Tests for Cointegration Rank and the Initial Condition

Many economic events involve initial observations that substantially deviate from long-run steady state. Initial conditions of this type have been found to impact diversely on the power of univariate unit root tests, whereas the impact on multivariate tests is largely unknown. This paper investigates the impact of the initial condition on tests for cointegration rank. We compare the local power of the widely used likelihood ratio (LR) test with the local power of a test based on the eigenvalues of the companion matrix. We find that the power of the LR test is increasing in the magnitude of the initial condition, whereas the power of the other test is decreasing. The behaviour of the tests is investigated in an application to price convergence.

Creep Behaviour of AE42 Magnesium Alloy and Its Composites Using Impression Creep Technique

The creep behaviour of a creep-resistant AE42 magnesium alloy has been examined in the temperature range of 150 to 240 degrees C at the stress levels ranging from 40 to 120 MPa using impression creep technique. A normal creep behaviour, i.e., strain rate decreasing with strain and then reaching a steady state, is observed at all the temperatures and stresses employed The stress exponent varies from 5.1 to 5.7 and the apparent activation energy varies from 130 to 140 kJ/mol, which suggests the high temperature climb of dislocation controlled by lattice self-diffusion being the dominant creep mechanism in the stress and temperature range employed The creep behaviour of the AE42 alloy has also been compared with its composites reinforced with Saffil short fibres and SiC particles in four combinations. All the composites exhibited a lower creep rate than the monolithic AE42 alloy tested at the same temperature and stress levels and the decrease in creep rate was greater in the longitudinal direction than in the transverse direction, as expected. All the hybrid composites, i.e., the composites reinforced with a combination of Saffil short fibres and SiC particles, exhibited creep rates comparable to the composite reinforced with 20% Saffil short fibres alone at all the temperature and stress levels employed, which is beneficial from the commercial point of view.

Experimental estimation of friction force in lubricated cutting of steel

Friction force generated in lubricated cutting of steel is experimentally estimated by recording the tangential force experienced by the spherical face of a pin rubbing against a freshly cut surface. The pin and the cutting tool are both submerged in the lubricant and the pin is situated on the cut-track to record the force. The recording shows an instantaneous achievement of a peak in the force curve followed by a decline in time to a steady state value. The peak and not the steady state friction was found to be sensitive to the structure of the hydrocarbon and addition of additive to the oil. The configuration was designed and tested to demonstrate the influence of a reaction film which develops during cutting, on cutting tool friction. Given the strong correlation between the peak friction and the existence of a tribofilm in the cutting zone, the configuration is used to determine the lower limit of a cutting speed regime, which marks the initiation of lubricant starvation, in cutting of steel using an emulsion as a cutting fluid. (C) 2010 Elsevier B.V. All rights reserved.

Risk minimization in water quality control problems of a river system

Methodologies are presented for minimization of risk in a river water quality management problem. A risk minimization model is developed to minimize the risk of low water quality along a river in the face of conflict among various stake holders. The model consists of three parts: a water quality simulation model, a risk evaluation model with uncertainty analysis and an optimization model. Sensitivity analysis, First Order Reliability Analysis (FORA) and Monte-Carlo simulations are performed to evaluate the fuzzy risk of low water quality. Fuzzy multiobjective programming is used to formulate the multiobjective model. Probabilistic Global Search Laussane (PGSL), a global search algorithm developed recently, is used for solving the resulting non-linear optimization problem. The algorithm is based on the assumption that better sets of points are more likely to be found in the neighborhood of good sets of points, therefore intensifying the search in the regions that contain good solutions. Another model is developed for risk minimization, which deals with only the moments of the generated probability density functions of the water quality indicators. Suitable skewness values of water quality indicators, which lead to low fuzzy risk are identified. Results of the models are compared with the results of a deterministic fuzzy waste load allocation model (FWLAM), when methodologies are applied to the case study of Tunga-Bhadra river system in southern India, with a steady state BOD-DO model. The fractional removal levels resulting from the risk minimization model are slightly higher, but result in a significant reduction in risk of low water quality. (c) 2005 Elsevier Ltd. All rights reserved.

Time Dependent Operator-split and Unsplit Schemes for One Dimensional Premixed Flames

This paper is concerned with a study of an operator split scheme and unsplit scheme for the computation of adiabatic freely propagating one-dimensional premixed flames. The study uses unsteady method for both split and unsplit schemes employing implicit chemistry and explicit diffusion, a combination which is stable and convergent. Solution scheme is not sensitive to the initial starting estimate and provides steady state even with straight line profiles (far from steady state) in small number of time steps. Two systems H2-Air and H2-NO (involving complex nitrogen chemistry) are considered in presentinvestigation. Careful comparison shows that the operator split approach is slightly superior than the unsplit when chemistry becomes complex. Comparison of computational times with those of existing steady and unsteady methods seems to suggest that the method employing implicit-explicit algorithm is very efficient and robust.

Vacuum emissivity meter for thermal emittance measurements of coatings

The problems in measuring thermal emittance by steady?state calorimetric technique have been analyzed. A few suggestions to make it more accurate, simple, and rapid have been discussed and results are presented.

Sarveiskalvon permeabiliteetin ennustaminen QSPR-mallin avulla

QSPR-malli kuvaa kvantitatiivista riippuvuutta muuttujien ja biologisen ominaisuuden välillä. Näin ollen QSPR mallit ovat käyttökelpoisia lääkekehityksen apuvälineitä. Kirjallisessa osassa kerrotaan sarveiskalvon, suoliston ja veriaivoesteen permeabiliteetin malleista. Useimmin käytettyjä muuttujia ovat yhdisteen rasvaliukoisuus, polaarinen pinta-ala, vetysidosten muodostuminen ja varaus. Myös yhdisteen koko vaikuttaa läpäisevyyteen, vaikka tutkimuksissa onkin erilaista tietoa tämän merkittävyydestä. Malliin vaikuttaa myös muiden kuin mallissa mukana olevien muuttujien suuruusluokka esimerkkinä Lipinskin ‖rule of 5‖ luokittelu. Tässä luokittelussa yhdisteen ominaisuus ei saa ylittää tiettyjä raja-arvoja. Muussa tapauksessa sen imeytyminen suun kautta otettuna todennäköisesti vaarantuu. Lisäksi kirjallisessa osassa tutustuttiin kuljetinproteiineihin ja niiden toimintaan silmän sarveiskalvossa, suolistossa ja veriaivoesteessä. Nykyisin on kehitetty erilaisia QSAR-malleja kuljetinproteiineille ennustamaan mahdollisten substraatittien tai inhibiittorien vuorovaikutuksia kuljetinproteiinin kanssa. Kokeellisen osan tarkoitus oli rakentaa in silico -malli sarveiskalvon passiiviselle permeabiliteetille. Työssä tehtiin QSPR-malli 54 yhdisteen ACDLabs-ohjelmalla laskettujen muuttujien arvojen avulla. Permeabiliteettikertoimien arvot saatiin kirjallisuudesta kanin sarveiskalvon läpäisevyystutkimuksista. Lopullisen mallin muuttujina käytettiin oktanoli-vesijakaantumiskerrointa (logD) pH:ssa 7,4 ja vetysidosatomien kokonaismäärää. Yhtälö oli muotoa log10(permeabiliteettikerroin) = -3,96791 - 0,177842Htotal + 0,311963logD(pH7,4). R2-korrelaatiokerroin oli 0,77 ja Q2-korrelaatiokerroin oli 0,75. Lopullisen mallin hyvyyttä arvioitiin 15 yhdisteen ulkoisella testijoukolla, jolloin ennustettua permeabiliteettia verrattiin kokeelliseen permeabiliteettiin. QSPR-malli arvioitiin myös farmakokineettisen simulaation avulla. Simulaatiossa laskettiin seitsemän yhdisteen kammionestepitoisuudet in vivo vakaassa tilassa käyttäen simulaatioissa QSPR mallilla ennustettuja permeabiliteettikertoimia. Lisäksi laskettiin sarveiskalvon imeytymisen nopeusvakio (Kc) 13 yhdisteelle farmakokineettisen simulaation avulla ja verrattiin tätä lopullisella mallilla ennustettuun permeabiliteettiin. Tulosten perusteella saatiin tilastollisesti hyvä QSPR-malli kuvaamaan sarveiskalvon passiivista permeabiliteettia, jolloin tätä mallia voidaan käyttää lääkekehityksen alkuvaiheessa. QSPR-malli ennusti permeabiliteettikertoimet hyvin, mikä nähtiin vertaamalla mallilla ennustettuja arvoja kokeellisiin tuloksiin. Lisäksi yhdisteiden kammionestepitoisuudet voitiin simuloida käyttäen apuna QSPR-mallilla ennustettuja permeabiliteettikertoimien arvoja.

Analysis of transients in a canal network

A generalised formulation of the mathematical model developed for the analysis of transients in a canal network, under subcritical flow, with any realistic combination of control structures and their multiple operations, has been presented. The model accounts for a large variety of control structures such as weirs, gates, notches etc. discharging under different conditions, namely submerged and unsubmerged. A numerical scheme to compute and approximate steady state flow condition as the initial condition has also been presented. The model can handle complex situations that may arise from multiple gate operations. This has been demonstrated with a problem wherein the boundary conditions change from a gate discharge equation to an energy equation and back to a gate discharge equation. In such a situation the wave strikes a fixed gate and leads to large and rapid fluctuations in both discharge and depth.

Dipolar cross-correlation effects in the nuclear overhauser experiments of weakly and strongly coupled spins

The effect of dipolar cross correlation in 1H---1H nuclear Overhauser effect experiments is investigated by detailed calculation in an ABX spin system. It is found that in weakly coupled spin systems, the cross-correlation effects are limited to single-quantum transition probabilities and decrease in magnitude as ωτc increases. Strong coupling, however, mixes the states and the cross correlations affect the zero-quantum and double-quantum transition probabilities as well. The effect of cross correlation in steady-state and transient NOE experiments is studied as a function of strong coupling and ωτc. The results for steady-state NOE experiments are calculated analytically and those for transient NOE experiments are calculated numerically. The NOE values for the A and B spins have been calculated by assuming nonselective perturbation of all the transitions of the X spin. A significant effect of cross correlation is found in transient NOE experiments of weakly as well as strongly coupled spins when the multiplets are resolved. Cross correlation manifests itself largely as a multiplet effect in the transient NOE of weakly coupled spins for nonselective perturbation of all X transitions. This effect disappears for a measuring pulse of 90° or when the multiplets are not resolved. For steady-state experiments, the effect of cross correlation is analytically zero for weakly coupled spins and small for strongly coupled spins.

Inelastic dynamic response of R.C. beam column joints by using B.E.M.

A BEM formulation to obtain the inelastic response of R.C. Beam-Column joints subjected to sinusoidal loading along the boundary is presented. The equations of motion are written along with kinematical and constitutive equations. The dynamic reciprocal theorem is presented and the temporal dependence is removed by assuming steady state response.

Maturation of a transient outward potassium current in mouse fetal hypothalamic neurons in culture

The whole-cell voltage clamp technique was used to record potassium currents in mouse fetal hypothalamic neurons developing in culture medium from days 1 to 17. The neurons were derived from fetuses of IOPS/OF1 mice on the 14th day of gestation. The mature neurons (>six days in culture) showed both a transient potassium current and a non-inactivating delayed rectifier potassium current. These were identified pharmacologically by using the potassium channel blockers tetraethyl ammonium chloride and 4-aminopyridine, and on the basis of their kinetics and voltage sensitivities. The delayed rectifier potassium current had a threshold of −20 mV, a slow time-course of activation, and was sustained during the voltage pulse. The 4-aminopyridine-sensitive current was transient, and was activated from a holding potential more negative (−80 mV) than that required for evoking the delayed rectifier potassium current (−40 mV). The delayed rectifier potassium current was detectable from day 1 onwards, while the transient potassium current showed a distinct developmental trend. The time-constant of inactivation became faster with age in culture. The half steady-state inactivation potential showed a shift towards less negative membrane potentials with age, and the relationship was best described by a logarithmic regression equation.The developmental trend of the transient potassium current may relate functionally to the progressive morphological changes, and the appearance of synaptic connections during ontogenesis.

Functional expression and subcellular localization of the Cl- cotransporters KCC2 and NKCC1 in rodent hippocampal and neocortical neurons

The work presented here has focused on the role of cation-chloride cotransporters (CCCs) in (1) the regulation of intracellular chloride concentration within postsynaptic neurons and (2) on the consequent effects on the actions of the neurotransmitter gamma-aminobutyric acid (GABA) mediated by GABAA receptors (GABAARs) during development and in pathophysiological conditions such as epilepsy. In addition, (3) we found that a member of the CCC family, the K-Cl cotransporter isoform 2 (KCC2), has a structural role in the development of dendritic spines during the differentiation of pyramidal neurons. Despite the large number of publications dedicated to regulation of intracellular Cl-, our understanding of the underlying mechanisms is not complete. Experiments on GABA actions under resting steady-state have shown that the effect of GABA shifts from depolarizing to hyperpolarizing during maturation of cortical neurons. However, it remains unclear, whether conclusions from these steady-state measurements can be extrapolated to the highly dynamic situation within an intact and active neuronal network. Indeed, GABAergic signaling in active neuronal networks results in a continuous Cl- load, which must be constantly removed by efficient Cl- extrusion mechanisms. Therefore, it seems plausible to suggest that key parameters are the efficacy and subcellular distribution of Cl- transporters rather than the polarity of steady-state GABA actions. A further related question is: what are the mechanisms of Cl- regulation and homeostasis during pathophysiological conditions such as epilepsy in adults and neonates? Here I present results that were obtained by means of a newly developed method of measurements of the efficacy of a K-Cl cotransport. In Study I, the developmental profile of KCC2 functionality during development was analyzed both in dissociated neuronal cultures and in acute hippocampal slices. A novel method of photolysis of caged GABA in combination with Cl- loading to the somata was used in this study to assess the extrusion efficacy of KCC2. We demonstrated that these two preparations exhibit a different temporal profile of functional KCC2 upregulation. In Study II, we reported an observation of highly distorted dendritic spines in neurons cultured from KCC2-/- embryos. During their development in the culture dish, KCC2-lacking neurons failed to develop mature, mushroom-shaped dendritic spines but instead maintained an immature phenotype of long, branching and extremely motile protrusions. It was shown that the role of KCC2 in spine maturation is not based on its transport activity, but is mediated by interactions with cytoskeletal proteins. Another important player in Cl- regulation, NKCC1 and its role in the induction and maintenance of native Cl- gradients between the axon initial segment (AIS) and soma was the subject of Study III. There we demonstrated that this transporter mediates accumulation of Cl- in the axon initial segment of neocortical and hippocampal principal neurons. The results suggest that the reversal potential of the GABAA response triggered by distinct populations of interneurons show large subcellular variations. Finally, a novel mechanism of fast post-translational upregulation of the membrane-inserted, functionally active KCC2 pool during in-vivo neonatal seizures and epileptiform-like activity in vitro was identified and characterized in Study IV. The seizure-induced KCC2 upregulation may act as an intrinsic antiepileptogenic mechanism.

Rocking response of rectangular rigid blocks under random noise base excitations

The response of a rigid rectangular block resting on a rigid foundation and acted upon simultaneously by a horizontal and a vertical random white-noise excitation is considered. In the equation of motion, the energy dissipation is modeled through a viscous damping term. Under the assumption that the body does not topple, the steady-state joint probability density function of the rotation and the rotational velocity is obtained using the Fokker-Planck equation approach. Closed form solution is obtained for a specific combination of system parameters. A more general but approximate solution to the joint probability density function based on the method of equivalent non-linearization is also presented. Further, the problem of overturning of the block is approached in the framework of the diffusion methods for first passage failure studies. The overturning of the block is deemed incipient when the response trajectories in the phase plane cross the separatrix of the conservative unforced system. Expressions for the moments of first passage time are obtained via a series solution to the governing generalized Pontriagin-Vitt equations. Numerical results illustra- tive of the theoretical solutions are presented and their validity is examined through limited amount of digital simulations.

Photoconductivity in β-AgI

Excitation spectra and transient and steady-state photoconductivity have been studied in undoped and 0.8-mole% Cu-doped single-crystal β-AgI between 150 and 260°K. A single peak in the spectral response was found to occur in each case, at 2.88 eV for undoped and at 2.81 eV for copper-doped specimens at 260 K, the difference being due to a decrease in band gap. The anisotropy due to polarization of incident radiation parallel or perpendicular to the c direction, which is a measure of the energy difference between the Γ9 and Γ7 levels in the valence band, was found to be 0.010 eV. Transient-photoconductivity experiments showed that the hole lifetime was 6 μ sec at 300°K, an order of magnitude larger than the electron lifetime. The hole drift mobility was found to be 12±2 cm2/ V sec at 300°K and limited by traps at a depth of 0.51±0.01 eV with concentration (3-5)×109/cm3 and capture cross section 10-11 cm2. The study of photoconductivity decay versus temperature revealed the presence of shallow hole traps at 0.14±0.02 eV with concentration greater than 1016/cm3 and capture cross section 10-19 cm2. The steady-state photoconductivity was determined by the deep hole traps at 0.51 eV, and showed the presence of shallow electron traps at a depth of 0.28 eV. The trap distribution was found to be substantially the same in pure and copper-doped specimens, indicating the monovalent substitutional role of copper. The effects of iodine annealing, cadmium doping, and heating above the transition temperature were also studied. The possible nature of the traps is discussed.

Optimization of an ammonia reactor using regression analysis

This paper presents an optimization algorithm for an ammonia reactor based on a regression model relating the yield to several parameters, control inputs and disturbances. This model is derived from the data generated by hybrid simulation of the steady-state equations describing the reactor behaviour. The simplicity of the optimization program along with its ability to take into account constraints on flow variables make it best suited in supervisory control applications.