Fractional programming and characterization of some vertices of the feasible region

This paper considers a problem of nonlinear programming in which the objective function is the ratio of two linear functions and the constraints define a bounded and connected feasible region. Using a coordinate transformation, this problem is transformed into a simpler one, whose geometric interpretation is of particular significance. The transformation leads to a characterization of some special vertices of the feasible region from both the theoretical and operational points of view.     

Motion of foam films in diverging-converging channels

Existing theories of the motion of foam films in capillaries often assimilate the pressure drop over the foam films to the static capillary pressure obtained from the Young-Laplace equation. Hence, they ignore the contribution of dynamic effects associated with the rapid stretching and contraction of the foam films to the overall viscous dissipation. This paper reports an investigation of the motion of foam films in axisymmetric diverging-converging channels, taking into account surface viscosity and elasticity. First, a phenomenological theory for the motion of the foam films is developed using simple physical arguments. We show that the displacement of the film obeys a nonlinear second-order differential equation, which can be solved numerically for the (dimensionless) distance from the inlet and the pressure drop as a function of time. Experiments with foam film motion, conducted using glass diverging-converging channels (minimum radius = 3.00 +/- 0,01 mm, maximum diameter = 7,98 +/- 0,01 mm) and nitrogen foam stabilized with sodium dodecyl sulfate (SDS) in brine, are discussed. For a single film motion in the diverging channel, we find that (a) the static pressure drop is a concave-upward function of distance and decreases from 1.0 to about 0.3, whereas (b) the dynamic pressure drop is concave downward and increases from 1 to a maximum of 1.3 and then decreases to 0.7. In the converging channel both the static and dynamic pressure drops are concave-downward functions, but the dynamic pressure drop values are always higher than the static ones. For two films the motions were found to be rather sensitive to the initial arrangement in the channel. The experiments are found to be in excellent agreement with the theoretical predictions. These observations imply that the large flow resistance obtained during foam flow in granular porous media, where converging-diverging channels are abundant, is largely due to the surface elasticity and viscosity of the films.     

Inverse Problem for a Class of Two-Dimensional Diffusion Equations with Piecewise Constant Coefficients

In this paper, we consider an inverse problem for a class of two-dimensional diffusion equations with piecewise constant coefficients. This problem is studied using an explicit formula for the relevant spectral measures and an asymptotic expansion of the solution of the diffusion equations. A numerical method that reduces the inverse problem to a sequence of nonlinear least-square problems is proposed and tested on synthetic data.     

Class groups of imaginary function fields: The inert case

Let be a finite field and a transcendental element over . An imaginary function field is defined to be a function field such that the prime at infinity is inert or totally ramified. For the totally imaginary case, in a recent paper the second author constructed infinitely many function fields of any fixed degree over in which the prime at infinity is totally ramified and with ideal class numbers divisible by any given positive integer greater than 1. In this paper, we complete the imaginary case by proving the corresponding result for function fields in which the prime at infinity is inert. Specifically, we show that for relatively prime integers and , there are infinitely many function fields of fixed degree such that the class group of contains a subgroup isomorphic to and the prime at infinity is inert.

     

The Spectrum of the Martin-Morales-Nadirashvili Minimal Surfaces Is Discrete

We show that the spectrum of a complete submanifold properly immersed into a ball of a Riemannian manifold is discrete, provided the norm of the mean curvature vector is sufficiently small. In particular, the spectrum of a complete minimal surface properly immersed into a ball of ℝ³ is discrete. This gives a positive answer to a question of Yau (Asian J. Math. 4:235–278, 2000).     

Lipid-based nanoparticles as drug delivery system for paclitaxel in breast cancer treatment

Paclitaxel (PTX) is a well-known antitumor drug, widely utilized in the treatment of breast, ovarian, head, and neck tumors, among others. The low aqueous solubility (< 1.0 μg/mL; log P = 3.96) limits its use by intravenous route, and alternatives found for the marketed products are associated with high toxicity. Incorporation of PTX into lipid nanocarriers has been considered an interesting nontoxic alternative for this route, but drug loading is usually low. This study aimed to analyze the influence of the lipid composition and three different lipid nanosystems—solid lipid nanoparticles, nanostructured lipid carriers (NLCs), and nanoemulsion—in PTX encapsulation and its biological response. The three proposed systems were prepared by hot melt homogenization followed by ultrasonication. Among the blank formulations first prepared, NLC had the smallest size (74 ± 1 nm), with negative zeta potential (? 11.4 ± 0.1 mV). The incorporation of 0.10 mg/mL PTX into this NLC formulation yielded high and stable encapsulation (0.089 ± 0.003 mg/mL), also supported by polarized light microscopy and differential scanning calorimetry curves. NLC-PTX was very effective against MCF-7 (IC50 25.33 ± 3.17 nM) and MDA-MB-231 breast cancer cell lines (IC50 2.13 ± 0.21 nM), compared to free PTX (IC50 > 500 nM). In addition, no significant cytotoxicity was found against fibroblast cells. Taken together, these results demonstrated that PTX was successfully incorporated into NLC with appropriate physicochemical characteristics for intravenous administration, suggesting that the use of NLC as vehicle to incorporate PTX may be a promising strategy in the treatment of breast cancer.     

Eigenvalue Estimates for Submanifolds with Locally Bounded Mean Curvature

We present a method to obtain lower bounds for firstDirichlet eigenvalue in terms of vector fields with positivedivergence. Applying this to the gradient of a distance functionwe obtain estimates of eigenvalue of balls inside the cut locus and of domains M B _N (p, r) in submanifolds M Nwith locally bounded mean curvature. Forsubmanifolds of Hadamard manifolds with bounded mean curvaturethese lower bounds depend only on the dimension of the submanifold and the bound on its mean curvature.     

Foam Drainage in Porous Media

In this paper we present a simple analysis of liquid drainage in foams confined in porous media. First we derive the equation for the evolution of the liquid saturation using general mass and momentum conservation arguments and phenomenological relations between the transport parameters and liquid saturation. We find an unusual foam drainage equation in which the determinant terms express the competition between the external force field, represented here by the gravity field, and capillary pressure gradient. We present analytical solutions of the drainage equation in three cases: (a) gravity forces are dominant over capillary forces, (b) capillary forces are dominant over gravity forces, and (c) capillary and gravity forces are comparable in order of magnitude.     

A numerical method to price European derivatives based on the one factor LIBOR Market Model of interest rates

We consider the problem of pricing European interest rate derivatives based on the LIBOR Market Model (LMM) with one driving factor. We derive a closed-form approximation of the transition probability density functions associated to the stochastic dynamical systems that describe the behaviour of the forward LIBOR interest rates in the LMM. These approximate formulae are based on a truncated power series expansion of the solutions of the Fokker–Planck equations associated to the LMM. The approximate probability density functions obtained are used to price European interest rate derivatives using the method of discounted expectations. The resulting integrals are low dimensional when the most commonly traded European interest rate derivatives are considered, and they can be computed efficiently using elementary numerical quadrature schemes (i.e. Simpson’s rule). The algorithm obtained is very well suited for parallel computing and is tested on the problem of pricing several derivatives including an European swaption and an interest rate spread option. In both cases, the method proposed in this paper appears to be accurate (i.e. relative error of order 10⁻², 10⁻³, or even 10⁻⁴) and approximately between 278 and 63 000 times faster than previous methods based on the Monte Carlo simulation of the LMM stochastic dynamical systems.

The website http://www.econ.univpm.it/pacelli/ballestra/finance/w2 contains material that helps the understanding of this paper and makes available to the interested users the computer programs that implement the numerical method proposed.