Data definition and manipulation languages for a CAD database

In this paper the main features of ARDBID (A Relational Database for Interactive Design) have been described. An overview of the organization of the database has been presented and a detailed description of the data definition and manipulation languages has been given. These have been implemented on a DEC 1090 system.

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.

Asymptotic analysis of option pricing in a Markov modulated market

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.

NUVIEW:software for display and interactive manipulation of nucleic acid models

The NUVIEW software package allows skeletal models of any double helical nucleic acid molecule to be displayed out a graphics monitor and to apply various rotations, translations and scaling transformations interactively, through the keyboard. The skeletal model is generated by connecting any pair of representative points, one from each of the bases in the basepair. In addition to the above mentioned manipulations, the base residues can be identified by using a locator and the distance between any pair of residues can be obtained. A sequence based color coded display allows easy identification of sequence repeats, such as runs of Adenines. The real time interactive manipulation of such skeletal models for large DNA/RNA double helices, can be used to trace the path of the nucleic acid chain in three dimensions and hence get a better idea of its topology, location of linear or curved regions, distances between far off regions in the sequence etc. A physical picture of these features will assist in understanding the relationship between base sequence, structure and biological function in nucleic acids.

Temperature and Stress Controlled Surface Manipulation in Ni-Al Nano-Layers

In the present paper the effects of temperature and high strain rate loading on the formation of various surface patterns in Ni-Al nano-layers are discussed. Effects of boundary conditions on the B2 -> BCT phase transformation in the nano-layer are also discussed. This study is aimed at developing several interesting patterned surface structures in Ni-Al nanolayer by controlling the phase transformation temperature and mechanical loading.

Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market

We address risk minimizing option pricing in a regime switching market where the floating interest rate depends on a finite state Markov process. The growth rate and the volatility of the stock also depend on the Markov process. Using the minimal martingale measure, we show that the locally risk minimizing prices for certain exotic options satisfy a system of Black-Scholes partial differential equations with appropriate boundary conditions. We find the corresponding hedging strategies and the residual risk. We develop suitable numerical methods to compute option prices.

Manipulation of the Hydration Levels in Minerals of Sodium Cadmium Bisulfate toward the Design of Functional Materials

Several variants of hydrated sodium cadmium bisulfate, Na(2)Cd(2)(SO(4))(3) center dot 3H(2)O, Na(2)Cd(SO(4))(2) center dot 2H(2)O, and Na(2)Cd(SO(4))(2) center dot 4H(2)O have been synthesized, and their thermal properties followed by phase transitions have been invesigated. The formation of these phases depends on the stochiometry and the time taken for crystallization from water. Na(2)Cd(2)(SO(4))(3)center dot 3H(2)O, which crystallizes in the trigonal system, space group P3c, is grown from the aqueous solution in about four weeks. The krohnkite type mineral Na(2)Cd(SO(4))(2) center dot 2H(2)O and the mineral astrakhanite, also known as blodite, Na(2)Cd (SO(4))(2)center dot 4H(2)O, crystallize concomittantly in about 24 weeks. Both these minerals belong to the monoclinic system(space group P2(1)/c). Na(2)Cd(2)(SO(4))(3)center dot 3H(2)O loses water completely when heated to 250 degrees C and transforms to a dehydrated phase (cubic system, space group I (4) over bar 3d) whose structure has been established using ab initio powder diffration techniques. Na(2)Cd(SO(4))(2)center dot 2H(2)O transforms to alpha-Na(2)Cd(SO(4))(2) (space group C2/c) on heating to 150 degrees C which is a known high ionic conductor and remains intact over prolonged periods of exposure to moisture (over six months). However, when alpha-Na(2)Cd(SO(4))(2) is heated to 570 degrees C followed by sudden quenching in liquid nitrogen beta-Na(2)Cd(SO(4))(2) (P2(1)/c) is formed. beta-Na(2)Cd(SO(4))(2) takes up water from the atmosphere and gets converted completely to the krohnkite type mineral in about four weeks. Further, beta-Na(2)Cd(SO(4))(2) has a conductivity behavior comparable to the a-form up to 280 degrees C, the temperature required for the transformation of the beta- to alpha-form. These experiments demonstrate the possibility of utilizing the abundantly available mineral sources as precursors to design materials with special properties.

Modeling of wheeled mobile robots using dextrous manipulation kinematics

Abstract—This document introduces a new kinematic simulation of a wheeled mobile robot operating on uneven terrain. Our modeling method borrows concepts from dextrous manipulation. This allows for an accurate simulation of the way 3-dimensional wheels roll over a smooth ground surface. The purpose of the simulation is to validate a new concept for design of off-road wheel suspensions, called Passive Variable Camber (PVC). We show that PVC eliminates kinematic slip for an outdoor robot. Both forward and inverse kinematics are discussed and simulation results are presented.

Whole arm manipulation using closed and hybrid planar chains: A kinematic study

This paper studies planar whole arm manipulation of a circular object using closed loop and hybrid manipulators. The manipulation is simple with fewer degrees of actuation than the task space. This is an useful operation if the initial and final positions of the object are on the same surface. Closed loop manipulator is a 4/5 bar mechanism. In hybrid manipulators a open loop manipulator with 3/4 links is attached to the floating link of 4/5 bar mechanism. The mobility analysis is carried out to find the connectivity of the object with reference to frame. The manipulation (forward kinematics) starts from a given configuration of the object and the manipulator. In hybrid manipulators determination of initial configuration involves inverse kinematics of open loop manipulator. The input joint velocities are used to demonstrate the manipulation. Conditions are specified for prehensile manipulation.

Pricing Defaultable Bonds in a Markov Modulated Market

We address the problem of pricing defaultable bonds in a Markov modulated market. Using Merton's structural approach we show that various types of defaultable bonds are combination of European type contingent claims. Thus pricing a defaultable bond is tantamount to pricing a contingent claim in a Markov modulated market. Since the market is incomplete, we use the method of quadratic hedging and minimal martingale measure to derive locally risk minimizing derivative prices, hedging strategies and the corresponding residual risks. The price of defaultable bonds are obtained as solutions to a system of PDEs with weak coupling subject to appropriate terminal and boundary conditions. We solve the system of PDEs numerically and carry out a numerical investigation for the defaultable bond prices. We compare their credit spreads with some of the existing models. We observe higher spreads in the Markov modulated market. We show how business cycles can be easily incorporated in the proposed framework. We demonstrate the impact on spreads of the inclusion of rare states that attempt to capture a tight liquidity situation. These states are characterized by low risk-free interest rate, high payout rate and high volatility.

COMPOSITE AND MULTI-SCALE COMPLIANT MECHANISMS FOR MANIPULATION AND MECHANICAL CHARACTERIZATION

In this paper, we integrate two or more compliant mechanisms to get enhanced functionality for manipulating and mechanically characterizing the grasped objects of varied size (cm to sub-mm), stiffness (1e5 to 10 N/m), and materials (cement to biological cells). The concepts of spring-lever (SL) model, stiffness maps, and non-dimensional kinetoelastostatic maps are used to design composite and multi-scale compliant mechanisms. Composite compliant mechanisms comprise two or more different mechanisms within a single elastic continuum while multi-scale ones possess the additional feature of substantial difference in the sizes of the mechanisms that are combined into one. We present three applications: (i) a composite compliant device to measure the failure load of the cement samples; (ii) a composite multi-scale compliant gripper to measure the bulk stiffness of zebrafish embryos; and (iii) a compliant gripper combined with a negative-stiffness element to reduce the overall stiffness. The prototypes of all three devices are made and tested. The cement sample needed a breaking force of 22.5 N; the zebrafish embryo is found to have bulk stiffness of about 10 N/m; and the stiffness of a compliant gripper was reduced by 99.8 % to 0.2 N/m.

Falcon: A Graph Manipulation Language for Heterogeneous Systems

Graph algorithms have been shown to possess enough parallelism to keep several computing resources busy-even hundreds of cores on a GPU. Unfortunately, tuning their implementation for efficient execution on a particular hardware configuration of heterogeneous systems consisting of multicore CPUs and GPUs is challenging, time consuming, and error prone. To address these issues, we propose a domain-specific language (DSL), Falcon, for implementing graph algorithms that (i) abstracts the hardware, (ii) provides constructs to write explicitly parallel programs at a higher level, and (iii) can work with general algorithms that may change the graph structure (morph algorithms). We illustrate the usage of our DSL to implement local computation algorithms (that do not change the graph structure) and morph algorithms such as Delaunay mesh refinement, survey propagation, and dynamic SSSP on GPU and multicore CPUs. Using a set of benchmark graphs, we illustrate that the generated code performs close to the state-of-the-art hand-tuned implementations.

Kernelization complexity of possible winner and coalitional manipulation problems in voting

In the POSSIBLE WINNER problem in computational social choice theory, we are given a set of partial preferences and the question is whether a distinguished candidate could be made winner by extending the partial preferences to linear preferences. Previous work has provided, for many common voting rules, fixed parameter tractable algorithms for the POSSIBLE WINNER problem, with number of candidates as the parameter. However, the corresponding kernelization question is still open and in fact, has been mentioned as a key research challenge 10]. In this paper, we settle this open question for many common voting rules. We show that the POSSIBLE WINNER problem for maximin, Copeland, Bucklin, ranked pairs, and a class of scoring rules that includes the Borda voting rule does not admit a polynomial kernel with the number of candidates as the parameter. We show however that the COALITIONAL MANIPULATION problem which is an important special case of the POSSIBLE WINNER problem does admit a polynomial kernel for maximin, Copeland, ranked pairs, and a class of scoring rules that includes the Borda voting rule, when the number of manipulators is polynomial in the number of candidates. A significant conclusion of our work is that the POSSIBLE WINNER problem is harder than the COALITIONAL MANIPULATION problem since the COALITIONAL MANIPULATION problem admits a polynomial kernel whereas the POSSIBLE WINNER problem does not admit a polynomial kernel. (C) 2015 Elsevier B.V. All rights reserved.