An analysis of spending behaviour under liquidity constraints with an application to financial hedging

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Enhanced Diffusion of Enzymes that Catalyze Exothermic Reactions

Enzymes have been recently found to exhibit enhanced diffusion due to their catalytic activities. A recent experiment [C. Riedel et al., Nature 517, 227 (2015)] has found evidence that suggests this phenomenon might be controlled by the degree of exothermicity of the catalytic reaction involved. Four mechanisms that can lead to this effect, namely, self-thermophoresis, boost in kinetic energy, stochastic swimming, and collective heating, are critically discussed, and it is shown that only the last two could be strong enough to account for the observations. The resulting quantitative description is used to examine the biological significance of the effect.Comment: To appear in PR

Three-Sphere Low Reynolds Number Swimmer with a Cargo Container

A recently introduced model for an autonomous swimmer at low Reynolds number that is comprised of three spheres connected by two arms is considered when one of the spheres has a large radius. The Stokes hydrodynamic flow associated with the swimming strokes and net motion of this system can be studied analytically using the Stokes Green's function of a point force in front of a sphere of arbitrary radius $R$ provided by Oseen. The swimming velocity is calculated, and shown to scale as $1/R^3$ with the radius of the sphere.Comment: 4 pages, 1 figur

On a Deterministic Property of the Category of kk-almost Primes: A Deterministic Structure Based on a Linear Function for Redefining the kk-almost Primes (∃n∈N\exists n\in {\rm N} , 1≤k≤n1{\le} k {\le}n) in Certain Intervals

In this paper based on a sort of linear function, a deterministic and simple algorithm with an algebraic structure is presented for calculating all (and only) $k$-almost primes ($where$ $\exists n\in {\rm N}$, $1{\le} k {\le}n$) in certain interval. A theorem has been proven showing a new deterministic property of the category of $k$-almost primes. Through a linear function that we obtain, an equivalent redefinition of the $k$-almost primes with an algebraic characteristic is identified. Moreover, as an outcome of our function's property some relations which contain new information about the $k$-almost primes (including primes) are presented.Comment: 10 pages. Accepted and presented article in the 11th ANTS, Korea, 2014. The 11th ANTS is one of international satellite conferences of ICM 2014: The 27th International Congress of Mathematicians, Korea. (Expanded version

Bose-Einstein Condensation in Scalar Active Matter with Diffusivity Edge

Due to their remarkable properties, systems that exhibit self-organization of their components resulting from intrinsic microscopic activity have been extensively studied in the last two decades. In a generic class of active matter, the interactions between the active components are represented via an effective density-dependent diffusivity in a mean-field single-particle description. Here, a new class of scalar active matter is proposed by incorporating a diffusivity edge into the dynamics: when the local density of the system surpasses a critical threshold, the diffusivity vanishes. The effect of the diffusivity edge is studied under the influence of an external potential, which introduces the ability to control the behaviour of the system by changing an effective temperature, which is defined in terms of the single-particle diffusivity and mobility. At a critical effective temperature, a system that is trapped by a harmonic potential is found to undergo a condensation transition, which manifests formal similarities to Bose-Einstein condensation

Decomposition-based analysis of queueing networks

Model-based numerical analysis is an important branch of the model-based performance evaluation. Especially state-oriented formalisms and methods based on Markovian processes, like stochastic Petri nets and Markov chains, have been successfully adopted because they are mathematically well understood and allow the intuitive modeling of many processes of the real world. However, these methods are sensitive to the well-known phenomenon called state space explosion. One way to handle this problem is the decomposition approach.\ud In this thesis, we present a decomposition framework for the analysis of a fairly general class of open and closed queueing networks. The decomposition is done at queueing station level, i.e., the queueing stations are independently analyzed. During the analysis, traffic descriptors are exchanged between the stations, representing the streams of jobs flowing between them. Networks with feedback are analyzed using a fixed-point iteration