A parallel inexact newton method for stochastic programs with recourse

A parallel inexact Newton method with a line search is proposed for two-stage quadratic stochastic programs with recourse. A lattice rule is used for the numerical evaluation of multi-dimensional integrals, and a parallel iterative method is used to solve the quadratic programming subproblems. Although the objective only has a locally Lipschitz gradient, global convergence and local superlinear convergence of the method are established. Furthermore, the method provides an error estimate which does not require much extra computation. The performance of the method is illustrated on a CM5 parallel computer.This work was supported by the Australian Research Council and the numerical experiments were done on the Sydney Regional Centre for Parallel Computing CM5.     

Quasipotentials for simple noisy maps with complicated dynamics

The theory of nonequilibrium potentials or quasipotentials is a physically motivated approach to small random perturbations of dynamical systems, leading to exponential estimates of invariant probabilities and mean first exit times. In the present article we develop the mathematical foundation of this theory for discrete-time systems, following and extending the work of Freidlin and Wentzell, and Kifer. We discuss strategies for calculating and estimating quasipotentials and show their application to one-dimensionalS-unimodal maps. The method proves to be especially suited for describing the noise scaling behavior of invariant probabilities, e.g., for the map occurring as the limit of the Feigenbaum period-doubling sequence. We show that the method allows statements about the scaling behavior in the case of localized noise, too, which does not originally lie within the scope of the quasipotential formalism.     

Synthesis and thermal crosslinking of oxazolidine‐functionalized polyurethanes

A new oxazolidine derivative was obtained from phenol, 2‐amino‐2‐methylpropane‐1,3‐diol and paraformaldehyde. The reaction of this novel oxazolidine diol with phenylisocyanate lead to a urethane model compound which can be polymerized thermally by oxazolidine ring opening to give a Mannich bridge structure. Linear segmented polyurethanes were prepared by reaction of different ratios of oxazolidine diol and commercial polyethylenglycol (M_w ～ 400) with 4,4′‐methylenbis (cyclohexylisocyanate) (HMDI, 90% isomers mixture). The polyurethanes were thermally characterized and crosslinked by oxazolidine ring opening to obtain materials which showed improved thermal stability. © 2007 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 45: 4965–4973, 2007     

Ethylene/1‐hexene copolymerization with tetramethyldisiloxane‐bridged bis(indenyl) metallocenes

Ethylene/1‐hexene copolymerizations with disiloxane‐bridged metallocenes, rac‐ and meso‐1,1,3,3‐tetramethyldisiloxanediyl‐bis(1‐indenyl)zirconium dichloride (rac‐ 1 , meso‐ 1 ) activated by modified methylaluminoxane were performed to investigate the influence of conformational dynamics on comonomer selectivity. Although ¹H NOESY (nuclear Overhauser and exchange spectroscopy) analysis indicated that the most stable conformation for the meso isomer in solution was that in which both indenes project over the metal coordination site, this isomer showed higher 1‐hexene selectivity in copolymerization (r_e = 140 ± 30, r_h = 0.024 ± 0.004) than the rac isomer with only one indene over the coordination site (r_e = 240 ± 20, r_h = 0.005 ± 0.001). The meso isomer showed high 1‐hexene selectivity, a high product of reactivity ratios (r_er_h = 3.3 ± 0.5) and produced copolymers that could be separated into fractions with different ethylene content suggesting that the active species exhibited multisite behavior and populated conformations with different comonomer selectivities during the copolymerization. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 3323–3331, 2004     

Catalytic partial oxidation of methane using RhSr- and Ni-substituted hexaaluminates

This paper reports the results of experimental and modeling efforts to characterize partial oxidation of methane to produce synthesis gas (H₂ and CO) using metal-substituted hexaaluminate catalysts in short-contact-time reactors. Hexaaluminate catalysts offer excellent high-temperature stability compared to the equivalent metal-based catalysts. The hexaaluminates are synthesized by a metal-exchange process using alumoxane precursors that enable a wide range of metal substitutions. Of all the combinations tested, RhSr-substituted hexaaluminates yielded the best performance. The catalysts are supported on alumina porous-foam structures, which are positioned within a tube furnace to control the operating temperature. Two-stage combinations of RhSr- and Ni-substituted hexaaluminates are shown to improve conversion activity and selectivity compared to a single-catalyst system.     

A duality relation for busy cycles inGI/G/1 queues

Using a generalization of the classical ballot theorem, Niu and Cooper [7] established a duality relation between the joint distribution of several variables associated with the busy cycle inM/G/1 (with a modified first service) and the corresponding joint distribution of several related variables in its dualGI/M/1. In this note, we generalize this duality relation toGI/G/1 queues with modified first services; this clarifies the original result, and shows that the generalized ballot theorem is superfluous for the duality relation.     

A Partial Differential Inequality in Geological Models

Sedimentation and erosion processes in sedimentary basins can be modeled by a parabolic equation with a limiter on the fluxes and a constraint on the time variation.This limiter happens to satisfy a stationary scalar hyperbolic inequality,within a constraint,for which the authors prove the existence and the uniqueness of the solution.Actually,this solution is shown to be the maximal element of a convenient convex set of functions.The existence proof is obtained thanks to the use of a numerical scheme.