Stability radii of positive linear Volterra-Stieltjes equations

We study stability radii of linear Volterra-Stieltjes equations under multi-perturbations and affine perturbations. A lower and upper bound for the complex stability radius with respect to multi-perturbations are given. Furthermore, in some special cases concerning the structure matrices, the complex stability radius can precisely be computed via the associated transfer functions. Then, the class of positive linear Volterra-Stieltjes equations is studied in detail. It is shown that for this class, complex, real and positive stability radius under multi-perturbations or multi-affine perturbations coincide and can be computed by simple formulae expressed in terms of the system matrices. As direct consequences of the obtained results, we get some results on robust stability of positive linear integro-differential equations and of positive linear functional differential equations. To the best of our knowledge, most of the results of this paper are new.     

On bounding the effective conductivity of isotropic composite materials

In this paper inequalities for the effective conductivity of isotropic composite materials are derived. These inequalities depend on several coefficients characterizing the microstructure of composites. The obtained coefficients can be exactly calculated for models of a two-component aggregate of multisized, coated ellipsoidal inclusions, packed to fill all space. As a result, new bounds for effective conductivity, considerably narrower than those of Hashin-Shtrikman, are established for such models of composite materials.     

Analysis of plane and axisymmetric flows of incompressible fluids with the stream tube method: Numerical simulation by trust-region optimization algorithm

New concepts for the study of incompressible plane or axisymmetric flows are analysed by the stream tube method. Flows without eddies and pure vortex flows are considered in a transformed domain where the mapped streamlines are rectilinear or circular. The transformation between the physical domain and the computational domain is an unknown of the problem. In order to solve the non-linear set of relevant equations, we present a new algorithm based on a trust region technique which is effective for non-convex optimization problems. Experimental results show that the new algorithm is more robust compared to the Newton-Raphson method.     

Infine Functions, Nonsmooth Alternative Theorems and Vector Optimization Problems

In this paper we introduce a new notion of infine nonsmooth functions and give several characterizations of infineness property. We prove alternative theorems with mixed constraints (i.e., inequality and equality constraints) being described by invex-infine nonsmooth functions. We establish a necessary and sufficient condition for a solution of a vector optimization problem involving mixed constraints to be a properly efficient solution.     

Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints

   Abstract. This paper deals with an extension of Merton's optimal investment problem to a multidimensional model with stochastic volatility and portfolio constraints. The classical dynamic programming approach leads to a characterization of the value function as a viscosity solution of the highly nonlinear associated Bellman equation. A logarithmic transformation expresses the value function in terms of the solution to a semilinear parabolic equation with quadratic growth on the derivative term. Using a stochastic control representation and some approximations, we prove the existence of a smooth solution to this semilinear equation. An optimal portfolio is shown to exist, and is expressed in terms of the classical solution to this semilinear equation. This reduction is useful for studying numerical schemes for both the value function and the optimal portfolio. We illustrate our results with several examples of stochastic volatility models popular in the financial literature.     

Polymérisation anionique amorcée par les composés lamellaires du graphite et du lithium

In the present work, we use the binary insertion compound LiC₁₂ to polymerize styrene, methyl methacrylate, butadiene, isoprene, and to copolymerize isoprene and styrene in various hydrocarbon solvents (aromatics and aliphatic) and etheral solvents. We show that the styrene polymerization in aromatic solvents gives better yields than in the etheral solvents, the polymer being atactic. Methyl methacrylate does not polymerize in toluene but does so completely in DME. More generally, the yields of polymerization are better with KC₃₇ than with LiC₁₂ because of the different capacities of the monomer to get into the carbon layers. The polymerization of dienes with LiC₁₂ shows that the microstructures of the polymer obtained in π-or n-donor solvents are similar to the ones obtained by homogenous polymerization with Li cation in such solvents. However, for isoprene in cyclohexane, the results are different. The isoprene styrene copolymers are statistical ones and the mean length of styrene blocks is less than 5. The monomer interaction with the insertion compound and the growing chain geometry between the carbon layers are the facts which control either the stereospecificity of the polymerization or the selectivity of the copolymerization.     

Effect of copper impurity on the edge emission of ZnTe crystals

The results are given of studies on the edge emission of undoped and copperdoped ZnTe crystals in the temprature range 4.2–300K. The copper impurity has been found to increase the intensity of the principal edge emission band substantially. Analysis of the structure of this emission band indicated that a temprature below 160K the main role is played by the emission from excitons that are most probably bound in Cu_Zn and Li_Zn centers while at higher temperatures it is played by emission during the transition of free electrons to these centers. An appreciable role is played over the entire range of temperatures by emission from free electrons with an energy of 13 MeV. The luminescence quenching energy below 160 K has a value of 7 MeV (the binding energy of a bound exciton) and at higher temperatures it is 78 MeV.Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 8, pp. 68–73, August, 1987.