Mathematical analysis of investment systems

Investment systems are studied using a framework that emphasize their profiles (the cumulative probability distribution on all the possible percentage gains of trades) and their log return functions (the expected average return per trade in logarithmic scale as a function of the investment size in terms of the percentage of the available capital). The efficiency index for an investment system, defined as the maximum of the log return function, is proposed as a measure to compare investment systems for their intrinsic merit. This efficiency index can be viewed as a generalization of Shannon's information rate for a communication channel. Applications are illustrated.     

Graphitic nanofillers in PMMA nanocomposites—An investigation of particle size and dispersion and their influence on nanocomposite properties

Mechanical, thermal, and electrical properties of graphite/PMMA composites have been evaluated as functions of particle size and dispersion of the graphitic nanofiller components via the use of three different graphitic nanofillers: “as received graphite” (ARG), “expanded graphite,” (EG) and “graphite nanoplatelets” (GNPs) EG, a graphitic materials with much lower density than ARG, was prepared from ARG flakes via an acid intercalation and thermal expansion. Subsequent sonication of EG in a liquid yielded GNPs as thin stacks of graphitic platelets with thicknesses of ～10 nm. Solution‐based processing was used to prepare PMMA composites with these three fillers. Dynamic mechanical analysis, thermal analysis, and electrical impedance measurements were carried out on the resulting composites, demonstrating that reduced particle size, high surface area, and increased surface roughness can significantly alter the graphite/polymer interface and enhance the mechanical, thermal, and electrical properties of the polymer matrix. © 2007 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 45: 2097–2112, 2007     

Gas solubility of carbon dioxide in poly(lactic acid) at high pressures: Thermal treatment effect

The sorption of carbon dioxide in glassy Poly(lactic acid) (PLA) films was studied by quartz crystal microbalance (QCM) at high pressures. Two thermal treatments, melted and quenched, were performed in PLA with two different L:D contents, 80:20 and 98:2, films and compared with a third thermal protocol, annealed, and used in a previous work. The results obtained show that for pressures higher than 2 MPa, the carbon dioxide solubility is larger in PLA 80:20 than in PLA 98:2, indicating that the L:D plays a dominant role on this property. The thermal treatments only affect the gas solubility in PLA 98:2. Sorption isotherms at temperatures 303, 313, and 323 K, below the glass transition temperature of the polymer, and pressures up to 5 MPa were measured and analyzed with three different models, the dual‐mode sorption model, the Flory–Huggins equation, and a modified dual‐mode sorption model where the Henry's law term was substituted by the Flory–Huggins equation. This last model performs especially well for CO₂ in PLA 80:20, due to the convex upward curvature of the solubility isotherms for that system. © 2007 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 45: 616–625, 2007     

Solution bundle for a class of impulsive differential inclusions on Banach spaces

In this paper a class of impulsive differential inclusions is investigated. The existence of solution bundle is proved. And we also construct a nonlinear semigroup of operators on cb(E) (closed-bounded subset of E) to describe the set of attainable states.     

Dynamical dark energy models – dynamical system approach

We study the Friedmann-Robertson-Walker model with dynamical dark energy modelled in terms of the equation of state p _X = w _X (a(z)) ρ _X in which the coefficient w _X is parameterized by the scale factor a or redshift z. We use methods of qualitative analysis of differential equations to investigate the space of all admissible solutions for all initial conditions on the two-dimensional phase plane. We show advantages of representing this dynamics as a motion of a particle in the one-dimensional potential V(a). One of the features of this reduction is the possibility of investigating how typical big rip singularities are in the future evolution of the model. The properties of potential function V can serve as a tool for qualitative classification of all evolution paths. Some important features like resolution of the acceleration problem can be simply visualized as domains on the phase plane. Then one is able to see how large is the class of solutions (labelled by the inset of the initial conditions) leading to the desired property.     

General synchronization dynamics of coupled Van der Pol–Duffing oscillators

This paper considers the general synchronization dynamics of coupled Van der Pol–Duffing oscillators. The linear and nonlinear stability analysis on the synchronization process is derived through the Whittaker method and the Floquet theory in addition to the multiple time scales method. A stability map displaying different dynamical states of the system is performed. Numerical simulation is carried out to support and to complement the accuracy of the analytical treatment.     

Dynamic Nonlinear Modelization of Operational Supply Chain Systems

Supply Chain Management (SCM) is an important activity in all producing facilities and in many organizations to enable vendors, manufacturers and suppliers to interact gainfully and plan optimally their flow of goods and services. To realize this, a dynamic modelling approach for characterizing supply chain activities is opportune, so as to plan efficiently the set of activities over a distributed network in a formal and scientific way. The dynamical system will result so complex that it is not generally possible to specify the functional forms and the parameters of interest, relating outputs to inputs, states and stochastic terms by experiential specification methods. Thus the algorithm that will presented is Data Driven, determining simultaneously the functional forms, the parameters and the optimal control policy from the data available for the supply chain. The aim of this paper is to present this methodology, by considering dynamical aspects of the system, the presence of nonlinear relationships and unbiased estimation procedures to quantify these relations, leading to a nonlinear and stochastic dynamical system representation of the SCM problem. Moreover, the convergence of the algorithm will be proved and the satisfaction of the required statistical conditions demonstrated. Thus SCM problems may be formulated as formal scientific procedures, with well defined algorithms and a precise calculation sequence to determine the best alternative to enact. A “Certainty equivalent principle” will be indicated to ensure that the effects of the inevitable uncertainties will not lead to indeterminate results, allowing the formulation of demonstrably asymptotically optimal management plans.     

<Emphasis Type="Italic">Comment on</Emphasis>¶Low temperature specific heat of blue bronze K <Emphasis Type="Bold">0.30</Emphasis>MoO <Emphasis Type="Bold">3</Emphasis>, by J. Odin,J.C. Lasjaunias,K. Biljaković, K. Hasselbach,and P. Monceau

Eur. Phys. J. B 24, 315 (2001) Here we comment on a recently published paper on the presence of a phason contribution in the low temperature heat capacity data of the charge-density-wave compounds K_0.3MoO₃ and (TaSe₄)₂I. We have shown that the anomaly in the C _P / T ³ data reported by Odin et al. is straightforwardly interpreted in terms of low energy phonon modes resulting from the peculiar topology of these compounds. Received 21 February 2002 Published online 19 July 2002     

Pushing Squares Around

We study dynamic self-reconfiguration of modular metamorphic systems. We guarantee the feasibility of motion planning in a rectangular model consisting of square modules that are allowed to slide along or rotate about one another. That is, we show that any two connected configurations of the same number of modules can be transformed into each other by a sequence of moves so that all intermediate configurations are connected. This settles a conjecture formulated in [6].