Numerical Simulation of a Turbulent FSI Benchmark Case

In an effort to expand the capabilities of a validated simulation environment for fluid-structure interaction to turbulent flows, we present the simulation of a turbulent FSI benchmark case with large displacements in a simplified two-dimensional unsteady RANS setup. We find a fair agreement to experimental data that encourages further refinement of our approach and future three-dimensional simulations with eddy-resolving schemes. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On the fractional-order extended Kalman filter and its application to chaotic cryptography in noisy environment

In this paper via a novel method of discretized continuous-time Kalman filter, the problem of synchronization and cryptography in fractional-order systems has been investigated in presence of noisy environment for process and output signals. The fractional-order Kalman filter equation, applicable for linear systems, and its extension called the extended Kalman filter, which can be used for nonlinear systems, are derived. The result is utilized for chaos synchronization with the aim of cryptography while the transmitter system is fractional-order, and both the transmitter and transmission channel are noisy. The fractional-order stochastic chaotic Chen system is then presented to apply the proposed method for chaotic signal cryptography. The results show the effectiveness of the proposed method.     

Finite element buckling analysis of multi-layered graphene sheets on elastic substrate based on nonlocal elasticity theory

Graphene-polymer nano-composites are one of the most applicable engineering nanostructures with superior mechanical properties. In the present study, a finite element (FE) approach based on the size dependent nonlocal elasticity theory is developed for buckling analysis of nano-scaled multi-layered graphene sheets (MLGSs) embedded in polymer matrix. The van der Waals (vdW) interactions between the graphene layers and graphene-polymer are simulated as a set of linear springs using the Lennard-Jones potential model. The governing stability equations for nonlocal classical orthotropic plates together with the weighted residual formulation are employed to explicitly obtain stiffness and buckling matrices for a multi-layered super element of MLGS. The accuracy of the current finite element analysis (FEA) is approved through a comparison with molecular dynamics (MD) and analytical solutions available in the literature. Effects of nonlocal parameter, dimensions, vdW interactions, elastic foundation, mode numbers and boundary conditions on critical in-plane loads are investigated for different types of MLGS. It is found that buckling loads of MLGS are generally of two types namely In-Phase (INPH) and Out-of-Phase (OPH) loads. The INPH loads are independent of interlayer vdW interactions while the OPH loads depend on vdW interactions. It is seen that the decreasing effect of nonlocal parameter on the OPH buckling loads dwindles as the interlayer vdW interactions become stronger. Also, it is found that the small scale and polymer substrate have noticeable effects on the buckling loads of embedded MLGS.     

Reserve stock models: Deterioration and preventive replenishment

Reserve stocks are needed in a wide spectrum of industries from strategic oil reserves to tactical (machine buffer) reserves in manufacturing. One important aspect under-looked in research is the effect of deterioration, where a reserve stock, held for a long time, may be depleted gradually due to factors such as spoilage, evaporation, and leakage. We consider the common framework of a reserve stock that is utilized only when a supply interruption occurs. Supply outage occurs randomly and infrequently, and its duration is random. During the down time the reserve is depleted by demand, diverted from its main supply. We develop optimal stocking policies, for a reserve stock which deteriorates exponentially. These policies balance typical economic costs of ordering, holding, and shortage, as well as additional costs of deterioration and preventive measures. Our main results are showing that (i) deterioration significantly increases cost (up to 5%) and (ii) a preventive replenishment policy, with periodic restocking, can offset some of these additional costs. One side contribution is refining a classical reserve stock model (Hansmann, 1962).     

On extension and refinement of the Poincaré inequality

The aim of this paper is to analyze the heat semigroup ${(\mathcal{N}_{t})_{t >0 } = \{e^{t \Delta}\}_{t >0 }}$ generated by the usual Laplacian operator Δ on ${\mathbb{R}^{d}}$ equipped with the d-dimensional Lebesgue measure. We obtain and study, via a method involving some semigroup techniques, a large family of functional inequalities that does not exist in the literature and with the local Poincaré and reverse local Poincaré inequalities as particular cases. As a consequence, we establish in parallel a new functional and integral inequality related to the Ornstein–Uhlenbeck semigroup.     

Approximation of stochastic advection diffusion equations with Stochastic Alternating Direction Explicit methods

The numerical solutions of stochastic partial differential equations of Itô type with time white noise process, using stable stochastic explicit finite difference methods are considered in the paper. Basically, Stochastic Alternating Direction Explicit (SADE) finite difference schemes for solving stochastic time dependent advection-diffusion and diffusion equations are represented and the main properties of these stochastic numerical methods, e.g. stability, consistency and convergence are analyzed. In particular, it is proved that when stable alternating direction explicit schemes for solving linear parabolic PDEs are developed to the stochastic case, they retain their unconditional stability properties applying to stochastic advection-diffusion and diffusion SPDEs. Numerically, unconditional stable SADE techniques are significant for approximating the solutions of the proposed SPDEs because they do not impose any restrictions for refining the computational domains. The performance of the proposed methods is tested for stochastic diffusion and advection-diffusion problems, and the accuracy and efficiency of the numerical methods are demonstrated.     

Fixed Point Theorem of {a,b,c} Contraction and Nonexpansive Type Mappings in Weakly Cauchy Normed Spaces

Let C be a closed convex weakly Cauchy subset of a normed space X. Then we define a new {a,b,c} type nonexpansive and {a,b,c} type contraction mapping T from C into C. These types of mappings will be denoted respectively by {a,b,c}-ntype and {a,b,c}-ctype. We proved the following： 1. If T is {a,b,c}-ntype mapping, then inf{ ｜｜ T（x）-x｜｜ ：x C C} =0, accordingly T has a unique fixed point. Moreover, any sequence {Xn}n∈NN in C with limn→∞｜｜T（xn） - Xn｜｜ = 0 has a subsequence strongly convergent to the unique fixed point of T. 2. If T is {a,b,c}-ctype mapping, then T has a unique fixed point. Moreover, for any x∈C the sequence of iterates {Tn （x）}n∈N has subsequence strongly convergent to the unique fixed point of T. This paper extends and generalizes some of the results given in [2,4, 7] and [13].     

Measurement of the thermoelectric power of lead sulphide

The thermoelectric power of natural specimens of lead sulphide crystals has been measured between room temperature and 700° K. Specimens which are of then-type remain as such throughout the temperature range. Thep-type specimens, however, show an initial small rise followed by a gradual decrease and a subsequent change of sign ata temperature which, in some specimens, is well defined. Further increase of temperature results in a negative extremum. From this stage onwards there seems to develop a common behaviour for both types of specimens. Some crystals which were initially of thep-type changed over to then-type and remained as such throughout subsequent investigation. Among the crystals one showed a metallic conduction and an extraordinary large thermoelectric power.     

On managerial risk-taking incentives when compensation may be hedged against

We consider a continuous time principal-agent model where the principal/firm compensates an agent/manager who controls the output’s exposure to risk and its expected return. Both the firm and the manager have exponential utility and can trade in a frictionless market. When the firm observes the manager’s choice of effort and volatility, there is an optimal contract that induces the manager to not hedge. In a two factor specification of the model where an index and a bond are traded, the optimal contract is linear in output and the log return of the index. We also consider a manager who receives exogenous share or option compensation and illustrate how risk taking depends on the relative size of the systematic and firm-specific risk premia of the output and index. Whilst in most cases, options induce greater risk taking than shares, we find that there are also situations under which the hedging manager may take less risk than the non-hedging manager.