Non-linear mechanical behavior of the elastomer polydimethylsiloxane (PDMS) used in the manufacture of microfluidic devices

Polydimethylsiloxane (PDMS) is the elastomer of choice to create a variety of microfluidic devices by soft lithography techniques (eg., [1], [2], [3], [4]). Accurate and reliable design, manufacture, and operation of microfluidic devices made from PDMS, require a detailed characterization of the deformation and failure behavior of the material. This paper discusses progress in a recently-initiated research project towards this goal. We have conducted large-deformation tension and compression experiments on traditional macroscale specimens, as well as microscale tension experiments on thin-film (≈ 50µm thickness) specimens of PDMS with varying ratios of monomer:curing agent (5:1, 10:1, 20:1). We find that the stress-stretch response of these materials shows significant variability, even for nominally identically prepared specimens. A non-linear, large-deformation rubber-elasticity model [5], [6] is applied to represent the behavior of PDMS. The constitutive model has been implemented in a finite-element program [7] to aid the design of microfluidic devices made from this material. As a first attempt towards the goal of estimating the non-linear material parameters for PDMS from indentation experiments, we have conducted micro-indentation experiments using a spherical indenter-tip, and carried out corresponding numerical simulations to verify how well the numerically-predicted P(load-h(depth of indentation) curves compare with the corresponding experimental measurements. The results are encouraging, and show the possibility of estimating the material parameters for PDMS from relatively simple micro-indentation experiments, and corresponding numerical simulations.

Modeling Stock Order Flows and Learning Market-Making from Data

Stock markets employ specialized traders, market-makers, designed to provide liquidity and volume to the market by constantly supplying both supply and demand. In this paper, we demonstrate a novel method for modeling the market as a dynamic system and a reinforcement learning algorithm that learns profitable market-making strategies when run on this model. The sequence of buys and sells for a particular stock, the order flow, we model as an Input-Output Hidden Markov Model fit to historical data. When combined with the dynamics of the order book, this creates a highly non-linear and difficult dynamic system. Our reinforcement learning algorithm, based on likelihood ratios, is run on this partially-observable environment. We demonstrate learning results for two separate real stocks.