A smooth homotopy method for incomplete markets

Mathematical Programming - In the general equilibrium with incomplete asset markets (GEI) model, the excess demand functions are typically not continuous at the prices for which the assets have...     

Particle Model for the Reservoirs in the Simple Symmetric Exclusion Process

Journal of Statistical Physics - In this paper, we will study the long time behavior of the simple symmetric exclusion process in the “channel” $$\varLambda _N=[1,N]\cap \mathbb {N}$$...     

An unstructured mesh finite volume method for modelling saltwater intrusion into coastal aquifers

In this paper, a two-dimensional finite volume unstructured mesh method (FVUM) based on a triangular background interpolation mesh is developed for analysing the evolution of the saltwater intrusion into single and multiple coastal aquifer systems. The model formulation consists of a ground-water flow equation and a salt transport equation. These coupled and non-linear partial differential equations are transformed by FVUM into a system of differential/algebraic equations, which is solved using backward differentiation formulas of order one through five. Simulation results are compared with previously published solutions where good agreement is observed.     

Random oscillations in the Van der Pol system under the action of a broadband random process

We construct the second approximation for random oscillations described by the Van der Pol equation which are under the action of a broadband random process. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 11, pp. 1517–1521, November, 1998.     

Stability radii of positive linear Volterra-Stieltjes equations

We study stability radii of linear Volterra-Stieltjes equations under multi-perturbations and affine perturbations. A lower and upper bound for the complex stability radius with respect to multi-perturbations are given. Furthermore, in some special cases concerning the structure matrices, the complex stability radius can precisely be computed via the associated transfer functions. Then, the class of positive linear Volterra-Stieltjes equations is studied in detail. It is shown that for this class, complex, real and positive stability radius under multi-perturbations or multi-affine perturbations coincide and can be computed by simple formulae expressed in terms of the system matrices. As direct consequences of the obtained results, we get some results on robust stability of positive linear integro-differential equations and of positive linear functional differential equations. To the best of our knowledge, most of the results of this paper are new.     

A floating-point genetic algorithm for solving the unit commitment problem

This paper proposes a floating-point genetic algorithm (FPGA) to solve the unit commitment problem (UCP). Based on the characteristics of typical load demand, a floating-point chromosome representation and an encoding–decoding scheme are designed to reduce the complexities in handling the minimum up/down time limits. Strategic parameters of the FPGA are characterized in detail, i.e., the evaluation function and its constraints, population size, operation styles of selection, crossover operation and probability, mutation operation and probability. A dynamic combination scheme of genetic operators is formulated to explore and exploit the FPGA in the non-convex solution space and multimodal objective function. Experiment results show that the FPGA is a more effective technique among the various styles of genetic algorithms, which can be applied to the practical scheduling tasks in utility power systems.     

Determination of uranium and thorium isotopes in soil samples by coprecipitation

Summary The paper presents a procedure to prepare soil samples for U and Th isotope measurement by alpha-spectrometry after coprecipitation with LaF₃. In this procedure the reduction of U(VI) to U(IV) was performed by Zn metal in 4M HCl solution. The recoveries of chemical separation equal to e_U-chemistry = 78±4% for uranium and e_Th-chemistry = 82±4% for thorium. Canberra alpha-spectrometer was used with PIPS detectors of A-1200-37-AM Model of 1200 mm² active area. The counting efficiency of the measuring system equals to e_counting = 18% and the total efficiencies were e_U = e_counting ^.e_U-chemistry = 14.0±0.7% for uranium and e_Th = e_counting ^.e_Th-chemistry = 14.7±0.7% for thorium. The recoveries of chemical separation were rather high (about 80%), that leads to the use of a small weight of soil sample (about 0.5 g). The efficiencies were also stable, that allows analyzing the soil sample without using radiotracers. They are advantages of the sample preparation procedure of this work.     

Polynomial decay rate for the dissipative wave equation

Using Fourier integral operators with special amplitude functions, we analyze the stabilization of the wave equation in a three-dimensional bounded domain on which exists a trapped ray bouncing up and down infinitely between two parallel parts of the boundary.