Dewetting of Thin Viscoelastic Polymer Films on Slippery Substrates

Dewetting of thin polystyrene films deposited onto silicone wafers at temperatures close to the glass transition exhibits unusual dynamics and front morphologies. Here, we present a new theoretical approach of these phenomena taking into account both the viscoelastic properties of the film and the non-zero velocity of the film at the interface with the substrate (due to slippage). We then show how these two ingredients lead to : (a) A very asymmetric shape of the rim as the film dewetts, (b) A decrease of the dewetting velocity with time like $t^{-{1/2}}$ for times shorter than the reptation time (for larger times, the dewetting velocity reaches a constant value). Very recent experiments by Damman, Baudelet and Reiter [Phys. Rev. Lett. {\bf 91}, 216101 (2003)] present, however, a much faster decrease of the dewetting velocity. We then show how this striking result can be explained by the presence of residual stresses in the film.Comment: Submitted to PR

Heat conductivity from molecular chaos hypothesis in locally confined billiard systems

We study the transport properties of a large class of locally confined Hamiltonian systems, in which neighboring particles interact through hard core elastic collisions. When these collisions become rare and the systems large, we derive a Boltzmann-like equation for the evolution of the probability densities. We solve this equation in the linear regime and compute the heat conductivity from a Green-Kubo formula. The validity of our approach is demonstated by comparing our predictions to the results of numerical simulations performed on a new class of high-dimensional defocusing chaotic billiards.Comment: 4 pages, 2 color figure

Seven Sins in Portfolio Optimization

Although modern portfolio theory has been in existence for over 60 years, fund managers often struggle to get its models to produce reliable portfolio allocations without strongly constraining the decision vector by tight bands of strategic allocation targets. The two main root causes to this problem are inadequate parameter estimation and numerical artifacts. When both obstacles are overcome, portfolio models yield excellent allocations. In this paper, which is primarily aimed at practitioners, we discuss the most common mistakes in setting up portfolio models and in solving them algorithmically

Exchange rate pass-through in a competitive model of pricing-to-market

This paper extends the Mussa and Rosen (1978) model of quality-pricing under perfect competition. Exporters sell goods of different qualities to consumers who have heterogeneous preferences for quality. Production is subject to decreasing returns to scale and, therefore, supply and the toughness of competition react to cost changes brought about by exchange rate fluctuations. First, we predict that exchange rate shocks are imperfectly passed through into prices. Second, prices of low quality goods are more sensitive to exchange rate shocks than prices of high quality goods. Third, in response to an exchange rate appreciation, the composition of exports shifts towards higher quality and more expensive goods.> ; We test these predictions using highly disaggregated price and quantity U.S. import data. We find evidence that in response to an exchange rate appreciation, the composition of exports shifts towards high unit price goods. Therefore, exchange rate passthrough rates that are measured using aggregate data will tend to overstate the actual extent of pass-through.Foreign exchange rates ; Econometric models ; International trade

Point process-based modeling of multiple debris flow landslides using INLA: an application to the 2009 Messina disaster

We develop a stochastic modeling approach based on spatial point processes of log-Gaussian Cox type for a collection of around 5000 landslide events provoked by a precipitation trigger in Sicily, Italy. Through the embedding into a hierarchical Bayesian estimation framework, we can use the Integrated Nested Laplace Approximation methodology to make inference and obtain the posterior estimates. Several mapping units are useful to partition a given study area in landslide prediction studies. These units hierarchically subdivide the geographic space from the highest grid-based resolution to the stronger morphodynamic-oriented slope units. Here we integrate both mapping units into a single hierarchical model, by treating the landslide triggering locations as a random point pattern. This approach diverges fundamentally from the unanimously used presence-absence structure for areal units since we focus on modeling the expected landslide count jointly within the two mapping units. Predicting this landslide intensity provides more detailed and complete information as compared to the classically used susceptibility mapping approach based on relative probabilities. To illustrate the model's versatility, we compute absolute probability maps of landslide occurrences and check its predictive power over space. While the landslide community typically produces spatial predictive models for landslides only in the sense that covariates are spatially distributed, no actual spatial dependence has been explicitly integrated so far for landslide susceptibility. Our novel approach features a spatial latent effect defined at the slope unit level, allowing us to assess the spatial influence that remains unexplained by the covariates in the model

Cost Pass Through in a Competitive Model of Pricing-to-Market

This paper builds up an extension to the Mussa and Rosen (1978) model of quality pricing under perfect competition. Our model incorporates decreasing returns to scale. First, we predict that exchange rate shocks are imperfectly passed through into prices. Second, prices of low quality goods are more sensitive to exchange rate shocks than prices of high quality goods. Third, in response to an exchange rate appreciation, the composition of exports shifts towards higher quality and more expensive goods. We test those predictions using highly disaggregated price and quantity US import data. We find that the prices of high quality goods, proxied as high unit price goods, are more sensitive to exchange rate movements. Moreover, we find evidence that in response to an exchange rate appreciation, the composition of exports shifts towards high unit price goods.Pricing-to-Market, Exchange Rate Pass Through, Local Distribution

Revisiting Actor Programming in C++

The actor model of computation has gained significant popularity over the last decade. Its high level of abstraction makes it appealing for concurrent applications in parallel and distributed systems. However, designing a real-world actor framework that subsumes full scalability, strong reliability, and high resource efficiency requires many conceptual and algorithmic additives to the original model. In this paper, we report on designing and building CAF, the "C++ Actor Framework". CAF targets at providing a concurrent and distributed native environment for scaling up to very large, high-performance applications, and equally well down to small constrained systems. We present the key specifications and design concepts---in particular a message-transparent architecture, type-safe message interfaces, and pattern matching facilities---that make native actors a viable approach for many robust, elastic, and highly distributed developments. We demonstrate the feasibility of CAF in three scenarios: first for elastic, upscaling environments, second for including heterogeneous hardware like GPGPUs, and third for distributed runtime systems. Extensive performance evaluations indicate ideal runtime behaviour for up to 64 cores at very low memory footprint, or in the presence of GPUs. In these tests, CAF continuously outperforms the competing actor environments Erlang, Charm++, SalsaLite, Scala, ActorFoundry, and even the OpenMPI.Comment: 33 page

Hydrodynamics of Binary Fluid Mixtures - An Augmented Multiparticle Collison Dynamics Approach

The Multiparticle Collision Dynamics technique (MPC) for hydrodynamics simulations is generalized to binary fluid mixtures and multiphase flows, by coupling the particle-based fluid dynamics to a Ginzburg-Landau free-energy functional for phase-separating binary fluids. To describe fluids with a non-ideal equation of state, an additional density-dependent term is introduced. The new approach is verified by applying it to thermodynamics near the critical demixing point, and interface fluctuations of droplets. The interfacial tension obtained from the analysis of the capillary wave spectrum agrees well with the results based on the Laplace-Young equation. Phase-separation dynamics follows the Lifshitz-Slyozov law