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

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.     

Diffraction by a wedge at skew incidence: integral representations of Cauchy-Carleman for the electromagnetic fields

An electromagnetic diffraction problem in a wedge shaped region is reduced to a system of coupled functional difference equations by means of Sommerfeld integrals and Malyuzhinets theorem. By introducing an integral operator it is shown that the solutions of this system of functional equations can be defined in terms of integral representations whose kernels are solutions of a singular integral equation of Cauchy-Carleman type for which an explicit solution is given.     

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.     

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.     

Succinic acid adsorption from fermentation broth and regeneration

More than 25 sorbents were tested for uptake of succinic acid from aqueous solutions. The best resins were then tested for successive loading and regeneration using hotwater. The key desired properties for an ideal sorbent are high capacity, complete stable regenerability, and specificity for the product. The best resins have a stable capacity of about 0.06 g of succinic acid/g of resin at moderate concentrations (1–5 g/L) of succinic acid. Several sorbents were tested more exhaustively for uptake of succinic acid and for successive loading and regeneration using hot water. One resin, XUS 40285, has a good stable isotherm capacity, prefers succinate over glucose, and has good capacities at both acidic and neutral pH. Succinic acid was removed from simulated media containing salts, succinic acid, acetic acid, and sugar using a packed column of sorbent resin, XUS 40285. The fermentation byproduct, acetate, was completely separated from succinate. A simple hot water regeneration successfully concentrated succinate from 10 g/L (inlet) to 40–110 g/L in the effluent. If successful, this would lower separation costs by reducing the need for chemicals for the initial purification step. Despie promising initial results of good capacity (0.06 g of succinic/g of sorbent), 70% recovery using hot water, and a recovered concentration of >100 g/L, this regeneration was not stable over 10 cycles in the column. Alternative regeneration schemes using acid and base were examined. Two (XUS 40285 and XFS-40422) showed both good stable capacities for succinic acid over 10 cycles and >95% recovery in a batch operation using a modified extraction procedure combining acid and hot water washes. These resins showed comparable results with actual broth.     

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.