A CSP and tabulation-based adaptive chemistry model

We demonstrate the feasibility of a new strategy for the construction of an adaptive chemistry model that is based on an explicit integrator stabilized by an approximation of the Computational Singular Perturbation (CSP)-slow-manifold projector. We examine the effectiveness and accuracy of this technique first using a model problem with variable stiffness. We assess the effect of using an approximation of the CSP-slow-manifold by either reusing the CSP vectors calculated in previous steps or from a pre-built tabulation. We find that while accuracy is preserved, the associated CPU cost was reduced substantially by this method. We used two ignition simulations – hydrogen–air and heptane–air mixtures – to demonstrate the feasibility of using the new method to handle realistic kinetic mechanisms. We test the effect of utilizing an approximation of the CSP-slow-manifold and find that its use preserves the order of the explicit integrator, produces no degradation in accuracy, and results in a scheme that is competitive with traditional implicit integration. Further analysis on the performance data demonstrates that the tabulation of the CSP-slow-manifold provides an increasing level of efficiency as the size of the mechanism increases. From the software engineering perspective, all the machinery developed is Common Component Architecture compliant, giving the software a distinct advantage in the ease of maintainability and flexibility in its utilization. Extension of this algorithm is underway to implement an automated tabulation of the CSP-slow-manifold for a detailed chemical kinetic system either off-line, or on-line with a reactive flow simulation code.     

Change of variable formulas for non-anticipative functionals on path space

We derive a change of variable formula for non-anticipative functionals defined on the space of Rd-valued right-continuous paths with left limits. The functionals are only required to possess certain directional derivatives, which may be computed pathwise. Our results lead to functional extensions of the Itô formula for a large class of stochastic processes, including semimartingales and Dirichlet processes. In particular, we show the stability of the class of semimartingales under certain functional transformations.     

Available-To-Promise modeling for multi-plant manufacturing characterized by lack of homogeneity in the product: An illustration of a ceramic case

Lack of homogeneity in the product (LHP) appears in some production processes which incorporate raw materials that originate directly from nature and/or production processes with operations that confer heterogeneity to the characteristics of the outputs obtained, even when the inputs used are homogeneous. Poor LHP management may have a very negative impact on the customer service level and on the supply chains’ operation costs, especially when the customer needs to be served with homogeneous units of one same product. One of the key processes for suitable LHP management is the order-promising process. This work presents a mathematical programming order-promising model for make-to-stock environments with LHP. The model considers two objectives placed within a single objective by the weighted sum method. For the purpose of testing the validity of the proposed model and to evaluate the characteristics of the solutions obtained in different scenarios, numerical experiments based on realistic data from a ceramic tile company have been conducted. The results show that better results are obtained for the defined performance measures if multiple objectives are considered when promising orders than the single objective of maximizing profits. Furthermore, the superiority of the results obtained from the proposed model, if compared with current company practice, proves the model’s utility.     

Lie-trotter product formulas for nonlinear filtering

The nonlinear filtering problem for a diffusion process whose drift and diffusion coefficients depend parametrically on a finite-state jump process involves the solution of a vector system of linear, stochastic partial differential equations. A Lie-Trotter product formula is proven to hold for this system and a recursive implementation is discussed.     

A system of grabbing particles related to Galton‐Watson trees

We consider a system of particles with arms that are activated randomly to grab other particles as a toy model for polymerization. We assume that the following two rules are fulfilled: once a particle has been grabbed then it cannot be grabbed again, and an arm cannot grab a particle that belongs to its own cluster. We are interested in the shape of a typical polymer in the situation when the initial number of monomers is large and the numbers of arms of monomers are given by i.i.d. random variables. Our main result is a limit theorem for the empirical distribution of polymers, where limit is expressed in terms of a Galton‐Watson tree. © 2010 Wiley Periodicals, Inc. Random Struct. Alg., 2010     

A Stochastic Model for Transport of Particulate Matter in Air: An Asymptotic Analysis

A branching particle system with changes of size is considered as a model for transport of particulate matter in air. This type of model is motivated by problems arising in the context of air pollution. High-density fluctuation limits for the process recording the positions and sizes of the particles through time are presented. These results allow to compute approximate probabilities for the temporal and spatial concentrations of particles of given sizes (in particular the small-sized pollutant particles which pose a health hazard).     

Classical Risk Model with Threshold Dividend Strategy

In this article, a threshold dividend strategy is used for classical risk model. Under this dividend strategy, certain probability of ruin, which occurs in case of constant barrier strategy, is avoided. Using the strong Markov property of the surplus process and the distribution of the deficit in classical risk model, the survival probability for this model is derived, which is more direct than that in Asmussen（2000, P195, Proposition 1.10）. The occupation time of non-dividend of this model is also discussed by means of Martingale method.     

Preparation and characterization of LiAlxCoyNi1-x-yO2 particles

Lithium-aluminum-cobalt-nickel oxide (LiAlxCoyNi1-x-yO2) particles, generally used as cathode of lithium battery, were prepared by chemical coprecipitation from an aqueous solution of LiOH, AI(NO3)3, Co(NO3)2 and Ni(NO3)2 with NH4OH. XRD, SEM and FTIR were used to examine the effect of nickel content on the product. FHR patterns showed that increase in nickel content decreased the absorption strength of the peak of spinel structure of the product, attributed to the occupation by nickel in the aluminum sites. Particle size and electrical properties of the lithium-aluminum-cobalt-nickel oxide (abbreviated as LACNO) particles were also determined.     

具有Vasicek利率的风险过程的破产概率的分解(英文)

In this paper, it is assumed that an insurer with a jump-diffusion risk process would invest its surplus in a bond market, and the interest structure of the bond market is assumed to follow the Vasicek interest model. This paper focuses on the studying of the ruin problems in the above compounded process. In this compounded risk model, ruin may be caused by a claim or oscillation. We decompose the ruin probability for the compounded risk process into two probabilities： the probability that ruin caused by a claim and the probability that ruin caused by oscillation. Integro-differential equations for these ruin probabilities are derived. When the claim sizes are exponentially distributed, the above-mentioned integro-differential equations can be reduced into a three-order partial differential equation.     

ZnO nanoparticles with controlled shapes and sizes prepared using a simple polyol synthesis

Nanocrystalline zinc oxide (ZnO) particles with controlled shapes and sizes were prepared at 180 ^°C by a simple polyol method. The amount of water and the method of addition played an important role in determining the characteristics of the synthesized particles. Rod-shaped ZnO particles with major axis lengths of ∼114 nm were obtained by heating the precursor solution, while equiaxial particles with average diameters of ∼24 nm were prepared by injecting water into hot precursor solution. Increasing the amount of water added to the precursor solution enlarged the aspect ratio of the rod-shaped particles and increased the particle size of the equiaxial particles due to enhanced hydrolysis and condensation of the Zn ion complex.