Two-dimensional vortex sheets for the nonisentropic Euler equations: Nonlinear stability

We show the short-time existence and nonlinear stability of vortex sheets for the nonisentropic compressible Euler equations in two spatial dimensions, based on the weakly linear stability result of Morando and Trebeschi (2008) [20]. The missing normal derivatives are compensated through the equations of the linearized vorticity and entropy when deriving higher-order energy estimates. The proof of the resolution for this nonlinear problem follows from certain a priori tame estimates on the effective linear problem in the usual Sobolev spaces and a suitable Nash–Moser iteration scheme.     

Convergence of solutions for the fractional Cahn–Hilliard system

This paper deals with the Cauchy–Dirichlet problem for the fractional Cahn–Hilliard equation. The main results consist of global (in time) existence of weak solutions, characterization of parabolic smoothing effects (implying under proper condition eventual boundedness of trajectories), and convergence of each solution to a (single) equilibrium. In particular, to prove the convergence result, a variant of the so-called ?ojasiewicz–Simon inequality is provided for the fractional Dirichlet Laplacian and (possibly) non-analytic (but $C^1$) nonlinearities.     

Statistics of polymer capture by a nanopore: A Brownian dynamics simulation study

We investigate the statistics of polymer capture by a nanopore using Brownian dynamics simulations. It is found that when the velocity flux is greater than a critical velocity flux, the capture picture is a random selection process, otherwise it tends to a statistical process governed by energetic considerations. In addition, the chain ends capture probability decreases as the chain length increases and satisfies a power-law scaling of P0(N)~N-0.8.     

水斗非定常自由水膜流三维贴体数值模拟

本研究采用水斗三维非正交贴体坐标系进行了非定常自由水膜流动的数值解析。对不规则水斗内表面采用三维非正交贴体坐标系下离散点进行拟合,推导了曲面离散点的法向矢量和曲面微元面高斯曲率、平均曲率等几何特征量的计算公式,进而导出流体粒子在运动方向上曲率计算式。在水斗三维贴体坐标系中,还推导了流体粒子在水斗曲面上的运动控制方程。最后对某水轮机水斗内表面非定常自由水膜流进行了数值模拟,得到其非定常水膜流态分布。     

Maximizing a Linear Fractional Function on a Pareto Efficient Frontier

We consider the problem of maximizing a linear fractional function on the Pareto efficient frontier of two other linear fractional functions. We present a finite pivoting-type algorithm that solves the maximization problem while computing simultaneously the efficient frontier. Application to multistage efficiency analysis is discussed. An example demonstrating the computational procedure is included.     

Charge transport in a polypeptide chain

Charge transport is one important example of signal transduction in a protein which is responsible for action at a distance, and is a fundamental process in biochemical action. A model is presented in which electronic effects interact with motional processes to combine into a bifunctional model. This model is investigated with new detailed molecular dynamics calculations and successfully explains such action at a distance. Received 1st February 2002 / Received in final form 26 May 2002 Published online 13 September 2002     

股票价格遵循几何分式Brown运动的期权定价

讨论了股票价格过程遵循几何分式B row n运动的欧式期权定价.由于该过程存在套利机会使得传统的期权定价方法(如资本资产定价模型(CAPM),套利定价模型(APT),动态均衡定价理论(DEPT))不可能对该期权定价.利用保险精算定价法,在对市场无其它任何假设条件下,获得了欧式期权的定价公式.并讨论了在有效期内股票支付已知红利和红利率的推广公式.     

Development of a Simulation Model for Solid Objects Suspended in a Fluctuating Fluid

We introduce a new scheme for the future application of Real-coded Lattice Gas (RLG) to the numerical simulation of suspended solid objects in a fluctuating fluid environment. The reproduction of Brownian motion for a single solid object is verified through the Gaussian distribution of its displacements. The effectiveness of the solid–solid interaction model is also confirmed in an N-body simulation.