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” $$\varLambda _N=[1,N]\cap \mathbb {N}$$...     

An unstructured mesh finite volume method for modelling saltwater intrusion into coastal aquifers

In this paper, a two-dimensional finite volume unstructured mesh method (FVUM) based on a triangular background interpolation mesh is developed for analysing the evolution of the saltwater intrusion into single and multiple coastal aquifer systems. The model formulation consists of a ground-water flow equation and a salt transport equation. These coupled and non-linear partial differential equations are transformed by FVUM into a system of differential/algebraic equations, which is solved using backward differentiation formulas of order one through five. Simulation results are compared with previously published solutions where good agreement is observed.     

Random oscillations in the Van der Pol system under the action of a broadband random process

We construct the second approximation for random oscillations described by the Van der Pol equation which are under the action of a broadband random process. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 11, pp. 1517–1521, November, 1998.     

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.     

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.     

Study on effects of substrate temperature on growth and structure of alignment carbon nanotubes in plasma-enhanced hot filament chemical vapor deposition system

Alignment carbon nanotubes (ACNTs) were synthesized on silicon substrate coated with Ni catalyst film and Ta buffer layer by plasma-enhanced hot filament chemical vapor deposition using CH₄, NH₃, and H₂ as the reaction gas, and they were investigated by scanning electron microscopy and transmission electron microscopy. It is found that the diameter of the bamboo-structured ACNTs is increased from 62 to 177 nm when the substrate temperature was changed from 626 to 756 °C. Their growth rate is enhanced by the substrate temperature in a range of 626-683 °C and it is reversely reduced with the substrate temperature after the substrate temperature is over 683 °C. Beginning with wetting phenomenon, the effects of the substrate temperature on the structure and growth rate of the ACNTs are analyzed.