Improving the efficiency of DC global optimization methods by improving the DC representation of the objective function

There are infinitely many ways of representing a d.c. function as a difference of convex functions. In this paper we analyze how the computational efficiency of a d.c.optimization algorithm depends on the representation we choose for the objective function, and we address the problem of characterizing and obtaining a computationally optimal representation. We introduce some theoretical concepts which are necessary for this analysis and report some numerical experiments.      

Structural modeling of beams on elastic foundations with elasticity couplings

A new simplified structural model and its governing equations for beams on elastic foundations with elastic coupling are proposed. This modeling system is simple but appropriate for the initial structural design of large-scale submerged floating-beam structures moored by tension legs spaced at uniform interval along the beam. The model is actually for beam on discrete elastic supports rather than on continuous elastic foundations. Therefore, the governing equations are based on finite difference calculus and solutions for beams on discrete elastic supports with elasticity coupling are also proposed. To clarify the applicability limit of the proposed model, the equivalence between a beam on discrete elastic supports and that on continuous elastic foundation is investigated by comparisons of characteristic solutions.     

Portfolio optimization in a regime-switching market with derivatives

We consider the optimal asset allocation problem in a continuous-time regime-switching market. The problem is to maximize the expected utility of the terminal wealth of a portfolio that contains an option, an underlying stock and a risk-free bond. The difficulty that arises in our setting is finding a way to represent the return of the option by the returns of the stock and the risk-free bond in an incomplete regime-switching market. To overcome this difficulty, we introduce a functional operator to generate a sequence of value functions, and then show that the optimal value function is the limit of this sequence. The explicit form of each function in the sequence can be obtained by solving an auxiliary portfolio optimization problem in a single-regime market. And then the original optimal value function can be approximated by taking the limit. Additionally, we can also show that the optimal value function is a solution to a dynamic programming equation, which leads to the explicit forms for the optimal value function and the optimal portfolio process. Furthermore, we demonstrate that, as long as the current state of the Markov chain is given, it is still optimal for an investor in a multiple-regime market to simply allocate his/her wealth in the same way as in a single-regime market.     

Modified Kirchhoff's theory of plates including transverse shear deformations

A primary flexure problem defined by Kirchhoff theory of plates in bending is considered. Significance of auxiliary function introduced earlier in the in-plane displacements in resolving Poisson-Kirchhoff's boundary conditions paradox is reexamined with reference to reported sixth order shear deformation theories, in particular, Reissner's theory and Hencky's theory. Sixth order modified Kirchhoff's theory is extended here to include shear deformations in the analysis.     

Precision calculation of elasticity for percolation

Monte Carlo transfer matrix evaluation of the elastic constants at the percolation threshold of the random-bond honeycomb lattice, with widths of up to 96 and lengths of about two million lattice constants (roughly 200 hours CDC Cyber 205 vector computer time) gave a critical exponentT=3.96±0.04 with a logarithmic correction term. This exponent agrees well with the scaling hypothesisT=t+2v=3.97, relatingT to the two-dimensional conductivity exponent.We thank G. Güntherodt, B. I. Halperin, B. Hillebrands, and S. Roux for discussions, and the SFB 125 for support. This research was supported at Tel Aviv University in part by a grant from The Israel Academy of Sciences.     

Spin-polarized transport in one-dimensional waveguide structures with spatially-periodic electronic and magnetic fields

We investigate theoretically the spin-polarized transport in one-dimensional waveguide structure with spatially-periodic electronic and magnetic fields. The interplay of the spin-orbit interaction and in-plane magnetic field significantly modifies the spin-dependent transmission and the spin polarization. The in-plane magnetic fields increase the strength of the Rashba spin-orbit coupling effect for the electric fields along y axis and decrease this effect for reversing the electric fields, even counteract the Rashba spin-orbit coupling effect. It is very interesting to find that we may deduce the strength of the Rashba effect through this phenomenon.     

Thermodynamics of wurtzite GaN from first-principle calculation

The density function perturbation theory (DFPT) is employed to study the linear thermal expansion and heat capacity at constant pressure (with the quasiharmonic approximation) for wurtzite GaN. The calculated results of linear thermal expansion coefficient and heat capacity at constant pressure are compared with the available experimental data in a wide temperature range. Generally these properties calculated agree well with experimental data except at high temperature, thus it suggests the thermal expansion and heat capacity can be well calculated from this first-principle approach.     

Low temperature dependence of elastic moduli and internal friction for the glassy alloy Zr55Cu30Al10Ni5

Longitudinal and transverse wave velocities, eight kinds of elastic parameters, and dilational and shear internal frictions of Zr₅₅Cu₃₀Al₁₀Ni₅ glassy alloy were simultaneously measured as a function of temperature in the range from 77 to 373 K, using an ultrasonic pulse method. The inflections at around 150 K for wave velocities, anisotropy factor and Poisson's ratio, and the 150 K peak of shear friction seem to correspond to one topological change (pseudo‐transition) associated with an interatomic readjustment or vacancy rearrangements. The behaviors from 77 to 125 K and 125 to 373 K are due to thermal relaxation of squeezed free volumes and entropy elasticity associated with vibrational motions of clusters, respectively, accompanied by an increase in atomic distance. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

A new superhard material: Osmium diboride OsB2

Superhard materials have many industrial applications, wherever resistance to abrasion and wear are important. The synthesis of new superhard materials is one of the great challenges to scientists. We re-examined the phase diagram of the binary osmium-boron system and confirmed the existence of two hexagonal phases, OsB_1.1, Os₂B₃, and an orthorhombic phase, OsB₂. Almost nothing is known about the physical properties of osmium borides. Microhardness measurements show that OsB₂ is extremely hard. Ab initio calculations show that this is due to formation of covalent bonds between boron atoms. OsB₂ is also a low compressibility material. It can be used as hard coating.     

V型河谷地应力研究

介绍了河谷地应力研究现状 ,利用弹性理论和变分原理 ,研究了V型河谷岩体地应力问题 ,得到了河谷岩体中由于自重应力和构造应力引起的复杂应力场。应用本文结果 ,不仅可以方便绘制各种应力图件 ,而且可以较为精确地得到河谷区域任意指定点的应力值 ,从而为区域稳定性和岩体稳定性评价 ,为水电工程、地下硐室设计以及边坡工程等提供必要的岩体力学资料。本文方法数值实现简单 ,编程容易 ,计算快 ,精度高 ,可应用推广.