The credit risk(+) model with general sector correlations

We consider an enhancement of the credit risk+ model to incorporate correlations between sectors. We model the sector default rates as linear combinations of a common set of independent variables that represent macro-economic variables or risk factors. We also derive the formula for exact VaR contributions at the obligor level.

Modeling growth of hydrogen bubbles in aluminum castings using the level-set method

A new approach is proposed to solve for the growth as well as the movement of hydrogen bubbles during solidification in aluminum castings. A level-set methodology has been adopted to handle this multiphase phenomenon. A microscale domain is considered and the growth and movement of hydrogen bubbles in this domain has been studied. The growth characteristics of hydrogen bubbles have been evaluated under free growth conditions in a melt having a hydrogen input caused b solidification occurring around the microdomain.

Set theoretic operations on polygons using the scan-grid approach

This paper describes an algorithm to compute the union, intersection and difference of two polygons using a scan-grid approach. Basically, in this method, the screen is divided into cells and the algorithm is applied to each cell in turn. The output from all the cells is integrated to yield a representation of the output polygon. In most cells, no computation is required and thus the algorithm is a fast one. The algorithm has been implemented for polygons but can be extended to polyhedra as well. The algorithm is shown to take O(N) time in the average case where N is the total number of edges of the two input polygons.

Bi-criteria single machine scheduling problem with a learning effect: Aneja-Nair method to obtain the set of optimal sequences

In this paper, we consider the bi-criteria single machine scheduling problem of n jobs with a learning effect. The two objectives considered are the total completion time (TC) and total absolute differences in completion times (TADC). The objective is to find a sequence that performs well with respect to both the objectives: the total completion time and the total absolute differences in completion times. In an earlier study, a method of solving bi-criteria transportation problem is presented. In this paper, we use the methodology of solvin bi-criteria transportation problem, to our bi-criteria single machine scheduling problem with a learning effect, and obtain the set of optimal sequences,. Numerical examples are presented for illustrating the applicability and ease of understanding.

Structural origin of set-reset processes in Ge15Te83Si2 glass investigated using in situ Raman scattering and transmission electron microscopy

We report here that the structural origin of an easily reversible Ge15Te83Si2 glass can be a promising candidate for phase change random access memories. In situ Raman scattering studies on Ge15Te83Si2 sample, undertaken during the amorphous set and reset processes, indicate that the degree of disorder in the glass is reduced from off to set state. It is also found that the local structure of the sample under reset condition is similar to that in the amorphous off state. Electron microscopic studies on switched samples indicate the formation of nanometric sized particles of c-SiTe2 structure. ©2009 American Institute of Physics

Impact of Energy Quantization on the Performance of Current-Biased SET Circuits

The current-biased single electron transistor (SET) (CBS) is an integral part of almost all hybrid CMOS SET circuits. In this paper, for the first time, the effects of energy quantization on the performance of CBS-based circuits are studied through analytical modeling and Monte Carlo simulations. It is demonstrated that energy quantization has no impact on the gain of the CBS characteristics, although it changes the output voltage levels and oscillation periodicity. The effects of energy quantization are further studied for two circuits: negative differential resistance (NDR) and neuron cell, which use the CBS. A new model for the conductance of NDR characteristics is also formulated that includes the energy quantization term.

Generation of rotationally dominated galaxies by mergers of pressure-supported progenitors

Through the analysis of a set of numerical simulations of major mergers between initially non-rotating, pressure-supported progenitor galaxies with a range of central mass concentrations, we have shown that: (1) it is possible to generate elliptical-like galaxies, with outside one effective radius, as a result of the conversion of orbital- into internal-angular momentum; (2) the outer regions acquire part of the angular momentum first; (3) both the baryonic and the dark matter components of the remnant galaxy acquire part of the angular momentum, the relative fractions depending on the initial concentration of the merging galaxies. For this conversion to occur the initial baryonic component must be sufficiently dense and/or the encounter should take place on an orbit with high angular momentum. Systems with these hybrid properties have recently been observed through a combination of stellar absorption lines and planetary nebulae for kinematic studies of early-type galaxies. Our results are in qualitative agreement with these observations and demonstrate that even mergers composed of non rotating, pressure-supported progenitor galaxies can produce early-type galaxies with significant rotation at large radii.

Approximation algorithm for maximum independent set in planar traingle-free graphs

The maximum independent set problem is NP-complete even when restricted to planar graphs, cubic planar graphs or triangle free graphs. The problem of finding an absolute approximation still remains NP-complete. Various polynomial time approximation algorithms, that guarantee a fixed worst case ratio between the independent set size obtained to the maximum independent set size, in planar graphs have been proposed. We present in this paper a simple and efficient, O(|V|) algorithm that guarantees a ratio 1/2, for planar triangle free graphs. The algorithm differs completely from other approaches, in that, it collects groups of independent vertices at a time. Certain bounds we obtain in this paper relate to some interesting questions in the theory of extremal graphs.

"Central Atoms" models for ternary silicate and alumino-silicate melts

The �Central Atoms� model presented by the authors in an earlier paper is extended to ternary silicate and alumino-silicate melts. The model is applied to the CaO-FeO-SiO2 and the CaO-Al2O3-SiO2 system. Use is made of the parameters from the relevant binaries only. The agreement between experimental and calculated isoactivity curves is good in all cases.

Location of concentrators in a computer communication network: a stochastic automation search method

The following problem is considered. Given the locations of the Central Processing Unit (ar;the terminals which have to communicate with it, to determine the number and locations of the concentrators and to assign the terminals to the concentrators in such a way that the total cost is minimized. There is alao a fixed cost associated with each concentrator. There is ail upper limit to the number of terminals which can be connected to a concentrator. The terminals can be connected directly to the CPU also In this paper it is assumed that the concentrators can bo located anywhere in the area A containing the CPU and the terminals. Then this becomes a multimodal optimization problem. In the proposed algorithm a stochastic automaton is used as a search device to locate the minimum of the multimodal cost function . The proposed algorithm involves the following. The area A containing the CPU and the terminals is divided into an arbitrary number of regions (say K). An approximate value for the number of concentrators is assumed (say m). The optimum number is determined by iteration later The m concentrators can be assigned to the K regions in (mk) ways (m > K) or (km) ways (K>m).(All possible assignments are feasible, i.e. a region can contain 0,1,…, to concentrators). Each possible assignment is assumed to represent a state of the stochastic variable structure automaton. To start with, all the states are assigned equal probabilities. At each stage of the search the automaton visits a state according to the current probability distribution. At each visit the automaton selects a 'point' inside that state with uniform probability. The cost associated with that point is calculated and the average cost of that state is updated. Then the probabilities of all the states are updated. The probabilities are taken to bo inversely proportional to the average cost of the states After a certain number of searches the search probabilities become stationary and the automaton visits a particular state again and again. Then the automaton is said to have converged to that state Then by conducting a local gradient search within that state the exact locations of the concentrators are determined This algorithm was applied to a set of test problems and the results were compared with those given by Cooper's (1964, 1967) EAC algorithm and on the average it was found that the proposed algorithm performs better.

Effect of some "strong" excitants of central neurones on the uptake of L-glutamate and L-aspartate by synaptosomes

"Strong" excitants of central neurones such as β N-oxalyl L α,β-diaminopropionic acid (ODAP), N-methyl-D-aspartic acid (NMDA) and kainic acid (KA) were found to inhibit the high affinity uptake of glutamate and aspartate in synaptosomes isolated from young rat brain. The potency of these "strong" excitants as convulsants appear to parallel their ability to inhibit glutamate uptake by synaptosomes. The data suggest the possibility that the convulsive effect of these "strong" excitants could be mediated by glutamate/aspartate.

Analytical method for solving a set of inhomogeneous infinite simultaneous equations

It is shown that a method based on the principle of analytic continuation can be used to solve a set of inhomogeneous infinite simultaneous equations encountered in the analysis of surface acoustic wave propagation along the periodically perturbed surface of a piezoelectric medium.

Variability of Indian summer monsoon rainfall in daily data from gauge and satellite

It has long been thought that tropical rainfall retrievals from satellites have large errors. Here we show, using a new daily 1 degree gridded rainfall data set based on about 1800 gauges from the India Meteorology Department (IMD), that modern satellite estimates are reasonably close to observed rainfall over the Indian monsoon region. Daily satellite rainfalls from the Global Precipitation Climatology Project (GPCP 1DD) and the Tropical Rainfall Measuring Mission (TRMM) Multisatellite Precipitation Analysis (TMPA) are available since 1998. The high summer monsoon (June-September) rain over the Western Ghats and Himalayan foothills is captured in TMPA data. Away from hilly regions, the seasonal mean and intraseasonal variability of rainfall (averaged over regions of a few hundred kilometers linear dimension) from both satellite products are about 15% of observations. Satellite data generally underestimate both the mean and variability of rain, but the phase of intraseasonal variations is accurate. On synoptic timescales, TMPA gives reasonable depiction of the pattern and intensity of torrential rain from individual monsoon low-pressure systems and depressions. A pronounced biennial oscillation of seasonal total central India rain is seen in all three data sets, with GPCP 1DD being closest to IMD observations. The new satellite data are a promising resource for the study of tropical rainfall variability.

Analytical method for solving a set of infinite simultaneous equations

It is shown that a method based on the principle of analytic continuation can be used to solve a set of infinite simultaneous equations encountered in solving for the electric field of a periodic electrode structure.

Role of the Central Metal Ion and Ligand Charge in the DNA Binding and Modification by Metallosalen Complexes

Several metal complexes of three different functionalized salen derivatives have been synthesized. The salens differ in terms of the electrostatic character and the location of the charges. The interactions of such complexes with DNA were first investigated in detail by UV−vis absorption titrimetry. It appears that the DNA binding by most of these compounds is primarily due to a combination of electrostatic and other modes of interactions. The melting temperatures of DNA in the presence of various metal complexes were higher than that of the pure DNA. The presence of additional charge on the central metal ion core in the complex, however, alters the nature of binding. Bis-cationic salen complexes containing central Ni(II) or Mn(III) were found to induce DNA strand scission, especially in the presence of co-oxidant as revealed by plasmid DNA cleavage assay and also on the basis of the autoradiogram obtained from their respective high-resolution sequencing gels. Modest base selectivity was observed in the DNA cleavage reactions. Comparisons of the linearized and supercoiled forms of DNA in the metal complex-mediated cleavage reactions reveal that the supercoiled forms are more susceptible to DNA scission. Under suitable conditions, the DNA cleavage reactions can be induced either by preformed metal complexes or by in situ complexation of the ligand in the presence of the appropriate metal ion. Also revealed was the fact that the analogous complexes containing Cu(II) or Cr(III) did not effect any DNA strand scission under comparable conditions. Salens with pendant negative charges on either side of the precursor salicylaldehyde or ethylenediamine fragments did not bind with DNA. Similarly, metallosalen complexes with net anionic character also failed to induce any DNA modification activities.