A Simple Characterization of Dynamic Completeness in Continuous Time

This paper investigates dynamic completeness of financial markets in which the underlying risk process is a multi-dimensional Brownian motion and the risky securities dividends geometric Brownian motions. A sufficient condition, that the instantaneous dispersion matrix of the relative dividends is non-degenerate, was established recently in the literature for single-commodity, pure-exchange economies with many heterogenous agents, under the assumption that the intermediate flows of all dividends, utilities, and endowments are analytic functions. For the current setting, a different mathematical argument in which analyticity is not needed shows that a slightly weaker condition suffices for general pricing kernels. That is, dynamic completeness obtains irrespectively of preferences, endowments, and other structural elements (such as whether or not the budget constraints include only pure exchange, whether or not the time horizon is finite with lump-sum dividends available on the terminal date, etc.)

Combined simulation and mutagenesis analyses reveal the involvement of key residues for peroxisome proliferator-activated receptor alpha helix 12 dynamic behavior.

The dynamic properties of helix 12 in the ligand binding domain of nuclear receptors are a major determinant of AF-2 domain activity. We investigated the molecular and structural basis of helix 12 mobility, as well as the involvement of individual residues with regard to peroxisome proliferator-activated receptor alpha (PPARalpha) constitutive and ligand-dependent transcriptional activity. Functional assays of the activity of PPARalpha helix 12 mutants were combined with free energy molecular dynamics simulations. The agreement between the results from these approaches allows us to make robust claims concerning the mechanisms that govern helix 12 functions. Our data support a model in which PPARalpha helix 12 transiently adopts a relatively stable active conformation even in the absence of a ligand. This conformation provides the interface for the recruitment of a coactivator and results in constitutive activity. The receptor agonists stabilize this conformation and increase PPARalpha transcription activation potential. Finally, we disclose important functions of residues in PPARalpha AF-2, which determine the positioning of helix 12 in the active conformation in the absence of a ligand. Substitution of these residues suppresses PPARalpha constitutive activity, without changing PPARalpha ligand-dependent activation potential.

Principal components of functional connectivity: A new approach to study dynamic brain connectivity during rest.

Functional connectivity (FC) as measured by correlation between fMRI BOLD time courses of distinct brain regions has revealed meaningful organization of spontaneous fluctuations in the resting brain. However, an increasing amount of evidence points to non-stationarity of FC; i.e., FC dynamically changes over time reflecting additional and rich information about brain organization, but representing new challenges for analysis and interpretation. Here, we propose a data-driven approach based on principal component analysis (PCA) to reveal hidden patterns of coherent FC dynamics across multiple subjects. We demonstrate the feasibility and relevance of this new approach by examining the differences in dynamic FC between 13 healthy control subjects and 15 minimally disabled relapse-remitting multiple sclerosis patients. We estimated whole-brain dynamic FC of regionally-averaged BOLD activity using sliding time windows. We then used PCA to identify FC patterns, termed "eigenconnectivities", that reflect meaningful patterns in FC fluctuations. We then assessed the contributions of these patterns to the dynamic FC at any given time point and identified a network of connections centered on the default-mode network with altered contribution in patients. Our results complement traditional stationary analyses, and reveal novel insights into brain connectivity dynamics and their modulation in a neurodegenerative disease.

Validation of the New Mix Design Process for Cold In-Place Rehabilitation Using Foamed Asphalt, 2007

Asphalt pavement recycling has grown dramatically over the last few years as a viable technology to rehabilitate existing asphalt pavements. Iowa's current Cold In-place Recycling (CIR) practice utilizes a generic recipe specification to define the characteristics of the CIR mixture. As CIR continues to evolve, the desire to place CIR mixture with specific engineering properties requires the use of a mix design process. A new mix design procedure was developed for Cold In-place Recycling using foamed asphalt (CIR-foam) in consideration of its predicted field performance. The new laboratory mix design process was validated against various Reclaimed Asphalt Pavement (RAP) materials to determine its consistency over a wide range of RAP materials available throughout Iowa. The performance tests, which include dynamic modulus test, dynamic creep test and raveling test, were conducted to evaluate the consistency of a new CIR-foam mix design process to ensure reliable mixture performance over a wide range of traffic and climatic conditions. The “lab designed” CIR will allow the pavement designer to take the properties of the CIR into account when determining the overlay thickness.

Laboratory Performance Evaluation of CIR-Emulsion and it Comparison Against CIR-Form Test Result from Phase II, Final Report TR-578 Phase III, December 2009

Currently, no standard mix design procedure is available for CIR-emulsion in Iowa. The CIR-foam mix design process developed during the previous phase is applied for CIR-emulsion mixtures with varying emulsified asphalt contents. Dynamic modulus test, dynamic creep test, static creep test and raveling test were conducted to evaluate the short- and long-term performance of CIR-emulsion mixtures at various testing temperatures and loading conditions. A potential benefit of this research is a better understanding of CIR-emulsion material properties in comparison with those of CIR-foam material that would allow for the selection of the most appropriate CIR technology and the type and amount of the optimum stabilization material. Dynamic modulus, flow number and flow time of CIR-emulsion mixtures using CSS-h were generally higher than those of HFMS-2p. Flow number and flow time of CIR-emulsion using RAP materials from Story County was higher than those from Clayton County. Flow number and flow time of CIR-emulsion with 0.5% emulsified asphalt was higher than CIR-emulsion with 1.0% or 1.5%. Raveling loss of CIR-emulsion with 1.5% emulsified was significantly less than those with 0.5% and 1.0%. Test results in terms of dynamic modulus, flow number, flow time and raveling loss of CIR-foam mixtures are generally better than those of CIR-emulsion mixtures. Given the limited RAP sources used for this study, it is recommended that the CIR-emulsion mix design procedure should be validated against several RAP sources and emulsion types.

Investigation of Warm-Mix Asphalt Using Iowa Aggregates Final Report, April 2011

The implementation of warm-mix asphalt (WMA) is becoming more widespread with a growing number of contractors utilizing various WMA technologies. Early research suggests WMA may be more susceptible to moisture damage than traditional hot-mix asphalt (HMA) mixes. The objectives of this study are to test the binder and mix properties of WMA technologies for both field- and laboratory-produced mixes to determine the performance of WMA compared to traditional HMA. Field- and laboratory-produced mixes were studied. The laboratory-produced mixes compared HMA control mixes with WMA mixes that had the same mix design. The WMA technologies used for the laboratory study were Advera, Sasobit, and Evotherm. The field study tested four WMA field-produced mixes. Each of the four mixes had a corresponding control HMA mix. The WMA technologies used in the field study included: Evotherm 3G/Revix, Sasobit, and Double Barrel Green Foaming. The three main factors for this study were WMA/HMA, moisture-conditioned/not moisture-conditioned, and reheated/not reheated. Mixes were evaluated based on performance tests. Binder testing was performed to determine the rheological differences between HMA and WMA binders to determine if binder grade requirements change with the addition of WMA additives. The conclusions of this study are as follows:  Reduced mixing and compaction temperatures were achieved.  Statistical differences were found when comparing tensile strength ratio (TSR) values for both laboratory- and field-produced mixes. In the laboratory, none of the WMA additives performed as well as the HMA. For the field mixes, all TSR values passed Iowa’s minimum specification of 0.8 but, on average, WMA is lower compared to HMA TSR values.  Dynamic modulus results show that, on average, HMA will have higher dynamic modulus values. This means the HMA exhibits stiffer material properties compared to WMA; this may not necessarily mean superior performance in all cases.  Flow number results show that WMA has reduced flow number values compared to HMA. The only exception was the fourth field mix and weather delayed production of the control mix by nine days. The laboratory mixes showed that flow number values increased significantly with the addition of recycled asphalt pavement (RAP).  In the laboratory study, Advera reduced TSR values. Given that Advera is a foaming agent, the increase in moisture susceptibility is likely attributed to the release of water necessary for the improvement of the workability of the asphalt mixture.

Ranking of HMA Moisture Sensitivity Tests in Iowa, RB00-012, 2012

Several agencies specify AASHTO T283 as the primary test for field acceptance of moisture susceptibility in hot mix asphalt. When used in this application, logistical difficulties challenge its practicality, while repeatability is routinely scrutinized by contractors. An alternative test is needed which can effectively demonstrate the ability to screen mixtures based on expected performance. The ideal replacement can be validated with field performance, is repeatable, and allows for prompt reporting of results. Dynamic modulus, flow number, AASHTO T283, Hamburg wheel tracking device (HWTD), and the moisture induced sensitivity test (MIST) were performed on plant produced surface mixes in Iowa. Follow-up distress surveys were used to rank the mixes by their performance. The rankings indicate both the quantity of swelling from MIST conditioning and submersed flow number matched the performance ranking of all but one mixture. Hamburg testing parameters also appear effective, namely the stripping inflection point and the ratio between stripping slope and the creep slope. Dynamic modulus testing was ineffective, followed by AASHTO T283 and ratios produced from flow number results of conditioned samples.

Objective assessment of image quality in conventional and digital mammography taking into account dynamic range.

The goal of this work is to develop a method to objectively compare the performance of a digital and a screen-film mammography system in terms of image quality. The method takes into account the dynamic range of the image detector, the detection of high and low contrast structures, the visualisation of the images and the observer response. A test object, designed to represent a compressed breast, was constructed from various tissue equivalent materials ranging from purely adipose to purely glandular composition. Different areas within the test object permitted the evaluation of low and high contrast detection, spatial resolution and image noise. All the images (digital and conventional) were captured using a CCD camera to include the visualisation process in the image quality assessment. A mathematical model observer (non-prewhitening matched filter), that calculates the detectability of high and low contrast structures using spatial resolution, noise and contrast, was used to compare the two technologies. Our results show that for a given patient dose, the detection of high and low contrast structures is significantly better for the digital system than for the conventional screen-film system studied. The method of using a test object with a large tissue composition range combined with a camera to compare conventional and digital imaging modalities can be applied to other radiological imaging techniques. In particular it could be used to optimise the process of radiographic reading of soft copy images.

Evaluation of the Chemical Durability of Iowa Fly Ash Concretes, HR-327, 1993

The major objective of this research project was to investigate how Iowa fly ashes influenced the chemical durability of portland cement based materials. Chemical durability has become an area of uncertainty because of the winter application of deicer salts (rock salts) that contain a significant amount of sulfate impurities. The sulfate durability testing program consisted of monitoring portland cement-fly ash paste, mortar and concrete test specimens that had been subjected to aqueous solutions containing various concentrations of salts (both sulfate and chloride). The paste and mortar specimens were monitored for length as a function of time. The concrete test specimens were monitored for length, relative dynamic modulus and mass as a function of time. The alkali-aggregate reactivity testing program consisted of monitoring the expansion of ASTM C311 mortar bar specimens that contained three different aggregates (Pyrex glass, Oreapolis and standard Ottawa sand). The results of the sulfate durability study indicated that the paste and concrete test specimens tended to exhibit surface spalling but only very slow expansive tendencies. This suggested that the permeability of the test specimens was controlling the rate of deterioration. Concrete specimens are still being monitored because the majority of the test specimens have expanded less than 0.05%; hence, this makes it difficult to estimate the service life of the concrete test specimens or to quantify the performance of the different fly ashes that were used in the study. The results of the mortar bar studies indicated that the chemical composition of the various fly ashes did have an influence on their sulfate resistance. Typically, Clinton and Louisa fly ashes performed the best, followed by the Ottumwa, Neal 4 and then Council Bluffs fly ashes. Council Bluffs fly ash was the only fly ash that consistently reduced the sulfate resistance of the many different mortar specimens that were investigated during this study. None of the trends that were observed in the mortar bar studies have yet become evident in the concrete phase of this project. The results of the alkali-aggregate study indicated that the Oreapolis aggregate is not very sensitive to alkali attack. Two of the fly ashes, Council Bluffs and Ottumwa, tended to increase the expansion of mortar bar specimens that contained the Oreapolis aggregate. However, it was not clear if the additional expansion was due to the alkali content of the fly ash, the periclase content of the fly ash or the cristobalite content of the fly ash, since all three of these factors have been found to influence the test results.

Assessment of Nondestructive Testing Technologies for Quality Control/Quality Assurance of Asphalt Mixtures, TR-653, 2015

Asphalt pavements suffer various failures due to insufficient quality within their design lives. The American Association of State Highway and Transportation Officials (AASHTO) Mechanistic-Empirical Pavement Design Guide (MEPDG) has been proposed to improve pavement quality through quantitative performance prediction. Evaluation of the actual performance (quality) of pavements requires in situ nondestructive testing (NDT) techniques that can accurately measure the most critical, objective, and sensitive properties of pavement systems. The purpose of this study is to assess existing as well as promising new NDT technologies for quality control/quality assurance (QC/QA) of asphalt mixtures. Specifically, this study examined field measurements of density via the PaveTracker electromagnetic gage, shear-wave velocity via surface-wave testing methods, and dynamic stiffness via the Humboldt GeoGauge for five representative paving projects covering a range of mixes and traffic loads. The in situ tests were compared against laboratory measurements of core density and dynamic modulus. The in situ PaveTracker density had a low correlation with laboratory density and was not sensitive to variations in temperature or asphalt mix type. The in situ shear-wave velocity measured by surface-wave methods was most sensitive to variations in temperature and asphalt mix type. The in situ density and in situ shear-wave velocity were combined to calculate an in situ dynamic modulus, which is a performance-based quality measurement. The in situ GeoGauge stiffness measured on hot asphalt mixtures several hours after paving had a high correlation with the in situ dynamic modulus and the laboratory density, whereas the stiffness measurement of asphalt mixtures cooled with dry ice or at ambient temperature one or more days after paving had a very low correlation with the other measurements. To transform the in situ moduli from surface-wave testing into quantitative quality measurements, a QC/QA procedure was developed to first correct the in situ moduli measured at different field temperatures to the moduli at a common reference temperature based on master curves from laboratory dynamic modulus tests. The corrected in situ moduli can then be compared against the design moduli for an assessment of the actual pavement performance. A preliminary study of microelectromechanical systems- (MEMS)-based sensors for QC/QA and health monitoring of asphalt pavements was also performed.

Evaluation of Hot Mix Asphalt Moisture Sensitivity Using the Nottingham Asphalt Test Equipment, TR-555, 2010

Pavements are subjected to different stresses during their design lives. A properly designed pavement will perform adequately during its design life, and the distresses will not exceed the allowable limits; however, there are several factors that can lead to premature pavement failure. One such factor is moisture sensitivity. AASHTO T 283 is the standard test used in the moisture susceptibility evaluation of asphalt mixtures, but the results of the test are not very representative of the expected behavior of asphalt mixtures. The dynamic modulus test measures a fundamental property of the mixture. The results of the dynamic modulus test can be used directly in the Mechanistic-Empirical Pavement Design Guide (MEPDG) and are considered a very good representation of the expected field performance of the mixture. Further research is still needed to study how the dynamic modulus results are affected by moisture. The flow number test was studied in previous research as a candidate test for moisture-susceptibility evaluation, but the results of that research were not favorable. This research has four main objectives. The first objective of this research is to evaluate the usefulness of the dynamic modulus and flow number tests in moisture-susceptibility evaluation. The second objective is to compare the results to those achieved using the AASHTO T 283 test. The third objective is to study the effect of different methods of sample conditioning and testing conditions. The fourth objective of the research is to study the variability in the test results.

Laboratory Performance Evaluation of CIR-Emulsion and its Comparison Against CIR-Foam Test Results from Phase 2, TR-474, 2009

Currently, no standard mix design procedure is available for CIR-emulsion in Iowa. The CIR-foam mix design process developed during the previous phase is applied for CIR-emulsion mixtures with varying emulsified asphalt contents. Dynamic modulus test, dynamic creep test, static creep test and raveling test were conducted to evaluate the short- and long-term performance of CIR-emulsion mixtures at various testing temperatures and loading conditions. A potential benefit of this research is a better understanding of CIR-emulsion material properties in comparison with those of CIR-foam material that would allow for the selection of the most appropriate CIR technology and the type and amount of the optimum stabilization material. Dynamic modulus, flow number and flow time of CIR-emulsion mixtures using CSS- 1h were generally higher than those of HFMS-2p. Flow number and flow time of CIR-emulsion using RAP materials from Story County was higher than those from Clayton County. Flow number and flow time of CIR-emulsion with 0.5% emulsified asphalt was higher than CIR-emulsion with 1.0% or 1.5%. Raveling loss of CIR-emulsion with 1.5% emulsified was significantly less than those with 0.5% and 1.0%. Test results in terms of dynamic modulus, flow number, flow time and raveling loss of CIR-foam mixtures are generally better than those of CIR-emulsion mixtures. Given the limited RAP sources used for this study, it is recommended that the CIR-emulsion mix design procedure should be validated against several RAP sources and emulsion types.

Examination of Curing Criteria for Cold In-Place Recycling, TR-553, 2008

Cold In-Place Recycling (CIR) has been used widely in rehabilitating the rural highways because it improves a long-term pavement performance. A CIR layer is normally covered by a hot mix asphalt (HMA) overlay in order to protect it from water ingress and traffic abrasion and obtain the required pavement structure and texture. Curing is the term currently used for the period of time that a CIR layer should remain exposed to drying conditions before an HMA overlay is placed. The industry standard for curing time is 10 days to 14 days or a maximum moisture content of 1.5 percent, which appear to be very conservative. When the exposed CIR layer is required to carry traffic for many weeks before the wearing surface is placed, it increases the risk of a premature failure in both CIR layer and overlay. This study was performed to explore technically sound ways to identify minimum in-place CIR properties necessary to permit placement of the HMA overlay. To represent the curing process of CIR pavement in the field construction, three different laboratory curing procedures were examined: 1) uncovered, 2) semi-covered and 3) covered specimens. The indirect tensile strength of specimens in all three curing conditions did not increase during an early stage of curing but increased during a later stage of curing usually when the moisture content falls below 1.5%. Dynamic modulus and flow number increased as curing time increased and moisture contents decreased. For the same curing time, CIR-foam specimens exhibited the higher tensile strength and less moisture content than CIR-emulsion. The laboratory test results concluded that the method of curing temperature and length of the curing period significantly affect the properties of the CIR mixtures. The moisture loss index was developed to predict the moisture condition in the field and, in the future, this index be calibrated with the measurements of temperature and moisture of a CIR layer in the field.

Analysis and Control of Excitation, Field Weakening and Stability in Direct Torque Controlled Electrically Excited Synchronous Motor Drives

Direct torque control (DTC) is a new control method for rotating field electrical machines. DTC controls directly the motor stator flux linkage with the stator voltage, and no stator current controllers are used. With the DTC method very good torque dynamics can be achieved. Until now, DTC has been applied to asynchronous motor drives. The purpose of this work is to analyse the applicability of DTC to electrically excited synchronous motor drives. Compared with asynchronous motor drives, electrically excited synchronous motor drives require an additional control for the rotor field current. The field current control is called excitation control in this study. The dependence of the static and dynamic performance of DTC synchronous motor drives on the excitation control has been analysed and a straightforward excitation control method has been developed and tested. In the field weakening range the stator flux linkage modulus must be reduced in order to keep the electro motive force of the synchronous motor smaller than the stator voltage and in order to maintain a sufficient voltage reserve. The dynamic performance of the DTC synchronous motor drive depends on the stator flux linkage modulus. Another important factor for the dynamic performance in the field weakening range is the excitation control. The field weakening analysis considers both dependencies. A modified excitation control method, which maximises the dynamic performance in the field weakening range, has been developed. In synchronous motor drives the load angle must be kept in a stabile working area in order to avoid loss of synchronism. The traditional vector control methods allow to adjust the load angle of the synchronous motor directly by the stator current control. In the DTC synchronous motor drive the load angle is not a directly controllable variable, but it is formed freely according to the motor’s electromagnetic state and load. The load angle can be limited indirectly by limiting the torque reference. This method is however parameter sensitive and requires a safety margin between the theoretical torque maximum and the actual torque limit. The DTC modulation principle allows however a direct load angle adjustment without any current control. In this work a direct load angle control method has been developed. The method keeps the drive stabile and allows the maximal utilisation of the drive without a safety margin in the torque limitation.

Dynamical and structural properties of dendrimer macromolecules

This work is devoted to the study of the dynamical and structural properties of dendrimers. Different approaches were used: analytical theory, computer simulation results and experimental NMR studies. The theory of the relaxation spectrum of dendrimer macromolecules was developed. Relaxation processes which are manifest in the local orientational mobility of dendrimer macromolecules were established and studied in detail. Theoretical results and conclusions were used for experimental studies of carbosilane dendimers.