Asymptotic behaviour and boundedness of linear systems with time varying coefficients

Motivated by developments in spacecraft dynamics, the asymptotic behaviour and boundedness of solution of a special class of time varying systems in which each term appears as the sum of a constant and a time varying part, are analysed in this paper. It is not possible to apply standard textbook results to such systems, which are originally in second order. Some of the existing results are reformulated. Four theorems which explore the relations between the asymptotic behaviour/boundedness of the constant coefficient system, obtained by equating the time varying terms to zero, to the corresponding behaviour of the time varying system, are developed. The results show the behaviour of the two systems to be intimately related, provided the solutions of the constant coefficient system approach zero are bounded for large values of time, and the time varying terms are suitably restrained. Two problems are tackled using these theorems.

Unrealized expectations of jumps in volatility: An explanation to the low and time-varying predictive power of implied volatility

The low predictive power of implied volatility in forecasting the subsequently realized volatility is a well-documented empirical puzzle. As suggested by e.g. Feinstein (1989), Jackwerth and Rubinstein (1996), and Bates (1997), we test whether unrealized expectations of jumps in volatility could explain this phenomenon. Our findings show that expectations of infrequently occurring jumps in volatility are indeed priced in implied volatility. This has two important consequences. First, implied volatility is actually expected to exceed realized volatility over long periods of time only to be greatly less than realized volatility during infrequently occurring periods of very high volatility. Second, the slope coefficient in the classic forecasting regression of realized volatility on implied volatility is very sensitive to the discrepancy between ex ante expected and ex post realized jump frequencies. If the in-sample frequency of positive volatility jumps is lower than ex ante assessed by the market, the classic regression test tends to reject the hypothesis of informational efficiency even if markets are informationally effective.

Optimal infinite-horizon feedback laws for a general class of constrained discrete-time systems: stability and moving-horizon approximations

Stability results are given for a class of feedback systems arising from the regulation of time-varying discrete-time systems using optimal infinite-horizon and moving-horizon feedback laws. The class is characterized by joint constraints on the state and the control, a general nonlinear cost function and nonlinear equations of motion possessing two special properties. It is shown that weak conditions on the cost function and the constraints are sufficient to guarantee uniform asymptotic stability of both the optimal infinite-horizon and movinghorizon feedback systems. The infinite-horizon cost associated with the moving-horizon feedback law approaches the optimal infinite-horizon cost as the moving horizon is extended.

Induction reheating of A356.2 aluminum alloy and thixocasting as automobile component

The development work for producing an automobile component by thixocasting using A356.2 alloy was introduced. As the first step, the alloy was electromagnetically stirred and solidified to produce a billet with non-dendritic microstructure. The microstructure depended on several process parameters such as stirring intensity, stirring frequency, cooling rate, and melt initial superheat. Through a series of computational studies and controlled experiments, a set of process parameters were identified to produce the best microstructures. Reheating of a billet with non-dendritic microstructure to a semisolid temperature was the next step for thixo-casting of the components. The reheating process was characterized for various reheating cycles using a vertical-type reheating machine. The induction heating cycle was optimized to obtain a near-uniform temperature distribution in radial as well as axial direction of the billet, and the heating was continued until the liquid fraction reached about 50%. These parameters were determined with the help of a computational fluid dynamics (CFD) model of die filling and solidification of the semisolid alloy. The heated billets were subsequently thixo-cast into automobile components using a real-time controlled die casting machine. The results show that the castings are near net shape, free from porosity, good surface finish and have superior mechanical properties compared to those produced by conventional die casting processes using the same alloy.

Effect of GPS on understanding relationship between mobile map and environment : A field experiment

Objectives: GPS technology enables the visualisation of a map reader s location on a mobile map. Earlier research on the cognitive aspects of map reading identified that searching for map-environment points is an essential element for the process of determining one s location on a mobile map. Map-environment points refer to objects that are visualized on the map and are recognizable in the environment. However, because the GPS usually adds only one point to the map that has a relation to the environment, it does not provide a sufficient amount of information for self-location. The aim of the present thesis was to assess the effect of GPS on the cognitive processes involved in determining one s location on a map. Methods: The effect of GPS on self-location was studied in a field experiment. The subjects were shown a target on a mobile map, and they were asked to point in the direction of the target. In order for the map reader to be able to deduce the direction of the target, he/she has to locate himself/herself on the map. During the pointing tasks, the subjects were asked to think aloud. The data from the experiment were used to analyze the effect of the GPS on the time needed to perform the task. The subjects verbal data was used to assess the effect of the GPS on the number of landmark concepts mentioned during a task (landmark concepts are words referring to objects that can be recognized both on the map and in the environment). Results and conclusions: The results from the experiment indicate that the GPS reduces the time needed to locate oneself on a map. The analysis of the verbal data revealed that the GPS reduces the number of landmark concepts in the protocols. The findings suggest that the GPS guides the subject s search for the map-environment points and narrows the area on the map that must be searched for self-location.

Accurate mass-based analysis in human sport doping control : Application of liquid chromatography - time-of-flight mass spectrometry

Human sport doping control analysis is a complex and challenging task for anti-doping laboratories. The List of Prohibited Substances and Methods, updated annually by World Anti-Doping Agency (WADA), consists of hundreds of chemically and pharmacologically different low and high molecular weight compounds. This poses a considerable challenge for laboratories to analyze for them all in a limited amount of time from a limited sample aliquot. The continuous expansion of the Prohibited List obliges laboratories to keep their analytical methods updated and to research new available methodologies. In this thesis, an accurate mass-based analysis employing liquid chromatography - time-of-flight mass spectrometry (LC-TOFMS) was developed and validated to improve the power of doping control analysis. New analytical methods were developed utilizing the high mass accuracy and high information content obtained by TOFMS to generate comprehensive and generic screening procedures. The suitability of LC-TOFMS for comprehensive screening was demonstrated for the first time in the field with mass accuracies better than 1 mDa. Further attention was given to generic sample preparation, an essential part of screening analysis, to rationalize the whole work flow and minimize the need for several separate sample preparation methods. Utilizing both positive and negative ionization allowed the detection of almost 200 prohibited substances. Automatic data processing produced a Microsoft Excel based report highlighting the entries fulfilling the criteria of the reverse data base search (retention time (RT), mass accuracy, isotope match). The quantitative performance of LC-TOFMS was demonstrated with morphine, codeine and their intact glucuronide conjugates. After a straightforward sample preparation the compounds were analyzed directly without the need for hydrolysis, solvent transfer, evaporation or reconstitution. The hydrophilic interaction technique (HILIC) provided good chromatographic separation, which was critical for the morphine glucuronide isomers. A wide linear range (50-5000 ng/ml) with good precision (RSD<10%) and accuracy (±10%) was obtained, showing comparable or better performance to other methods used. In-source collision-induced dissociation (ISCID) allowed confirmation analysis with three diagnostic ions with a median mass accuracy of 1.08 mDa and repeatable ion ratios fulfilling WADA s identification criteria. The suitability of LC-TOFMS for screening of high molecular weight doping agents was demonstrated with plasma volume expanders (PVE), namely dextran and hydroxyethylstarch (HES). Specificity of the assay was improved, since interfering matrix compounds were removed by size exclusion chromatography (SEC). ISCID produced three characteristic ions with an excellent mean mass accuracy of 0.82 mDa at physiological concentration levels. In summary, by combining TOFMS with a proper sample preparation and chromatographic separation, the technique can be utilized extensively in doping control laboratories for comprehensive screening of chemically different low and high molecular weight compounds, for quantification of threshold substances and even for confirmation. LC-TOFMS rationalized the work flow in doping control laboratories by simplifying the screening scheme, expediting reporting and minimizing the analysis costs. Therefore LC-TOFMS can be exploited widely in doping control, and the need for several separate analysis techniques is reduced.

Income inequality in the process of economic development : An empirical approach

This thesis studies the effect of income inequality on economic growth. This is done by analyzing panel data from several countries with both short and long time dimensions of the data. Two of the chapters study the direct effect of inequality on growth, and one chapter also looks at the possible indirect effect of inequality on growth by assessing the effect of inequality on savings. In Chapter two, the effect of inequality on growth is studied by using a panel of 70 countries and a new EHII2008 inequality measure. Chapter contributes on two problems that panel econometric studies on the economic effect of inequality have recently encountered: the comparability problem associated with the commonly used Deininger and Squire s Gini index, and the problem relating to the estimation of group-related elasticities in panel data. In this study, a simple way to 'bypass' vagueness related to the use of parametric methods to estimate group-related parameters is presented. The idea is to estimate the group-related elasticities implicitly using a set of group-related instrumental variables. The estimation results with new data and method indicate that the relationship between income inequality and growth is likely to be non-linear. Chapter three incorporates the EHII2.1 inequality measure and a panel with annual time series observations from 38 countries to test the existence of long-run equilibrium relation(s) between inequality and the level of GDP. Panel unit root tests indicate that both the logarithmic EHII2.1 inequality measure and the logarithmic GDP per capita series are I(1) nonstationary processes. They are also found to be cointegrated of order one, which implies that there is a long-run equilibrium relation between them. The long-run growth elasticity of inequality is found to be negative in the middle-income and rich economies, but the results for poor economies are inconclusive. In the fourth Chapter, macroeconomic data on nine developed economies spanning across four decades starting from the year 1960 is used to study the effect of the changes in the top income share to national and private savings. The income share of the top 1 % of population is used as proxy for the distribution of income. The effect of inequality on private savings is found to be positive in the Nordic and Central-European countries, but for the Anglo-Saxon countries the direction of the effect (positive vs. negative) remains somewhat ambiguous. Inequality is found to have an effect national savings only in the Nordic countries, where it is positive.

Accessibility as a determinant of opportunities : A case study from Peruvian Amazonia

Accessibility is a crucial factor for interaction between areas in economic, cultural, political and environmental terms. Therefore, information concerning accessibility is relevant for informed decision making, planning and research. The Loreto region in the Peruvian Amazonia provides an interesting scene for an accessibility study. Loreto is sparsely populated and because there are few roads in the region, in practice all movement and transportation happens along the river network. Due to the proximity of the Andes, river dynamics are strong and annual changes in water level combined with these dynamic processes constantly reshape accessibility patterns of the region. Selling non-timber forest products (NTFP) and agricultural products (AP) in regional centres is an important income source for local rain forest dwellers. Thus, accessibility to the centres is crucial for the livelihood of local population. -- In this thesis I studied how accessible the regional centre Iquitos is from other parts of Loreto. In addition, I studied the regional NTFP/AP trade patterns and compared them with patterns of accessibility. Based on GPS-measurements, using GIS, I created a time-distance surface covering Loreto. This surface describes the time-distance to Iquitos, along the river network. Based on interview material, I assessed annual changes to accessibility patterns in the region. The most common regional NTFP/AP were classified according to the amount of time they can be preserved, and based on the accessibility surface, I modelled a catchment area for each of these product classes. -- According to my results, navigation speeds vary considerably in different parts of the river network, depending on river types, vessels, flow direction and season. Navigating downstream is, generally, faster than upstream navigation. Thus, Iquitos is better accessible from areas situated south and south west of the city, like along the rivers Ucayali and Marañon. Differences in accessibility between different seasons are also substantial: during the dry season navigation is slower due to lower water levels and emerging sand bars. Regularly operating boats follow routes only along certain rivers and close to Iquitos transport facilities are more abundant than in more distant areas. Most of the products present in Iquitos market places are agricultural products, and the share of NTFP is significantly smaller. Most of the products were classified in product class 2, and the catchment area for these products is rather small. Many products also belonged to class 5, and the catchment area for these products reaches up to the edges of my study area, following the patterns of the river network. -- The accessibility model created in this study predicts travel times relatively well, although in some cases the modelled time-distances are substantially shorter than observed time-distances. This is partly caused by the fact that real-life navigation routes are more complicated than the modelled routes. Rain forest dwellers having easier access to Iquitos have more opportunities in terms of the products they decide to market. Thus, they can better take advantage of other factors affecting the market potential of different products. -- In all, understanding spatial variation in accessibility is important. In the Amazonian context it is difficult to combine the accessibility-related needs of the local dwellers with conservation purposes and the future challenge lies in finding solution that satisfy both of these needs.

Influence of poling methods on the orientational dynamics of 2-methyl-4-nitro-aniline in poly(methyl methacrylate) studied by second harmonic generation

The magnitude and stability of the induced dipolar orientation of 2-methyl-4-nitroaniline (MNA)/poly(methyl methacrylate) (PMMA) guest/host system is investigated. The chromophores are aligned using both the corona discharge and contact electrode poling techniques. The magnitude of order parameter (also an indicator for the second order nonlinear susceptibility) is measured by recording absorbances of the poled (by the two different techniques) and unpoled PMMA films at different concentrations of MNA. Under the same conditions the corona poling technique creates a higher alignment of molecules along the field direction. The time dependence of the second harmonic intensity of the MNA/PMMA film prepared by the two techniques can be described by a Kohlrausch-Williams-Watts stretched exponential. The temperature dependence of the decay time constant is found to generally follow a modified Williams-Landel-Ferry (WLF) or Vogel-Tamann-Fulcher (VTF) equation. The glass transition temperature seems to be the single most important parameter for determining the relaxation time tau(T).

Water Modeling Study Of The Jet Characteristics In A Continuous-Casting Mold

The jet characteristics and the fluid flow pattern in a continuous slab caster have been studied using a water model. The fluid jet is studied under free fall and submerged discharge conditions. In the latter case, the jet was followed by dye-injection technique and image analyser was used to find out the effect of nozzle parameters on jet-spread angle, jet-discharge angle and the volume entrainment by the jet. All free-fall jets with nozzle port angle zero and upward are found to be spinning. Some of the free-fall jets with downward nozzle-port angle are found to be spinning and rest are smooth. The spinning direction of the jets are found to change with time. The well depth, port diameter and the inner diameter of the nozzle have a clear effect on the free-fall jets with downward port angle. The jet-spread angle is found to be about 17-degrees for smooth jets. The spread angle for spinning jet increases as the nozzle-port angle is increased from downward 25 to upward 15-degrees. The jet-discharge angle is always downward even when the nozzle-discharge ports are angled upward. The extent of volume entrainment by the spinning jet is higher and it increases as the nozzle-port angle is increased from 25 downward to 15-degrees upward.

Block coherence: a method for measuring the interdependence between two blocks of neurobiological time series

Multisensor recordings are becoming commonplace. When studying functional connectivity between different brain areas using such recordings, one defines regions of interest, and each region of interest is often characterized by a set (block) of time series. Presently, for two such regions, the interdependence is typically computed by estimating the ordinary coherence for each pair of individual time series and then summing or averaging the results over all such pairs of channels (one from block 1 and other from block 2). The aim of this paper is to generalize the concept of coherence so that it can be computed for two blocks of non-overlapping time series. This quantity, called block coherence, is first shown mathematically to have properties similar to that of ordinary coherence, and then applied to analyze local field potential recordings from a monkey performing a visuomotor task. It is found that an increase in block coherence between the channels from V4 region and the channels from prefrontal region in beta band leads to a decrease in response time.

Transient analysis of mammalian cell growth in hollow fibre bioreactor

A mathematical model describing the dynamics of mammalian cell growth in hollow fibre bioreactor operated in closed shell mode is developed. Mammalian cells are assumed to grow as an expanding biofilm in the extra-capillary space surrounding the fibre. Diffusion is assumed to be the dominant process in the radial direction while axial convection dominates in the lumen of the bioreactor. The transient simulation results show that steep gradients in the cell number are possible under the condition of substrate limitation. The precise conditions which result in nonuniform growth of cells along the length of the bioreactor are delineated. The effect of various operating conditions, such as substrate feed rate, length of the bioreactor and diffusivity of substrate in different regions of the bioreactor, on the bioreactor performance are evaluated in terms of time required to attain the steady-state. The rime of growth is introduced as a measure of effectiveness factor for the bioreactor and is found to be dependent on two parameters, a modified Peclet number and a Thiele modulus. Diffusion, reaction and/or convection control regimes are identified based on these two parameters. The model is further extended to include dual substrate growth limitations, and the relative growth limiting characteristics of two substrates are evaluated. (C) 1997 Elsevier Science Ltd.

Unsteady compressible boundary layer flow in the stagnation region of a sphere with a magnetic field

Abstract: An analysis is performed to study the unsteady compressible laminar boundary layer flow in the forward stagnation-point region of a sphere with a magnetic field applied normal, to the surface. We have considered the case where there is an initial steady state that is perturbed by the step change in the total enthalpy at the wall. The nonlinear coupled parabolic partial differential equations governing the flow and heat transfer have been solved numerically using a finite-difference scheme. The numerical results are presented, which show the temporal development of the boundary layer. The magnetic field in the presence of variable electrical conductivity causes an overshoot in the velocity profile. Also, when the total enthalpy at the wall is suddenly increased, there is a change in the direction of transfer of heat in a small interval of time.

Unsteady axisymmetric stagnation-point flow of a viscous fluid on a cylinder

The unsteady viscous flow in the vicinity of an axisymmetric stagnation point of an infinite circular cylinder is investigated when both the free stream velocity and the velocity of the cylinder vary arbitrarily with time. The cylinder moves either in the same direction as that of the free stream or in the opposite direction. The flow is initially (t = 0) steady and then at t > 0 it becomes unsteady. The semi-similar solution of the unsteady Navier-Stokes equations has been obtained numerically using an implicit finite-difference scheme. Also the self-similar solution of the Navier-Stokes equations is obtained when the velocity of the cylinder and the free stream velocity vary inversely as a linear function of time. For small Reynolds number, a closed form solution is obtained. When the Reynolds number tends to infinity, the Navier-Stokes equations reduce to those of the two-dimensional stagnation-point flow. The shear stresses corresponding to stationary and the moving cylinder increase with the Reynolds number. The shear stresses increase with time for the accelerating flow but decrease with increasing time for the decelerating flow. For the decelerating case flow reversal occurs in the velocity profiles after a certain instant of time. (C) 1999 Elsevier Science Ltd. All rights reserved.

Time delay to firing of a triggered vacuum gap with barium titanate in trigger gap

The time delay to the firing of a triggered vacuum gap (t.v.g.) containing barium titanate in the trigger gap is investigated as a function of the main gap voltage, main gap length, trigger pulse duration, trigger current and trigger voltage. The time delay decreases steadily with increasing trigger current and trigger voltage until it reaches saturation. The effect of varying the main gap length and voltage on the time delay is not strong. Before `conditioning�¿ the t.v.g. two groups of time delays, long (>100�¿s) and short (<10�¿s), are simultaneously observed when a large number of trials are conducted. After conditioning, only the group of short time delays are present. This is attributed to the marked reduction of the resistance of the trigger gap across the surface of the solid dielectric resulting directly from the conditioning effect.