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” $$\varLambda _N=[1,N]\cap \mathbb {N}$$...     

Calibrating software reliability models when the test environment does not match the user environment

Software failures have become the major factor that brings the system down or causes a degradation in the quality of service. For many applications, estimating the software failure rate from a user's perspective helps the development team evaluate the reliability of the software and determine the release time properly. Traditionally, software reliability growth models are applied to system test data with the hope of estimating the software failure rate in the field. Given the aggressive nature by which the software is exercised during system test, as well as unavoidable differences between the test environment and the field environment, the resulting estimate of the failure rate will not typically reflect the user‐perceived failure rate in the field. The goal of this work is to quantify the mismatch between the system test environment and the field environment. A calibration factor is proposed to map the failure rate estimated from the system test data to the failure rate that will be observed in the field. Non‐homogeneous Poisson process models are utilized to estimate the software failure rate in both the system test phase and the field. For projects that have only system test data, use of the calibration factor provides an estimate of the field failure rate that would otherwise be unavailable. For projects that have both system test data and previous field data, the calibration factor can be explicitly evaluated and used to estimate the field failure rate of future releases as their system test data becomes available. Copyright © 2002 John Wiley & Sons, Ltd.     

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.     

Effect of the subdivision strategy on convergence and efficiency of some global optimization algorithms

We investigate subdivision strategies that can improve the convergence and efficiency of some branch and bound algorithms of global optimization. In particular, a general class of so called weakly exhaustive simplicial subdivision processes is introduced that subsumes all previously known radial exhaustive processes. This result provides the basis for constructing flexible subdivision strategies that can be adapted to take advantage of various problem conditions.     

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.     

Infrared spectroscopic analyses of transformations of chemical species on the silica highly-reacted with gaseous BF3.

Transformations of chemical species formed by the reaction of gaseous BF3 with high pressure and silica preheated at 473 and 1093 K were studied with the use of infrared absorption spectrometry. The species containing -BF2 and the species containing >BF were transformed to each other on the highly-reacted silica depending on the pressure of BF3 in cell, and some of the species containing -BF2 were also desorbed without their transformations to the species containing >BF. H2O played important roles in these transformations.     

Renormalization Effects in the Spectrum of a Coherently Driven Exciton–Biexciton System

Starting from the total Hamiltonian of an excited exciton–biexciton system, nonresonant renormalizations in the electronic spectrum of a coherently driven direct semiconductor are considered. Stringent group-theoretical inclusion of the particle spin in the Hamiltonian allows one to account for the dependence of different renormalization effects on polarizations of the incident laser fields. On the example of circularly polarized driving and probing pulses it is shown that the kind of observed renormalization is defined by the pump-and-probe polarization geometry. Thus, the exciton optical Stark effect must appear in the case of co-circular pump-and-probe, whereas a mixing of the polariton and biexciton spectra is possible only in the case of counter-circular pump-and-probe. The polariton--biexciton dispersion renormalization may manifest itself as synchronous splittings of the exciton--polariton and biexciton spectra under resonant pumping at a frequency of the polariton--biexciton transition, or in their shifts in opposite directions under near-resonant pumping. The mechanisms of both kinds of renormalization effects are analyzed, and the dependence of their characteristics on the pump parameters and microscopic parameters of the exciton–biexciton–photon system is established. An evaluation of the characteristics shows that the effect of polariton–biexciton dispersion renormalization dominates in the spectra of semiconductors with stable biexciton formation. Results of the theoretical study provide an adequate explanation of available experimental data.     

Study on effects of substrate temperature on growth and structure of alignment carbon nanotubes in plasma-enhanced hot filament chemical vapor deposition system

Alignment carbon nanotubes (ACNTs) were synthesized on silicon substrate coated with Ni catalyst film and Ta buffer layer by plasma-enhanced hot filament chemical vapor deposition using CH₄, NH₃, and H₂ as the reaction gas, and they were investigated by scanning electron microscopy and transmission electron microscopy. It is found that the diameter of the bamboo-structured ACNTs is increased from 62 to 177 nm when the substrate temperature was changed from 626 to 756 °C. Their growth rate is enhanced by the substrate temperature in a range of 626-683 °C and it is reversely reduced with the substrate temperature after the substrate temperature is over 683 °C. Beginning with wetting phenomenon, the effects of the substrate temperature on the structure and growth rate of the ACNTs are analyzed.