Uniform Regularity in a Wedge and Regularity of Traces of CR Functions

We discuss in Sect. 1 the property of regularity at the boundary of separately holomorphic functions along families of discs and apply, in Sect. 2, to two situations. First, let W\mathcal{W} be a wedge of ℂ ⁿ with C ^ω , generic edge ℰ: a holomorphic function f on W\mathcal{W} has always a generalized (hyperfunction) boundary value bv(f) on ℰ, and this coincides with the collection of the boundary values along the discs which have C ^ω transversal intersection with ℰ. Thus Sect. 1 can be applied and yields the uniform continuity at ℰ of f when bv(f) is (separately) continuous. When W\mathcal{W} is only smooth, an additional property, the temperateness of f at ℰ, characterizes the existence of boundary value bv(f) as a distribution on ℰ. If bv(f) is continuous, this operation is consistent with taking limits along discs (Theorem 2.8). By Sect. 1, this yields again the uniform continuity at ℰ of tempered holomorphic functions with continuous bv. This is the theorem by Rosay (Trans. Am. Math. Soc. 297(1):63–72, 1986), in whose original proof the method of “slicing” by discs is not used.     

A predictable decomposition in an infinite assets model with jumps. Application to hedging and optimal investment

Motivated by the theory of bond markets, we consider an infinite assets model driven by marked point process and Wiener process. The self-financed wealth processes are defined by using measure-valued strategies. Going further on the works of Bjork et al. [“Bond market structure in the presence of marked point processes”, Mathematical Finance, 7 (1997a) pp. 211–239; “Towards a general theory of bond markets”, Finance and Stochastics, 1 (1997b) pp. 141–174] who focus on the existence of martingale measures and market completeness questions, we study here the incompleteness case. Our main result is a predictable decomposition theorem for supermartingales in this infinite assets model context. The concept of approximate wealth processes is introduced, and we show in an example that the space of measure-valued strategies is not complete with respect to the semimartingale topology. As in the case of stock markets, one can then derive a dual representation of the super-replication cost and study the problem of utility maximization by duality methods.     

A backward parabolic equation with a time-dependent coefficient: Regularization and error estimates

We consider the problem of determining the temperature u(x,t)$u(x,t)$, for (x,t)∈[0,π]×[0,T)$(x,t)\in [0,\pi ]\times [0,T)$ in the parabolic equation with a time-dependent coefficient. This problem is severely ill-posed, i.e., the solution (if it exists) does not depend continuously on the given data. In this paper, we use a modified method for regularizing the problem and derive an optimal stability estimation. A numerical experiment is presented for illustrating the estimate.     

Large‐Area Synthesis of Superclean Graphene via Selective Etching of Amorphous Carbon with Carbon Dioxide

Contamination commonly observed on the graphene surface is detrimental to its excellent properties and strongly hinders its application. It is still a great challenge to produce large‐area clean graphene film in a low‐cost manner. Herein, we demonstrate a facile and scalable chemical vapor deposition approach to synthesize meter‐sized samples of superclean graphene with an average cleanness of 99 %, relying on the weak oxidizing ability of CO₂ to etch away the intrinsic contamination, i.e., amorphous carbon. Remarkably, the elimination of amorphous carbon enables a significant reduction of polymer residues in the transfer of graphene films and the fabrication of graphene‐based devices and promises strongly enhanced electrical and optical properties of graphene. The facile synthesis of large‐area superclean graphene would open the pathway for both fundamental research and industrial applications of graphene, where a clean surface is highly needed.     

Retraction Note to: Secondary treated wastewater of latex processing: reusing for irrigation or treatment by membrane filtration

Research on Chemical Intermediates -     

Optimization in a Nonlinear Lanchester-Type Model Involving Supply Units $$^* $$

Journal of Applied and Industrial Mathematics - In this paper, we introduce a nonlinear Lanchester-type model involving supply units. The model describes a battle where the Blue party consisting of...     

An Initial-Boundary Value Problem for the Korteweg–de Vries Equation with Dominant Surface Tension

We consider the initial-boundary value problem (IBVP) for the Korteweg–de Vries equation with zero boundary conditions at x=0 and arbitrary smooth decreasing initial data. We prove that the solution of this IBVP can be found by solving two linear inverse scattering problems (SPs) on two different spectral planes. The first SP is associated with the KdV equation. The second SP is self-conjugate and its scattering function is found in terms of entries of the scattering matrix s(k) for the first SP. Knowing the scattering function, we solve the second inverse SP for finding the potential self-conjugate matrix. Consequently, the unknown object entering coefficients in the system of evolution equations for s(k,t) is found. Then, the time-dependent scattering matrix s(k,t) is expressed in terms of s(k)=s(k,0) and of solutions of the self-conjugate SP. Knowing s(k,t), we find the solution of the IBVP in terms of the solution of the Gelfand–Levitan–Marchenko equation in the first inverse SP.