The apical control of lateral bud development in excised shoot tips of Cuscuta reflexa cultured in vitro

Excised shoot tips of Cuscuta reflexa Roxb. (dodder), a rootless and leafless angiospermic plant parasite, were cultured in vitro for the study of the control of lateral bud development by the apex. In a chemically defined medium lacking hormones, the basal bud alone developed into a shoot. The addition of coconut milk to the growth medium induced the activation of multiple lateral buds, but only a single bud developed further into a shoot. The decapitation of this shoot induced the development of another shoot and the process could be repeated. This showed the controlling effect of the apex in correlative control of bud development. Application of indole-3-acetic acid to the shoot tip explant delayed the development of the lateral bud. Gibberellic acid A3 induced a marked elongation growth of the explant and reinforced apical dominance. The direct application of cytokinin to an inhibited bud relieved it from apical dominance. A basipetally decreasing concentration gradient of auxin may prevail at the nodes. Bud outgrowth is probably stimulated by cytokinin produced locally in the bud.

The Alpha-Method Direct Transcription In Path Constrained Dynamic Optimization

Numerically discretized dynamic optimization problems having active inequality and equality path constraints that along with the dynamics induce locally high index differential algebraic equations often cause the optimizer to fail in convergence or to produce degraded control solutions. In many applications, regularization of the numerically discretized problem in direct transcription schemes by perturbing the high index path constraints helps the optimizer to converge to usefulm control solutions. For complex engineering problems with many constraints it is often difficult to find effective nondegenerat perturbations that produce useful solutions in some neighborhood of the correct solution. In this paper we describe a numerical discretization that regularizes the numerically consistent discretized dynamics and does not perturb the path constraints. For all values of the regularization parameter the discretization remains numerically consistent with the dynamics and the path constraints specified in the, original problem. The regularization is quanti. able in terms of time step size in the mesh and the regularization parameter. For full regularized systems the scheme converges linearly in time step size.The method is illustrated with examples.

Risk Minimizing Option Pricing in a Semi-Markov Modulated Market

We address risk minimizing option pricing in a semi-Markov modulated market where the floating interest rate depends on a finite state semi-Markov process. The growth rate and the volatility of the stock also depend on the semi-Markov process. Using the Föllmer–Schweizer decomposition we find the locally risk minimizing price for European options and the corresponding hedging strategy. We develop suitable numerical methods for computing option prices.

New approach to improved detection and tracking performance in track-while-scan radars. Part 1: Introduction and review

The paper presents a new approach to improve the detection and tracking performance of a track-while-scan (TWS) radar. The contribution consists of three parts. In Part 1 the scope of various papers in this field is reviewed. In Part 2, a new approach for integrating the detection and tracking functions is presented. It shows how a priori information from the TWS computer can be used to improve detection. A new multitarget tracking algorithm has also been developed. It is specifically oriented towards solving the combinatorial problems in multitarget tracking. In Part 3, analytical derivations are presented for quantitatively assessing, a priori, the performance of a track-while-scan radar system (true track initiation, false track initiation, true track continuation and false track deletion characteristics). Simulation results are also shown.

New approach to improved detection and tracking performance in track-while-scan radars. Part 3: Performance prediction, optimisation and testing

The paper presents, in three parts, a new approach to improve the detection and tracking performance of a track-while-scan radar. Part 1 presents a review of the current status of the subject. Part 2 details the new approach. It shows how a priori information provided by the tracker can be used to improve detection. It also presents a new multitarget tracking algorithm. In the present Part, analytical derivations are presented for assessing, a priori, the performance of the TWS radar system. True track initiation, false track initiation, true track continuation and false track deletion characteristics have been studied. It indicates how the various thresholds can be chosen by the designer to optimise performance. Simulation results are also presented.

New approach to improved detection and tracking performance in track-while-scan radars. Part 2: Detection, track nitiation and association

he paper presents, in three parts, a new approach to improve the detection and tracking performance of a track-while-scan (TWS) radar. Part 1 presents a review of current status. In this part, Part 2, it is shown how the detection can be improved by utilising information from tracker. A new multitarget tracking algorithm, capable of tracking manoeuvring targets in clutter, is then presented. The algorithm is specifically tailored so that the solution to the combinatorial problem presented in a companion paper can be applied. The implementation aspects are discussed and a multiprocessor architecture identified to realise the full potential of the algorithm. Part 3 presents analytical derivations for quantitative assessment of the performance of the TWS radar system. It also shows how the performance can be optimised.

The hole spin model for oxides

A model of mobile 0-holes hybrized with Cu-spins on a square lattice is examined. A variational groundstate wavefunction which interpolates smoothly between n.n. RVB and Néel limits gives a Néellike minimum. A hole in an AF lattice polarizes it locally and becomes quite mobile. Two n.n. holes attract. Finally we speculate how holes can stabilize a spin liquid state.

On the axiomatic approach to the maximum entropy principle of inference

Recent axiomatic derivations of the maximum entropy principle from consistency conditions are critically examined. We show that proper application of consistency conditions alone allows a wider class of functionals, essentially of the form ∝ dx p(x)[p(x)/g(x)] s , for some real numbers, to be used for inductive inference and the commonly used form − ∝ dx p(x)ln[p(x)/g(x)] is only a particular case. The role of the prior densityg(x) is clarified. It is possible to regard it as a geometric factor, describing the coordinate system used and it does not represent information of the same kind as obtained by measurements on the system in the form of expectation values.

Intensity of a Raman Overtone Band

Placzek [1] was the first to derive general expressions for the intensities of overtones in case of Raman scattering. He assumed electrical anharmonicity. However, he left the expressions for the derivations of the polarizability tensor undetermined. In 1941, a classical and semiempirical theory was developed by Wolkenstein [2]. He assumed the validity of the additivity of bond polarizabilities. However, the expressions derived by him for the intensities of overtones remain yet to be verified. It is the purpose of this paper to derive a formula for Raman polarizability tensor for overtones of (intramolecular) vibrational spectra along the lines of Kondilenko et al. [3,4].

Pulsatile flow in tubes of varying cross-sections

The pulsatile flow of an incompressible viscous fluid in a cylindrical tube of varying cross section is investigated for small Reynolds numbers. The solutions consist of a stedy and an oscillatory part. The shear stress distribution on the wall is evaluated and discussed in detail for special geometries like tapered tubes, locally constricted tubes and peristaltic tubes. The existence of separation in the flow field is noticed.

A Finite Variable Difference Relaxation Scheme for hyperbolic-parabolic equations

Using the framework of a new relaxation system, which converts a nonlinear viscous conservation law into a system of linear convection-diffusion equations with nonlinear source terms, a finite variable difference method is developed for nonlinear hyperbolic-parabolic equations. The basic idea is to formulate a finite volume method with an optimum spatial difference, using the Locally Exact Numerical Scheme (LENS), leading to a Finite Variable Difference Method as introduced by Sakai [Katsuhiro Sakai, A new finite variable difference method with application to locally exact numerical scheme, journal of Computational Physics, 124 (1996) pp. 301-308.], for the linear convection-diffusion equations obtained by using a relaxation system. Source terms are treated with the well-balanced scheme of Jin [Shi Jin, A steady-state capturing method for hyperbolic systems with geometrical source terms, Mathematical Modeling Numerical Analysis, 35 (4) (2001) pp. 631-645]. Bench-mark test problems for scalar and vector conservation laws in one and two dimensions are solved using this new algorithm and the results demonstrate the efficiency of the scheme in capturing the flow features accurately.

A semi-analytical particle filter for identification of nonlinear oscillators

Particle filters find important applications in the problems of state and parameter estimations of dynamical systems of engineering interest. Since a typical filtering algorithm involves Monte Carlo simulations of the process equations, sample variance of the estimator is inversely proportional to the number of particles. The sample variance may be reduced if one uses a Rao-Blackwell marginalization of states and performs analytical computations as much as possible. In this work, we propose a semi-analytical particle filter, requiring no Rao-Blackwell marginalization, for state and parameter estimations of nonlinear dynamical systems with additively Gaussian process/observation noises. Through local linearizations of the nonlinear drift fields in the process/observation equations via explicit Ito-Taylor expansions, the given nonlinear system is transformed into an ensemble of locally linearized systems. Using the most recent observation, conditionally Gaussian posterior density functions of the linearized systems are analytically obtained through the Kalman filter. This information is further exploited within the particle filter algorithm for obtaining samples from the optimal posterior density of the states. The potential of the method in state/parameter estimations is demonstrated through numerical illustrations for a few nonlinear oscillators. The proposed filter is found to yield estimates with reduced sample variance and improved accuracy vis-a-vis results from a form of sequential importance sampling filter.

Asymptotic analysis of option pricing in a Markov modulated market

We address asymptotic analysis of option pricing in a regime switching market where the risk free interest rate, growth rate and the volatility of the stocks depend on a finite state Markov chain. We study two variations of the chain namely, when the chain is moving very fast compared to the underlying asset price and when it is moving very slow. Using quadratic hedging and asymptotic expansion, we derive corrections on the locally risk minimizing option price.

The alpha method for solving differential algebraic inequality (DAI) systems

This paper describes an algorithm for ``direct numerical integration'' of the initial value Differential-Algebraic Inequalities (DAI) in a time stepping fashion using a sequential quadratic programming (SQP) method solver for detecting and satisfying active path constraints at each time step. The activation of a path constraint generally increases the condition number of the active discretized differential algebraic equation's (DAE) Jacobian and this difficulty is addressed by a regularization property of the alpha method. The algorithm is locally stable when index 1 and index 2 active path constraints and bounds are active. Subject to available regularization it is seen to be stable for active index 3 active path constraints in the numerical examples. For the high index active path constraints, the algorithm uses a user-selectable parameter to perturb the smaller singular values of the Jacobian with a view to reducing the condition number so that the simulation can proceed. The algorithm can be used as a relatively cheaper estimation tool for trajectory and control planning and in the context of model predictive control solutions. It can also be used to generate initial guess values of optimization variables used as input to inequality path constrained dynamic optimization problems. The method is illustrated with examples from space vehicle trajectory and robot path planning.

Composite scheme using localized relaxation with non-standard finite difference method for hyperbolic conservation laws

Non-standard finite difference methods (NSFDM) introduced by Mickens [Non-standard Finite Difference Models of Differential Equations, World Scientific, Singapore, 1994] are interesting alternatives to the traditional finite difference and finite volume methods. When applied to linear hyperbolic conservation laws, these methods reproduce exact solutions. In this paper, the NSFDM is first extended to hyperbolic systems of conservation laws, by a novel utilization of the decoupled equations using characteristic variables. In the second part of this paper, the NSFDM is studied for its efficacy in application to nonlinear scalar hyperbolic conservation laws. The original NSFDMs introduced by Mickens (1994) were not in conservation form, which is an important feature in capturing discontinuities at the right locations. Mickens [Construction and analysis of a non-standard finite difference scheme for the Burgers–Fisher equations, Journal of Sound and Vibration 257 (4) (2002) 791–797] recently introduced a NSFDM in conservative form. This method captures the shock waves exactly, without any numerical dissipation. In this paper, this algorithm is tested for the case of expansion waves with sonic points and is found to generate unphysical expansion shocks. As a remedy to this defect, we use the strategy of composite schemes [R. Liska, B. Wendroff, Composite schemes for conservation laws, SIAM Journal of Numerical Analysis 35 (6) (1998) 2250–2271] in which the accurate NSFDM is used as the basic scheme and localized relaxation NSFDM is used as the supporting scheme which acts like a filter. Relaxation schemes introduced by Jin and Xin [The relaxation schemes for systems of conservation laws in arbitrary space dimensions, Communications in Pure and Applied Mathematics 48 (1995) 235–276] are based on relaxation systems which replace the nonlinear hyperbolic conservation laws by a semi-linear system with a stiff relaxation term. The relaxation parameter (λ) is chosen locally on the three point stencil of grid which makes the proposed method more efficient. This composite scheme overcomes the problem of unphysical expansion shocks and captures the shock waves with an accuracy better than the upwind relaxation scheme, as demonstrated by the test cases, together with comparisons with popular numerical methods like Roe scheme and ENO schemes.