Exact results for the one dimensional asymmetric exclusion model

The asymmetric exclusion model describes a system of particles hopping in a preferred direction with hard core repulsion. These particles can be thought of as charged particles in a field, as steps of an interface, as cars in a queue. Several exact results concerning the steady state of this system have been obtained recently. The solution consists of representing the weights of the configurations in the steady state as products of non-commuting matrices.     

Probabilistic aspects of finite-fuel,reflected follower problems

The issue is that of following the path of a Brownian particle by a process of bounded total variation and subject to a reflecting barrier at the origin, in such a way as to minimize expected total cost over a finite horizon. We establish the existence of optimal processes and the dynamic programming equations for this question, and show (by purely probabilistic arguments) its relation to an appropriatefamily of optimal stopping problems with absorption at the origin.Work carried out during a visit by the second author at the University Pierre et Marie Curie (Paris VI), and at INRIA (Institut National de Recherche en Informatique et en Automatique). The hospitality of these institutions is gratefully acknowledged.Research supported in part by the U.S. Air Force Office of Scientific Research, under grant AFOSR-86-0203.     

Boundary Sensitivities for Diffusion Processes in Time Dependent Domains

We study the sensitivity, with respect to a time dependent domain of expectations of functionals of a diffusion process stopped at the exit from or normally reflected at the boundary of We establish a differentiability result and give an explicit expression for the gradient that allows the gradient to be computed by Monte Carlo methods. Applications to optimal stopping problems and pricing of American options, to singular stochastic control and others are discussed.     

Complex interpolation of various subspaces of Morrey spaces

In this article, we discuss the complex interpolation of various closed subspaces of Morrey spaces.We have been considering some closed subspaces of Morrey spaces in our earlier works. The main property that we need is the lattice property but in connection with the diamond spaces defined by Yuan et al.(2015), it seems to be natural to consider the convolution property as well. Our result will extend the results by Hakim and Sawano(2017) and Hakim et al.(2017).     

Determination of nanolayer thickness and effective thermal conductivity of nanofluids

Nanofluids having high thermal conductivity enhancement relative to conventional pure fluids are fluids engineered by suspending solid nanoparticles into base fluids. In the present study, calculating the Van der Waals interaction energy between a nanoparticle and an ordered liquid nanolayer around it, the nanolayer thickness was determined, the average velocity of the Brownian motion of nanoparticles in a fluid was estimated, and by taking into account both the aggregation of nanoparticles and the presence of a nanolayer a new thermal conductivity model for nanofluids was proposed. It has been shown that the nanolayer thickness in nanofluids is independent on the radius of nanoparticles when the radius of the nanoparticles is much greater than the nanolayer thickness and determines by the specific interaction of the given liquid and solid nanoparticle through the Hamaker constant, the surface tension and the wetting angle. It was proved that the frequency of heat exchange by fluid molecules is two orders of magnitude higher than the frequency of heat transfer by nanoparticles, so that the contribution due to the Brownian motion of nanoparticles in the thermal conductivity of nanofluids can be neglected. The predictions of the proposed model of thermal conductivity were compared with the experimental data and a good correlation was achieved.     

Highly β-Selective Glycosylation Reactions for the Synthesis of ω-Functionalized Alkyl β-Maltoside as a Co-crystallizing Detergent

Russian Journal of Organic Chemistry - Methods have been reported for the preparation of ω-functionalized alkyl maltoside and glycoside detergents via a simple and inexpensive synthetic route....     

(Vapor + liquid) equilibrium data for (carbon dioxide + 1,1-difluoroethane) system at temperatures from (258 to 343) K and pressures up to about 8 MPa

Accurate thermo-physical data are of utmost interest for the development of new efficient refrigeration systems. Carbon dioxide (R744) and 1,1-difluoroethane (R152a) are addressed here. Isothermal (vapor + liquid) equilibrium data are reported herein for (R744 + R152a) binary system in the (258–343) K temperature range and in the (0.14 to 7.65) MPa pressure range. A reliable “static-analytic” method taking advantage of two online ROLSI? micro capillary samplers is used for all thermodynamic measurements. The data are correlated using our in-house ThermoSoft thermodynamic model using the Peng–Robinson equation of state, the Mathias–Copeman alpha function, the Wong–Sandler mixing rules, and the NRTL model.     

A Matrix-Valued Point Interactions Model

We study a matrix-valued Schrödinger operator with random point interactions. We prove the absence of absolutely continuous spectrum for this operator by proving that, away from a discrete set, its Lyapunov exponents do not vanish. For this we use a criterion by Gol’dsheid and Margulis and we prove the Zariski denseness, in the symplectic group, of the group generated by the transfer matrices. Then we prove estimates on the transfer matrices which lead to the Hölder continuity of the Lyapunov exponents. After proving the existence of the integrated density of states of the operator, we also prove its Hölder continuity by proving a Thouless formula which links the integrated density of states to the sum of the positive Lyapunov exponents.