A dynamic renormalization group study of active nematics

We carry out a systematic construction of the coarse-grained dynamical equation of motion for the orientational order parameter for a two-dimensional active nematic, that is a nonequilibrium steady state with uniaxial, apolar orientational order. Using the dynamical renormalization group, we show that the leading nonlinearities in this equation are marginally irrelevant. We discover a special limit of parameters in which the equation of motion for the angle field bears a close relation to the 2d stochastic Burgers equation. We find nevertheless that, unlike for the Burgers problem, the nonlinearity is marginally irrelevant even in this special limit, as a result of a hidden fluctuation-dissipation relation. 2d active nematics therefore have quasi-long-range order, just like their equilibrium counterparts.

Dynamic nature of proteins - interpretation of residual dipolar couplings

Protein conformations and dynamics can be studied by nuclear magnetic resonance spectroscopy using dilute liquid crystalline samples. This work clarifies the interpretation of residual dipolar coupling data yielded by the experiments. It was discovered that unfolded proteins without any additional structure beyond that of a mere polypeptide chain exhibit residual dipolar couplings. Also, it was found that molecular dynamics induce fluctuations in the molecular alignment and doing so affect residual dipolar couplings. The finding clarified the origins of low order parameter values observed earlier. The work required the development of new analytical and computational methods for the prediction of intrinsic residual dipolar coupling profiles for unfolded proteins. The presented characteristic chain model is able to reproduce the general trend of experimental residual dipolar couplings for denatured proteins. The details of experimental residual dipolar coupling profiles are beyond the analytical model, but improvements are proposed to achieve greater accuracy. A computational method for rapid prediction of unfolded protein residual dipolar couplings was also developed. Protein dynamics were shown to modulate the effective molecular alignment in a dilute liquid crystalline medium. The effects were investigated from experimental and molecular dynamics generated conformational ensembles of folded proteins. It was noted that dynamics induced alignment is significant especially for the interpretation of molecular dynamics in small, globular proteins. A method of correction was presented. Residual dipolar couplings offer an attractive possibility for the direct observation of protein conformational preferences and dynamics. The presented models and methods of analysis provide significant advances in the interpretation of residual dipolar coupling data from proteins.

Stochastic models of IEEE 802.11e wireless net works with multimedia applications

We provide a survey of some of our recent results ([9], [13], [4], [6], [7]) on the analytical performance modeling of IEEE 802.11 wireless local area networks (WLANs). We first present extensions of the decoupling approach of Bianchi ([1]) to the saturation analysis of IEEE 802.11e networks with multiple traffic classes. We have found that even when analysing WLANs with unsaturated nodes the following state dependent service model works well: when a certain set of nodes is nonempty, their channel attempt behaviour is obtained from the corresponding fixed point analysis of the saturated system. We will present our experiences in using this approximation to model multimedia traffic over an IEEE 802.11e network using the enhanced DCF channel access (EDCA) mechanism. We have found that we can model TCP controlled file transfers, VoIP packet telephony, and streaming video in the IEEE802.11e setting by this simple approximation.

Prediction of inplane damping from deterministic and stochastic models

This paper reviews computational reliability, computer algebra, stochastic stability and rotating frame turbulence (RFT) in the context of predicting the blade inplane mode stability, a mode which is at best weakly damped. Computational reliability can be built into routine Floquet analysis involving trim analysis and eigenanalysis, and a highly portable special purpose processor restricted to rotorcraft dynamics analysis is found to be more economical than a multipurpose processor. While the RFT effects are dominant in turbulence modeling, the finding that turbulence stabilizes the inplane mode is based on the assumption that turbulence is white noise.

Learning dynamic prices in multiseller electronic retail markets with price sensitive customers, stochastic demands, and inventory replenishments

In this paper, we use reinforcement learning (RL) as a tool to study price dynamics in an electronic retail market consisting of two competing sellers, and price sensitive and lead time sensitive customers. Sellers, offering identical products, compete on price to satisfy stochastically arriving demands (customers), and follow standard inventory control and replenishment policies to manage their inventories. In such a generalized setting, RL techniques have not previously been applied. We consider two representative cases: 1) no information case, were none of the sellers has any information about customer queue levels, inventory levels, or prices at the competitors; and 2) partial information case, where every seller has information about the customer queue levels and inventory levels of the competitors. Sellers employ automated pricing agents, or pricebots, which use RL-based pricing algorithms to reset the prices at random intervals based on factors such as number of back orders, inventory levels, and replenishment lead times, with the objective of maximizing discounted cumulative profit. In the no information case, we show that a seller who uses Q-learning outperforms a seller who uses derivative following (DF). In the partial information case, we model the problem as a Markovian game and use actor-critic based RL to learn dynamic prices. We believe our approach to solving these problems is a new and promising way of setting dynamic prices in multiseller environments with stochastic demands, price sensitive customers, and inventory replenishments.

Dynamic Factor Models and Forecasting Finnish Macroeconomic Variables

In recent years, thanks to developments in information technology, large-dimensional datasets have been increasingly available. Researchers now have access to thousands of economic series and the information contained in them can be used to create accurate forecasts and to test economic theories. To exploit this large amount of information, researchers and policymakers need an appropriate econometric model.Usual time series models, vector autoregression for example, cannot incorporate more than a few variables. There are two ways to solve this problem: use variable selection procedures or gather the information contained in the series to create an index model. This thesis focuses on one of the most widespread index model, the dynamic factor model (the theory behind this model, based on previous literature, is the core of the first part of this study), and its use in forecasting Finnish macroeconomic indicators (which is the focus of the second part of the thesis). In particular, I forecast economic activity indicators (e.g. GDP) and price indicators (e.g. consumer price index), from 3 large Finnish datasets. The first dataset contains a large series of aggregated data obtained from the Statistics Finland database. The second dataset is composed by economic indicators from Bank of Finland. The last dataset is formed by disaggregated data from Statistic Finland, which I call micro dataset. The forecasts are computed following a two steps procedure: in the first step I estimate a set of common factors from the original dataset. The second step consists in formulating forecasting equations including the factors extracted previously. The predictions are evaluated using relative mean squared forecast error, where the benchmark model is a univariate autoregressive model. The results are dataset-dependent. The forecasts based on factor models are very accurate for the first dataset (the Statistics Finland one), while they are considerably worse for the Bank of Finland dataset. The forecasts derived from the micro dataset are still good, but less accurate than the ones obtained in the first case. This work leads to multiple research developments. The results here obtained can be replicated for longer datasets. The non-aggregated data can be represented in an even more disaggregated form (firm level). Finally, the use of the micro data, one of the major contributions of this thesis, can be useful in the imputation of missing values and the creation of flash estimates of macroeconomic indicator (nowcasting).

A study of symbolic processing and computational aspects in helicopter dynamics

Even research models of helicopter dynamics often lead to a large number of equations of motion with periodic coefficients; and Floquet theory is a widely used mathematical tool for dynamic analysis. Presently, three approaches are used in generating the equations of motion. These are (1) general-purpose symbolic processors such as REDUCE and MACSYMA, (2) a special-purpose symbolic processor, DEHIM (Dynamic Equations for Helicopter Interpretive Models), and (3) completely numerical approaches. In this paper, comparative aspects of the first two purely algebraic approaches are studied by applying REDUCE and DEHIM to the same set of problems. These problems range from a linear model with one degree of freedom to a mildly non-linear multi-bladed rotor model with several degrees of freedom. Further, computational issues in applying Floquet theory are also studied, which refer to (1) the equilibrium solution for periodic forced response together with the transition matrix for perturbations about that response and (2) a small number of eigenvalues and eigenvectors of the unsymmetric transition matrix. The study showed the following: (1) compared to REDUCE, DEHIM is far more portable and economical, but it is also less user-friendly, particularly during learning phases; (2) the problems of finding the periodic response and eigenvalues are well conditioned.

Dynamic stiffness matrix of a general cable element

A computational scheme for determining the dynamic stiffness coefficients of a linear, inclined, translating and viscously/hysteretically damped cable element is outlined. Also taken into account is the coupling between inplane transverse and longitudinal forms of cable vibration. The scheme is based on conversion of the governing set of quasistatic boundary value problems into a larger equivalent set of initial value problems, which are subsequently numerically integrated in a spatial domain using marching algorithms. Numerical results which bring out the nature of the dynamic stiffness coefficients are presented. A specific example of random vibration analysis of a long span cable subjected to earthquake support motions modeled as vector gaussian random processes is also discussed. The approach presented is versatile and capable of handling many complicating effects in cable dynamics in a unified manner.

Lamination-dependent shear deformation models for bending of angle-ply laminated plates

Lamination-dependent shear corrective terms in the analysis of bending of laminated plates are derived from a priori assumed linear thicknesswise distributions for gradients of transverse shear stresses by using CLPT inplane stresses in the two in-plane equilibrium equations of elasticity in each ply. In the development of a general model for angle-ply laminated plates, special cases like cylindrical bending of laminates in either direction, symmetric laminates, cross-ply laminates, antisymmetric angle-ply laminates, homogeneous plates are taken into consideration. Adding these corrective terms to the assumed displacements in (i) Classical Laminate Plate Theory (CLPT) and (ii) Classical Laminate Shear Deformation Theory (CLSDT), two new refined lamination-dependent shear deformation models are developed. Closed form solutions from these models are obtained for antisymmetric angle-ply laminates under sinusoidal load for a type of simply supported boundary conditions. Results obtained from the present models and also from Ren's model (1987) are compared with each other.

Lamination-dependent shear deformation models for cylindrical bending of angle-ply laminates

Lamination-dependent shear corrective terms in the analysis of flexure of laminates are derived from a priori assumed linear thicknesswise distributions for gradients of transverse shear stresses and using them in the two in-plane equilibrium equations of elasticity in each ply. Adding these corrective terms to (i) Classical Laminate Plate Theory (CLPT) displacements and (ii) Classical Laminate Shear Deformation Theory (CLSDT) displacements, four new refined lamination-dependent shear deformation models for angle-ply laminates are developed. Performance of these models is evaluated by comparing the results from these models with those from exact elasticity solutions for antisymmetric 2-ply laminates and for 4-ply [15/-15](s) laminates. In general, the model with shear corrective terms based on CLPT and added to CLSDT displacements is sufficient and predicts good estimates, both qualitatively and quantitatively, for all displacements and stresses.

Multiscale stochastic approximation for parametric optimization of hidden Markov models

A two-time scale stochastic approximation algorithm is proposed for simulation-based parametric optimization of hidden Markov models, as an alternative to the traditional approaches to ''infinitesimal perturbation analysis.'' Its convergence is analyzed, and a queueing example is presented.

Non-exponentiality in electron transfer kinetics: Static versus dynamic disorder models

Non-exponential electron transfer kinetics in complex systems are often analyzed in terms of a quenched, static disorder model. In this work we present an alternative analysis in terms of a simple dynamic disorder model where the solvent is characterized by highly non-exponential dynamics. We consider both low and high barrier reactions. For the former, the main result is a simple analytical expression for the survival probability of the reactant. In this case, electron transfer, in the long time, is controlled by the solvent polarization relaxation-in agreement with the analyses of Rips and Jortner and of Nadler and Marcus. The short time dynamics is also non-exponential, but for different reasons. The high barrier reactions, on the other hand, show an interesting dynamic dependence on the electronic coupling element, V-el.

Optimal control of a stochastic hybrid system with discounted cost

We address the optimal control problem of a very general stochastic hybrid system with both autonomous and impulsive jumps. The planning horizon is infinite and we use the discounted-cost criterion for performance evaluation. Under certain assumptions, we show the existence of an optimal control. We then derive the quasivariational inequalities satisfied by the value function and establish well-posedness. Finally, we prove the usual verification theorem of dynamic programming.

Temperature profiles of accretion discs around rapidly rotating strange stars in general relativity: A comparison with neutron stars

We compute the temperature profiles of accretion discs around rapidly rotating strange stars, using constant gravitational mass equilibrium sequences of these objects, considering the full effect of general relativity. Beyond a certain critical value of stellar angular momentum (J), we observe the radius ( $r_{\rm orb}$) of the innermost stable circular orbit (ISCO) to increase with J (a property seen neither in rotating black holes nor in rotating neutron stars). The reason for this is traced to the crucial dependence of ${\rm d}r_{\rm orb}/{\rm d}J$ on the rate of change of the radial gradient of the Keplerian angular velocity at $r_{\rm orb}$ with respect to J. The structure parameters and temperature profiles obtained are compared with those of neutron stars, as an attempt to provide signatures for distinguishing between the two. We show that when the full gamut of strange star equation of state models, with varying degrees of stiffness are considered, there exists a substantial overlap in properties of both neutron stars and strange stars. However, applying accretion disc model constraints to rule out stiff strange star equation of state models, we notice that neutron stars and strange stars exclusively occupy certain parameter spaces. This result implies the possibility of distinguishing these objects from each other by sensitive observations through future X-ray detectors.