Time Asymptotic Behaviour for a One-Velocity Transport Operator with Maxwell Boundary Condition

This paper is concerned with the spectral analysis of a one-velocity transport operator with Maxwell boundary condition in L ₁-space. After a detailed spectral analysis it is shown that the associated Cauchy problem is governed by a C ₀-semigroup. Next, we discuss the irreducibility of the transport semigroup. In particular, we show that the transport semigroup is irreducible. Finally, a spectral decomposition of the solutions into an asymptotic term and a transient one which will be estimated for smooth initial data is given.     

Ball Milling for Heterocyclic Compounds Synthesis in Green Chemistry: A Review

This review aims to present the application of ball milling for the synthesis ofdifferent heterocyclic compounds in very good yields. The method is a simple, economical, and ecofriendly process for synthesizing heterocycles, which is a large family of organic compounds. They are extremely important and have wide-ranging pharmaceutical and industrial applications.     

Effect of process parameters on the EHD airflow

This work deals with the assessment by numerical investigations of the electrohydrodynamic enhancement of heat transfer in a channel. In order to get a better understanding of the phenomena, we developed an original numerical approach. The model handles the couplings between a non-isothermal turbulent flow and corona discharges from multiple wires. The typical configuration consists in a channel where air enters at a given velocity. In the channel, the ionic wind is produced by multiple coronating wires. In this study, the model is used in order to analyse the effect of some process parameters (inter-electrode distance, wire radius, applied voltage) on the flow and on the convective heat transfer enhancement. We firstly confirm that the model operates well and permits selection of the best parameters in a specific configuration. The model reveals that similar flows could be obtained with different combinations between the inter-electrode distance and the applied voltage. In a second stage, the distance between adjacent wires is discussed. Synergetic effects are obtained for close wires; they locally lead to a tenfold increase of the heat transfer enhancement.     

Fluorimetric Determination of Histamine in Fish Using Micellar Media and Fluorescamine as Labelling Reagent

An analytical method based on the use of fluorescamine to produce a fluorescent derivative with histamine and combined with micellar-enhanced fluorescence detection of the formed complex is developed for the sensitive and rapid determination of histamine in fishes. The fluorescence properties of the obtained complex in water and micellar solutions of sodium dodecyl sulfate (SDS), cetyltrimethylammonium chloride (CTAC) and brij-700 are reported. Physicochemical variables influencing the sensitivity of the method (pH, micellar, fluorescamine and NaCl relative concentrations) have been optimized. The stability of the formed complex, as shown by kinetic study, depends on the pH of the solution. Linear calibration curves allowing an effective histamine determination were established with large linear dynamic range (LDR), and low limits of detection (LOD) between 0.5 and 33 ng mL⁻¹, according to the solvent. Application to the analysis of fish samples (sardines) yielded satisfactory results. The method seems to be suitable for environmental fish quality control. Presented in part, at the 39th IUPAC Congress and the 86th Conference of the Canadian Society for Chemistry, August, 10–15, 2003, Ottawa (Canada).     

Long Memory with Seasonal Effects

This review is devoted to stationary discrete time second order processes whose covariance asymptotically behaves like an hyperbolically damped oscillating sequence. We present the two main ways of generating parametric models of this type. Then we gather some results concerning the influence of seasonality on the classical limit theorems. Finally, we present a simulation method which we use to try a semi parametric estimation procedure adapted from the non seasonal situation.     

Existence and Comparison of Green Kernels for Some Elliptic Operators on (0, ∞)

In this paper we give necessary and sufficient conditions for the existence and the comparability of Green kernels for second order elliptic operators in the one dimensional case.     

Consistency of a nonparametric conditional quantile estimator for random fields

Given a stationary multidimensional spatial process (Z _i = (X _i , Y _i ) ∈ ℝ ^d × ℝ, i ∈ ℤ ^N ), we investigate a kernel estimate of the spatial conditional quantile function of the response variable Y _i given the explicative variable X _i . Almost complete convergence and consistency in L ^2r norm (r ∈ ℕ*) of the kernel estimate are obtained when the sample considered is an α-mixing sequence.     

Forward Variance Dynamics: Bergomi’s Model Revisited

Abstract

In this article, we propose an arbitrage-free modelling framework for the joint dynamics of forward variance along with the underlying index, which can be seen as a combination of the two approaches proposed by Bergomi. The difference between our modelling framework and the Bergomi (2008. Smile dynamics III. Risk, October, 90–96) models is mainly the ability to compute the prices of VIX futures and options by using semi-analytic formulas. Also, we can express the sensitivities of the prices of VIX futures and options with respect to the model parameters, which enables us to propose an efficient and easy calibration to the VIX futures and options. The calibrated model allows to Delta-hedge VIX options by trading in VIX futures, the corresponding hedge ratios can be computed analytically.     

A nearly optimal preconditioning based on recursive red–black orderings

Considering matrices obtained by the application of a five-point stencil on a 2D rectangular grid, we analyse a preconditioning method introduced by Axelsson and Eijkhout, and by Brand and Heinemann. In this method, one performs a (modified) incomplete factorization with respect to a so-called ‘repeated’ or ‘recursive’ red–black ordering of the unknowns while fill-in is accepted provided that the red unknowns in a same level remain uncoupled. Considering discrete second order elliptic PDEs with isotropic coefficients, we show that the condition number is bounded by 𝒪(n ${}^{\text{½ log}{}_{\text{2}}\text{(√(5) −1)}}$ ) where n is the total number of unknowns (½ log₂(√(5) − 1) = 0.153), and thus, that the total arithmetic work for the solution is bounded by 𝒪(n^1.077). Our condition number estimate, which turns out to be better than standard 𝒪(log² n) estimates for any realistic problem size, is purely algebraic and holds in the presence of Neumann boundary conditions and/or discontinuities in the PDE coefficients. Numerical tests are reported, displaying the efficiency of the method and the relevance of our analysis. © 1997 John Wiley & Sons, Ltd.