| 1. |
- Papahristodoulou, Christos, et al.
(författare)
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Optimal portfolios using Linear Programming Models
- 2004
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Ingår i: Journal of the Operational Research Society. - : Informa UK Limited. - 0160-5682 .- 1476-9360. ; 55:11, s. 1169-1177
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Tidskriftsartikel (refereegranskat)abstract
- The classical Quadratic Programming (QP) formulation of the well-known portfolio selection problem has traditionally been regarded as cumbersome and time consuming. This paper formulates two additional models, (i) maximin, and (ii) minimization of mean absolute deviation. Data from 67 securities over 48 months are used to examine to what extent all three formulations provide similar portfolios. As expected, the maximin formulation yields the highest return and risk, while the QP formulation provides the lowest risk and return, which also creates the efficient frontier. The minimization of mean absolute deviation is close to the QP formulation. When the expected returns are confronted with the true ones at the end of a six months period, the maximin portfolios seem to be the most robust of all.
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| 2. |
- Söderhäll, Bengt
(författare)
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Siffror, siffror, siffror...
- 2003
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Ingår i: Gefle Dagblad. - 1103-9302. ; 28 februari
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Recension (populärvet., debatt m.m.)abstract
- Det tog tio år för den marockanske matematikern och matematikläraren - och en sån lärare! - Georges Ifrah att fara runt jorden och leta reda på siffror och tal och skriva den Räknekonstens kulturhistoria i två delar som nu även finns på svenska. (Del 1 anmäld i GD 9 september förra året.)
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| 3. |
- Cortas Nordlander, Maria
(författare)
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Calcul par tranches pour les équations différentielles à variable temps à caractère explosif
- 2005
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- The aim of this work is to propose a numerical method for solving different types of partial and ordinary differential equations. The equations share the same common property for their solutions to become infinite (blow up behaviour) or to become null (extinction behaviour) in finite time. This type of equations is solved using a sliced time computing technique, combined with rescaling both the variable time and the solution of the differential system. The main criterion under which the slice of time is defined, consists in imposing that the rescaled solution should not be greater than a preset cut off value. Another selection criterion for the method is based on the invariance and similarity conditions, enforced on the rescaled model in each of the time slices
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| 4. |
- Ge, Zhouyang, et al.
(författare)
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Effective slip over partially filled microcavities and its possible failure
- 2018
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Ingår i: Physical Review Fluids. - : APS. - 2469-990X. ; 3:5
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Tidskriftsartikel (refereegranskat)abstract
- Motivated by the emerging applications of liquid-infused surfaces (LIS), we study the drag reduction and robustness of transverse flows over two-dimensional microcavities partially filled with an oily lubricant. Using separate simulations at different scales, characteristic contact line velocities at the fluid-solid intersection are first extracted from nanoscale phase field simulations and then applied to micronscale two-phase flows, thus introducing a multiscale numerical framework to model the interface displacement and deformation within the cavities. As we explore the various effects of the lubricant-to-outer-fluid viscosity ratio ˜?2/˜?1, the capillary number Ca, the static contact angle ??, and the filling fraction of the cavity ?, we find that the effective slip is most sensitive to the parameter ?. The effects of ˜?2/˜?1 and ?? are generally intertwined but weakened if ?<1. Moreover, for an initial filling fraction ?=0.94, our results show that the effective slip is nearly independent of the capillary number when it is small. Further increasing Ca to about 0.01˜?1/˜?2, we identify a possible failure mode, associated with lubricants draining from the LIS, for ˜?2/˜?1≲0.1. Very viscous lubricants (e.g., ˜?2/˜?1>1), however, are immune to such failure due to their generally larger contact line velocity.
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| 5. |
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| 6. |
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| 7. |
- Holmgren, Hanna
(författare)
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Modelling of Moving Contact Lines in Two-Phase Flows
- 2017
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- Moving contact line problems appear in many natural and industrial processes. A contact line is formed where the interface between two immiscible fluids meets a solid wall. Examples from everyday life include raindrops falling on a window and water bugs resting on water surfaces. In many cases the dynamics of the contact line affects the overall behavior of the system. Industrial applications where the contact line behavior is important include gas and oil recovery in porous media, lubrication, inkjet printing and microfluidics. Computer simulations are fundamental tools to understand and predict the behavior. In this thesis we look at numerical simulations of dynamic contact line problems. Despite their importance, the physics of moving contact lines is poorly understood. The standard Navier-Stokes equations together with the conventional no-slip boundary condition predicts a singularity in the shear stresses at the contact line. Atomistic processes at the contact line come into play, and it is necessary to include these processes in the model to resolve the singularity. In the case of capillary driven flows for example, it has been observed that the microscopic contact line dynamics has a large impact on the overall macroscopic flow.In Paper I we present a new multiscale model for numerical simulation of flow of two immiscible and incompressible fluids in the presence of moving contact points (i.e. two-dimensional problems). The paper presents a new boundary methodology based on combining a relation between the apparent contact angle and the contact point velocity, and a similarity solution for Stokes flow at a planar interface (the analytic Huh and Scriven velocity). The relation between the angle and the velocity is determined by performing separate microscopic simulations.The classical Huh and Scriven solution is only valid for flow over flat walls. In Paper II we use perturbation analysis to extend the solution to flow over curved walls. Paper III presents the parallel finite element solver that is used to perform the numerical experiments presented in this thesis. Finally, the new multiscale model (presented in Paper I) is applied to a relevant microfluidic research problem in Paper IV. For this problem it is very important to have a model that accurately takes the atomistic effects at contact lines into account.
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| 8. |
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| 9. |
- Holmgren, Hanna
(författare)
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Towards accurate modeling of moving contact lines
- 2015
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Licentiatavhandling (övrigt vetenskapligt/konstnärligt)abstract
- The present thesis treats the numerical simulation of immiscible incompressible two-phase flows with moving contact lines. The conventional Navier–Stokes equations combined with a no-slip boundary condition leads to a non-integrable stress singularity at the contact line. The singularity in the model can be avoided by allowing the contact line to slip. Implementing slip conditions in an accurate way is not straight-forward and different regularization techniques exist where ad-hoc procedures are common. This thesis presents the first steps in developing the macroscopic part of an accurate multiscale model for a moving contact line problem in two space dimensions. It is assumed that a micro model has been used to determine a relation between the contact angle and the contact line velocity. An intermediate region is introduced where an analytical expression for the velocity field exists, assuming the solid wall is perfectly flat. This expression is used to implement boundary conditions for the moving contact line, at the macroscopic scale, along a fictitious boundary located a small distance away from the physical boundary. Model problems where the shape of the interface is constant throughout the simulation are introduced. For these problems, experiments show that the errors in the resulting contact line velocities converge with the grid size h at a rate of convergence p ≈ 2. Further, an analytical expression for the velocity field in the intermediate region for the case with a curved solid wall is derived. The derivation is based on perturbation analysis.
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| 10. |
- Kronbichler, Martin, et al.
(författare)
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A fast massively parallel two-phase flow solver for microfluidic chip simulation
- 2018
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Ingår i: The international journal of high performance computing applications. - : SAGE Publications. - 1094-3420 .- 1741-2846. ; 32, s. 266-287
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Tidskriftsartikel (refereegranskat)abstract
- This work presents a parallel finite element solver of incompressible two-phase flow targeting large-scale simulations of three-dimensional dynamics in high-throughput microfluidic separation devices. The method relies on a conservative level set formulation for representing the fluid-fluid interface and uses adaptive mesh refinement on forests of octrees. An implicit time stepping with efficient block solvers for the incompressible Navier–Stokes equations discretized with Taylor–Hood and augmented Taylor–Hood finite elements is presented. A matrix-free implementation is used that reduces the solution time for the Navier–Stokes system by a factor of approximately three compared to the best matrix-based algorithms. Scalability of the chosen algorithms up to 32,768 cores and a billion degrees of freedom is shown.
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