Rolling tachyons, random matrices, and Coulomb gas thermodynamics

Time-dependent backgrounds in string theory provide a natural testing ground for physics concerning dynamical phenomena which cannot be reliably addressed in usual quantum field theories and cosmology. A good, tractable example to study is the rolling tachyon background, which describes the decay of an unstable brane in bosonic and supersymmetric Type II string theories. In this thesis I use boundary conformal field theory along with random matrix theory and Coulomb gas thermodynamics techniques to study open and closed string scattering amplitudes off the decaying brane. The calculation of the simplest example, the tree-level amplitude of n open strings, would give us the emission rate of the open strings. However, even this has been unknown. I will organize the open string scattering computations in a more coherent manner and will argue how to make further progress.

Field Reduction Electrodes for the Possible Improvement in the Pollution Flashover Performance of Porcelain Insulators

In this paper an attempt is made to study accurately, the field distribution for various types of porcelain/ceramic insulators used forhigh voltage transmission. The surface charge Simulation method is employed for the field computation. Novel field reduction electrodes are developed to reduce the maximum field around the pin region. In order to experimentally scrutinize the performance of discs with field reduction electrodes, special artificial pollution test facility was built and utilized. The experimental results show better improvement in the pollution flashover performance of string insulators.

Sampled longest common prefix array

When augmented with the longest common prefix (LCP) array and some other structures, the suffix array can solve many string processing problems in optimal time and space. A compressed representation of the LCP array is also one of the main building blocks in many compressed suffix tree proposals. In this paper, we describe a new compressed LCP representation: the sampled LCP array. We show that when used with a compressed suffix array (CSA), the sampled LCP array often offers better time/space trade-offs than the existing alternatives. We also show how to construct the compressed representations of the LCP array directly from a CSA

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.

Protein Block Expert (PBE): a web-based protein structure analysis server using a structural alphabet

Encoding protein 3D structures into 1D string using short structural prototypes or structural alphabets opens a new front for structure comparison and analysis. Using the well-documented 16 motifs of Protein Blocks (PBs) as structural alphabet, we have developed a methodology to compare protein structures that are encoded as sequences of PBs by aligning them using dynamic programming which uses a substitution matrix for PBs. This methodology is implemented in the applications available in Protein Block Expert (PBE) server. PBE addresses common issues in the field of protein structure analysis such as comparison of proteins structures and identification of protein structures in structural databanks that resemble a given structure. PBE-T provides facility to transform any PDB file into sequences of PBs. PBE-ALIGNc performs comparison of two protein structures based on the alignment of their corresponding PB sequences. PBE-ALIGNm is a facility for mining SCOP database for similar structures based on the alignment of PBs. Besides, PBE provides an interface to a database (PBE-SAdb) of preprocessed PB sequences from SCOP culled at 95% and of all-against-all pairwise PB alignments at family and superfamily levels. PBE server is freely available at http://bioinformatics.univ-reunion.fr/ PBE/.

Nonlinear programming solutions for controlling the vibration pattern of stretched strings

The problem of controlling the vibration pattern of a driven string is considered. The basic question dealt with here is to find the control forces which reduce the energy of vibration of a driven string over a prescribed portion of its length while maintaining the energy outside that length above a desired value. The criterion of keeping the response outside the region of energy reduction as close to the original response as possible is introduced as an additional constraint. The slack unconstrained minimization technique (SLUMT) has been successfully applied to solve the above problem. The effect of varying the phase of the control forces (which results in a six-variable control problem) is then studied. The nonlinear programming techniques which have been effectively used to handle problems involving many variables and constraints therefore offer a powerful tool for the solution of vibration control problems.

Exploring glueball wave functions on the lattice

We calculate the string tension and 0++ and 2++ glueball masses in pure gauge QCD using an improved lattice action. We compare various smearing methods, and find that the best glueball signal is obtained using smeared Wilson loops of a size of about 0.5 fm. Our results for mass ratios m0++/√σ=3.5(3) and m2++/m0++=1.6(2) are consistent with those computed with the simple plaquette action.

A nanosecond molecular dynamics study of antiparallel d(G)(7) quadruplex structures: Effect of the coordinated cations

Nanosecond scale molecular dynamics simulations have been performed on antiparallel Greek key type d(G(7)) quadruplex structures with different coordinated ions, namely Na+ and K+ ion, water and Na+ counter ions, using the AMBER force field and Particle Mesh Ewald technique for electrostatic interactions. Antiparallel structures are stable during the simulation, with root mean square deviation values of similar to1.5 Angstrom from the initial structures. Hydrogen bonding patterns within the G-tetrads depend on the nature of the coordinated ion, with the G-tetrad undergoing local structural variation to accommodate different cations. However, alternating syn-anti arrangement of bases along a chain as well as in a quartet is maintained through out the MD simulation. Coordinated Na+ ions, within the quadruplex cavity are quite mobile within the central channel and can even enter or exit from the quadruplex core, whereas coordinated K+ ions are quite immobile. MD studies at 400 K indicate that K+ ion cannot come out from the quadruplex core without breaking the terminal G-tetrads. Smaller grooves in antiparallel structures are better binding sites for hydrated counter ions, while a string of hydrogen bonded water molecules are observed within both the small and large grooves. The hydration free energy for the K+ ion coordinated structure is more favourable than that for the Na+ ion coordinated antiparallel quadruplex structure.

Study of stress Relief Patterns In Diamond-Like Carbon-Films

An optical microscopy study of stress relief patterns in diamondlike carbon films is presented. Interesting stress relief patterns are observed which include the well known sinusoidal type, branching pattern and string of beads pattern. The last one is shown to relieve stresses under marginal conditions. Two new stress relief patterns are noted in the present study. One of them is of a sinusoidal shape with two extra branches at every peak position. The distribution of different stress relief forms from the outer edge of the films towards the interior is markedly dependent on film thickness. Our new patterns support the approach in which the stress relief forms have been analysed earlier using the theory of plate buckling.

Taking Multiple Infections of Cells and Recombination into Account Leads to Small Within-Host Effective-Population-Size Estimates of HIV-1

Whether HIV-1 evolution in infected individuals is dominated by deterministic or stochastic effects remains unclear because current estimates of the effective population size of HIV-1 in vivo, N-e, are widely varying. Models assuming HIV-1 evolution to be neutral estimate N-e similar to 10(2)-10(4), smaller than the inverse mutation rate of HIV-1 (similar to 10(5)), implying the predominance of stochastic forces. In contrast, a model that includes selection estimates N-e>10(5), suggesting that deterministic forces would hold sway. The consequent uncertainty in the nature of HIV-1 evolution compromises our ability to describe disease progression and outcomes of therapy. We perform detailed bit-string simulations of viral evolution that consider large genome lengths and incorporate the key evolutionary processes underlying the genomic diversification of HIV-1 in infected individuals, namely, mutation, multiple infections of cells, recombination, selection, and epistatic interactions between multiple loci. Our simulations describe quantitatively the evolution of HIV-1 diversity and divergence in patients. From comparisons of our simulations with patient data, we estimate N-e similar to 10(3)-10(4), implying predominantly stochastic evolution. Interestingly, we find that N-e and the viral generation time are correlated with the disease progression time, presenting a route to a priori prediction of disease progression in patients. Further, we show that the previous estimate of N-e>10(5) reduces as the frequencies of multiple infections of cells and recombination assumed increase. Our simulations with N-e similar to 10(3)-10(4) may be employed to estimate markers of disease progression and outcomes of therapy that depend on the evolution of viral diversity and divergence.

Guessing Revisited: A Large Deviations Approach

The problem of guessing a random string is revisited. A close relation between guessing and compression is first established. Then it is shown that if the sequence of distributions of the information spectrum satisfies the large deviation property with a certain rate function, then the limiting guessing exponent exists and is a scalar multiple of the Legendre-Fenchel dual of the rate function. Other sufficient conditions related to certain continuity properties of the information spectrum are briefly discussed. This approach highlights the importance of the information spectrum in determining the limiting guessing exponent. All known prior results are then re-derived as example applications of our unifying approach.

Altered ultrastructure of rinderpest virus and its nucleocapsids induced by 5-fluorouracil

he ultrastructure of purified rinderpest virus and intracellular viral nucleocapsids from infected vero cells treated with a subtoxic dose of 5-fluorouracil (5-Fu) (1 mug/ml), has been analysed by transmission electron microscopy, and compared with that of normal virus particle and nucleocapsids. The results reveal dramatic alterations in the structure of both virions and nucleocapsids. The surface glycoprotein projection of virions was not seen or present at a much reduced level. The intracellular nucleocapsids showed pronounced structural changes,with respect to size, shape and fine structure. The length of treated nucleocapsids is much smaller as compared to the control. The central hollow core is missing in case of drug-treated nucleocapsid and the herring bone structure is replaced by a 'beads on string' structure. The presence of N protein, which is a major structural component of nucleocapsids was seen in 5-Fu-treated cells, but it was associated with a predominantly diffused form of nucleocapsids as seen by immunoelectron microscopy. We report here the first definitive and visual evidence of altered structure of virions and their nucleocapsids after 5-Fu treatment

Affine Hall-Littlewood Functions for A(1)((1)) And Some Constant Term Identities of Cherednik-Macdonald-Mehta Type

We study t-analogs of string functions for integrable highest weight representations of the affine Kac-Moody algebra A(1)((1)). We obtain closed form formulas for certain t-string functions of levels 2 and 4. As corollaries, we obtain explicit identities for the corresponding affine Hall-Littlewood functions, as well as higher level generalizations of Cherednik's Macdonald and Macdonald-Mehta constant term identities.

Investigations on the Corona performance of a Ceramic disc Insulators integrated with Field Reduction Electrode

This paper presents laboratory investigations on the visible corona and discharge radio noise. Experimental investigations are carried on various types of normal and anti-fog types of ceramic disc insulator at the recently established artificial pollution experimental facility. The results obtained from the experimental investigations show better performance for the disc insulators fitted with field reduction electrodes. In addition to the corona and radio noise investigations the comparisons are also made for the experimental results of the potential distribution across the insulator string (with and without filed reduction electrode) with the simulation results obtained by using Surface Charge Simulation Method.