Global bifurcation of solutions for a predator–prey model with prey‐taxis

We study pattern formations in a predator–prey model with prey‐taxis. It is proved that a branch of nonconstant solutions can bifurcate from the positive equilibrium only when the chemotactic is repulsive. Furthermore, we find the stable bifurcating solutions near the bifurcation point under suitable conditions. Copyright © 2014 John Wiley & Sons, Ltd.     

Automated in-syringe single-drop head-space micro-extraction applied to the determination of ethanol in wine samples

A novel approach of head-space single-drop micro-extraction applied to the determination of ethanol in wine is presented. For the first time, the syringe of an automated syringe pump was used as an extraction chamber of adaptable size for a volatile analyte. This approach enabled to apply negative pressure during the enrichment step, which favored the evaporation of the analyte. Placing a slowly spinning magnetic stirring bar inside the syringe, effective syringe cleaning as well as mixing of the sample with buffer solution to suppress the interference of acetic acid was achieved.     

Synthesis and Electronic/ionic Transport Properties of MoO2/rGO Anode for Lithium Ion Batteries

MoO₂/rGO (reduced graphite oxide) composites have been synthesized by hydrothermal method followed by anneal and characterized by X‐ray diffraction (XRD) and scanning electron microscope (SEM). Galvanostatic charge/discharge testing and electrochemical impedance spectroscopy (EIS) techniques are employed to evaluate the kinetic behaviors of the MoO₂/rGO during lithiation/delithiation. The obtained MoO₂‐based materials have monoclinic crystal structure, and worm like shape with average dimensions of 100‐200 nm width and 500 nm‐1 μm length. There are two steps of lithium ion intercalation/de‐intercalation for the MoO₂/rGO anode at the potential ranging from 1.0 to 3.5 V, locating at E_Li/Li⁺ = 1.60/1.75 V, 1.25/1.40 V, and the first discharge and charge capacities are, respectively, 221.0 and 185.4 mAh g^?1. The resistances of R_SEI and R_CT for the MoO₂/rGO anode are 2‐4 Ω and below 5 Ω. Moreover, the lithium diffusion coefficient calculated from the EIS measurement is about 3.6×10^?9 cm² s^?1.     

Particle methods for PDEs arising in financial modeling

We numerically study convection–diffusion equations arising in financial modeling. We focus on the convection-dominated cases, in which the diffusion coefficients are relatively small. Both finite-difference and Monte-Carlo methods which are widely used in the problems of this kind might be inefficient due to severe restrictions on the meshsize and the number of realizations needed to achieve high resolution.We propose an alternative approach based on particle methods which have extremely low numerical diffusion and thus do not have the aforementioned restrictions. Our approach is based on the operator splitting: The hyperbolic steps are made using the method of characteristics, while the parabolic steps are performed using either a special discretization of the integral representation of the solution (which leads to a deterministic particle method) or a stochastic random walk approach.We apply the designed particle methods to a variety of test problems and the numerical results indicate high accuracy, efficiency and robustness of both the deterministic and stochastic methods. In addition, our numerical experiments clearly demonstrate that the deterministic particle method outperforms its stochastic counterpart.     

The time of deducting fees for variable annuities under the state-dependent fee structure

We investigate the total time of deducting fees for variable annuities with state-dependent fee. This fee charging method is studied recently by Bernard et al. (2014) and Delong (2014) in which the fees deducted from the policyholder’s account depend on the account value. However, both of them have not considered the problem of analyzing probabilistic properties of the total time of deducting fees. We approximate the maturity of a general variable annuity contract by combinations of exponential distributions which are (weakly) dense in the space that is composed of all probability distributions on the positive axis. Working under general jump diffusion process, we derive analytic formulas for the expectation of the time of deducting fees as well as its Laplace transform.     

Evaluation and default time for companies with uncertain cash flows

In this study, we propose a modelling framework for evaluating companies financed by random liabilities, such as insurance companies or commercial banks. In this approach, earnings and costs are driven by double exponential jump–diffusion processes and bankruptcy is declared when the income falls below a default threshold, which is proportional to the charges. A change of numeraire, under the Esscher risk neutral measure, is used to reduce the dimension. A closed form expression for the value of equity is obtained in terms of the expected present value operators, with and without disinvestment delay. In both cases, we determine the default threshold that maximizes the shareholder’s equity. Subsequently, the probabilities of default are obtained by inverting the Laplace transform of the bankruptcy time. In numerical applications of the proposed model, we apply a procedure for calibration based on market and accounting data to explain the behaviour of shares for two real-world examples of insurance companies.     

Nonideality in diffusion of ionic and neutral solutes and hydrogen bond dynamics in dimethyl sulfoxide-chloroform mixtures of varying composition

Molecular dynamics simulations of charged and neutral solutes in dimethyl sulfoxide (DMSO)-chloroform mixtures reveal pronounced nonideality in the solute diffusion with changes of composition of the mixtures. The diffusion coefficient of the anionic solute first decreases, passes through a minimum at DMSO mole fraction of about 0.50, and then increases to reach its value for pure DMSO. The diffusion coefficients of the cationic and neutral solutes are found to decrease with increase in DMSO content of the solvent mixture. The extent of nonideality in the diffusion and orientational relaxation of solvent molecules is found to be somewhat stronger than that in diffusion of the anionic solute in these mixtures. We have also calculated the relaxation of hydrogen bonds formed between DMSO and chloroform molecules. The lifetimes of DMSO-chloroform hydrogen bonds are found to increase monotonically with increase in DMSO concentration. The average number of hydrogen bonds and their average energies are also computed. It is found that an increase in DMSO concentration causes a decrease in the number of DMSO-chloroform hydrogen bonds per DMSO or chloroform molecules but increases the strength of these hydrogen bonds.     

Abraham model correlations for transfer of neutral molecules and ions to sulfolane

Data have been compiled from the published literature on the partition coefficients of solutes and vapors into anhydrous sulfolane. The logarithms of the water-to-sulfolane partition coefficients, log P, and gas-to-sulfolane partition coefficients, log K, were correlated with the Abraham solvation parameter model. The derived correlations described the observed log P and log K values for solutes dissolved in sulfolane to within average standard deviations of 0.14 log units or less. The log P correlation was extended to include the partition of ions by inclusion of a cation-solvent and an anion-solvent term.     

TiO2纳米管阵列制备及其电化学嵌锂性能研究

本文研究了TiO2纳米管阵列制备及其嵌锂电化学性能.采用阳极氧化法制备了TiO2纳米管阵列.利用XRD、SEM、恒电流充放电、CV、EIS等手段.对所制备TiO2纳米管阵列的结构、形貌进行了分析表征及电化学性能测试.实验结果表明,制备出的TiO2纳米管阵列薄膜具有很好的循环性能.首次嵌锂容量达73.3 μAh·cm-2...