A direct‐forcing pressure‐based lattice Boltzmann method for solving fluid–particle interaction problems

A direct‐forcing immersed boundary‐lattice Boltzmann method (IB–LBM) is developed to simulate fluid–particle interaction problems. This method uses the pressure‐based LBM to solve the incompressible flow field and the immersed boundary method to handle the fluid–particle interactions. The pressure‐based LBM uses the pressure distribution functions instead of the density distribution functions as the independent dynamic variables. The main idea is to explicitly eliminate the compressible effect due to the density fluctuation. In the IB method, a direct‐forcing method is introduced to capture the particle motion. It directly computes an IB force density at each lattice grid from the differences between the pressure distribution functions obtained by the LBM and the equilibrium pressure distribution functions computed from the particle velocity. By applying this direct‐forcing method, the IB–LBM becomes a purely LBM version. Also, by applying the Gauss theorem, the formulas for computing the force and the torque acting on the particle from the flows are derived from the volume integrals over the particle volume instead of from the surface integrals over the particle surface. The order of accuracy of the IB–LBM is demonstrated on the errors of velocity field, wall stress, and gradients of velocity and pressure. As a demonstration of the efficiency and capabilities of the new method, sedimentation of a large number of spherical particles in an enclosure is simulated. Copyright © 2010 John Wiley & Sons, Ltd.     

Decentralized model-reference adaptive control for a class of uncertain large-scale time-varying delayed systems with series nonlinearities

In this paper, the problem of model-reference adaptive control for large-scale time-varying delayed systems with series nonlinearities is investigated. By applying the theory of variable structure control, we propose an adaptive controller, which is both memoryless and decentralized, to derive the error subsystem between the local model state and plant state to zero. The proposed variable structure control is able to ensure the stability of a sliding manifold of the composite system even though the control input is nonlinear. The main difficulty for handling the effects of interconnected terms is well solved by a new proposed adaptation mechanism. Finally, a numerical example is illustrated to demonstrate the validity of the derived controller.     

An inventory model with generalized type demand,deterioration and backorder rates

This study is motivated by the paper of Skouri et al. [Skouri, Konstantaras, Papachristos, Ganas, European Journal of Operational Research 192 (1) (2009) 79–92]. We extend their inventory model from ramp type demand rate and Weibull deterioration rate to arbitrary demand rate and arbitrary deterioration rate in the consideration of partial backorder. We demonstrate that the optimal solution is actually independent of demand. That is, for a finite time horizon, any attempt at tackling targeted inventory models under ramp type or any other types of the demand becomes redundant. Our analytical approach dramatically simplifies the solution procedure.     

Synthesis and Reactivity of Structurally Analogous Phenylimido and Oxo Complexes of Rhenium(V) with N,N‐Dialkyl‐N′‐benzoylthioureas

[ReOCl₃(PPh₃)₂] and [Re(NPh)Br₃(PPh₃)₂] react at room temperature with equivalent amounts of N,N‐dialkyl‐N′‐benzoylthioureas (HR¹R²btu) in CH₂Cl₂ under formation of the rhenium(V) complexes [ReOCl₂(R¹R¹btu)(PPh₃)] and [Re(NPh)Br₂(R¹R²btu)(PPh₃)], respectively. The products are structurally analogous with the oxygen atoms of the benzoylthioureas binding in trans positions to the oxo or phenylimido ligands. Prolonged reaction times result in the reduction of the oxo compound by the released PPh₃ and the formation of rhenium(III) complexes of the composition [ReCl₂(PPh₃)₂(R¹R²btu)], while such a second reaction path is excluded for the phenylimido compound. Phenylimido species with more than one N,N‐dialkyl‐N′‐benzoylthioureato ligand could not be isolated, even when a large excess of HR¹R²btu was used during the reaction.     

Resistive switching polymer materials based on poly(aryl ether)s containing triphenylamine and 1,2,4‐triazole moieties

A series of poly(aryl ether)s were successfully prepared via aromatic nucleophilic substitution reaction from various bisphenols and a novel bipolar aryl difluoride monomer containing electron‐donor triphenylamine and electron‐acceptor 1,2,4‐triazole moieties. The poly(aryl ether)s exhibited excellent solubility in organic solvents such as dimethylformamide, chloroform, and tetrahydrofuran at room temperature. The poly(aryl ether)s showed high thermal stability with T_d10 higher than 500 °C and glass transition temperatures (T_g) higher than 187 °C. The thin films of the poly(aryl ether)s indicated bistable resistive switching behavior with ON/OFF current ratios as high as 10³. The switching on and switching off bias voltages of the poly(aryl ether)s were affected by the bisphenol moiety. The good resistive switching behavior of the poly(aryl ether)s made them promising candidates for future nonvolatile memory applications. © 2008 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 46: 6861–6871, 2008     

A multinomial tree model for pricing credit default swap options

Among the traded credit derivatives, the market interest in credit default swap options (CDSwaptions) is enormous. We propose a multinomial tree model to price Bermudan CDSwaptions. Our basic rationale is that we distribute the occurring probability for each node in a branch proportional to the probability density function of the assumed (normal) distribution. Through this approach, without the need of solving a large number of equations simultaneously, only the first four moments are required to build an arbitrarily large N-branches tree. We also demonstrate the detailed model implementation procedure including the valuation and the estimation of critical prices through an empirical example in Tucker and Wei (J Fixed Income 15(1):88–95, 2005). Numerical results show that, in the valuation, the proposed multinomial tree model is accurate and can significantly save pricing time under the same degree of accuracy as the binomial tree model. In the estimation of critical prices, the results are less accurate than those in the valuation, but the relative errors are acceptable.     

Tangential extremal principles for finite and infinite systems of sets II: applications to semi-infinite and multiobjective optimization

This paper contains selected applications of the new tangential extremal principles and related results developed in Mordukhovich and Phan (Math Program 2011) to calculus rules for infinite intersections of sets and optimality conditions for problems of semi-infinite programming and multiobjective optimization with countable constraints.