31 resultados para Modern portfolio theory

em Indian Institute of Science - Bangalore - Índia


Relevância:

100.00% 100.00%

Publicador:

Resumo:

The stochastic version of Pontryagin's maximum principle is applied to determine an optimal maintenance policy of equipment subject to random deterioration. The deterioration of the equipment with age is modelled as a random process. Next the model is generalized to include random catastrophic failure of the equipment. The optimal maintenance policy is derived for two special probability distributions of time to failure of the equipment, namely, exponential and Weibull distributions Both the salvage value and deterioration rate of the equipment are treated as state variables and the maintenance as a control variable. The result is illustrated by an example

Relevância:

90.00% 90.00%

Publicador:

Resumo:

In this article we review classical and modern Galois theory with historical evolution and prove a criterion of Galois for solvability of an irreducible separable polynomial of prime degree over an arbitrary field k and give many illustrative examples.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

A modern system theory based nonlinear control design is discussed in this paper for successful operation of an air-breathing engine operating at supersonic speed. The primary objective of the control design of such an air-breathing engine is to ensure that the engine dynamically produces the thrust that tracks a commanded value of thrust as closely as possible by regulating the fuel flow to the combustion system. However, since the engine operates in the supersonic range, an important secondary objective is to manage the shock wave configuration in the intake section of the engine which is manipulated by varying the throat area of the nozzle. A nonlinear sliding mode control technique has been successfully used to achieve both of the above objectives. In this problem, since the process is faster than the actuators, independent control designs are also carried out for the actuators as well to assure the satisfactory performance of the system. Moreover, to filter out the sensor and process noises and to estimate the states for making the control design operate based on output feedback, an Extended Kalman Filter based state estimation design is also carried out. The promising simulation results suggest that the proposed control design approach is quite successful in obtaining robust performance of the air-breathing engine.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

Starting from the early decades of the twentieth century, evolutionary biology began to acquire mathematical overtones. This took place via the development of a set of models in which the Darwinian picture of evolution was shown to be consistent with the laws of heredity discovered by Mendel. The models, which came to be elaborated over the years, define a field of study known as population genetics. Population genetics is generally looked upon as an essential component of modern evolutionary theory. This article deals with a famous dispute between J. B. S. Haldane, one of the founders of population genetics, and Ernst Mayr, a major contributor to the way we understand evolution. The philosophical undercurrents of the dispute remain relevant today. Mayr and Haldane agreed that genetics provided a broad explanatory framework for explaining how evolution took place but differed over the relevance of the mathematical models that sought to underpin that framework. The dispute began with a fundamental issue raised by Mayr in 1959: in terms of understanding evolution, did population genetics contribute anything beyond the obvious? Haldane's response came just before his death in 1964. It contained a spirited defense, not just of population genetics, but also of the motivations that lie behind mathematical modelling in biology. While the difference of opinion persisted and was not glossed over, the two continued to maintain cordial personal relations.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

A new theory of gravitation has been proposed in a more general space-time than Riemannian. It is a generalization of the ECSK and Brans-Dicke (BD) theory of gravitation. It is found that, in contrast to the standard the ECSK theory, a parity-violating propagating torsion is generated by the BD scalar field. The interesting consequence of the theory is that it can successfully predict solar system experimental results to desired accuracy.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

High temperature superconductivity in the cuprates remains one of the most widely investigated, constantly surprising and poorly understood phenomena in physics. Here, we describe briefly a new phenomenological theory inspired by the celebrated description of superconductivity due to Ginzburg and Landau and believed to describe its essence. This posits a free energy functional for the superconductor in terms of a complex order parameter characterizing it. We propose that there is, for superconducting cuprates, a similar functional of the complex, in plane, nearest neighbor spin singlet bond (or Cooper) pair amplitude psi(ij). Further, we suggest that a crucial part of it is a (short range) positive interaction between nearest neighbor bond pairs, of strength J'. Such an interaction leads to nonzero long wavelength phase stiffness or superconductive long range order, with the observed d-wave symmetry, below a temperature T-c similar to zJ' where z is the number of nearest neighbors; d-wave superconductivity is thus an emergent, collective consequence. Using the functional, we calculate a large range of properties, e. g., the pseudogap transition temperature T* as a function of hole doping x, the transition curve T-c(x), the superfluid stiffness rho(s)(x, T), the specific heat (without and with a magnetic field) due to the fluctuating pair degrees of freedom and the zero temperature vortex structure. We find remarkable agreement with experiment. We also calculate the self-energy of electrons hopping on the square cuprate lattice and coupled to electrons of nearly opposite momenta via inevitable long wavelength Cooper pair fluctuations formed of these electrons. The ensuing results for electron spectral density are successfully compared with recent experimental results for angle resolved photo emission spectroscopy (ARPES), and comprehensively explain strange features such as temperature dependent Fermi arcs above T-c and the ``bending'' of the superconducting gap below T-c.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Be the strong coupling constant alpha(s) from the tau hadronn width using a renormalization group summed (RGS) expansion of the QCD Adler lunction. The main theoretical uncertainty in the extraction of as is due to the manner in which renormalization group invariance is implemented, and the as yet uncalculated higher order terms in the QCD perturbative series. We show that new expansion exhibits good renormalization group improvement and the behavior of the series is similar to that of the standard RGS expansion. The value of the strong coupling in (MS) over bar scheme obtained with the RCS expansion is alpha(s) (M-tau(2)) = 0.338 +/- 0.010. The convergence properties of the new expansion can be improved by Bond transformation and analytic continuation in t he Bond plane. This is discussed elsewhere in these issues.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

A novel analysis to compute the admittance characteristics of the slots cut in the narrow wall of a rectangular waveguide, which includes the corner diffraction effects and the finite waveguide wall thickness, is presented. A coupled magnetic field integral equation is formulated at the slot aperture which is solved by the Galerkin approach of the method of moments using entire domain sinusoidal basis functions. The externally scattered fields are computed using the finite difference method (FDM) coupled with the measured equation of invariance (MEI). The guide wall thickness forms a closed cavity and the fields inside it are evaluated using the standard FDM. The fields scattered inside the waveguide are formulated in the spectral domain for faster convergence compared to the traditional spatial domain expansions. The computed results have been compared with the experimental results and also with the measured data published in previous literature. Good agreement between the theoretical and experimental results is obtained to demonstrate the validity of the present analysis.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In this paper, we study the Einstein relation for the diffusivity to mobility ratio (DMR) in n-channel inversion layers of non-linear optical materials on the basis of a newly formulated electron dispersion relation by considering their special properties within the frame work of k.p formalism. The results for the n-channel inversion layers of III-V, ternary and quaternary materials form a special case of our generalized analysis. The DMR for n-channel inversion layers of II-VI, IV-VI and stressed materials has been investigated by formulating the respective 2D electron dispersion laws. It has been found, taking n-channel inversion layers of CdGeAs2, Cd(3)AS(2), InAs, InSb, Hg1-xCdxTe, In1-xGaxAsyP1-y lattice matched to InP, CdS, PbTe, PbSnTe, Pb1-xSnxSe and stressed InSb as examples, that the DMR increases with the increasing surface electric field with different numerical values and the nature of the variations are totally band structure dependent. The well-known expression of the DMR for wide gap materials has been obtained as a special case under certain limiting conditions and this compatibility is an indirect test for our generalized formalism. Besides, an experimental method of determining the 2D DMR for n-channel inversion layers having arbitrary dispersion laws has been suggested.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

An understanding of the effect of specific solute-solvent interactions on the diffusion of a solute probe is a long standing problem of physical chemistry. In this paper a microscopic treatment of this effect is presented. The theory takes into account the modification of the solvent structure around the solute due to this specific interaction between them. It is found that for strong, attractive interaction, there is an enhanced coupling between the solute and the solvent dynamic modes (in particular, the density mode), which leads to a significant increase in the friction on the solute. The diffusion coefficient of the solute is found to depend strongly and nonlinearly on the magnitude of the attractive interaction. An interesting observation is that specific solute-solvent interaction can induce a crossover from a sliplike to a sticklike diffusion. In the limit of strong attractive interaction, we recover a dynamic version of the solvent-berg picture. On the other hand, for repulsive interaction, the diffusion coefficient of the solute increases. These results are in qualitative agreement with recent experimental observations.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This paper presents a novel algebraic formulation of the central problem of screw theory, namely the determination of the principal screws of a given system. Using the algebra of dual numbers, it shows that the principal screws can be determined via the solution of a generalised eigenproblem of two real, symmetric matrices. This approach allows the study of the principal screws of the general two-, three-systems associated with a manipulator of arbitrary geometry in terms of closed-form expressions of its architecture and configuration parameters. We also present novel methods for the determination of the principal screws for four-, five-systems which do not require the explicit computation of the reciprocal systems. Principal screws of the systems of different orders are identified from one uniform criterion, namely that the pitches of the principal screws are the extreme values of the pitch.The classical results of screw theory, namely the equations for the cylindroid and the pitch-hyperboloid associated with the two-and three-systems, respectively have been derived within the proposed framework. Algebraic conditions have been derived for some of the special screw systems. The formulation is also illustrated with several examples including two spatial manipulators of serial and parallel architecture, respectively.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

An alternative derivation of the dispersion relation for the transverse vibration of a circular cylindrical shell is presented. The use of the shallow shell theory model leads to a simpler derivation of the same result. Further, the applicability of the dispersion relation is extended to the axisymmetric mode and the high frequency beam mode.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

KIRCHHOFF’S theory [1] and the first-order shear deformation theory (FSDT) [2] of plates in bending are simple theories and continuously used to obtain design information. Within the classical small deformation theory of elasticity, the problem consists of determining three displacements, u, v, and w, that satisfy three equilibrium equations in the interior of the plate and three specified surface conditions. FSDT is a sixth-order theory with a provision to satisfy three edge conditions and maintains, unlike in Kirchhoff’s theory, independent linear thicknesswise distribution of tangential displacement even if the lateral deflection, w, is zero along a supported edge. However, each of the in-plane distributions of the transverse shear stresses that are of a lower order is expressed as a sum of higher-order displacement terms. Kirchhoff’s assumption of zero transverse shear strains is, however, not a limitation of the theory as a first approximation to the exact 3-D solution.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Computation of the dependency basis is the fundamental step in solving the membership problem for functional dependencies (FDs) and multivalued dependencies (MVDs) in relational database theory. We examine this problem from an algebraic perspective. We introduce the notion of the inference basis of a set M of MVDs and show that it contains the maximum information about the logical consequences of M. We propose the notion of a dependency-lattice and develop an algebraic characterization of inference basis using simple notions from lattice theory. We also establish several interesting properties of dependency-lattices related to the implication problem. Founded on our characterization, we synthesize efficient algorithms for (a): computing the inference basis of a given set M of MVDs; (b): computing the dependency basis of a given attribute set w.r.t. M; and (c): solving the membership problem for MVDs. We also show that our results naturally extend to incorporate FDs also in a way that enables the solution of the membership problem for both FDs and MVDs put together. We finally show that our algorithms are more efficient than existing ones, when used to solve what we term the ‘generalized membership problem’.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

A novel method is proposed to treat the problem of the random resistance of a strictly one-dimensional conductor with static disorder. It is suggested, for the probability distribution of the transfer matrix of the conductor, the distribution of maximum information-entropy, constrained by the following physical requirements: 1) flux conservation, 2) time-reversal invariance and 3) scaling, with the length of the conductor, of the two lowest cumulants of ζ, where = sh2ζ. The preliminary results discussed in the text are in qualitative agreement with those obtained by sophisticated microscopic theories.