Dirichlet problem at infinity for p-harmonic functions on negatively curved spaces

The object of this dissertation is to study globally defined bounded p-harmonic functions on Cartan-Hadamard manifolds and Gromov hyperbolic metric measure spaces. Such functions are constructed by solving the so called Dirichlet problem at infinity. This problem is to find a p-harmonic function on the space that extends continuously to the boundary at inifinity and obtains given boundary values there. The dissertation consists of an overview and three published research articles. In the first article the Dirichlet problem at infinity is considered for more general A-harmonic functions on Cartan-Hadamard manifolds. In the special case of two dimensions the Dirichlet problem at infinity is solved by only assuming that the sectional curvature has a certain upper bound. A sharpness result is proved for this upper bound. In the second article the Dirichlet problem at infinity is solved for p-harmonic functions on Cartan-Hadamard manifolds under the assumption that the sectional curvature is bounded outside a compact set from above and from below by functions that depend on the distance to a fixed point. The curvature bounds allow examples of quadratic decay and examples of exponential growth. In the final article a generalization of the Dirichlet problem at infinity for p-harmonic functions is considered on Gromov hyperbolic metric measure spaces. Existence and uniqueness results are proved and Cartan-Hadamard manifolds are considered as an application.

Assessment of functional forms of crop yield loss models of invasive plant species applied in decision support tools and bioeconomic modelling

AbstractObjectives Decision support tools (DSTs) for invasive species management have had limited success in producing convincing results and meeting users' expectations. The problems could be linked to the functional form of model which represents the dynamic relationship between the invasive species and crop yield loss in the DSTs. The objectives of this study were: a) to compile and review the models tested on field experiments and applied to DSTs; and b) to do an empirical evaluation of some popular models and alternatives. Design and methods This study surveyed the literature and documented strengths and weaknesses of the functional forms of yield loss models. Some widely used models (linear, relative yield and hyperbolic models) and two potentially useful models (the double-scaled and density-scaled models) were evaluated for a wide range of weed densities, maximum potential yield loss and maximum yield loss per weed. Results Popular functional forms include hyperbolic, sigmoid, linear, quadratic and inverse models. Many basic models were modified to account for the effect of important factors (weather, tillage and growth stage of crop at weed emergence) influencing weed–crop interaction and to improve prediction accuracy. This limited their applicability for use in DSTs as they became less generalized in nature and often were applicable to a much narrower range of conditions than would be encountered in the use of DSTs. These factors' effects could be better accounted by using other techniques. Among the model empirically assessed, the linear model is a very simple model which appears to work well at sparse weed densities, but it produces unrealistic behaviour at high densities. The relative-yield model exhibits expected behaviour at high densities and high levels of maximum yield loss per weed but probably underestimates yield loss at low to intermediate densities. The hyperbolic model demonstrated reasonable behaviour at lower weed densities, but produced biologically unreasonable behaviour at low rates of loss per weed and high yield loss at the maximum weed density. The density-scaled model is not sensitive to the yield loss at maximum weed density in terms of the number of weeds that will produce a certain proportion of that maximum yield loss. The double-scaled model appeared to produce more robust estimates of the impact of weeds under a wide range of conditions. Conclusions Previously tested functional forms exhibit problems for use in DSTs for crop yield loss modelling. Of the models evaluated, the double-scaled model exhibits desirable qualitative behaviour under most circumstances.

A new type of high-order elements based on the mesh-free interpolations

We propose a new type of high-order elements that incorporates the mesh-free Galerkin formulations into the framework of finite element method. Traditional polynomial interpolation is replaced by mesh-free interpolations in the present high-order elements, and the strain smoothing technique is used for integration of the governing equations based on smoothing cells. The properties of high-order elements, which are influenced by the basis function of mesh-free interpolations and boundary nodes, are discussed through numerical examples. It can be found that the basis function has significant influence on the computational accuracy and upper-lower bounds of energy norm, when the strain smoothing technique retains the softening phenomenon. This new type of high-order elements shows good performance when quadratic basis functions are used in the mesh-free interpolations and present elements prove advantageous in adaptive mesh and nodes refinement schemes. Furthermore, it shows less sensitive to the quality of element because it uses the mesh-free interpolations and obeys the Weakened Weak (W2) formulation as introduced in [3, 5].

Fracture Behavior of Multidirectional DCB Specimen: Higher-Order Beam Theories

Mathematical models, for the stress analysis of symmetric multidirectional double cantilever beam (DCB) specimen using classical beam theory, first and higher-order shear deformation beam theories, have been developed to determine the Mode I strain energy release rate (SERR) for symmetric multidirectional composites. The SERR has been calculated using the compliance approach. In the present study, both variationally and nonvariationally derived matching conditions have been applied at the crack tip of DCB specimen. For the unidirectional and cross-ply composite DCB specimens, beam models under both plane stress and plane strain conditions in the width direction are applicable with good performance where as for the multidirectional composite DCB specimen, only the beam model under plane strain condition in the width direction appears to be applicable with moderate performance. Among the shear deformation beam theories considered, the performance of higher-order shear deformation beam theory, having quadratic variation for transverse displacement over the thickness, is superior in determining the SERR for multidirectional DCB specimen.

Cohomology with coefficients for operadic coalgebras

Corepresentations of a coalgebra over a quadratic operad are defined, and various characterizations of them are given. Cohomology of such an operadic coalgebra with coefficients in a corepresentation is then studied.

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.

The alpha method for solving differential algebraic inequality (DAI) systems

This paper describes an algorithm for ``direct numerical integration'' of the initial value Differential-Algebraic Inequalities (DAI) in a time stepping fashion using a sequential quadratic programming (SQP) method solver for detecting and satisfying active path constraints at each time step. The activation of a path constraint generally increases the condition number of the active discretized differential algebraic equation's (DAE) Jacobian and this difficulty is addressed by a regularization property of the alpha method. The algorithm is locally stable when index 1 and index 2 active path constraints and bounds are active. Subject to available regularization it is seen to be stable for active index 3 active path constraints in the numerical examples. For the high index active path constraints, the algorithm uses a user-selectable parameter to perturb the smaller singular values of the Jacobian with a view to reducing the condition number so that the simulation can proceed. The algorithm can be used as a relatively cheaper estimation tool for trajectory and control planning and in the context of model predictive control solutions. It can also be used to generate initial guess values of optimization variables used as input to inequality path constrained dynamic optimization problems. The method is illustrated with examples from space vehicle trajectory and robot path planning.

An algebraic formulation of static isotropy and design of statically isotropic 6-6 Stewart platform manipulators

In this paper, we present an algebraic method to study and design spatial parallel manipulators that demonstrate isotropy in the force and moment distributions. We use the force and moment transformation matrices separately, and derive conditions for their isotropy individually as well as in combination. The isotropy conditions are derived in closed-form in terms of the invariants of the quadratic forms associated with these matrices. The formulation is applied to a class of Stewart platform manipulator, and a multi-parameter family of isotropic manipulators is identified analytically. We show that it is impossible to obtain a spatially isotropic configuration within this family. We also compute the isotropic configurations of an existing manipulator and demonstrate a procedure for designing the manipulator for isotropy at a given configuration. (C) 2008 Elsevier Ltd. All rights reserved.

Global lopsided instability in a purely stellar galactic disc

It is shown that pure exponential discs in spiral galaxies are capable of supporting slowly varying discrete global lopsided modes, which can explain the observed features of lopsidedness in the stellar discs. Using linearized fluid dynamical equations with the softened self-gravity and pressure of the perturbation as the collective effect, we derive self-consistently a quadratic eigenvalue equation for the lopsided perturbation in the galactic disc. On solving this, we find that the ground-state mode shows the observed characteristics of the lopsidedness in a galactic disc, namely the fractional Fourier amplitude A(1), increases smoothly with the radius. These lopsided patterns precess in the disc with a very slow pattern speed with no preferred sense of precession. We show that the lopsided modes in the stellar disc are long-lived because of a substantial reduction (approximately a factor of 10 compared to the local free precession rate) in the differential precession. The numerical solution of the equations shows that the groundstate lopsided modes are either very slowly precessing stationary normal mode oscillations of the disc or growing modes with a slow growth rate depending on the relative importance of the collective effect of the self-gravity. N-body simulations are performed to test the spontaneous growth of lopsidedness in a pure stellar disc. Both approaches are then compared and interpreted in terms of long-lived global m = 1 instabilities, with almost zero pattern speed.

Dielectric, Ferroelectric and Relaxor Behavior of BaLaxBi4-xTi4O15 Ceramics

Monophasic BaLaxBi4-xTi4O15 (x = 0, 0.2, 0.4, 0.6 and 0.8) ceramics, fabricated from the powders synthesized via the solid-state reaction route exhibited relaxor behavior. Dielectric properties of the well sintered ceramics were measured in a wide frequency range (1 kHz-1 MHz) at different temperatures (300-750 K). The temperature of dielectri maximum (T-m) was found to decrease significantly from 696 K for an undoped sample (x = 0) to 395 K for the sample corresponding to the composition x = 0.8 accompanied by a decrease in the magnitude ofdielectric maximum (epsilon(m)). The temperature variation of the dielectric constant on the high temperature slope of the peak (T > T-m) was analyzed by using the Lorentz-ype quadratic law and the diffuseness of the peak was found to increase with increasing x. Vogel-Fulcher modelling of dielectric relaxation showed a decrease in freezing temperature (T-VF) (from 678 to 340 K) and an increase in the activation energy (5 to 24 meV) for the frequency dispersion with increase in x (La-3 divided by content). Strength of frequency dispersion of the phase transition increased with lanthanum content. Polarization (P)-electric field (E) hysteresis loops recorded at 373 showed a transition from a nearly squarish to slim loop hysteresis behavior with increasing lanthanum content.

Theory of laminar flame propagation with non-normal diffusion.

A study has been made of the problem of steady, one-dimensional, laminar flame propagation in premixed gases, with the Lewis number differing from (and equal to) unity. Analytical solutions, using the method of matched asymptotic expansions, have been obtained for large activation energies. Numerical solutions have been obtained for a wide range of the reduced activation temperature parameter (n {geometrically equal to} E/RTb), and the Lewis number δ. The studies reveal that the flame speed eigenvalue is linear in Lewis number for first order and quadratic in Lewis number for second order reactions. For a quick determination of flame speeds, with reasonable accuracy, a simple rule, expressing the flame speed eigenvalue as a function of the Lewis number and the centroid of the reaction rate function, is proposed. Comparisons have been made with some of the earlier works, for both first and second order reactions.

An approximate analysis of non-linear non-conservative systems subjected to step function excitation

This paper deals with the approximate analysis of the step response of non-linear nonconservative systems by the application of ultraspherical polynomials. From the differential equations for amplitude and phase, set up by the method of variation of parameters, the approximate solutions are obtained by a generalized averaging technique based on ultraspherical polynomial expansions. The Krylov-Bogoliubov results are given by a particular set of these polynomials. The method has been applied to study the step response of a cubic spring mass system in presence of viscous, material, quadratic, and mixed types of damping. The approximate results are compared with the digital and analogue computer solutions and a close agreement has been found between the analytical and the exact results.

Modeling and Forecasting Implied Volatility: Implications for Trading, Pricing, and Risk Management

Modeling and forecasting of implied volatility (IV) is important to both practitioners and academics, especially in trading, pricing, hedging, and risk management activities, all of which require an accurate volatility. However, it has become challenging since the 1987 stock market crash, as implied volatilities (IVs) recovered from stock index options present two patterns: volatility smirk(skew) and volatility term-structure, if the two are examined at the same time, presents a rich implied volatility surface (IVS). This implies that the assumptions behind the Black-Scholes (1973) model do not hold empirically, as asset prices are mostly influenced by many underlying risk factors. This thesis, consists of four essays, is modeling and forecasting implied volatility in the presence of options markets’ empirical regularities. The first essay is modeling the dynamics IVS, it extends the Dumas, Fleming and Whaley (DFW) (1998) framework; for instance, using moneyness in the implied forward price and OTM put-call options on the FTSE100 index, a nonlinear optimization is used to estimate different models and thereby produce rich, smooth IVSs. Here, the constant-volatility model fails to explain the variations in the rich IVS. Next, it is found that three factors can explain about 69-88% of the variance in the IVS. Of this, on average, 56% is explained by the level factor, 15% by the term-structure factor, and the additional 7% by the jump-fear factor. The second essay proposes a quantile regression model for modeling contemporaneous asymmetric return-volatility relationship, which is the generalization of Hibbert et al. (2008) model. The results show strong negative asymmetric return-volatility relationship at various quantiles of IV distributions, it is monotonically increasing when moving from the median quantile to the uppermost quantile (i.e., 95%); therefore, OLS underestimates this relationship at upper quantiles. Additionally, the asymmetric relationship is more pronounced with the smirk (skew) adjusted volatility index measure in comparison to the old volatility index measure. Nonetheless, the volatility indices are ranked in terms of asymmetric volatility as follows: VIX, VSTOXX, VDAX, and VXN. The third essay examines the information content of the new-VDAX volatility index to forecast daily Value-at-Risk (VaR) estimates and compares its VaR forecasts with the forecasts of the Filtered Historical Simulation and RiskMetrics. All daily VaR models are then backtested from 1992-2009 using unconditional, independence, conditional coverage, and quadratic-score tests. It is found that the VDAX subsumes almost all information required for the volatility of daily VaR forecasts for a portfolio of the DAX30 index; implied-VaR models outperform all other VaR models. The fourth essay models the risk factors driving the swaption IVs. It is found that three factors can explain 94-97% of the variation in each of the EUR, USD, and GBP swaption IVs. There are significant linkages across factors, and bi-directional causality is at work between the factors implied by EUR and USD swaption IVs. Furthermore, the factors implied by EUR and USD IVs respond to each others’ shocks; however, surprisingly, GBP does not affect them. Second, the string market model calibration results show it can efficiently reproduce (or forecast) the volatility surface for each of the swaptions markets.

Numerical simulations of crack tip fields in polycrystalline plastic solids

In this paper, modes I and II crack tip fields in polycrystalline plastic solids are studied under plane strain, small scale yielding conditions. Two different initial textures of an Al–Mg alloy, viz., continuous cast AA5754 sheets in the recrystallized and cold rolled conditions, are considered. The former is nearly-isotropic, while the latter displays distinct anisotropy. Finite element simulations are performed by employing crystal plasticity constitutive equations along with a Taylor-type homogenization as well as by using the Hill quadratic yield theory. It is found that significant texture evolution occurs close to the notch tip which profoundly influences the stress and plastic strain distributions. Also, the cold rolling texture gives rise to higher magnitude of plastic strain near the tip.

Numerical simulations of crack tip fields in polycrystalline plastic solids

In this paper, modes I and II crack tip fields in polycrystalline plastic solids are studied under plane strain, small scale yielding conditions. Two different initial textures of an Al-Mg alloy, viz.,continuous cast AA5754 sheets in the recrystallized and cold rolled conditions, are considered. The former is nearly-isotropic, while the latter displays distinct anisotropy. Finite element simulations are performed by employing crystal plasticity constitutive equations along with a Taylor-type homogenization as well as by using the Hill quadratic yield theory. It is found that significant texture evolution occurs close to the notch tip which profoundly influences the stress and plastic strain distributions. Also, the cold rolling texture gives rise to higher magnitude of plastic strain near the tip. (C) 2010 Elsevier Ltd. All rights reserved.