305 resultados para Market stability


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The positivity of operators in Hilbert spaces is an important concept finding wide application in various branches of Mathematical System Theory. A frequency- domain condition that ensures the positivity of time-varying operators in L2 with a state-space description, is derived in this paper by using certain newly developed inequalities concerning the input-state relation of such operators. As an interesting application of these results, an L2 stability criterion for time-varying feedback systems consisting of a finite-sector non-linearity is also developed.

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The modified local stability scheme is applied to several two-dimensional problems—blunt body flow, regular reflection of a shock and lambda shock. The resolution of the flow features obtained by the modified local stability scheme is found to be better than that achieved by the other first order schemes and almost identical to that achieved by the second order schemes incorporating artificial viscosity. The scheme is easy for coding, consumes moderate amount of computer storage and time. The scheme can be advantageously used in place of second order schemes.

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Ageing behaviour of polystyrene (PS)/ammonium perchlorate (AP) propellent leading to ballistic changes has been studied. It follows a zero-order kinetic law. Ageing behaviour leading to change in burning rate ( ) in the temperature range of 60–200 ° C was found to remain the same. The dependence of the change of the average thermal decomposition (TD) rate at 230 and 260°C on the change in burning rate for the propellant aged at 100 ° C in air suggests that the slow TD of the propellant is the cause of ageing. The safe-life (for a pre-assigned burning-rate change limit) at 25 ° C in air has been calculated as a function of the rate of change.

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A quasi-geometric stability criterion for feedback systems with a linear time invariant forward block and a periodically time varying nonlinear gain in the feedback loop is developed.

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Lateral displacement and global stability are the two main stability criteria for soil nail walls. Conventional design methods do not adequately address the deformation behaviour of soil nail walls, owing to the complexity involved in handling a large number of influencing factors. Consequently, limited methods of deformation estimates based on empirical relationships and in situ performance monitoring are available in the literature. It is therefore desirable that numerical techniques and statistical methods are used in order to gain a better insight into the deformation behaviour of soil nail walls. In the present study numerical experiments are conducted using a 2 4 factorial design method. Based on analysis of the maximum lateral deformation and factor-of-safety observations from the numerical experiments, regression models for maximum lateral deformation and factor-of-safety prediction are developed and checked for adequacy. Selection of suitable design factors for the 2 4 factorial design of numerical experiments enabled the use of the proposed regression models over a practical range of soil nail wall heights and in situ soil variability. It is evident from the model adequacy analyses and illustrative example that the proposed regression models provided a reasonably good estimate of the lateral deformation and global factor of safety of the soil nail walls.

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We study the properties of walls of marginal stability for BPS decays in a class of N = 2 theories. These theories arise in N = 2 string compactifications obtained as freely acting orbifolds of N = 4 theories, such theories include the STU model and the FHSV model. The cross sections of these walls for a generic decay in the axion-dilaton plane reduce to lines or circles. From the continuity properties of walls of marginal stability we show that central charges of BPS states do not vanish in the interior of the moduli space. Given a charge vector of a BPS state corresponding to a large black hole in these theories, we show that all walls of marginal stability intersect at the same point in the lower half of the axion-dilaton plane. We isolate a class of decays whose walls of marginal stability always lie in a region bounded by walls formed by decays to small black holes. This enables us to isolate a region in moduli space for which no decays occur within this class. We then study entropy enigma decays for such models and show that for generic values of the moduli, that is when moduli are of order one compared to the charges, entropy enigma decays do not occur in these models.

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Abstract L-14, a 14-kDa S-type lectin shows the jelly roll tertiary structural fold akin to legume lectins yet, unlike them, it does not dissociate on thermal unfolding. In the absence of ligand L-14 displays denaturation transitions corresponding to tetrameric and octameric entities. The presence of complementary ligand reduces the association of L-14, which is in stark contrast with legume lectins where no alterations in quaternary structures are brought about by saccharides. From the magnitude of the increase in denaturation temperature induced by disaccharides the binding constants calculated from differential scanning calorimetry are comparable with those extrapolated from titration calorimetry indicating that L-14 interacts with ligands essentially in the folded state.

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Site-specific geotechnical data are always random and variable in space. In the present study, a procedure for quantifying the variability in geotechnical characterization and design parameters is discussed using the site-specific cone tip resistance data (qc) obtained from static cone penetration test (SCPT). The parameters for the spatial variability modeling of geotechnical parameters i.e. (i) existing trend function in the in situ qc data; (ii) second moment statistics i.e. analysis of mean, variance, and auto-correlation structure of the soil strength and stiffness parameters; and (iii) inputs from the spatial correlation analysis, are utilized in the numerical modeling procedures using the finite difference numerical code FLAC 5.0. The influence of consideration of spatially variable soil parameters on the reliability-based geotechnical deign is studied for the two cases i.e. (a) bearing capacity analysis of a shallow foundation resting on a clayey soil, and (b) analysis of stability and deformation pattern of a cohesive-frictional soil slope. The study highlights the procedure for conducting a site-specific study using field test data such as SCPT in geotechnical analysis and demonstrates that a few additional computations involving soil variability provide a better insight into the role of variability in designs.

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A measure of stability of a given epitope is an important parameter in the exploration of the utility of a desired MAb. It defines the conditions necessary for using MAbs as an investigative tool in several research methodologies and therapeutic protocols. Despite these obvious interests the lack of simple and rapid assay systems for quantitating MAb-Ag interactions has largely hampered these studies. A single step MAb-Solid Phase Radioimmunoassay (SS-SPRIA), is described which eliminates errors that may arise with multistep sandwich assays. SS-SPRIA has been used to demonstrate the differential stability of the assembled epitopes on gonadotropins. Differential stability towards specific reagents can be exploited to identify aminoacid residues at the epitopic site. Inactivation of an epitopic region is indicative of the presence of the group modified, provided conformational relaxations are not induced due to modifications at distant sites. Here we provide evidence to validate these conclusions.

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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.

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The rapid increase in genome sequence information has necessitated the annotation of their functional elements, particularly those occurring in the non-coding regions, in the genomic context. Promoter region is the key regulatory region, which enables the gene to be transcribed or repressed, but it is difficult to determine experimentally. Hence an in silico identification of promoters is crucial in order to guide experimental work and to pin point the key region that controls the transcription initiation of a gene. In this analysis, we demonstrate that while the promoter regions are in general less stable than the flanking regions, their average free energy varies depending on the GC composition of the flanking genomic sequence. We have therefore obtained a set of free energy threshold values, for genomic DNA with varying GC content and used them as generic criteria for predicting promoter regions in several microbial genomes, using an in-house developed tool `PromPredict'. On applying it to predict promoter regions corresponding to the 1144 and 612 experimentally validated TSSs in E. coli (50.8% GC) and B. subtilis (43.5% GC) sensitivity of 99% and 95% and precision values of 58% and 60%, respectively, were achieved. For the limited data set of 81 TSSs available for M. tuberculosis (65.6% GC) a sensitivity of 100% and precision of 49% was obtained.

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In recent years, spatial variability modeling of soil parameters using random field theory has gained distinct importance in geotechnical analysis. In the present Study, commercially available finite difference numerical code FLAC 5.0 is used for modeling the permeability parameter as spatially correlated log-normally distributed random variable and its influence on the steady state seepage flow and on the slope stability analysis are studied. Considering the case of a 5.0 m high cohesive-frictional soil slope of 30 degrees, a range of coefficients of variation (CoV%) from 60 to 90% in the permeability Values, and taking different values of correlation distance in the range of 0.5-15 m, parametric studies, using Monte Carlo simulations, are performed to study the following three aspects, i.e., (i) effect ostochastic soil permeability on the statistics of seepage flow in comparison to the analytic (Dupuit's) solution available for the uniformly constant permeability property; (ii) strain and deformation pattern, and (iii) stability of the given slope assessed in terms of factor of safety (FS). The results obtained in this study are useful to understand the role of permeability variations in slope stability analysis under different slope conditions and material properties. (C) 2009 Elsevier B.V. All rights reserved.

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The Kachchh region of Gujarat, India bore the brunt of a disastrous earthquake of magnitude M-w=7.6 that occurred on January 26, 2001. The major cause of failure of various structures including earthen dams was noted to be the presence of liquefiable alluvium in the foundation soil. Results of back-analysis of failures of Chang, Tappar, Kaswati and Rudramata earth dams using pseudo-static limit equilibrium approach presented in this paper confirm that the presence of liquefiable layer contributed to lesser factors of safety leading to a base type of failure that was also observed in the field. Following the earthquake, earth dams have been rehabilitated by the concerned authority and it is imperative that the reconstructed sections of earth dams be reanalyzed. It is also increasingly realized that risk assessment of dams in view of the large-scale investment made and probabilistic analysis is necessary. In this study, it is demonstrated that the probabilistic approach when used in conjunction with deterministic approach helps in providing a rational solution for quantification of safety of the dam and in the estimation of risk associated with the dam construction. (C) 2007 Elsevier B.V. All rights reserved.

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The integral diaphragm pressure transducer consists of a diaphragm machined from precipitation hardened martensitic (APX4) steel. Its performance is quite significant as it depends upon various factors such as mechanical properties including induced residual stress levels, metallurgical and physical parameters due to different stages of processing involved. Hence, the measurement and analysis of residual stress becomes very important from the point of in-service assessment of a component. In the present work, the stress measurements have been done using the X-ray diffraction (XRD) technique, which is a non-destructive test (NDT). This method is more reliable and widely used compared to the other NDT techniques. The metallurgical aspects have been studied by adopting the conventional metallographic practices including examination of microstructure using light microscope. The dimensional measurements have been carried out using dimensional gauge. The results of the present investigation reveals that the diaphragm material after undergoing series of realization processes has yielded good amount of retained austenite in it. Also, the presence of higher compressive stresses induced in the transducer results in non-linearity, zero shift and dimensional instability. The problem of higher retained austenite content and higher compressive stress have been overcome by adopting a new realization process involving machining and cold and hot stabilization soak which has brought down the retained austenite content to about 5–6% and acceptable level of compressive stress in the range −100 to −150 MPa with fine tempered martensitic phase structure and good dimensional stability. The new realization process seems to be quite effective in terms of controlling retained austenite content, residual stress, metallurgical phase as well as dimensional stability and this may result in minimum zero shift of the diaphragm system.