scholarly journals Contact lines over random topographical substrates. Part 1. Statics

2011 ◽  
Vol 672 ◽  
pp. 358-383 ◽  
Author(s):  
NIKOS SAVVA ◽  
GRIGORIOS A. PAVLIOTIS ◽  
SERAFIM KALLIADASIS

We investigate theoretically the statistics of the equilibria of two-dimensional droplets over random topographical substrates. The substrates are appropriately represented as families of certain stationary random functions parametrized by a characteristic amplitude and wavenumber. In the limit of shallow topographies and small contact angles, a linearization about the flat-substrate equilibrium reveals that the droplet footprint is adequately approximated by a zero-mean, normally distributed random variable. The theoretical analysis of the statistics of droplet shift along the substrate is highly non-trivial. However, for weakly asymmetric substrates it can be shown analytically that the droplet shift approaches a Cauchy random variable; for fully asymmetric substrates its probability density is obtained via Padé approximants. Generalization to arbitrary stationary random functions does not change qualitatively the behaviour of the statistics with respect to the characteristic amplitude and wavenumber of the substrate. Our theoretical results are verified by numerical experiments, which also suggest that on average a random substrate neither enhances nor reduces droplet wetting. To address the question of the influence of substrate roughness on wetting, a stability analysis of the equilibria must be performed so that we can distinguish between stable and unstable equilibria, which in turn requires modelling the dynamics. This is the subject of Part 2 of this study.

2014 ◽  
Vol 33 (2) ◽  
pp. 83 ◽  
Author(s):  
Federico Camerlenghi ◽  
Vincenzo Capasso ◽  
Elena Villa

Many real phenomena may be modelled as random closed sets in ℝd, of different Hausdorff dimensions. The problem of the estimation of pointwise mean densities of absolutely continuous, and spatially inhomogeneous, random sets with Hausdorff dimension n < d, has been the subject of extended mathematical analysis by the authors. In particular, two different kinds of estimators have been recently proposed, the first one is based on the notion of Minkowski content, the second one is a kernel-type estimator generalizing the well-known kernel density estimator for random variables. The specific aim of the present paper is to validate the theoretical results on statistical properties of those estimators by numerical experiments. We provide a set of simulations which illustrates their valuable properties via typical examples of lower dimensional random sets.


2005 ◽  
Vol 483-485 ◽  
pp. 185-188 ◽  
Author(s):  
Toshiyuki Isshiki ◽  
Mitsutaka Nakamura ◽  
Taro Nishiguchi ◽  
Koji Nishio ◽  
Satoru Ohshima ◽  
...  

Interfaces between a Si(110) substrate and 3C-SiC crystals grown hetero-epitaxially by CVD were investigated by cross-sectional transmission electron microscopy. Gas flow condition during the carbonization process affects the roughness of the substrate surface and there is an optimum condition to preserve the flat surface. High quality 3C-SiC crystals grew only on the flat substrate, with crystallographic relationship of Si[1-10]//SiC[1-10] and Si[001]//SiC[1-1 - 2], because the well-lattice-match relationship was limited in a two-dimensional region at the SiC(111)/Si(110) interface. Using the optimum condition, some kinds of roughness at an atomic scale remained on the surface of the substrate. Nanoscopic observation of the crystals grown on an off-axis substrate revealed the influence of the roughness on the epitaxial growth and the defects generation at the interface.


1998 ◽  
Vol 37 (03) ◽  
pp. 235-238 ◽  
Author(s):  
M. El-Taha ◽  
D. E. Clark

AbstractA Logistic-Normal random variable (Y) is obtained from a Normal random variable (X) by the relation Y = (ex)/(1 + ex). In Monte-Carlo analysis of decision trees, Logistic-Normal random variates may be used to model the branching probabilities. In some cases, the probabilities to be modeled may not be independent, and a method for generating correlated Logistic-Normal random variates would be useful. A technique for generating correlated Normal random variates has been previously described. Using Taylor Series approximations and the algebraic definitions of variance and covariance, we describe methods for estimating the means, variances, and covariances of Normal random variates which, after translation using the above formula, will result in Logistic-Normal random variates having approximately the desired means, variances, and covariances. Multiple simulations of the method using the Mathematica computer algebra system show satisfactory agreement with the theoretical results.


Mathematics ◽  
2021 ◽  
Vol 9 (9) ◽  
pp. 994
Author(s):  
Elisa Alòs ◽  
Jorge A. León

Here, we review some results of fractional volatility models, where the volatility is driven by fractional Brownian motion (fBm). In these models, the future average volatility is not a process adapted to the underlying filtration, and fBm is not a semimartingale in general. So, we cannot use the classical Itô’s calculus to explain how the memory properties of fBm allow us to describe some empirical findings of the implied volatility surface through Hull and White type formulas. Thus, Malliavin calculus provides a natural approach to deal with the implied volatility without assuming any particular structure of the volatility. The aim of this paper is to provides the basic tools of Malliavin calculus for the study of fractional volatility models. That is, we explain how the long and short memory of fBm improves the description of the implied volatility. In particular, we consider in detail a model that combines the long and short memory properties of fBm as an example of the approach introduced in this paper. The theoretical results are tested with numerical experiments.


1999 ◽  
Vol 22 (2) ◽  
pp. 111-119
Author(s):  
P. T. Trakadas ◽  
C. N. Capsalis

There are several cases at which, in order to evaluate the crosstalk effect among transmission lines carrying useful signals, there is a need for probabilistic approach. This paper considers the problem of crosstalk estimation between transmission lines consisting of three conductors in a homogeneous surrounding medium, where the distance between the conductors is a random variable described by uniform distribution. The transmission lines are considered as electrically short. A closed-form equation is developed for the statistical distribution of the per-unit-length mutual inductance(lm)and an analytical one is described for the evaluation of the per-unit-length capacitance(cm). Theoretical results are compared with simulated ones for validation purposes.


2022 ◽  
Vol 40 ◽  
pp. 1-11
Author(s):  
Parviz Darania ◽  
Saeed Pishbin

In this note, we study a class of multistep collocation methods for the numerical integration of nonlinear Volterra-Fredholm Integral Equations (V-FIEs). The derived method is characterized by a lower triangular or diagonal coefficient matrix of the nonlinear system for the computation of the stages which, as it is known, can beexploited to get an efficient implementation. Convergence analysis and linear stability estimates are investigated. Finally numerical experiments are given, which confirm our theoretical results.


2010 ◽  
Vol 27 (06) ◽  
pp. 649-667 ◽  
Author(s):  
WEI SUN ◽  
NAISHUO TIAN ◽  
SHIYONG LI

This paper, analyzes the allocation problem of customers in a discrete-time multi-server queueing system and considers two criteria for routing customers' selections: equilibrium and social optimization. As far as we know, there is no literature concerning the discrete-time multi-server models on the subject of equilibrium behaviors of customers and servers. Comparing the results of customers' distribution at the servers under the two criteria, we show that the servers used in equilibrium are no more than those used in the socially optimal outcome, that is, the individual's decision deviates from the socially preferred one. Furthermore, we also clearly show the mutative trend of several important performance measures for various values of arrival rate numerically to verify the theoretical results.


2017 ◽  
Vol 7 (4) ◽  
pp. 827-836
Author(s):  
Ze-Jia Xie ◽  
Xiao-Qing Jin ◽  
Zhi Zhao

AbstractSome convergence bounds of the minimal residual (MINRES) method are studied when the method is applied for solving Hermitian indefinite linear systems. The matrices of these linear systems are supposed to have some properties so that their spectra are all clustered around ±1. New convergence bounds depending on the spectrum of the coefficient matrix are presented. Some numerical experiments are shown to demonstrate our theoretical results.


2020 ◽  
Vol 2020 (0) ◽  
pp. S11112
Author(s):  
Masahiro FUJII ◽  
Yusuke KEIKO ◽  
Yoshikazu TANAKA ◽  
Shinya FUJII

Mathematics ◽  
2019 ◽  
Vol 7 (8) ◽  
pp. 708 ◽  
Author(s):  
Suthep Suantai ◽  
Suparat Kesornprom ◽  
Prasit Cholamjiak

We investigate the split variational inclusion problem in Hilbert spaces. We propose efficient algorithms in which, in each iteration, the stepsize is chosen self-adaptive, and proves weak and strong convergence theorems. We provide numerical experiments to validate the theoretical results for solving the split variational inclusion problem as well as the comparison to algorithms defined by Byrne et al. and Chuang, respectively. It is shown that the proposed algorithms outrun other algorithms via numerical experiments. As applications, we apply our method to compressed sensing in signal recovery. The proposed methods have as a main advantage that the computation of the Lipschitz constants for the gradient of functions is dropped in generating the sequences.


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