A homogenization approach to flashing ratchets

The paper continues the program of the authors to develop a mathematical framework to understand and characterize the notion of “asymmetric” potentials, which has been introduced to explain how molecular motors work, considering flashing ratchets, i.e., molecules diffusing in a potential with periodic switches. The mathematical model is a Fokker–Planck equation with a space–time periodic potential and diffusion of order of magnitude compatible with the period of the potential. After performing a homogenization analysis of the problem the “asymmetric” potentials are characterized by the property that the solution, which models the molecule density, concentrates on one end of the domain. Finally explicit examples are presented exhibiting that the concentration phenomena (motor effect) takes place are presented. The proof uses techniques from the theory of viscosity solutions for the Hamilton–Jacobi equation which, in the homogenization limit, defines the effective hamiltonian.     

Bayesian statistical process control for Phase I count type data

Count data, most often modeled by a Poisson distribution, are common in statistical process control. They are traditionally monitored by frequentist c or u charts, by cumulative sum and by exponentially weighted moving average charts. These charts all assume that the in‐control true mean is known, a common fiction that is addressed by gathering a large Phase I sample and using it to estimate the mean. “Self‐starting” proposals that ameliorate the need for a large Phase I sample have also appeared. All these methods are frequentist, ie, they allow only retrospective inference during Phase I, and they have no coherent way to incorporate less‐than‐perfect prior information about the in‐control mean. In this paper, we introduce a Bayesian procedure that can incorporate prior information, allow online inference, and should be particularly attractive for short‐run settings where large Phase I calibration exercises are impossible or unreasonable.     

The renormalization constants of QED in unitary approximation

A unitary approximation for the time-evolution operator given through the exponential representation is used to calculate the renormalization constants of QED. The results obtained by this method are the same as the renormalization group improvement of the usual perturbation series taking into account terms up to the second order ine.     

Simulated annealing and tabu search approaches to unidirectional flowpath design for Automated Guided Vehicle Systems

In this paper, we address the flowpath design issue of Automated Guided Vehicle Systems (AGVSs). In particular, we concentrate on the design of unidirectional flowpaths (i.e. vehicles are restricted to travel only in one direction along a given segment of the flowpath). We have developed intelligent heuristics — simulated annealing and tabu search algorithms for the design of unidirectional AGVSs. Different versions of simulated annealing and tabu search algorithms are implemented. Our extensive computational results indicate that both simulated annealing and tabu search yield solutions of adequate quality for all practical purposes. A tabu search implementation with the use of a frequency-based memory structure dominates all tested heuristics in terms of solution quality (i.e. percent deviation from optimality), with an impressive average performance over 45 test problems of less than 0.85% deviation from optimality.     

Dielectric studies of segmental dynamics in poly(dimethylsiloxane)/titania nanocomposites

Differential scanning calorimetry, thermally stimulated depolarization currents and dielectric relaxation spectroscopy techniques, covering together a broad frequency range of 10⁻⁴ to 10⁶ Hz, were employed to investigate the effects of in situ synthesized titania nanoparticles on thermal transitions, segmental dynamics and interfacial interactions in poly(dimethylsiloxane)/titania nanocomposites. Titania particles (TiO₂, 20-40 nm in diameter) were prepared and well dispersed into the polymer network through sol-gel technique, aiming at stable and mechanically reinforced systems. The interactions between polymer and fillers were found to be strong, supressing crystallinity and affecting the temperature development of the glass transition. The segmental relaxation associated with the glass transition consists of three contributions, arising, in the order of decreasing mobility, from the bulk (unaffected) amorphous polymer fraction (α relaxation), from polymer chains restricted between condensed crystal regions (α_c relaxation), and from the semi-bound polymer in an interfacial layer with strongly reduced mobility due to interactions with hydroxyls on the nanoparticle surface (α? relaxation). The thickness of the interfacial layer was estimated to be in the range of 3-5 nm. Measurements using different thermal protocols proved very effective in analyzing the origin of each relaxation and the respective effects of filler addition.     

A descent hybrid conjugate gradient method based on the memoryless BFGS update

In this work, we present a new hybrid conjugate gradient method based on the approach of the convex hybridization of the conjugate gradient update parameters of DY and HS+, adapting a quasi-Newton philosophy. The computation of the hybrization parameter is obtained by minimizing the distance between the hybrid conjugate gradient direction and the self-scaling memoryless BFGS direction. Furthermore, a significant property of our proposed method is that it ensures sufficient descent independent of the accuracy of the line search. The global convergence of the proposed method is established provided that the line search satisfies the Wolfe conditions. Our numerical experiments on a set of unconstrained optimization test problems from the CUTEr collection indicate that our proposed method is preferable and in general superior to classic conjugate gradient methods in terms of efficiency and robustness.     

Scalar conservation laws: Initial and boundary value problems revisited and saturated solutions

We revisit the classical theory of multidimensional scalar conservation laws. We reformulate the notion of the classical Kruzkov entropy solutions and study some new properties as well as the well-posedness of the initial value problem with inhomogeneous fluxes and general initial data. We also consider Dirichlet boundary value problems. We put forward a new and transparent definition for solutions and give a simple proof for their well-posedness in domains with smooth boundaries. Finally, we introduce the notion of saturated solutions and show that it is well-posed.     

Equity portfolio construction and selection using multiobjective mathematical programming

A multi-objective mixed integer programming model for equity portfolio construction and selection is developed in this study, in order to generate the Pareto optimal portfolios, using a novel version of the well known ε-constraint method. Subsequently, an interactive filtering process is also proposed to assist the decision maker in making his/her final choice among the Pareto solutions. The proposed methodology is tested through an application in the Athens Stock Exchange.     

Corresponding-states laws for protein solutions

The solvent around protein molecules in solutions is structured and this structuring introduces a repulsion in the intermolecular interaction potential at intermediate separations. We use Monte Carlo simulations with isotropic, pair-additive systems interacting with such potentials. We test if the liquid-liquid and liquid-solid phase lines in model protein solutions can be predicted from universal curves and a pair of experimentally determined parameters, as done for atomic and colloid materials using several laws of corresponding states. As predictors, we test three properties at the critical point for liquid-liquid separation: temperature, as in the original van der Waals law, the second virial coefficient, and a modified second virial coefficient, all paired with the critical volume fraction. We find that the van der Waals law is best obeyed and appears more general than its original formulation: A single universal curve describes all tested nonconformal isotropic pair-additive systems. Published experimental data for the liquid-liquid equilibrium for several proteins at various conditions follow a single van der Waals curve. For the solid-liquid equilibrium, we find that no single system property serves as its predictor. We go beyond corresponding-states correlations and put forth semiempirical laws, which allow prediction of the critical temperature and volume fraction solely based on the range of attraction of the intermolecular interaction potential.