Solving higher-dimensional continuous time stochastic control problems by value function regression

The paper develops a method to solve higher-dimensional stochasticcontrol problems in continuous time. A finite difference typeapproximation scheme is used on a coarse grid of low discrepancypoints, while the value function at intermediate points is obtainedby regression. The stability properties of the method are discussed,and applications are given to test problems of up to 10 dimensions.Accurate solutions to these problems can be obtained on a personalcomputer.

Intensity correlation function of dye lasers: Short-time behavior

We propose an equation to calculate the intensity correlation function of a dye-laser model with a pump parameter subject to finite-bandwidth fluctuations. The equation is valid, in the weak-noise limit, for all times. It incorporates novel non-Markovian features. Results are given for the short-time behavior of the correlation function. It exhibits a characteristic initial plateau. Our findings are supported by a numerical simulation of the model.

Momentum distribution in nuclear matter and finite nuclei

A simple method is presented to evaluate the effects of short-range correlations on the momentum distribution of nucleons in nuclear matter within the framework of the Greens function approach. The method provides a very efficient representation of the single-particle Greens function for a correlated system. The reliability of this method is established by comparing its results to those obtained in more elaborate calculations. The sensitivity of the momentum distribution on the nucleon-nucleon interaction and the nuclear density is studied. The momentum distributions of nucleons in finite nuclei are derived from those in nuclear matter using a local-density approximation. These results are compared to those obtained directly for light nuclei like 16O.

Sum rules and short-range correlations in nuclear matter at finite temperature

The nucleon spectral function in nuclear matter fulfills an energy weighted sum rule. Comparing two different realistic potentials, these sum rules are studied for Greens functions that are derived self-consistently within the T matrix approximation at finite temperature.

Integrated random processes exhibiting long tails, finite moments, and power-law spectra

A dynamical model based on a continuous addition of colored shot noises is presented. The resulting process is colored and non-Gaussian. A general expression for the characteristic function of the process is obtained, which, after a scaling assumption, takes on a form that is the basis of the results derived in the rest of the paper. One of these is an expansion for the cumulants, which are all finite, subject to mild conditions on the functions defining the process. This is in contrast with the Lévy distribution¿which can be obtained from our model in certain limits¿which has no finite moments. The evaluation of the spectral density and the form of the probability density function in the tails of the distribution shows that the model exhibits a power-law spectrum and long tails in a natural way. A careful analysis of the characteristic function shows that it may be separated into a part representing a Lévy process together with another part representing the deviation of our model from the Lévy process. This

Use of anisotropic modelling in electrical impedance tomography: description of method and preliminary assessment of utility in imaging brain function in the adult human head.

Electrical Impedance Tomography (EIT) is an imaging method which enables a volume conductivity map of a subject to be produced from multiple impedance measurements. It has the potential to become a portable non-invasive imaging technique of particular use in imaging brain function. Accurate numerical forward models may be used to improve image reconstruction but, until now, have employed an assumption of isotropic tissue conductivity. This may be expected to introduce inaccuracy, as body tissues, especially those such as white matter and the skull in head imaging, are highly anisotropic. The purpose of this study was, for the first time, to develop a method for incorporating anisotropy in a forward numerical model for EIT of the head and assess the resulting improvement in image quality in the case of linear reconstruction of one example of the human head. A realistic Finite Element Model (FEM) of an adult human head with segments for the scalp, skull, CSF, and brain was produced from a structural MRI. Anisotropy of the brain was estimated from a diffusion tensor-MRI of the same subject and anisotropy of the skull was approximated from the structural information. A method for incorporation of anisotropy in the forward model and its use in image reconstruction was produced. The improvement in reconstructed image quality was assessed in computer simulation by producing forward data, and then linear reconstruction using a sensitivity matrix approach. The mean boundary data difference between anisotropic and isotropic forward models for a reference conductivity was 50%. Use of the correct anisotropic FEM in image reconstruction, as opposed to an isotropic one, corrected an error of 24 mm in imaging a 10% conductivity decrease located in the hippocampus, improved localisation for conductivity changes deep in the brain and due to epilepsy by 4-17 mm, and, overall, led to a substantial improvement on image quality. This suggests that incorporation of anisotropy in numerical models used for image reconstruction is likely to improve EIT image quality.

Sex Reversal in Zebrafish fancl Mutants is Caused by Tp53-Mediated Germ Cell Apoptosis

The molecular genetic mechanisms of sex determination are not known for most vertebrates, including zebrafish. We identified a mutation in the zebrafish fancl gene that causes homozygous mutants to develop as fertile males due to female-to-male sex reversal. Fancl is a member of the Fanconi Anemia/BRCA DNA repair pathway. Experiments showed that zebrafish fancl was expressed in developing germ cells in bipotential gonads at the critical time of sexual fate determination. Caspase-3 immunoassays revealed increased germ cell apoptosis in fancl mutants that compromised oocyte survival. In the absence of oocytes surviving through meiosis, somatic cells of mutant gonads did not maintain expression of the ovary gene cyp19a1a and did not down-regulate expression of the early testis gene amh; consequently, gonads masculinized and became testes. Remarkably, results showed that the introduction of a tp53 (p53) mutation into fancl mutants rescued the sex-reversal phenotype by reducing germ cell apoptosis and, thus, allowed fancl mutants to become fertile females. Our results show that Fancl function is not essential for spermatogonia and oogonia to become sperm or mature oocytes, but instead suggest that Fancl function is involved in the survival of developing oocytes through meiosis. This work reveals that Tp53-mediated germ cell apoptosis induces sex reversal after the mutation of a DNA-repair pathway gene by compromising the survival of oocytes and suggests the existence of an oocyte-derived signal that biases gonad fate towards the female developmental pathway and thereby controls zebrafish sex determination.

Regulation of HSF2 and its function in mitosis

The cell is continuously subjected to various forms of external and intrinsic proteindamaging stresses, including hyperthermia, pathophysiological states, as well as cell differentiation and proliferation. Proteindamaging stresses result in denaturation and improper folding of proteins, leading to the formation of toxic aggregates that are detrimental for various pathological conditions, including Alzheimer’s and Huntington’s diseases. In order to maintain protein homeostasis, cells have developed different cytoprotective mechanisms, one of which is the evolutionary well-conserved heat shock response. The heat shock response results in the expression of heat shock proteins (Hsps), which act as molecular chaperones that bind to misfolded proteins, facilitate their refolding and prevent the formation of protein aggregates. Stress-induced expression of Hsps is mediated by a family of transcription factors, the heat shock factors, HSFs. Of the four HSFs found in vertebrates, HSF1-4, HSF1 is the major stress-responsive factor that is required for the induction of the heat shock response. HSF2 cannot alone induce Hsps, but modulates the heat shock response by forming heterotrimers with HSF1. HSFs are not only involved in the heat shock response, but they have also been found to have a function in development, neurodegenerative disorders, cancer, and longevity. Therefore, insight into how HSFs are regulated is important for the understanding of both normal physiological and disease processes. The activity of HSF1 is mainly regulated by intricate post-translational modifications, whereas the activity of HSF2 is concentrationdependent. However, there is only limited understanding of how the abundance of HSF2 is regulated. This study describes two different means of how HSF2 levels are regulated. In the first study it was shown that microRNA miR-18, a member of the miR-17~92 cluster, directly regulates Hsf2 mRNA stability and thus protein levels. HSF2 has earlier been shown to play a profound role in the regulation of male germ cell maturation during the spermatogenesis. The effect on miR-18 on HSF2 was examined in vivo by transfecting intact seminiferous tubules, and it was found that inhibition of miR-18 resulted in increased HSF2 levels and modified expression of the HSF2 targets Ssty2 and Speer4a. HSF2 has earlier been reported to modulate the heat shock response by forming heterotrimers with HSF1. In the second study, it was shown that HSF2 is cleared off the Hsp70 promoter and degraded by the ubiquitinproteasome pathway upon acute stress. By silencing components of the anaphase promoting complex/cyclosome (APC/C), including the co-activators Cdc20 and Cdh1, it was shown that APC/C mediates the heatinduced ubiquitylation of HSF2. Furthermore, down-regulation of Cdc20 was shown to alter the expression of heat shock-responsive genes. Next, we studied if APC/C-Cdc20, which controls cell cycle progression, also regulates HSF2 during the cell cycle. We found that both HSF2 mRNA and protein levels decreased during mitosis in several but not all human cell lines, indicating that HSF2 has a function in mitotic cells. Interestingly, although transcription is globally repressed during mitosis, mainly due to the displacement of RNA polymerase II and transcription factors, including HSF1, from the mitotic chromatin, HSF2 is capable of binding DNA during mitosis. Thus, during mitosis the heat shock response is impaired, leaving mitotic cells vulnerable to proteotoxic stress. However, in HSF2-deficient mitotic cells the Hsp70 promoter is accessible to both HSF1 and RNA polymerase II, allowing for stress-inducible Hsp expression to occur. As a consequence HSF2-deficient mitotic cells have a survival advantage upon acute heat stress. The results, presented in this thesis contribute to the understanding of the regulatory mechanisms of HSF2 and its function in the heat shock response in both interphase and mitotic cells.

Evaluation of the Efficiency of Line-Start Permanent-Magnet Machines as a Function of the Operating Temperature

The standard squirrel-cage induction machine has nearly reached its maximum efficiency. In order to further increase the energy efficiency of electrical machines, the use of permanent magnets in combination with the robust design and the line start capability of the induction machine is extensively investigated. Many experimental designs have been suggested in literature, but recently, these line-start permanent-magnet machines (LSPMMs) have become off-the-shelf products available in a power range up to 7.5 kW. The permanent magnet flux density is a function of the operating temperature. Consequently, the temperature will affect almost every electrical quantity of the machine, including current, torque, and efficiency. In this paper, the efficiency of an off-the-shelf 4-kW three-phase LSPMM is evaluated as a function of the temperature by both finite-element modeling and by practical measurements. In order to obtain stator, rotor, and permanent magnet temperatures, lumped thermal modeling is used.

Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors

We propose finite sample tests and confidence sets for models with unobserved and generated regressors as well as various models estimated by instrumental variables methods. The validity of the procedures is unaffected by the presence of identification problems or \"weak instruments\", so no detection of such problems is required. We study two distinct approaches for various models considered by Pagan (1984). The first one is an instrument substitution method which generalizes an approach proposed by Anderson and Rubin (1949) and Fuller (1987) for different (although related) problems, while the second one is based on splitting the sample. The instrument substitution method uses the instruments directly, instead of generated regressors, in order to test hypotheses about the \"structural parameters\" of interest and build confidence sets. The second approach relies on \"generated regressors\", which allows a gain in degrees of freedom, and a sample split technique. For inference about general possibly nonlinear transformations of model parameters, projection techniques are proposed. A distributional theory is obtained under the assumptions of Gaussian errors and strictly exogenous regressors. We show that the various tests and confidence sets proposed are (locally) \"asymptotically valid\" under much weaker assumptions. The properties of the tests proposed are examined in simulation experiments. In general, they outperform the usual asymptotic inference methods in terms of both reliability and power. Finally, the techniques suggested are applied to a model of Tobin’s q and to a model of academic performance.

The role of NHL-2 in regulating C.elegans P granule function

La divison cellulaire asymétrique est un processus essentiel qui permet aux cellules souches de s’auto-renouveller et de produire une cellule fille destinée à la différenciation. La lignée germinale de C. elegans, totipotente et immortelle, est une lignée de cellules souches qui contient des organites ribonucléoprotéiques appelés granules P. Au cours du développement ces derniers sont toujours localisés spécifiquement dans les cellules précurseurs de la lignée germinals, suggérant qu’ils sont des déterminants de la lignée germinale. De façon intéressante, des granules ribonucléoprotéiques, comme les P bodies impliqués dans le contrôle post-transcriptionnel, ont été observés chez tous les organismes. Néanmoins, la fonction précise des granules P de C. elegans est inconnue. Récemment, notre laboratoire a montré que NHL-2, un homologue de Mei-P26 de Drosophile, colocalise avec les granules P dans des embryons précoces et joue un rôle dans la division cellulaire asymétrique et dans la polarité cellulaire. Tous les granules P contiennent NHL- 2, ce qui nous a mené à poser l’hypothèse que NHL-2 régule la biogenèse et la fonction des granules P. Nous avons testé cette hypothèse par imagerie et quantification de l'intensité de PGL-1, un composant essentiel des granules P, dans des embryons fixés. Nos résultats montrent que dans des embryons mutants pour nhl-2 il y a une réduction du nombre de granules P, de l'intensité de fluorescence moyenne (IFM) et de l'intensité de fluorescence total (IFT) de PGL-1. Une analyse plus poussée a montré qu'il existe deux populations distinctes d’embryons mutants pour nhl-2 : l’une présente une intensité de PGL-1 comparable à celle d’une population sauvage alors que le second groupe présente une forte réduction des quantités de PGL-1 et est comparable à des mutants pour pgl-1. Cette variabilité est aussi observée dans le phénotype de stérilité de nhl-2 mutant à des températures élevées. Globalement, nos résultats suggèrent que la perte de fonction de NHL-2 perturbe la prolifération des cellules germinales ainsi que la formation et/ou la stabilité des granules P au cours des étapes précoces du développement des précurseurs de la lignée germinals. D’autre part, ils suggèrent que la fonction de NHL-2 pourrait être partiellement redondants avec les autres régulateurs de la stabilité des granules P. Mots-clés : Granules P, NHL-2, Cellules germinals.

Efficient estimation using the characteristic function : theory and applications with high frequency data

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Every Choice Function is Backwards-Induction Rationalizable

A choice function is backwards-induction rationalizable if there exists a finite perfect-information extensive-form game such that, for each subset of alternatives, the backwards-induction outcome of the restriction of the game to that subset of alternatives coincides with the choice from that subset. We prove that every choice function is backwards-induction rationalizable.

Field Equilibrium Finite Elements for Structural Analysis

Many finite elements used in structural analysis possess deficiencies like shear locking, incompressibility locking, poor stress predictions within the element domain, violent stress oscillation, poor convergence etc. An approach that can probably overcome many of these problems would be to consider elements in which the assumed displacement functions satisfy the equations of stress field equilibrium. In this method, the finite element will not only have nodal equilibrium of forces, but also have inner stress field equilibrium. The displacement interpolation functions inside each individual element are truncated polynomial solutions of differential equations. Such elements are likely to give better solutions than the existing elements.In this thesis, a new family of finite elements in which the assumed displacement function satisfies the differential equations of stress field equilibrium is proposed. A general procedure for constructing the displacement functions and use of these functions in the generation of elemental stiffness matrices has been developed. The approach to develop field equilibrium elements is quite general and various elements to analyse different types of structures can be formulated from corresponding stress field equilibrium equations. Using this procedure, a nine node quadrilateral element SFCNQ for plane stress analysis, a sixteen node solid element SFCSS for three dimensional stress analysis and a four node quadrilateral element SFCFP for plate bending problems have been formulated.For implementing these elements, computer programs based on modular concepts have been developed. Numerical investigations on the performance of these elements have been carried out through standard test problems for validation purpose. Comparisons involving theoretical closed form solutions as well as results obtained with existing finite elements have also been made. It is found that the new elements perform well in all the situations considered. Solutions in all the cases converge correctly to the exact values. In many cases, convergence is faster when compared with other existing finite elements. The behaviour of field consistent elements would definitely generate a great deal of interest amongst the users of the finite elements.

Investigations on The Finite Size Effects of Some Inverse Spinels and Studies on Their Composites Based on Nitrile Rubber

Magnetism and magnetic materials have been an ever-attractive subject area for engineers and scientists alike because of its versatility in finding applications in useful devices. They find applications in a host of devices ranging from rudimentary devices like loud speakers to sophisticated gadgets like waveguides and Magnetic Random Access Memories (MRAM).The one and only material in the realm of magnetism that has been at the centre stage of applications is ferrites and in that spinel ferrites received the lions share as far as practical applications are concerned.It has been the endeavour of scientists and engineers to remove obsolescence and improve upon the existing so as to save energy and integrate in to various other systems. This has been the hallmark of material scientists and this has led to new materials and new technologies.In the field of ferrites too there has been considerable interest to devise new materials based on iron oxides and other compounds. This means synthesising ultra fine particles and tuning its properties to device new materials. There are various preparation techniques ranging from top- down to bottom-up approaches. This includes synthesising at molecular level, self assembling,gas based condensation. Iow temperature eo-precipitation, solgel process and high energy ball milling. Among these methods sol-gel process allows good control of the properties of ceramic materials. The advantage of this method includes processing at low temperature. mixing at the molecular level and fabrication of novel materials for various devices.Composites are materials. which combine the good qualities of one or more components. They can be prepared in situ or by mechanical means by the incorporation of fine particles in appropriate matrixes. The size of the magnetic powders as well as the nature of matrix affect the processability and other physical properties of the final product. These plastic/rubber magnets can in turn be useful for various applications in different devices. In applications involving ferrites at high frequencies, it is essential that the material possesses an appropriate dielectric permittivity and suitable magnetic permeability. This can be achieved by synthesizing rubber ferrite composites (RFC's). RFCs are very useful materials for microwave absorptions. Hence the synthesis of ferrites in the nanoregirne.investigations on their size effects on the structural, magnetic, and electrical properties and the incorporation of these ferrites into polymer matrixes assume significance.In the present study, nano particles of NiFe204, Li(!5Fe2S04 and Col-e-O, are prepared by sol gel method. By appropriate heat treatments, particles of different grain sizes are obtained. The structural, magnetic and electrical measurements are evaluated as a function of grain size and temperature. NiFel04 prepared in the ultrafine regime are then incorporated in nitrile rubber matrix. The incorporation was carried out according to a specific recipe and for various loadings of magnetic fillers. The cure characteristics, magnetic properties, electrical properties and mechanical properties of these elastomer blends are carried out. The electrical permittivity of all the rubber samples in the X - band are also conducted.