Matrix-assisted pulsed laser evaporation of chemoselective polymers

The numerous properties of liposomes, i.e., nontoxicity, biodegradability, and their ability to encapsulate different biological active substances in aqueous and lipid phase, make them perfect models of biomembranes. Liposomes made up of phospholipids may be used to study new applications such as cell targeting or, under specific experimental conditions, may be applied in micro and nano-sized biosensors.     

Chemo-hydro-mechanical coupled consolidation for a poroelastic clay buffer in a radioactive waste repository

Salt rock or rock with salty ground water are often encountered as host media for the underground disposal of radioactive waste. The nuclear waste, contained in a metallic canister, is usually placed inside a tunnel or a shaft excavated in the rock deposit together with a buffer of compacted bentonite inserted between the host rock and the canister to provide hydro-mechanical sealing. Due to the very low permeability and rich clay content, the bentonite acts as an osmotic semi-permeable membrane under a gradient of concentration of salt dissolved in the ground water. In addition, chemically induced expansion or shrinkage of the bentonite is generated by changes in the concentration of dissolved salt. By including such important chemical aspects, the hydro-mechanical governing equations are derived for this particular boundary value problem within the framework of a linear Biot-like isotropic poroelastic consolidation. The equations are solved analytically and a parametric study is undertaken to highlight the influence of chemical osmosis and chemical deformation on the flow and mechanical response of the bentonite buffer.     

A relax-and-cut framework for Gomory mixed-integer cuts

Gomory mixed-integer cuts (GMICs) are widely used in modern branch-and-cut codes for the solution of mixed-integer programs. Typically, GMICs are iteratively generated from the optimal basis of the current linear programming (LP) relaxation, and immediately added to the LP before the next round of cuts is generated. Unfortunately, this approach is prone to instability. In this paper we analyze a different scheme for the generation of rank-1 GMICs read from a basis of the original LP—the one before the addition of any cut. We adopt a relax-and-cut approach where the generated GMICs are not added to the current LP, but immediately relaxed in a Lagrangian fashion. Various elaborations of the basic idea are presented, that lead to very fast—yet accurate—variants of the basic scheme. Very encouraging computational results are presented, with a comparison with alternative techniques from the literature also aimed at improving the GMIC quality. We also show how our method can be integrated with other cut generators, and successfully used in a cut-and-branch enumerative framework.     

Numerical study of a viscous flow through a pipe orifice

Summary A numerical solution for a fluid motion in a circular pipe orifice is compared with experimental results. Knowledge of the velocity field allows us to find the pressure field. There is good agreement between the piezometric heads and head losses computed and those obtained in experiments.

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Sommario Si studia uno schema numerico per la soluzione delle equazioni di Navier-Stokes in un campo a simmetria assiale. I risultati del modello matematico di un processo di moto attraverso un diaframma inserito in una condotta rettilinea, vengono messi a confronto con quelli ottenuti mediante una installazione sperimentale; si constata una buona corrispondenza fra le diverse grandezze esaminate, tra le quali rivestono notevole importanza l'andamento della piezometrica lungo il condotto e l'entità delle perdite di carico localizzate.

     

Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model

In this paper, we propose a multivariate market model with returns assumed to follow a multivariate normal tempered stable distribution. This distribution, defined by a mixture of the multivariate normal distribution and the tempered stable subordinator, is consistent with two stylized facts that have been observed for asset distributions: fat-tails and an asymmetric dependence structure. Assuming infinitely divisible distributions, we derive closed-form solutions for two important measures used by portfolio managers in portfolio construction: the marginal VaR and the marginal AVaR. We illustrate the proposed model using stocks comprising the Dow Jones Industrial Average, first statistically validating the model based on goodness-of-fit tests and then demonstrating how the marginal VaR and marginal AVaR can be used for portfolio optimization using the model. Based on the empirical evidence presented in this paper, our framework offers more realistic portfolio risk measures and a more tractable method for portfolio optimization.     

Index information algorithm with local tuning for solving multidimensional global optimization problems with multiextremal constraints

 Multidimensional optimization problems where the objective function and the constraints are multiextremal non-differentiable Lipschitz functions (with unknown Lipschitz constants) and the feasible region is a finite collection of robust nonconvex subregions are considered. Both the objective function and the constraints may be partially defined. To solve such problems an algorithm is proposed, that uses Peano space-filling curves and the index scheme to reduce the original problem to a H?lder one-dimensional one. Local tuning on the behaviour of the objective function and constraints is used during the work of the global optimization procedure in order to accelerate the search. The method neither uses penalty coefficients nor additional variables. Convergence conditions are established. Numerical experiments confirm the good performance of the technique. Received: April 2002 / Accepted: December 2002 Published online: March 21, 2003 RID="⋆" ID="⋆" This research was supported by the following grants: FIRB RBNE01WBBB, FIRB RBAU01JYPN, and RFBR 01–01–00587. Key Words. global optimization – multiextremal constraints – local tuning – index approach