Approximation for portfolio optimization in a financial market with shot-noise jumps

Computational Management Science - For an investor in a continuous-time financial market the portfolio optimization problem of maximizing expected utility of terminal wealth is considered. Stock...     

Interfacial strength of joints between fibers and dispersedly filled epoxy matrices

The concentration dependences of adhesive strength are investigated for fiber/dispersedly filled epoxy matrix systems. The measurements were carried out using an improved model of adhesiometer under normal conditions at a constant rate of loading. It is shown that the adhesive strength as a function of filler concentration has a maximum, which is more or less pronounced. The location of the maximum depends on the nature of filler and particle geometry. The increase in the adhesive strength at the maximum reaches 20–30% in comparison with that for the unfilled epoxy matrix. Since the interfacial strength between steel wire and all the mineral powders investigated is zero, the growth in the adhesive strength upon introduction of a finely divided filler in polymer binders is rather un expected. The possible reasons for the phenomenon observed are discussed. __________ Translated from Mekhanika Kompozitnykh Materialov, Vol. 43, No. 1, pp. 3–14, January–February, 2007.     

Application of the collocation method to multipoint boundary-value problems with integral boundary conditions

An algebraic collocation method for approximating solutions of systems of nonlinear ordinary differential equations is shown to be applicable in the case of linear multipoint boundary conditions containing definite integrals.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 44, No. 11, pp. 1548–1555, November, 1992.