Theoretical studies on the structure,sensitivity, density,thermodynamic properties and detonation performance of dinitrobitriazoles

Azodinitro- and dinitroethylene-bridged bitriazoles are of interest in the contest of high explosives, and were found to have true local energy minima at the B3LYP/aug-cc-pVDZ level of theory. The optimised structures, vibrational frequencies and thermodynamic quantities for bitriazoles were obtained in the ground state. Kamlet–Jacobs equations were used to evaluate the performance of bitriazoles based on the predicted density and the calculated heat of explosion. Detonation properties (D = 8.12 to 9.23 km s^?1 and P = 28.0 to 39.83 GPa) of bitriazoles were found to be promising compared with those of hexahydro-1,3,5-trinitro-1,3,5-triazine (RDX, D = 8.75 km s^?1 and P = 34.7 GPa) and octahydro-1,3,5,7-tetranitro-1,3,5,7-tetrazocine (HMX, D = 8.96 km s^?1 and P = 35.96 GPa). The fusion of azoles particularly appears to be a promising area for investigation, since it may lead to the desirable consequences of higher heat of explosion, higher density and thus improved detonation performance.     

The Lévy Swap Market Model

Models driven by Lévy processes are attractive since they allow for better statistical fitting than classical diffusion models. The dynamics of the forward swap rate process is derived in a semimartingale setting and a Lévy swap market model is introduced. In order to guarantee positive rates, the swap rates are modelled as ordinary exponentials. The model starts with the most distant rate, which is driven by a non‐homogeneous Lévy process. Via backward induction the remaining swap rates are constructed such that they become martingales under the corresponding forward swap measures. Finally it is shown how swaptions can be priced using bilateral Laplace transforms.     

Forward Variance Dynamics: Bergomi’s Model Revisited

Abstract

In this article, we propose an arbitrage-free modelling framework for the joint dynamics of forward variance along with the underlying index, which can be seen as a combination of the two approaches proposed by Bergomi. The difference between our modelling framework and the Bergomi (2008. Smile dynamics III. Risk, October, 90–96) models is mainly the ability to compute the prices of VIX futures and options by using semi-analytic formulas. Also, we can express the sensitivities of the prices of VIX futures and options with respect to the model parameters, which enables us to propose an efficient and easy calibration to the VIX futures and options. The calibrated model allows to Delta-hedge VIX options by trading in VIX futures, the corresponding hedge ratios can be computed analytically.     

An MPI parallel level-set algorithm for propagating front curvature dependent detonation shock fronts in complex geometries

We present a parallel, two-dimensional, grid-based algorithm for solving a level-set function PDE that arises in Detonation Shock Dynamics (DSD). In the DSD limit, the detonation shock propagates at a speed that is a function of the curvature of the shock surface, subject to a set of boundary conditions applied along the boundaries of the detonating explosive. Our method solves for the full level-set function field, φ(x, y, t), that locates the detonation shock with a modified level-set function PDE that continuously renormalises the level-set function to a distance function based off of the locus of the shock surface, φ(x, y, t)=0. The boundary conditions are applied with ghost nodes that are sorted according to their connectivity to the interior explosive nodes. This allows the boundary conditions to be applied via a local, direct evaluation procedure. We give an extension of this boundary condition application method to three dimensions. Our parallel algorithm is based on a domain-decomposition model which uses the Message-Passing Interface (MPI) paradigm. The computational order of the full level-set algorithm, which is O(N ⁴), where N is the number of grid points along a coordinate line, makes an MPI-based algorithm an attractive alternative. This parallel model partitions the overall explosive domain into smaller sub-domains which in turn get mapped onto processors that are topologically arranged into a two-dimensional rectangular grid. A comparison of our numerical solution with an exact solution to the problem of a detonation rate stick shows that our numerical solution converges at better than first-order accuracy as measured by an L1-norm. This represents an improvement over the convergence properties of narrow-band level-set function solvers, whose convergence is limited to a floor set by the width of the narrow band. The efficiency of the narrow-band method is recovered by using our parallel model.     

Statistical analysis of cellular detonation dynamics from numerical simulations: one-step chemistry

In this paper, two methods are developed for statistically analysing the nonlinear cellular dynamics from numerical simulations of gaseous detonations, one use of which is the systematic determination of detonation cell sizes from such simulations. Both these methods rely on signed vorticity records in which the individual families of transverse waves are captured independently. The first method involves an automated extraction of the main triple-point tracks from the vorticity records, allowing statistical analysis of the spacings between neighbouring tracks. The second method uses the autocorrelation function to spectrally analyse the vorticity records. These methods are then employed for a preliminary analysis of the cellular dynamics of the standard, idealized one-step chemistry model. Evidence is found for ‘cell size doubling’ bifurcations in the one-step model as the cellular dynamics become more irregular (e.g. as the activation is increased). It is also shown that the statistical models converge slowly due to systematic ‘shot-to-shot’ variation in the cellular dynamics for fixed parameters with different initial perturbations. Instead, it appears that a range of equally probable cell sizes can be obtained for given parameters.     

Structure and detonation performance of a novel HMX/LLM‐105 cocrystal explosive

Intermolecular interactions and properties of octahydro‐1,3,5,7‐tetranitro‐1,3,5,7‐ tetrazocine (HMX) / 2,6‐diamino‐3,5‐dinitropyrazine‐1‐oxide (LLM‐105) cocrystal were studied by using the dispersion‐corrected density functionals (ωB97XD, B97D) and meta‐hybrid functional (M062x) methods. Binding energies, heats of formation, thermodynamic properties, atoms in molecules, and natural bond orbital analysis were performed to investigate HMX/LLM‐105 complexes. Results show that the main intermolecular interactions between HMX and LLM‐105 are CH…O, NH…O, N…O, and O…O interactions. In addition, Monte Carlo simulation was employed to predict the crystal structure of HMX/LLM‐105 cocrystal. The HMX/LLM‐105 cocrystal is most likely to crystallize in C2/c space group, and its corresponding cell parameters are Z = 8, a = 41.63 Å, b = 6.77 Å, c = 45.63 Å, ß = 164.55°, and ρ = 1.99 g/cm³. Detonation velocity and pressure of HMX/LLM‐105 cocrystal are 8.95 km/s, 37.69GPa, a little lower than those of HMX (9.10 km/s, 37.76GPa). However, according to the net charges of nitro group, HMX/LLM‐105 cocrystal exhibits less sensitive than HMX. Finally, bond dissociation energy calculation shows that HMX/LLM‐105 complexes are thermally stable. Considering thermal stability, sensitivity, and detonation performance, HMX/LLM‐105 cocrystal meets the requirements of insensitive high energy density materials. Copyright © 2013 John Wiley & Sons, Ltd.     

Performance gain of displacement receiver with optimized prior probability

We numerically study the performance of the displacement based quantum receiver for the discrimination of weak 3- and 4-phase-shift keyed (PSK) coherent state signals. We show that due to the nontrivial asymmetry of the receiver structure, optimization of the prior probability increases the mutual information and achieves sub-shot-noise limit discrimination. Moreover, we estimate the cutoff rate for a 4-PSK signal and confirm that the prior probability optimization shortens the code length for a given decoding error criterion. Such consideration for the asymmetric channel matrix is essential in a study of the compassable quantum receiver.     

A dynamic pricing approach for returned products in integrated forward/reverse logistics network design

During the last decade, the stringent pressures from environmental and social requirements have spurred an interest in designing a reverse logistics network. In this paper, we address the problem of designing and planning a multi-echelon, multi-period, multi-commodity and capacitated integrated forward/reverse logistics network. Returned products are categorized with respect to their quality levels, and a different acquisition price is offered for each return type. Furthermore, the reservation incentive of customers, the expected price of customers for one unit of used product described by uniform distribution, is applied to model the customers’ return willingness. Due to the fact that the remaining worthwhile value in the used products is the corporation’s key motivation for buying them from customers, a dynamic pricing approach is developed to determine the acquisition price for these products and based on it determine the percentage of returned products collected from customer zones. The used products’ acquisition prices at each time period are determined based on the customers’ return willingness by each collection center.