An implicit enthalpy scheme for one-phase Stefan problems

A compact finite-difference scheme to solve one-phase Stefan problems in one dimension is described. Numerical experiments indicate that the moving interface is obtained withO(t) accuracy when 3–4 iterations per time step are used to solve the nonlinear implicit scheme. The scheme can be adapted to ADI methods in higher dimensions.     

A new model of job design: Initial evidence and implications for future research

Clegg and Spencer's (2007) model of job design synthesizes and extends recent conceptions of the job design process by incorporating variables such as knowledge, motivation, and trust into a cyclical and dynamic system. The objective of this study was to examine the sequential organization of variables that comprise the model, as a basis from which to justify further investigations of the model's dynamic properties. Data were collected via questionnaires from 432 participants in two work organizations. Results obtained from structural equation modeling are broadly supportive of the proposed relationships between the variables. Implications of this initial study for future research and practice are discussed. © 2011 Wiley Periodicals, Inc.     

Equations of state for hard-sphere fluids

Equations of state and contact values of hard-sphere radial distribution functions (rdf's) which are given by a linear combination of the Percus— Yevick and scaled-particle virial expressions are considered. In the one-component case the mixing coefficient() is, in general, a function of the volume fraction. In mixtures the coefficient( _i ,d _i ), in general, depends upon the volume fraction _i , and diameterd _i , of each species,i andj. For the contact valuesY _ij of the rdf's, the mixing coefficients _ij ( _k ) also depend on speciesi andj. Density expansions for the exact for the one-component hard-sphere fluid are obtained and compared with several approximations made in earlier works and in our own work, as well as with simulations. For a mixture, it turns out that one cannot obtain the exact fourth virial coefficient by using a linear combination of the Percus-Yevick and scaled-particle virial expressions forY _ij unless one allows _ij to depend on mole fractionsx _i even at the zeroth order of its density expansion. We also find that _ij must depend on particle speciesi andj in order to satisfy the exact limits obtained earlier by Sung and Stell. A new equation of state for the binary hard-sphere mixture which satisfies all the exact limits we have considered is suggested.Paper presented at the Tenth Symposium on Thermophysical Properties, June 20–23, 1988, Gaithersburg, Maryland, U.S.A.     

Probability densities for conditional statistics in the cubic sensor problem

This paper applies the techniques of Malliavin’s stochastic calculus of variations to Zakai’s equation for the one-dimensional cubic sensor problem in order to study the existence of densities of conditional statistics. Let {X _t} be a Brownian motion observed by a cubic sensor corrupted by white noise, and let denote the unnormalized conditional estimate of φ(X _i ). If φ₁,...,φ _n are linearly independent, and if , it is shown that the probability distribution of admits a density with respect to Lebesgue measure for anyn. This implies that, at any fixed time, the unnormalized conditional density cannot be characterized by a finite set of sufficient statistics. Research supported in part by NSF Grant No. MCS-8301880 and by the Institute for Mathematics and It Applications, Minneapolis, Minnesota.     

Two new characteristic parameters for runoff computation

A method capable of estimating the hydrograph from a prescribed storm for a practical mild slope upstream catchment is proposed. This method makes use of two new characteristic parameters, andS, in conjunction with the kinematic wave equation to compute lateral inflows of the main stream of the catchment. The depth profile of overland flow at any instant within the catchment and hydrograph at any location can be easily found. Lag times for individual lateral inflows are then considered and are linearly combined to obtain the hydrograph at the outlet of the catchment or depth profile of the main stream at any instant. The validity of the excess rainfall-surface runoff linear relationship in this study has also been verified with Tatsunokuchiyama catchment, and it shows good results for this computed runoff.     

线性矩阵方程异类约束最小二乘解的迭代算法

多矩阵变量线性矩阵方程(LME)约束解的计算问题在参数识别、结构设计、振动理论、自动控制理论等领域都有广泛应用。本文借鉴求线性矩阵方程(LME)同类约束最小二乘解的迭代算法,通过构造等价的线性矩阵方程组,建立了求多矩阵变量LME的一种异类约束最小二乘解的迭代算法,并证明了该算法的收敛性。在不考虑舍入误差的情况下,利用该算法不仅可在有限步计算后得到LME的一组异类约束最小二乘解,而且选取特殊初始矩阵时,可求得LME的极小范数异类约束最小二乘解。另外,还可求得指定矩阵在该LME的异类约束最小二乘解集合中的最佳逼近解。算例表明,该算法是有效的。     

Water table fluctuation with a random initial condition

The nonlinear Boussinesq equation is used to understand water table fluctuations in various ditch drainage problems. An approximate solution of this equation with a random initial condition and deterministic boundary conditions, recharge rate and aquifer parameters has been developed to predict a transient water table in a ditch-drainage system. The effects of uncertainty in the initial condition on the water table are illustrated with the help of a synthetic example. These results would find applications in ditch-drainage design.Notation A / tanh t - a lower value of the random variable representing the initial water table height at the mid point - a+b Upper value of the random variable representing the initial water table height at the midpoint - B tanh t - C 4/ - h variable water table height - h mean of the variable water table height - h _m variable water table height at the mid point - h _m mean of the variable water table height at the mid point - K hydraulic conductivity - L half spacing between the ditches - m ₀ initial water table height at the mid point - N Uniform rate of recharge - S specific yield - t time of observation - x distance measured from the ditch boundary - (4/SL)(NK)^1/2 - (L/4)(N/K)^1/2 - dummy integral variable     

预分离色谱法直接测定微量组份无限稀释活度系数

预分离色谱法可直接测定混合物中微量组份的无限稀释活度系数(γ~∞),而不必把此组份从混合物中分离出来。主要由四步组成:被测组份的预浓缩,被测组份的定性,选择预分离柱和γ~∞的测定。预浓缩样品经过预分离柱分出被测组份,然后进入测量柱测定γ~∞。此方法简捷、可靠与常规以纯溶质进样的色谱测y~∞的方法具有相同的测定精度,可广泛用于缺少纯样的场合。用此法测定了戊烯-1-炔-4、丁炔-2在若干酸醇中的γ~∞,分别求得了修正和未修正的UNlFAC参数,对kikic修正模型其值为ac=c,CooH=694.9(K)acooH,c=c=-99.08(K),ac=c,oH=812.99(K),aoH,c=c=143.36(K)     

Maximum principle for mean-field jump–diffusion stochastic delay differential equations and its application to finance

This paper investigates a stochastic optimal control problem with delay and of mean-field type, where the controlled state process is governed by a mean-field jump–diffusion stochastic delay differential equation. Two sufficient maximum principles and one necessary maximum principle are established for the underlying system. As an application, a bicriteria mean–variance portfolio selection problem with delay is studied to demonstrate the effectiveness and potential of the proposed techniques. Under certain conditions, explicit expressions are provided for the efficient portfolio and the efficient frontier, which are as elegant as those in the classical mean–variance problem without delays.