Reversible dynamics and the macroscopic rate law for a solvable Kolmogorov system: The three bakers' reaction

We investigate a piecewise linear (area-preserving) mapT describing two coupled baker transformations on two squares, with coupling parameter 0c1. The resulting dynamical system is Kolmogorov for anyc0. For rational values ofc, we construct a generating partition on whichT induces a Markov chain. This Markov structure is used to discuss the decay of correlation functions: exponential decay is found for a class of functions related to the partition. Explicit results are given forc=2^–n. The macroscopic analog of our model is a leaking process between two (badly) stirred containers: according to the Markov analysis, the corresponding progress variable decays exponentially, but the rate coefficients characterizing this decay are not those determined from the one-way flux across the cell boundary. The validity of the macroscopic rate law is discussed.     

Applicability of polymer theories to the thermodynamics of proteins at the air/water interface: example of β-lactoglobulin

Knowledge of the equation of state of adsorbed or deposited layers of proteins at the air/water interface is of fundamental interest in the understanding of the surface activity of these molecules. Using scaling laws of current polymer theories, it has been shown that the equation of state of the interfacial layer in the semi-dilute regime should relate the surface pressure to the surface concentration through a power law. The exponent of this power law should reflect the quality of the solvent and the conformation of the adsorbed polypeptide chain. In the case of β-lactoglobulin layers, in the range of surface concentrations that should correspond to the semi-dilute regime, the relationship between surface pressure and surface concentration is expressed as a power law. The exponent of this power law is strongly influenced by the nature of the aqueous substrate and by the net charge of the protein molecule. The use of scaling laws gives a coherent view of the expansion of the polypeptide chain in the interfacial layer and of the relationship between surface concentration and surface pressure in the semi-dilute regime. This result favours a strong similarity between β-lactoglobulin and a polymer chain in the interfacial layer. It is concluded that current theories of polymer adsorption could be applied to interfacial protein layers.     

Fourier transform infrared spectroscopy and the analytical study of works of art for purposes of diagnosis and conservation

This paper is a study of the analytical capacity of Fourier transform infrared spectroscopy (FT-IR) for any type of samples from works of art. The analytical information obtained with this technique on organic and inorganic compounds is extremely useful in the preliminary studies necessary for diagnosis and to decide on the conservation process. This paper reports the analysis and study with FT-IR on samples extracted from the microlayers in several works of art from different periods (16th to 18th century) comprising wall paintings and canvas. The most outstanding of these being the frescoes by A. Palomino from two ceilings in the Santos Juanes church. The analytical procedures for the different components of the works studied such as

1. (a) varnish applied to wood panels and canvas paintings,

2. (b) binding media and pigments used by the artists,

3. (c) inerts, mortars, stuccos and grounds have been optimized. The FT-IR technique offers a quick analysis of microsamples (less than 0.5 mg) and is able to characterise the different molecular groups which provide information on the nature of the different materials of organic and inorganic origin used by the artist and thus permits the diagnosis of pathologies requiring conservation treatment.

Origin of the Landau-Lifshitz hydrodynamic fluctuations in nonequilibrium systems and a new method for reducing the Boltzmann equation

The Landau-Lifshitz fluctuating fluxes in fluctuating hydrodynamics are derived from the deterministic Boltzmann equation with the aid of a reduction method developed by Fujisaka and Mori. Thus it is shown that the hydrodynamic fluctuations innonequilibrium systems are generated by the reduction of variables from the-space distribution function to its five momentum moments, i.e., the hydrodynamic variables. This differs from the Bixon-Zwanzig and Fox-Uhlenbeck theories, in which the Landau-Lifshitz fluctuating fluxes are derived from the molecular fluctuating force in thestochastic Boltzmann-Langevin equation, which is, however, negligible in nonequilibrium systems. Thus the present method improves the Chapman-Enskog reduction method so as to include the hydrodynamic fluctuations generated by the reduction of variables.Supported in part by the Scientific Research Fund of the Ministry of Education.     

Physical Adsorption of H2S Related to the Conservation of Works of Art: The Role of the Pore Structure at Low Relative Pressure

The adsorption isotherms of H₂S in selected adsorbents were determined at 298 K, at relative pressures up to about 0.005, aiming the use of these materials in the removal of that pollutant from the museums atmosphere. The Dubinin-Astakhov equation adjusts very well the experimental results, although one cannot interpret the pre-exponential factor w₀ as the limiting adsorbed amount. The parameter E, related with the adsorption energy, and the parameter n, that can be associated with the surface heterogeneity of the adsorbents, are correlated and the first is also correlated with the adsorbed amounts. It was not found any expectable relationship between the adsorbed amounts and textural parameters of the adsorbents such as the specific surface area or the microporous volume. This points out that the adsorption of H₂S is highly specific. In general, 13X and Y sodium zeolites seem to be the most effective adsorbents, but at lowest tested pressures, near the concentrations found at museums, a pillared clay prepared from a Wyoming montmorillonite seems to be more efficient.     

A review ofL=λW and extensions

A fundamental principle of queueing theory isL=W (Little's law), which states that the time-average or expected time-stationary number of customers in a system is equal to the product of the arrival rate and the customer-average or expected customer-stationary time each customer spends in the system. This principle is now well known and frequently applied. However, in recent years there have been extensions, such as H=G and the continuous, distributional, ordinal and central-limit-theorem versions, which show that theL=W relation, when viewed properly, has much more power than was previously realized. Moreover, connections have been established between H=G and other fundamental relations, such as the rate conservation law and PASTA (Poisson arrivals see time averages), which show that there is a much greater unity in the overall theory than was previously realized. This paper provides a review.This paper is dedicated to the memory of our colleague Professor Peter Franken (1937–1989), who contributed greatly to the subject of this paper and to queueing theory more generally.     

The intersection marker method for 3D interface tracking of deformable surfaces in finite volumes

Currently, the majority of computational fluid dynamics (CFD) codes use the finite volume method to spatially discretise the computational domain, sometimes as an array of cubic control volumes. The Finite volume method works well with single‐phase flow simulations, but two‐phase flow simulations are more challenging because of the need to track the surface interface traversing and deforming within the 3D grid. Surface area and volume fraction details of each interface cell must be accurately accounted for, in order to calculate for the momentum exchange and rates of heat and mass transfer across the interface. To attain a higher accuracy in two‐phase flow CFD calculations, the intersection marker (ISM) method is developed. The ISM method is a hybrid Lagrangian–Eulerian front‐tracking algorithm that can model an arbitrary 3D surface within an array of cubic control volumes. The ISM method has a cell‐by‐cell remeshing capability that is volume conservative and is suitable for the tracking of complex interface deformation in transient two‐phase CFD simulations. Copyright © 2015 John Wiley & Sons, Ltd.     

A dissipation‐free numerical method to solve one‐dimensional hyperbolic flow equations

In this paper, a numerical method to capture the shock wave propagation in 1‐dimensional fluid flow problems with 0 numerical dissipation is presented. Instead of using a traditional discrete grid, the new numerical method is built on a range‐discrete grid, which is obtained by a direct subdivision of values around the shock area. The range discrete grid consists of 2 types: continuous points and shock points. Numerical solution is achieved by tracking characteristics and shocks for the movements of continuous and shock points, respectively. Shocks can be generated or eliminated when triggering entropy conditions in a marking step. The method is conservative and total variation diminishing. We apply this new method to several examples, including solving Burgers equation for aerodynamics, Buckley‐Leverett equation for fractional flow in porous media, and the classical traffic flow. The solutions were verified against analytical solutions under simple conditions. Comparisons with several other traditional methods showed that the new method achieves a higher accuracy in capturing the shock while using much less grid number. The new method can serve as a fast tool to assess the shock wave propagation in various flow problems with good accuracy.     

SBV REGULARITY OF GENUINELY NONLINEAR HYPERBOLIC SYSTEMS OF CONSERVATION LAWS IN ONE SPACE DIMENSION

The problem of the presence of Cantor part in the derivative of a solution to a hyperbolic system of conservation laws is considered.An overview of the techniques involved in the proof is given,and a c...     

Pathwise superhedging for time-dependent barrier options on càdlàg paths—Finite or infinite tradeable European,One-Touch,lookback or forward starting options

We establish pathwise duality using simple predictable trading strategies for the robust hedging problem associated with a barrier option whose payoff depends on the terminal level and the infimum of a càdlàg strictly positive stock price process, given tradeable European options at all strikes at a single maturity. The result allows for a significant dimension reduction in the computation of the superhedging cost, via an alternate lower-dimensional formulation of the primal problem as a convex optimization problem, which is qualitatively similar to the duality which was formally sketched using linear programming arguments in Duembgen and Rogers [10] for the case where we only consider continuous sample paths. The proof exploits a simplification of a classical result by Rogers (1993) which characterizes the attainable joint laws for the supremum and the drawdown of a uniformly integrable martingale (not necessarily continuous), combined with classical convex duality results from Rockefellar (1974) using paired spaces with compatible locally convex topologies and the Hahn–Banach theorem. We later adapt this result to include additional tradeable One-Touch options using the Kertz and Rösler (1990) condition. We also compute the superhedging cost when in the more realistic situation where there is only finite tradeable European options; for this case we obtain the full duality in the sense of quantile hedging as in Soner (2015), where the superhedge works with probability $1?\epsilon$ where $\epsilon$ can be arbitrarily small), and we obtain an upper bound for the true pathwise superhedging cost. In Section 5, we extend our analysis to include time-dependent barrier options using martingale coupling arguments, where we now have tradeable European options at both maturities at all strikes and tradeable forward starting options at all strikes. This set up is designed to approximate the more realistic situation where we have a finite number of tradeable Europeans at both maturities plus a finite number of tradeable forward starting options.¹