On differential stability in stochastic programming

In this paper optimal solutions of a stochastic programming problem are considered as functions of the underlying probability distribution. Their directional derivatives, in the sense of Gâteaux, are calculated by applying some recent results from the sensitivity analysis of nonlinear programs. These derivatives are employed as a heuristic device in order to derive the asymptotic distribution of statistical estimators of the optimal solutions.     

Solving multistage asset investment problems by the sample average approximation method

The vast size of real world stochastic programming instances requires sampling to make them practically solvable. In this paper we extend the understanding of how sampling affects the solution quality of multistage stochastic programming problems. We present a new heuristic for determining good feasible solutions for a multistage decision problem. For power and log-utility functions we address the question of how tree structures, number of stages, number of outcomes and number of assets affect the solution quality. We also present a new method for evaluating the quality of first stage decisions.     

Electrochemical activity and morphology of human erythrocytes at optically transparent ITO electrode

The electrochemical activity of a suspension of human erythrocytes was found at potentials above +0.4 V. The limiting current of electrooxidation was found to linearly depend on the cell concentration in the suspension. The electrochemical activity of an erythrocyte suspension is accompanied by reversible changes in the cell morphology only in non-buffered media.     

Boundary layer and heat transfer in a two-phase gas-evaporating droplet medium

An asymptotic model of the flow in the laminar boundary layer of a gas-evaporating droplet mixture is constructed within the framework of the two-continuum approximation. The case of evaporation of the droplets into an atmosphere of their own vapor is examined in detail with reference to the example of longitudinal flow over a hot flat plate. Numerical and asymptotic solutions of the boundary layer equations constructed are found for a number of limiting situations (low droplet concentration, no droplet deposition, significant droplet deposition). The development of the flow with respect to the longitudinal coordinate is studied and it is shown that in the absence of droplet deposition a region of pure vapor may be formed near the surface. Similarity criteria are established and the mechanism of surface heat transfer enhancement is studied for a low evaporating droplet concentration in the boundary layer. In the inertial deposition regime the results of calculating the integral heat transfer coefficient are found to correspond with the experimental data [1].Translated from Izvestiya Rossiiskoi Akademii Nauk, Mekhanika Zhidkosti i Gaza, No.3, pp. 42–50, May–June, 1992.     

Formation of mixed J-aggregates of cyanine dyes stimulated by Eu<Superscript>+3</Superscript> cations

The block mechanism of the formation of J-aggregates from the dimers of various dyes in an aqueous solution under the action of the multiply charged Eu⁺³ cation was considered for the first time. It was shown that the structure and the position of the absorption maximum of the mixed J-aggregates are determined by the length of the dye chromophore moiety. It was concluded that the mixed J-aggregates are of interest as nanosized optical elements with varying optical and electronic properties depending on the structure of cyanines used.     

On the Bergman Theory for Solenoidal and Irrotational Vector Fields. II. Conformal Covariance and Invariance of the Main Objects

This is a continuation of our work (González-Cervantes et al. in On the Bergman theory for solenoidal and irrotational vector fields. I. General theory. Operator theory: advances and applications. Birkhauser, accepted) where for solenoidal and irrotational vector fields theory as well as for the Moisil–Théodoresco quaternionic analysis we introduced the notions of the Bergman space and the Bergman reproducing kernel and studied their main properties. In particular, we described the behavior of the Bergman theory for a given domain whenever the domain is transformed by a conformal map. The formulas obtained hint that the corresponding objects (spaces, operators, etc.) can be characterized as conformally covariant or invariant, and in the present paper we construct a series of categories and functors which allow us to give such characterizations in precise terms.     

Sixth moment optimization of multi-channel Bragg filters

The design of multichannel optical filter is studied theoretically. New efficient two-step method based on combination of 6-th moment minimization and straightforward numerical minimization is developed. It is applied to find a fiber Bragg grating profile with minimal refractive index variation for 5 ÷ 32 channels. Obtained results are closer to the theoretical limit than previously reported.     

Scattering of evanescent electromagnetic waves by a cylinder near the flat boundary: the Green function and fast numerical method

The scattering of plane evanescent waves by a cylinder is studied. The Green function for the Helmholtz equation for two dielectrics with flat interface is found and applied for the numerical calculation of the scattered field by the boundary elements method. The Green function keeps close track of scattering, including multiple reflections. The result may be applicable for the data analysis in near-field optical microscopy.     

Effective potential in curved space and cut-off regularizations

We consider derivation of the effective potential for a scalar field in curved space-time within the physical regularization scheme, using two sorts of covariant cut-off regularizations. The first one is based on the local momentum representation and Riemann normal coordinates and the second is operatorial regularization, based on the Fock-Schwinger-DeWitt proper-time representation. We show, on the example of a self-interacting scalar field, that these two methods produce equal results for divergences, but the first one gives more detailed information about the finite part. Furthermore, we calculate the contribution from a massive fermion loop and discuss renormalization group equations and their interpretation for the multi-mass theories.