A weak formulation of Roe's approximate Riemann Solver applied to 'Barotropic' flows

A weak formulation of Roe's approximate Riemann solver is applied to the equations of ‘barotropic’ flow, including the shallow water equations, and it is shown that this leads to an approximate Riemann solver recently presented for such flows.

Use of a reduced Schiff-Base ligand to prepare novel chloro-bridged chains of rare Cu(II) trinuclear complexes with mixed azido/oxo and chloro/oxo bridges

Two mixed bridged one-dimensional (1D) polynuclear complexes, [Cu3L2(mu(1,1)-N-3)(2)(mu-Cl)Cl](n) (1) and {[Cu3L2(mu-Cl)(3)Cl]center dot 0.46CH(3)OH}(n), (2), have been synthesized using the tridentate reduced Schiff-base ligand HL (2-[(2-dimethylamino-ethylamino)-methyl]-phenol). The complexes have been characterized by X-ray structural analyses and variable-temperature magnetic susceptibility measurements. In both complexes the basic trinuclear angular units are joined together by weak chloro bridges to form a 1D chain. The trinuclear structure of 1 is composed of two terminal square planar [Cu(L)(mu(1,1)-N-3)] units connected by a central Cu(II) atom through bridging nitrogen atoms of end-on azido ligands and the phenoxo oxygen atom of the tridentate ligand. These four coordinating atoms along with a chloride ion form a distorted trigonal bipyramidal geometry around the central Cu(II). The structure of 2 is similar; the only difference being a Cl bridge replacing the mu(1,1)-N-3 bridge in the trinuclear unit. The magnetic properties of both trinuclear complexes can be very well reproduced with a simple linear symmetrical trimer model (H = JS(i)S(i+1)) with only one intracluster exchange coupling (J) including a weak intertrimer interaction (.j) reproduced with the molecular field approximation. This model provides very satisfactory fits for both complexes in the whole temperature range with the following parameters: g = 2.136(3), J = 93.9(3) cm(-1) and zj= -0.90(3) cm(-1) (z = 2) for 1 and g = 2.073(7), J = -44.9(4) cm(-1) and zJ = -1.26(6) cm(-1) (z = 2) for 2.

A unique example of structural and magnetic diversity in four interconvertible copper(II)−azide complexes with the same Schiff base ligand: a monomer, a dimer, a chain, and a layer

Four new Cu(II)-azido complexes of formula [CuL(N-3)] (1), [CuL(N-3)](2) (2), [Cu7L2(N-3)(12)](n) (3), and [Cu2L(dmen)-(N-3)(3)](n) (4) (dmen = N,N-dimethylethylenediamine) have been synthesized using the same tridentate Schiff base ligand HL (2-[1-(2-dimethylaminoethylimino)ethyl]phenol, the condensation product of dmen and 2-hydroxyacetophenone). The four compounds have been characterized by X-ray structural analyses and variable-temperature magnetic susceptibility measurements. Complex 1 is mononuclear, whereas 2 is a single mu-1,1 azido-bridged dinuclear compound. The polymeric compound 3 possesses a 2D structure in which the Cu(II) ions are linked by phenoxo oxygen atoms and two different azide bridges (mu-1,1 and mu-1,1,3). The structure of complex 4 is a double helix in which two mu-1,3-azido-bridged alternating one-dimensional helical chains of CuL(N-3) and Cu(dmen)(N-3)(2) are joined together by weak mu-1,1 azido bridges and H-bonds. The complexes interconvert in solution and can be obtained in pure form by carefully controlling the conditions. The magnetic properties of compounds 1 and 2 show the presence of very weak antiferromagnetic exchange interactions mediated by a ligand pi overlap (J = -1.77) and by an asymmetric 1,1-N-3 bridge (J = -1.97 cm(-1)), respectively. Compound 3 presents, from the magnetic point of view, a decorated chain structure with both ferro- and antiferromagnetic interactions. Compound 4 is an alternating helicoidal chain with two weak antiferromagnetic exchange interactions (J -1.35 and -2.64 cm(-1)).

Closed form approximations for spread options

This article expresses the price of a spread option as the sum of the prices of two compound options. One compound option is to exchange vanilla call options on the two underlying assets and the other is to exchange the corresponding put options. This way we derive a new closed form approximation for the price of a European spread option and a corresponding approximation for each of its price, volatility and correlation hedge ratios. Our approach has many advantages over existing analytical approximations, which have limited validity and an indeterminacy that renders them of little practical use. The compound exchange option approximation for European spread options is then extended to American spread options on assets that pay dividends or incur costs. Simulations quantify the accuracy of our approach; we also present an empirical application to the American crack spread options that are traded on NYMEX. For illustration, we compare our results with those obtained using the approximation attributed to Kirk (1996, Correlation in energy markets. In: V. Kaminski (Ed.), Managing Energy Price Risk, pp. 71–78 (London: Risk Publications)), which is commonly used by traders.

A titration model: an analysis and solution

The Newton‐Raphson method is proposed for the solution of the nonlinear equation arising from a theoretical model of an acid/base titration. It is shown that it is necessary to modify the form of the equation in order that the iteration is guaranteed to converge. A particular example is considered to illustrate the analysis and method, and a BASIC program is included that can be used to predict the pH of any weak acid/weak base titration.