Mathematical analysis of investment systems

Investment systems are studied using a framework that emphasize their profiles (the cumulative probability distribution on all the possible percentage gains of trades) and their log return functions (the expected average return per trade in logarithmic scale as a function of the investment size in terms of the percentage of the available capital). The efficiency index for an investment system, defined as the maximum of the log return function, is proposed as a measure to compare investment systems for their intrinsic merit. This efficiency index can be viewed as a generalization of Shannon's information rate for a communication channel. Applications are illustrated.     

The solution existence of general variational inclusion problems

We propose general variational inclusion problems which are slightly different from corresponding problems considered in several recent papers in the literature and show that they are advantageous. Sufficient conditions for the solution existence are established. As applications we derive consequences for several special cases of variational inclusion problems, quasioptimization problems, equilibrium problems and implicit variational inequalities and show that they improve the results of some recent existing papers.     

Natural convections in conjugated single and double enclosures

The natural convection in single and double conjugated enclosures are numerically investigated. The single and double enclosures are formed by low conductance walls with finite thickness. The outside vertical surfaces of the conducting walls are of the third kind of boundary condition while the top and bottom outside surfaces are adiabatic. The problem studied is characterized by a dominant horizontal temperature gradient and the thermal boundary conditions at the cavity surfaces can not be specified in priori. Numerical results reveal the characteristics in such kind of enclosures and show the importance of the thermal boundary conditions on the natural convection in enclosures. It is also found that the natural convections in the conjugated double enclosures are basically the same, with a major difference in their fluid temperature levels.     

Bending-torsion vibration of a partially submerged cylinder with an arbitrary cross-section

An analytical method is presented to investigate the bending-torsion vibration characteristics of a cylinder with an arbitrary cross-section and partially submerged in water. The compressibility and the free surface waves of the water are considered simultaneously in the analysis. The exact solution of structure–water interaction is obtained mathematically. Firstly, the analytical expression of the velocity potential of the water is derived by using the method of separation of variables. The unknown coefficients in the velocity potential are determined by the longitudinal and circumferential Fourier expansions along the outer surface of the cylinder and are expressed in the form of integral equations including the unknown dynamic bending deflection and torsional angle of the cylinder. Secondly, the force and torque acting on the cylinder per unit length, provided by the water, are obtained by integrating the water dynamic pressure along the circumference of the cylinder. The general solution of bending-torsion vibration of the cylinder under the water dynamic pressure is derived analytically. The integral equations included in the velocity potential of the water can be solved exactly. Finally, the eigenfrequency equation of cylinder–water interaction is obtained by means of the boundary conditions of the cylinder. Some numerical examples for elliptical columns partially submerged in water are provided to show the application of the present method.     

Superstring motivated gauge models based on a rank six subgroup ofE 6

We discuss gauge models based on a superstring motivated rank six subgroup ofE ₆. Lepton number is an accidental unbroken symmetry of the models which leads to an essentially stable proton. One of the neutral gauge bosons couples toB-L and may have mass below a TeV.     

A side-coupled photonic crystal filter with sidelobe suppression

This paper presents the theoretical model and the optimization method to suppress the sidelobes of side-coupled photonic crystal filters. Numerical verification shows a good agreement between the theoretical method and the finite-difference time-domain simulation, but the theoretic method does not involve the time-consuming computation. The theoretical method also presents a better physical image for choosing the critical parameters, such as the quality factor, phase shift and the number of resonators. Based on the theoretical model, two optimization methods (chirp and cascading) are proposed to deeply suppress the sidelobes. They also show more flexibility in controlling the bandwidth and steepness of the roll-off in the filter. PACS 42.70.Qs     

Enhancement of coercivity with reduced grain size in CoCrPt film grown by pulsed laser deposition

We report a pulsed laser deposition (PLD) growth of VMn/CoCrPt bilayer with a magnetic coercivity (H_c) of 2.2 kOe and a grain size of 12 nm. The effects of VMn underlayer on magnetic properties of CoCrPt layer were studied. The coercivity, H_c, and squareness, S, of VMn/CoCrPt bilayer, is dependent on the thickness of VMn. The grain size of the CoCrPt film can also be modified by laser parameters. High laser fluence used for CoCrPt deposition produces a smaller grain size. Enhanced H_c and reduced grain size in VMn/CoCrPt is explained by more pronounced surface phase segregation during deposition at high laser fluence.     

Hydrothermal synthesis and Magnetocaloric effect of La0.5Ca0.3Sr0.2MnO3

The hydrothermal synthesis and magnetic entropy change for the perovskite manganite La_0.5Ca_0.3Sr_0.2MnO₃ have been studied. The La_0.5Ca_0.3Sr_0.2MnO₃ can be produced as phase-pure, crystalline powders in one step from solutions of metal salts in aqueous potassium hydroxide solution at a temperature of 513 K in 72 h. Scanning electron microscopy shows that the materials are made up of cuboid-shaped particles in typical dimension of 4.0×2.5×1.6 μm. Heat treatment can improve the magnetocaloric effect for the hydrothermal sample. The maximum magnetic entropy change ΔS_M for the as-prepared sample is 0.88 J kg⁻¹ K⁻¹ at 315 K for a magnetic field change of 2.0 T. It increases to 1.52 J kg⁻¹ K⁻¹, near its Curie temperature (317 K) by annealing the sample at 1473 K for 6 h. The hydrothermal synthesis method is a feasible route to prepare high-quality perovskite material for magnetic refrigeration application.     

Slow positron beam study of corrosion-related defects in pure iron

Corrosion-related defects of pure iron were investigated by measuring Doppler broadening energy spectra (DBES) of positron annihilation and positron annihilation lifetime (PAL). Defect profiles of the S-parameter from DBES as a function of positron incident energy up to 30 keV (i.e. ∼1 μm depth) were analyzed. The DBES data show that S-parameter increases as a function of positron incident energy (mean depth) after corrosion, and the increase in the S-parameter is larger near the surface than in the bulk due to corrosion. Furthermore, information on defect size from PAL data as a function of positron incident energy up to 10 keV (i.e. ∼0.2 μm depth) was analyzed. In the two-state trapping model, the lifetime τ₂ = 500 ps is ascribed to annihilation of positrons in voids with a size of the order of nanometer. τ₁, which decreases with depth from the surface to the bulk, is ascribed to the annihilation of positrons in dislocations and three-dimensional vacancy clusters. The corroded samples show a significant increase in τ₁ and the intensity I₂, and near the surface the corroded iron introduces both voids and large-size three-dimensional vacancy clusters. The size of vacancy clusters decreases with depth.