Theory of Non-linear Waves in Multi-dimensions: with Special Reference to Surface Water Waves

The surface water waves are "modal" waves in which the "physical space" (t, x, y, z) is the product of a propagation space (t, x, y) and a cross space, the z-axis in the vertical direction. We have derived a new set of equations for the long waves in shallow water in the propagation space. When the ratio of the amplitude of the disturbance to the depth of the water is small, these equations reduce to the equations derived by Whitham (1967) by the variational principle. Then we have derived a single equation in (t, x, y)-space which is a generalization of the fourth order Boussinesq equation for one-dimensional waves. In the neighbourhood of a wave froat, this equation reduces to the multidimensional generalization of the KdV equation derived by Shen & Keller (1973). We have also included a systematic discussion of the orders of the various non-dimensional parameters. This is followed by a presentation of a general theory of approximating a system of quasi-linear equations following one of the modes. When we apply this general method to the surface water wave equations in the propagation space, we get the Shen-Keller equation.

Interdependence between Greece and other European stock markets: A comparison of wavelet and VMD copula, and the portfolio implications

The interdependence of Greece and other European stock markets and the subsequent portfolio implications are examined in wavelet and variational mode decomposition domain. In applying the decomposition techniques, we analyze the structural properties of data and distinguish between short and long term dynamics of stock market returns. First, the GARCH-type models are fitted to obtain the standardized residuals. Next, different copula functions are evaluated, and based on the conventional information criteria and time varying parameter, Joe-Clayton copula is chosen to model the tail dependence between the stock markets. The short-run lower tail dependence time paths show a sudden increase in comovement during the global financial crises. The results of the long-run dependence suggest that European stock markets have higher interdependence with Greece stock market. Individual country’s Value at Risk (VaR) separates the countries into two distinct groups. Finally, the two-asset portfolio VaR measures provide potential markets for Greece stock market investment diversification.

Possible high-temperature superconducting state with a d plus id pairing symmetry in doped graphene

Motivated by a suggestion in our earlier work [G. Baskaran, Phys. Rev. B 65, 212505 (2002)], we study electron correlation driven superconductivity in doped graphene where on-site correlations are believed to be of intermediate strength. Using an extensive variational Monte Carlo study of the repulsive Hubbard model and a correlated ground state wave function, we show that doped graphene supports a superconducting ground state with a d+id pairing symmetry. We estimate superconductivity reaching room temperatures at an optimal doping of about 15%-20%. Our work suggests that correlations can stabilize superconductivity even in systems with intermediate coupling.

Towards the Use of Radar Winds in Numerical Weather Prediction

Numerical weather prediction (NWP) models provide the basis for weather forecasting by simulating the evolution of the atmospheric state. A good forecast requires that the initial state of the atmosphere is known accurately, and that the NWP model is a realistic representation of the atmosphere. Data assimilation methods are used to produce initial conditions for NWP models. The NWP model background field, typically a short-range forecast, is updated with observations in a statistically optimal way. The objective in this thesis has been to develope methods in order to allow data assimilation of Doppler radar radial wind observations. The work has been carried out in the High Resolution Limited Area Model (HIRLAM) 3-dimensional variational data assimilation framework. Observation modelling is a key element in exploiting indirect observations of the model variables. In the radar radial wind observation modelling, the vertical model wind profile is interpolated to the observation location, and the projection of the model wind vector on the radar pulse path is calculated. The vertical broadening of the radar pulse volume, and the bending of the radar pulse path due to atmospheric conditions are taken into account. Radar radial wind observations are modelled within observation errors which consist of instrumental, modelling, and representativeness errors. Systematic and random modelling errors can be minimized by accurate observation modelling. The impact of the random part of the instrumental and representativeness errors can be decreased by calculating spatial averages from the raw observations. Model experiments indicate that the spatial averaging clearly improves the fit of the radial wind observations to the model in terms of observation minus model background (OmB) standard deviation. Monitoring the quality of the observations is an important aspect, especially when a new observation type is introduced into a data assimilation system. Calculating the bias for radial wind observations in a conventional way can result in zero even in case there are systematic differences in the wind speed and/or direction. A bias estimation method designed for this observation type is introduced in the thesis. Doppler radar radial wind observation modelling, together with the bias estimation method, enables the exploitation of the radial wind observations also for NWP model validation. The one-month model experiments performed with the HIRLAM model versions differing only in a surface stress parameterization detail indicate that the use of radar wind observations in NWP model validation is very beneficial.

Optimal configurations of active fiber composites based on asymptotic torsional analysis - art. no. 641413

Active Fiber Composites (AFC) possess desirable characteristics over a wide range of smart structure applications, such as vibration, shape and flow control as well as structural health monitoring. This type of material, capable of collocated actuation and sensing, call be used in smart structures with self-sensing circuits. This paper proposes four novel applications of AFC structures undergoing torsion: sensors and actuators shaped as strips and tubes; and concludes with a preliminary failure analysis. To enable this, a powerful mathematical technique, the Variational Asymptotic Method (VAM) was used to perform cross-sectional analyses of thin generally anisotropic AFC beams. The resulting closed form expressions have been utilized in the applications presented herein.

Communicative and Anticipatory Decision-making Supported by Bayesian Networks

The purpose of this research is to draw up a clear construction of an anticipatory communicative decision-making process and a successful implementation of a Bayesian application that can be used as an anticipatory communicative decision-making support system. This study is a decision-oriented and constructive research project, and it includes examples of simulated situations. As a basis for further methodological discussion about different approaches to management research, in this research, a decision-oriented approach is used, which is based on mathematics and logic, and it is intended to develop problem solving methods. The approach is theoretical and characteristic of normative management science research. Also, the approach of this study is constructive. An essential part of the constructive approach is to tie the problem to its solution with theoretical knowledge. Firstly, the basic definitions and behaviours of an anticipatory management and managerial communication are provided. These descriptions include discussions of the research environment and formed management processes. These issues define and explain the background to further research. Secondly, it is processed to managerial communication and anticipatory decision-making based on preparation, problem solution, and solution search, which are also related to risk management analysis. After that, a solution to the decision-making support application is formed, using four different Bayesian methods, as follows: the Bayesian network, the influence diagram, the qualitative probabilistic network, and the time critical dynamic network. The purpose of the discussion is not to discuss different theories but to explain the theories which are being implemented. Finally, an application of Bayesian networks to the research problem is presented. The usefulness of the prepared model in examining a problem and the represented results of research is shown. The theoretical contribution includes definitions and a model of anticipatory decision-making. The main theoretical contribution of this study has been to develop a process for anticipatory decision-making that includes management with communication, problem-solving, and the improvement of knowledge. The practical contribution includes a Bayesian Decision Support Model, which is based on Bayesian influenced diagrams. The main contributions of this research are two developed processes, one for anticipatory decision-making, and the other to produce a model of a Bayesian network for anticipatory decision-making. In summary, this research contributes to decision-making support by being one of the few publicly available academic descriptions of the anticipatory decision support system, by representing a Bayesian model that is grounded on firm theoretical discussion, by publishing algorithms suitable for decision-making support, and by defining the idea of anticipatory decision-making for a parallel version. Finally, according to the results of research, an analysis of anticipatory management for planned decision-making is presented, which is based on observation of environment, analysis of weak signals, and alternatives to creative problem solving and communication.

The dynamics of solvation of an electron in the image potential state by a layer of polar adsorbates

Recently, ultrafast two-photon photoemission has been used to study electron solvation at a two-dimensional metal/polar adsorbate interfaces [A. Miller , Science 297, 1163 (2002)]. The electron is bound to the surface by the image interaction. Earlier we have suggested a theoretical description of the states of the electron interacting with a two-dimensional layer of the polar adsorbate [K. L. Sebastian , J. Chem. Phys. 119, 10350 (2003)]. In this paper we have analyzed the dynamics of electron solvation, assuming a trial wave function for the electron and the solvent polarization and then using the Dirac-Frenkel variational method to determine it. The electron is initially photoexcited to a delocalized state, which has a finite but large size, and causes the polar molecules to reorient. This reorientation acts back on the electron and causes its wave function to shrink, which will cause further reorientation of the polar molecules, and the process continues until the electron gets self-trapped. For reasonable values for the parameters, we are able to obtain fair agreement with the experimental observations. (c) 2005 American Institute of Physics.

Moment methods and "restricted variation" in kinetic theory

It is shown that there is a strict one-to-one correspondence between results obtained by the use of "restricted" variational principles and those obtained by a moment method of the Mott-Smith type for shock structure.

On cluster approximations of cellular automata

In this thesis I examine one commonly used class of methods for the analytic approximation of cellular automata, the so-called local cluster approximations. This class subsumes the well known mean-field and pair approximations, as well as higher order generalizations of these. While a straightforward method known as Bayesian extension exists for constructing cluster approximations of arbitrary order on one-dimensional lattices (and certain other cases), for higher-dimensional systems the construction of approximations beyond the pair level becomes more complicated due to the presence of loops. In this thesis I describe the one-dimensional construction as well as a number of approximations suggested for higher-dimensional lattices, comparing them against a number of consistency criteria that such approximations could be expected to satisfy. I also outline a general variational principle for constructing consistent cluster approximations of arbitrary order with minimal bias, and show that the one-dimensional construction indeed satisfies this principle. Finally, I apply this variational principle to derive a novel consistent expression for symmetric three cell cluster frequencies as estimated from pair frequencies, and use this expression to construct a quantitatively improved pair approximation of the well-known lattice contact process on a hexagonal lattice.

Topology design of three-dimensional structures using hybrid finite elements

Conventional three-dimensional isoparametric elements are susceptible to problems of locking when used to model plate/shell geometries or when the meshes are distorted etc. Hybrid elements that are based on a two-field variational formulation are immune to most of these problems, and hence can be used to efficiently model both "chunky" three-dimensional and plate/shell type structures. Thus, only one type of element can be used to model "all" types of structures, and also allows us to use a standard dual algorithm for carrying out the topology optimization of the structure. We also address the issue of manufacturability of the designs.

Reliability models for existing structures based on dynamic state estimation and data based asymptotic extreme value analysis

The problem of time variant reliability analysis of existing structures subjected to stationary random dynamic excitations is considered. The study assumes that samples of dynamic response of the structure, under the action of external excitations, have been measured at a set of sparse points on the structure. The utilization of these measurements m in updating reliability models, postulated prior to making any measurements, is considered. This is achieved by using dynamic state estimation methods which combine results from Markov process theory and Bayes' theorem. The uncertainties present in measurements as well as in the postulated model for the structural behaviour are accounted for. The samples of external excitations are taken to emanate from known stochastic models and allowance is made for ability (or lack of it) to measure the applied excitations. The future reliability of the structure is modeled using expected structural response conditioned on all the measurements made. This expected response is shown to have a time varying mean and a random component that can be treated as being weakly stationary. For linear systems, an approximate analytical solution for the problem of reliability model updating is obtained by combining theories of discrete Kalman filter and level crossing statistics. For the case of nonlinear systems, the problem is tackled by combining particle filtering strategies with data based extreme value analysis. In all these studies, the governing stochastic differential equations are discretized using the strong forms of Ito-Taylor's discretization schemes. The possibility of using conditional simulation strategies, when applied external actions are measured, is also considered. The proposed procedures are exemplifiedmby considering the reliability analysis of a few low-dimensional dynamical systems based on synthetically generated measurement data. The performance of the procedures developed is also assessed based on a limited amount of pertinent Monte Carlo simulations. (C) 2010 Elsevier Ltd. All rights reserved.

A dragonfly inspired flapping wing actuated by electro active polymers

An energy-based variational approach is used for structural dynamic modeling of the IPMC (Ionic Polymer Metal Composites) flapping wing. Dynamic characteristics of the wing are analyzed using numerical simulations. Starting with the initial design, critical parameters which have influence on the performance of the wing are identified through parametric studies. An optimization study is performed to obtain improved flapping actuation of the IPMC wing. It is shown that the optimization algorithm leads to a flapping wing with dimensions similar to the dragonfly Aeshna Multicolor wing. An unsteady aerodynamic model based on modified strip theory is used to obtain the aerodynamic forces. It is found that the IPMC wing generates sufficient lift to support its own weight and carry a small payload. It is therefore a potential candidate for flapping wing of micro air vehicles.

The vapour pressures of barium and strontium

The vapour pressures of barium and strontium have been measured by continuous monitoring of the weight loss of Knudsen cells in the temperature range 700�1200 K. The results for strontium agree with those reported in the literature, but the vapour pressure of barium has been found to be considerably lower than the generally accepted value. The experimentally determined pressures are in good agreement with theoretical values obtained using the Gibbs-Bogoliubov first-order variational method.

Understorey vegetation as an indicator of forest site potential in Southern Finland.

The relationship between site characteristics and understorey vegetation composition was analysed with quantitative methods, especially from the viewpoint of site quality estimation. Theoretical models were applied to an empirical data set collected from the upland forests of southern Finland comprising 104 sites dominated by Scots pine (Pinus sylvestris L.), and 165 sites dominated by Norway spruce (Picea abies (L.) Karsten). Site index H100 was used as an independent measure of site quality. A new model for the estimation of site quality at sites with a known understorey vegetation composition was introduced. It is based on the application of Bayes' theorem to the density function of site quality within the study area combined with the species-specific presence-absence response curves. The resulting posterior probability density function may be used for calculating an estimate for the site variable. Using this method, a jackknife estimate of site index H100 was calculated separately for pine- and spruce-dominated sites. The results indicated that the cross-validation root mean squared error (RMSEcv) of the estimates improved from 2.98 m down to 2.34 m relative to the "null" model (standard deviation of the sample distribution) in pine-dominated forests. In spruce-dominated forests RMSEcv decreased from 3.94 m down to 3.16 m. In order to assess these results, four other estimation methods based on understorey vegetation composition were applied to the same data set. The results showed that none of the methods was clearly superior to the others. In pine-dominated forests, RMSEcv varied between 2.34 and 2.47 m, and the corresponding range for spruce-dominated forests was from 3.13 to 3.57 m.

Improved hybrid elements for structural analysis

Hybrid elements, which are based on a two-field variational formulation with the displacements and stresses interpolated separately, are known to deliver very high accuracy, and to alleviate to a large extent problems of locking that plague standard displacement-based formulations. The choice of the stress interpolation functions is of course critical in ensuring the high accuracy and robustness of the method. Generally, an attempt is made to keep the stress interpolation to the minimum number of terms that will ensure that the stiffness matrix has no spurious zero-energy modes, since it is known that the stiffness increases with the increase in the number of terms. Although using such a strategy of keeping the number of interpolation terms to a minimum works very well in static problems, it results either in instabilities or fails to converge in transient problems. This is because choosing the stress interpolation functions merely on the basis of removing spurious energy modes can violate some basic principles that interpolation functions should obey. In this work, we address the issue of choosing the interpolation functions based on such basic principles of interpolation theory and mechanics. Although this procedure results in the use of more number of terms than the minimum (and hence in slightly increased stiffness) in many elements, we show that the performance continues to be far superior to displacement-based formulations, and, more importantly, that it also results in considerably increased robustness.