Heat transfer with solid liquid phase change initiating at a point in a semi infinite mold

Short-time analytical solutions of temperature and moving boundary in two-dimensional two-phase freezing due to a cold spot are presented in this paper. The melt occupies a semi-infinite region. Although the method of solution is valid for various other types of boundary conditions, the results in this paper are given only for the prescribed flux boundary conditions which could be space and time dependent. The freezing front propagations along the interior of the melt region exhibit well known behaviours but the propagations along the surface are of new type. The freezing front always depends on material parameters. Several interesting results can be obtained as particular cases of the general results.

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.

Portfolio Optimization in a Semi-Markov Modulated Market

We address a portfolio optimization problem in a semi-Markov modulated market. We study both the terminal expected utility optimization on finite time horizon and the risk-sensitive portfolio optimization on finite and infinite time horizon. We obtain optimal portfolios in relevant cases. A numerical procedure is also developed to compute the optimal expected terminal utility for finite horizon problem.

Unsteady flow of a dilute suspension in a semi-infinite contracting or expanding pipe

In the present paper an exact similar solution of the Navier-Stokes equation for unsteady flow of a dilute suspension in a semi-infinite contracting or expanding circular pipe is presented. The effects of the Schmidt number (Sc), Reynolds number (|ε|), the volume fraction (α) and the relaxation time (τ) of the particulate phase on the flow characteristics are examined. The presence of the solid particles has been observed to influence the flow behaviour significantly. These solutions are valid down to the state of a completely collapsed pipe, since the nonlinearity is retained fully. The results may help understanding the flow near the heart and certain forced contractions or expansions of valved veins.

Optimal dynamic inversion-based semi-active control of benchmark bridge using MR dampers

A new two-stage state feedback control design approach has been developed to monitor the voltage supplied to magnetorheological (MR) dampers for semi-active vibration control of the benchmark highway bridge. The first stage contains a primary controller, which provides the force required to obtain a desired closed-loop response of the system. In the second stage, an optimal dynamic inversion (ODI) approach has been developed to obtain the amount of voltage to be supplied to each of the MR dampers such that it provides the required force prescribed by the primary controller. ODI is formulated by optimization with dynamic inversion, such that an optimal voltage is supplied to each damper in a set. The proposed control design has been simulated for both phase-I and phase-II study of the recently developed benchmark highway bridge problem. The efficiency of the proposed controller is analyzed in terms of the performance indices defined in the benchmark problem definition. Simulation results demonstrate that the proposed approach generally reduces peak response quantities over those obtained from the sample semi-active controller, although some response quantities have been seen to be increasing. Overall, the proposed control approach is quite competitive as compared with the sample semi-active control approach.

Surface instability in a semi-infinite plasma in the presence of high frequency fields

The surface instability of a semi-infinite plasma immersed in a high frequency field is investigated. When the natural Langmuir frequency of the surface is nearly equal to the frequency of the high frequency field, the dispersion relation predicts build-up of oscillations with a growth rate comparable with the real part of the frequency. Threshold values above which the instability is possible are derived.

A semi-empirical theory of molten salts

A semi-empirical model is presented for describing the interionic interactions in molten salts using the experimentally available structure data. An extension of Bertaut's method of non-overlapping charges is used to estimate the electrostatic interaction energy in ionic melts. It is shown, in agreement with earlier computer simulation studies, that this energy increases when an ionic salt melts. The repulsion between ions is described using a compressible ion theory which uses structure-independent parameters. The van der Waals interactions and the thermal free energy are also included in the total energy, which is minimised with respect to isostructural volume variations to calculate the equilibrium density. Detailed results are presented for three molten systems, NaCl, CaCl2 and ZnCl2, and are shown to be in satisfactory agreement with experiments. With reliable structural data now being reported for several other molten salts, the present study gains relevance.

Two-dimensional heat conduction with phase change in a semi-infinite mould

Analytical solution of a 2-dimensional problem of solidification of a superheated liquid in a semi-infinite mould has been studied in this paper. On the boundary, the prescribed temperature is such that the solidification starts simultaneously at all points of the boundary. Results are also given for the 2-dimensional ablation problem. The solution of the heat conduction equation has been obtained in terms of multiple Laplace integrals involving suitable unknown fictitious initial temperatures. These fictitious initial temperatures have interesting physical interpretations. By choosing suitable series expansions for fictitious initial temperatures and moving interface boundary, the unknown quantities can be determined. Solidification thickness has been calculated for short time and effect of parameters on the solidification thickness has been shown with the help of graphs.

Optimal maintenance and replacement via a semi-Markov decision model

Optimal bang-coast maintenance policies for a machine, subject to failure, are considered. The approach utilizes a semi-Markov model for the system. A simplified model for modifying the probability of machine failure with maintenance is employed. A numerical example is presented to illustrate the procedure and results.

Semi-Classical Mechanics in Phase Space: A Study of Wigner's Function

We explore the semi-classical structure of the Wigner functions ($\Psi $(q, p)) representing bound energy eigenstates $|\psi \rangle $ for systems with f degrees of freedom. If the classical motion is integrable, the classical limit of $\Psi $ is a delta function on the f-dimensional torus to which classical trajectories corresponding to ($|\psi \rangle $) are confined in the 2f-dimensional phase space. In the semi-classical limit of ($\Psi $ ($\hslash $) small but not zero) the delta function softens to a peak of order ($\hslash ^{-\frac{2}{3}f}$) and the torus develops fringes of a characteristic 'Airy' form. Away from the torus, $\Psi $ can have semi-classical singularities that are not delta functions; these are discussed (in full detail when f = 1) using Thom's theory of catastrophes. Brief consideration is given to problems raised when ($\Psi $) is calculated in a representation based on operators derived from angle coordinates and their conjugate momenta. When the classical motion is non-integrable, the phase space is not filled with tori and existing semi-classical methods fail. We conjecture that (a) For a given value of non-integrability parameter ($\epsilon $), the system passes through three semi-classical regimes as ($\hslash $) diminishes. (b) For states ($|\psi \rangle $) associated with regions in phase space filled with irregular trajectories, ($\Psi $) will be a random function confined near that region of the 'energy shell' explored by these trajectories (this region has more than f dimensions). (c) For ($\epsilon \neq $0, $\hslash $) blurs the infinitely fine classical path structure, in contrast to the integrable case ($\epsilon $ = 0, where $\hslash $ )imposes oscillatory quantum detail on a smooth classical path structure.

Mapping of assembled epitopic regions of human chorionic gonadotropin reveals proximity of CTP alpha to the determinant loop beta 93-100

Three overlapping assembled epitopes of beta hCG have been mapped using MAb probes and a single step solid phase radioimmunoassay. These epitopes have been shown to be at receptor binding region comprising of the loop region beta Cys93-Cys100. Importance of disulphide bonds in maintaining integrity of these epitopes is assessed. Two MAbs (INN 58 and INN 22) interact with the beta region as well as the alpha C-terminal peptide, while the other MAb INN 24 interacts with only the beta region. Cross-reactivity pattern with beta hCG and hLH as web as the reported crystal structure of hCG substantiates the epitope identification. The results demonstrate utility of MAbs as probes in investigations on three-dimensional structure of gonadatropins.

Mapping of assembled epitopes with microgram quantities of antigen: Identification of an epitope at the receptor binding region of human follicle stimulating hormone

Identification of epitopes by modification studies has been reported by us recently. The method requires milligram quantities of antigen and since several proteins are not available in large quantities they are not amenable for such an investigation. One such protein is human follicle stimulating hormone (hFSH) whose mapping of epitopes is of importance in reproductive biology. Here we report a method that uses microgram quantities of hFSH to map a beta-specific epitope located at the receptor binding region. This identification has also been validated by the chemical modification method using heterologous antigen ovine follicle stimulating hormone (oFSH).

Mapping the common antigenic determinants in avidin and streptavidin

An epitope scan analysis of the whole sequence of avidin and core streptavidin using polyclonal antibodies to these two antigens reveal the presence of multiple common epitopes in both the proteins. These antigenic determinants consist mostly of either identical or similar residues. The antibody recognition sites in both antigens are shown to be localized to homologous regions.

Numerical integration over arbitrary polygonal domains based on Schwarz-Christoffel conformal mapping

This paper presents a new numerical integration technique oil arbitrary polygonal domains. The polygonal domain is mapped conformally to the unit disk using Schwarz-Christoffel mapping and a midpoint quadrature rule defined oil this unit disk is used. This method eliminates the need for a two-level isoparametric mapping Usually required. Moreover, the positivity of the Jacobian is guaranteed. Numerical results presented for a few benchmark problems in the context of polygonal finite elements show that the proposed method yields accurate results.

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.