294 research outputs found
Computational Supporting Information for Methane Adsorption on Heteroatom-Modified Maquettes of Porous Carbon Surfaces
No full textThis dataset is an extensive computational supporting information for the first manuscript of a series of reports from the collaborative work of the carbon materials laboratory of Prof. Nicholas Stadie and the computational laboratory of Prof. Robert Szilagyi at Montana State University. The dataset provide atomic-scale insights into the structure and properties of amorphous carbon materials for reversible gas storage applications. The current report is focused on modeling methane adsorption on zeolite-templated carbon through invoking the concepts of maquettes: simplified models with essential functionalities preserved of the real system. We employed a converging series of explicitly correlated MO theory and density functional theory.
The theoretical approach employed is based on our previous publications
Ellis E., MacHale L.T., Szilagyi R.K., DuBois J.L.: How Chemical Environment Activates Anthralin and Molecular Oxygen for Direct Reaction Journal of Organic Chemistry, 2020, 85(2), 1315–1321 DOI: 10.1021/acs.joc.9b03133 and
Poovathingal S.J., Minton T.K., Szilagyi R.K.: Systematic evaluation of density functionals for electronic and geometric Structures: Chemical speciation of mononuclear Ru-Cl-H-PR3 complexes Journal of Physical Chemistry, Part A. 2019, 123(1), 343–358 DOI: 10.1021/acs.jpca.8b03216 .
The level of theories considered here are consistent with an earlier study that was carried out independent from our focus
Nishimura Y., Tsuneda T., Sato T., Katouda M., Irle S.: Quantum chemical estimation of acetone physisorption on graphene using combined basis set and size extrapolation schemes. Journal of Physical Chemistry C 2017, 121(16), 8999–9010 DOI: 10.1021/acs.jpcc.6b13002.
Moreover, key experimental data are taken from
Stadie N.P., Murialdo M., Ahn C.C., Fultz B.: Unusual Entropy of Adsorbed Methane on Zeolite-Templated Carbon Journal of Physical Chemistry C, 2015, 119(47), 26409-26421 DOI: 10.1021/acs.jpcc.5b05021.
In addition to a comprehensive evaluation of the methane adsorption on pure-carbon maquette surface, we extended the adsorption studies to B- and N-doped adsorbents. We found consistent preference for N-doped materials for methane storage. In addition to discussing energy differences and structural variations as a function of the nature of dopant, we uncovered details of the electronic structure of methane interactions and its variability along the series of C, B, and N. The predicted heat of adsorption values are now informing on-going experimental synthetic work in the Stadie laboratory toward the optimization of gas storage materials.
The results reported in the manuscripts stimulate extension of our work to larger maquettes of porous carbon surfaces with synthetically relevant functional groups, alternative ring sizes, curvature, and other heteroatom substitutional dopants. An additional notable merit is our effort to provide a clear thermodynamic connection among microscopic and macroscopic observables related to physical properties of gas storage materials and interfaces.R.R., E.T., and N.S. are supported by the U.S. Department of Energy's Office of Energy Efficiency and Renewable Energy (EERE) under the Hydrogen and Fuel Cell Technologies and Vehicle Technologies Offices (DE-EE0008815). S.I. acknowledges support for the analysis of theoretical results by the U.S. Department of Energy's Office of Fossil Energy (FE). N.S. acknowledges the donors of the American Chemical Society Petroleum Research Fund for partial support of this research. R.R. is thankful for the support by the MSU Undergraduate Scholars Program. We are also grateful for resources provided by the Extreme Science and Engineering Discovery Environment (XSEDE), supported by National Science Foundation grant ACI-1548562.113 Part of the computations were carried out using the Hyalite High Performance Computing System, operated and supported by the University Information Technology Research Cyberinfrastructure at Montana State University
Beiträge zur Theorie des mehrfachen optimalen Stoppens
No full textGegenstand dieser Arbeit sind Stoppprobleme mit mehreren Ausübungsrechten im kontinuierlichen Modell mit endlichem und unendlichem Zeithorizont.
Zu Beginn wird die Theorie des optimalen Stoppens mit endlich vielen Ausübungsrechten auf den unendlichen Fall übertragen. Insbesondere wird gezeigt, dass der faire Preis einer Option mit unendlich vielen Ausübungsrechten gleich dem einer anderen Option mit einem Ausübungsrecht ist. Weiter ist diese Option mit einem Ausübungsrecht so konstruiert, dass deren optimale Strategien die der Option mit unendlich vielen Ausübungsrechten charakterisieren. Danach wird die allgemeine Theorie in der Markovschen Stoppsituation spezifiziert.
Anschließend wird ein kontinuierliches Modell mit endlichem Horizont betrachtet: Es werden verschiedene Möglichkeiten beschrieben, die mehrfachen Stoppprobleme in diesem Modell zu formulieren, und es wird auf Auszahlungsprozesse eingegangen, die auch negative Werte annehmen können. Die zuvor betrachteten mehrfachen Optimierungsprobleme mit unendlichem Horizont erhält man als Grenzübergang bei Stoppproblemen mit endlichem Horizont.
Während bisher zwischen den einzelnen Ausübungsstrategien ein Zeitfenster von einer fest vorgegebenen Länge liegen muss, werden abschließend Optimierungsprobleme betrachtet, in denen diese vorgegebene Länge eine zufällige Größe ist. Es werden zwei Möglichkeiten betrachtet, diese zufälligen Wartezeiten zu modellieren, und die vorherigen Ergebnisse auf diese Modelle übertragen. Die allgemeine Theorie wird für den Auszahlungsprozess einer amerikanischen Put-Option spezifiziert und für die Optimierungsprobleme mit zufälligen Wartezeiten wird eine duale Darstellung beschrieben.This thesis deals with problems of optimal stopping involving multiple exercise rights in continuous time with finite and infinite time horizon.
First the theory of optimal stopping with finitely many exercise rights is carried over to the case of infinitely many exercise rights. In particular it is proved that the fair price of an option with infinitely many exercise rights is the price of another option with only one exercise right. Furthermore this option with one exercise right is constructed in such a manner that its optimal strategies characterize the optimal strategies for the option with infinitely many exercise rights. Thereafter this general theory is specified for Markovian problems.
Afterwards a continuous time model with finite time horizon is considered: Different alternatives for introducing multiple exercise problems in this model are described, and processes with possibly negative payoff are also treated. The optimization problems discussed before can be obtained as a limit of these problems with finite time horizon. While up to this point a fixed time span between two exercise times was required, finally optimization problems with random time spans are considered. Two possibilities for modeling this random time span are studied and the results obtained so far are carried over to these models. The general theory is specified for an American put option. Furthermore a dual representation for optimization problems with random time spans is described
Second-order approximations to pricing and hedging in presence of jumps and stochastic volatility
No full textThis thesis deals with two basic problems of Mathematical Finance, namely the pricing and hedging of European-style derivatives. We analyze these questions in models that describe the asset underlying the derivative by a process with jumps and stochastic volatility. However, we are not interested in exact solutions to the mentioned problems but in reasonable approximations that allow for a better insight into the structure of the respective question.
More precisely, we consider hedging problems in geometric Lévy models, i.e., in models where the logarithmic price process of the underlying follows a process with independent and stationary increments. In this kind of models, there typically exist no perfect hedging strategies. We quantify the remaining risk of a self-financing trading strategy by its mean squared hedging error, i.e., the second moment of the difference between the payoff of the derivative and the terminal wealth of the hedging portfolio.
We study the question of derivative pricing in a comprehensive model class that encompasses geometric Lévy models and several stochastic volatility models from the literature. In doing so, we consider prices that are compatible with the absence of arbitrage, i.e., prices that do not allow for riskless gains.
For several hedging strategies, for their hedging errors, as well as for derivative prices in the described framework, the literature provides semi-explicit representations that can be efficiently evaluated numerically for many parametric models. However, these representations admit little understanding, e.g., of the determining factors of the respective quantity. We develop approximate solutions that provide more insight in this respect. To this end, we interpret the complex model with jumps and stochastic volatility as a perturbed Black-Scholes model, and we compute correction terms of second order. Our approach differs from traditional perturbation techniques in the sense that in our case, there is no univariate problem-inherent parameter that quantifies the amount of perturbation. Therefore, we develop a general framework for perturbation approaches in this situation, and we apply this approach in the models under consideration.
The approximate solutions obtained in this way consist of few moments of components of the asset price process as well as of sensitivities (greeks) of the Black-Scholes derivative price. In particular, the formulas do not depend on the fine structure of the considered model and are robust in this sense. We show in detailed numerical experiments that our approximations yield satisfactory results in several parametric models from the literature.In dieser Arbeit betrachten wir zwei grundlegende Probleme der Finanzmathematik, nämlich die Bewertung und die Absicherung (Hedging) von Derivaten mit europäischer Auszahlungsstruktur. Wir führen unsere Analyse in Modellen durch, die das dem Derivat zugrunde liegende Wertpapier durch einen Prozess mit Sprüngen und stochastischer Volatilität abbilden. Dabei interessieren wir uns nicht für exakte Lösungen der genannten Probleme, sondern für sinnvolle Näherungslösungen mit dem Hauptziel, einen besseren Einblick in die Struktur der jeweiligen Frage zu erhalten.
Genauer betrachten wir Hedgingprobleme in geometrischen Lévy-Modellen, das heißt in Modellen, in denen der logarithmische Wertpapierkurs einem Prozess mit unabhängigen und stationären Zuwächsen folgt. In solchen Modellen existieren typischerweise keine perfekten Absicherungsstrategien. Das Restrisiko einer selbstfinanzierenden Hedgingstrategie bewerten wir durch den mean squared hedging error, das heißt durch das zweite Moment der Differenz von Derivatauszahlung und Endwert der Absicherungsstrategie.
Die Frage der Derivatbewertung studieren wir in einer großen Modellklasse, die geometrische Lévy-Modelle, aber auch diverse stochastische Volatilitätsmodelle aus der Literatur umfasst. Dabei betrachten wir mit Arbitragefreiheit verträgliche Preise, das heißt solche, die risikolose Gewinne nicht zulassen.
Für verschiedene Hedgingstrategien, für deren Hedgefehler sowie für Derivatpreise existieren für den von uns betrachteten Rahmen semi-explizite Darstellungen in der Literatur, die sich für viele parametrische Modelle numerisch effizient auswerten lassen. Allerdings erlauben diese Darstellungen wenig Einsicht zum Beispiel in die für die jeweilige Größe entscheidenden Einflussfaktoren. Wir entwickeln in dieser Hinsicht besser interpretierbare Näherungslösungen, die wir durch Perturbationstechniken gewinnen. Dazu fassen wir das komplexe Modell mit Sprüngen und stochastischer Volatilität als Störung eines einfachen Black-Scholes-Modells auf und berechnen Korrekturterme zweiter Ordnung. Ein wesentlicher Unterschied zu klassischen Perturbationsansätzen besteht darin, dass in unserem Fall kein dem Problem immanenter univariater Parameter existiert, der die Störung quantifiziert. Wir entwickeln deshalb zunächst einen allgemeinen Rahmen für Perturbationstechniken in dieser Situation und wenden diesen dann in
den
betrachteten Modellen an.
Die so gewonnenen Näherungslösungen setzen sich aus wenigen Momenten von Komponenten des Wertpapierprozesses sowie aus Sensitivitäten (greeks) des Black-Scholes-Preises des betrachteten Derivats zusammen. Die Näherungen hängen insbesondere nicht von der Feinstruktur des betrachteten Modells ab und sind in diesem Sinne robust. In ausführlichen numerischen Experimenten zeigen wir, dass unsere Approximationen in verschiedenen parametrischen Modellen aus der Literatur zufriedenstellende Ergebnisse liefern
Development of density-functional tight-binding repulsive potentials for bulk zirconia using particle swarm optimization algorithm
No full textComputational Chemistry
No full text”How can computers help with chemistry?” The purpose of this course is to introduce computer science from a chemist's perspective. The course begins with an introduction to the basic use of computers for data search and molecular structure and spectroscopic visualization, and introduces FORTRAN 90 as a way to solve simple scientific problems in an efficient way
Computational Chemistry
No full text”How can computers help with chemistry?” The purpose of this course is to introduce computer science from a chemist's perspective. The course begins with an introduction to the basic use of computers for data search and molecular structure and spectroscopic visualization, and introduces FORTRAN 90 as a way to solve simple scientific problems in an efficient way.learning objec
Molecular dynamics in computational materials sciences: From the study of nanostructure formation to the design of fluorescent dyes
No full textChanges in corneal endothelium cell characteristics after cataract surgery with and without use of viscoelastic substances during intraocular lens implantation
No full textStephan D Schulze,1 Thomas Bertelmann,1 Irena Manojlovic,2 Stefan Bodanowitz,2 Sebastian Irle,3 Walter Sekundo11Department of Ophthalmology, Philipps University of Marburg, Marburg, 2Private Practice and Ambulatory Surgical Center, Bremen, 3Freelance Statistician, Friedberg, GermanyPurpose: To evaluate whether the use of balanced salt solution (BSS) or an ophthalmic viscoelastic device (OVD) during hydrophilic acrylic intraocular lens (IOL) implantation variously impacts corneal endothelial cell characteristics in eyes undergoing uneventful phacoemulsifications.Methods: Prospective nonrandomized observational clinical trial. Patients were assigned either to the BSS plus® or to the OVD Z-Celcoat™ group depending on the substance used during IOL implantation. Corneal endothelium cell characteristics were obtained before, 1 week, and 6 weeks after surgery. Intraoperative parameters (eg, surgery time, phacoemulsification energy) were recorded.Results: Ninety-seven eyes were assigned to the BSS plus and 86 eyes to the Z-Celcoat group. Preoperative corneal endothelium cell density (ECD) and endothelium cell size were 2,506±310 cells/mm2/2,433±261 cells/mm2 and 406±47 µm2/416±50 µm2 (P=0.107/P=0.09). After 1 and 6 weeks, ECD decreased and endothelium cell size increased significantly in both groups (each P<0.001) without significant differences between both groups (each P>0.05). Irrigation–aspiration suction time (30.3±16.6 versus 36.3±14.5 seconds) and overall surgical time (7.2±1.2 versus 8.0±1.4 minutes) were significantly longer in the OVD Z-Celcoat group (each P<0.001). No complications or serious side effects occurred.Conclusion: Implantation of a hydrophilic acrylic IOL under BSS infusion seems to be a useful and faster alternative in experienced hands without generating higher ECD loss rates.Keywords: phacoemulsification, ophthalmic viscoelastic device, endothelial cell density, IO
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