Kinetics and mechanism of the formation of poly[(1,1,3,3-tetramethyldisiloxanyl)ethylene] and poly(methyldecylsiloxane) by hydrosilylation

The kinetics of the formation of poly(carbosiloxane), as well as of alkyl-substituted poly(siloxane), by Karstedt's catalyst catalyzed hydrosilylation were investigated. Linear poly(carbosiloxane), poly[(1,1,3,3-tetramethyldisiloxanyl)ethylene], (PTMDSE), was obtained by hydrosilylation of 1,3-divinyltetramethyldisiloxane (DVTMDS) and 1,1,3,3-tetramethyldisiloxane (TMDS), while alkyl-substituted poly(siloxane), poly(methyldecylsiloxane), (PMDS), was synthesized by hydrosilylation of poly(methylhydrosiloxane) (PMHS) and 1-decene. To investigate the kinetics of PTMDSE formation, two series of experiments were performed at reaction temperatures ranging from 25 to 56 °C and with catalyst concentrations ranging from 7.0 × 10⁻⁶ to 3.1 × 10⁻⁵ mol Pt/mol CHCH₂. A series of experiments was performed at reaction temperatures ranging from 28 to 48 °C, with catalyst concentrations of 7.0 ×10⁻⁶ mol of Pt per mol of CHCH₂, when kinetics of PMDS formation was investigated. All reactions were carried out in bulk, with equimolar amounts of the reacting Si H and CHCH₂ groups. The course of the reactions was monitored by following the disappearance of the Si H bands using quantitative infrared spectroscopy. The results obtained showed typical first order kinetics for the PTMDSE formation, consistent with the proposed reaction mechanism. In the case of PMDS an induction period occurred at lower reaction temperatures, but disappeared at 44 °C and the rate of Si H conversion also started to follow the first-order kinetics. © 2007 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 45: 2246–2258, 2007     

Ultrathin Fe film on Cu(0 0 1): Exchange splitting of image states from first principles

The theoretical investigation of the image states in front of an ultrathin iron film grown on copper has been performed by means of the embedding method and a recently developed procedure for the inclusion of the image potential tail in a first principle calculation. From the electronic response to an applied electric field, the image plane position has been evaluated. This also allows one to obtain useful information about the spin dependent screening properties of the system. Exchange splitting, effective mass, and lifetime of such surface states result in good agreement with recently performed two-photon photoemission experiments [see A.B. Schmidt, M. Pickel, M. Wiemhöfer, M. Donath, M. Weinelt, Phys. Rev. Lett. 95 (2005) 107402].     

刘维尔与伽罗瓦数学手稿的发表

1846年,刘维尔在自己主办的杂志“纯粹与应用数学杂志”首次出版了伽罗瓦的数学研究,这对于伽罗瓦理论的传播与发展是具有决定意义的事件.伽罗瓦去世14年后,刘维尔发表伽罗瓦数学研究的原因是什么?采用数学历史文献分析法,得出四个重要原因:①伽罗瓦的朋友和弟弟的请求;②力图弥补科学院曾经造成的不公正;③刘维尔积极扶持年轻人的高贵品质使然;④刘维尔与利布里学术论战的促进.     

Irregular Behavior of Solutions for Fisher’s Equation

This paper is concerned with the irregular behavior of solutions for Fisher’s equation when initial data do not decay in a regular way at the spatial infinity. In the one-dimensional case, we show the existence of a solution whose profile and average speed are not convergent. In the higher-dimensional case, we show the existence of expanding fronts with arbitrarily prescribed profiles. We also show the existence of irregularly expanding fronts whose profile varies in time. Proofs are based on some estimate of the difference of two distinct solutions and a comparison technique. Dedicated to Professor Pavol Brunovsky on his 70th birthday.     

Constraint incorporation in optimization

Numerical methods for solving constrained optimization problems need to incorporate the constraints in a manner that satisfies essentially competing interests; the incorporation needs to be simple enough that the solution method is tractable, yet complex enough to ensure the validity of the ultimate solution. We introduce a framework for constraint incorporation that identifies a minimal acceptable level of complexity and defines two basic types of constraint incorporation which (with combinations) cover nearly all popular numerical methods for constrained optimization, including trust region methods, penalty methods, barrier methods, penalty-multiplier methods, and sequential quadratic programming methods. The broad application of our framework relies on addition and chain rules for constraint incorporation which we develop here.     

Sharp condition of global existence for second-order derivative nonlinear Schrödinger equations in two space dimensions

This paper discusses a class of second-order derivative nonlinear Schrödinger equations which are used to describe the upper-hybrid oscillation propagation. By establishing a variational problem, applying the potential well argument and the concavity method, we prove that there exists a sharp condition for global existence and blow-up of the solutions to the nonlinear Schrödinger equation. In addition, we also answer the question: how small are the initial data, the global solutions exist?     

Violation of Bell’s inequality in neutral kaons system

We show by general considerations that it is not possible to test violation of the existing versions of Bell’s inequality in entangled neutral kaons system using experimentally accessible thin regenerators. We point out the loophole in the recent argument (A Bramon and M Nowakowski, Phys. Rev. Lett. 83, 1 (1999)) that claimed such a test to be possible.     

CONVERGENCE ON RANDOMLY TRIMMED SUMS WITH A DEPENDENT SAMPLE

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Solution of the hyperbolic mild‐slope equation using the finite volume method

A finite volume solver for the 2D depth‐integrated harmonic hyperbolic formulation of the mild‐slope equation for wave propagation is presented and discussed. The solver is implemented on unstructured triangular meshes and the solution methodology is based upon a Godunov‐type second‐order finite volume scheme, whereby the numerical fluxes are computed using Roe's flux function. The eigensystem of the mild‐slope equations is derived and used for the construction of Roe's matrix. A formulation that updates the unknown variables in time implicitly is presented, which produces a more accurate and reliable scheme than hitherto available. Boundary conditions for different types of boundaries are also derived. The agreement of the computed results with analytical results for a range of wave propagation/transformation problems is very good, and the model is found to be virtually paraxiality‐free. Copyright © 2003 John Wiley & Sons, Ltd.     

New efficient numerical procedures for solving stochastic variational problems with a priori maximum pointwise error estimates

In a previous paper we gave a new formulation and derived the Euler equations and other necessary conditions to solve strong, pathwise, stochastic variational problems with trajectories driven by Brownian motion. Thus, unlike current methods which minimize the control over deterministic functionals (the expected value), we find the control which gives the critical point solution of random functionals of a Brownian path and then, if we choose, find the expected value.This increase in information is balanced by the fact that our methods are anticipative while current methods are not. However, our methods are more directly connected to the theory and meaningful examples of deterministic variational theory and provide better means of solution for free and constrained problems. In addition, examples indicate that there are methods to obtain nonanticipative solutions from our equations although the anticipative optimal cost function has smaller expected value.In this paper we give new, efficient numerical methods to find the solution of these problems in the quadratic case. Of interest is that our numerical solution has a maximal, a priori, pointwise error of O(h3/2) where h is the node size. We believe our results are unique for any theory of stochastic control and that our methods of proof involve new and sophisticated ideas for strong solutions which extend previous deterministic results by the first author where the error was O(h²).We note that, although our solutions are given in terms of stochastic differential equations, we are not using the now standard numerical methods for stochastic differential equations. Instead we find an approximation to the critical point solution of the variational problem using relations derived from setting to zero the directional derivative of the cost functional in the direction of simple test functions.Our results are even more significant than they first appear because we can reformulate stochastic control problems or constrained calculus of variations problems in the unconstrained, stochastic calculus of variations formulation of this paper. This will allow us to find efficient and accurate numerical solutions for general constrained, stochastic optimization problems. This is not yet being done, even in the deterministic case, except by the first author.