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  • 1
    Language: English
    In: The Journal of chemical physics, 07 November 2012, Vol.137(17), pp.174110
    Description: The diffusion of a suspended brownian particle along a sinusoidally corrugated narrow channel is investigated to assess the validity of two competing analytical schemes, both based on effective one-dimensional kinetic equations, one continuous (entropic channel scheme) and the other discrete (random walker scheme). For narrow pores, the characteristic diffusion time scale is represented by the mean first exit time out of a channel compartment. Such a diffusion time has been analytically calculated in both approximate schemes; the two analytical results coincide in leading order and are in excellent agreement with the simulation data.
    Keywords: Articles;
    ISSN: 00219606
    E-ISSN: 1089-7690
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  • 2
    Language: English
    In: The Journal of Chemical Physics, 14 August 2014, Vol.141(6)
    Description: We numerically investigate the escape kinetics of elliptic Janus particles from narrow two-dimensional cavities with reflecting walls. The self-propulsion velocity of the Janus particle is directed along either their major (prolate) or minor (oblate) axis. We show that the mean exit time is very sensitive to the cavity geometry, particle shape, and self-propulsion strength. The mean exit time is found to be a minimum when the self-propulsion length is equal to the cavity size. We also find the optimum mean escape time as a function of the self-propulsion velocity, translational diffusion, and particle shape. Thus, effective transport control mechanisms for Janus particles in a channel can be implemented.
    Keywords: Communications
    ISSN: 0021-9606
    E-ISSN: 1089-7690
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  • 3
    Language: English
    In: Management science : journal of the Institute for Operations Research and the Management Sciences, 2015, Vol.61(11), pp. 2720-2738
    Description: We develop and implement a Bayesian semiparametric model of demand under interproduct competition that enables us to assess the respective contributions of brand-SKU (stock keeping unit) hierarchy and interproduct similarity to explaining and predicting demand. To incorporate brand-SKU hierarchy effects, we use Bayesian hierarchical clustering inherent in a nested Dirichlet process to simultaneously partition brands, and SKUs conditional on brands, into groups of “similarity clusters.” We examine cluster memberships and postprocess the Markov chain Monte Carlo output to infer cluster properties by accounting for parameter uncertainty. Our proposed approach lends to a spatial competition interpretation in latent attribute space and helps uncover the extent to which competition across SKUs in the latent attribute space is local or global. In a related vein, we discuss the implications of well-defined groups of similar SKUs as subcategory or submarket boundaries in latent attribute space. We empirically test our model using aggregate beer category sales data from a midsize U.S. retail chain. We find that branding hierarchy effects dominate those from product similarity. We find that the model partitions the 15 brands in the data into 4 brand clusters and the 96 SKUs into 25 SKU clusters conditional on brand cluster membership. In estimating a set of models of spatial interproduct competition, we find that SKU competition is more local than global in that only subsets of products compete within groups of comparable products. Finally, we discuss the substantive implications of our results. This paper was accepted by Pradeep Chintagunta, marketing .
    Keywords: competition ; nested Dirchlet process ; brand-SKU clustering ; product similarity ; spatial models;
    ISSN: 00251909
    E-ISSN: 15265501
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  • 4
    Language: English
    In: European journal of operational research : EJOR, 2014, Vol.232(2), pp. 350-358
    Description: To link to full-text access for this article, visit this link: http://dx.doi.org/10.1016/j.ejor.2013.07.008 Byline: M. Concepcion Ausin, Pedro Galeano, Pulak Ghosh Abstract: acents We develop a Bayesian semiparametric approach to GARCH-type models. acents The innovations follow the class of scale mixtures of Gaussian distributions with a Dirichlet process prior in the mixing distribution. acents It is also shown how to undertake Bayesian prediction of the Value at Risk (VaR). acents We have obtained significant differences in the predictive distribution of the returns, especially in the tails. acents We have observed different results in the VaR estimation with different specifications. Article History: Received 18 February 2012; Accepted 9 July 2013
    ISSN: 03772217
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  • 5
    Language: English
    In: The Journal of Chemical Physics, 21 March 2012, Vol.136(11)
    Description: What pore geometries work best: Sharp or smooth? This is a key question in the design of a variety of artificial nanodevices. Numerical simulation indicates that Brownian diffusion along a corrugated channel of assigned cross section is larger for cusp-like pores.
    Keywords: Letters To The Editor
    ISSN: 0021-9606
    E-ISSN: 1089-7690
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  • 6
    Language: English
    In: Journal of banking & finance, 2014, pp. 285-298
    ISSN: 03784266
    Source: Deutsche Zentralbibliothek für Wirtschaftswissenschaften
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  • 7
    Language: English
    In: The Journal of Chemical Physics, 28 June 2011, Vol.134(24)
    Description: We investigate the quantum dynamics of energy and charge transfer in a wheel-shaped artificial photosynthetic antenna-reaction center complex. This complex consists of six light-harvesting chromophores and an electron-acceptor fullerene. To describe quantum effects on a femtosecond time scale, we derive the set of exact non-Markovian equations for the Heisenberg operators of this photosynthetic complex in contact with a Gaussian heat bath. With these equations we can analyze the regime of strong system-bath interactions, where reorganization energies are of the order of the intersite exciton couplings. We show that the energy of the initially excited antenna chromophores is efficiently funneled to the porphyrin-fullerene reaction center, where a charge-separated state is set up in a few picoseconds, with a quantum yield of the order of 95%. In the single-exciton regime, with one antenna chromophore being initially excited, we observe quantum beatings of energy between two resonant antenna chromophores with a decoherence time of ∼100 fs. We also analyze the double-exciton regime, when two porphyrin molecules involved in the reaction center are initially excited. In this regime we obtain pronounced quantum oscillations of the charge on the fullerene molecule with a decoherence time of about 20 fs (at liquid nitrogen temperatures). These results show a way to directly detect quantum effects in artificial photosynthetic systems.
    Keywords: Articles
    ISSN: 0021-9606
    E-ISSN: 1089-7690
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  • 8
    Language: English
    In: Physical Chemistry Chemical Physics, 2018, Vol.20(38), pp.25069-25077
    Description: We numerically study the escape kinetics of a self-propelled Janus particle, carrying a cargo, from a meta-stable state. We assume that the cargo is attached to the Janus particle by a flexible harmonic spring. We take into account the effect of velocity field, created in the fluid due to movements of dimer's components, by considering space-dependent diffusion tensor (Oseen tensor). Our simulation results show that the synchronization between barrier crossing events and rotational relaxation process can enhance escape rate to a large extent. Also, the load carrying capability of a Janus particle is largely controlled by its rotational dynamics and self-propulsion velocity. Moreover, the hydrodynamic interaction, conspicuously, enhances the escape rate of the Janus-cargo dimer. The most of the important features in escape kinetics have been justified based on the analytic arguments. Comment: 10 pages, 6 figures
    Keywords: Condensed Matter - Soft Condensed Matter ; Condensed Matter - Statistical Mechanics;
    ISSN: 1463-9076
    E-ISSN: 1463-9084
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  • 9
    In: Physical Chemistry Chemical Physics, 2018, Vol.20(38), pp.25069-25077
    Description: We numerically study the escape kinetics of a self-propelled Janus particle, carrying a cargo, from a meta-stable state. We assume that the cargo is attached to the Janus particle by a flexible harmonic spring. We take into account the effect of the velocity field created in the fluid due to movements of the dimer's components, by considering a space-dependent diffusion tensor (Oseen tensor). Our simulation results show that the synchronization between barrier crossing events and the rotational relaxation process can enhance the escape rate to a large extent. Also, the load carrying capability of a Janus particle is largely controlled by its rotational dynamics and self-propulsion velocity. Moreover, the hydrodynamic interaction, conspicuously, enhances the escape rate of the Januscargo dimer. The most important features in escape kinetics have been justified based on analytic arguments.
    Keywords: Janus-Partikel ; Kinetik ; Austrittsgeschwindigkeit ; Diffusion ; Geschwindigkeitsfeld ; Simuliertes Ergebnis ; Oberschwingung ; Chemistry;
    ISSN: 1463-9076
    E-ISSN: 1463-9084
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  • 10
    Language: English
    In: Journal of Banking and Finance, September 2014, Vol.46, pp.285-298
    Description: We investigate the existence and persistence of financial hardship at the household level using data from the British Household Panel Survey. Our modelling strategy makes three important contributions to the existing literature on household finances. Firstly, we model nine different types of household financial problems within a joint framework, allowing for correlation in the random effects across the nine equations. Secondly, we develop a dynamic framework in order to model the persistence of financial problems over time by extending our multi-equation framework to allow the presence or otherwise of different types of financial problems in the previous time period to influence the probability that the household currently experiences such problems. Our third contribution relates to the possibility that experiencing financial problems may be correlated with sample attrition. We model missing observations in the panel in order to allow for such attrition. Our modelling framework allows us to identify any persistence in financial problems over time as well as any interdependence that may exist between different types of financial problems. Our findings reveal interesting variations in the determinants of experiencing different types of financial problems including demographic and regional differences. Our findings also highlight persistence in experiencing financial problems over time as well as the role that saving on a regular basis can play in mitigating current financial problems.
    Keywords: Financial Problems ; Multivariate Dynamic Logit Model ; Sample Attrition ; Business
    ISSN: 0378-4266
    E-ISSN: 1872-6372
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