A genetic estimation algorithm for parameters of stochastic ordinary differential equations

A generic method for the estimation of parameters for Stochastic Ordinary Differential Equations (SODEs) is introduced and developed. This algorithm, called the GePERs method, utilises a genetic optimisation algorithm to minimise a stochastic objective function based on the Kolmogorov-Smirnov statistic. Numerical simulations are utilised to form the KS statistic. Further, the examination of some of the factors that improve the precision of the estimates is conducted. This method is used to estimate parameters of diffusion equations and jump-diffusion equations. It is also applied to the problem of model selection for the Queensland electricity market. (C) 2003 Elsevier B.V. All rights reserved.

Interindividual Differences in Leg Muscle Mass and Pyruvate Kinase Activity Correlate with Interindividual Differences in Jumping Performance of Hyla multilineata

Frog jumping is an excellent model system for examining the structural basis of interindividual variation in burst locomotor performance. Some possible factors that affect jump performance, such as total body size, hindlimb length, muscle mass, and muscle mechanical and biochemical properties, were analysed at the interindividual (intraspecies) level in the tree frog Hyla multilineata. The aim of this study was to determine which of these physiological and anatomical variables both vary between individuals and are correlated with interindividual variation in jump performance. The model produced via stepwise linear regression analysis of absolute data suggested that 62% of the interindividual variation in maximum jump distance could be explained by a combination of interindividual variation in absolute plantaris muscle mass, total hindlimb muscle mass ( excluding plantaris muscle), and pyruvate kinase activity. When body length effects were removed, multiple regression indicated that the same independent variables explained 43% of the residual interindividual variation in jump distance. This suggests that individuals with relatively large jumping muscles and high pyruvate kinase activity for their body size achieved comparatively large maximal jump distances for their body size.

The effect of hormone replacement therapy and/or exercise on skeletal muscle attenuation in postmenopausal women: a yearlong intervention

Hormone replacement therapy (HRT) has been reported to exert a positive effect on preserving muscle strength following the menopause, however, the mechanism of action remains unclear. We examined whether the mechanism involved preservation of muscle composition as determined by skeletal muscle attenuation. Eighty women aged 50-57 years were randomly assigned to either: HRT, exercise (Ex), HRT + exercise (ExHRT), and control (Co) for 1 year. The study was double-blinded with subjects receiving oestradiol and norethisterone acetate (Kliogest) or placebo. Exercise included progressive high-impact training for the lower limbs. Skeletal muscle attenuation in Hounsfield units (HU) was determined by computed tomography of the mid-thigh. Areas examined were the quadriceps compartment (includes intermuscular adipose tissue), quadriceps muscles, the posterior compartment and posterior muscles. Muscle performance was determined by knee extensor strength, vertical jump height, and running speed over 20 m. Fifty-one women completed the intervention. Vertical jump height and running speed improved in the HRT and ExHRT groups compared with Co (interaction, P < 0.01). For both the quadriceps compartment and quadriceps muscles, HU significantly increased (interaction, P <= 0.005) for HRT, Ex, and ExHRT compared with Co. For the posterior compartment, HU for the HRT and ExHRT were significantly increased compared with Co, while for posterior muscles, ExHRT was significantly greater than Co. Although the effects were modest, the results indicate that HRT, either alone or combined with exercise, may play a role in preserving/improving skeletal muscle attenuation in early postmenopausal women and thereby exert a positive effect on muscle performance.

Predator-mediated phenotypic plasticity in tadpoles of the striped marsh frog, Limnodynastes peronii

We tested the phenotypic responses of larval striped marsh frogs (Limnodynastes peronii) to the odonate nymph predator, Aeshna brevistyla. When reared in the presence of dragonfly nymphs feeding upon conspecifics of L. peronii larvae the tadpoles showed a strong change in morphology. Morphological changes included an increase in total tail height, but also an unexpected marked change in head-body shape. In addition, we examined how tadpole development, as well as mass and length at metamorphosis, was affected by exposure to dragonfly nymphs. Larval development of L. peronii was strongly influenced by exposure to the predatory behaviour of dragonfly nymphs. Predator-induced tadpoles had significantly slower developmental rates than control larvae. Although metamorphs of non-exposed L. peronii were approximately 33% lighter than predator-exposed metamorphs and possessed lower jump distances, after adjusting for mass there was no difference in jump distance. The newly described morphological response may assist in more accurately relating morphological plasticity to fitness.

Optical Bloch equations and enhanced decay of Rabi oscillations in strong driving fields

Optical Bloch equations are widely used for describing dynamics in a system consisting molecules, electromagnetic waves, and a thermal bath. We analyze applicability of these equations to a single molecule imbedded in a solid matrix. Classical Bloch equations and the limits of their applicability are derived from more general master equations. Simple and intuitively appealing picture based on stochastic Bloch equations shows that at low temperatures, contrary to common believes, a strong driving field can not only suppress but can also increase decay rates of Rabi oscillations. A physical system where predicted effects can be observed experimentally is suggested. (c) 2005 Elsevier B.V. All rights reserved.

The reliability of ten-meter sprint time using different starting techniques

Acceleration is an important factor for success in team-sport athletes. The purpose of this investigation was to compare the reliability of 10-m sprint times when using different starting techniques. Junior male rugby players (n=15) were tested for speed over 10 m on 2 different testing sessions. Three trials of 3 different starting techniques (standing, foot, and thumb starts) were assessed. Despite large differences in the time taken to perform 10-m sprints from different starts, there was minimal difference in the typical error (similar to 0.02 seconds, or

Influence of imperfect interfaces on bending and vibration of laminated composite shells

This paper is devoted to modeling elastic behavior of laminated composite shells, with special emphasis on incorporating interfacial imperfection. The conditions of imposing traction continuity and displacement jump across each interface are used to model imperfect interfaces. Vanishing transverse shear stresses on two free surfaces of a shell eliminate the need for shear correction factors. A linear theory underlying elastostatics and kinetics of laminated composite shells in a general configuration is presented from Hamilton's principle. In the special case of vanishing interfacial parameters, this theory reduces to the conventional third-order zigzag theory for perfectly bonded laminated shells. Numerical results for bending and vibration problems of laminated circular cylindrical panels are tabulated and plotted to indicate the influence of the interfacial imperfection. (C) 2000 Elsevier Science Ltd. All rights reserved.

Further studies on flow distribution on distillation sieve trays

The thesis describes experimental work on the possibility of using deflection baffles in conventional distillation trays as flow straightening devices, with the view of enhancing tray efficiency. The mode of operation is based on deflecting part of the liquid momentum from the centre of the tray to the segment regions in order to drive stagnating liquid at the edges forward. The first part of the work was a detailed investigation into the two-phase flow patterns produced on a conventional sieve tray having 1 mm hole size perforations. The data provide a check on some earlier work and extend the range of the existing databank, particularly to conditions more typical of industrial operation. A critical survey of data collected on trays with different hole sizes (Hine, 1990; Chambers, 1993; Fenwick, 1996; this work) showed that the hole diameter has a significant influence on the flow regime, the size of the stagnant regions and the hydraulic and mass transfer performance. Five modified tray topologies were created with different configurations of baffles and tested extensively in the 2.44 m diameter air-water pilot distillation simulator for their efficacy in achieving uniform flow across the tray and for their impact on tray loading capacity and mass transfer efficiency. Special attention was given to the calibration of the over 100 temperature probes used in measuring the water temperature across the tray on which the heat and mass transfer analogy is based. In addition to normal tray capacity experiments, higher weir load experiments were conducted using a 'half-tray' mode in order to extend the range of data to conditions more typical of industrial operation. The modified trays show superior flow characteristics compared to the conventional tray in terms of the ability to replenish the zones of exceptionally low temperatures and high residence times at the edges of the tray, to lower the bulk liquid gradient and to achieve a more uniform flow across the tray. These superior flow abilities, however, tend to diminish with increasing weir load because of the increasing tendency for the liquid to jump over the barriers instead of flowing over them. The modified tray topologies showed no tendency to cause undue limitation to tray loading capacity. Although the improvement in the efficiency of a single tray over that of the conventional tray was moderate and in some cases marginal, the multiplier effect in a multiple tray column situation would be significant (Porter et al., 1972). These results are in good agreement with an associated CFD studies (Fischer, 1999) carried out by partners in the Advanced Studies in Distillation consortium. It is concluded that deflection baffles can be used in a conventional distillation sieve tray to achieve better liquid flow distribution and obtain enhanced mass transfer efficiency, without undermining the tray loading capacity. Unlike any other controlled-flow tray whose mechanical complexity impose stringent manufacturing and installation tolerances, the baffled-tray models are simple to design, manufacture and install and thus provide an economic method of retrofitting badly performing sieve trays both in terms of downtime and fabrication. NOTE APPENDICES 2-5 ARE ON A SEPARATE FLOPPY DISK ONLY AVAILABLE FOR CONSULTATION AT ASTON UNIVERSITY LIBRARY WITH PRIOR ARRANGEMENT

An investigation of the dynamic characteristics of a bolted-rotor system

A Jeffcott rotor consists of a disc at the centre of an axle supported at its end by bearings. A bolted Jeffcott rotor is formed by two discs, each with a shaft on one side. The discs are held together by spring loaded bolts near the outer edge. When the rotor turns there is tendency for the discs to separate on one side. This effect is more marked if the rotor is unbalanced, especially at resonance speeds. The equations of motion of the system have been developed with four degrees of freedom to include the rotor and bearing movements in the respective axes. These equations which include non-linear terms caused by the rotor opening, are subjected to external force such from rotor imbalance. A simulation model based on these equations was created using SIMULINK. An experimental test rig was used to characterise the dynamic features. Rotor discs open at a lateral displacement of the rotor of 0.8 mm. This is the threshold value used to show the change of stiffness from high stiffness to low stiffness. The experimental results, which measure the vibration amplitude of the rotor, show the dynamic behaviour of the bolted rotor due to imbalance. Close agreement of the experimental and theoretical results from time histories, waterfall plots, pseudo-phase plots and rotor orbit plot, indicated the validity of the model and existence of the non-linear jump phenomenon.

Generalized methods and solvers for noise removal from piecewise constant signals. I. Background theory

Removing noise from piecewise constant (PWC) signals is a challenging signal processing problem arising in many practical contexts. For example, in exploration geosciences, noisy drill hole records need to be separated into stratigraphic zones, and in biophysics, jumps between molecular dwell states have to be extracted from noisy fluorescence microscopy signals. Many PWC denoising methods exist, including total variation regularization, mean shift clustering, stepwise jump placement, running medians, convex clustering shrinkage and bilateral filtering; conventional linear signal processing methods are fundamentally unsuited. This paper (part I, the first of two) shows that most of these methods are associated with a special case of a generalized functional, minimized to achieve PWC denoising. The minimizer can be obtained by diverse solver algorithms, including stepwise jump placement, convex programming, finite differences, iterated running medians, least angle regression, regularization path following and coordinate descent. In the second paper, part II, we introduce novel PWC denoising methods, and comparisons between these methods performed on synthetic and real signals, showing that the new understanding of the problem gained in part I leads to new methods that have a useful role to play.

Bifurcation study for a vertical channel with constant flux and large aspect ratio

Using suitable coupled Navier-Stokes Equations for an incompressible Newtonian fluid we investigate the linear and non-linear steady state solutions for both a homogeneously and a laterally heated fluid with finite Prandtl Number (Pr=7) in the vertical orientation of the channel. Both models are studied within the Large Aspect Ratio narrow-gap and under constant flux conditions with the channel closed. We use direct numerics to identify the linear stability criterion in parametric terms as a function of Grashof Number (Gr) and streamwise infinitesimal perturbation wavenumber (making use of the generalised Squire’s Theorem). We find higher harmonic solutions at lower wavenumbers with a resonance of 1:3exist, for both of the heating models considered. We proceed to identify 2D secondary steady state solutions, which bifurcate from the laminar state. Our studies show that 2D solutions are found not to exist in certain regions of the pure manifold, where we find that 1:3 resonant mode 2D solutions exist, for low wavenumber perturbations. For the homogeneously heated fluid, we notice a jump phenomenon existing between the pure and resonant mode secondary solutions for very specific wavenumbers .We attempt to verify whether mixed mode solutions are present for this model by considering the laterally heated model with the same geometry. We find mixed mode solutions for the laterally heated model showing that a bridge exists between the pure and 1:3 resonant mode 2D solutions, of which some are stationary and some travelling. Further, we show that for the homogeneously heated fluid that the 2D solutions bifurcate in hopf bifurcations and there exists a manifold where the 2D solutions are stable to Eckhaus criterion, within this manifold we proceed to identify 3D tertiary solutions and find that the stability for said 3D bifurcations is not phase locked to the 2D state. For the homogeneously heated model we identify a closed loop within the neutral stability curve for higher perturbation wavenumubers and analyse the nature of the multiple 2D bifurcations around this loop for identical wavenumber and find that a temperature inversion occurs within this loop. We conclude that for a homogeneously heated fluid it is possible to have abrup ttransitions between the pure and resonant 2D solutions, and that for the laterally heated model there exist a transient bifurcation via mixed mode solutions.

Cojumps in stock prices:empirical evidence

We examine contemporaneous jumps (cojumps) among individual stocks and a proxy for the market portfolio. We show, through a Monte Carlo study, that using intraday jump tests and a coexceedance criterion to detect cojumps has a power similar to the cojump test proposed by Bollerslev et al. (2008). However, we also show that we should not expect to detect all common jumps comprising a cojump when using such coexceedance based detection methods. Empirically, we provide evidence of an association between jumps in the market portfolio and cojumps in the underlying stocks. Consistent with our Monte Carlo evidence, moderate numbers of stocks are often detected to be involved in these (systematic) cojumps. Importantly, the results suggest that market-level news is able to generate simultaneous large jumps in individual stocks. We also find evidence of an association between systematic cojumps and Federal Funds Target Rate announcements. © 2013 Elsevier B.V.

Elastic and plastic properties of Mo3Si measured by nanoindentation

Single crystal Mo3Si specimens were grown and tested at room temperature using established nanoindentation techniques at various crystallographic orientations. The indentation modulus and hardness were obtained for loads that were large enough to determine bulk properties, yet small enough to avoid cracking in the specimens. From the indentation modulus results, anisotropic elastic constants were determined. As load was initially increased to approximately 1.5 mN, the hardness exhibited a sudden drop that corresponded to a jump in displacement. The resolved shear stress that was determined from initial yielding was 10-15% of the shear modulus, but 3 to 4 times the value obtained from the bulk hardness. Non-contact atomic force microscopy images in the vicinity of indents revealed features consistent with {100}(010) slip.

Dropout dynamics in pulsed quantum dot lasers due to mode jumping

We examine the response of a pulse pumped quantum dot laser both experimentally and numerically. As the maximum of the pump pulse comes closer to the excited-state threshold, the output pulse shape becomes unstable and leads to dropouts. We conjecture that these instabilities result from an increase of the linewidth enhancement factor α as the pump parameter comes close to the excitated state threshold. In order to analyze the dynamical mechanism of the dropout, we consider two cases for which the laser exhibits either a jump to a different single mode or a jump to fast intensity oscillations. The origin of these two instabilities is clarified by a combined analytical and numerical bifurcation diagram of the steady state intensity modes.

Hausdorff Approximation of Functions Different from Zero at One Point - Implementation in Programming Environment Mathematica

ACM Computing Classification System (1998): G.1.2.