University of Marne-la-Vallée

About: University of Marne-la-Vallée is a based out in . It is known for research contribution in the topics: Estimator & Excited state. The organization has 831 authors who have published 1855 publications receiving 55316 citations.

Backward Stochastic Differential Equations in Finance

Abstract: We are concerned with different properties of backward stochastic differential equations and their applications to finance. These equations, first introduced by Pardoux and Peng (1990), are useful for the theory of contingent claim valuation, especially cases with constraints and for the theory of recursive utilities, introduced by Duffie and Epstein (1992a, 1992b).

Oxidation state and coordination of Fe in minerals: An Fe K-XANES spectroscopic study

Abstract: High-resolution Fe K-edge XANES spectra of a series of crystalline Fe 2+ - and Fe 3+ -bearing model compounds were measured in an effort to correlate characteristics of the pre-edge feature with oxidation state and local coordination environment of Fe atoms. The model compounds comprise 30 natural minerals and synthetic compounds, with Fe coordination environments ranging from 4 to 12 O atoms for Fe 2+ , including 5-coordinated trigonal bipyramidal Fe 2+ , and from 4 to 6 O atoms for Fe 3+ . Most pre-edge spectra show two components (due to crystal-field splitting) that are located just above the Fermi level. The most useful characteristics of the Fe-K pre-edge for determining Fe oxidation state and coordination number are the position of its centroid and its integrated intensity. The separation between the average pre-edge centroid positions for Fe 2+ and Fe 3+ is 1.4 ± 0.1 eV. Thus, the position of the pre-edge feature can be used as a measure of the average Fe-redox state, with the average pre-edge position for mixed Fe 2+ -Fe 3+ compounds occurring between positions for Fe 2+ and Fe 3+ . The lowest pre-edge normalized heights and integrated intensities are observed for the most centrosymmetric sites of Fe, in agreement with previous studies (see Waychunas et al. 1983). Examination of the pre-edge features of mechanical mixtures of phases containing different proportions of Fe 2+ and Fe 3+ suggests that the pre-edge position and intensity for these mixtures can vary quite non-linearly with the average redox state of Fe. However, distinctly different trends of pre-edge position vs. pre-edge intensity can be observed, depending on the coordination environment of Fe 2+ and Fe 3+ , with an accuracy in redox determination of ±10 mol% provided that the site geometry for each redox state is known. These methods have been used to estimate the Fe 3+ /Fe 2+ ratio in 12 minerals (magnetite, vesuvianite, franklinite, rhodonite, etc.) containing variable/unknown amounts of Fe 2+ /Fe 3+ .

On the existence of bounded Palais–Smale sequences and application to a Landesman–Lazer-type problem set on ℝN

Abstract: Using the ‘monotonicity trick’ introduced by Struwe, we derive a generic theorem. It says that for a wide class of functionals, having a mountain-pass (MP) geometry, almost every functional in this class has a bounded Palais-Smale sequence at the MP level. Then we show how the generic theorem can be used to obtain, for a given functional, a special Palais–Smale sequence possessing extra properties that help to ensure its convergence. Subsequently, these abstract results are applied to prove the existence of a positive solution for a problem of the formWe assume that the functional associated to (P) has an MP geometry. Our results cover the case where the nonlinearity f satisfies (i) f(x, s)s−1 → a ∈)0, ∞) as s →+∞; and (ii) f(x, s)s–1 is non decreasing as a function of s ≥ 0, a.e. x → ℝN.

On the Cauchy Problem for the Generalized Korteweg-de Vries Equation

Abstract: We consider the local and global Cauchy problem for the generalized Korteweg-de Vries equation , with initial data in homogeneous and nonhomogeneous Besov spaces. This allows us to slightly extend ...

Ti k-edge xanes studies of ti coordination and disorder in oxide compounds: comparison between theory and experiment

Abstract: Experimental Ti $K$-edge x-ray-absorption near-edge structure (XANES) spectra for a variety of Ti(IV)-bearing crystalline oxide model compounds are compared with those calculated using the ab initio multiple-scattering code FEFF7. A scattering-theoretic interpretation of various features in the experimental spectra, including pre-edge and main-edge peaks, is presented together with an interpretation of the effects of disorder. The observed pre-edge features are found to vary in both position (by $\ensuremath{\approx}2\ifmmode\pm\else\textpm\fi{}0.1\mathrm{eV}$) and normalized height (from $\ensuremath{\approx}0.04$ to $1.0\ifmmode\pm\else\textpm\fi{}0.05$) as a function of Ti coordination (4, 5, or 6 oxygen nearest neighbors), in agreement with calculations. In aperiodic oxide compounds where the Ti coordination is unknown (e.g., titanosilicate glasses and melts), pre-edge position and height can be used to derive reliable information on Ti coordination chemistry. For example, one can distinguish between fivefold coordinated Ti (i.e., ${\mathrm{TiO}}_{5}$) and a 50:50 mixture of fourfold- and sixfold-coordinated Ti (i.e., ${\mathrm{TiO}}_{4}$ vs ${\mathrm{TiO}}_{6}$). Finally, it is proposed that the intensity of the main-edge features can be used as a probe of disorder in the short- and medium-range environment of Ti. This is exemplified by Ti XANES studies of the effect of radiation damage on ${\mathrm{CaTiSiO}}_{5}$ and the melting of ${\mathrm{K}}_{2}{\mathrm{TiSi}}_{2}{\mathrm{O}}_{7}$ glass at high temperature.