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.

Low temperature Properties of glasses-unsolved problems

Glasses show very interesting behavior well below the glass transition temperature. Inspite of various experimental observations, even simple quantitative explanations relating these relaxation phenomena to structural properties are absent. In this paper we have tried to point out a phenomenological approach to this problem by identifying certain parameters which we think can be used to characterize these relaxations.

Handpumps: problems and search for remedies

This paper gives a brief survey of research and development work done on hand pumps in India as well as elsewhere and sets out the approach adopted by ASTRA Working Group. Ten ways in which a hand pump breakdown in practice have been identified. The physical reasons behind each type of breakdown analysed. Remedial measures have been developed from this analysis. Laboratory test rigs fabricated to evaluate these measures have been described and some experimental results presented. The course of further work has been charted.

Size optimization of a cantilever beam under deformation-dependent loads with application to wheat stalks

In this paper, we consider the optimization of the cross-section profile of a cantilever beam under deformation-dependent loads. Such loads are encountered in plants and trees, cereal crop plants such as wheat and corn in particular. The wind loads acting on the grain-bearing spike of a wheat stalk vary with the orientation of the spike as the stalk bends; this bending and the ensuing change in orientation depend on the deformation of the plant under the same load.The uprooting of the wheat stalks under wind loads is an unresolved problem in genetically modified dwarf wheat stalks. Although it was thought that the dwarf varieties would acquire increased resistance to uprooting, it was found that the dwarf wheat plants selectively decreased the Young's modulus in order to be compliant. The motivation of this study is to investigate why wheat plants prefer compliant stems. We analyze this by seeking an optimal shape of the wheat plant's stem, which is modeled as a cantilever beam, by taking the large deflection of the stem into account with the help of co-rotational finite element beam modeling. The criteria considered here include minimum moment at the fixed ground support, adequate stiffness and strength, and the volume of material. The result reported here is an example of flexibility, rather than stiffness, leading to increased strength.

Improving Flow-Insensitive Solutions for Non-Separable Dataflow Problems

Flow-insensitive solutions to dataflow problems have been known to be highly scalable; however also hugely imprecise. For non-separable dataflow problems this solution is further degraded due to spurious facts generated as a result of dependence among the dataflow facts. We propose an improvement to the standard flow-insensitive analysis by creating a generalized version of the dominator relation that reduces the number of spurious facts generated. In addition, the solution obtained contains extra information to facilitate the extraction of a better solution at any program point, very close to the flow-sensitive solution. To improve the solution further, we propose the use of an intra-block variable renaming scheme. We illustrate these concepts using two classic non-separable dataflow problems --- points-to analysis and constant propagation.

Theoretical gain optimization studies in CO2-N2 lasers. III. Inclusion of line shape effects

The influence of Lorentz and Doppler line-broadening mechanisms on the small-signal optical gain of lasers and, in particular, gasdynamic lasers, is discussed. A relationship between the critical parameter reflecting the line-broadening mechanisms and some of the important parameters arising out of the gain optimization studies in CO2-N2 gasdynamic lasers is established. Using this relationship, methods by which the deleterious effect of the Doppler mechanisms on small-signal gain can be suppressed are suggested. Journal of Applied Physics is copyrighted by The American Institute of Physics.

Application of partition method to vibration problems of plates

The “partition method” or “sub-domain method” consists of expressing the solution of a governing differential equation, partial or ordinary, in terms of functions which satisfy the boundary conditions and setting to zero the error in the differential equation integrated over each of the sub-domains into which the given domain is partitioned. In this paper, the use of this method in eigenvalue problems with particular reference to vibration of plates is investigated. The deflection of the plate is expressed in terms of polynomials satisfying the boundary conditions completely. Setting the integrated error in each of the subdomains to zero results in a set of simultaneous, linear, homogeneous, algebraic equations in the undetermined coefficients of the deflection series. The algebraic eigenvalue problem is then solved for eigenvalues and eigenvectors. Convergence is examined in a few typical cases and is found to be satisfactory. The results obtained are compared with existing results based on other methods and are found to be in very good agreement.

On quasi-degeneracies in plate vibration problems

In plotting the variation of frequencies with geometric parameters such as side ratio, skew angle, thickness taper, etc. in detailed studies of the vibration characteristics of plates, situations are encountered such as crossing of the frequency curves or the tendency of these curves to come close together and veer away from each other. These have been generally referred to as “frequency crossings” and “transitions” respectively. The latter may preferably be referred to as “quasi-degeneracies”. In the literature there appears to be some ambiguity in the analysis and interpretation of these features. In this paper, a clarification of some of these questions as regards rectangular and skew plates is presented by making use of concepts from physics dealing with molecular vibrations.

A Method of Characteristics for Solving Two-dimensional Unsteady Flow Problems

The aim of this investigation is to evolve a method of solving two-dimensional unsteady flow problems by the method of characteristics. This involves the reduction of the given system of equations to an equivalent system where only interior derivatives occur on a characteristic surface. From this system, four special bicharacteristic directional derivatives are chosen. A finite difference scheme is prescribed for solving the equations. General rectangular lattices are also considered. As an example, we investigate the propagation of an initial pressure distribution in a medium at rest.

A unified approach to the solution of plane problems of Magneto-elasticity with special reference to a hole in a thin infinite conducting plate

Under certain specific assumption it has been observed that the basic equations of magneto-elasticity in the case of plane deformation lead to a biharmonic equation, as in the case of the classical plane theory of elasticity. The method of solving boundary value problems has been properly modified and a unified approach in solving such problems has been suggested with special reference to problems relating thin infinite plates with a hole. Closed form expressions have been obtained for the stresses due to a uniform magnetic field present in the plane of deformation of a thin infinite conducting plate with a circular hole, the plate being deformed by a tension acting parallel to the direction of the magnetic field.

Application of partition method to vibration problems of plates

The “partition method” or “sub-domain method” consists of expressing the solution of a governing differential equation, partial or ordinary, in terms of functions which satisfy the boundary conditions and setting to zero the error in the differential equation integrated over each of the sub-domains into which the given domain is partitioned. In this paper, the use of this method in eigenvalue problems with particular reference to vibration of plates is investigated. The deflection of the plate is expressed in terms of polynomials satisfying the boundary conditions completely. Setting the integrated error in each of the subdomains to zero results in a set of simultaneous, linear, homogeneous, algebraic equations in the undetermined coefficients of the deflection series. The algebraic eigenvalue problem is then solved for eigenvalues and eigenvectors. Convergence is examined in a few typical cases and is found to be satisfactory. The results obtained are compared with existing results based on other methods and are found to be in very good agreement.

Optimization of gasket thickness in a Bridgman anvil system

The effect of gasket thickness on the pressure in the Bridgman anvil system has been studied experimentally. The existence of the optimum thickness from the experimental data has been interpreted in a theoretical model of stress distribution in an anvil system. Review of Scientific Instruments is copyrighted by The American Institute of Physics.

Ant colony optimization for reporting cell planning in mobile computing using selective paging strategy

Location management problem that arise in mobile computing networks is addressed. One method used in location management is to designate sonic of the cells in the network as "reporting cells". The other cells in the network are "non-reporting cells". Finding an optimal set of reporting cells (or reporting cell configuration) for a given network. is a difficult combinatorial optimization problem. In fact this is shown to be an NP-complete problem. in an earlier study. In this paper, we use the selective paging strategy and use an ant colony optimization method to obtain the best/optimal set of reporting cells for a given a network.

Solution of a class of vibration problems by flowgraph methods

A 4-degree-of-freedom single-input system and a 3-degree-of-freedom multi-input system are solved by the Coates', modified Coates' and Chan-Mai flowgraph methods. It is concluded that the Chan-Mai flowgraph method is superior to other flowgraph methods in such cases.