Kac-Akhiezer formula for normal integral operators

The Kac-Akhiezer formula for finite section normal Wiener-Hopf integral operators is proved. This is an extension of the corresponding result for symmetric operator [2, 3, 4, 5, 6, 7].

Analysis of vibration of clamped square plates by the Rayleigh-Ritz method with asymptotic solutions from a modified Bolotin method

Estimates of flexural frequencies of clamped square plates are initially obtained by the modified Bolotin's method. The mode shapes in “each direction” are then determined and the product functions of these mode shapes are used as admissible functions in the Rayleigh-Ritz method. The data for the first twenty eigenvalues in each of the three (four) symmetric groups obtained by the (i) Bolotin, (ii) Rayleigh and (iii) Rayleigh-Ritz methods are reported here. The Rayleigh estimates are found to be much closer to the true eigenvalues than the Bolotin estimates. The present product functions are found to be much superior to the conventional beam eigenmodes as admissible functions in the Rayleigh-Ritz method of analysis.

Company taxation and tax spillovers: Separate accounting versus formula apportionment

It is observed in the real world that taxes matter for location decisions and that multinationals shift profits by transfer pricing. The US and Canada use so-called formula apportionment (FA) to tax corporate income, and the EU is debating a switch from separate accounting (SA) to FA. This paper develops a theoretical model that compares basic properties of FA to SA. The focal point of the analysis is how changes in tax rates affect capital formation, input choice, and transfer pricing, as well as on spillovers on tax revenue in other countries. The analysis shows that a move from SA to FA will not eliminate such spillovers and will, in cases identified in the paper, actually aggravate them.

Formula apportionment and transfer pricing under oligopolistic competition

This paper demonstrates that under conditions of imperfect (oligopolistic) competition, a transition from separate accounting (SA) to formula apportionment (FA) does not eliminate the problem of profit shifting via transfer pricing. In particular, if affiliates of a multinational firm face oligopolistic competition, it is beneficial for the multinational to manipulate transfer prices for tax–saving as well as strategic reasons under both FA and SA. The analysis shows that a switch from SA rules to FA rules may actually strengthen profit shifting activities by multinationals.

Asymptotic analysis of option pricing in a Markov modulated market

We address asymptotic analysis of option pricing in a regime switching market where the risk free interest rate, growth rate and the volatility of the stocks depend on a finite state Markov chain. We study two variations of the chain namely, when the chain is moving very fast compared to the underlying asset price and when it is moving very slow. Using quadratic hedging and asymptotic expansion, we derive corrections on the locally risk minimizing option price.

Asymptotic analysis for the coupled wavenumbers in an infinite fluid-filled flexible cylindrical shell: The beam mode

Using asymptotics, the coupled wavenumbers in an infinite fluid-filled flexible cylindrical shell vibrating in the beam mode (viz. circumferential wave order n = 1) are studied. Initially, the uncoupled wavenumbers of the acoustic fluid and the cylindrical shell structure are discussed. Simple closed form expressions for the structural wavenumbers (longitudinal, torsional and bending) are derived using asymptotic methods for low- and high-frequencies. It is found that at low frequencies the cylinder in the beam mode behaves like a Timoshenko beam. Next, the coupled dispersion equation of the system is rewritten in the form of the uncoupled dispersion equation of the structure and the acoustic fluid, with an added fluid-loading term involving a parameter mu due to the coupling. An asymptotic expansion involving mu is substituted in this equation. Analytical expressions are derived for the coupled wavenumbers (as modifications to the uncoupled wavenumbers) separately for low- and high-frequency ranges and further, within each frequency range, for large and small values of mu. Only the flexural wavenumber, the first rigid duct acoustic cut-on wavenumber and the first pressure-release acoustic cut-on wavenumber are considered. The general trend found is that for small mu, the coupled wavenumbers are close to the in vacuo structural wavenumber and the wavenumbers of the rigid-acoustic duct. With increasing mu, the perturbations increase, until the coupled wavenumbers are better identified as perturbations to the pressure-release wavenumbers. The systematic derivation for the separate cases of small and large mu gives more insight into the physics and helps to continuously track the wavenumber solutions as the fluid-loading parameter is varied from small to large values. Also, it is found that at any frequency where two wavenumbers intersect in the uncoupled analysis, there is no more an intersection in the coupled case, but a gap is created at that frequency. This method of asymptotics is simple to implement using a symbolic computation package (like Maple). (C) 2008 Elsevier Ltd. All rights reserved.

An asymptotic analysis for the coupled dispersion characteristics of a structural acoustic waveguide

Analytical expressions are derived, using asymptotics, for the fluid-structure coupled wavenumbers in a one-dimensional (1-D) structural acoustic waveguide. The coupled dispersion equation of the system is rewritten in the form of the uncoupled dispersion equation with an added term due to the fluid-structure coupling. As a result of this coupling, the prior uncoupled structural and acoustic wavenumbers, now become coupled structural and acoustic wavenumbers. A fluid-loading parameter e, defined as the ratio of mass of fluid to mass of the structure per unit area, is introduced which when set to zero yields the uncoupled dispersion equation. The coupled wavenumber is then expressed in terms of an asymptotic series in e. Analytical expressions are found as e is varied from small to large values. Different asymptotic expansions are used for different frequency ranges with continuous transitions occurring between them. This systematic derivation helps to continuously track the wavenumber solutions as the fluid-loading parameter is varied from small to large values. Though the asymptotic expansion used is limited to the first-order correction factor, the results are close to the numerical results. A general trend is that a given wavenumber branch transits from a rigid-walled solution to a pressure-release solution with increasing E. Also, it is found that at any frequency where two wavenumbers intersect in the uncoupled analysis, there is no more an-intersection in the coupled case, but a gap is created at that frequency. (c) 2007 Elsevier Ltd. All rights reserved.

Asymptotic analysis for the coupled wavenumbers in an infinite fluid-filled flexible cylindrical shell: The axisymmetric mode

The coupled wavenumbers of a fluid-filled flexible cylindrical shell vibrating in the axisymmetric mode are studied. The coupled dispersion equation of the system is rewritten in the form of the uncoupled dispersion equation of the structure and the acoustic fluid, with an added fluid-loading term involving a parameter e due to the coupling. Using the smallness of Poisson's ratio (v), a double-asymptotic expansion involving e and v 2 is substituted in this equation. Analytical expressions are derived for the coupled wavenumbers (for large and small values of E). Different asymptotic expansions are used for different frequency ranges with continuous transitions occurring between them. The wavenumber solutions are continuously tracked as e varies from small to large values. A general trend observed is that a given wavenumber branch transits from a rigidwalled solution to a pressure-release solution with increasing E. Also, it is found that at any frequency where two wavenumbers intersect in the uncoupled analysis, there is no more an intersection in the coupled case, but a gap is created at that frequency. Only the axisymmetric mode is considered. However, the method can be extended to the higher order modes.

A quantum stochastic Lie-Trotter product formula

A Trotter product formula is established for unitary quantum stochastic processes governed by quantum stochastic differential equations with constant bounded coefficients.

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.

An asymptotic analysis of a simple model for the structure and dynamics of the Ramdas layer

This paper presents a complete asymptotic analysis of a simple model for the evolution of the nocturnal temperature distribution on bare soil in calm clear conditions. The model is based on a simplified flux emissivity scheme that provides a nondiffusive local approximation for estimating longwave radiative cooling near ground. An examination of the various parameters involved shows that the ratio of the characteristic radiative to the diffusive timescale in the problem is of order 10(-3), and can therefore be treated as a small parameter (mu). Certain other plausible approximations and linearization lead to a new equation whose asymptotic solution as mu --> 0 can be written in closed form. Four regimes, consishttp://eprints.iisc.ernet.in/cgi/users/home?screen=EPrint::Edit&eprintid=27192&stage=core#tting of a transient at nominal sunset, a radiative-diffusive boundary ('Ramdas') layer on ground, a boundary layer transient and a radiative outer solution, are identified. The asymptotic solution reproduces all the qualitative features of more exact numerical simulations, including the occurrence of a lifted temperature minimum and its evolution during night, ranging from continuing growth to relatively sudden collapse of the Ramdas layer.

On an asymptotic method of Krylov-Bogoliubov for overdamped nonlinear systems

A general asymptotic method based on the work of Krylov-Bogoliubov is developed to obtain the response of nonlinear over damped systems. A second-order system with both roots real is treated first and the method is then extended to higher-order systems. Two illustrative examples show good agreement with results obtained by numerical integration.

An alternate form of the ramberg-osgood formula for matrix displacement analysis

A new stress-strain law, which is a three parameter representation of stress in terms of strain has been proposed for the matrix displacement analysis of structures made of non-hookean materials. This formula has been utilized to study three typical problems. These studies brought out the effectiveness and suitability of this law for matrix displacement analysis.