Stochastic particle models: mean reversion and burgers dynamics. An application to commodity markets

The aim of this study is to propose a stochastic model for commodity markets linked with the Burgers equation from fluid dynamics. We construct a stochastic particles method for commodity markets, in which particles represent market participants. A discontinuity in the model is included through an interacting kernel equal to the Heaviside function and its link with the Burgers equation is given. The Burgers equation and the connection of this model with stochastic differential equations are also studied. Further, based on the law of large numbers, we prove the convergence, for large N, of a system of stochastic differential equations describing the evolution of the prices of N traders to a deterministic partial differential equation of Burgers type. Numerical experiments highlight the success of the new proposal in modeling some commodity markets, and this is confirmed by the ability of the model to reproduce price spikes when their effects occur in a sufficiently long period of time.

Study of the application of the high performance liquid chromatography-particle beam interface-mass spectrometry technique on some pesiticides and the reduction phenomena in the system

This work includes two major parts. The first part of the work concentrated on the studies of the application of the highperfonnance liquid chromatography-particle beam interface-mass spectrometry system of some pesticides. Factors that have effects on the detection sensitivity were studied. The linearity ranges and detection limits of ten pesticides are also given in this work. The second part of the work concentrated on the studies of the reduction phenomena of nitro compounds in the HPLC-PB-MS system. Direct probe mass spectrometry and gas chromatography-mass spectrometry techniques were also used in the work. Factors that have effects on the reduction of the nitro compounds were studied, and the possible explanation is proposed. The final part of this work included the studies of reduction behavior of some other compounds in the HPLC-PB-MS system, included in them are: quinones, sulfoxides, and sulfones.

Particle swarm optimization for two-connected networks with bounded rings

The Two-Connected Network with Bounded Ring (2CNBR) problem is a network design problem addressing the connection of servers to create a survivable network with limited redirections in the event of failures. Particle Swarm Optimization (PSO) is a stochastic population-based optimization technique modeled on the social behaviour of flocking birds or schooling fish. This thesis applies PSO to the 2CNBR problem. As PSO is originally designed to handle a continuous solution space, modification of the algorithm was necessary in order to adapt it for such a highly constrained discrete combinatorial optimization problem. Presented are an indirect transcription scheme for applying PSO to such discrete optimization problems and an oscillating mechanism for averting stagnation.

Generating Aesthetically Pleasing Images in a Virtual Environment using Particle Swarm Optimization

This research focuses on generating aesthetically pleasing images in virtual environments using the particle swarm optimization (PSO) algorithm. The PSO is a stochastic population based search algorithm that is inspired by the flocking behavior of birds. In this research, we implement swarms of cameras flying through a virtual world in search of an image that is aesthetically pleasing. Virtual world exploration using particle swarm optimization is considered to be a new research area and is of interest to both the scientific and artistic communities. Aesthetic rules such as rule of thirds, subject matter, colour similarity and horizon line are all analyzed together as a multi-objective problem to analyze and solve with rendered images. A new multi-objective PSO algorithm, the sum of ranks PSO, is introduced. It is empirically compared to other single-objective and multi-objective swarm algorithms. An advantage of the sum of ranks PSO is that it is useful for solving high-dimensional problems within the context of this research. Throughout many experiments, we show that our approach is capable of automatically producing images satisfying a variety of supplied aesthetic criteria.

Effect of calcium-modulating cyclophilin ligand on human immunodeficiency virus type 1 particle release and cell surface expression of Tetherin

The HIV-1 accessory protein Vpu enhances virus particle release by counteracting a host factor that retains virions at the cell surface of infected cells. It was recently demonstrated that cellular protein BST2/CD317/Tetherin restricts HIV-1 release in a Vpu-dependent manner. CAML was also proposed to be involved in this process. We investigated whether CAML is involved in Tetherin cell-surface expression. Here, we show that CAML over-expression in permissive Cos-7 cells or CAML depletion in restrictive HeLa cells has no effect on HIV-1 release nor on Tetherin surface expression, indicating that CAML is not required for Tetherin-mediated restriction of HIV-1 release.

STUDIES ON THE STRESS FLUCTUATIONS IN SHEARED STOKESIAN SUSPENSIONS USING CHAOS THEORY AND NONLINEAR DYNAMICS

The thesis report results obtained from a detailed analysis of the fluctuations of the rheological parameters viz. shear and normal stresses, simulated by means of the Stokesian Dynamics method, of a macroscopically homogeneous sheared suspension of neutrally buoyant non-Brownian suspension of identical spheres in the Couette gap between two parallel walls in the limit of vanishingly small Reynolds numbers using the tools of non-linear dynamics and chaos theory for a range of particle concentration and Couette gaps. The thesis used the tools of nonlinear dynamics and chaos theory viz. average mutual information, space-time separation plots, visual recurrence analysis, principal component analysis, false nearest-neighbor technique, correlation integrals, computation of Lyapunov exponents for a range of area fraction of particles and for different Couette gaps. The thesis observed that one stress component can be predicted using another stress component at the same area fraction. This implies a type of synchronization of one stress component with another stress component. This finding suggests us to further analysis of the synchronization of stress components with another stress component at the same or different area fraction of particles. The different model equations of stress components for different area fraction of particles hints at the possible existence a general formula for stress fluctuations with area fraction of particle as a parameter

Studies on the dynamics and rheology of dilute suspensions of Brownian particles in simple shear flow under the action of an external force

We present a novel approach to computing the orientation moments and rheological properties of a dilute suspension of spheroids in a simple shear flow at arbitrary Peclct number based on a generalised Langevin equation method. This method differs from the diffusion equation method which is commonly used to model similar systems in that the actual equations of motion for the orientations of the individual particles are used in the computations, instead of a solution of the diffusion equation of the system. It also differs from the method of 'Brownian dynamics simulations' in that the equations used for the simulations are deterministic differential equations even in the presence of noise, and not stochastic differential equations as in Brownian dynamics simulations. One advantage of the present approach over the Fokker-Planck equation formalism is that it employs a common strategy that can be applied across a wide range of shear and diffusion parameters. Also, since deterministic differential equations are easier to simulate than stochastic differential equations, the Langevin equation method presented in this work is more efficient and less computationally intensive than Brownian dynamics simulations.We derive the Langevin equations governing the orientations of the particles in the suspension and evolve a procedure for obtaining the equation of motion for any orientation moment. A computational technique is described for simulating the orientation moments dynamically from a set of time-averaged Langevin equations, which can be used to obtain the moments when the governing equations are harder to solve analytically. The results obtained using this method are in good agreement with those available in the literature.The above computational method is also used to investigate the effect of rotational Brownian motion on the rheology of the suspension under the action of an external force field. The force field is assumed to be either constant or periodic. In the case of con- I stant external fields earlier results in the literature are reproduced, while for the case of periodic forcing certain parametric regimes corresponding to weak Brownian diffusion are identified where the rheological parameters evolve chaotically and settle onto a low dimensional attractor. The response of the system to variations in the magnitude and orientation of the force field and strength of diffusion is also analyzed through numerical experiments. It is also demonstrated that the aperiodic behaviour exhibited by the system could not have been picked up by the diffusion equation approach as presently used in the literature.The main contributions of this work include the preparation of the basic framework for applying the Langevin method to standard flow problems, quantification of rotary Brownian effects by using the new method, the paired-moment scheme for computing the moments and its use in solving an otherwise intractable problem especially in the limit of small Brownian motion where the problem becomes singular, and a demonstration of how systems governed by a Fokker-Planck equation can be explored for possible chaotic behaviour.

Studies all transport and magnetic properties of nano particle doped MgB2 superconductor for technological applications

This thesis Entitled Studies on transport and magnetic properties of nano particle doped mgb2 superconductor for technological applications.The thesis ahead focuses on the establishment of enhanced superconducting properties in bulk MgB2 via nano particle doping and its conversion into mono/multifilamentary wires. Further, an attempt has also been made to develop prototypes of MgB2 coil and conduction cooled current lead for technological applications. The thesis is configured into 6 chapters. The opening chapter gives an idea on the phenomenon of superconductivity, the various types of superconductors and its applications in different fields. The second chapter is an introduction on MgB2 superconductor and its relevance which includes crystal and electronic structure, superconducting mechanism, basic superconducting properties along with its present international status. The third chapter provides details on the preparation and characterization techniques followed through out the study on MgB2. Fourth chapter discusses the effect of processing temperature and chemical doping using nano sized dopants on the superconducting properties of MgB2• Fifth chapter deals with the optimization of processing parameters and novel preparation techniques for wire fabrication. Sixth chapter furnishes the preparation of multifilamentary wires with various filament configurations, their electromechanical properties and it also incorporates the development of an MgB2 coil and a general purpose conduction cooled current lead.

Normalization factors for magnetic relaxation of small particle systems in non-zero magnetic field.

We critically discuss relaxation experiments in magnetic systems that can be characterized in terms of an energy barrier distribution, showing that proper normalization of the relaxation data is needed whenever curves corresponding to different temperatures are to be compared. We show how these normalization factors can be obtained from experimental data by using the Tln (t/t0) scaling method without making any assumptions about the nature of the energy barrier distribution. The validity of the procedure is tested using a ferrofluid of Fe3O4 particles.

Capillary electrophoresis characterisation of a rapid prototyped PMMA chip for particle analysis

Màster en Nanociència i Nanotecnologia

Bulk and single-particle properties of hyperonic matter at finite temperature

Bulk and single-particle properties of hot hyperonic matter are studied within the Brueckner-Hartree-Fock approximation extended to finite temperature. The bare interaction in the nucleon sector is the Argonne V18 potential supplemented with an effective three-body force to reproduce the saturating properties of nuclear matter. The modern Nijmegen NSC97e potential is employed for the hyperon-nucleon and hyperon-hyperon interactions. The effect of temperature on the in-medium effective interaction is found to be, in general, very small and the single-particle potentials differ by at most 25% for temperatures in the range from 0 to 60 MeV. The bulk properties of infinite matter of baryons, either nuclear isospin symmetric or a Beta-stable composition that includes a nonzero fraction of hyperons, are obtained. It is found that the presence of hyperons can modify the thermodynamical properties of the system in a non-negligible way.

Squeezed Coherent State Representation of Scalar Field and Particle Production in the Early Universe

The present work is an attempt to explain particle production in the early univese. We argue that nonzero values of the stress-energy tensor evaluated in squeezed vacuum state can be due to particle production and this supports the concept of particle production from zero-point quantum fluctuations. In the present calculation we use the squeezed coherent state introduced by Fan and Xiao [7]. The vacuum expectation values of stressenergy tensor defined prior to any dynamics in the background gravitational field give all information about particle production. Squeezing of the vacuum is achieved by means of the background gravitational field, which plays the role of a parametric amplifier [8]. The present calculation shows that the vacuum expectation value of the energy density and pressure contain terms in addition to the classical zero-point energy terms. The calculation of the particle production probability shows that the probability increases as the squeezing parameter increases, reaches a maximum value, and then decreases.

Squeezed Coherent State Representation of Scalar Field and Particle Production in the Early Universe

The present work is an attempt to explain particle production in the early univese. We argue that nonzero values of the stress-energy tensor evaluated in squeezed vacuum state can be due to particle production and this supports the concept of particle production from zero-point quantum fluctuations. In the present calculation we use the squeezed coherent state introduced by Fan and Xiao [7]. The vacuum expectation values of stressenergy tensor defined prior to any dynamics in the background gravitational field give all information about particle production. Squeezing of the vacuum is achieved by means of the background gravitational field, which plays the role of a parametric amplifier [8]. The present calculation shows that the vacuum expectation value of the energy density and pressure contain terms in addition to the classical zero-point energy terms. The calculation of the particle production probability shows that the probability increases as the squeezing parameter increases, reaches a maximum value, and then decreases.