Theory Of Phase Transformation And Reorientation In Single Crystalline Shape Memory Alloys

A constitutive model, based on an (n + 1)-phase mixture of the Mori-Tanaka average theory, has been developed for stress-induced martensitic transformation and reorientation in single crystalline shape memory alloys. Volume fractions of different martensite lattice correspondence variants are chosen as internal variables to describe microstructural evolution. Macroscopic Gibbs free energy for the phase transformation is derived with thermodynamics principles and the ensemble average method of micro-mechanics. The critical condition and the evolution equation are proposed for both the phase transition and reorientation. This model can also simulate interior hysteresis loops during loading/unloading by switching the critical driving forces when an opposite transition takes place.

Essays on the Role of Time in Price Discovery (summary section only)

The purpose of this thesis is to examine the role of trade durations in price discovery. The motivation to use trade durations in the study of price discovery is that durations are robust to many microstructure effects that introduce a bias in the measurement of returns volatility. Another motivation to use trade durations in the study of price discovery is that it is difficult to think of economic variables, which really are useful in the determination of the source of volatility at arbitrarily high frequencies. The dissertation contains three essays. In the first essay, the role of trade durations in price discovery is examined with respect to the volatility pattern of stock returns. The theory on volatility is associated with the theory on the information content of trade, dear to the market microstructure theory. The first essay documents that the volatility per transaction is related to the intensity of trade, and a strong relationship between the stochastic process of trade durations and trading variables. In the second essay, the role of trade durations in price discovery is examined with respect to the quantification of risk due to a trading volume of a certain size. The theory on volume is intrinsically associated with the stock volatility pattern. The essay documents that volatility increases, in general, when traders choose to trade with large transactions. In the third essay, the role of trade durations in price discovery is examined with respect to the information content of a trade. The theory on the information content of a trade is associated with the theory on the rate of price revisions in the market. The essay documents that short durations are associated with information. Thus, traders are compensated for responding quickly to information

An Empirical Study of the Mixture of Time and Movements in Prices

This paper investigates the persistent pattern in the Helsinki Exchanges. The persistent pattern is analyzed using a time and a price approach. It is hypothesized that arrival times are related to movements in prices. Thus, the arrival times are defined as durations and formulated as an Autoregressive Conditional Duration (ACD) model as in Engle and Russell (1998). The prices are defined as price changes and formulated as a GARCH process including duration measures. The research question follows from market microstructure predictions about price intensities defined as time between price changes. The microstructure theory states that long transaction durations might be associated with both no news and bad news. Accordingly, short durations would be related to high volatility and long durations to low volatility. As a result, the spread will tend to be larger under intensive moments. The main findings of this study are 1) arrival times are positively autocorrelated and 2) long durations are associated with low volatility in the market.

The role of index trading in price formation in the grains and oilseeds markets

We use both Granger-causality and instrumental variables (IV) methods to examine the impact of index fund positions on price returns for the main US grains and oilseed futures markets. Our analysis supports earlier conclusions that Granger-causal impacts are generally not discernible. However, market microstructure theory suggests trading impacts should be instantaneous. IV-based tests for contemporaneous causality provide stronger evidence of price impact. We find even stronger evidence that changes in index positions can help predict future changes in aggregate commodity price indices. This result suggests that changes in index investment are in part driven by information which predicts commodity price changes over the coming months.

Formação de preços de commodities no Brasil

Este trabalho trata do estudo da formação de preços no mercado de commodities brasileiro. O enfoque teórico fornecido pela Microstructure Theory foi utilizado juntamente com o instrumental econométrico da análise de cointegração por meio do método de Johansen. Os resultados demonstraram que o mercado brasileiro é tomador de preços. apesar de influenciar as cotações internacionais.

Multiscale coupling and multiphysics approaches in earth sciences : theory

Measuring Earth material behaviour on time scales of millions of years transcends our current capability in the laboratory. We review an alternative path considering multiscale and multiphysics approaches with quantitative structure-property relationships. This approach allows a sound basis to incorporate physical principles such as chemistry, thermodynamics, diffusion and geometry-energy relations into simulations and data assimilation on the vast range of length and time scales encountered in the Earth. We identify key length scales for Earth systems processes and find a substantial scale separation between chemical, hydrous and thermal diffusion. We propose that this allows a simplified two-scale analysis where the outputs from the micro-scale model can be used as inputs for meso-scale simulations, which then in turn becomes the micro-model for the next scale up. We present two fundamental theoretical approaches to link the scales through asymptotic homogenisation from a macroscopic thermodynamic view and percolation renormalisation from a microscopic, statistical mechanics view.

Wave dispersion in a cellular composite with modulated microstructure

In this paper we report a modeling technique and analysis of wave dispersion in a cellular composite laminate with spatially modulated microstructure, which can be modeled by parameterization and homogenization in an appropriate length scale. Higher order beam theory is applied and the system of wave equations are derived. Homogenization of these equations are carried out in the scale of wavelength and frequency of the individual wave modes. Smaller scale scattering below the order of cell size are filtered out in the present approach. The longitudinal dispersion relations for different values of a modulation parameter are analyzed which indicates the existence of stop and pass band patterns. Dispersion relations for flexural-shear case are also analyzed which indicates a tendency toward forming the stop and pass bands for increasing values of a shear stiffness modulation parameter. The effect the phase angle (θ) of the incident wave indicates the existence more number of alternative stop bands and pass bands for θ = 45°.

Microstructure Development, Nanomechanical, and Dynamic Compression Properties of Spark Plasma Sintered TiB2-Ti-Based Homogeneous and Bi-layered Composites

The growing threats due to increased use of small-caliber armor piercing projectiles demand the development of new light-weight body armor materials. In this context, TiB2 appears to be a promising ceramic material. However, poor sinterability and low fracture toughness remain two major issues for TiB2. In order to address these issues together, Ti as a sinter-aid is used to develop TiB2-(x wt pct Ti), (x = 10, 20) homogeneous composites and a bi-layered composite (BLC) with each layer having Ti content of 10 and 20 wt pct. The present study uniquely demonstrates the efficacy of two-stage spark plasma sintering route to develop dense TiB2-Ti composites with an excellent combination of nanoscale hardness (similar to 36 GPa) and indentation fracture toughness (similar to 12 MPa m(1/2)). In case of BLC, these properties are not compromised w.r.t. homogeneous composites, suggesting the retention of baseline material properties even in the bi-layer design due to optimal relief of residual stresses. The better indentation toughness of TiB2-(10 wt pct Ti) and TiB2-(20 wt pct Ti) composites can be attributed to the observed crack deflection/arrest, indicating better damage tolerance. Transmission electron microscope investigation reveals the presence of dense dislocation networks and deformation twins in alpha-Ti at the grain boundaries and triple pockets, surrounded by TiB2 grains. The dynamic strength of around 4 GPa has been measured using Split Hopkinson Pressure Bar tests in a reproducible manner at strain rates of the order of 600 s(-1). The damage progression under high strain rate has been investigated by acquiring real time images for the entire test duration using ultra-high speed imaging. An attempt has been made to establish microstructure-property correlation and a simple analysis based on Mohr-Coulomb theory is used to rationalize the measured strength properties.

Energy Conversion in Shape Memory Alloy Heat Engine Part I: Theory

Shape Memory Alloy (SMA) can be easily deformed to a new shape by applying a small external load at low temperature, and then recovers its original configuration upon heating. This unique shape memory phenomenon has inspired many novel designs. SMA based heat engine is one among them. SMA heat engine is an environment-friendly alternative to extract mechanical energy from low-grade energies, for instance, warm wastewater, geothermal energy, solar thermal energy, etc. The aim of this paper is to present an applicable theoretical model for simulation of SMA-based heat engines. First, a micro-mechanical constitutive model is derived for SMAs. The volume fractions of austenite and martensite variants are chosen as internal variables to describe the evolution of microstructure in SMA upon phase transition. Subsequently, the energy equation is derived based on the first thermodynamic law and the previous SMA model. From Fourier’s law of heat conduction and Newton’s law of cooling, both differential and integral forms of energy conversion equation are obtained.

I. Anisotropy and crystal structure of ferromagnetic thin films. II. Investigations into magnetic microstructure by Lorentz microscopy

The induced magnetic uniaxial anisotropy of Ni-Fe alloy films has been shown to be related to the crystal structure of the film. By use of electron diffraction, the crystal structure or vacuum-deposited films was determined over the composition range 5% to 85% Ni, with substrate temperature during deposition at various temperatures in the range 25° to 500° C. The phase diagram determined in this way has boundaries which are in fair agreement with the equilibrium boundaries for bulk material above 400°C. The (α+ ɤ) mixture phase disappears below 100°C.

The measurement of uniaxial anisotropy field for 25% Ni-Fe alloy films deposited at temperatures in the range -80°C to 375°C has been carried out. Comparison of the crystal structure phase diagram with the present data and those published by Wilts indicates that the anisotropy is strongly sensitive to crystal structure. Others have proposed pair ordering as an important source of anisotropy because of an apparent peak in the anisotropy energy at about 50% Ni composition. The present work shows no such peak, and leads to the conclusion that pair ordering cannot be a dominant contributor.

Width of the 180° domain wall in 76% Ni-Fe alloy films as a function of film thickness up to 1800 Å was measured using the defocused mode of Lorentz microscopy. For the thinner films, the measured wall widths are in good agreement with earlier data obtained by Fuchs. For films thicker than 800 Å, the wall width increases with film thickness to about 9000 Å at 1800 Å film thickness. Similar measurements for polycrystalline Co films with thickness from 200 to 1500 Å have been made. The wall width increases from 3000 Å at 400 Å film thickness to about 6000 Å at 1500 Å film thickness. The wall widths for Ni-Fe and Co films are much greater than predicted by present theories. The validity of the classical determination of wall width is discussed, and the comparison of the present data with theoretical results is given.

Finally, an experimental study of ripple by Lorentz microscopy in Ni-Fe alloy films has been carried out. The following should be noted: (1) the only practical way to determine experimentally a meaningful wavelength is to find a well-defined ripple periodicity by visual inspection of a photomicrograph. (2) The average wavelength is of the order of 1µ. This value is in reasonable agreement with the main wavelength predicted by the theories developed by others. The dependence of wavelength on substrate deposition temperature, alloy composition and the external magnetic field has been also studied and the results are compared with theoretical predictions. (3) The experimental fact that the ripple structure could not be observed in completely epitaxial films gives confirmation that the ripple results from the randomness of crystallite orientation. Furthermore, the experimental observation that the ripple disappeared in the range 71 and 75% Ni supports the theory that the ripple amplitude is directly dependent on the crystalline anisotropy. An attempt to experimentally determine the order of magnitude of the ripple angle was carried out. The measured angle was about 0.02 rad. The discrepancy between the experimental data and the theoretical prediction is serious. The accurate experimental determination of ripple angle is an unsolved problem.

Influence of deposition conditions on the microstructure of oxides thin films

Thin films of ZrO2, HfO2 and TiO2 were deposited on kinds of substrates by electron beam evaporation (EB), ion assisted deposition (IAD) and dual ion beam sputtering (DIBS). Then some of them were annealed at different temperatures. X-ray diffraction (XRD) was applied to determine the crystalline phase and the grain size of these films, and the results revealed that their microstructures strongly depended on the deposition conditions such as substrate, deposition temperature, deposition method and annealing temperature. Theory of crystal growth and migratory diffusion were applied to explain the difference of crystalline structures between these thin films deposited and treated under various conditions. (c) 2007 Elsevier B.V. All rights reserved.

THE STUDY OF MICROSTRUCTURE IN IRON-DOPED AND SULFUR-DOPED INP CRYSTALS BY MEANS OF HREM AND COMPUTER-SIMULATION

The microstructures in iron- and sulphur-doped InP crystals were studied using both electron microscopy and electron diffraction. A modulated structure has been found in S-doped InP crystal, where the commensurate modulations corresponded to periodicities of 0.68 nm and 0.7 nm in real space and were related to the reflections of the cubic lattice in [111] and [113BAR] directions; they were indexed as q111* = 1/2(a* + b* + c*) and q113BAR* = 1/4(-a* - b* + 3c*), respectively. Single atomic layers of iron precipitate were observed, with preferred orientations along which precipitates are formed. Simulated calculations by means of the dynamical theory of electron diffraction using models for the precipitate structure were in good agreement with our experimental results. The relation between the modulated structure and the precipitates is also discussed.

Efficient estimation using the characteristic function : theory and applications with high frequency data

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