Simulation of two‐phase flow–body interaction problems using direct forcing/fictitious domain–level set method

In the present paper, a direct forcing/fictitious domain (DF/FD)–level set method is proposed to simulate the twophase flow–body interaction. The DF/FD does not sacrifice accuracy and robustness by employing a discrete δ (Dirac delta) function to transfer quantities between the Eulerian nodes and Lagrangian points explicitly as the immersed boundary method. The advantages of this approach are the simple concept, the easy implementation and the utilization of original governing equation without modification. The main idea is to combine DF/FD method with the level set method in the Cartesian coordinates. We present the results of a number of test cases to illustrate the effectiveness of the proposed method for single‐phase flow–body interaction problem and the two‐phase flows with a stationary body. Eventually, the simulations of various water entry problems have been conducted to validate the capability and the accuracy of the present method on solving the twophase flow–body interaction. Consequently, the present results are found to be in good agreement with those of previous studies. Copyright © 2013 John Wiley & Sons, Ltd.     

Testing the reliability of non-LTE spectroscopic models for complex ions

Collisional-radiative atomic models are widely used to help diagnose experimental plasma conditions through fitting and interpreting measured spectra. Here we present the results of a code comparison in which a variety of models determined plasma temperatures and densities by finding the best fit to an experimental L-shell Kr spectrum from a well characterized, but not benchmarked, laser plasma. While variations in diagnostic strategies and qualities of fit were significant, the results generally confirmed the typically quoted uncertainties for such diagnostics of ±20% in electron temperature and factors of about two in density. The comparison also highlighted some model features important for spectroscopic diagnostics: fine structure was required to match line positions and relative intensities within each charge state and for density diagnostics based on emission from metastable states; an extensive configuration set was required to fit the wings of satellite features and to reliably diagnose the temperature through the inferred charge state distribution; and the inclusion of self-consistent opacity effects was an important factor in the quality of the fit.     

The inventory models under conditional trade credit in a supply chain system

In several recent investigations dealing with the economic order quantity with permissible delay in payments, the following assumptions are made:     

Strategic response to pollution taxes in supply chain networks: Dynamic,spatial, and organizational dimensions

This paper presents a model of the strategic behavior of firms operating in a spatial supply chain network. The manufacturing and retailing firms engage in an oligopolistic, noncooperative game by sharing customer demand such that a firm’s decisions impact the product prices, which in turn result in changes in all other firms’ decisions. Each firm’s payoff is to maximize its own profit and we show that, in response to such changes in prices and to exogenous environmental taxes, the manufacturing firms may strategically alter a variety of choices such as ’make-buy’ decisions with respect to intermediate inputs, spatial distribution of production, product shipment patterns and inventory management, environmental tax payment vs recycling decisions, and timing of all such choices to sustainably manage the profit and the environmental regulations. An important implication is that effects of a tax depends on the oligopolistic game structure. With respect to methods, we show that this dynamic game can be represented as a set of differential variational inequalities (DVIs) that motivate a computationally efficient nonlinear complementarity (NCP) approach that enables the full exploitation of above-mentioned salient features. We also provide a numerical example that confirms the utility of our proposed framework and shows substantial strategic reaction can be expected to a tax on pollution stocks.     

Option pricing when asset returns jump interruptedly

This paper proposes an extension of Merton's jump‐diffusion model to reflect the time inhomogeneity caused by changes of market states. The benefit is that it simultaneously captures two salient features in asset returns: heavy tailness and volatility clustering. On the basis of an empirical analysis where jumps are found to happen much more frequently in risky periods than in normal periods, we assume that the Poisson process for driving jumps is governed by a two‐state on‐off Markov chain. This makes jumps happen interruptedly and helps to generate different dynamics under these two states. We provide a full analysis for the proposed model and derive the recursive formulas for the conditional state probabilities of the underlying Markov chain. These analytical results lead to an algorithm that can be implemented to determine the prices of European options under normal and risky states. Numerical examples are given to demonstrate how time inhomogeneity influences return distributions, option prices, and volatility smiles. The contrasting patterns seen in different states indicate the insufficiency of using time‐homogeneous models and justify the use of the proposed model. Copyright © 2012 John Wiley & Sons, Ltd.     

A Dynamic location problem for graphs

We introduce a class of optimization problems, calleddynamic location problems, involving the processing of requests that occur sequentially at the nodes of a graphG. This leads to the definition of a new parameter of graphs, called the window indexWX(G), that measures how large a window into the future is needed to solve every instance of the dynamic location problem onG optimally on-line. We completely characterize this parameter:WX(G)k if and only ifG is a weak retract of a product of complete graphs of size at mostk. As a byproduct, we obtain two (polynomially recognizable) structural characterizations of such graphs, extending a result of Bandelt.