Structural stability of slender aerospace vehicles: Part I Mathematical modeling

A detailed mechanics based model is developed to analyze the problem of structural instability in slender aerospace vehicles. Coupling among the rigid-body modes, the longitudinal vibrational modes and the transverse vibrational modes due to asymmetric lifting-body cross-section are considered. The model also incorporates the effects of aerodynamic pressure and the propulsive thrust of the vehicle. The model is one-dimensional, and it can be employed to idealized slender vehicles with complex shapes. Condition under which a flexible body with internal stress waves behaves like a perfect rigid body is derived. Two methods are developed for finite element discretization of the system: (1) A time-frequency Fourier spectral finite element method and (2) h-p finite element method. Numerical results using the above methods are presented in Part II of this paper. (C) 2010 Elsevier Ltd. All rights reserved.

Essays on the Modeling and Prediction of Volatility and Higher Moments of Stock Returns (summary section only)

One of the most fundamental and widely accepted ideas in finance is that investors are compensated through higher returns for taking on non-diversifiable risk. Hence the quantification, modeling and prediction of risk have been, and still are one of the most prolific research areas in financial economics. It was recognized early on that there are predictable patterns in the variance of speculative prices. Later research has shown that there may also be systematic variation in the skewness and kurtosis of financial returns. Lacking in the literature so far, is an out-of-sample forecast evaluation of the potential benefits of these new more complicated models with time-varying higher moments. Such an evaluation is the topic of this dissertation. Essay 1 investigates the forecast performance of the GARCH (1,1) model when estimated with 9 different error distributions on Standard and Poor’s 500 Index Future returns. By utilizing the theory of realized variance to construct an appropriate ex post measure of variance from intra-day data it is shown that allowing for a leptokurtic error distribution leads to significant improvements in variance forecasts compared to using the normal distribution. This result holds for daily, weekly as well as monthly forecast horizons. It is also found that allowing for skewness and time variation in the higher moments of the distribution does not further improve forecasts. In Essay 2, by using 20 years of daily Standard and Poor 500 index returns, it is found that density forecasts are much improved by allowing for constant excess kurtosis but not improved by allowing for skewness. By allowing the kurtosis and skewness to be time varying the density forecasts are not further improved but on the contrary made slightly worse. In Essay 3 a new model incorporating conditional variance, skewness and kurtosis based on the Normal Inverse Gaussian (NIG) distribution is proposed. The new model and two previously used NIG models are evaluated by their Value at Risk (VaR) forecasts on a long series of daily Standard and Poor’s 500 returns. The results show that only the new model produces satisfactory VaR forecasts for both 1% and 5% VaR Taken together the results of the thesis show that kurtosis appears not to exhibit predictable time variation, whereas there is found some predictability in the skewness. However, the dynamic properties of the skewness are not completely captured by any of the models.

Essays on Risk Modeling. Applications to Portfolio and Risk Management (summary section only)

In this thesis we deal with the concept of risk. The objective is to bring together and conclude on some normative information regarding quantitative portfolio management and risk assessment. The first essay concentrates on return dependency. We propose an algorithm for classifying markets into rising and falling. Given the algorithm, we derive a statistic: the Trend Switch Probability, for detection of long-term return dependency in the first moment. The empirical results suggest that the Trend Switch Probability is robust over various volatility specifications. The serial dependency in bear and bull markets behaves however differently. It is strongly positive in rising market whereas in bear markets it is closer to a random walk. Realized volatility, a technique for estimating volatility from high frequency data, is investigated in essays two and three. In the second essay we find, when measuring realized variance on a set of German stocks, that the second moment dependency structure is highly unstable and changes randomly. Results also suggest that volatility is non-stationary from time to time. In the third essay we examine the impact from market microstructure on the error between estimated realized volatility and the volatility of the underlying process. With simulation-based techniques we show that autocorrelation in returns leads to biased variance estimates and that lower sampling frequency and non-constant volatility increases the error variation between the estimated variance and the variance of the underlying process. From these essays we can conclude that volatility is not easily estimated, even from high frequency data. It is neither very well behaved in terms of stability nor dependency over time. Based on these observations, we would recommend the use of simple, transparent methods that are likely to be more robust over differing volatility regimes than models with a complex parameter universe. In analyzing long-term return dependency in the first moment we find that the Trend Switch Probability is a robust estimator. This is an interesting area for further research, with important implications for active asset allocation.

Protein sequence design on the basis of topology optimization techniques -Using continuous modeling of discrete amino acid types

The notion of optimization is inherent in protein design. A long linear chain of twenty types of amino acid residues are known to fold to a 3-D conformation that minimizes the combined inter-residue energy interactions. There are two distinct protein design problems, viz. predicting the folded structure from a given sequence of amino acid monomers (folding problem) and determining a sequence for a given folded structure (inverse folding problem). These two problems have much similarity to engineering structural analysis and structural optimization problems respectively. In the folding problem, a protein chain with a given sequence folds to a conformation, called a native state, which has a unique global minimum energy value when compared to all other unfolded conformations. This involves a search in the conformation space. This is somewhat akin to the principle of minimum potential energy that determines the deformed static equilibrium configuration of an elastic structure of given topology, shape, and size that is subjected to certain boundary conditions. In the inverse-folding problem, one has to design a sequence with some objectives (having a specific feature of the folded structure, docking with another protein, etc.) and constraints (sequence being fixed in some portion, a particular composition of amino acid types, etc.) while obtaining a sequence that would fold to the desired conformation satisfying the criteria of folding. This requires a search in the sequence space. This is similar to structural optimization in the design-variable space wherein a certain feature of structural response is optimized subject to some constraints while satisfying the governing static or dynamic equilibrium equations. Based on this similarity, in this work we apply the topology optimization methods to protein design, discuss modeling issues and present some initial results.

Modeling of the sea surface for daylight imagery studies

Plastic-coated paper is shown to possess reflectivity characteristics quite similar to those of the surface of water. This correspondence has been used with a conversion factor to model a sea surface by means of plastic-coated paper. Such a paper model is then suitably illuminated and photographed, yielding physically simulated daylight imagery of the sea surface under controlled conditions. A simple example of sinusoidal surface simulation is described.

A Smooth Finite Element Method Based on Reproducing Kernel DMS-Splines

The element-based piecewise smooth functional approximation in the conventional finite element method (FEM) results in discontinuous first and higher order derivatives across element boundaries Despite the significant advantages of the FEM in modelling complicated geometries, a motivation in developing mesh-free methods has been the ease with which higher order globally smooth shape functions can be derived via the reproduction of polynomials There is thus a case for combining these advantages in a so-called hybrid scheme or a `smooth FEM' that, whilst retaining the popular mesh-based discretization, obtains shape functions with uniform C-p (p >= 1) continuity One such recent attempt, a NURBS based parametric bridging method (Shaw et al 2008b), uses polynomial reproducing, tensor-product non-uniform rational B-splines (NURBS) over a typical FE mesh and relies upon a (possibly piecewise) bijective geometric map between the physical domain and a rectangular (cuboidal) parametric domain The present work aims at a significant extension and improvement of this concept by replacing NURBS with DMS-splines (say, of degree n > 0) that are defined over triangles and provide Cn-1 continuity across the triangle edges This relieves the need for a geometric map that could precipitate ill-conditioning of the discretized equations Delaunay triangulation is used to discretize the physical domain and shape functions are constructed via the polynomial reproduction condition, which quite remarkably relieves the solution of its sensitive dependence on the selected knotsets Derivatives of shape functions are also constructed based on the principle of reproduction of derivatives of polynomials (Shaw and Roy 2008a) Within the present scheme, the triangles also serve as background integration cells in weak formulations thereby overcoming non-conformability issues Numerical examples involving the evaluation of derivatives of targeted functions up to the fourth order and applications of the method to a few boundary value problems of general interest in solid mechanics over (non-simply connected) bounded domains in 2D are presented towards the end of the paper

Impact of climate change on Indian forests: a dynamic vegetation modeling approach

We make an assessment of the impact of projected climate change on forest ecosystems in India. This assessment is based on climate projections of the Regional Climate Model of the Hadley Centre (HadRM3) and the dynamic global vegetation model IBIS for A2 and B2 scenarios. According to the model projections, 39% of forest grids are likely to undergo vegetation type change under the A2 scenario and 34% under the B2 scenario by the end of this century. However, in many forest dominant states such as Chattisgarh, Karnataka and Andhra Pradesh up to 73%, 67% and 62% of forested grids are projected to undergo change. Net Primary Productivity (NPP) is projected to increase by 68.8% and 51.2% under the A2 and B2 scenarios, respectively, and soil organic carbon (SOC) by 37.5% for A2 and 30.2% for B2 scenario. Based on the dynamic global vegetation modeling, we present a forest vulnerability index for India which is based on the observed datasets of forest density, forest biodiversity as well as model predicted vegetation type shift estimates for forested grids. The vulnerability index suggests that upper Himalayas, northern and central parts of Western Ghats and parts of central India are most vulnerable to projected impacts of climate change, while Northeastern forests are more resilient. Thus our study points to the need for developing and implementing adaptation strategies to reduce vulnerability of forests to projected climate change.

Water-modeling study of the surface disturbances in continuous slab caster

The present work is based on four static molds using nozzles of different port diameter, port angle, and immersion depth. It has been observed that the meniscus is wavy. The wave amplitude shows a parabolic variation with the nozzle exit velocity. The dimensionless amplitude is found to vary linearly with the Froude number. Vortex formation and bubble entrainment by the wave occurs at the meniscus beyond a critical flow rate, depending upon the nozzle configuration, immersion depth, and the mold aspect ratio.

Image reconstruction from incomplete projections data: A multiresolution modeling approach

Computerized tomography is an imaging technique which produces cross sectional map of an object from its line integrals. Image reconstruction algorithms require collection of line integrals covering the whole measurement range. However, in many practical situations part of projection data is inaccurately measured or not measured at all. In such incomplete projection data situations, conventional image reconstruction algorithms like the convolution back projection algorithm (CBP) and the Fourier reconstruction algorithm, assuming the projection data to be complete, produce degraded images. In this paper, a multiresolution multiscale modeling using the wavelet transform coefficients of projections is proposed for projection completion. The missing coefficients are then predicted based on these models at each scale followed by inverse wavelet transform to obtain the estimated projection data.

DockYard-a repository to assist modeling of protein-protein docking

In the absence of interlogs, building docking models is a time intensive task, involving generation of a large pool of docking decoys followed by refinement and screening to identify near native docking solutions. This limits the researcher interested in building docking methods with the choice of benchmarking only a limited number of protein complexes. We have created a repository called dockYard (http://pallab.serc.iisc.ernet.in/dockYard), that allows modelers interested in protein-protein interaction to access large volume of information on protein dimers and their interlogs, and also download decoys for their work if they are interested in building modeling methods. dockYard currently offers four categories of docking decoys derived from: Bound (native dimer co-crystallized), Unbound (individual subunits are crystallized, as well as the target dimer), Variants (match the previous two categories in at least one subunit with 100% sequence identity), and Interlogs (match the previous categories in at least one subunit with >= 90% or >= 50% sequence identity). The web service offers options for full or selective download based on search parameters. Our portal also serves as a repository to modelers who may want to share their decoy sets with the community.

Modeling of a reacting nanofilm on a composite substrate

This article provides a detailed computational analysis of the reaction of dense nanofilms and the heat transfer characteristics on a composite substrate. Although traditional energetic compounds based on organic materials have similar energy per unit weight, non-organic material in nanofilm configuration offers much higher energy density and higher flame speed. The reaction of a multilayer thin film of aluminum and copper oxide has been studied by varying the substrate material and thicknesses. The numerical analysis of the thermal transport of the reacting film deposited on the substrate combined a hybrid approach in which a traditional two-dimensional black box theory was used in conjunction with the sandwich model to estimate the appropriate heat flux on the substrate accounting for the heat loss to the surroundings. A procedure to estimate this heat flux using stoichiometric calculations is provided. This work highlights two important findings. One is that there is very little difference in the temperature profiles between a single substrate of silica and a composite substrate of silicon silica. Secondly, with increase in substrate thickness, the quenching effect is progressively diminished at a given speed. These findings show that the composite substrate is effective and that the average speed and quenching of flames depend on the thickness of the silica substrate, and can be controlled by a careful choice of the substrate configuration. (C) 2011 Elsevier Ltd. All rights reserved.

S-nets: A Petri net based model for performance evaluation of real-time scheduling algorithms

A new class of nets, called S-nets, is introduced for the performance analysis of scheduling algorithms used in real-time systems Deterministic timed Petri nets do not adequately model the scheduling of resources encountered in real-time systems, and need to be augmented with resource places and signal places, and a scheduler block, to facilitate the modeling of scheduling algorithms. The tokens are colored, and the transition firing rules are suitably modified. Further, the concept of transition folding is used, to get intuitively simple models of multiframe real-time systems. Two generic performance measures, called �load index� and �balance index,� which characterize the resource utilization and the uniformity of workload distribution, respectively, are defined. The utility of S-nets for evaluating heuristic-based scheduling schemes is illustrated by considering three heuristics for real-time scheduling. S-nets are useful in tuning the hardware configuration and the underlying scheduling policy, so that the system utilization is maximized, and the workload distribution among the computing resources is balanced.

The structures of bacteriorhodopsin with different retinal-Schiff base orientations--computer modeling and energy minimization studies

Bacteriorhodopsin has been the subject of intense study in order to understand its photochemical function. The recent atomic model proposed by Henderson and coworkers based on electron cryo-microscopic studies has helped in understanding many of the structural and functional aspects of bacteriorhodopsin. However, the accuracy of the positions of the side chains is not very high since the model is based on low-resolution data. In this study, we have minimized the energy of this structure of bacteriorhodopsin and analyzed various types of interactions such as - intrahelical and interhelical hydrogen bonds and retinal environment. In order to understand the photochemical action, it is necessary to obtain information on the structures adopted at the intermediate states. In this direction, we have generated some intermediate structures taking into account certain experimental data, by computer modeling studies. Various isomers of retinal with 13-cis and/or 15-cis conformations and all possible staggered orientations of Lys-216 side chain were generated. The resultant structures were examined for the distance between Lys-216-schiff base nitrogen and the carboxylate oxygen atoms of Asp-96 - a residue which is known to reprotonate the schiff base at later stages of photocycle. Some of the structures were selected on the basis of suitable retinal orientation and the stability of these structures were tested by energy minimization studies. Further, the minimized structures are analyzed for the hydrogen bond interactions and retinal environment and the results are compared with those of the minimized rest state structure. The importance of functional groups in stabilizing the structure of bacteriorhodopsin and in participating dynamically during the photocycle have been discussed.

Analysis, Design, Modeling, and Implementation of an Active Clamp HF Link Converter

This paper deals with the system oriented analysis, design, modeling, and implementation of active clamp HF link three phase converter. The main advantage of the topology is reduced size, weight, and cost of the isolation transformer. However, violation of basic power conversion rules due to presence of the leakage inductance in the HF transformer causes over voltage stresses across the cycloconverter devices. It makes use of the snubber circuit necessary in such topologies. The conventional RCD snubbers are dissipative in nature and hence inefficient. The efficiency of the system is greatly improved by using regenerative snubber or active clamp circuit. It consists of an active switching device with an anti-parallel diode and one capacitor to absorb the energy stored in the leakage inductance of the isolation transformer and to regenerate the same without affecting circuit performance. The turn on instant and duration of the active device are selected such that it requires simple commutation requirements. The time domain expressions for circuit dynamics, design criteria of the snubber capacitor with two conflicting constrains (over voltage stress across the devices and the resonating current duration), the simulation results based on generalized circuit model and the experimental results based on laboratory prototype are presented.