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1.
The structural properties of polycrystalline silicon films, prepared by plasma enhanced chemical vapor deposition system, with different flow rates of SiH4/SiF4 mixtures at 300 °C were investigated. This study indicates that the low hydrogen coverage on the growing surface, under optimum fluorine radicals, will be leaded to an improvement of crystallized area as compared with case of high hydrogen coverage surface. Moreover, the studies of the role of SiH4 and SiF4 radicals show that the SiH4 radicals are important in the nucleation and growth of grains. However, SiF4 radicals are effective in the structural change of grain boundaries regions and by this way, in the present system, establish the growth of grains under the dominant 〈1 1 0〉 direction. The stress investigation indicates that addition of high flow rate of SiF4 in amorphous film, results in the nearly stress free films. Finally, we found that the changes in g-value reflect the changes in the intrinsic compressive and tensile stress in the both polycrystalline and amorphous silicon films. 相似文献
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Khanh Le Chau Pham Duc Chinh 《Zeitschrift für Angewandte Mathematik und Physik (ZAMP)》1991,42(4):614-622
In this paper inequalities for the effective conductivity of isotropic composite materials are derived. These inequalities depend on several coefficients characterizing the microstructure of composites. The obtained coefficients can be exactly calculated for models of a two-component aggregate of multisized, coated ellipsoidal inclusions, packed to fill all space. As a result, new bounds for effective conductivity, considerably narrower than those of Hashin-Shtrikman, are established for such models of composite materials. 相似文献
5.
This paper deals with the solutions of linear inhomogeneous time-fractional partial differential equations in applied mathematics and fluid mechanics. The fractional derivatives are described in the Caputo sense. The fractional Green function method is used to obtain solutions for time-fractional wave equation, linearized time-fractional Burgers equation, and linear time-fractional KdV equation. The new approach introduces a promising tool for solving fractional partial differential equations. 相似文献
6.
Adel A. George Michael 《Arkiv f?r Matematik》2006,44(1):92-96
In this paper, we generalize a theorem of Kallman [2, Theorem 1.1] and we resolve the unsettled case there. 相似文献
7.
New concepts for the study of incompressible plane or axisymmetric flows are analysed by the stream tube method. Flows without eddies and pure vortex flows are considered in a transformed domain where the mapped streamlines are rectilinear or circular. The transformation between the physical domain and the computational domain is an unknown of the problem. In order to solve the non-linear set of relevant equations, we present a new algorithm based on a trust region technique which is effective for non-convex optimization problems. Experimental results show that the new algorithm is more robust compared to the Newton-Raphson method. 相似文献
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In this paper we introduce a new notion of infine nonsmooth functions and give several characterizations of infineness property. We prove alternative theorems with mixed constraints (i.e., inequality and equality constraints) being described by invex-infine nonsmooth functions. We establish a necessary and sufficient condition for a solution of a vector optimization problem involving mixed constraints to be a properly efficient solution. 相似文献
10.
Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints
Pham 《Applied Mathematics and Optimization》2002,46(1):55-78
Abstract. This paper deals with an extension of Merton's optimal investment problem to a multidimensional model with stochastic volatility
and portfolio constraints. The classical dynamic programming approach leads to a characterization of the value function as
a viscosity solution of the highly nonlinear associated Bellman equation. A logarithmic transformation expresses the value
function in terms of the solution to a semilinear parabolic equation with quadratic growth on the derivative term. Using a
stochastic control representation and some approximations, we prove the existence of a smooth solution to this semilinear
equation. An optimal portfolio is shown to exist, and is expressed in terms of the classical solution to this semilinear equation.
This reduction is useful for studying numerical schemes for both the value function and the optimal portfolio. We illustrate
our results with several examples of stochastic volatility models popular in the financial literature. 相似文献