Holonomy transformations for singular foliations

In order to understand the linearization problem around a leaf of a singular foliation, we extend the familiar holonomy map from the case of regular foliations to the case of singular foliations. To this aim we introduce the notion of holonomy transformation. Unlike the regular case, holonomy transformations cannot be attached to classes of paths in the foliation, but rather to elements of the holonomy groupoid of the singular foliation.     

Heuristics for the multi-level capacitated minimum spanning tree problem

The capacitated minimum spanning tree (CMST) problem is fundamental to the design of centralized communication networks. In this paper we consider the multi-level capacitated minimum spanning tree problem, a generalization of the well-known CMST problem. Based on work previously done in the field, three heuristics are presented, addressing unit and non-unit demand cases. The proposed heuristics have been also integrated into a mixed integer programming solver. Evaluation results are presented, for an extensive set of experiments, indicating the improvements that the heuristics bring to the particular problem.     

On the connection theory of extensions of transitive Lie groupoids

Due to a result by Mackenzie, extensions of transitive Lie groupoids are equivalent to certain Lie groupoids which admit an action of a Lie group. This paper is a treatment of the equivariant connection theory and holonomy of such groupoids, and shows that such connections give rise to the transition data necessary for the classification of their respective Lie algebroids.     

Vapor-liquid equilibria for alcohol/hydrocarbon systems using the CPA Equation of state

The recently developed Cubic-Plus-Association Equation of State (CPA EoS) is extended in this study to binary systems containing one associating compound (alcohol) and an inert one (hydrocarbon). CPA combines the Soave-Redlich-Kwong (SRK) equation of state for the physical part with an association term based on perturbation theory. The classical van der Waals one-fluid mixing rules are used for the attractive and co-volume parameters, and b, while the extension of the association term to mixtures is rigorous and does not require any mixing rules. Excellent correlation of Vapor-Liquid Equilibria (VLE) is obtained using a small value for the interaction parameter (k_ij) in the attractive term of the physical part of the equation of state even when it is temperature-independent. CPA yileds much better results than SRK and its performance is similar to that of other association models, like the Anderko EoS, and the more complex SAFT and Simplified SAFT EoS.     

Robust portfolio optimization with copulas

Conditional Value at Risk (CVaR) is widely used in portfolio optimization as a measure of risk. CVaR is clearly dependent on the underlying probability distribution of the portfolio. We show how copulas can be introduced to any problem that involves distributions and how they can provide solutions for the modeling of the portfolio. We use this to provide the copula formulation of the CVaR of a portfolio. Given the critical dependence of CVaR on the underlying distribution, we use a robust framework to extend our approach to Worst Case CVaR (WCVaR). WCVaR is achieved through the use of rival copulas. These rival copulas have the advantage of exploiting a variety of dependence structures, symmetric and not. We compare our model against two other models, Gaussian CVaR and Worst Case Markowitz. Our empirical analysis shows that WCVaR can asses the risk more adequately than the two competitive models during periods of crisis.     

Linear and non-linear rheology of linear polydisperse polyethylene

Rheological techniques, size-exclusion chromatography, and molecular spectroscopy are the most widely used tools for describing polymer molecular structure in polyolefins. The detection of long-chain branching, and to some extent, its quantification, have been based on quantifying the deviation of polyethylene??s (PE) rheological behavior from that of a linear reference. Although metallocene-based PE has been extensively studied, linear polydisperse originating from Ziegler or Chromium-based catalysts are not often thoroughly considered, despite their high industrial importance. Within this work, we study the linear and non-linear rheology of a set of polydisperse PEs, for which the topological linearity is confirmed by GPC-MALLS measurements. Thus, we can safely quantify the effect of broad molecular weight distribution, high and ultra-high molecular weight fractions on rheological quantities and model parameters. Specifically, the zero-shear viscosity, ?? ₀ vs. M _w, relaxation spectra, phase lag vs. the complex modulus plot (van Gurp?CPalmen method) were applied and significant deviations from the ??rheologically linear?? behavior were observed, attributed only to M _w, M _z and polydispersity. Since the elongational viscosity was typical of linear PE, large-amplitude oscillatory shear and FT-Rheology were applied to quantify the non-linear rheological behavior. The latter was described by a single parameter, $Q=I_{3/1}/\gamma_0^2$ , which for linear polydisperse PE was correlated to the high molecular weight fraction and was constant over a broad range of applied Deborah numbers for the respective excitation frequencies. Since we need to correlate structural features such as broad MWD and HMW to polymer performance under processing conditions, we have to extend the analysis of linear rheological parameters, such as zero-shear viscosity, to non-linear parameters, e.g., the Q parameter quantified and used here.