A smooth homotopy method for incomplete markets

Mathematical Programming - In the general equilibrium with incomplete asset markets (GEI) model, the excess demand functions are typically not continuous at the prices for which the assets have...     

Particle Model for the Reservoirs in the Simple Symmetric Exclusion Process

Journal of Statistical Physics - In this paper, we will study the long time behavior of the simple symmetric exclusion process in the “channel” $$\varLambda _N=[1,N]\cap \mathbb {N}$$...     

The elastic theory of a single DNA molecule

We study the elastic responses of double-(ds) and single-stranded (ss) DNA at external force fields. A double-strand-polymer elastic model is constructed and solved by path integral methods and Monte Carlo simulations to understand the entropic elasticity, cooperative extensibility, and supercoiling property of dsDNA. The good agreement with experiments indicates that short-ranged base-pair stacking interaction is crucial for the stability and the high deformability of dsDNA. Hairpin-coil transition in ssDNA is studied with generating function method. A threshold force is needed to pull the ssDNA hairpin patterns, stabilized by base pairing and base-pair stacking, into random coils. This phase transition is predicted to be of first order for stacking potential higher than some critical level, in accordance with experimental observations.     

Statistical theory for hydrogen bonding fluid system of A a D d type (I): The geometrical phase transition

The influence of hydrogen bonds on the physical and chemical properties of hydrogen bonding fluid system of A _a D _d type is investigated from two viewpoints by the principle of statistical mechanics. In detail, we proposed two new ways that can be used to obtain the equilibrium size distribution of the hydrogen bonding clusters, and derived the analytical expression of a relationship between the hydrogen bonding free energy and hydrogen bonding degree. For the nonlinear hydrogen bonding systems, it is shown that the sol-gel phase transition can take place under proper conditions, which is further proven to be a kind of geometrical phase transition rather than a thermodynamic one. Moreover, several problems associated with the geometrical phase transition and liquid-solid phase transition in nonlinear hydrogen bonding systems are discussed.     

A floating-point genetic algorithm for solving the unit commitment problem

This paper proposes a floating-point genetic algorithm (FPGA) to solve the unit commitment problem (UCP). Based on the characteristics of typical load demand, a floating-point chromosome representation and an encoding–decoding scheme are designed to reduce the complexities in handling the minimum up/down time limits. Strategic parameters of the FPGA are characterized in detail, i.e., the evaluation function and its constraints, population size, operation styles of selection, crossover operation and probability, mutation operation and probability. A dynamic combination scheme of genetic operators is formulated to explore and exploit the FPGA in the non-convex solution space and multimodal objective function. Experiment results show that the FPGA is a more effective technique among the various styles of genetic algorithms, which can be applied to the practical scheduling tasks in utility power systems.     

Polynomial decay rate for the dissipative wave equation

Using Fourier integral operators with special amplitude functions, we analyze the stabilization of the wave equation in a three-dimensional bounded domain on which exists a trapped ray bouncing up and down infinitely between two parallel parts of the boundary.     

Infrared spectroscopic analyses of transformations of chemical species on the silica highly-reacted with gaseous BF3.

Transformations of chemical species formed by the reaction of gaseous BF3 with high pressure and silica preheated at 473 and 1093 K were studied with the use of infrared absorption spectrometry. The species containing -BF2 and the species containing >BF were transformed to each other on the highly-reacted silica depending on the pressure of BF3 in cell, and some of the species containing -BF2 were also desorbed without their transformations to the species containing >BF. H2O played important roles in these transformations.