Dreiundsechzig 1933-2005

Irene Runge wrote 14 books so far. This one was written for the occasion of her 63rd birthday - instead of a speech, it was printed and delivered to 63 of her friends. The book is a memoir, and jumps back and forth in time. It consists mostly of personal memories and anecdotes, but there is also an essay-style to it, with very reflective passages and analyses. It is divided into many chapters, which also resemble diary entries. Irene Runge is a member of the "second generation". She was born in the New York exile, but her parents moved back to Germany after the war, during a climate in the USA, which made it very difficult for sympathisers with the communist party. Her memories give rich insight into the life as an emigrant in New York, but also as re-emigrant in Germany. She writes about the their disappointments with the evolving German Democratic Republic (GDR), Eastern Germany, experiences, which repeated again in 1989/1990, when the reunification with West Germany took place. The year 1989 had practical consequences for her private life--she lost her job at the university, because her past seemed not compatible. She discusses the PDS, the party which evolved from the communist party of Eastern Germany, Berlin after the "Wende" (reunification), and life in Berlin after the reunification. At one point she asks whether the current Turkish-Muslim community in Berlin could be comparable to the living conditions of the Jewish community in the 1930. This is a rare memoir documenting many recent aspects of German-speaking Jewry.

Radiation induced depinning of a charge density wave system

The frequency-dependent response of a pinned charge density wave is considered in terms of forced vibration of an oscillator held in an anharmonic well. It is shown that the effective pinning-frequency can be reduced by applying a d.c. field. If a strong a.c. field, superposed on a d.c. field is applied on such a system “jumps” can be observed in the frequency dependent response of the system. The conditions at which these “jumps” occur are investigated with reference to NbSe3. The possibility of observing such phenomena in other systems like superionic conductors, non-linear dielectrics like ferroelectrics is pointed out. The characteristics are expressed in terms of some “scaled variables” — in terms of which the characteristics show a universal behaviour

Strategic Information Acquisition: Applications to Herding and Auctions

The information that the economic agents have and regard relevant to their decision making is often assumed to be exogenous in economics. It is assumed that the agents either poses or can observe the payoff relevant information without having to exert any effort to acquire it. In this thesis we relax the assumption of ex-ante fixed information structure and study what happens to the equilibrium behavior when the agents must also decide what information to acquire and when to acquire it. This thesis addresses this question in the two essays on herding and two essays on auction theory. In the first two essays, that are joint work with Klaus Kultti, we study herding models where it is costly to acquire information on the actions that the preceding agents have taken. In our model the agents have to decide both the action that they take and additionally the information that they want to acquire by observing their predecessors. We characterize the equilibrium behavior when the decision to observe preceding agents' actions is endogenous and show how the equilibrium outcome may differ from the standard model, where all preceding agents actions are assumed to be observable. In the latter part of this thesis we study two dynamic auctions: the English and the Dutch auction. We consider a situation where bidder(s) are uninformed about their valuations for the object that is put up for sale and they may acquire this information for a small cost at any point during the auction. We study the case of independent private valuations. In the third essay of the thesis we characterize the equilibrium behavior in an English auction when there are informed and uninformed bidders. We show that the informed bidder may jump bid and signal to the uninformed that he has a high valuation, thus deterring the uninformed from acquiring information and staying in the auction. The uninformed optimally acquires information once the price has passed a particular threshold and the informed has not signalled that his valuation is high. In addition, we provide an example of an information structure where the informed bidder initially waits and then makes multiple jumps. In the fourth essay of this thesis we study the Dutch auction. We consider two cases where all bidders are all initially uninformed. In the first case the information acquisition cost is the same across all bidders and in the second also the cost of information acquisition is independently distributed and private information to the bidders. We characterize a mixed strategy equilibrium in the first and a pure strategy equilibrium in the second case. In addition we provide a conjecture of an equilibrium in an asymmetric situation where there is one informed and one uninformed bidder. We compare the revenues that the first price auction and the Dutch auction generate and we find that under some circumstances the Dutch auction outperforms the first price sealed bid auction. The usual first price sealed bid auction and the Dutch auction are strategically equivalent. However, this equivalence breaks down in case information is acquired during the auction.

The non-linear response of a gyrostabilized platform: Effects of correction torque time delay and of random inputs

First, the non-linear response of a gyrostabilized platform to a small constant input torque is analyzed in respect to the effect of the time delay (inherent or deliberately introduced) in the correction torque supplied by the servomotor, which itself may be non-linear to a certain extent. The equation of motion of the platform system is a third order nonlinear non-homogeneous differential equation. An approximate analytical method of solution of this equation is utilized. The value of the delay at which the platform response becomes unstable has been calculated by using this approximate analytical method. The procedure is illustrated by means of a numerical example. Second, the non-linear response of the platform to a random input has been obtained. The effects of several types of non-linearity on reducing the level of the mean square response have been investigated, by applying the technique of equivalent linearization and solving the resulting integral equations by using laguerre or Gaussian integration techniques. The mean square responses to white noise and band limited white noise, for various values of the non-linear parameter and for different types of non-linearity function, have been obtained. For positive values of the non-linear parameter the levels of the non-linear mean square responses to both white noise and band-limited white noise are low as compared to the linear mean square response. For negative values of the non-linear parameter the level of the non-linear mean square response at first increases slowly with increasing values of the non-linear parameter and then suddenly jumps to a high level, at a certain value of the non-linearity parameter.

Lifting the singular nature of a model for peeling of an adhesive tape

We investigate the dynamics of peeling of an adhesive tape subjected to a constant pull speed. Due to the constraint between the pull force, peel angle and the peel force, the equations of motion derived earlier fall into the category of differential-algebraic equations (DAE) requiring an appropriate algorithm for its numerical solution. By including the kinetic energy arising from the stretched part of the tape in the Lagrangian, we derive equations of motion that support stick-slip jumps as a natural consequence of the inherent dynamics itself, thus circumventing the need to use any special algorithm. In the low mass limit, these equations reproduce solutions obtained using a differential-algebraic algorithm introduced for the earlier singular equations. We find that mass has a strong influence on the dynamics of the model rendering periodic solutions to chaotic and vice versa. Apart from the rich dynamics, the model reproduces several qualitative features of the different waveforms of the peel force function as also the decreasing nature of force drop magnitudes.

Heat transfer in plane Couette flow of a rarefied gas using Bhatnagar-Gross-Krook model

Using the linearized BGK model and the method of moments of half-range distribution functions the temperature jumps at two plates are determined, and it is found that the results are in fair agreement with those of Gross and Ziering, and Ziering.

Influence of External Light Waves on the Thermoelectric Power Under Strong Magnetic Field in Ultrathin Films, Quantum Wires and Quantum Dots of Optoelectronic Materials

In this paper, an attempt is made to study the influence of external light waves on the thermoelectric power under strong magnetic field (TPSM) in ultrathin films (UFs), quantum wires (QWs) and quantum dots (QDs) of optoelectronic materials whose unperturbed dispersion relation of the conduction electrons are defined by three and two band models of Kane together with parabolic energy bands on the basis of newly formulated electron dispersion laws in each case. We have plotted the TPSM as functions of film thickness, electron concentration, light intensity and wavelength for UFs, QWs and ODs of InSb, GaAs, Hg1-xCdxTe and In1-xGaxAsyP1-y respectively. It appears from the figures that for UFs, the TPSM increases with increasing thickness in quantum steps, decreases with increasing electron degeneracy exhibiting entirely different types of oscillations and changes with both light intensity and wavelength and these two latter types of plots are the direct signature of light waves on opto-TPSM. For QWs, the opto-TPSM exhibits rectangular oscillations with increasing thickness and shows enhanced spiky oscillations with electron concentration per unit length. For QDs, the opto-TPSM increases with increasing film thickness exhibiting trapezoidal variations which occurs during quantum jumps and the length and breadth of the trapezoids are totally dependent on energy band constants. Under the condition of non-degeneracy, the results of opto-TPSM gets simplified into the well-known form of classical TPSM equation which the function of three constants only and being invariant of the signature of band structure.

The Day of the Week Effect and Option Pricing - A Study of the German Option Market

The use of different time units in option pricing may lead to inconsistent estimates of time decay and spurious jumps in implied volatilities. Different time units in the pricing model leads to different implied volatilities although the option price itself is the same.The chosen time unit should make it necessary to adjust the volatility parameter only when there are some fundamental reasons for it and not due to wrong specifications of the model. This paper examined the effects of option pricing using different time hypotheses and empirically investigated which time frame the option markets in Germany employ over weekdays. The paper specifically tries to get a picture of how the market prices options. The results seem to verify that the German market behaves in a fashion that deviates from the most traditional time units in option pricing, calendar and trading days. The study also showed that the implied volatility of Thursdays was somewhat higher and thus differed from the pattern of other days of the week. Using a GARCH model to further investigate the effect showed that although a traditional tests, like the analysis of variance, indicated a negative return for Thursday during the same period as the implied volatilities used, this was not supported using a GARCH model.

Technology-related peso problems in stock returns

Although empirical evidence suggests the contrary, many asset pricing models assume stock returns to be symmetrically distributed. In this paper it is argued that the occurrence of negative jumps in a firm's future earnings and, consequently, in its stock price, is positively related to the level of network externalities in the firm's product market. If the ex post frequency of these negative jumps in a sample does not equal the ex ante assessed probability of occurrence, the sample is subject to a peso problem. The hypothesis is tested for by regressing the skewness coefficient of a firm’s realised stock return distribution on the firm’s R&D intensity, i.e. the ratio of the firm’s research and development expenditure to its net sales. The empirical results support the technology-related peso problem hypothesis. In samples subject to such a peso problem, the returns are biased up and the variance is biased down.

High-pressure NMR investigations of the protonic conductor (NH4)4Fe(CN)6.1.5H2O

The effect of high hydrostatic pressure up to 1.5 GPa on ionic motion in (NH4)4Fe(CN)6.1.5H2O has been studied by wide-line 1H NMR experiments performed in the temperature range from room temperature to 77 K. The experiments at room temperature have shown a large increase in the second moment at 0.45 GPa as a result of a pressure-induced phase transition. The temperature dependence study up to 0.425 GPa has shown a gradual increase in the values of activation energy and attempt frequency with increase in pressure. The activation volume for motion at 300 K has been estimated to be 6% of molar volume. Vacancy-assisted ionic jumps are concluded to be the mode of charge transport. Second moments estimated at 77 K show evidence for tunnelling reorientation of at least one of the two NH4+ groups in the compound.

Correlation between stick-slip frictional sliding and charge transfer

A decade ago, Budakian and Putterman [Phys. Rev. Lett. 85, 1000 (2000)] ascribed friction to the formation of bonds arising from contact charging when a gold tip of a surface force apparatus was dragged on polymethylmethacrylate surface. We propose a stick-slip model that captures the observed correlation between stick-slip events and charge transfer, and the lack of dependence of the scale factor connecting the force jumps and charge transfer on normal load. Here, stick-slip dynamics arises as a competition between the viscoelastic and plastic deformation time scales and that due to the pull speed with contact charging playing a minor role. Our model provides an alternate basis for explaining most experimental results without ascribing friction to contact charging.

The non-linear response of a gyrostabilized platform: Effects of correction torque time delay and of random inputs

First, the non-linear response of a gyrostabilized platform to a small constant input torque is analyzed in respect to the effect of the time delay (inherent or deliberately introduced) in the correction torque supplied by the servomotor, which itself may be non-linear to a certain extent. The equation of motion of the platform system is a third order nonlinear non-homogeneous differential equation. An approximate analytical method of solution of this equation is utilized. The value of the delay at which the platform response becomes unstable has been calculated by using this approximate analytical method. The procedure is illustrated by means of a numerical example. Second, the non-linear response of the platform to a random input has been obtained. The effects of several types of non-linearity on reducing the level of the mean square response have been investigated, by applying the technique of equivalent linearization and solving the resulting integral equations by using laguerre or Gaussian integration techniques. The mean square responses to white noise and band limited white noise, for various values of the non-linear parameter and for different types of non-linearity function, have been obtained. For positive values of the non-linear parameter the levels of the non-linear mean square responses to both white noise and band-limited white noise are low as compared to the linear mean square response. For negative values of the non-linear parameter the level of the non-linear mean square response at first increases slowly with increasing values of the non-linear parameter and then suddenly jumps to a high level, at a certain value of the non-linearity parameter.

Novel gray coded pattern for unwrapping phase in fringe projection based 3D profiling

A method to reliably extract object profiles even with height discontinuities (that leads to 2n pi phase jumps) is proposed. This method uses Fourier transform profilometry to extract wrapped phase, and an additional image formed by illuminating the object of interest by a novel gray coded pattern for phase unwrapping. Simulation results suggest that the proposed approach not only retains the advantages of the original method, but also contributes significantly in the enhancement of its performance. Fundamental advantage of this method stems from the fact that both extraction of wrapped phase and unwrapping the same were done by gray scale images. Hence, unlike the methods that use colors, proposed method doesn't demand a color CCD camera and is ideal for profiling objects with multiple colors.

Carbon-13 relaxation study of chain segmental motion and side-chain internal rotations of poly(isobutyl methacrylate) in solution

The dynamics of poly(isobutyl methacrylate) in toluene solution has been examined by C-13 spin-lattice relaxation time and NOE measurements as a function of temperature. The experiments were performed at 50.3 and 100.6 MHz. The backbone carbon relaxation data have been analyzed using the Dejean-Laupretre-Monnerie (DLM) model, which describes the dynamical processes in the backbone in terms of conformational transitions and bond librations. The relaxation data of the side chain nuclei have been analyzed by assuming different motional models, namely, unrestricted rotational diffusion, three site jumps, and restricted rotational diffusion. The different models have been compared for their ability to reproduce the experimental spin-lattice relaxation times and also to predict the behavior of NOE as a function of temperature. Conformational energy calculations have been carried out on a model compound by using the semiempirical quantum chemical method, AM1, and the results confirm the validity of the motional models used to describe the side-chain motion.

Discontinuous shear thickening in confined dilute carbon nanotube suspensions

A monotonic decrease in viscosity with increasing shear stress is a known rheological response to shear flow in complex fluids in general and for flocculated suspensions in particular. Here we demonstrate a discontinuous shear-thickening transition on varying shear stress where the viscosity jumps sharply by four to six orders of magnitude in flocculated suspensions of multiwalled carbon nanotubes (MWNT) at very low weight fractions (approximately 0.5%). Rheooptical observations reveal the shear-thickened state as a percolated structure of MWNT flocs spanning the system size. We present a dynamic phase diagram of the non-Brownian MWNT dispersions revealing a starting jammed state followed by shear-thinning and shear-thickened states. The present study further suggests that the shear-thickened state obtained as a function of shear stress is likely to be a generic feature of fractal clusters under flow, albeit under confinement. An understanding of the shear-thickening phenomena in confined geometries is pertinent for flow-controlled fabrication techniques in enhancing the mechanical strength and transport properties of thin films and wires of nanostructured composites as well as in lubrication issues.