Fourier spectral methods for fractional-in-space reaction-diffusion equations

Fractional differential equations are becoming increasingly used as a powerful modelling approach for understanding the many aspects of nonlocality and spatial heterogeneity. However, the numerical approximation of these models is demanding and imposes a number of computational constraints. In this paper, we introduce Fourier spectral methods as an attractive and easy-to-code alternative for the integration of fractional-in-space reaction-diffusion equations described by the fractional Laplacian in bounded rectangular domains ofRn. The main advantages of the proposed schemes is that they yield a fully diagonal representation of the fractional operator, with increased accuracy and efficiency when compared to low-order counterparts, and a completely straightforward extension to two and three spatial dimensions. Our approach is illustrated by solving several problems of practical interest, including the fractional Allen–Cahn, FitzHugh–Nagumo and Gray–Scott models, together with an analysis of the properties of these systems in terms of the fractional power of the underlying Laplacian operator.

On the efficacy of Fourier series approximations for pricing European options

This paper investigates several competing procedures for computing the prices of vanilla European options, such as puts, calls and binaries, in which the underlying model has a characteristic function that is known in semi-closed form. The algorithms investigated here are the half-range Fourier cosine series, the half-range Fourier sine series and the full-range Fourier series. Their performance is assessed in simulation experiments in which an analytical solution is available and also for a simple affine model of stochastic volatility in which there is no closed-form solution. The results suggest that the half-range sine series approximation is the least effective of the three proposed algorithms. It is rather more difficult to distinguish between the performance of the halfrange cosine series and the full-range Fourier series. However there are two clear differences. First, when the interval over which the density is approximated is relatively large, the full-range Fourier series is at least as good as the half-range Fourier cosine series, and outperforms the latter in pricing out-of-the-money call options, in particular with maturities of three months or less. Second, the computational time required by the half-range Fourier cosine series is uniformly longer than that required by the full-range Fourier series for an interval of fixed length. Taken together,these two conclusions make a case for pricing options using a full-range range Fourier series as opposed to a half-range Fourier cosine series if a large number of options are to be priced in as short a time as possible.

1H and 13C NMR spectra of some unsymmetric N,N-dipyridyl ureas: spectral assignments and molecular conformation

Abstract: The H-1 NMR spectra of N-(2-pyridyl), N'-(3-pyridyl)ureas and N-(2-pyridyl), N'-(4-pyridyl)ureas in CDCl3 and (CD3)(2)CO have been assigned with the aid of COSY and NOE experiments and chemical shift and coupling constant correlations, The C-13 NMR spectra in CDCl3 were analysed utilizing the HETCOR and proton coupled spectra, The H-1 NMR spectra, NOE effects and MINDO/3 calculations have been utilized to show that the molecular conformation of these compounds has the 2-pyridyl ring coplanar with the urea plane with the N-H group hydrogen bonded to the nitrogen of the 2-pyridyl group on the other urea nitrogen while the 3/4-pyridyl group rotates rapidly about the N-C-3/N-C-4 bond.

Effect of curve crossing on absorption and resonance Raman spectra: analytical treatment for delta-function coupling in parabolic potentials

We propose an exactly solvable model for the two-state curve-crossing problem. Our model assumes the coupling to be a delta function. It is used to calculate the effect of curve crossing on the electronic absorption spectrum and the resonance Raman excitation profile.

The Use of Two Nematic Solvents in the Determination of Molecular Structure of Systems Providing Deceptively Simple Spectra

The use of two liquid crystals as solvents in the determination of molecular structure has been demonstrated for systems which do not provide structural information from studies in a single solvent owing to the fact that the spectra are deceptively simple, with the result that all the spectral parameters cannot be derived with reasonable precision. The specific system studied was 2-(p-bromophenyl)-4,6-dichloropyrimidine, for which relative inter-proton discances have been determined from the proton NMR spectra in two nematic solvents.

NMR spectra of oriented biologically important molecules - The structure of and the internal rotation in N,N'-dimethyluracil

From the proton NMR spectra of Nfl-dimethyluracil oriented in two different nematic solvents, the internal rotation of the methyl groups about the N-C bonds is studied. It has been observed that the preferred conformation of the methyl group having one carbonyl in the vicinity is the one where a C-H bond is in the ring plane pointing toward the carbonyl group. The results are not sensitive to the mode of rotation of the other methyl group. These data are interpreted in terms of the bond polarizations.

Infrared Spectra and Conformation of N-Acetylthiourea

Infrared spectra of N-acetylthiourea (ATU) and its N,N,N′-trideuterated compound have been examined in the range 4000–50 cm−1. A complete vibrational assignment with a normal coordinate treatment based on a Urey-Bradley type intramolecular potential function supplemented with valence force function for the out of plane and torsional modes is proposed and the feature of the thioureido vibrations explained. A molecular orbital study by the CNDO/2 method of ATU and its oxygen analog is undertaken and the results are analyzed for a comparative study of the molecular electronic structure and conformation.

He II spectra of La, Ce and Yb: Novel features in the valence band region

He II photoelectron spectra of La, Ce and Yb show features which cannot be explained in terms of single electron excitations. It is proposed that these are due to formation of electron-hole paris.

Small-amplitude cyclic voltammetry: Part I. A simple fourier synthesis approach

Current-potential relationships are derived for small-amplitude periodic inputs for linear electrochemical systems using a Fourier synthesis procedure. Specific results have been obtained for a triangular potential waveform for two simple model systems.

Cresols - An investigation into their electronic structure and spectra

The three isomeric cresols were subjected to the all-valence-electron CNDO/2 andPPP-CI calculations. Results from this study were used: (i) to compare the electronic structures of these isomers vis-Ã-vis parent compounds-phenol and toluene, (ii) to obtain a quantitative picture of their chemical reactivities and electronic absorption spectra. Using the sgr-core charges derived from CNDO/2 calculations and subsequently revising the valence-state ionisation potential and one-center-two-electron repulsion integrals, thePPP-CI calculations were performed on the title compounds according toNishimoto andForster scheme. In these calculations the pseudo-unsaturated nature of the methyl group has been given due consideration. In spectral assignment, compared to the conventionalPPP approach, the CNDO/2-basedPPP-CI method gave a better agreement with the experimental data.

X-ray absorption spectra of niobium dichalcogenides and their first-row transition-metal intercalates

X-ra!. K-absorption spectra of niobium in niobium dichalcogenides. namely NbS, and NbSe, and their first-row transition-metal intercalates Mi P 3N bSz (M = Cr. Mn. Fe. Co. Ni) and Ml#,NbSe2 (M = Fe. CO). have been measured together with those in niobium metal. The spectra of these materials are \er? similar to one another. They reflect the transitions to the partially filled niobium d band with some p character. A bariety of x-ray absorption nearedge structures (XASES) associated with the K edges of intercalated atoms are also presented and discussed.

Conformational Characterization of S-Methyl Dithiocarbazate by Infrared Spectra and Vibrational Assignments

Infrared spectra are recorded for S-methyl dithiocarbazate and its N-deuterated compound in two molecular conformations in the solid state and in solution between 4000 and 30 cm−1. The assignments have been supported from a complete normal coordinate analysis; the conformation sensitive bands of the –CSNHNH2 grouping are discussed. The assignments are compared with those of related molecules to check the internal consistency and to obtain the pattern of the characteristic bands of thiocarbazoyl (–CSNHNH2) group. The magnitudes of the C–N and S–CH3 torsional barriers are estimated from the force constants.

Multiple-quantum artifacts in single-quantum two-dimensional correlated NMR spectra of strongly coupled spins

Artifacts in the form of cross peaks have been observed along two- and three-quantum diagonals in single-quantum two-dimensional correlated (COSY) spectra of several peptides and oligonucleotides. These have been identified as due to the presence of a non-equilibrium state of kind I (a state describable by populations which differ from equilibrium) of strongly coupled spins carried over from one experiment to the next in the COSY algorithm.