSAP Method for the Numerical Valuation of High-Dimensional Multivariate American Securities (1999)
    Springer
    Algorithmica 25 (1999), S. 75-98 
    Details
    ISSN: 1432-0541
    Keywords: Key words. American options, American pricing, Monte Carlo simulation, Optimal control, Finite-difference, Itô process.
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract. We consider a new numerical method developed by Barraquand and Martineau for the pricing of American securities where the payoff depends on several sources of uncertainty. This method utilizes Monte Carlo simulation and is referred to as Stratified State Aggregation along the Payoff (SSAP). Since there are no other methods that so effectively reduce the dimensionality of high-dimensional problems, the SSAP method has generated significant interest. Numerical results are presented showing that, if a sufficiently large number of time steps are used, in the cases of the two-dimensional maximum and minimum options, SSAP typically prices to within 6 cents of the true price. However, we show that if the security depends on two or more sources of uncertainty, then the price obtained by the SSAP method will not, in general, converge to the correct theoretical price, due in large part to incorrect exercise decisions being made. We analyze the exercise regions in the cases of the two-dimensional maximum and minimum options and show how SSAP makes incorrect exercise decisions. Suggestions for improving SSAP pricing accuracy by choosing a partition other than the payoff are discussed.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/PL00009284
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  • 2
    Electronic Resource
    Electronic Resource
    Fluorine atom abstraction by Si(100). I. Experimental (1999)
    College Park, Md. : American Institute of Physics (AIP)
    The Journal of Chemical Physics 111 (1999), S. 3679-3695 
    Details
    ISSN: 1089-7690
    Source: AIP Digital Archive
    Topics: Physics , Chemistry and Pharmacology
    Notes: In the interaction of low energy F2 with Si(100) at 250 K, a dissociative chemisorption mechanism called atom abstraction is identified in which only one of the F atoms is adsorbed while the other F atom is scattered into the gas phase. The dynamics of atom abstraction are characterized via time-of-flight measurements of the scattered F atoms. The F atoms are translationally hyperthermal but only carry a small fraction (∼3%) of the tremendous exothermicity of the reaction. The angular distribution of F atoms is unusually broad for the product of an exothermic reaction. These results suggest an "attractive" interaction potential between F2 and the Si dangling bond with a transition state that is not constrained geometrically. These results are in disagreement with the results of theoretical investigations implying that the available potential energy surfaces are inadequate to describe the dynamics of this gas–surface interaction. In addition to single atom abstraction, two atom adsorption, a mechanism analogous to classic dissociative chemisorption in which both F atoms are adsorbed onto the surface, is also observed. The absolute probability of the three scattering channels (single atom abstraction, two atom adsorption, and unreactive scattering) for an incident F2 are determined as a function of F2 exposure. The fluorine coverage is determined by integrating the reaction probabilities over F2 exposure, and the reaction probabilities are recast as a function of fluorine coverage. Two atom adsorption is the dominant channel [P2=0.83±0.03(95%, N=9)] in the limit of zero coverage and decays monotonically to zero. Single atom abstraction is the minor channel (P1=0.13±0.03) at low coverage but increases to a maximum (P1=0.35±0.08) at about 0.5 monolayer (ML) coverage before decaying to zero. The reaction ceases at 0.94±0.11(95%, N=9) ML. Thermal desorption and helium diffraction confirm that the dangling bonds are the abstraction and adsorption sites. No Si lattice bonds are broken, in contrast to speculation by other investigators that the reaction exothermicity causes lattice disorder. © 1999 American Institute of Physics.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1063/1.479677
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  • 3
    Electronic Resource
    Electronic Resource
    Complex images of a ground electrode in layered soils (1992)
    [S.l.] : American Institute of Physics (AIP)
    Journal of Applied Physics 71 (1992), S. 569-574 
    Details
    ISSN: 1089-7550
    Source: AIP Digital Archive
    Topics: Physics
    Notes: In this paper, the complex image method is used to model ground electrodes in layered soils. The image locations and amplitudes are determined through a simple Prony method [R. W. Hamming, Numerical Methods for Scientists and Engineers (Dover, New York, 1973), pp. 620–622]. As an example, a toroidal electrode in a four-layer soil is modeled using one real image and four complex images. The results obtained are identical to those reported recently in the literature, given by more than 10 000 images using the conventional electrostatic image method.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1063/1.350407
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    Paper (German National Licenses)
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  • 4
    Electronic Resource
    Electronic Resource
    Spontaneous pattern on the corroded surface of metal: Phenomenon and theory (1990)
    [S.l.] : American Institute of Physics (AIP)
    Journal of Applied Physics 68 (1990), S. 3625-3629 
    Details
    ISSN: 1089-7550
    Source: AIP Digital Archive
    Topics: Physics
    Notes: A spontaneous pattern was found on the corroded surface of 1Cr18Ni9Ti stainless steel which was subjected to a crude oil containing naphthenic acid at temperature about 330 °C. The high regularity, the periodicity, and SO2 symmetry of the pattern imply that a spontaneous dissipative structure arose in this corrosion system. It was also found that the distribution of chemical elements on the corroded surface was in accordance with the morphologic pattern. A new theory, which is based on the linear perturbation method and in which the shift of boundary is considered, is proposed to characterize the formation of the large-scale spontaneous pattern, reveal the mechanism, and explain this phenomenon in the corrosion system.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1063/1.346324
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  • 5
    Electronic Resource
    Electronic Resource
    High-power coherent surface-emitting antiguided diode laser arrays (1992)
    Woodbury, NY : American Institute of Physics (AIP)
    Applied Physics Letters 61 (1992), S. 627-629 
    Details
    ISSN: 1077-3118
    Source: AIP Digital Archive
    Topics: Physics
    Notes: High-power coherent GaAs/GaAlAs surface-emitting antiguided laser arrays with dry etched micromirrors have been demonstrated for the first time. Both the deflecting 45° and 90° micromirrors were fabricated by ion beam etching. Twice diffraction-limited far-field beam profiles were obtained to pulsed output powers as high as 550 mW, with 220 mW in the central lobe.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1063/1.107828
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    Paper (German National Licenses)
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  • 6
    Electronic Resource
    Electronic Resource
    High power cw operation of GaAs/GaAlAs surface-emitting lasers mounted in the junction-up configuration (1991)
    Woodbury, NY : American Institute of Physics (AIP)
    Applied Physics Letters 59 (1991), S. 1037-1039 
    Details
    ISSN: 1077-3118
    Source: AIP Digital Archive
    Topics: Physics
    Notes: High power cw operation of horizontal cavity monolithic GaAs/GaAlAs surface-emitting lasers with all dry etched micromirrors in the junction-up configuration has been demonstrated for the first time. The 45° and 90° mirrors of the devices were fabricated by ion beam etching and reactive ion etching techniques, respectively. Typical threshold current densities of less than 360 A/cm2, external differential efficiencies of 22% (0.34 W/A) from the emitting facet, and output powers in excess of 280 mW were achieved under cw operation.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1063/1.106337
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  • 7
    Electronic Resource
    Electronic Resource
    635 nm GaInP/GaAlInP surface-emitting laser diodes (1993)
    Woodbury, NY : American Institute of Physics (AIP)
    Applied Physics Letters 63 (1993), S. 3262-3264 
    Details
    ISSN: 1077-3118
    Source: AIP Digital Archive
    Topics: Physics
    Notes: Monolithic, in-plane visible surface-emitting laser diodes operating at 635 nm have been demonstrated. Both the deflecting 45° and 90° micromirrors were fabricated by ion beam etching. An interesting self-optical-annealing phenomenon was observed from these facet-etched GaInP/GaAlInP devices. By employing this unique characteristic, pulsed output powers of 170 mW, and 70 mW at room temperature were achieved from etched-cleaved and etched-etched uncoated devices, respectively. Output powers will increase to 725 mW with facet coatings.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1063/1.110168
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  • 8
    Electronic Resource
    Electronic Resource
    High-power cw operation of InGaAs/GaAs surface-emitting lasers with 45° intracavity micro-mirrors (1991)
    Woodbury, NY : American Institute of Physics (AIP)
    Applied Physics Letters 59 (1991), S. 2085-2087 
    Details
    ISSN: 1077-3118
    Source: AIP Digital Archive
    Topics: Physics
    Notes: High-power cw operation of horizontal-cavity, monolithic InGaAs/GaAs surface-emitting lasers with all dry etched micro-mirrors has been demonstrated for the first time. The 45° and 90° micro-mirrors of the devices were fabricated by ion-beam etching and reactive ion etching techniques, respectively. Threshold-current densities of less than 500 A/cm2, external differential quantum efficiencies of 10% (0.12 W/A) from the emitting facet, and output powers in excess of 100 mW were achieved from uncoated devices driven under cw operation.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1063/1.106140
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  • 9
    Electronic Resource
    Electronic Resource
    Monolithic two-dimensional surface-emitting diode laser arrays mounted in the junction-down configuration (1991)
    Woodbury, NY : American Institute of Physics (AIP)
    Applied Physics Letters 59 (1991), S. 2663-2665 
    Details
    ISSN: 1077-3118
    Source: AIP Digital Archive
    Topics: Physics
    Notes: We report on the first achievement of large area (0.5 cm2) monolithic two-dimensional surface-emitting arrays mounted in the junction-down configuration. Device fabrication involves dry etching of 45°, and vertical micromirrors with ±2° tolerances and 〈0.2 μm RMS smoothness, integration of 100-μm-thick current-spreading electrodes for minimizing ohmic loss, large area packaging, and mounting to heat exchangers for long pulse and minimum chirp operation. Uniform lasing is achieved from 0.2×0.5 cm2 and 0.5×1 cm2 active area junction-down monolithic arrays (120 and 600 emitters, respectively) using 100 μs long pulses at a 1% duty cycle. Differential quantum efficiencies of ≥ (R18)40% and 7% are achieved for rows of 12 emitters, and for 0.2×0.5 cm2 active area arrays, respectively. The decrease in efficiency with increased area is found to be due to current leakage, which in turn limits the 2-D array emitted optical-power density to 150 W/cm2. Wavelength chirp in these devices is measured to be 〈4 nm at twice the threshold current.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1063/1.105932
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  • 10
    Electronic Resource
    Electronic Resource
    Injection locking of leaky-wave coupled resonant optical waveguide arrays (1993)
    Woodbury, NY : American Institute of Physics (AIP)
    Applied Physics Letters 62 (1993), S. 547-549 
    Details
    ISSN: 1077-3118
    Source: AIP Digital Archive
    Topics: Physics
    Notes: Injection locking of mutually coupled resonant antiguided arrays, consisting of up to four ten-element arrays, has been demonstrated. External injection causes single-longitudinal mode operation, and enhanced phase-locking of the coupled arrays. The injected signal is distributed via leaky-wave coupling, so that the master-oscillator signal injected into one element (3 μm) of one array locks the whole array ensemble (223 μm wide aperture). Wavelength tuning is achieved over a 12 A(ring) spectral range for two coupled arrays, and has no impact on the coupled array far-field pattern.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1063/1.108906
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