973 resultados para mixed-stock analysis


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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.

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Perhaps the most fundamental prediction of financial theory is that the expected returns on financial assets are determined by the amount of risk contained in their payoffs. Assets with a riskier payoff pattern should provide higher expected returns than assets that are otherwise similar but provide payoffs that contain less risk. Financial theory also predicts that not all types of risks should be compensated with higher expected returns. It is well-known that the asset-specific risk can be diversified away, whereas the systematic component of risk that affects all assets remains even in large portfolios. Thus, the asset-specific risk that the investor can easily get rid of by diversification should not lead to higher expected returns, and only the shared movement of individual asset returns – the sensitivity of these assets to a set of systematic risk factors – should matter for asset pricing. It is within this framework that this thesis is situated. The first essay proposes a new systematic risk factor, hypothesized to be correlated with changes in investor risk aversion, which manages to explain a large fraction of the return variation in the cross-section of stock returns. The second and third essays investigate the pricing of asset-specific risk, uncorrelated with commonly used risk factors, in the cross-section of stock returns. The three essays mentioned above use stock market data from the U.S. The fourth essay presents a new total return stock market index for the Finnish stock market beginning from the opening of the Helsinki Stock Exchange in 1912 and ending in 1969 when other total return indices become available. Because a total return stock market index for the period prior to 1970 has not been available before, academics and stock market participants have not known the historical return that stock market investors in Finland could have achieved on their investments. The new stock market index presented in essay 4 makes it possible, for the first time, to calculate the historical average return on the Finnish stock market and to conduct further studies that require long time-series of data.

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An analysis is performed to study the flow and heat transfer characteristics for the case of laminar mixed convection along a vertical circular cone. A mixed-convection parameter is introduced in the formulation of the problem such that smooth transition from one convective limit to the other is possible. The transformed conservation equations of the nonsimilar boundary layers are solved by an efficient finite-difference method.

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The mixed convection flow due to a line thermal source embedded at the leading edge of an adiabatic vertical plane surface immersed in a saturated porous medium has been studied. Both weakly and strongly buoyant plume regimes have been considered. The cases of buoyancy assisting and buoyancy opposing flow conditions have been incorporated in the analysis. The results are presented for the entire range of buoyancy parameter from the pure forced convection (xgr=0) to the pure free convection (xgr rarr infin@#@) regimes. For buoyancy-assisting flow, the wall temperature and the velocity at the wall increase as the plume strength increases. However, they all decrease as the free-stream velocity increases. For buoyancyopposing flow, the temperature at the wall increases as the strength of the plume increases but velocity at the wall decreases.

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The analysis of clearance fit joints falls within the realm of mixed boundary problems with moving boundaries. In this paper, this problem is solved by a simple continuum method of analysis applying an inverse technique; the region of contact is specified and the corresponding causative load is evaluated. Illustrations are given for a rigid clearance fit pin in a large elastic plate with smooth zero-shear interface between pin and plate, under biaxial plate stress at infinity and due to load transfer through pin.

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Protein tyrosine phosphorylation plays an important role in cell growth, development and oncogenesis. No classical protein tyrosine kinase has hitherto been cloned from plants. Does protein tyrosine kinase exist in plants? To address this, we have performed a genomic survey of protein tyrosine kinase motifs in plants using the delineated tyrosine phosphorylation motifs from the animal system. The Arabidopsis thaliana genome encodes 57 different protein kinases that have tyrosine kinase motifs. Animal non-receptor tyrosine kinases, SRC, ABL, LYN, FES, SEK, KIN and RAS have structural relationship with putative plant tyrosine kinases. In an extended analysis, animal receptor and non-receptor kinases, Raf and Ras kinases, mixed lineage kinases and plant serine/threonine/tyrosine (STY) protein kinases, form a well-supported group sharing a common origin within the superfamily of STY kinases. We report that plants lack bona fide tyrosine kinases, which raise an intriguing possibility that tyrosine phosphorylation is carried out by dual-specificity STY protein kinases in plants. The distribution pattern of STY protein kinase families on Arabidopsis chromosomes indicates that this gene family is partly a consequence of duplication and reshuffling of the Arabidopsis genome and of the generation of tandem repeats. Genome-wide analysis is supported by the functional expression and characterization of At2g24360 and phosphoproteomics of Arabidopsis. Evidence for tyrosine phosphorylated proteins is provided by alkaline hydrolysis, anti-phosphotyrosine immunoblotting, phosphoamino acid analysis and peptide mass fingerprinting. These results report the first comprehensive survey of genome-wide and tyrosine phosphoproteome analysis of plant STY protein kinases.

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A boundary layer analysis of mixed convective motion over a hot horizontal flat plate is performed under the conditions of steady flow and low speed. Use of the Howarth-Dorodnytsyn transformation makes it possible to dispense with the usual Boussinesq approximation, and variable gas properties are accounted for via the assumption that dynamic viscosity and thermal conductivity are proportional to the absolute temperature. The formulation presented enables the entire mixed convection regime to be described by a single set of equations. Finite difference solutions when the Prandtl number is 0.72 are obtained over the entire range of the mixed convection parameter ξ from 0 (free convection) to 1 (forced convection) and heating parameter ▵ values from 2 to 12. The effects of both ξ and ▵on the velocity profiles, the temperature profiles, and the variation of skin friction and heat transfer functions are clearly illustrated in tables and graphs.

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The unsteady two-dimensional laminar mixed convection flow in the stagnation region of a vertical surface has been studied where the buoyancy forces are due to both the temperature and concentration gradients. The unsteadiness in the flow and temperature fields is caused by the time-dependent free stream velocity. Both arbitrary wall temperature and concentration, and arbitrary surface heat and mass flux variations have been considered. The Navier-Stokes equations, the energy equation and the concentration equation, which are coupled nonlinear partial differential equations with three independent variables, have been reduced to a set of nonlinear ordinary differential equations. The analysis has also been done using boundary layer approximations and the difference between the solutions has been discussed. The governing ordinary differential equations for buoyancy assisting and buoyancy opposing regions have been solved numerically using a shooting method. The skin friction, heat transfer and mass transfer coefficients increase with the buoyancy parameter. However, the skin friction coefficient increases with the parameter lambda, which represents the unsteadiness in the free stream velocity, but the heat and mass transfer coefficients decrease. In the case of buoyancy opposed flow, the solution does not exist beyond a certain critical value of the buoyancy parameter. Also, for a certain range of the buoyancy parameter dual solutions exist.

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Homomorphic analysis and pole-zero modeling of electrocardiogram (ECG) signals are presented in this paper. Four typical ECG signals are considered and deconvolved into their minimum and maximum phase components through cepstral filtering, with a view to study the possibility of more efficient feature selection from the component signals for diagnostic purposes. The complex cepstra of the signals are linearly filtered to extract the basic wavelet and the excitation function. The ECG signals are, in general, mixed phase and hence, exponential weighting is done to aid deconvolution of the signals. The basic wavelet for normal ECG approximates the action potential of the muscle fiber of the heart and the excitation function corresponds to the excitation pattern of the heart muscles during a cardiac cycle. The ECG signals and their components are pole-zero modeled and the pole-zero pattern of the models can give a clue to classify the normal and abnormal signals. Besides, storing only the parameters of the model can result in a data reduction of more than 3:1 for normal signals sampled at a moderate 128 samples/s

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People with coeliac disease have to maintain a gluten-free diet, which means excluding wheat, barley and rye prolamin proteins from their diet. Immunochemical methods are used to analyse the harmful proteins and to control the purity of gluten-free foods. In this thesis, the behaviour of prolamins in immunological gluten assays and with different prolamin-specific antibodies was examined. The immunoassays were also used to detect residual rye prolamins in sourdough systems after enzymatic hydrolysis and wheat prolamins after deamidation. The aim was to characterize the ability of the gluten analysis assays to quantify different prolamins in varying matrices in order to improve the accuracy of the assays. Prolamin groups of cereals consist of a complex mixture of proteins that vary in their size and amino acid sequences. Two common characteristics distinguish prolamins from other cereal proteins. Firstly, they are soluble in aqueous alcohols, and secondly, most of the prolamins are mainly formed from repetitive amino acid sequences containing high amounts of proline and glutamine. The diversity among prolamin proteins sets high requirements for their quantification. In the present study, prolamin contents were evaluated using enzyme-linked immunosorbent assays based on ω- and R5 antibodies. In addition, assays based on A1 and G12 antibodies were used to examine the effect of deamidation on prolamin proteins. The prolamin compositions and the cross-reactivity of antibodies with prolamin groups were evaluated with electrophoretic separation and Western blotting. The results of this thesis research demonstrate that the currently used gluten analysis methods are not able to accurately quantify barley prolamins, especially when hydrolysed or mixed in oats. However, more precise results can be obtained when the standard more closely matches the sample proteins, as demonstrated with barley prolamin standards. The study also revealed that all of the harmful prolamins, i.e. wheat, barley and rye prolamins, are most efficiently extracted with 40% 1-propanol containing 1% dithiothreitol at 50 °C. The extractability of barley and rye prolamins was considerably higher with 40% 1-propanol than with 60% ethanol, which is typically used for prolamin extraction. The prolamin levels of rye were lowered by 99.5% from the original levels when an enzyme-active rye-malt sourdough system was used for prolamin degradation. Such extensive degradation of rye prolamins suggest the use of sourdough as a part of gluten-free baking. Deamidation increases the diversity of prolamins and improves their solubility and ability to form structures such as emulsions and foams. Deamidation changes the protein structure, which has consequences for antibody recognition in gluten analysis. According to the resuts of the present work, the analysis methods were not able to quantify wheat gluten after deamidation except at very high concentrations. Consequently, deamidated gluten peptides can exist in food products and remain undetected, and thus cause a risk for people with gluten intolerance. The results of this thesis demonstrate that current gluten analysis methods cannot accurately quantify prolamins in all food matrices. New information on the prolamins of rye and barley in addition to wheat prolamins is also provided in this thesis, which is essential for improving gluten analysis methods so that they can more accurately quantify prolamins from harmful cereals.

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A series of mixed ligand cobalt(III) complexes having the general formula Co(EA)X [where EA = dianion of N,N′-ethylenebis(acetylacetonimine) and X = anion of isonitroso-acetylacetone, IAA; isonitrosobenzoylacetone, IBA; isonitrosodibenzoylmethane, IDBM; isonitrosoethylacetoacetate, IEA; isonitrosoacetoacetanillide, IAN; isonitrosoethylmethylketone, IEMK; isonitrosobenzylmethylketone, IBMK and isonitrosopropiophenone, IPP] have been synthesised and characterised. A facial-cis-β structure (cis with respect to the coordinated two oxygen atoms of EA) with N,N,N,O,O,O ligational environment has been assigned for the complexes. The characterisation of the complexes has been based upon chemical analysis, electrical conductivity, magnetic moment, IR, PMR and electronic spectra.

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The aim of the thesis is to assess the fishery of Baltic cod, herring and sprat by simulation over 50 years time period. We form a bioeconomic multispecies model for the species. We include species interactions into the model because especially cod and sprat stocks have significant effects on each other. We model the development of population dynamics, catches and profits of the fishery with current fishing mortalities, as well as with the optimal profit maximizing fishing mortalities. Thus, we see how the fishery would develop with current mortalities, and how the fishery should be developed in order to yield maximal profits. Especially cod stock has been quite low recently and by optimizing the fishing mortality it could get recovered. In addition, we assess what would happen to the fisheries of the species if more favourable environmental conditions for cod recruitment dominate in the Baltic Sea. The results may yield new information for the fisheries management. According to the results the fishery of Baltic cod, herring and sprat are not at the most profitable level. The fishing mortalities of each species should be lower in order to maximize the profits. By fishing mortality optimizing the net present value would be almost three times higher in the simulation period. The lower fishing mortality of cod would result in a cod stock recovery. If the environmental conditions in the Baltic Sea improved, cod stock would recover even without a decrease in the fishing mortality. Then the increased cod stock would restrict herring and sprat stock remarkably, and harvesting of these species would not be as profitable anymore.

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Static and vibration problems of an indeterminate continuum are traditionally analyzed by the stiffness method. The force method is more or less non-existent for such problems. This situation is primarily due to the incomplete state of development of the compatibility conditions which are essential for the analysis of indeterminate structures by the flexibility method. The understanding of the Compatibility Conditions (CC) has been substantially augmented. Based on the understanding of CC, a novel formulation termed the Integrated Force Method (IFM) has been established. In this paper IFM has been extended for the static and vibration analyses of a continuum. The IFM analysis is illustrated taking three examples: 1. (1) rectangular plate in flexure 2. (2) analysis of a cantilevered dam 3. (3) free vibration analysis of a beam. From the examples solved it is observed that the force response of an indeterminate continuum with mixed boundary conditions can be generated by IFM without any reference to displacements in the field or on the boundary. Displacements if required can be calculated by back substitution.

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The nonsimilar non-Darcy mixed convection flow about a heated horizontal surface in a saturated porous medium has been studied when the surface temperature is a power function of distance (Tw = T∞ ± Axλ). The analysis is performed for the cases of parallel and stagnation flows with favourable induced pressure gradient. The partial differential equations governing the flow have been solved numerically using the Keller box method. The heat transfer is enhanced due to the buoyancy parameter and wall temperature, but the non-Darcy parameter reduces it. For non-Darcy flow, the similarity solution exists only for the case of parallel flow.

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Tris(dicyclohexylamino)silane. (DCA)3SiH. is prepared by the reaction of trichlorosilane with dicyclohexylamine. This is found to undergo transamination reactions with other secondary amines (R2NH). such as pyrrolidine, piperidine, hexamethyleneimine. morpholine. N-methylpiperazine and diethylamine to yield mixed tri(amino)silanes of the formula (DCA)(R2N)2SiH in quantitative yields. These new derivatives are found to be moisture sensitive and hydrolyze to yield their respective amines, hydrogen and silica. They are found to be stable in an inert atmosphere. They have been characterized by IR, NMR (H-1, Si-29), mass spectroscopy and CHN analysis. N-15 NMR for one of the compounds has been done.