Graphene-based mass sensors: Chaotic dynamics analysis using the nonlocal strain gradient model

Nonlinear oscillations of graphene resonators are unavoidable due to enhancing the mass sensitivity of graphene-based mass sensors and the nonlinear behavior of the systems provides the route to chaos. In this paper, the nonlinear and chaotic behavior of the graphene-based mass sensor is investigated. The nano-mechanical sensor includes an electrostatically actuated fully clamped single-graphene sheet as a nano-resonator with an attached concentrated mass. By neglecting the rotary inertia, the equation of motion of the nano- resonator and the attached mass is derived using the nonlocal strain gradient theory of elasticity. The nano-resonator is modeled as a Kirchhoff nano-plate with the von Kármán-type geometric nonlinearity. Applying the Galerkin decomposition method to the partial differential equation of motion leads to the ordinary differential equation. Based on the Melnikov's integral method two analytical criteria are derived which provide necessary conditions that determine the chaotic region of the system. The chaotic dynamics of the system are also scrutinized and verified through plotting the Lyapunov exponent diagram, phase plane trajectories and Poincaré maps.     

Noise-induced bistable switching dynamics through a potential energy landscape

Interlinked positive feedback loops,an important building block of biochemical systems,can induce bistable switching,leading to long-lasting state changes by brief stimuli.In this work,prevalent mutual activation between two species as another positive feedback is added to a generic interlinked positive-feedback-loop model originating from many realistic biological circuits.A stochastic fluctuation of the positive feedback strength is introduced in a bistable interval of the feedback strength,and bistability appears for the moderate feedback strength at a certain noise level.Stability analysis based on the potential energy landscape is further utilized to explore the noise-induced switching behavior of two stable steady states.     

Optimal consumption and investment problem with random horizon in a BMAP model

In this paper, we consider the consumption and investment problem with random horizon in a Batch Markov Arrival Process (BMAP) model. The investor invests her wealth in a financial market consisting of a risk-free asset and a risky asset. The price processes of the riskless asset and the risky asset are modulated by a continuous-time Markov chain, which is the phase process of a BMAP. The possible consumption or investment are restricted to a sequence of random discrete time points which are determined by the same BMAP. The investor has only consumption opportunities at some of these random time points, has both consumption and investment opportunities at some other random time points, and can do nothing at the remaining random time points. The object of the investor is to select the consumption–investment strategy that maximizes the expected total discounted utility. The purpose of this paper is to analyze the impact of the consumption–investment opportunity and the economic state on the value functions and consumption–investment strategies. The general solution and the exact solution under the assumption that the consumption and the terminal wealth are evaluated by the power utility are obtained. Finally, a numerical example is presented.     

Criterion of semi-Markov dependent risk model

A rigorous definition of semi-Markov dependent risk model is given. This model is a generalization of the Markov dependent risk model. A criterion and necessary conditions of semi- Markov dependent risk model are obtained. The results clarify relations between elements among semi-Markov dependent risk model more clear and are applicable for Markov dependent risk model.     

Pricing range notes within Wishart affine models

We provide analytic pricing formulas for Fixed and Floating Range Accrual Notes within the multifactor Wishart affine framework which extends significantly the standard affine model. Using estimates for three short rate models, two of which are based on the Wishart process whilst the third one belongs to the standard affine framework, we price these structured products using the FFT methodology. Thanks to the Wishart tractability the hedge ratios are also easily computed. As the models are estimated on the same dataset, our results illustrate how the fit discrepancies (meaning differences in the likelihood functions) between models translate in terms of derivatives pricing errors, and we show that the models can produce different price evolutions for the Range Accrual Notes. The differences can be substantial and underline the importance of model risk both from a static and a dynamic perspective. These results are confirmed by an analysis performed at the hedge ratios level.     

Information spreading in Delay Tolerant Networks based on nodes’ behaviors

Information spreading in DTNs (Delay Tolerant Networks) adopts a store–carry–forward method, and nodes receive the message from others directly. However, it is hard to judge whether the information is safe in this communication mode. In this case, a node may observe other nodes’ behaviors. At present, there is no theoretical model to describe the varying rule of the nodes’ trusting level. In addition, due to the uncertainty of the connectivity in DTN, a node is hard to get the global state of the network. Therefore, a rational model about the node’s trusting level should be a function of the node’s own observing result. For example, if a node finds k nodes carrying a message, it may trust the information with probability p(k). This paper does not explore the real distribution of p(k), but instead presents a unifying theoretical framework to evaluate the performance of the information spreading in above case. This framework is an extension of the traditional SI (susceptible-infected) model, and is useful when p(k) conforms to any distribution. Simulations based on both synthetic and real motion traces show the accuracy of the framework. Finally, we explore the impact of the nodes’ behaviors based on certain special distributions through numerical results.     

Complex dynamics in the Leslie–Gower type of the food chain system with multiple delays

In this paper, we present a Leslie–Gower type of food chain system composed of three species, which are resource, consumer, and predator, respectively. The digestion time delays corresponding to consumer-eat-resource and predator-eat-consumer are introduced for more realistic consideration. It is called the resource digestion delay (RDD) and consumer digestion delay (CDD) for simplicity. Analyzing the corresponding characteristic equation, the stabilities of the boundary and interior equilibrium points are studied. The food chain system exhibits the species coexistence for the small values of digestion delays. Large RDD/CDD may destabilize the species coexistence and induce the system dynamic into recurrent bloom or system collapse. Further, the present of multiple delays can control species population into the stable coexistence. To investigate the effect of time delays on the recurrent bloom of species population, the Hopf bifurcation and periodic solution are investigated in detail in terms of the central manifold reduction and normal form method. Finally, numerical simulations are performed to display some complex dynamics, which include multiple periodic solution and chaos motion for the different values of system parameters. The system dynamic behavior evolves into the chaos motion by employing the period-doubling bifurcation.     

Wave mixing in coupled phononic crystals via a variable stiffness mechanism

We investigate wave mixing effects in a phononic crystal that couples the wave dynamics of two channels – primary and control ones – via a variable stiffness mechanism. We demonstrate analytically and numerically that the wave transmission in the primary channel can be manipulated by the control channel's signal. We show that the application of control waves allows the selection of a specific mode through the primary channel. We also demonstrate that the mixing of two wave modes is possible whereby a modulation effect is observed. A detailed study of the design parameters is also carried out to optimize the switching capabilities of the proposed system. Finally, we verify that the system can fulfill both switching and amplification functionalities, potentially enabling the realization of an acoustic transistor.     

On local strong solutions to the Cauchy problem of the two-dimensional full compressible magnetohydrodynamic equations with vacuum and zero heat conduction

This paper concerns the Cauchy problem of the two-dimensional full compressible magnetohydrodynamic equations with zero heat-conduction and vacuum as far field density. In particular, the initial density can have compact support. We prove that the Cauchy problem admits a local strong solution provided both the initial density and the initial magnetic field decay not too slow at infinity.     

Valuation perspectives and decompositions for variable annuities with GMWB riders

The guaranteed minimum withdrawal benefit (GMWB) rider, as an add on to a variable annuity (VA), guarantees the return of premiums in the form of periodic withdrawals while allowing policyholders to participate fully in any market gains. GMWB riders represent an embedded option on the account value with a fee structure that is different from typical financial derivatives. We consider fair pricing of the GMWB rider from a financial economic perspective. Particular focus is placed on the distinct perspectives of the insurer and policyholder and the unifying relationship. We extend a decomposition of the VA contract into components that reflect term-certain payments and embedded derivatives to the case where the policyholder has the option to surrender, or lapse, the contract early.