Photonic crystal devices

We developed photochemically controlled photonic crystals which may be useful in novel recordable and erasable memories and/or display devices. These materials can operate in the UV, visible or near IR spectral regions. Information is recorded and erased by exciting the photonic crystal with ∼ 360 nm UV light or ∼ 480 nm visible light. The recorded information is read out by measuring the photonic crystal diffraction wavelength. The active element of the device is an azobenzene functionalized hydrogel which contains an embedded crystalline colloidal array. UV excitation forms cis-azobenzene while visible excitation forms trans-azobenzene. Larger dipole moment of the cis-form results in decrease of the free energy of mixing which causes the hydrogel to swell and to red-shift the photonic crystal diffraction with a 36 s time constant. We also observed fast ms and sub-ms transient dynamics associated with convection due to heating of the medium by UV excitation. Convective motion of the medium stretches the PCCA for about 6 μs within which the convection decays and the elastic restoring force of the PCCA brings back the stretched PCCA to its equilibrium state with 33 μs time constant. Paper presented at the 2nd International Conference on Ionic Devices, Anna University, Chennai, India, Nov. 28–30, 2003.     

MgO films grown on yttria-stabilized zirconia by molecular beam epitaxy

MgO films were grown on (0 0 1) yttria-stabilized zirconia (YSZ) substrates by molecular beam epitaxy (MBE). The crystalline structures of these films were investigated using X-ray diffraction and transmission electron microscopy. Growth temperature was varied from 350 to 550 °C, with crystalline quality being improved at higher temperatures. The MgO films had a domain structure: (1 1 1)[1 1 2¯]_MgO(0 0 1)[1 0 0]_YSZ with four twin variants related by a 90° in-plane rotation about the [1 1 1]_MgO axis. The observed epitaxial orientation was compared to previous reports of films grown by pulsed laser deposition and sputtering and explained as resulting in the lowest interface energy.     

Logic-Based Modeling and Solution of Nonlinear Discrete/Continuous Optimization Problems

This paper presents a review of advances in the mathematical programming approach to discrete/continuous optimization problems. We first present a brief review of MILP and MINLP for the case when these problems are modeled with algebraic equations and inequalities. Since algebraic representations have some limitations such as difficulty of formulation and numerical singularities for the nonlinear case, we consider logic-based modeling as an alternative approach, particularly Generalized Disjunctive Programming (GDP), which the authors have extensively investigated over the last few years. Solution strategies for GDP models are reviewed, including the continuous relaxation of the disjunctive constraints. Also, we briefly review a hybrid model that integrates disjunctive programming and mixed-integer programming. Finally, the global optimization of nonconvex GDP problems is discussed through a two-level branch and bound procedure.     

Noninferior Nash Strategies for Multi-Team Systems

This paper is concerned with the optimization of systems that are controlled by several teams of decision makers. The decision makers within each team cooperate for the benefit of their team. On the other hand, the teams compete among themselves in order to achieve an objective that relates to the overall performance of the system. An approach that merges concepts from team theory and game theory for dealing with such systems and a solution called the noninferior Nash strategy are introduced. This multi-team solution provides a new framework for analyzing hierarchically controlled systems so as to address complicated coordination problems among the decision makers. The properties of the noninferior Nash solution in static multi-team systems are investigated and necessary conditions for its existence are derived. Analytical expressions for the noninferior Nash strategies are derived for a class of linear-quadratic static multi-team games. In order to deal with the issue of nonuniqueness of the solution, the concept of a noninferior Nash strategy with a team leader is introduced. Several examples are presented to illustrate the results.     

Modelling locational price spreads in competitive electricity markets; applications for transmission rights valuation and replication

The restructuring of the electric utilities industry has forcedindustry participants to rethink their approach to a numberof decision processes. To manage risk and plan investment ingeneration assets, as well as to examine the efficient expansionof the current transmission grid, one needs to have a clearunderstanding of the interaction between the grid propertiesand the behaviour of the regional power markets. In this paperwe discuss a fundamental modelling approach which extracts thestochastic properties of electricity prices by modelling theimpact of physical and economic drivers affecting the production,delivery, and consumption of electricity. If the fundamentalinputs are directly observable, we can use historical data tocalibrate the model parameters. In the case of electricity,this simple and abundant set of training data can make a crucialdifference. We present the bid-based stochastic model (BSM) and look intoits application to valuing of financial derivatives, especiallyoptions based on the locational spread in electricity pricebetween two markets. The advantage of the bid-based model isthat one is able to link the capacity of the transmission line,in megawatts, directly to the correlation between electricityprices at the end nodes. This leads us to a valuation methodfor a locational spread option, the financial equivalent ofa physical transmission right. The model represents an improvementover standard spread option formulation in that it accountsfor the effect of the nonlinear flows in the transmission networkon the correlation and distribution of locational prices. Wealso address the question of whether financial transmissionrights can be replicated with a dynamic portfolio of forwardcontracts at the end nodes. This poses the possibility of model-based arbitrage betweenexisting forward markets and the emerging transmission rightsmarkets. Furthermore, it allows users to simulate the effectof transmission outages or expansion. For example, a for-profittransmission provider who is contemplating addition of a newtransmission line between two markets needs to know whetherhe will be able to recover the fixed cost of investing in theline by selling transmission rights to market participants.By calibrating the bid-based model according to current pricelevels and adding the capacity of the new transmission line,the transmission owner can simulate future cash flows and estimatethe profitability of the investment.     

The reservoir technique: a way to make Godunov-type schemes zero or very low diffuse. Application to Colella–Glaz solver

Although it is commonly thought that first order schemes are not accurate enough to approximate nonlinear hyperbolic problems, we here explore a conservative time integration with global time steps but local updates (see [F. Alouges, F. De Vuyst, G. Le Coq, E. Lorin, Un procédé de réduction de la diffusion numérique des schémas à différence de flux d'ordre un pour les systèmes hyperboliques non linéaires, C. R. Math. Acad. Sci. Paris, Ser. I 335 (7) (2002) 627–632. [1]]; [F. Alouges, F. De Vuyst, G. Le Coq, E. Lorin, The reservoir scheme for systems of conservation laws, in: Finite Volumes for Complex Applications, III, Porquerolles, 2002, Lab. Anal. Topol. Probab. CNRS, Marseille, 2002, pp. 247–254 (electronic). [2]]). This overall conservative method can be interpreted as a system of reservoirs at cell interfaces that fill up and empty when local CFL conditions are reached. For Euler equations, particularly good results are obtained when one uses this technique together with the Riemann solver proposed by Colella and Glaz.     

α-Fe2O3-In2O3 mixed oxide nanoparticles synthesized under hydrothermal supercritical conditions

α-Fe₂O₃-In₂O₃ mixed oxide nanoparticles system has been synthesized by hydrothermal supercritical and postannealing route, starting with (1−x)Fe(NO₃)₃·9H₂O·xIn(NO₃)₃·5H₂O aqueous solution (x=0-1). X-ray diffraction and Mössbauer spectroscopy have been used to study the phase structure and substitutions in the nanosized samples. The concentration regions for the existence of the solid solutions in the α-Fe₂O₃-In₂O₃ nanoparticle system together with the solubility limits of In³⁺ ions in the hematite lattice and of Fe³⁺ ions in the cubic In₂O₃ structure have been evidenced. In general, the substitution level is considerably lower than the nominal concentration x. A justification of the processes leading to the formation of iron and indium phases in the investigated supercritical hydrothermal system has been given.     

Directed paths with random phases

Directed Feynman paths in 1 + 1 dimensions that acquire random phases are examined numerically and analytically. This problem is relevant for the behavior of the conductance in two-dimensional amorphous insulators in the variable-range-hopping regime. Large-scale numerical simulations were performed on a model with short-range correlations. For the scaling of the transverse fluctuations ( t^ν), we obtain ν = 0.68 ± 0.025; and for the r.m.s free-energy fluctuations ( t^ω), we obtain ω = 0.335 ± 0.01. Up to 100 000 random samples were used for times as large as 2000. These results seem to exclude a recent conjecture that ν = 3/4 and ω = 1/2. Two versions of a model with long-range correlations are solved and shown to yield ν = 1/2; a physical explanation is given.     

Order splitting in single sourcing with scheduled-release orders

Traditional inventory models assume that a buyer places one order with a supplier in each order cycle. A large number of researchers have studied the benefits of dual sourcing such that an order quantity is split and placed simultaneously with two suppliers. We show that many of the benefits of dual sourcing are due to order splitting rather than using two suppliers. We investigate order splitting with one supplier such that the first part of the order is sent out immediately but the second part of the order is released later (scheduled-release). Through extensive computational results, we show that in many situations where dual sourcing or the use of a cheaper supplier would be cost effective, single sourcing with order splitting using scheduled-release orders is better. The paper provides a quantitative rationale to continue with one supplier. We also summarize the qualitative reasons to prefer single sourcing or multiple sourcing.     

Simulation of micro- and nano-scale flows via the lattice Boltzmann method

We use the lattice Boltzmann method (LBM) for analysis of high and moderate Knudsen number phenomena. Simulation results are presented for microscale Couette and Poiseuille flows. The slip velocity, nonlinear pressure drop, and mass flow rate are compared with previous numerical results and/or experimental data. The Knudsen minimum is successfully predicted for the first time within the LBM framework. These results validate the usage of the LBM based commercial, arbitrary geometry code PowerFLOW for simulating nanoscale problems.